NPORT-P false 0000787623 XXXXXXXX S000007796 C000021247 C000156745 C000021244 C000081828 C000021246 TRANSAMERICA FUNDS 811-04556 0000787623 54930088ZHZE1VMYEY52 1801 CALIFORNIA STREET SUITE 5200 DENVER 80202 720-493-4256 Transamerica Bond S000007796 54930028OHE6MAPEQC05 2021-10-31 2021-10-31 N 1877571727.88 131306941.35 1746264786.53 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 57630838.07000000 0.00000000 0.00000000 5313.59000000 USD ACMBS UST ELEMENT FLEET MANAGEMENT 5493000PGBS1C22ELQ16 286181AF9 1549000.00000000 PA USD 1559431.85000000 0.089300996162 Long DBT CORP CA N 2 2024-04-06 Fixed 1.60000000 N N N N N N Towd Point Mortgage Trust N/A 89175JAA8 2940107.20000000 PA USD 2991054.85000000 0.171283007770 Long ABS-MBS CORP US N 2 2057-10-25 Variable 2.75000000 N N N N N N Bausch Health Cos Inc B3BS7ACMDUWISF18KY76 91831AAC5 1631000.00000000 PA USD 1661206.12000000 0.095129108300 Long DBT CORP CA Y 2 2025-04-15 Fixed 6.13000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEF8 6346000.00000000 PA USD 6169488.29000000 0.353296266270 Long DBT CORP US N 2 2036-09-16 Fixed 2.48000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAD5 4654000.00000000 PA USD 5063077.76000000 0.289937574132 Long DBT CORP FR N 2 2025-03-15 Fixed 4.50000000 N N N N N N ASHTON WOODS USA/FINANCE N/A 045086AM7 1474000.00000000 PA USD 1461102.50000000 0.083670157657 Long DBT CORP US N 2 2029-08-01 Fixed 4.63000000 N N N N N N Orange Lake Timeshare Trust N/A 68504UAC5 446860.28000000 PA USD 456537.40000000 0.026143652642 Long ABS-O CORP US N 2 2038-04-09 Fixed 3.61000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCT6 3261000.00000000 PA USD 3722650.64000000 0.213177902269 Long DBT CORP US N 2 2028-10-15 Fixed 4.15000000 N N N N N N Austin Fairmont Hotel Trust N/A 05223HAL6 5000000.00000000 PA USD 4962370.50000000 0.284170564411 Long ABS-MBS CORP US N 2 2032-09-15 Floating 1.89000000 N N N N N N Calpine Corp 43R4VPJBXTU2O15HEF41 131347CK0 838000.00000000 PA USD 862260.23000000 0.049377404655 Long DBT CORP US Y 2 2026-06-01 Fixed 5.25000000 N N N N N N HBOS PLC 213800RS21X7UUH5QU25 4041A2AF1 2974000.00000000 PA USD 3865719.46000000 0.221370750290 Long DBT CORP GB N 2 2033-11-01 Fixed 6.00000000 N N N N N N SKYWORKS SOLUTIONS INC 549300WZ3ORQ2BVKBD96 83088MAK8 1359000.00000000 PA USD 1360638.52000000 0.077917079385 Long DBT CORP US N 2 2026-06-01 Fixed 1.80000000 N N N N N N ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 04636NAA1 3897000.00000000 PA USD 3862720.78000000 0.221199030627 Long DBT CORP US N 2 2026-05-28 Fixed 1.20000000 N N N N N N New Residential Mortgage Loan Trust N/A 64830DAB9 1966730.68000000 PA USD 2055765.17000000 0.117723565512 Long ABS-MBS CORP US N 2 2057-12-25 Variable 4.25000000 N N N N N N Macquarie Bank Ltd 4ZHCHI4KYZG2WVRT8631 55607KZ74 4050000.00000000 PA USD 4049491.04000000 0.231894445288 Long STIV CORP US N 2 2021-12-07 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SN9 11784000.00000000 PA USD 9945972.22000000 0.569556936423 Long DBT UST US N 2 2050-05-15 Fixed 1.25000000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671DAZ8 5502000.00000000 PA USD 5667060.00000000 0.324524667949 Long DBT CORP US N 2 2023-03-15 Fixed 3.88000000 N N N N N N American Home Mortgage Assets N/A 026930AA5 369538.10000000 PA USD 353643.12000000 0.020251403036 Long ABS-MBS CORP US N 2 2047-03-25 Floating 0.21000000 N N N N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 000000000 16369045.05000000 PA USD 16369045.05000000 0.937374742723 Long RA CORP US N 2 Repurchase N 0.00000000 2021-11-01 15226400.00000000 USD 16696481.66000000 USD UST N N N Ocwen Master Advance Receivables Trust 549300THGK42AVJMPW70 67575NBX0 1426000.00000000 PA USD 1428569.51000000 0.081807153246 Long ABS-O CORP US N 2 2052-08-15 Fixed 1.77000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RY6 10424000.00000000 PA USD 12109756.25000000 0.693466211047 Long DBT UST US N 2 2047-08-15 Fixed 2.75000000 N N N N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 552953CH2 1627000.00000000 PA USD 1691199.30000000 0.096846670278 Long DBT CORP US N 2 2028-10-15 Fixed 4.75000000 N N N N N N Citigroup Mortgage Loan Trust Inc N/A 17322GAA7 50611.47000000 PA USD 51901.08000000 0.002972119715 Long ABS-MBS CORP US N 2 2035-01-25 Variable 4.00000000 N N N N N N Capital Automotive Reit N/A 12510HAA8 1113850.29000000 PA USD 1135086.51000000 0.065000824545 Long ABS-O CORP US N 2 2050-02-15 Fixed 2.69000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523CL2 2085000.00000000 PA USD 2107218.32000000 0.120670034478 Long DBT CORP US N 2 2030-03-15 Fixed 2.40000000 N N N N N N Countrywide Alternative Loan Trust N/A 12668BJU8 1088437.99000000 PA USD 996690.50000000 0.057075565383 Long ABS-MBS CORP US N 2 2036-03-25 Floating 0.73000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AL2 7047000.00000000 PA USD 7672421.25000000 0.439361848740 Long DBT CORP CH N 2 2026-08-21 Fixed 6.38000000 N N N N N N Aqua Finance Trust N/A 03842VAA5 3900000.00000000 PA USD 3880326.06000000 0.222207198469 Long ABS-O CORP US N 2 2046-07-17 Fixed 1.54000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05552EAJ9 2339000.00000000 PA USD 2330147.12000000 0.133436070976 Long ABS-MBS CORP US N 2 2036-08-15 Floating 1.29000000 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AN2 1368000.00000000 PA USD 1373028.23000000 0.078626577171 Long DBT CORP US N 2 2024-10-01 Fixed 1.80000000 N N N N N N SPS Servicer Advance Receivables Trust N/A 78472JAC7 982000.00000000 PA USD 983714.87000000 0.056332514838 Long ABS-O CORP US N 2 2052-11-15 Fixed 1.82000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDC3 3538000.00000000 PA USD 3698625.20000000 0.211802083425 Long DBT CORP MX N 2 2030-01-23 Fixed 6.84000000 N N N N N N Pre-Paid Legal Services, Inc. 549300DKH5WJ2J8QU878 74006LAR3 321097.08000000 PA USD 322100.51000000 0.018445112819 Long LON CORP US N 2 2025-05-01 Floating 4.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SM1 13008464.00000000 PA USD 15162482.74000000 0.868280850473 Long DBT UST US N 2 2050-02-15 Fixed 0.25000000 N N N N N N AFN ABSPROP001 Llc N/A 00109BAA3 8244015.60000000 PA USD 8579371.85000000 0.491298451195 Long ABS-O CORP US N 2 2049-05-20 Fixed 3.78000000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 203372AX5 7885000.00000000 PA USD 7736762.00000000 0.443046327205 Long DBT CORP US N 2 2029-09-01 Fixed 4.75000000 N N N N N N JETBLUE 2019-1 CLASS AA N/A 477143AH4 2674373.71000000 PA USD 2749914.87000000 0.157474106516 Long DBT CORP US N 2 2032-05-15 Fixed 2.75000000 N N N N N N NCR CORP 549300YKTY8JX1DV2R67 62886EAY4 695000.00000000 PA USD 703687.50000000 0.040296723923 Long DBT CORP US N 2 2028-10-01 Fixed 5.00000000 N N N N N N Concord Minutemen Capital Co LLC 549300B4YYZ4SNU1JB49 2063C0YG1 5163000.00000000 PA USD 5162762.50000000 0.295646029160 Long STIV CORP US N 2 2021-11-16 None 0.00000000 N N N N N N New Residential Advance Receivables Trust Advance 549300RNWDDBV4LFKJ17 62942QDE0 720000.00000000 PA USD 721741.03000000 0.041330560838 Long ABS-O CORP US N 2 2052-10-15 Fixed 2.46000000 N N N N N N CROWDSTRIKE HOLDINGS INC 549300YBY08K9KM4HX32 22788CAA3 583000.00000000 PA USD 575712.50000000 0.032968224775 Long DBT CORP US N 2 2029-02-15 Fixed 3.00000000 N N N N N N BROOKFIELD RESID PROPERT N/A 11283YAG5 2156000.00000000 PA USD 2164085.00000000 0.123926509696 Long DBT CORP CA N 2 2029-06-15 Fixed 5.00000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 36962GT95 2590000.00000000 PA USD 3014818.53000000 0.172643836905 Long DBT CORP US N 2 2026-01-05 Fixed 5.55000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BG6 1364000.00000000 PA USD 1387870.00000000 0.079476492379 Long DBT CORP LR N 2 2028-04-01 Fixed 5.50000000 N N N N N N Sierra Receivables Funding Co LLC N/A 82652QAC5 4168395.24000000 PA USD 4139518.27000000 0.237049862193 Long ABS-O CORP US N 2 2037-11-20 Fixed 1.79000000 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565EAH8 2644000.00000000 PA USD 2789466.27000000 0.159739020766 Long DBT CORP US N 2 2026-04-11 Fixed 2.80000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAD9 1460000.00000000 PA USD 1561947.60000000 0.089445060797 Long DBT CORP GB N 2 2030-04-15 Fixed 3.40000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEF1 782000.00000000 PA USD 790797.50000000 0.045285085406 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.88000000 N N N N N N INTUIT INC VI90HBPH7XSFMB9E4M29 46124HAC0 1657000.00000000 PA USD 1624493.98000000 0.093026784513 Long DBT CORP US N 2 2027-07-15 Fixed 1.35000000 N N N N N N Avid Automobile Receivables Trust N/A 05369DAA3 65225.00000000 PA USD 65307.23000000 0.003739824023 Long ABS-O CORP US N 2 2024-02-15 Fixed 2.62000000 N N N N N N ENSTAR GROUP LTD 213800AMAL5QFXVUCN04 29359UAC3 5372000.00000000 PA USD 5244635.14000000 0.300334472781 Long DBT CORP BM N 2 2031-09-01 Fixed 3.10000000 N N N N N N US AIRWAYS 2013-1A PTT N/A 90346WAA1 239945.78000000 PA USD 244305.88000000 0.013990196783 Long DBT CORP US N 2 2025-11-15 Fixed 3.95000000 N N N N N N REINSURANCE GRP OF AMER LORM1GNEU1DKEW527V90 759351AE9 6275000.00000000 PA USD 6104332.86000000 0.349565135086 Long DBT CORP US N 2 2065-12-15 Variable 2.78000000 N N N N N N Commerzbank AG 851WYGNLUQLFZBSYGB56 20259BAA9 2891000.00000000 PA USD 3238492.50000000 0.185452545626 Long DBT CORP DE N 2 2023-09-19 Fixed 8.13000000 N N N N N N Orange Lake Timeshare Trust N/A 68504LAA9 292544.86000000 PA USD 295441.32000000 0.016918472059 Long ABS-O CORP US N 2 2029-03-08 Fixed 2.61000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDD1 1593000.00000000 PA USD 1529280.00000000 0.087574347933 Long DBT CORP MX N 2 2050-01-23 Fixed 7.69000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MG3 1412000.00000000 PA USD 1460177.44000000 0.083617184018 Long DBT CORP US N 2 2024-09-12 Fixed 5.00000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAV3 3008000.00000000 PA USD 3155690.33000000 0.180710872391 Long DBT CORP DK N 2 2025-12-20 Fixed 3.24000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAR2 1047000.00000000 PA USD 1096732.50000000 0.062804478934 Long DBT CORP US N 2 2027-12-15 Fixed 4.25000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EAW5 2220000.00000000 PA USD 2473841.59000000 0.141664746897 Long DBT CORP GB N 2 2028-05-09 Fixed 4.84000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46652BBG3 2675000.00000000 PA USD 2715230.66000000 0.155487912311 Long ABS-MBS CORP US N 2 2037-01-16 Fixed 3.27000000 N N N N N N WEICHAI INTL HK ENERGY 3003000XJVQXBJOJ3W36 000000000 1600000.00000000 PA USD 1615150.21000000 0.092491712737 Long DBT CORP HK Y 2 2022-09-14 Fixed 3.75000000 N N N N N N BRE Grand Islander Timeshare Issuer N/A 05584AAA8 147070.09000000 PA USD 149736.94000000 0.008574698473 Long ABS-O CORP US N 2 2029-05-25 Fixed 2.94000000 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 103304BU4 849000.00000000 PA USD 874724.70000000 0.050091183579 Long DBT CORP US N 2 2027-12-01 Fixed 4.75000000 N N N N N N Wellfleet CLO Ltd N/A 94951MAL7 4000000.00000000 PA USD 3995764.00000000 0.228817761820 Long ABS-CBDO CORP KY N 2 2029-10-20 Floating 1.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QA9 6104000.00000000 PA USD 7623800.66000000 0.436577586561 Long DBT UST US N 2 2039-02-15 Fixed 3.50000000 N N N N N N CNO GLOBAL FUNDING 6354008GTNR4833ULD48 18977W2A7 3591000.00000000 PA USD 3565384.57000000 0.204172047532 Long DBT CORP US N 2 2026-10-07 Fixed 1.75000000 N N N N N N UNIFRAX ESCROW ISS CORP N/A 90473LAA0 1005000.00000000 PA USD 1002487.50000000 0.057407531076 Long DBT CORP US N 2 2028-09-30 Fixed 5.25000000 N N N N N N Bausch Health Cos Inc B3BS7ACMDUWISF18KY76 071734AD9 617000.00000000 PA USD 624795.80000000 0.035778984081 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 82652MAA8 796605.36000000 PA USD 810097.07000000 0.046390276906 Long ABS-O CORP US N 2 2036-05-20 Fixed 2.59000000 N N N N N N EXPEDIA GROUP INC N/A 30212PAP0 1761000.00000000 PA USD 1901510.19000000 0.108890141098 Long DBT CORP US N 2 2028-02-15 Fixed 3.80000000 N N N N N N Sheffield Receivables Co LLC 549300MYF6MOTU9T3G29 82124LYA4 2637000.00000000 PA USD 2636922.66000000 0.151003598099 Long STIV CORP US N 2 2021-11-10 None 0.00000000 N N N N N N Lehman XS Trust N/A 525221DT1 1005608.33000000 PA USD 1106204.56000000 0.063346897247 Long ABS-O CORP US N 2 2035-12-25 Floating 0.79000000 N N N N N N Sierra Receivables Funding Co LLC N/A 826525AB3 1938328.35000000 PA USD 1947638.72000000 0.111531695251 Long ABS-O CORP US N 2 2037-07-20 Fixed 2.32000000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AB7 1380000.00000000 PA USD 1985083.51000000 0.113675974303 Long DBT CORP US N 2 2036-12-01 Fixed 7.00000000 N N N N N N Reynolds American Inc 02S2RPPVO9RP4NEU2740 761713AT3 439000.00000000 PA USD 590067.82000000 0.033790283383 Long DBT CORP US N 2 2037-06-15 Fixed 7.25000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AQ3 5088000.00000000 PA USD 5977021.66000000 0.342274648501 Long DBT CORP US N 2 2029-01-23 Fixed 4.75000000 N N N N N N NCR CORP 549300YKTY8JX1DV2R67 62886EBA5 1572000.00000000 PA USD 1607495.76000000 0.092053380014 Long DBT CORP US N 2 2029-04-15 Fixed 5.13000000 N N N N N N ALCON FINANCE CORP 549300CUZUI9VU7XNK42 01400EAA1 2053000.00000000 PA USD 2138253.21000000 0.122447250067 Long DBT CORP US N 2 2026-09-23 Fixed 2.75000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAQ7 2936000.00000000 PA USD 3014704.68000000 0.172637317275 Long DBT CORP US N 2 2030-02-15 Fixed 2.72000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RU4 5220000.00000000 PA USD 6177543.75000000 0.353757562865 Long DBT UST US N 2 2046-11-15 Fixed 2.88000000 N N N N N N LUKOIL INTL FINANCE BV 724500LG1GUKJ5TOIW61 549876AA8 1000000.00000000 PA USD 1032500.00000000 0.059126199415 Long DBT CORP NL N 2 2022-06-07 Fixed 6.66000000 N N N N N N Banc of America Funding Corporation N/A 059515AC0 230656.01000000 PA USD 219152.32000000 0.012549776052 Long ABS-MBS CORP US N 2 2037-04-25 Floating 0.27000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAD0 4503000.00000000 PA USD 4841771.50000000 0.277264452524 Long DBT CORP XX N 2 2030-05-01 Fixed 3.40000000 N N N N N N New Residential Mortgage Loan Trust N/A 64829GAA7 463430.74000000 PA USD 491801.09000000 0.028163030818 Long ABS-MBS CORP US N 2 2035-11-26 Variable 3.75000000 N N N N N N Countrywide Alternative Loan Trust N/A 12667GCB7 546345.30000000 PA USD 535779.69000000 0.030681469049 Long ABS-MBS CORP US N 2 2035-05-25 Floating 0.51000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AF4 1315000.00000000 PA USD 1316643.75000000 0.075397715177 Long DBT CORP US N 2 2021-11-15 Fixed 6.75000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CV0 2053000.00000000 PA USD 2251114.50000000 0.128910261339 Long DBT CORP US N 2 2023-04-21 Fixed 8.50000000 N N N N N N Citigroup Mortgage Loan Trust Inc N/A 17324VAH7 477036.10000000 PA USD 486634.16000000 0.027867146136 Long ABS-MBS CORP US N 2 2042-09-25 Variable 3.75000000 N N N N N N New Residential Advance Receivables Trust Advance N/A 62942QCU5 3390000.00000000 PA USD 3388735.87000000 0.194056244856 Long ABS-O CORP US N 2 2053-08-15 Fixed 3.01000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAA9 1507000.00000000 PA USD 1573303.86000000 0.090095377982 Long DBT CORP US N 2 2027-11-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SL3 6987000.00000000 PA USD 7055778.28000000 0.404049737154 Long DBT UST US N 2 2050-02-15 Fixed 2.00000000 N N N N N N DISH DBS Corp N/A 25470XAJ4 7490000.00000000 PA USD 7677250.00000000 0.439638367515 Long DBT CORP US N 2 2022-07-15 Fixed 5.88000000 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAF6 2420000.00000000 PA USD 2486334.72000000 0.142380167038 Long DBT US N 2 2029-08-15 Fixed 3.75000000 N N N N N N Towd Point Mortgage Trust N/A 89173UAA5 3057225.09000000 PA USD 3117990.19000000 0.178551970700 Long ABS-MBS CORP US N 2 2057-06-25 Variable 2.75000000 N N N N N N Accelerated Assets N/A 00439KAB2 2943660.35000000 PA USD 2915288.17000000 0.166944222461 Long ABS-O CORP US N 2 2040-10-20 Fixed 1.90000000 N N N N N N VB-S1 Issuer LLC N/A 91823AAG6 3100000.00000000 PA USD 3121577.55000000 0.178757401172 Long ABS-O CORP US N 2 2048-02-15 Fixed 3.41000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RT7 15553000.00000000 PA USD 16399301.88000000 0.939107402640 Long DBT UST US N 2 2046-08-15 Fixed 2.25000000 N N N N N N MVW Owner Trust N/A 55389TAC5 2956815.96000000 PA USD 2931870.49000000 0.167893810412 Long ABS-O CORP US N 2 2041-01-22 Fixed 1.94000000 N N N N N N INVEST ENERGY RES LTD 254900A71Y7WHN7L5K89 46143NAB6 1793000.00000000 PA USD 1920589.88000000 0.109982741152 Long DBT CORP BM N 2 2029-04-26 Fixed 6.25000000 N N N N N N Great Wolf Trust N/A 39152TAJ9 6222000.00000000 PA USD 6183198.36000000 0.354081374582 Long ABS-MBS CORP US N 2 2036-12-15 Floating 1.72000000 N N N N N N ASSOC MAT LLC/AMH NEW FI N/A 04570XAC3 830000.00000000 PA USD 879800.03000000 0.050381822778 Long DBT CORP US N 2 2025-09-01 Fixed 9.00000000 N N N N N N WEYERHAEUSER CO 08IRJODWFYBI7QWRGS31 962166BY9 2433000.00000000 PA USD 2730877.06000000 0.156383904724 Long DBT US N 2 2030-04-15 Fixed 4.00000000 N N N N N N CORPORATE OFFICE PROP LP H0TWO5VRNEP6CQAWPX27 22003BAN6 879000.00000000 PA USD 852991.28000000 0.048846617453 Long DBT US N 2 2029-01-15 Fixed 2.00000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AL7 1358000.00000000 PA USD 1471735.85000000 0.084279077339 Long DBT CORP US N 2 2029-11-01 Fixed 4.25000000 N N N N N N HUNTINGTON INGALLS INDUS 5TZLZ6WJTBVJ0QWBG121 446413AX4 3768000.00000000 PA USD 3695145.19000000 0.211602800360 Long DBT CORP US N 2 2028-08-16 Fixed 2.04000000 N N N N N N State Street Global Advisors 5493008BJIBKQ5KTIF74 857492706 16798935.00000000 NS USD 16798935.00000000 0.961992426897 Long STIV RF US N 1 N N United States Treasury 254900HROIFWPRGM1V77 912810SC3 1568000.00000000 PA USD 1953017.51000000 0.111839712113 Long DBT UST US N 2 2048-05-15 Fixed 3.13000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCA5 1711000.00000000 PA USD 1964354.70000000 0.112488937253 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 723787AR8 3530000.00000000 PA USD 3405477.27000000 0.195014942537 Long DBT CORP US N 2 2031-01-15 Fixed 2.15000000 N N N N N N Vantage Data Centers LLC 5493000RL8X7WTQ7HO20 92212KAB2 6085000.00000000 PA USD 6016675.19000000 0.344545411234 Long ABS-O CORP US N 2 2045-09-15 Fixed 1.65000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QX9 19037000.00000000 PA USD 21488013.75000000 1.230512916239 Long DBT UST US N 2 2042-08-15 Fixed 2.75000000 N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 65480CAD7 3359000.00000000 PA USD 3289228.46000000 0.188357944646 Long DBT CORP US N 2 2028-09-15 Fixed 2.45000000 N N N N N N Metlife Securitization Trust N/A 59166EAB1 806838.23000000 PA USD 829957.45000000 0.047527583239 Long ABS-MBS CORP US N 2 2058-04-25 Variable 3.75000000 N N N N N N CLOVERIE PLC ZURICH INS 5493002N598MXOKUEF55 000000000 6400000.00000000 PA USD 7331200.00000000 0.419821785135 Long DBT CORP IE Y 2 2046-06-24 Fixed 5.63000000 N N N N N N Extended Stay America Trust N/A 30227FAG5 3098878.37000000 PA USD 3101789.46000000 0.177624234533 Long ABS-MBS CORP US N 2 2038-07-15 Floating 1.79000000 N N N N N N 20 TSQ GroundCo LLC N/A 90137LAE0 2400000.00000000 PA USD 2374006.08000000 0.135947658013 Long ABS-MBS CORP US N 2 2035-05-15 Variable 3.10000000 N N N N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 552953CE9 3379000.00000000 PA USD 3649320.00000000 0.208978616997 Long DBT CORP US Y 2 2025-06-15 Fixed 5.75000000 N N N N N N STRYKER CORP 5493002F0SC4JTBU5137 863667AY7 2312000.00000000 PA USD 2276735.99000000 0.130377478121 Long DBT CORP US N 2 2030-06-15 Fixed 1.95000000 N N N N N N PHYSICIANS REALTY LP 549300P6Q1UMT0X60U20 71951QAC6 3138000.00000000 PA USD 3135070.27000000 0.179530062919 Long DBT US N 2 2031-11-01 Fixed 2.63000000 N N N N N N MOZART DEBT MERGER SUB N/A 62482BAA0 2443000.00000000 PA USD 2432543.96000000 0.139299834639 Long DBT CORP US N 2 2029-04-01 Fixed 3.88000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31282YDS5 519296.10000000 PA USD 95550.37000000 0.005471699981 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N REPUBLIC OF UZBEKISTAN 213800L6VDKUM3TCM927 91822Q2E6 3049000.00000000 PA USD 2972775.00000000 0.170236210621 Long DBT NUSS UZ N 2 2031-10-19 Fixed 3.90000000 N N N N N N Cosmopolitan Hotel Trust N/A 12546DAL1 5750000.00000000 PA USD 5748184.73000000 0.329170282441 Long ABS-MBS CORP US N 2 2036-11-15 Floating 2.34000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SU3 4857000.00000000 PA USD 4771243.59000000 0.273225665821 Long DBT UST US N 2 2051-02-15 Fixed 1.88000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017AX2 2433000.00000000 PA USD 2407785.07000000 0.137882014719 Long DBT CORP US N 2 2024-09-01 Fixed 0.98000000 N N N N N N NuStar Logistics LP N62BF2PKP51FIIOIUN20 67059TAF2 350000.00000000 PA USD 371875.00000000 0.021295453179 Long DBT CORP US N 2 2026-06-01 Fixed 6.00000000 N N N N N N Residential Asset Securitization Trust N/A 45660NK46 1610197.43000000 PA USD 1684408.21000000 0.096457777937 Long ABS-MBS CORP US N 2 2034-08-25 Fixed 5.50000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAK7 1920000.00000000 PA USD 1895414.80000000 0.108541088076 Long DBT CORP US N 2 2026-01-30 Fixed 1.95000000 N N N N N N Towd Point Mortgage Trust N/A 89172UAA6 266044.92000000 PA USD 267415.24000000 0.015313556229 Long ABS-O CORP US N 2 2056-07-25 Variable 2.25000000 N N N N N N NATIONAL RETAIL PROP INC 5493008JKH5SOTI0JS97 637417AN6 2457000.00000000 PA USD 2487008.89000000 0.142418773440 Long DBT US N 2 2030-04-15 Fixed 2.50000000 N N N N N N New Residential Mortgage Loan Trust N/A 64829JAA1 1723792.47000000 PA USD 1830443.85000000 0.104820521155 Long ABS-MBS CORP US N 2 2057-02-25 Variable 4.00000000 N N N N N N HAT HOLDINGS I LLC/HAT N/A 418751AE3 1830000.00000000 PA USD 1813987.50000000 0.103878146887 Long DBT US N 2 2026-06-15 Fixed 3.38000000 N N N N N N MARTIN MARIETTA MATERIAL 5299005MZ4WZECVATV08 573284AV8 2925000.00000000 PA USD 2973382.72000000 0.170271011758 Long DBT CORP US N 2 2030-03-15 Fixed 2.50000000 N N N N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 68268NAP8 1134000.00000000 PA USD 1247509.90000000 0.071438759438 Long DBT CORP US N 2 2025-03-15 Fixed 4.90000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AP4 2357000.00000000 PA USD 2500282.03000000 0.143178860919 Long DBT US N 2 2030-01-15 Fixed 4.00000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46642MAJ7 2000000.00000000 PA USD 320000.00000000 0.018324826937 Long ABS-MBS CORP US N 2 2027-06-10 Variable 3.80000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBT8 1723000.00000000 PA USD 1778084.31000000 0.101822147690 Long DBT CORP US N 2 2032-01-15 Fixed 4.00000000 N N N N N N Cosmopolitan Hotel Trust N/A 12546DAJ6 9000000.00000000 PA USD 8997156.00000000 0.515222895714 Long ABS-MBS CORP US N 2 2036-11-15 Floating 1.59000000 N N N N N N KB Home 549300LGUCWQURMWLG09 48666KAV1 795000.00000000 PA USD 844687.50000000 0.048371100792 Long DBT CORP US N 2 2023-05-15 Fixed 7.63000000 N N N N N N New Residential Advance Receivables Trust Advance 549300RNWDDBV4LFKJ17 62942QCW1 25800000.00000000 PA USD 25815529.02000000 1.478328442463 Long ABS-O CORP US N 2 2053-09-15 Fixed 1.48000000 N N N N N N Commercial Mortgage Pass-through Certificates N/A 44965LAL8 1930000.00000000 PA USD 1961244.00000000 0.112310802756 Long ABS-MBS CORP US N 2 2041-02-11 Variable 4.29000000 N N N N N N DIRECTV HOLDINGS/FING N/A 25461LAA0 1031000.00000000 PA USD 1068786.15000000 0.061204128849 Long DBT CORP US N 2 2027-08-15 Fixed 5.88000000 N N N N N N Credit Suisse AG ANGGYXNX0JLX3X63JN86 22546DAA4 3070000.00000000 PA USD 3342616.00000000 0.191415186619 Long DBT CORP CH N 2 2023-08-08 Fixed 6.50000000 N N N N N N MOSAIC CO 2YD5STGSJNMUB7H76907 61945CAG8 800000.00000000 PA USD 888158.69000000 0.050860482147 Long DBT CORP US N 2 2027-11-15 Fixed 4.05000000 N N N N N N CORPORATE OFFICE PROP LP H0TWO5VRNEP6CQAWPX27 22003BAL0 1251000.00000000 PA USD 1272239.19000000 0.072854884311 Long DBT US N 2 2026-03-15 Fixed 2.25000000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 05533UAG3 4955000.00000000 PA USD 5388562.50000000 0.308576485167 Long DBT CORP MX N 2 2034-09-13 Fixed 5.88000000 N N N N N N Lloyds Bank PLC H7FNTJ4851HG0EXQ1Z70 53943RZ85 11000000.00000000 PA USD 10998900.00000000 0.629852934379 Long STIV CORP GB N 2 2021-12-08 None 0.00000000 N N N N N N BUNGE LTD FINANCE CORP 549300QHC068L40NNM71 120568BC3 3156000.00000000 PA USD 3181037.97000000 0.182162407129 Long DBT CORP US N 2 2031-05-14 Fixed 2.75000000 N N N N N N LIFE STORAGE LP X0MIGH67XZCB7HL1A534 53227JAC8 800000.00000000 PA USD 787481.12000000 0.045095172626 Long DBT US N 2 2030-10-15 Fixed 2.20000000 N N N N N N 321 Henderson Receivables LLC N/A 88576XAA4 587974.11000000 PA USD 638423.35000000 0.036559366879 Long ABS-O CORP US N 2 2059-07-15 Fixed 5.56000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAD6 3175000.00000000 PA USD 3238500.00000000 0.185452975114 Long DBT CORP US N 2 2029-03-15 Fixed 4.00000000 N N N N N N UMBS, TBA N/A 01F0226B6 22459000.00000000 PA USD 23064340.12000000 1.320781378511 Long ABS-MBS USGSE US N 2 2051-11-15 Fixed 2.50000000 N N N N N N Western Digital Corp 549300QQXOOYEF89IC56 958102AM7 6235000.00000000 PA USD 6835118.75000000 0.391413650594 Long DBT CORP US N 2 2026-02-15 Fixed 4.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SH2 7496200.00000000 PA USD 8990169.27000000 0.514822800032 Long DBT UST US N 2 2049-05-15 Fixed 2.88000000 N N N N N N IHS NETHERLANDS HOLDCO 5493006Z6YQYCCN2XI74 44963LAC0 1975000.00000000 PA USD 2095968.75000000 0.120025826905 Long DBT CORP NL N 2 2027-09-18 Fixed 8.00000000 N N N N N N Post Holdings Inc JM1I5YUAURL6DC8N1468 737446AN4 2000000.00000000 PA USD 2087400.00000000 0.119535136715 Long DBT CORP US N 2 2028-01-15 Fixed 5.63000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89832QAE9 5369000.00000000 PA USD 5826707.25000000 0.333666881159 Long DBT CORP US N 2 2025-09-01 Fixed 4.95000000 N N N N N N FLOWSERVE CORPORATION 6Y0GK87T6V7NJKZJVM41 34355JAB4 2566000.00000000 PA USD 2520249.25000000 0.144322285454 Long DBT CORP US N 2 2032-01-15 Fixed 2.80000000 N N N N N N CONTL AIRLINES 2007-1 N/A 21079RAA0 14375.69000000 PA USD 14462.05000000 0.000828170510 Long DBT CORP US N 2 2022-04-19 Fixed 6.90000000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807BK7 738000.00000000 PA USD 792462.50000000 0.045380431771 Long DBT CORP US N 2 2027-02-01 Fixed 3.20000000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAG3 1423000.00000000 PA USD 1426557.50000000 0.081691935324 Long DBT CORP US N 2 2032-03-01 Fixed 3.50000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAG6 3369000.00000000 PA USD 3634467.46000000 0.208128085043 Long DBT CORP KY N 2 2026-05-01 Fixed 4.38000000 N N N N N N Towd Point Mortgage Trust N/A 89176VAK8 1630191.83000000 PA USD 1657620.62000000 0.094923784341 Long ABS-MBS CORP US N 2 2058-07-25 Variable 3.25000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AK3 520000.00000000 PA USD 503750.00000000 0.028847286155 Long DBT CORP CA N 2 2029-02-15 Fixed 6.25000000 N N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 026874DC8 1391000.00000000 PA USD 1554169.70000000 0.088999658699 Long DBT CORP US N 2 2035-01-15 Fixed 3.88000000 N N N N N N GoodLeap Sustainable Home Improvement Loan Trust N/A 38237HAA5 3545000.00000000 PA USD 3544475.69000000 0.202974698759 Long ABS-O CORP US N 2 2048-10-20 Fixed 2.31000000 N N N N N N KLA CORP 549300H0BF5JCG96TJ81 482480AG5 2500000.00000000 PA USD 2842657.75000000 0.162785035346 Long DBT CORP US N 2 2029-03-15 Fixed 4.10000000 N N N N N N MATTEL INC 549300VELLG24KHTJ564 577081BD3 360000.00000000 PA USD 387000.00000000 0.022161587577 Long DBT CORP US N 2 2027-12-15 Fixed 5.88000000 N N N N N N Sierra Receivables Funding Co LLC N/A 82653GAA0 752048.52000000 PA USD 777886.58000000 0.044545740485 Long ABS-O CORP US N 2 2035-09-20 Fixed 3.69000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668BN1 2089000.00000000 PA USD 2042603.31000000 0.116969850492 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 21871FAJ7 5895200.00000000 PA USD 5850711.28000000 0.335041473958 Long ABS-MBS CORP US N 2 2031-12-15 Floating 1.39000000 N N N N N N UMBS, TBA N/A 01F0326B5 3708000.00000000 PA USD 3918602.83000000 0.224399120925 Long ABS-MBS USGSE US N 2 2051-11-15 Fixed 3.50000000 N N N N N N GAP INC/THE T2ZG1WRWZ4BUCMQL9224 364760AQ1 494000.00000000 PA USD 484120.00000000 0.027723172552 Long DBT CORP US N 2 2031-10-01 Fixed 3.88000000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DM6 2546000.00000000 PA USD 2497372.47000000 0.143012244721 Long DBT US N 2 2031-02-01 Fixed 2.20000000 N N N N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 156700BA3 1750000.00000000 PA USD 1920625.00000000 0.109984752301 Long DBT CORP US N 2 2024-04-01 Fixed 7.50000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05548WAJ6 2570000.00000000 PA USD 2460460.43000000 0.140898473643 Long ABS-MBS CORP US N 2 2037-03-15 Floating 2.53000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBW0 2666000.00000000 PA USD 2621011.25000000 0.150092429866 Long DBT UST US N 2 2026-04-30 Fixed 0.75000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAG6 5533000.00000000 PA USD 5659521.29000000 0.324092963086 Long DBT CORP US N 2 2025-02-01 Fixed 4.60000000 N N N N N N Countrywide Asset-Backed Certificates N/A 126671RV0 6730.73000000 PA USD 6688.26000000 0.000383003771 Long ABS-MBS CORP US N 2 2032-05-25 Variable 4.93000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKC2 5337000.00000000 PA USD 5192961.31000000 0.297375366557 Long DBT CORP US N 2 2036-09-21 Fixed 2.48000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CX1 938000.00000000 PA USD 942690.00000000 0.053983222204 Long DBT CORP US N 2 2039-08-15 Fixed 4.30000000 N N N N N N SENSATA TECH INC 5493002MMDDCUNV7NY90 81728UAA2 1498000.00000000 PA USD 1580966.28000000 0.090534167108 Long DBT CORP US N 2 2030-02-15 Fixed 4.38000000 N N N N N N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 595112BL6 2335000.00000000 PA USD 2515962.50000000 0.144076804354 Long DBT CORP US N 2 2024-02-06 Fixed 4.64000000 N N N N N N UNITED WHOLESALE MTGE LL 549300HW662MN1WU8550 91153LAA5 4725000.00000000 PA USD 4701375.00000000 0.269224635133 Long DBT CORP US N 2 2025-11-15 Fixed 5.50000000 N N N N N N Hospitality Mortgage Trust N/A 40443RAJ0 2912454.25000000 PA USD 2901483.03000000 0.166153669957 Long ABS-MBS CORP US N 2 2036-11-15 Floating 1.69000000 N N N N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 101137AU1 1604000.00000000 PA USD 2069207.17000000 0.118493322774 Long DBT CORP US N 2 2049-03-01 Fixed 4.70000000 N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CR5 4515000.00000000 PA USD 4334445.15000000 0.248212366385 Long DBT CORP US N 2 2031-03-01 Fixed 3.75000000 N N N N N N AXA SA F5WCUMTUM4RKZ1MAIE39 054536AC1 3982000.00000000 PA USD 5525025.00000000 0.316391021717 Long DBT CORP FR N 2 2036-12-14 Fixed 6.38000000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AS8 655000.00000000 PA USD 691011.90000000 0.039570854622 Long DBT CORP US N 2 2030-03-15 Fixed 5.38000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746TD3 3903000.00000000 PA USD 3976181.25000000 0.227696353993 Long DBT CORP US N 2 2026-03-15 Fixed 3.90000000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 05533UAC2 1500000.00000000 PA USD 1571250.00000000 0.089977763516 Long DBT CORP MX N 2 2022-09-30 Fixed 6.75000000 N N N N N Ocwen Master Advance Receivables Trust 549300THGK42AVJMPW70 67575NBW2 10116000.00000000 PA USD 10112880.23000000 0.579114937666 Long ABS-O CORP US N 2 2052-08-15 Fixed 1.28000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GAT9 2435000.00000000 PA USD 2598291.17000000 0.148791362572 Long DBT CORP US N 2 2026-03-01 Fixed 3.04000000 N N N N N N TICP CLO Ltd N/A 87249FAE4 1250000.00000000 PA USD 1250083.75000000 0.071586151174 Long ABS-CBDO CORP KY N 2 2028-04-20 Floating 1.48000000 N N N N N N GS Mortgage Securities Trust N/A 36255MAG2 5242000.00000000 PA USD 5335100.02000000 0.305514951750 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 90205FAN0 4630000.00000000 PA USD 4609590.50000000 0.263968588014 Long ABS-MBS CORP US N 2 2034-09-15 Floating 2.21000000 N N N N N N Lazard Group LLC FI94J2CJ1D7BIGVMS874 52107QAJ4 2336000.00000000 PA USD 2681647.57000000 0.153564773835 Long DBT CORP US N 2 2028-09-19 Fixed 4.50000000 N N N N N N DIAMOND SPORTS GR/DIAMON N/A 25277LAA4 1040000.00000000 PA USD 587600.00000000 0.033648963463 Long DBT CORP US N 2 2026-08-15 Fixed 5.38000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BD8 1217000.00000000 PA USD 1115076.25000000 0.063854935322 Long DBT CORP US N 2 2030-12-01 Fixed 4.63000000 N N N N N N BX Trust N/A 12433UAJ4 1900000.00000000 PA USD 1895194.14000000 0.108528451963 Long ABS-MBS CORP US N 2 2035-05-15 Floating 1.31000000 N N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 29336UAD9 1095000.00000000 PA USD 1042987.50000000 0.059726766985 Long DBT CORP US N 2 2045-04-01 Fixed 5.05000000 N N N N N N Pikes Peak CLO 2549002NRPBIF0UZPU88 72132WAJ8 4395000.00000000 PA USD 4395742.76000000 0.251722579181 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 1.32000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833BU3 1092000.00000000 PA USD 1122087.56000000 0.064256438579 Long DBT CORP US N 2 2023-02-23 Fixed 2.85000000 N N N N N N NuStar Logistics LP N62BF2PKP51FIIOIUN20 67059TAE5 2000000.00000000 PA USD 2097500.00000000 0.120113514066 Long DBT CORP US N 2 2027-04-28 Fixed 5.63000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AJ0 3099000.00000000 PA USD 3099000.00000000 0.177464495871 Long DBT CORP US N 2 2029-05-01 Fixed 3.75000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BX6 3725000.00000000 PA USD 4127598.19000000 0.236367257808 Long DBT CORP US N 2 2029-06-15 Fixed 4.13000000 N N N N N N IHS NETHERLANDS HOLDCO 5493006Z6YQYCCN2XI74 44963LAB2 1565000.00000000 PA USD 1617818.75000000 0.092644526905 Long DBT CORP NL N 2 2025-03-18 Fixed 7.13000000 N N N N N N CIFC Funding Ltd 549300RWVPXQ5M3BFY62 12550LAU6 7030000.00000000 PA USD 7019117.56000000 0.401950357937 Long ABS-CBDO CORP KY N 2 2030-04-15 Floating 1.62000000 N N N N N N MVW Owner Trust N/A 55400DAB7 988821.63000000 PA USD 1001070.66000000 0.057326395614 Long ABS-O CORP US N 2 2038-10-20 Fixed 2.44000000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HAW7 2487000.00000000 PA USD 2765111.86000000 0.158344363428 Long DBT CORP IT N 2 2026-01-15 Fixed 5.71000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SX7 1467000.00000000 PA USD 1610032.50000000 0.092198646643 Long DBT UST US N 2 2051-05-15 Fixed 2.38000000 N N N N N N SCIENTIFIC GAMES INTERNA RLTHESQ0RNFQJWPBJN60 80874YBE9 796000.00000000 PA USD 899543.68000000 0.051512444558 Long DBT CORP US Y 2 2029-11-15 Fixed 7.25000000 N N N N N N FAIRFAX FINL HLDGS LTD GLS7OQD0WOEDI8YAP031 303901BH4 5700000.00000000 PA USD 5886164.68000000 0.337071715893 Long DBT CORP CA Y 2 2031-03-03 Fixed 3.38000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AS8 1858000.00000000 PA USD 2033566.73000000 0.116452369977 Long DBT CORP IT N 2 2035-06-30 Fixed 5.46000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAE1 3764000.00000000 PA USD 3490080.77000000 0.199859769086 Long DBT UST US N 2 2030-08-15 Fixed 0.63000000 N N N N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 67059TAG0 950000.00000000 PA USD 1016500.00000000 0.058209958068 Long DBT CORP US N 2 2025-10-01 Fixed 5.75000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565ACA9 2429000.00000000 PA USD 2468471.25000000 0.141357213925 Long DBT CORP FR N 2 2022-03-14 Fixed 6.75000000 N N N N N D.R. HORTON INC 529900ZIUEYVSB8QDD25 23331ABE8 2438000.00000000 PA USD 2493493.80000000 0.142790132357 Long DBT CORP US N 2 2022-09-15 Fixed 4.38000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BH5 2965000.00000000 PA USD 2895671.01000000 0.165820844143 Long DBT CORP US N 2 2033-10-15 Fixed 2.75000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBC3 725000.00000000 PA USD 765781.25000000 0.043852527744 Long DBT CORP US N 2 2026-03-15 Fixed 8.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 1.00000000 NC USD 52.30000000 0.000002994963 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CME Ultra Long Term US Treasury Bond Future WNZ1 Comdty 2021-12-21 196353.95000000 USD 52.30000000 N N N BX Trust N/A 12433YAL1 3536440.00000000 PA USD 3534328.75000000 0.202393633386 Long ABS-MBS CORP US N 2 2037-10-15 Floating 1.79000000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HAT4 595000.00000000 PA USD 638064.01000000 0.036538789244 Long DBT CORP IT N 2 2024-06-26 Fixed 5.02000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05548WAE7 7065000.00000000 PA USD 6887822.52000000 0.394431736419 Long ABS-MBS CORP US N 2 2037-03-15 Floating 1.21000000 N N N N N N MSCG Trust N/A 55358PAJ5 1375000.00000000 PA USD 1374152.18000000 0.078690940262 Long ABS-MBS CORP US N 2 2037-10-15 Floating 1.27000000 N N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 026874DN4 2031000.00000000 PA USD 2312452.18000000 0.132422768748 Long DBT CORP US N 2 2029-03-15 Fixed 4.25000000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BS1 4095000.00000000 PA USD 4087997.55000000 0.234099523825 Long DBT CORP US N 2 2032-04-15 Fixed 2.70000000 N N N N N N INTERNATIONAL GAME TECH 549300UQ6KHRCZDRGZ76 460599AC7 2792000.00000000 PA USD 3099120.00000000 0.177471367681 Long DBT CORP GB N 2 2025-02-15 Fixed 6.50000000 N N N N N N GSCG Trust N/A 36260TAG0 4480000.00000000 PA USD 4513498.30000000 0.258465860092 Long ABS-MBS CORP US N 2 2034-09-06 Fixed 3.46000000 N N N N N N SCIENTIFIC GAMES INTERNA RLTHESQ0RNFQJWPBJN60 80874YBA7 3200000.00000000 PA USD 3396000.00000000 0.194472225872 Long DBT CORP US Y 2 2026-03-15 Fixed 8.25000000 N N N N N N EXPEDIA GROUP INC N/A 30212PBH7 846000.00000000 PA USD 854245.84000000 0.048918459937 Long DBT CORP US N 2 2031-03-15 Fixed 2.95000000 N N N N N N SPS Servicer Advance Receivables Trust N/A 78472JAA1 4754000.00000000 PA USD 4762207.78000000 0.272708229401 Long ABS-O CORP US N 2 2052-11-15 Fixed 1.28000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAF7 2723000.00000000 PA USD 3709944.68000000 0.212450294400 Long DBT CORP US N 2 2043-10-02 Fixed 6.25000000 N N N N N N CROWN CASTLE TOWERS LLC N/A 22822RBF6 371000.00000000 PA USD 379138.63000000 0.021711405562 Long DBT CORP US N 2 2023-07-15 Fixed 3.72000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AJ6 3400000.00000000 PA USD 3064216.00000000 0.175472587183 Long DBT CORP CA N 2 2030-01-30 Fixed 5.25000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BH9 2454000.00000000 PA USD 2377680.60000000 0.136158079710 Long DBT CORP US N 2 2031-11-15 Fixed 4.50000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05552EAN0 1890000.00000000 PA USD 1878217.55000000 0.107556286107 Long ABS-MBS CORP US N 2 2036-08-15 Floating 2.59000000 N N N N N N COMM Mortgage Trust N/A 12624NAJ9 1175000.00000000 PA USD 1073731.80000000 0.061487341912 Long ABS-MBS CORP US N 2 2030-10-05 Fixed 3.80000000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MAT5 2514000.00000000 PA USD 2853500.64000000 0.163405954355 Long DBT CORP CA N 2 2029-04-01 Fixed 4.20000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JG3 2323000.00000000 PA USD 2219745.83000000 0.127113931811 Long DBT CORP US N 2 2031-02-01 Fixed 2.50000000 N N N N N N ISTAR INC QFFLKWYYS3UPWD86E794 45031UCG4 2171000.00000000 PA USD 2225275.00000000 0.127430560197 Long DBT US N 2 2025-08-01 Fixed 4.25000000 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AC1 413000.00000000 PA USD 430015.60000000 0.024624879532 Long DBT CORP US N 2 2028-07-01 Fixed 4.50000000 N N N N N N GLOBAL ATLANTIC FIN CO N/A 37959GAB3 5497000.00000000 PA USD 5518201.71000000 0.316000285441 Long DBT CORP US N 2 2031-06-15 Fixed 3.13000000 N N N N N N Black Hills Corp 3MGELCRSTNSAMJ962671 092113AH2 2854000.00000000 PA USD 3033793.69000000 0.173730451040 Long DBT CORP US N 2 2023-11-30 Fixed 4.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBL4 3167000.00000000 PA USD 3056155.00000000 0.175010973340 Long DBT UST US N 2 2031-02-15 Fixed 1.13000000 N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AY5 5335000.00000000 PA USD 5309299.60000000 0.304037488527 Long DBT CORP IT N 2 2032-06-03 Fixed 3.13000000 N N N N N N EDP Finance BV 5299007L43AQDFOW5739 26835PAF7 7937000.00000000 PA USD 8422704.64000000 0.482326890227 Long DBT CORP NL N 2 2024-07-15 Fixed 3.63000000 N N N N N N Towd Point Mortgage Trust N/A 89177BAA3 7346676.46000000 PA USD 7656605.56000000 0.438456161921 Long ABS-MBS CORP US N 2 2058-03-25 Variable 3.69000000 N N N N N N New Residential Advance Receivables Trust Advance N/A 62942QCR2 10800000.00000000 PA USD 10756626.12000000 0.615979100247 Long ABS-O CORP US N 2 2053-08-15 Fixed 1.43000000 N N N N N N Iron Mountain Inc SQL3F6CKNNBM3SQGHX24 46284VAE1 3750000.00000000 PA USD 3904687.50000000 0.223602258381 Long DBT US N 2 2028-03-15 Fixed 5.25000000 N N N N N N MVW Owner Trust N/A 55389PAA7 1710384.21000000 PA USD 1745005.12000000 0.099927865090 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 64828MAA5 771364.13000000 PA USD 820945.18000000 0.047011494839 Long ABS-MBS CORP US N 2 2057-04-25 Variable 4.00000000 N N N N N N Soundview Home Equity Loan Trust N/A 83612HAC2 46446.40000000 PA USD 46421.71000000 0.002658343130 Long ABS-MBS CORP US N 2 2036-11-25 Floating 0.41000000 N N N N N N Merrill Lynch Mortgage Investors Trust N/A 59020U5U5 931192.53000000 PA USD 708850.39000000 0.040592377253 Long ABS-MBS CORP US N 2 2036-03-25 Variable 2.99000000 N N N N N N MX REMIT FUND FIDUC EST 54930007WQ6S3GFCM563 593035AA6 6098000.00000000 PA USD 5884630.98000000 0.336983888433 Long DBT CORP LU N 2 2028-01-15 Fixed 4.88000000 N N N N N N Diamond Resorts Owner Trust N/A 252722AA1 1007136.37000000 PA USD 1026534.62000000 0.058784591427 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 12661GAA7 2998864.53000000 PA USD 3031085.23000000 0.173575350850 Long ABS-MBS CORP US N 2 2060-01-25 Variable 2.00000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAH4 4568000.00000000 PA USD 4750793.09000000 0.272054566217 Long DBT CORP US N 2 2031-03-01 Fixed 4.00000000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AG1 236000.00000000 PA USD 235410.00000000 0.013480773466 Long DBT CORP US N 2 2026-11-15 Fixed 3.25000000 N N N N N N SMITH & NEPHEW PLC 213800ZTMDN8S67S1H61 83192PAA6 2706000.00000000 PA USD 2631816.36000000 0.150711185399 Long DBT CORP GB N 2 2030-10-14 Fixed 2.03000000 N N N N N N KEYSIGHT TECHNOLOGIES 549300GLKVIO8YRCYN02 49338LAE3 3920000.00000000 PA USD 4435671.06000000 0.254009076642 Long DBT CORP US N 2 2027-04-06 Fixed 4.60000000 N N N N N N NADG NNN Operating LP N/A 629682AA3 5400041.67000000 PA USD 5514706.69000000 0.315800142827 Long ABS-O CORP US N 2 2049-12-28 Fixed 3.37000000 N N N N N N Countrywide Alternative Loan Trust N/A 12667GCH4 862469.35000000 PA USD 820097.52000000 0.046962953518 Long ABS-MBS CORP US N 2 2035-05-25 Floating 0.53000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CT5 2344000.00000000 PA USD 2391481.26000000 0.136948375667 Long DBT CORP US N 2 2027-02-21 Fixed 2.20000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05490VAC1 1300000.00000000 PA USD 1311938.94000000 0.075128293837 Long ABS-MBS CORP US N 2 2032-09-15 Fixed 3.89000000 N N N N N N LMA-Americas LLC N/A 53944QYH7 1400000.00000000 PA USD 1399931.29000000 0.080167183167 Long STIV CORP US N 2 2021-11-17 None 0.00000000 N N N N N N COMM Mortgage Trust N/A 12624NAC4 2225000.00000000 PA USD 2212575.38000000 0.126703315388 Long ABS-MBS CORP US N 2 2030-10-05 Fixed 3.40000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 63938CAF5 1885000.00000000 PA USD 1939193.75000000 0.111048093333 Long DBT CORP US N 2 2022-06-15 Fixed 6.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SD1 7955000.00000000 PA USD 9701992.62000000 0.555585424091 Long DBT UST US N 2 2048-08-15 Fixed 3.00000000 N N N N N N Lam Research Corp 549300I4GMO6D34U1T02 512807AS7 3305000.00000000 PA USD 3629319.06000000 0.207833261484 Long DBT CORP US N 2 2026-03-15 Fixed 3.75000000 N N N N N N Ocwen Master Advance Receivables Trust 549300THGK42AVJMPW70 67575NBY8 591000.00000000 PA USD 592152.15000000 0.033909642716 Long ABS-O CORP US N 2 2052-08-15 Fixed 2.32000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CW8 1203000.00000000 PA USD 1446607.50000000 0.082840100261 Long DBT CORP US N 2 2025-04-22 Fixed 9.00000000 N N N N N N SBA Tower Trust N/A 78403DAN0 6883000.00000000 PA USD 7139758.61000000 0.408858877821 Long DBT US N 2 2025-01-15 Fixed 2.84000000 N N N N N N Banc of America Merrill Lynch Large Loan Inc N/A 05492PAG3 3970000.00000000 PA USD 3994666.80000000 0.228754930570 Long ABS-MBS CORP US N 2 2032-11-05 Variable 3.72000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAJ2 2567000.00000000 PA USD 2933439.25000000 0.167983645586 Long DBT CORP GB N 2 2026-06-27 Fixed 6.75000000 N N N N N N ANTERO MIDSTREAM PART/FI N/A 03690EAA6 2739000.00000000 PA USD 2995781.25000000 0.171553665464 Long DBT CORP US N 2 2026-05-15 Fixed 7.88000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBR5 5410000.00000000 PA USD 5313526.18000000 0.304279523986 Long DBT CORP US N 2 2028-03-25 Fixed 2.26000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SJ8 6214900.00000000 PA USD 6614013.11000000 0.378752017507 Long DBT UST US N 2 2049-08-15 Fixed 2.25000000 N N N N N N MERITOR INC 5LTG829X630QFHTFBO82 59001KAH3 266000.00000000 PA USD 264670.00000000 0.015156349829 Long DBT CORP US N 2 2028-12-15 Fixed 4.50000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBL6 3220000.00000000 PA USD 3057599.94000000 0.175093717950 Long DBT CORP US N 2 2032-02-04 Fixed 2.45000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SY5 1321000.00000000 PA USD 1376316.88000000 0.078814901990 Long DBT UST US N 2 2041-05-15 Fixed 2.25000000 N N N N N N Hilton Grand Vacations Trust N/A 43284BAC6 738429.18000000 PA USD 760604.80000000 0.043556097899 Long ABS-O CORP US N 2 2032-02-25 Fixed 4.00000000 N N N N N N CYRUSONE LP/CYRUSONE FIN N/A 23283PAQ7 2353000.00000000 PA USD 2457190.84000000 0.140711240297 Long DBT US N 2 2024-11-15 Fixed 2.90000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AQ7 680000.00000000 PA USD 683400.00000000 0.039134958528 Long DBT CORP US N 2 2030-04-15 Fixed 4.63000000 N N N N N N GSR Mortgage Loan Trust N/A 3622NAAC4 177595.02000000 PA USD 106913.64000000 0.006122418594 Long ABS-MBS CORP US N 2 2037-05-25 Floating 0.21000000 N N N N N N ASHTON WOODS USA/FINANCE N/A 045086AP0 1186000.00000000 PA USD 1165245.00000000 0.066727853014 Long DBT CORP US N 2 2030-04-01 Fixed 4.63000000 N N N N N N BIOGEN INC W8J5WZB5IY3K0NDQT671 09062XAH6 1496000.00000000 PA USD 1473934.27000000 0.084404970046 Long DBT CORP US N 2 2030-05-01 Fixed 2.25000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BS2 4520000.00000000 PA USD 5343947.68000000 0.306021613745 Long DBT CORP US N 2 2049-07-01 Fixed 5.13000000 N N N N N N Viking Cruises Ltd 549300IJP90T4MV2GL84 92676XAD9 4525000.00000000 PA USD 4372281.25000000 0.250379053836 Long DBT CORP BM N 2 2027-09-15 Fixed 5.88000000 N N N N N N New Residential Mortgage Loan Trust N/A 64830HAA2 3547939.89000000 PA USD 3658928.32000000 0.209528838250 Long ABS-MBS CORP US N 2 2059-02-25 Variable 3.25000000 N N N N N N SBA Tower Trust N/A 78403DAM2 995000.00000000 PA USD 1004419.17000000 0.057518148321 Long DBT CORP US N 2 2023-03-15 Fixed 3.45000000 N N N N N N Nieuw Amsterdam Receivables Corp BV 724500BM7HQ28ZIB2058 65409RY38 700000.00000000 PA USD 699991.83000000 0.040085091069 Long STIV CORP US N 2 2021-11-03 None 0.00000000 N N N N N N Sierra Receivables Funding Co LLC N/A 826525AA5 399148.02000000 PA USD 396938.14000000 0.022730696001 Long ABS-O CORP US N 2 2037-07-20 Fixed 1.33000000 N N N N N N ANTERO MIDSTREAM PART/FI N/A 03690AAH9 1175000.00000000 PA USD 1224937.50000000 0.070146149051 Long DBT CORP US N 2 2029-06-15 Fixed 5.38000000 N N N N N N HIN Timeshare Trust 2020-A N/A 40439HAA7 2241669.29000000 PA USD 2238747.27000000 0.128202050872 Long ABS-O CORP US N 2 2039-10-09 Fixed 1.39000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 362880.00000000 PA USD 301190.40000000 0.017247693609 Long DBT NUSS EC N 2 2030-07-31 Variable 5.00000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAG4 3600000.00000000 PA USD 3534362.03000000 0.202395539168 Long DBT CORP ES N 2 2030-12-03 Fixed 2.75000000 N N N N N N BXG Receivables Note Trust N/A 05608TAA9 1434271.74000000 PA USD 1417623.72000000 0.081180341660 Long ABS-O CORP US N 2 2036-02-28 Fixed 1.55000000 N N N N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 156700BB1 4440000.00000000 PA USD 4543141.20000000 0.260163363256 Long DBT CORP US N 2 2026-12-15 Fixed 5.13000000 N N N N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 92858RAB6 2500000.00000000 PA USD 2512500.00000000 0.143878524000 Long DBT CORP GB N 2 2031-07-15 Fixed 4.75000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AH9 2384000.00000000 PA USD 2400563.27000000 0.137468457734 Long DBT CORP US N 2 2022-03-15 Fixed 6.25000000 N N N N N N GXO LOGISTICS INC 5493007CNWMXN78JRN66 36262GAC5 5315000.00000000 PA USD 5255206.25000000 0.300939828285 Long DBT CORP US N 2 2031-07-15 Fixed 2.65000000 N N N N N N DISH DBS Corp N/A 25470XAL9 1500000.00000000 PA USD 1552500.00000000 0.088904043188 Long DBT CORP US N 2 2023-03-15 Fixed 5.00000000 N N N N N N Countrywide Home Loans N/A 126694YQ5 2854989.00000000 PA USD 2731263.77000000 0.156406049704 Long ABS-MBS CORP US N 2 2036-02-25 Floating 0.59000000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45669JAC9 649892.35000000 PA USD 564593.65000000 0.032331502894 Long ABS-MBS CORP US N 2 2037-08-25 Variable 3.08000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AM9 970000.00000000 PA USD 889975.00000000 0.050964493292 Long DBT CORP CA N 2 2029-02-15 Fixed 5.00000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 369604BQ5 1442000.00000000 PA USD 1405949.26000000 0.080511802725 Long DBT CORP US N 2 2021-12-15 Variable 3.45000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B28 4705000.00000000 PA USD 4833211.25000000 0.276774249087 Long DBT CORP US N 2 2025-11-13 Fixed 3.38000000 N N N N N N CARLISLE COS INC XR64VGX1ZPX6G7ZN7Z11 142339AL4 2572000.00000000 PA USD 2484257.51000000 0.142261215433 Long DBT CORP US N 2 2032-03-01 Fixed 2.20000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 91533BAC4 1187000.00000000 PA USD 1198870.50000000 0.068653420102 Long DBT CORP US N 2 2027-06-22 Fixed 2.30000000 N N N N N N New Residential Mortgage Loan Trust 549300U1MV4J7YQZG974 64828CAA7 522786.85000000 PA USD 551529.72000000 0.031583395843 Long ABS-MBS CORP US N 2 2058-02-25 Variable 4.50000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCT4 1758000.00000000 PA USD 1788682.25000000 0.102429039616 Long DBT CORP US N 2 2022-10-01 Fixed 3.25000000 N N N N N N BOARDWALK PIPELINES LP 549300W6AQ2GHHCGL606 096630AH1 1514000.00000000 PA USD 1573097.72000000 0.090083573358 Long DBT CORP US N 2 2031-02-15 Fixed 3.40000000 N N N N N N STERICYCLE INC B8PTJH2P0AXSWSMP2136 858912AG3 1868000.00000000 PA USD 1839980.00000000 0.105366609588 Long DBT CORP US N 2 2029-01-15 Fixed 3.88000000 N N N N N N Mountain View CLO Ltd 549300XBX1AOMDRAHZ12 62431XAW6 1289694.73000000 PA USD 1290183.52000000 0.073882467879 Long ABS-CBDO CORP KY N 2 2026-10-15 Floating 1.57000000 N N N N N N OZLM Funding Ltd 549300788AI08GTXXH35 67108FAQ9 3750000.00000000 PA USD 3733537.50000000 0.213801339224 Long ABS-CBDO CORP KY N 2 2030-10-22 Floating 1.83000000 N N N N N N RACKSPACE TECHNOLOGY 549300QTYCKLMFSE8I97 750098AB1 3084000.00000000 PA USD 2946299.40000000 0.168720083158 Long DBT CORP US N 2 2028-02-15 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796J59 3993000.00000000 PA USD 3992732.35000000 0.228644154128 Long STIV UST US N 2 2021-12-09 None 0.00000000 N N N N N ANCHORAGE CAPITAL CLO LTD 5493009A4SIPWYPZDB35 03328WAS7 3600000.00000000 PA USD 3600252.00000000 0.206168733846 Long ABS-CBDO CORP KY N 2 2032-07-15 Floating 1.26000000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBD2 402000.00000000 PA USD 408222.96000000 0.023376922168 Long DBT CORP KY N 2 2031-01-15 Fixed 4.13000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGC7 3120000.00000000 PA USD 3437892.34000000 0.196871194249 Long DBT CORP US N 2 2027-11-25 Fixed 4.18000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAP0 4183000.00000000 PA USD 4432792.66000000 0.253844244824 Long DBT CORP IE N 2 2023-09-15 Fixed 4.50000000 N N N N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 29082HAC6 2343000.00000000 PA USD 2599558.50000000 0.148863936331 Long DBT CORP NL N 2 2028-01-17 Fixed 6.95000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBQ9 1039000.00000000 PA USD 1047999.43000000 0.060013775578 Long DBT CORP IT N 2 2032-06-01 Fixed 4.20000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAH4 6418000.00000000 PA USD 7123838.23000000 0.407947195920 Long DBT CORP US N 2 2024-12-15 Fixed 5.50000000 N N N N N N ExteNet Systems N/A 30227XAA9 2765000.00000000 PA USD 2829067.82000000 0.162006806861 Long ABS-O CORP US N 2 2049-07-26 Fixed 3.20000000 N N N N N N Pre-Paid Legal Services, Inc. 549300DKH5WJ2J8QU878 74006LAN2 2846434.53000000 PA USD 2830067.53000000 0.162064055338 Long LON CORP US N 2 2025-05-01 Floating 3.34000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAE9 4800000.00000000 PA USD 4988961.12000000 0.285693278504 Long DBT CORP ES N 2 2025-05-28 Fixed 2.75000000 N N N N N N Baidu Inc 254900AL64IANZYI1E02 056752AM0 2436000.00000000 PA USD 2614144.02000000 0.149699177362 Long DBT CORP KY N 2 2024-05-14 Fixed 4.38000000 N N N N N N VIRGIN MEDIA SECURED FIN 213800X3RLP4NOTPY579 92769XAP0 3940000.00000000 PA USD 4157330.40000000 0.238069875317 Long DBT CORP GB N 2 2029-05-15 Fixed 5.50000000 N N N N N N Sierra Receivables Funding Co LLC N/A 82653EAB3 580807.47000000 PA USD 597834.94000000 0.034235068164 Long ABS-O CORP US N 2 2036-01-20 Fixed 3.42000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAE3 5423000.00000000 PA USD 6917670.34000000 0.396140974344 Long DBT CORP US N 2 2048-06-15 Fixed 6.00000000 N N N N N N Diamond Infrastructure Funding LLC N/A 25265LAA8 3375000.00000000 PA USD 3305151.68000000 0.189269789180 Long ABS-O CORP US N 2 2049-04-15 Fixed 1.76000000 N N N N N N Carlisle Cos Inc XR64VGX1ZPX6G7ZN7Z11 142339AH3 2784000.00000000 PA USD 3042369.54000000 0.174221547812 Long DBT CORP US N 2 2027-12-01 Fixed 3.75000000 N N N N N N Octagon Investment Partners 54 Ltd N/A 67577FAA6 2750000.00000000 PA USD 2751842.50000000 0.157584492410 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 1.25000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBK0 2713000.00000000 PA USD 2940882.04000000 0.168409857582 Long DBT CORP US N 2 2049-09-06 Fixed 4.76000000 N N N N N N MSCG Trust N/A 55358PAL0 5710000.00000000 PA USD 5706474.08000000 0.326781718558 Long ABS-MBS CORP US N 2 2037-10-15 Floating 1.74000000 N N N N N N Credit Suisse Mortgage Trust N/A 12657GAA3 5463418.92000000 PA USD 5493620.70000000 0.314592651834 Long ABS-MBS CORP US N 2 2060-10-25 Variable 2.00000000 N N N N N N STORE Master Funding LLC N/A 86213CAB1 1040062.51000000 PA USD 1073991.12000000 0.061502191894 Long ABS-O CORP US N 2 2045-04-20 Fixed 4.17000000 N N N N N N BXG Receivables Note Trust 549300R4HW4HQYM9LE23 05606XAA2 592192.83000000 PA USD 596519.27000000 0.034159726211 Long ABS-O CORP US N 2 2030-05-02 Fixed 2.88000000 N N N N N N Aligned Data Centers Issuer LLC N/A 01627AAA6 4500000.00000000 PA USD 4478722.20000000 0.256474403798 Long ABS-O CORP US N 2 2046-08-15 Fixed 1.94000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CY4 4837000.00000000 PA USD 5910662.51000000 0.338474586190 Long DBT CORP US N 2 2038-03-25 Fixed 4.78000000 N N N N N N New Residential Mortgage Loan Trust N/A 64829KBV1 7872773.37000000 PA USD 8398050.32000000 0.480915058516 Long ABS-MBS CORP US N 2 2057-03-25 Variable 4.00000000 N N N N N N Accelerated Assets N/A 00439KAD8 3227264.90000000 PA USD 3233925.97000000 0.185191042901 Long ABS-O CORP US N 2 2040-10-20 Fixed 3.58000000 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAN7 859000.00000000 PA USD 907318.75000000 0.051957684596 Long DBT CORP US N 2 2030-03-01 Fixed 5.00000000 N N N N N N BUNGE LTD FINANCE CORP 549300QHC068L40NNM71 120568BB5 2035000.00000000 PA USD 2042539.13000000 0.116966175218 Long DBT CORP US N 2 2025-08-17 Fixed 1.63000000 N N N N N N Ashford Hospitality Trust N/A 04410RAL0 3988000.00000000 PA USD 3947978.03000000 0.226081294226 Long ABS-MBS CORP US N 2 2035-04-15 Floating 2.19000000 N N N N N N Pactiv Evergreen Group Issuer Inc/Pactiv Evergreen Group Issuer LLC/Reynolds Gro N/A 76174LAA1 6000000.00000000 PA USD 5871000.00000000 0.336203309216 Long DBT CORP US N 2 2027-10-15 Fixed 4.00000000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAJ9 1730000.00000000 PA USD 1790550.00000000 0.102535996477 Long DBT CORP US N 2 2028-06-15 Fixed 4.38000000 N N N N N N CLEVELAND ELECTRIC ILLUM N/A 186108CK0 5178000.00000000 PA USD 5520049.72000000 0.316106111889 Long DBT CORP US N 2 2028-04-01 Fixed 3.50000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDA5 1400000.00000000 PA USD 1463000.00000000 0.083778818154 Long DBT CORP US N 2 2027-11-01 Fixed 5.13000000 N N N N N N INRETAIL CONSUMER N/A 45790TAB1 3042000.00000000 PA USD 2989373.40000000 0.171186719394 Long DBT CORP PE N 2 2028-03-22 Fixed 3.25000000 N N N N N N Towd Point Mortgage Trust N/A 89173FAA8 890672.86000000 PA USD 901863.81000000 0.051645306997 Long ABS-O CORP US N 2 2056-10-25 Variable 2.75000000 N N N N N N Banc of America Merrill Lynch Large Loan Inc N/A 05492PAE8 5000000.00000000 PA USD 5079597.50000000 0.290883578434 Long ABS-MBS CORP US N 2 2032-11-05 Fixed 3.47000000 N N N N N N Helios Issuer, LLC N/A 86746EAA5 2617180.80000000 PA USD 2591637.90000000 0.148410362505 Long ABS-O CORP US N 2 2048-02-20 Fixed 1.80000000 N N N N N N Arrow Electronics Inc 549300YNNLBXT8N8R512 042735BD1 1657000.00000000 PA USD 1669367.48000000 0.095596469268 Long DBT CORP US N 2 2022-04-01 Fixed 3.50000000 N N N N N N UMBS, TBA N/A 01F0206B0 12816000.00000000 PA USD 12813496.78000000 0.733765971737 Long ABS-MBS USGSE US N 2 2051-11-15 Fixed 2.00000000 N N N N N N AMER AIRLINE 19-1AA PTT N/A 02377LAA2 2407955.43000000 PA USD 2470651.37000000 0.141482058680 Long DBT CORP US N 2 2032-02-15 Fixed 3.15000000 N N N N N N GRAY TELEVISION INC 529900TM5726KDN7UU35 389375AL0 3090000.00000000 PA USD 3047922.23000000 0.174539523072 Long DBT CORP US N 2 2030-10-15 Fixed 4.75000000 N N N N N N SYNOVUS BANK GA DX0JX77PRMOELF7VG772 87164DQS2 2850000.00000000 PA USD 2859775.41000000 0.163765279587 Long DBT CORP US N 2 2023-02-10 Fixed 2.29000000 N N N N N N Mauser Packaging Solut 549300DNGHXL0OMHW304 12429TAD6 5810000.00000000 PA USD 5828882.50000000 0.333791447033 Long DBT CORP US N 2 2024-04-15 Fixed 5.50000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAV3 4806000.00000000 PA USD 4926150.00000000 0.282096394429 Long DBT CORP US N 2 2030-02-15 Fixed 3.38000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 950976.00000000 PA USD 626464.95000000 0.035874568097 Long DBT NUSS EC N 2 2035-07-31 Variable 1.00000000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAL7 2041000.00000000 PA USD 2298496.81000000 0.131623613310 Long DBT CORP US N 2 2028-12-15 Fixed 4.38000000 N N N N N N INFOR INC 549300Q3IIYBYI4RHD64 45674CAA1 2364000.00000000 PA USD 2382792.36000000 0.136450805077 Long DBT CORP US N 2 2025-07-15 Fixed 1.75000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468C6 4024000.00000000 PA USD 4392276.48000000 0.251524082365 Long DBT CORP US N 2 2025-07-23 Fixed 4.00000000 N N N N N N 321 Henderson Receivables LLC N/A 466159AA8 436950.36000000 PA USD 457143.10000000 0.026178338103 Long ABS-O CORP US N 2 2048-01-15 Fixed 4.07000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VDY7 2134000.00000000 PA USD 2385621.09000000 0.136612792538 Long DBT CORP US N 2 2027-03-16 Fixed 4.13000000 N N N N N N PRIMO WATER HOLDINGS INC 9845008F9A5F2E1D4832 74168LAA4 5160000.00000000 PA USD 5113931.00000000 0.292849689202 Long DBT CORP US N 2 2029-04-30 Fixed 4.38000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBP0 3357000.00000000 PA USD 3467409.75000000 0.198561511217 Long DBT CORP US N 2 2031-05-13 Fixed 2.96000000 N N N N N N CLEAR CHANNEL OUTDOOR HO N/A 18453HAD8 1392000.00000000 PA USD 1423842.00000000 0.081536431988 Long DBT CORP US N 2 2029-06-01 Fixed 7.50000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119AJ8 1031000.00000000 PA USD 1469175.00000000 0.084132430049 Long DBT CORP US N 2 2033-11-06 Fixed 7.50000000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A 69867DAA6 2977000.00000000 PA USD 3114686.25000000 0.178362770298 Long DBT CORP XX N 2 2026-05-15 Fixed 6.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCU3 8891000.00000000 PA USD 8838556.97000000 0.506140708910 Long DBT UST US N 2 2023-08-31 Fixed 0.13000000 N N N N N N Spin Holdco Inc. 549300QAS44U2GUXGK45 84850XAK8 10522125.00000000 PA USD 10549892.89000000 0.604140504428 Long LON CORP US N 2 2028-03-04 Floating 4.75000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAZ8 3574000.00000000 PA USD 3707347.55000000 0.212301569532 Long DBT CORP IE N 2 2041-10-29 Fixed 3.85000000 N N N N N N Towd Point Mortgage Trust N/A 89179JAA4 10524437.52000000 PA USD 10584794.12000000 0.606139126302 Long ABS-O CORP US N 2 2060-10-25 Fixed 1.75000000 N N N N N N MOZART DEBT MERGER SUB N/A 62482BAB8 489000.00000000 PA USD 496335.00000000 0.028422665556 Long DBT CORP US N 2 2029-10-01 Fixed 5.25000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAY5 1682000.00000000 PA USD 1793553.22000000 0.102707976123 Long DBT CORP US N 2 2026-05-14 Fixed 3.20000000 N N N N N N La Fayette Asset Securitization LLC 549300WQLPP9XYITNS62 50286LZG1 17000000.00000000 PA USD 16997688.00000000 0.973374034173 Long STIV CORP US N 2 2021-12-16 None 0.00000000 N N N N N N CHARLES RIVER LABORATORI 549300BSQ0R4UZ5KX287 159864AJ6 846000.00000000 PA USD 874552.50000000 0.050081322531 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 64828GAD2 5053621.84000000 PA USD 5279767.37000000 0.302346322890 Long ABS-MBS CORP US N 2 2059-09-25 Variable 3.50000000 N N N N N N ELEMENT FLEET MANAGEMENT 5493000PGBS1C22ELQ16 286181AD4 3784000.00000000 PA USD 4056835.56000000 0.232315029845 Long DBT CORP CA N 2 2025-06-15 Fixed 3.85000000 N N N N N N New Residential Advance Receivables Trust Advance 549300RNWDDBV4LFKJ17 62942QDD2 900000.00000000 PA USD 901850.04000000 0.051644518457 Long ABS-O CORP US N 2 2052-10-15 Fixed 1.81000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBN4 1903000.00000000 PA USD 2157316.16000000 0.123538891503 Long DBT CORP US N 2 2030-04-02 Fixed 4.91000000 N N N N N N New Residential Mortgage Loan Trust N/A 64830WAD3 3703060.80000000 PA USD 3862286.49000000 0.221174160974 Long ABS-MBS CORP US N 2 2058-12-25 Variable 3.50000000 N N N N N N JEFFERIES GRP LLC / CAP N/A 47233JGT9 3449000.00000000 PA USD 3387566.24000000 0.193989265896 Long DBT CORP US N 2 2031-10-15 Fixed 2.63000000 N N N N N N CENTURY COMMUNITIES 5299002QMB2O7ZL1CA26 156504AL6 1319000.00000000 PA USD 1400514.20000000 0.080200563557 Long DBT CORP US N 2 2027-06-01 Fixed 6.75000000 N N N N N AMH NEW FINANCE INC N/A 000000000 316064.98000000 NS USD 2585411.54000000 0.148053809476 Long EC CORP US N 3 N N N NCR CORP 549300YKTY8JX1DV2R67 62886EAZ1 2183000.00000000 PA USD 2248490.00000000 0.128759969126 Long DBT CORP US N 2 2030-10-01 Fixed 5.25000000 N N N N N N DELTA AIR LINES 2019-1AA N/A 24737BAA3 1655000.00000000 PA USD 1720582.52000000 0.098529302845 Long DBT CORP US N 2 2024-04-25 Fixed 3.20000000 N N N N N N MONGOLIA INTL BOND N/A 60937LAB1 253000.00000000 PA USD 263732.62000000 0.015102670685 Long DBT NUSS MN Y 2 2023-05-01 Fixed 5.63000000 N N N N N N Life Storage LP X0MIGH67XZCB7HL1A534 53227JAB0 1053000.00000000 PA USD 1169898.50000000 0.066994336083 Long DBT US N 2 2029-06-15 Fixed 4.00000000 N N N N N N New Residential Advance Receivables Trust Advance 549300RNWDDBV4LFKJ17 62942QCY7 1200000.00000000 PA USD 1197476.52000000 0.068573593720 Long ABS-O CORP US N 2 2053-09-15 Fixed 2.17000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAF0 2583000.00000000 PA USD 2598811.71000000 0.148821171339 Long DBT CORP FR N 2 2032-10-19 Fixed 3.12000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AH0 2179000.00000000 PA USD 2020521.33000000 0.115705324048 Long DBT CORP US N 2 2031-01-15 Fixed 3.38000000 N N N N N N Sprint Corp 549300ZTTY7CXOLJ6539 85207UAF2 4995000.00000000 PA USD 5538206.25000000 0.317145847108 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 056054AG4 5469750.00000000 PA USD 5466482.92000000 0.313038604578 Long ABS-MBS CORP US N 2 2036-10-15 Floating 1.54000000 N N N N N N Sierra Receivables Funding Co LLC N/A 82652QAD3 2460267.01000000 PA USD 2451600.23000000 0.140391093544 Long ABS-O CORP US N 2 2037-11-20 Fixed 3.17000000 N N N N N N MBRT 2019 MBR N/A 55282DAJ3 3033000.00000000 PA USD 3021445.79000000 0.173023347507 Long ABS-MBS CORP US N 2 2036-11-15 Floating 1.79000000 N N N N N N NOVA Chemicals Corp 549300ZOD6N7RI2FJP09 66977WAQ2 2800000.00000000 PA USD 2914100.00000000 0.166876181806 Long DBT CORP CA N 2 2024-06-01 Fixed 4.88000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HAP6 3416000.00000000 PA USD 3215310.00000000 0.184124997812 Long DBT CORP BM N 2 2024-12-15 Fixed 3.63000000 N N N N N SBA TOWER TRUST N/A 78403DAT7 880000.00000000 PA USD 868254.29000000 0.049720655005 Long DBT US N 2 2026-11-15 Fixed 1.63000000 N N N N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525BJ1 1428000.00000000 PA USD 1558240.27000000 0.089232760233 Long DBT CORP US N 2 2050-05-20 Fixed 3.25000000 N N N N N Fontainebleau Miami Beach Trust N/A 34461LAL8 7902000.00000000 PA USD 8106553.54000000 0.464222470872 Long ABS-MBS CORP US N 2 2036-12-10 Variable 3.96000000 N N N N N N Towd Point Mortgage Trust N/A 89178BAA2 9203911.70000000 PA USD 9465140.80000000 0.542022084680 Long ABS-MBS CORP US N 2 2059-10-25 Variable 2.90000000 N N N N N N CORPORATE OFFICE PROP LP H0TWO5VRNEP6CQAWPX27 22003BAM8 670000.00000000 PA USD 672963.67000000 0.038537321212 Long DBT US N 2 2031-04-15 Fixed 2.75000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAW1 2115000.00000000 PA USD 2149643.70000000 0.123099527436 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N New Residential Advance Receivables Trust Advance N/A 62942QCS0 2400000.00000000 PA USD 2390821.92000000 0.136910618506 Long ABS-O CORP US N 2 2053-08-15 Fixed 1.82000000 N N N N N N Credit Suisse Mortgage Trust N/A 12649FEQ7 361892.46000000 PA USD 364529.57000000 0.020874816511 Long ABS-MBS CORP US N 2 2036-12-27 Floating 0.24000000 N N N N N N Columbia Funding Co LLC 549300O1V8MCLCRCFD82 19767DAR5 500000.00000000 PA USD 499781.22000000 0.028620013634 Long STIV CORP US N 2 2022-01-25 None 0.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCP5 4757000.00000000 PA USD 4956318.30000000 0.283823984668 Long DBT CORP MX N 2 2029-01-23 Fixed 6.50000000 N N N N N N Towd Point Mortgage Trust N/A 89175TAA6 4032859.33000000 PA USD 4152666.31000000 0.237802785810 Long ABS-MBS CORP US N 2 2058-06-25 Variable 3.00000000 N N N N N N COLONY MORTGAGE CAPITAL LTD N/A 12564NAJ1 5700000.00000000 PA USD 5678244.24000000 0.325165134394 Long ABS-MBS CORP US N 2 2038-11-15 Floating 1.77000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABW4 2000000.00000000 PA USD 2070000.00000000 0.118538724251 Long DBT CORP US N 2 2031-04-15 Fixed 3.50000000 N N N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585ABG6 3182000.00000000 PA USD 3342719.86000000 0.191421134170 Long DBT CORP US N 2 2023-05-01 Fixed 4.50000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BP7 4475000.00000000 PA USD 4665142.79000000 0.267149794577 Long DBT CORP US N 2 2027-03-01 Fixed 3.40000000 N N N N N N CIM Trust N/A 12567RAA8 8421461.29000000 PA USD 8331056.06000000 0.477078626578 Long ABS-MBS CORP US N 2 2061-07-25 Variable 1.43000000 N N N N N N DataBank Issuer LLC N/A 23802WAA9 5727000.00000000 PA USD 5691927.28000000 0.325948694831 Long ABS-O CORP US N 2 2051-02-27 Fixed 2.06000000 N N N N N N TSMC GLOBAL LTD 549300N2ZLI21P85T117 872882AG0 6595000.00000000 PA USD 6130583.33000000 0.351068370460 Long DBT CORP VG N 2 2030-09-28 Fixed 1.38000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AP8 1494000.00000000 PA USD 1470201.82000000 0.084191230982 Long DBT CORP US N 2 2031-08-12 Fixed 2.45000000 N N N N N N Capital Automotive Reit N/A 12510HAM2 4120000.00000000 PA USD 4083796.74000000 0.233858964087 Long ABS-O CORP US N 2 2051-08-15 Fixed 1.92000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 435840.00000000 PA USD 260414.40000000 0.014912652537 Long DBT NUSS EC N 2 2040-07-31 Variable 0.50000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AC5 4360000.00000000 PA USD 4562958.00000000 0.261298173976 Long DBT CORP US N 2 2027-01-15 Fixed 4.63000000 N N N N N N SENSATA TECHNOLOGIES INC 5493002MMDDCUNV7NY90 81728UAB0 210000.00000000 PA USD 207112.50000000 0.011860314747 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CQ3 598000.00000000 PA USD 583050.00000000 0.033388407330 Long DBT CORP US N 2 2029-02-15 Fixed 3.38000000 N N N N N N InTown Hotel Portfolio Trust N/A 46117MAL8 3835000.00000000 PA USD 3827565.47000000 0.219185858841 Long ABS-MBS CORP US N 2 2033-01-15 Floating 1.59000000 N N N N N N ICG US CLO Ltd 25490053S2JSJU63Y978 44928XAY0 4500000.00000000 PA USD 4501764.00000000 0.257793894415 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 1.33000000 N N N N N N New Residential Advance Receivables Trust Advance 549300RNWDDBV4LFKJ17 62942QDC4 180000.00000000 PA USD 180285.84000000 0.010324083803 Long ABS-O CORP US N 2 2052-10-15 Fixed 1.57000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWV2 4906000.00000000 PA USD 5377765.67000000 0.307958203789 Long DBT CORP US N 2 2029-04-23 Fixed 3.81000000 N N N N N N New Residential AP Advance Receivables Trust N/A 64831JAD1 400000.00000000 PA USD 399673.20000000 0.022887319442 Long ABS-O CORP US N 2 2052-12-16 Fixed 2.00000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 119808.00000000 PA USD 63948.72000000 0.003662028833 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 82652MAD2 808246.77000000 PA USD 820316.08000000 0.046975469374 Long ABS-O CORP US N 2 2036-05-20 Fixed 4.54000000 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74762EAF9 2043000.00000000 PA USD 2111393.98000000 0.120909154000 Long DBT CORP US N 2 2030-10-01 Fixed 2.90000000 N N N N N N BOYNE USA INC N/A 103557AC8 999000.00000000 PA USD 1021477.50000000 0.058494995024 Long DBT CORP US N 2 2029-05-15 Fixed 4.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810FT0 8848000.00000000 PA USD 12159087.50000000 0.696291169231 Long DBT UST US N 2 2036-02-15 Fixed 4.50000000 N N N N N Dominican Republic 254900EHU7Q8FGVPI369 000000000 1122000.00000000 PA USD 1217381.22000000 0.069713438041 Long DBT NUSS DO N 2 2025-01-27 Fixed 5.50000000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 744320BH4 1788000.00000000 PA USD 1844917.48000000 0.105649354796 Long DBT CORP US N 2 2050-10-01 Fixed 3.70000000 N N N N N N ANTHEM INC 8MYN82XMYQH89CTMTH67 036752AN3 2121000.00000000 PA USD 2118975.25000000 0.121343296065 Long DBT CORP US N 2 2030-05-15 Fixed 2.25000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAE0 2310000.00000000 PA USD 2747560.20000000 0.157339266140 Long DBT CORP US N 2 2048-07-15 Fixed 6.50000000 N N N N N N UNITED AIRLINES HOLDINGS 98450079DA0B78DD6764 910047AK5 1500000.00000000 PA USD 1545000.00000000 0.088474555057 Long DBT CORP US N 2 2025-01-15 Fixed 4.88000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SF6 3526000.00000000 PA USD 4315768.92000000 0.247142870502 Long DBT UST US N 2 2049-02-15 Fixed 3.00000000 N N N N N N Battalion CLO LTD 549300EOF4JL75TYXX49 07134WAA1 2880000.00000000 PA USD 2881448.64000000 0.165006398927 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 1.31000000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 455780BV7 2780000.00000000 PA USD 3123296.08000000 0.178855812938 Long DBT NUSS ID N 2 2026-01-08 Fixed 4.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RZ3 12316000.00000000 PA USD 14318312.13000000 0.819939349430 Long DBT UST US N 2 2047-11-15 Fixed 2.75000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BG2 2750000.00000000 PA USD 2680376.82000000 0.153492004229 Long DBT CORP US N 2 2031-09-23 Fixed 2.63000000 N N N N N N 321 Henderson Receivables LLC N/A 46616PAA1 1296750.34000000 PA USD 1464804.39000000 0.083882146699 Long ABS-O CORP US N 2 2056-10-15 Fixed 4.70000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691MAJ6 2015000.00000000 PA USD 2007376.25000000 0.114952569935 Long ABS-MBS CORP US N 2 2035-07-15 Floating 1.49000000 N N N N N N DENTSPLY SIRONA INC 9NHEHR1SOZCYXDO8HO28 24906PAA7 3535000.00000000 PA USD 3750188.85000000 0.214754880183 Long DBT CORP US N 2 2030-06-01 Fixed 3.25000000 N N N N N N ADT SEC CORP 5493009JEEDYLVRA0J13 00109LAA1 2728000.00000000 PA USD 2688798.64000000 0.153974280460 Long DBT CORP US N 2 2029-08-01 Fixed 4.13000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAH4 3032000.00000000 PA USD 2972027.04000000 0.170193378628 Long DBT CORP FR N 2 2029-10-15 Fixed 5.50000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513AR6 3340000.00000000 PA USD 3556090.52000000 0.203639822977 Long DBT CORP US N 2 2027-12-01 Fixed 5.00000000 N N N N N Towd Point Mortgage Trust N/A 89169DAA9 549954.65000000 PA USD 557058.85000000 0.031900021938 Long ABS-O CORP US N 2 2057-07-25 Variable 2.75000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CY9 3195000.00000000 PA USD 3728929.68000000 0.213537472023 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBM3 1710000.00000000 PA USD 1785040.68000000 0.102220504803 Long DBT CORP US N 2 2029-12-15 Fixed 3.55000000 N N N N N N PIEDMONT OPERATING PARTN 549300WKGDPAS39FBD10 720198AF7 2053000.00000000 PA USD 2011474.85000000 0.115187276609 Long DBT US N 2 2032-04-01 Fixed 2.75000000 N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80414L2G9 647000.00000000 PA USD 648669.26000000 0.037146099778 Long DBT CORP SA N 2 2023-11-24 Fixed 1.25000000 N N N N N N Sierra Receivables Funding Co LLC N/A 82653GAD4 808806.90000000 PA USD 832898.67000000 0.047696012450 Long ABS-O CORP US N 2 2035-09-20 Fixed 5.20000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CX1 3432000.00000000 PA USD 4824094.15000000 0.276252157588 Long DBT CORP US N 2 2060-05-01 Fixed 5.93000000 N N N N N N STORE Master Funding LLC N/A 86213AAB5 748471.90000000 PA USD 760479.93000000 0.043548947208 Long ABS-O CORP US N 2 2043-11-20 Fixed 5.21000000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914906AU6 725000.00000000 PA USD 784312.25000000 0.044913707019 Long DBT CORP US N 2 2027-06-01 Fixed 6.63000000 N N N N N N GSCG Trust N/A 36260TAE5 1660000.00000000 PA USD 1688210.37000000 0.096675508950 Long ABS-MBS CORP US N 2 2034-09-06 Fixed 3.16000000 N N N N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 42824CBG3 1938000.00000000 PA USD 2061541.86000000 0.118054368152 Long DBT CORP US N 2 2023-10-02 Fixed 4.45000000 N N N N N N Apidos CLO 549300IG6PHVJ3WBR394 03767VAL2 2500000.00000000 PA USD 2501600.00000000 0.143254334582 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 1.67000000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AQ4 2647000.00000000 PA USD 2611843.00000000 0.149567409258 Long DBT CORP US N 2 2030-11-01 Fixed 2.30000000 N N N N N N UMBS, TBA N/A 01F0306B9 6414000.00000000 PA USD 6692357.53000000 0.383238417313 Long ABS-MBS USGSE US N 2 2051-11-15 Fixed 3.00000000 N N N N N N DELTA AIR LINES/SKYMILES N/A 830867AB3 2086000.00000000 PA USD 2318067.50000000 0.132744330520 Long DBT CORP XX N 2 2028-10-20 Fixed 4.75000000 N N N N N N AMER AIRLN 13-1 A PASS T N/A 023772AB2 1713700.72000000 PA USD 1665938.34000000 0.095400099277 Long DBT CORP US N 2 2025-07-15 Fixed 4.00000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 03523TBT4 1089000.00000000 PA USD 1315013.64000000 0.075304366791 Long DBT CORP US N 2 2048-10-06 Fixed 4.44000000 N N N N N N MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 556079AC5 5304000.00000000 PA USD 5556155.82000000 0.318173730745 Long DBT CORP AU N 2 2030-06-03 Fixed 3.62000000 N N N N N N Credit Suisse Mortgage Trust N/A 126405AA7 8323578.57000000 PA USD 8422099.78000000 0.482292252868 Long ABS-MBS CORP US N 2 2060-01-25 Variable 2.00000000 N N N N N N Orange Lake Timeshare Trust N/A 68504UAA9 446862.75000000 PA USD 457718.52000000 0.026211289578 Long ABS-O CORP US N 2 2038-04-09 Fixed 3.06000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MU2 3111000.00000000 PA USD 3177108.75000000 0.181937400015 Long DBT CORP US N 2 2025-12-10 Fixed 4.00000000 N N N N N N WRKCo Inc 549300JEB576INN13W07 92940PAE4 2405000.00000000 PA USD 2665486.61000000 0.152639315100 Long DBT CORP US N 2 2028-06-01 Fixed 3.90000000 N N N N N N SCHLUMBERGER HLDGS CORP 529900IKZG65COT1D505 806851AK7 1737000.00000000 PA USD 1903184.68000000 0.108986030908 Long DBT CORP US N 2 2028-05-17 Fixed 3.90000000 N N N N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 94980VAG3 459000.00000000 PA USD 617445.72000000 0.035358081131 Long DBT CORP US N 2 2036-08-26 Fixed 5.95000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 29429JAG5 2380000.00000000 PA USD 2484338.25000000 0.142265839016 Long ABS-MBS CORP US N 2 2036-05-10 Fixed 3.90000000 N N N N N N BX Trust N/A 12433QAL8 1825000.00000000 PA USD 1689755.27000000 0.096763977778 Long ABS-MBS CORP US N 2 2034-11-15 Floating 2.09000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703TAD8 4652000.00000000 PA USD 5482337.06000000 0.313946493240 Long DBT CORP US N 2 2026-06-15 Fixed 6.02000000 N N N N N N CHEVRON USA INC VA8TZDWPEZYU430RZ444 166756AS5 2562000.00000000 PA USD 2803290.24000000 0.160530651572 Long DBT CORP US N 2 2029-10-15 Fixed 3.25000000 N N N N N N BROADSTONE NET LEASE LLC 54930089IBT6J4WBTI50 11135EAA2 3850000.00000000 PA USD 3777832.48000000 0.216337894982 Long DBT US N 2 2031-09-15 Fixed 2.60000000 N N N N N N STERICYCLE INC B8PTJH2P0AXSWSMP2136 858912AF5 3987000.00000000 PA USD 4106610.00000000 0.235165367341 Long DBT CORP US N 2 2024-07-15 Fixed 5.38000000 N N N N N N SCIENTIFIC GAMES INTERNA RLTHESQ0RNFQJWPBJN60 80874YBC3 699000.00000000 PA USD 755234.55000000 0.043248570080 Long DBT CORP US Y 2 2028-05-15 Fixed 7.00000000 N N N N N N ISTAR INC QFFLKWYYS3UPWD86E794 45031UCJ8 3496000.00000000 PA USD 3631470.00000000 0.207956435244 Long DBT US N 2 2026-02-15 Fixed 5.50000000 N N N N N N CELULOSA ARAUCO CONSTITU 549300QEKV8G0AMNQD28 151191BG7 1560000.00000000 PA USD 1802985.60000000 0.103248122158 Long DBT CORP CL N 2 2049-04-30 Fixed 5.50000000 N N N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525AU7 1698000.00000000 PA USD 1838326.40000000 0.105271916045 Long DBT CORP US N 2 2027-05-20 Fixed 3.25000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAF9 1121000.00000000 PA USD 1143731.55000000 0.065495883489 Long DBT CORP US N 2 2025-02-01 Fixed 2.30000000 N N N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 817826AE0 4817000.00000000 PA USD 4573023.09000000 0.261874552202 Long DBT CORP US N 2 2031-02-10 Fixed 1.80000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDG4 2440000.00000000 PA USD 2665358.40000000 0.152631973144 Long DBT CORP MX N 2 2025-10-16 Fixed 6.88000000 N N N N N N Mill City Mortgage Trust N/A 59981AAC0 6319618.97000000 PA USD 6484254.52000000 0.371321380927 Long ABS-MBS CORP US N 2 2069-10-25 Variable 3.25000000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 74727PAW1 2657000.00000000 PA USD 2780550.50000000 0.159228458447 Long DBT NUSS QA N 2 2023-04-23 Fixed 3.88000000 N N N N N N BHMS Mortgage Trust N/A 05549GAJ0 4065000.00000000 PA USD 4052278.58000000 0.232054074001 Long ABS-MBS CORP US N 2 2035-07-15 Floating 1.99000000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 92556HAD9 1611000.00000000 PA USD 1834698.14000000 0.105064143430 Long DBT CORP US N 2 2032-05-19 Fixed 4.20000000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AH9 236000.00000000 PA USD 230406.80000000 0.013194264797 Long DBT CORP US N 2 2031-08-15 Fixed 3.88000000 N N N N N N VNO Mortgage Trust N/A 91830CAN8 4000000.00000000 PA USD 4056850.80000000 0.232315902564 Long ABS-MBS CORP US N 2 2030-11-15 Variable 3.34000000 N N N N N N Capital Automotive Reit N/A 12510HAD2 5994975.01000000 PA USD 6076626.57000000 0.347978532057 Long ABS-O CORP US N 2 2050-02-15 Fixed 3.19000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828TY6 13460000.00000000 PA USD 13664003.13000000 0.782470289465 Long DBT UST US N 2 2022-11-15 Fixed 1.63000000 N N N N N TECK RESOURCES LIMITED T8KI5SQ2JRWHL7XY0E11 878742AW5 2662000.00000000 PA USD 3554784.22000000 0.203565017597 Long DBT CORP CA N 2 2041-07-15 Fixed 6.25000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAG6 1735000.00000000 PA USD 1852424.80000000 0.106079262107 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N Welk Resorts LLC N/A 94946DAA9 1084831.68000000 PA USD 1111017.02000000 0.063622483174 Long ABS-O CORP US N 2 2038-06-15 Fixed 2.80000000 N N N N N N MV24 CAPITAL BV N/A 55388RAA4 2777965.75000000 PA USD 2865499.45000000 0.164093067220 Long DBT CORP NL N 2 2034-06-01 Fixed 6.75000000 N N N N N N BB-UBS Trust N/A 05490AAE3 2345000.00000000 PA USD 2028510.59000000 0.116162829694 Long ABS-MBS CORP US N 2 2030-06-05 Variable 3.56000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RS9 9450000.00000000 PA USD 10412718.75000000 0.596285215754 Long DBT UST US N 2 2046-05-15 Fixed 2.50000000 N N N N N N Tencent Holdings Ltd 254900N4SLUMW4XUYY11 88032WAL0 1686000.00000000 PA USD 1764365.28000000 0.101036526282 Long DBT CORP KY N 2 2024-04-11 Fixed 3.28000000 N N N N N N New Residential Mortgage Loan Trust N/A 64830MAG8 5750810.03000000 PA USD 5949055.98000000 0.340673191482 Long ABS-MBS CORP US N 2 2059-08-25 Variable 3.50000000 N N N N N N CHARLES RIVER LABORATORI 549300BSQ0R4UZ5KX287 159864AG2 846000.00000000 PA USD 854460.00000000 0.048930723827 Long DBT CORP US N 2 2029-03-15 Fixed 3.75000000 N N N N N N EQUIFAX INC 5493004MCF8JDC86VS77 294429AQ8 1680000.00000000 PA USD 1749089.78000000 0.100161773488 Long DBT CORP US N 2 2024-12-01 Fixed 2.60000000 N N N N N N Ocwen Master Advance Receivables Trust 549300THGK42AVJMPW70 67575NBZ5 1386000.00000000 PA USD 1389872.76000000 0.079591180599 Long ABS-O CORP US N 2 2052-08-15 Fixed 3.06000000 N N N N N N Store Master Funding I - VII, XIV N/A 86212XAC4 1132046.26000000 PA USD 1165011.22000000 0.066714465583 Long ABS-O CORP US N 2 2049-11-20 Fixed 3.32000000 N N N N N N UNITED AIR 2019-1 AA PTT N/A 90931CAA6 1966696.44000000 PA USD 2163844.78000000 0.123912753477 Long DBT CORP US N 2 2031-08-25 Fixed 4.15000000 N N N N N N GS Mortgage Securities Trust N/A 36258PAG2 6318000.00000000 PA USD 6491700.14000000 0.371747754983 Long ABS-MBS CORP US N 2 2037-02-10 Fixed 3.25000000 N N N N N N New Residential Mortgage Loan Trust N/A 64830EAC5 5151707.49000000 PA USD 5424087.02000000 0.310610799796 Long ABS-MBS CORP US N 2 2058-11-25 Variable 3.75000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BD4 292000.00000000 PA USD 330993.28000000 0.018954358041 Long DBT CORP US N 2 2025-05-01 Fixed 5.75000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325CX1 1300000.00000000 PA USD 1390337.00000000 0.079617765342 Long DBT NUSS CO N 2 2026-01-28 Fixed 4.50000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBE7 1344000.00000000 PA USD 1429255.46000000 0.081846434230 Long DBT CORP US N 2 2029-08-01 Fixed 3.15000000 N N N N N N GS Mortgage Securities Trust N/A 36197QAC3 2000000.00000000 PA USD 2002081.40000000 0.114649359904 Long ABS-MBS CORP US N 2 2031-04-10 Variable 3.56000000 N N N N N N GoodLeap Sustainable Home Improvement Loan Trust N/A 38237GAA7 3213770.52000000 PA USD 3165979.50000000 0.181300082577 Long ABS-O CORP US N 2 2048-07-20 Fixed 1.93000000 N N N N N N Tharaldson Hotel Portfolio Trust N/A 88327HAJ2 1405489.25000000 PA USD 1399392.66000000 0.080136338474 Long ABS-MBS CORP US N 2 2034-11-11 Floating 1.59000000 N N N N N N Countrywide Home Loans N/A 12669GUR0 113513.25000000 PA USD 109192.62000000 0.006252924576 Long ABS-MBS CORP US N 2 2035-04-25 Floating 0.36000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LS8 7825000.00000000 PA USD 8407842.00000000 0.481475779896 Long DBT CORP US N 2 2028-10-27 Fixed 3.52000000 N N N N N N CENTURY COMMUNITIES 5299002QMB2O7ZL1CA26 156504AM4 2383000.00000000 PA USD 2374802.48000000 0.135993263926 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 505742AM8 5711000.00000000 PA USD 5739497.89000000 0.328672829817 Long DBT US N 2 2027-02-01 Fixed 4.25000000 N N N N N N Black Hills Corp 3MGELCRSTNSAMJ962671 092113AM1 1874000.00000000 PA USD 1965542.43000000 0.112556952711 Long DBT CORP US N 2 2027-01-15 Fixed 3.15000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBE0 1219000.00000000 PA USD 1194323.36000000 0.068393027747 Long DBT CORP US N 2 2028-02-15 Fixed 1.95000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DC6 5870000.00000000 PA USD 6479012.50000000 0.371021196211 Long DBT CORP US N 2 2026-03-15 Fixed 5.55000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CR1 854000.00000000 PA USD 832650.00000000 0.047681772341 Long DBT CORP US N 2 2031-02-15 Fixed 3.63000000 N N N N N N Wellfleet CLO Ltd 254900SGJWAIVC8ISP96 94949LAN0 4975000.00000000 PA USD 4942881.40000000 0.283054519459 Long ABS-CBDO CORP KY N 2 2028-10-20 Floating 1.71000000 N N N N N N AMER AIRLN 14-1 A PTT N/A 02377AAA6 1175687.54000000 PA USD 1205368.12000000 0.069025506858 Long DBT CORP US N 2 2026-10-01 Fixed 3.70000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05552EAL4 2130000.00000000 PA USD 2121952.43000000 0.121513784528 Long ABS-MBS CORP US N 2 2036-08-15 Floating 1.79000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCJ8 1075300.00000000 PA USD 1061480.72000000 0.060785782785 Long DBT UST US N 2 2026-06-30 Fixed 0.88000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBT1 5310000.00000000 PA USD 5223978.00000000 0.299151539920 Long DBT CORP GB N 2 2028-03-15 Fixed 4.38000000 N N N N N Sumitomo Mitsui Banking Corp 5U0XI89JRFVHWIBS4F54 86562LB92 500000.00000000 PA USD 499804.02000000 0.028621319278 Long STIV CORP JP N 2 2022-02-09 None 0.00000000 N N N N N N GSAA Home Equity Trust N/A 362341Z44 1099730.37000000 PA USD 629089.32000000 0.036024852866 Long ABS-MBS CORP US N 2 2036-01-25 Floating 0.75000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PAQ1 1594000.00000000 PA USD 1743637.52000000 0.099849549360 Long DBT CORP US N 2 2026-12-06 Fixed 3.70000000 N N N N N N Wellfleet CLO Ltd 254900DLL625KV2D0Z30 949496BL6 3815000.00000000 PA USD 3815270.87000000 0.218481807537 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 1.68000000 N N N N N N Towd Point Mortgage Trust N/A 89175VAA1 2646204.51000000 PA USD 2713403.82000000 0.155383298164 Long ABS-O CORP US N 2 2058-03-25 Variable 3.25000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJM2 5282000.00000000 PA USD 5196761.30000000 0.297592973304 Long DBT CORP US N 2 2051-10-24 Fixed 2.83000000 N N N N N N VSE VOI Mortgage LLC 549300E4XED7XGXU7L27 918286AA3 504000.01000000 PA USD 522845.53000000 0.029940793288 Long ABS-O CORP US N 2 2036-02-20 Fixed 3.56000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 1419000.00000000 PA USD 1552309.93000000 0.088893158813 Long DBT CORP US N 2 2030-04-15 Fixed 3.88000000 N N N N N N Credit Suisse Mortgage Trust N/A 12656TAB4 7561416.23000000 PA USD 7373866.64000000 0.422265093866 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 90932QAA4 1368823.78000000 PA USD 1441790.30000000 0.082564242898 Long DBT CORP US N 2 2026-09-03 Fixed 3.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCB5 6868000.00000000 PA USD 6919510.00000000 0.396246322629 Long DBT UST US N 2 2031-05-15 Fixed 1.63000000 N N N N N N Towd Point Mortgage Trust N/A 89172PAJ8 117021.63000000 PA USD 117517.26000000 0.006729635786 Long ABS-O CORP US N 2 2055-08-25 Variable 2.75000000 N N N N N N Citigroup Mortgage Loan Trust Inc N/A 17323MAA3 13341.10000000 PA USD 13409.27000000 0.000767882975 Long ABS-MBS CORP US N 2 2058-06-25 Variable 3.50000000 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAS2 1486000.00000000 PA USD 1458559.09000000 0.083524509069 Long DBT CORP US N 2 2030-05-15 Fixed 2.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828ZZ6 4636834.32000000 PA USD 5161647.87000000 0.295582199779 Long DBT UST US N 2 2030-07-15 Fixed 0.13000000 N N N N N N GAP INC/THE T2ZG1WRWZ4BUCMQL9224 364760AP3 494000.00000000 PA USD 484120.00000000 0.027723172552 Long DBT CORP US N 2 2029-10-01 Fixed 3.63000000 N N N N N N New Residential Mortgage Loan Trust N/A 64829VAA4 3146591.22000000 PA USD 3224795.34000000 0.184668176606 Long ABS-MBS CORP US N 2 2057-12-25 Variable 3.50000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AL1 324000.00000000 PA USD 291204.72000000 0.016675862804 Long DBT CORP CA N 2 2031-02-15 Fixed 5.25000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 25160PAE7 3012000.00000000 PA USD 3540480.10000000 0.202745890961 Long DBT CORP DE N 2 2031-07-08 Fixed 5.88000000 N N N N N N CITGO HOLDING INC 549300NYHOALWZ2BSL72 17302WAB4 700000.00000000 PA USD 710500.00000000 0.040686842309 Long DBT CORP US N 2 2024-08-01 Fixed 9.25000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAK9 2746000.00000000 PA USD 2658935.43000000 0.152264161226 Long DBT CORP GB N 2 2030-09-02 Fixed 2.20000000 N N N N N N OFFICE PPTY INCOME TRST N/A 67623CAF6 2556000.00000000 PA USD 2498245.37000000 0.143062231413 Long DBT US N 2 2031-10-15 Fixed 3.45000000 N N N N N N Residential Accredit Loans, Inc. N/A 75116EAA0 157853.50000000 PA USD 153646.17000000 0.008798560858 Long ABS-MBS CORP US N 2 2037-06-25 Floating 0.30000000 N N N N N N GLOBAL ATLANTIC N/A 37959GAC1 5907000.00000000 PA USD 6086824.79000000 0.348562533984 Long DBT CORP US N 2 2051-10-15 Fixed 4.70000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 125333AY0 2200000.00000000 PA USD 2173783.70000000 0.124481906568 Long ABS-MBS CORP US N 2 2030-07-15 Floating 1.84000000 N N N N N N Orange Lake Timeshare Trust N/A 68504WAC1 585470.64000000 PA USD 596287.80000000 0.034146471062 Long ABS-O CORP US N 2 2030-11-08 Fixed 3.74000000 N N N N N N UNITED AIR 2019-2 AA PTT N/A 90932JAA0 1010121.64000000 PA USD 1018428.48000000 0.058320392637 Long DBT CORP US N 2 2032-05-01 Fixed 2.70000000 N N N N N N CRH America Finance Inc 549300WEVUODRJ4CWK56 12636YAA0 2580000.00000000 PA USD 2790743.17000000 0.159812142552 Long DBT CORP US N 2 2027-05-09 Fixed 3.40000000 N N N N N N SPS Servicer Advance Receivables Trust N/A 78472JAD5 540000.00000000 PA USD 540960.39000000 0.030978142271 Long ABS-O CORP US N 2 2052-11-15 Fixed 2.37000000 N N N N N N DIAMOND SPORTS GR/DIAMON N/A 25277LAC0 690000.00000000 PA USD 205768.35000000 0.011783341884 Long DBT CORP US N 2 2027-08-15 Fixed 6.63000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAK7 4641000.00000000 PA USD 5198875.54000000 0.297714045435 Long DBT CORP KY N 2 2026-01-15 Fixed 5.50000000 N N N N N N Residential Accredit Loans, Inc. N/A 761118RM2 2949030.11000000 PA USD 1863053.90000000 0.106687938414 Long ABS-MBS CORP US N 2 2046-02-25 Floating 0.63000000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 36186CBY8 3848000.00000000 PA USD 5512553.72000000 0.315676852818 Long DBT CORP US N 2 2031-11-01 Fixed 8.00000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFR0 4770000.00000000 PA USD 4506796.84000000 0.258082100421 Long DBT CORP US N 2 2031-01-20 Fixed 1.75000000 N N N N N N Longfellow Place CLO Ltd 549300FY38ZCUKZQU403 54303PAY1 5273999.00000000 PA USD 5274584.41000000 0.302049520249 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 1.12000000 N N N N N N HOLCIM FINANCE US LLC 529900FB2F1WKLFNGY62 50587KAA9 2427000.00000000 PA USD 2613559.63000000 0.149665712219 Long DBT CORP US N 2 2026-09-22 Fixed 3.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFX7 1973000.00000000 PA USD 1863410.25000000 0.106708344826 Long DBT CORP US N 2 2030-10-30 Fixed 1.68000000 N N N N N N New Residential Advance Receivables Trust Advance 549300RNWDDBV4LFKJ17 62942QDB6 6216000.00000000 PA USD 6214153.23000000 0.355854007819 Long ABS-O CORP US N 2 2052-10-15 Fixed 1.32000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AB4 2701000.00000000 PA USD 2689084.73000000 0.153990663428 Long DBT CORP GB N 2 2035-11-28 Fixed 3.03000000 N N N N N N AMER AIRLINE 21-1A EETC N/A 02379KAA2 805000.00000000 PA USD 806762.95000000 0.046199348244 Long DBT CORP US N 2 2034-07-11 Fixed 2.88000000 N N N N N N Morgan Stanley ReRemic Trust N/A 61763TBE4 154139.81000000 PA USD 154475.26000000 0.008846038767 Long ABS-MBS CORP US N 2 2035-11-21 Variable 2.63000000 N N N N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 871829BL0 2267000.00000000 PA USD 2874797.93000000 0.164625545459 Long DBT CORP US N 2 2030-04-01 Fixed 5.95000000 N N N N N N 2021-11-19 TRANSAMERICA FUNDS Vincent Toner Vincent Toner Treasurer