Capital One Financial Corp.

NPORT-P false 0000809593 XXXXXXXX S000069392 C000221416 C000221418 C000221417 C000221415 AMERICAN BEACON FUNDS 811-04984 0000809593 549300EXCES9V5RWB620 220 EAST LAS COLINAS BOULEVARD SUITE 1200 IRVING 75039 817-391-6100 American Beacon NIS Core Plus Bond Fund S000069392 549300MEGDO7715JGW54 2023-01-31 2022-04-30 N 5603781.76 130443.31 5473338.45 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 10039.50000000 0.00000000 0.00000000 64121.57000000 USD N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp. 14040HCJ2 10000.00000000 PA USD 8399.78000000 0.153467213415 Long DBT CORP US N 2 2032-11-02 Fixed 2.61800000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61747YEF8 5000.00000000 PA USD 4005.30000000 0.073178372515 Long DBT CORP US N 2 2036-09-16 Fixed 2.48400000 N N N N N N MASTR Alternative Loans Trust N/A MASTR Alternative Loan Trust 576434TE4 27962.72000000 PA USD 28152.61000000 0.514359019767 Long ABS-MBS CORP US N 2 2034-08-25 Fixed 6.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 949746RN3 25000.00000000 PA USD 25187.50000000 0.460185318888 Long DBT CORP US N 2 2025-06-15 Fixed 5.87500000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp. 14040HCG8 10000.00000000 PA USD 8058.87000000 0.147238656509 Long DBT CORP US N 2 2032-07-29 Fixed 2.35900000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications, Inc. 92343VGJ7 10000.00000000 PA USD 8697.27000000 0.158902470209 Long DBT CORP US N 2 2031-03-21 Fixed 2.55000000 N N N N N N SAN JOSE CA FING AUTH LEASE REVENUE N/A San Jose Financing Authority 798153NS7 25000.00000000 PA USD 19517.67000000 0.356595342646 Long DBT MUN US N 2 2037-06-01 Fixed 2.81200000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 Ally Financial, Inc. 02005NBF6 25000.00000000 PA USD 25626.25000000 0.468201450250 Long DBT CORP US N 2 2025-11-20 Fixed 5.75000000 N N N N N N FRESB Multifamily Mortgage Pass-Through Certifica N/A FRESB Mortgage Trust 30297PAF0 11710.86000000 PA USD 11694.04000000 0.213654611473 Long ABS-MBS USGSE US N 2 2038-07-25 Variable 3.30000000 N N N N N N VONTIER CORP 549300VVSQLG4P5K4639 Vontier Corp. 928881AD3 10000.00000000 PA USD 8552.45000000 0.156256553073 Long DBT CORP US N 2 2028-04-01 Fixed 2.40000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29278NAQ6 15000.00000000 PA USD 13834.18000000 0.252755792947 Long DBT CORP US N 2 2030-05-15 Fixed 3.75000000 N N N N N N HEALTHCARE REALTY TRUST 549300CB86LH2IOKHH22 Healthcare Realty Trust, Inc. 421946AK0 25000.00000000 PA USD 24122.44000000 0.440726262780 Long DBT US N 2 2028-01-15 Fixed 3.62500000 N N N N N N Boardwalk Pipelines LP 549300W6AQ2GHHCGL606 Boardwalk Pipelines LP 096630AE8 15000.00000000 PA USD 15767.73000000 0.288082495611 Long DBT CORP US N 2 2026-06-01 Fixed 5.95000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC 013092AB7 25000.00000000 PA USD 24281.25000000 0.443627782601 Long DBT CORP US N 2 2028-02-15 Fixed 5.87500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810TA6 113000.00000000 PA USD 89782.03000000 1.640352242423 Long DBT UST US N 2 2041-08-15 Fixed 1.75000000 N N N N N N COMM Mortgage Trust N/A COMM Mortgage Trust 12593GAF9 25000.00000000 PA USD 25014.50000000 0.457024542306 Long ABS-MBS CORP US N 2 2050-07-10 Fixed 3.90200000 N N N N N N OLD REPUBLIC INTL CORP 549300IV6O2YY2A1KH37 Old Republic International Corp. 680223AK0 10000.00000000 PA USD 9903.90000000 0.180948064704 Long DBT CORP US N 2 2026-08-26 Fixed 3.87500000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp. 68389XCA1 10000.00000000 PA USD 7619.51000000 0.139211380213 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N BURLINGTN NORTH SANTA FE N/A Burlington Northern Santa Fe LLC 12189LBH3 5000.00000000 PA USD 3853.34000000 0.070402004831 Long DBT CORP US N 2 2052-06-15 Fixed 2.87500000 N N N N N N Mid-State Trust N/A Mid-State Trust XI 59549WAA1 44739.19000000 PA USD 44537.90000000 0.813724574258 Long ABS-O CORP US N 2 2038-07-15 Fixed 4.86400000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC/Charter Communications Operating Capital 161175AZ7 10000.00000000 PA USD 10549.85000000 0.192749819810 Long DBT CORP US N 2 2035-10-23 Fixed 6.38400000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co., Inc. 37045XDV5 10000.00000000 PA USD 9549.36000000 0.174470482452 Long DBT CORP US N 2 2029-04-06 Fixed 4.30000000 N N N N N N MET ATLANTA GA RAPID TRANSIT AUTH SALES TAX REVENUE 5493006NVWO3NVLK0F49 Metropolitan Atlanta Rapid Transit Authority 5917457E8 20000.00000000 PA USD 15769.92000000 0.288122507753 Long DBT MUN US N 2 2040-07-01 Fixed 2.68000000 N N N N N N AXALTA COATING SYSTEMS 549300G80QONCHILSF69 Axalta Coating Systems LLC 05453GAC9 40000.00000000 PA USD 34609.20000000 0.632323404009 Long DBT CORP US N 2 2029-02-15 Fixed 3.37500000 N N N N N N CALIFORNIA ST HLTH FACS FING AUTH REVENUE 5493007RI8BUDOGHZ546 California Health Facilities Financing Authority 13032UD96 5000.00000000 PA USD 4798.82000000 0.087676288317 Long DBT MUN US N 2 2041-06-01 Fixed 4.35300000 N N N N N N RIVERSIDE CNTY CA PENSN OBLG 254900CB5HEOBAVTY629 Riverside County 76913CBF5 10000.00000000 PA USD 9599.89000000 0.175393685000 Long DBT MUN US N 2 2038-02-15 Fixed 3.81800000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 DCP Midstream Operating LP 23311VAH0 25000.00000000 PA USD 24587.00000000 0.449213952775 Long DBT CORP US N 2 2029-05-15 Fixed 5.12500000 N N N N N N Chase Mortgage Finance Corporation N/A Chase Mortgage Finance Corp. 16164AAD7 38562.30000000 PA USD 37291.41000000 0.681328413009 Long ABS-MBS CORP US N 2 2045-12-25 Variable 3.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810TB4 249000.00000000 PA USD 196165.31000000 3.584015711654 Long DBT UST US N 2 2051-11-15 Fixed 1.87500000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 Bank of Montreal 06368EDC3 10000.00000000 PA USD 8984.06000000 0.164142233886 Long DBT CORP CA N 2 2027-01-22 Fixed 0.94900000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 Carnival Corp. 143658BG6 15000.00000000 PA USD 16500.00000000 0.301461350339 Long DBT CORP PA N 2 2026-02-01 Fixed 10.50000000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 46653TAB5 38124.44000000 PA USD 33571.84000000 0.613370437561 Long ABS-MBS CORP US N 2 2051-12-25 Variable 2.50000000 N N N N N N New Residential Mortgage Loan Trust N/A New Residential Mortgage Loan Trust 64829GAA7 45189.20000000 PA USD 44166.06000000 0.806930914348 Long ABS-MBS CORP US N 2 2035-11-26 Variable 3.75000000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 Alexandria Real Estate Equities, Inc. 015271AR0 15000.00000000 PA USD 13901.45000000 0.253984841737 Long DBT US N 2 2031-08-15 Fixed 3.37500000 N N N N N N Highwoods Realty LP JUJNVZX73BIYHLR58F51 Highwoods Realty LP 431282AP7 14000.00000000 PA USD 13727.87000000 0.250813468332 Long DBT US N 2 2027-03-01 Fixed 3.87500000 N N N N N N Westlake Automobile Receivables Trust N/A Westlake Automobile Receivables Trust 96042QAJ9 20000.00000000 PA USD 19592.88000000 0.357969458292 Long ABS-O CORP US N 2 2025-11-17 Fixed 1.24000000 N N N N N N Santander Retail Auto Lease Trust N/A Santander Retail Auto Lease Trust 80286DAG3 35000.00000000 PA USD 32746.41000000 0.598289513779 Long ABS-O CORP US N 2 2025-11-20 Fixed 1.41000000 N N N N N N Santander Drive Auto Receivables Trust N/A Santander Drive Auto Receivables Trust 80286WAF3 10000.00000000 PA USD 9874.62000000 0.180413107835 Long ABS-O CORP US N 2 2026-01-15 Fixed 1.01000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 U.S. Bancorp 91159HJB7 10000.00000000 PA USD 8418.55000000 0.153810148539 Long DBT CORP US N 2 2036-11-03 Fixed 2.49100000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 Amgen, Inc. 031162DA5 10000.00000000 PA USD 7687.97000000 0.140462170761 Long DBT CORP US N 2 2041-08-15 Fixed 2.80000000 N N N N N N Santander Drive Auto Receivables Trust N/A Santander Drive Auto Receivables Trust 80286NAF3 15000.00000000 PA USD 14814.53000000 0.270667164753 Long ABS-O CORP US N 2 2026-02-17 Fixed 0.75000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A BBCMS Mortgage Trust 07336AAE7 15000.00000000 PA USD 13788.75000000 0.251925769362 Long ABS-MBS CORP US N 2 2055-02-15 Variable 2.94600000 N N N N N N Velocity Commercial Capital Loan Trust N/A Velocity Commercial Capital Loan Trust 92259BAA8 25502.16000000 PA USD 25359.71000000 0.463331661867 Long ABS-MBS CORP US N 2 2048-10-26 Variable 4.05000000 N N N N N N MID-ATLANTIC INTERSTATE N/A Mid-Atlantic Interstate Transmission LLC 59524QAA3 25000.00000000 PA USD 24450.37000000 0.446717670090 Long DBT CORP US N 2 2028-05-15 Fixed 4.10000000 N N N N N N KAISER FOUNDATION HOSPIT DW4Z57L3G4IRMHYZYK62 Kaiser Foundation Hospitals 48305QAG8 15000.00000000 PA USD 11671.29000000 0.213238960218 Long DBT CORP US N 2 2051-06-01 Fixed 3.00200000 N N N N N N IQVIA Inc 549300PLWY28YB00C717 IQVIA, Inc. 46266TAA6 25000.00000000 PA USD 24770.50000000 0.452566568398 Long DBT CORP US N 2 2027-05-15 Fixed 5.00000000 N N N N N N MID-AMERICA APARTMENTS 549300FXWGE3QSYCUJ38 Mid-America Apartments LP 59523UAS6 15000.00000000 PA USD 12232.94000000 0.223500521879 Long DBT US N 2 2031-02-15 Fixed 1.70000000 N N N N N N DC Office Trust N/A DC Office Trust 23312BAJ9 10000.00000000 PA USD 8434.20000000 0.154096080062 Long ABS-MBS CORP US N 2 2045-09-15 Variable 3.17400000 N N N N N N Navient Student Loan Trust N/A Navient Private Education Refi Loan Trust 63940UAB0 6429.87000000 PA USD 6504.74000000 0.118844103273 Long ABS-O CORP US N 2 2059-12-15 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CCR0 195000.00000000 PA USD 173313.87000000 3.166511108042 Long DBT UST US N 2 2028-07-31 Fixed 1.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 36179R7J2 42683.37000000 PA USD 42423.20000000 0.775088191376 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.50000000 N N N N N N JP Morgan Mortgage Trust N/A J.P. Morgan Mortgage Trust 46654WAE1 53703.68000000 PA USD 47516.69000000 0.868148214002 Long ABS-MBS CORP US N 2 2052-07-25 Variable 2.50000000 N N N N N N ENDEAVOR ENERGY RESOURCE N/A Endeavor Energy Resources LP/EER Finance, Inc. 29260FAE0 25000.00000000 PA USD 25064.50000000 0.457938061549 Long DBT CORP US N 2 2028-01-30 Fixed 5.75000000 N N N N N N CLAREMONT MCKENNA N/A Claremont Mckenna College 18013RAB3 10000.00000000 PA USD 7261.58000000 0.132671861357 Long DBT CORP US N 2 2122-01-01 Fixed 3.77500000 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 American Airlines, Inc. 023771S58 20000.00000000 PA USD 23000.00000000 0.420218851987 Long DBT CORP US N 2 2025-07-15 Fixed 11.75000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 Truist Financial Corp. 89832QAE9 25000.00000000 PA USD 24968.75000000 0.456188672198 Long DBT CORP US N 2 2025-09-01 Fixed 4.95000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 Altice France SA 02156LAC5 30000.00000000 PA USD 26437.50000000 0.483023299975 Long DBT CORP FR N 2 2028-01-15 Fixed 5.50000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 Royal Bank of Canada 78016EYH4 10000.00000000 PA USD 8525.79000000 0.155769464612 Long DBT CORP CA N 2 2031-11-03 Fixed 2.30000000 N N N N N N ESSENTIAL PROPER 254900XX9FNFCDE1NX02 Essential Properties LP 29670VAA7 5000.00000000 PA USD 4097.81000000 0.074868565820 Long DBT CORP US N 2 2031-07-15 Fixed 2.95000000 N N N N N N TUCSON AZ COPS N/A Tucson 898735UW3 15000.00000000 PA USD 11342.72000000 0.207235859861 Long DBT MUN US N 2 2047-07-01 Fixed 2.85600000 N N N N N N BAYVIEW OPPORTUNITY MASTER FUND TRUST N/A Bayview Opportunity Master Fund IVa Trust 07331UAA6 25400.08000000 PA USD 25129.42000000 0.459124174935 Long ABS-O CORP US N 2 2057-06-28 Variable 3.50000000 N N N N N N BENCHMARK Mortgage Trust N/A Benchmark Mortgage Trust 08162WBE5 30000.00000000 PA USD 25516.75000000 0.466200843107 Long ABS-MBS CORP US N 2 2053-09-15 Fixed 2.14800000 N N N N N N VIPER ENERGY PARTNERS LP 5299009LINL232255G03 Viper Energy Partners LP 92763MAA3 30000.00000000 PA USD 29870.40000000 0.545743704192 Long DBT CORP US N 2 2027-11-01 Fixed 5.37500000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 Centene Corp. 15135BAT8 10000.00000000 PA USD 9675.00000000 0.176765973607 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 TransDigm, Inc. 893647BE6 15000.00000000 PA USD 14943.75000000 0.273028063886 Long DBT CORP US N 2 2026-03-15 Fixed 6.25000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp. 68389XCE3 20000.00000000 PA USD 16900.51000000 0.308778822183 Long DBT CORP US N 2 2031-03-25 Fixed 2.87500000 N N N N N N CCO HLDGS LLC/CAP CORP N/A CCO Holdings LLC/CCO Holdings Capital Corp. 1248EPCD3 15000.00000000 PA USD 13353.60000000 0.243975411387 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N N GREAT LAKES MI WTR AUTH SEWAGE DISPOSAL SYS REVENUE N/A Great Lakes Water Authority Sewage Disposal System Revenue 39081HCW0 5000.00000000 PA USD 4342.72000000 0.079343165778 Long DBT MUN US N 2 2044-07-01 Fixed 3.50600000 N N N N N N Bank N/A BANK 06539WBG0 35000.00000000 PA USD 30939.16000000 0.565270360724 Long ABS-MBS CORP US N 2 2063-01-15 Variable 3.46700000 N N N N N N RAYMOND JAMES FINANCIAL RGUZHJ05YTITL6D76949 Raymond James Financial, Inc. 754730AH2 10000.00000000 PA USD 8800.38000000 0.160786329593 Long DBT CORP US N 2 2051-04-01 Fixed 3.75000000 N N N N N N SUMTER LANDING FL CDD RECREATIONAL REVENUE N/A Sumter Landing Community Development District 86657MBK1 5000.00000000 PA USD 4627.17000000 0.084540176754 Long DBT MUN US N 2 2047-10-01 Fixed 4.17200000 N N N N N N HUB International Ltd 549300JQT6ATTUNS5E06 HUB International Ltd. 44332PAD3 15000.00000000 PA USD 14845.95000000 0.271241220246 Long DBT CORP US N 2 2026-05-01 Fixed 7.00000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 Continental Resources, Inc. 212015AS0 30000.00000000 PA USD 29241.60000000 0.534255286186 Long DBT CORP US N 2 2028-01-15 Fixed 4.37500000 N N N N N N EAGLE MATERIALS 529900KRXRGXL61SG039 Eagle Materials, Inc. 26969PAB4 10000.00000000 PA USD 8470.95000000 0.154767516706 Long DBT CORP US N 2 2031-07-01 Fixed 2.50000000 N N N N N N SAN FRANCISCO CA CITY & CNTY PUB UTILS COMMN WTR REVENUE N/A San Francisco Public Utilities Commission Water Revenue 79771FAA5 40000.00000000 PA USD 32531.50000000 0.594363025367 Long DBT MUN US N 2 2041-11-01 Fixed 2.82500000 N N N N N N Triton Container Finance LLC N/A Triton Container Finance VIII LLC 89680HAA0 12981.25000000 PA USD 11843.60000000 0.216387130234 Long ABS-O CORP US N 2 2045-09-20 Fixed 2.11000000 N N N N N N TARGA RESOURCES PARTNERS N/A Targa Resources Partners LP/Targa Resources Partners Finance Corp. 87612BBS0 25000.00000000 PA USD 24055.81000000 0.439508907036 Long DBT CORP US N 2 2031-02-01 Fixed 4.87500000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 Ally Financial, Inc. 02005NBM1 15000.00000000 PA USD 12952.50000000 0.236647160016 Long DBT CORP US N 2 2026-05-15 Fixed 4.70000000 N N N N N N OVINTIV EXPLORATION INC T8W3X1PFLPW2YE0UIP44 Ovintiv Exploration, Inc. 651290AR9 15000.00000000 PA USD 15557.00000000 0.284232377407 Long DBT CORP US N 2 2026-01-01 Fixed 5.37500000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 Raytheon Technologies Corp. 913017CY3 5000.00000000 PA USD 5008.21000000 0.091501924204 Long DBT CORP US N 2 2028-11-16 Fixed 4.12500000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 Southern Co. 842587DF1 25000.00000000 PA USD 23713.75000000 0.433259339188 Long DBT CORP US N 2 2051-01-15 Fixed 4.00000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 Realty Income Corp. 756109BJ2 15000.00000000 PA USD 13412.36000000 0.245048979202 Long DBT US N 2 2028-06-15 Fixed 2.20000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co. LLC 345397A45 25000.00000000 PA USD 23713.75000000 0.433259339188 Long DBT CORP US N 2 2027-01-09 Fixed 4.27100000 N N N N N N Cantor Commercial Real Estate Lending N/A Cantor Commercial Real Estate Lending 12529TAX1 10000.00000000 PA USD 9327.03000000 0.170408427785 Long ABS-MBS CORP US N 2 2053-01-15 Fixed 3.00600000 N N N N N N CDW LLC/CDW FINANCE N/A CDW LLC/CDW Finance Corp. 12513GBH1 5000.00000000 PA USD 4505.28000000 0.082313199542 Long DBT CORP US N 2 2028-12-01 Fixed 3.27600000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 Microchip Technology, Inc. 595017BA1 25000.00000000 PA USD 24804.17000000 0.453181732257 Long DBT CORP US N 2 2025-09-01 Fixed 4.25000000 N N N N N N PARSLEY ENERGY LLC/FINAN N/A Parsley Energy LLC/Parsley Finance Corp. 701885AH8 55000.00000000 PA USD 54548.80000000 0.996627570144 Long DBT CORP US N 2 2027-10-15 Fixed 5.62500000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 Global Payments, Inc. 37940XAB8 15000.00000000 PA USD 13658.24000000 0.249541301433 Long DBT CORP US N 2 2029-08-15 Fixed 3.20000000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 United Airlines, Inc. 90932LAH0 18000.00000000 PA USD 16515.00000000 0.301735406112 Long DBT CORP US N 2 2029-04-15 Fixed 4.62500000 N N N N N N Credit Suisse Mortgage Trust N/A Credit Suisse Mortgage Capital Certificates 12653VAE6 15000.00000000 PA USD 14840.40000000 0.271139819610 Long ABS-MBS CORP US N 2 2036-05-15 Floating 1.98400000 N N N N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 Merck & Co., Inc. 58933YBF1 10000.00000000 PA USD 7660.27000000 0.139956081100 Long DBT CORP US N 2 2051-12-10 Fixed 2.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140X6LH2 35755.97000000 PA USD 32974.78000000 0.602461921571 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 2.50000000 N N N N N N BURFORD CAPITAL GLBL FIN 549300JVAOO67CSCH406 Burford Capital Global Finance LLC 12116LAC3 10000.00000000 PA USD 9742.50000000 0.177999224586 Long DBT CORP US N 2 2030-04-15 Fixed 6.87500000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 Continental Resources, Inc. 212015AN1 15000.00000000 PA USD 15025.20000000 0.274516186734 Long DBT CORP US N 2 2024-06-01 Fixed 3.80000000 N N N N N N DIST OF COLUMBIA WTR & SWR AUTH PUBLIC UTILITY REVENUE 549300OT2FIJQJ5PSH71 District of Columbia Water & Sewer Authority 254845JZ4 10000.00000000 PA USD 10177.19000000 0.185941178185 Long DBT MUN US N 2 2114-10-01 Fixed 4.81400000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 BP Capital Markets America, Inc. 10373QBK5 10000.00000000 PA USD 9849.39000000 0.179952146025 Long DBT CORP US N 2 2027-04-06 Fixed 3.54300000 N N N N N N Carvana Auto Receivables Trust N/A Carvana Auto Receivables Trust 14687GAE5 15000.00000000 PA USD 14141.80000000 0.258376128740 Long ABS-O CORP US N 2 2028-06-12 Fixed 1.58000000 N N N N N N MILEAGE PLUS HLDINGS LLC N/A Mileage Plus Holdings LLC/Mileage Plus Intellectual Property Assets Ltd. 599191AA1 25000.00000000 PA USD 25500.00000000 0.465894814160 Long DBT CORP US N 2 2027-06-20 Fixed 6.50000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 Truist Bank 07330MAC1 20000.00000000 PA USD 19371.10000000 0.353917452336 Long DBT CORP US N 2 2029-09-17 Fixed 2.63600000 N N N N N N CAL Funding IV Ltd N/A CAL Funding IV Ltd. 12807CAA1 12981.25000000 PA USD 11932.27000000 0.218007165261 Long ABS-O CORP BM N 2 2045-09-25 Fixed 2.22000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 Sirius XM Radio, Inc. 82967NBJ6 15000.00000000 PA USD 13556.25000000 0.247677904880 Long DBT CORP US N 2 2028-07-15 Fixed 4.00000000 N N N N N N OHIO ST WTR DEV AUTH WTR POLL CONTROL REVENUE N/A Ohio Water Development Authority Water Pollution Control Loan Fund 67766WQG0 35000.00000000 PA USD 37252.13000000 0.680610752291 Long DBT MUN US N 2 2034-12-01 Fixed 4.87900000 N N N N N N DUKE ENERGY INDIANA LLC 6URPHM2EAWGJ2C6ISB97 Duke Energy Indiana LLC 26443TAC0 15000.00000000 PA USD 11096.04000000 0.202728921322 Long DBT CORP US N 2 2050-04-01 Fixed 2.75000000 N N N N N N MATCH GROUP HLD II LLC N/A Match Group Holdings II LLC 57665RAJ5 15000.00000000 PA USD 14475.00000000 0.264463820979 Long DBT CORP US N 2 2029-02-15 Fixed 5.62500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CCW9 267000.00000000 PA USD 243387.19000000 4.446777633493 Long DBT UST US N 2 2026-08-31 Fixed 0.75000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC/Charter Communications Operating Capital 161175BZ6 5000.00000000 PA USD 3661.75000000 0.066901581794 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N STANFORD HEALTH CARE 5493005311WCPXQGDG42 Stanford Health Care 85434VAC2 5000.00000000 PA USD 4016.41000000 0.073381356491 Long DBT CORP US N 2 2051-08-15 Fixed 3.02700000 N N N N N N Bear Stearns Asset Backed Securities Trust N/A Bear Stearns Asset-Backed Securities Trust 07384YNA0 12126.05000000 PA USD 12095.24000000 0.220984689883 Long ABS-MBS CORP US N 2 2033-10-25 Variable 5.25000000 N N N N N N Credit-Based Asset Servicing and Securitization N/A Salomon Mortgage Loan Trust 12489WDZ4 29484.20000000 PA USD 30270.81000000 0.553059348997 Long ABS-O CORP US N 2 2033-11-25 Floating 2.16800000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GHD4 45000.00000000 PA USD 42623.32000000 0.778744460796 Long DBT CORP US N 2 2028-12-20 Fixed 3.41900000 N N N N N N PALM SPRINGS CA FING AUTH LEASE REVENUE N/A Palm Springs Financing Authority 69666JJF6 15000.00000000 PA USD 13335.63000000 0.243647092571 Long DBT MUN US N 2 2034-11-01 Fixed 2.86900000 N N N N N N Chase Mortgage Finance Corporation N/A Chase Mortgage Finance Corp. 16164AAC9 18974.26000000 PA USD 18402.01000000 0.336211805063 Long ABS-MBS CORP US N 2 2045-12-25 Variable 3.75000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A CCO Holdings LLC/CCO Holdings Capital Corp. 1248EPBR3 12000.00000000 PA USD 12030.00000000 0.219792729974 Long DBT CORP US N 2 2026-05-01 Fixed 5.50000000 N N N N N N RATTLER MIDSTREAM LP 549300I45NRVEEN9M219 Rattler Midstream LP 75419TAA1 15000.00000000 PA USD 15019.50000000 0.274412045540 Long DBT CORP US N 2 2025-07-15 Fixed 5.62500000 N N N N N N AON CORP/AON GLOBAL HOLD N/A Aon Corp./Aon Global Holdings PLC 03740LAA0 10000.00000000 PA USD 8284.16000000 0.151354791516 Long DBT CORP US N 2 2031-08-23 Fixed 2.05000000 N N N N N N LD HOLDINGS GROUP LLC N/A LD Holdings Group LLC 521088AC8 15000.00000000 PA USD 11625.00000000 0.212393224102 Long DBT CORP US N 2 2028-04-01 Fixed 6.12500000 N N N N N N ADVENTHEALTH OBL GRP N/A AdventHealth Obligated Group 00778XAA5 10000.00000000 PA USD 7533.02000000 0.137631174626 Long DBT CORP US N 2 2051-11-15 Fixed 2.79500000 N N N N N N Greenpoint Mortgage Pass-Through Certificates N/A Greenpoint Mortgage Pass-Through Certificates 395387AA1 32307.16000000 PA USD 32455.34000000 0.592971552855 Long ABS-MBS CORP US N 2 2033-10-25 Variable 2.60600000 N N N N N N MGM GROWTH/MGM FINANCE N/A MGM Growth Properties Operating Partnership LP/MGP Finance Co.-Issuer, Inc. 55303XAJ4 25000.00000000 PA USD 25750.00000000 0.470462410377 Long DBT US N 2 2027-02-01 Fixed 5.75000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 Extra Space Storage LP 30225VAG2 5000.00000000 PA USD 4120.69000000 0.075286592225 Long DBT US N 2 2032-03-15 Fixed 2.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3138XBXW9 16353.47000000 PA USD 16539.22000000 0.302177914833 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 4.00000000 N N N N N N HAT HOLDINGS I LLC/HAT N/A HAT Holdings I LLC/HAT Holdings II LLC 418751AD5 15000.00000000 PA USD 12937.50000000 0.236373104243 Long DBT US N 2 2030-09-15 Fixed 3.75000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174468U6 10000.00000000 PA USD 8027.14000000 0.146658937197 Long DBT CORP US N 2 2032-02-13 Fixed 1.79400000 N N N N N N BX Commercial Mortgage Trust 2019-XL N/A BX Commercial Mortgage Trust 056054AA7 15867.17000000 PA USD 15778.04000000 0.288270863279 Long ABS-MBS CORP US N 2 2036-10-15 Floating 1.47400000 N N N N N N Brean Asset Backed Securities Trust N/A Brean Asset-Backed Securities Trust 10638MAA8 49526.46000000 PA USD 45136.42000000 0.824659765010 Long ABS-MBS CORP US N 2 2061-10-25 Variable 1.75000000 N N N N N N OREGON ST UNIV GEN REVENUE 549300UBMR6O3SFCEV73 Oregon State University 68608WAL6 25000.00000000 PA USD 21942.12000000 0.400890977242 Long DBT MUN US N 2 2060-03-01 Fixed 3.42400000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 DCP Midstream Operating LP 23311VAJ6 25000.00000000 PA USD 25365.50000000 0.463437447395 Long DBT CORP US N 2 2027-07-15 Fixed 5.62500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 46647PBX3 15000.00000000 PA USD 12262.59000000 0.224042238791 Long DBT CORP US N 2 2032-02-04 Fixed 1.95300000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CBB6 181000.00000000 PA USD 159159.81000000 2.907910984382 Long DBT UST US N 2 2027-12-31 Fixed 0.62500000 N N N N N N Bank N/A BANK 06541XAD2 50000.00000000 PA USD 49421.94000000 0.902957864774 Long ABS-MBS CORP US N 2 2060-09-15 Fixed 3.26500000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 Cigna Corp. 125523CQ1 10000.00000000 PA USD 7857.58000000 0.143561010739 Long DBT CORP US N 2 2051-03-15 Fixed 3.40000000 N N N N N N Exeter Automobile Receivables Trust N/A Exeter Automobile Receivables Trust 30166NAE6 15000.00000000 PA USD 14880.14000000 0.271865884705 Long ABS-O CORP US N 2 2025-07-15 Fixed 1.32000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co. 097023DG7 15000.00000000 PA USD 13683.16000000 0.249996599424 Long DBT CORP US N 2 2026-02-04 Fixed 2.19600000 N N N N N N HUNTINGTON BEACH CA PENSN OBLIG N/A Huntington Beach 446201AR6 20000.00000000 PA USD 17006.14000000 0.310708722936 Long DBT MUN US N 2 2040-06-15 Fixed 3.27600000 N N N N N N COMM Mortgage Trust N/A COMM Mortgage Trust 12655TBM0 20000.00000000 PA USD 18648.16000000 0.340709060299 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 2.95000000 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 Essex Portfolio LP 29717PAZ0 15000.00000000 PA USD 12992.45000000 0.237377061891 Long DBT US N 2 2031-06-15 Fixed 2.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140J5MF3 22589.37000000 PA USD 21072.43000000 0.385001406225 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 2.50000000 N N N N N N SAN ANTONIO TX ELEC & GAS REVENUE 5493002G2FEH20Q4GQ04 San Antonio Electric & Gas Systems Revenue 79625GDG5 20000.00000000 PA USD 15815.02000000 0.288946502111 Long DBT MUN US N 2 2048-02-01 Fixed 2.90500000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 Comcast Corp. 20030NDL2 10000.00000000 PA USD 7399.45000000 0.135190799319 Long DBT CORP US N 2 2051-01-15 Fixed 2.80000000 N N N N N N CALIFORNIA ST N/A California 13063A5G5 10000.00000000 PA USD 13867.53000000 0.253365110282 Long DBT MUN US N 2 2039-04-01 Fixed 7.55000000 N N N N N N WEST HARTFORD CT N/A West Hartford 953107AR0 15000.00000000 PA USD 12462.29000000 0.227690834649 Long DBT MUN US N 2 2041-07-01 Fixed 2.76400000 N N N N N N Conseco Financial Corp N/A Conseco Finance Corp. 393505N99 7839.25000000 PA USD 7940.53000000 0.145076539164 Long ABS-O CORP US N 2 2030-09-01 Fixed 6.28000000 N N N N N N MASSACHUSETTS ST SCH BLDG AUTH SALES TAX REVENUE N/A Massachusetts School Building Authority 576000XQ1 20000.00000000 PA USD 17711.69000000 0.323599392981 Long DBT MUN US N 2 2040-10-15 Fixed 3.39500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CEC1 4000.00000000 PA USD 3813.44000000 0.069673016474 Long DBT UST US N 2 2027-02-28 Fixed 1.87500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GKQ1 15000.00000000 PA USD 14958.25000000 0.273292984467 Long DBT CORP US N 2 2033-04-27 Fixed 4.57100000 N N N N N N CENTRL PUGET SOUND WA REGL TRANSIT AUTH SALES & USE TAX N/A Central Puget Sound Regional Transit Authority 15504RET2 5000.00000000 PA USD 5878.51000000 0.107402640156 Long DBT MUN US N 2 2039-11-01 Fixed 5.49100000 N N N N N N DT Auto Owner Trust N/A DT Auto Owner Trust 23344EAE6 25000.00000000 PA USD 24931.94000000 0.455516139331 Long ABS-O CORP US N 2 2025-11-17 Fixed 2.29000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 CVS Health Corp. 126650CY4 15000.00000000 PA USD 14862.23000000 0.271538662112 Long DBT CORP US N 2 2038-03-25 Fixed 4.78000000 N N N N N N Prime Mortgage Trust N/A Prime Mortgage Trust 74160MDK5 35452.45000000 PA USD 35247.67000000 0.643988496636 Long ABS-MBS CORP US N 2 2034-02-25 Fixed 6.00000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A JPMBB Commercial Mortgage Securities Trust 46644UBB3 40956.06000000 PA USD 40950.35000000 0.748178655021 Long ABS-MBS CORP US N 2 2048-07-15 Fixed 3.55900000 N N N N N N Residential Funding Mtg Sec I N/A RFMSI Trust 76111XRB1 14046.17000000 PA USD 13081.75000000 0.239008607260 Long ABS-MBS CORP US N 2 2034-12-25 Fixed 5.50000000 N N N N N N Stanford Health Care 5493005311WCPXQGDG42 Stanford Health Care 85434VAA6 10000.00000000 PA USD 9288.86000000 0.169711047194 Long DBT CORP US N 2 2048-11-15 Fixed 3.79500000 N N N N N N WASHINGTON UNIVERSITY 2V765680J33YAZOYW441 Washington University 940663AC1 15000.00000000 PA USD 13231.55000000 0.241745510913 Long DBT CORP US N 2 2054-04-15 Fixed 3.52400000 N N N N N N BENCHMARK Mortgage Trust N/A Benchmark Mortgage Trust 08162WBC9 50000.00000000 PA USD 42634.09000000 0.778941232841 Long ABS-MBS CORP US N 2 2053-09-15 Fixed 1.85000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967ML2 20000.00000000 PA USD 17398.03000000 0.317868704063 Long DBT CORP US N 2 2031-01-29 Fixed 2.66600000 N N N N N N Citicorp Residential Mortgage Securities, Inc. N/A Citicorp Residential Mortgage Trust 173109AE9 22041.07000000 PA USD 21963.92000000 0.401289271632 Long ABS-O CORP US N 2 2037-03-25 Variable 5.07500000 N N N N N N New Residential Mortgage Loan Trust N/A New Residential Mortgage Loan Trust 64829DAQ9 28471.40000000 PA USD 28695.62000000 0.524280021455 Long ABS-MBS CORP US N 2 2054-11-25 Variable 5.52500000 N N N N N N TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 TransCanada PipeLines Ltd. 89352HBC2 10000.00000000 PA USD 8565.72000000 0.156499001080 Long DBT CORP CA N 2 2031-10-12 Fixed 2.50000000 N N N N N N INDIANA UNIV HEALTH INC N/A Indiana University Health, Inc. Obligated Group 455170AB6 20000.00000000 PA USD 15171.59000000 0.277190788375 Long DBT CORP US N 2 2051-11-01 Fixed 2.85200000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC/Charter Communications Operating Capital 161175BK9 15000.00000000 PA USD 14453.30000000 0.264067353627 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 Charles Schwab Corp. 808513BD6 25000.00000000 PA USD 25156.25000000 0.459614369361 Long DBT CORP US N 2 2025-06-01 Fixed 5.37500000 N N N N N N ALBERTSONS COS/SAFEWAY N/A Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC 013092AG6 15000.00000000 PA USD 12636.00000000 0.230864583205 Long DBT CORP US N 2 2029-03-15 Fixed 3.50000000 N N N N N N AMER AIRLINE 21-1B PTT N/A American Airlines Pass-Through Trust 02376LAA3 15000.00000000 PA USD 13545.86000000 0.247488075582 Long DBT CORP US N 2 2030-07-11 Fixed 3.95000000 N N N N N N COMM Mortgage Trust 549300MGZ5FI5VFL1177 COMM Mortgage Trust 12591KAG0 10000.00000000 PA USD 9989.39000000 0.182509999906 Long ABS-MBS CORP US N 2 2046-10-10 Fixed 4.30000000 N N N N N N FIRSTENERGY TRANSMISSION 549300AINIIPOLYX2R63 FirstEnergy Transmission LLC 33767BAD1 15000.00000000 PA USD 13399.61000000 0.244816031795 Long DBT CORP US N 2 2028-09-15 Fixed 2.86600000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 BP Capital Markets America, Inc. 10373QBP4 10000.00000000 PA USD 7432.57000000 0.135795914466 Long DBT CORP US N 2 2051-06-04 Fixed 2.93900000 N N N N N N AGILENT TECHNOLOGIES INC QUIX8Y7A2WP0XRMW7G29 Agilent Technologies, Inc. 00846UAN1 10000.00000000 PA USD 8407.07000000 0.153600404520 Long DBT CORP US N 2 2031-03-12 Fixed 2.30000000 N N N N N N Rocket Mortgage LLC 549300FGXN1K3HLB1R50 Rocket Mortgage LLC 74840LAB8 15000.00000000 PA USD 14152.20000000 0.258566140743 Long DBT CORP US N 2 2028-01-15 Fixed 5.25000000 N N N N N N Velocity Commercial Capital Loan Trust N/A Velocity Commercial Capital Loan Trust 92257CAD2 31240.80000000 PA USD 29758.53000000 0.543699796236 Long ABS-MBS CORP US N 2 2049-03-25 Variable 4.12000000 N N N N N N UNIVERSITY OF CHICAGO 54930099Y7GU6182V326 University of Chicago 91412NBE9 10000.00000000 PA USD 7709.93000000 0.140863388413 Long DBT CORP US N 2 2050-04-01 Fixed 2.54700000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. 38141GXR0 10000.00000000 PA USD 8088.23000000 0.147775075009 Long DBT CORP US N 2 2032-01-27 Fixed 1.99200000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A Rocket Mortgage LLC/Rocket Mortgage Co.-Issuer, Inc. 74841CAB7 15000.00000000 PA USD 12657.45000000 0.231256482960 Long DBT CORP US N 2 2031-03-01 Fixed 3.87500000 N N N N N N NMI HOLDINGS 529900KNNGFXJX1C3Z08 NMI Holdings, Inc. 629209AA5 15000.00000000 PA USD 15637.50000000 0.285703143389 Long DBT CORP US N 2 2025-06-01 Fixed 7.37500000 N N N N N N BROADCOM CRP / CAYMN FI N/A Broadcom Corp./Broadcom Cayman Finance Ltd. 11134LAH2 15000.00000000 PA USD 14630.05000000 0.267296644153 Long DBT CORP XX N 2 2027-01-15 Fixed 3.87500000 N N N N N N Exeter Automobile Receivables Trust N/A Exeter Automobile Receivables Trust 30165JAF3 25000.00000000 PA USD 23415.19000000 0.427804533081 Long ABS-O CORP US N 2 2028-01-17 Fixed 1.96000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CCE9 1000.00000000 PA USD 905.27000000 0.016539631310 Long DBT UST US N 2 2028-05-31 Fixed 1.25000000 N N N N N N CALIFORNIA ST HLTH FACS FING AUTH REVENUE 5493007RI8BUDOGHZ546 California Health Facilities Financing Authority 13032UD88 10000.00000000 PA USD 9683.66000000 0.176924195140 Long DBT MUN US N 2 2037-06-01 Fixed 4.19000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A BBCMS MORTGAGE TRUST 07332VBG9 10000.00000000 PA USD 9440.17000000 0.172475539129 Long ABS-MBS CORP US N 2 2050-02-15 Fixed 4.44100000 N N N N N N Navient Student Loan Trust N/A Navient Private Education Refi Loan Trust 63941CAC7 15248.97000000 PA USD 15155.91000000 0.276904308740 Long ABS-O CORP US N 2 2059-12-15 Floating 1.60400000 N N N N N N Newell Brands Inc 549300LWGYFM1TVO1Z12 Newell Brands, Inc. 651229AY2 15000.00000000 PA USD 13968.75000000 0.255214438639 Long DBT CORP US N 2 2046-04-01 Fixed 5.75000000 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 Spirit AeroSystems, Inc. 85205TAM2 25000.00000000 PA USD 24930.75000000 0.455494397573 Long DBT CORP US N 2 2025-01-15 Fixed 5.50000000 N N N N N N MATCH GROUP HLD II LLC N/A Match Group Holdings II LLC 57665RAL0 15000.00000000 PA USD 13406.25000000 0.244937347150 Long DBT CORP US N 2 2030-08-01 Fixed 4.12500000 N N N N N N MED Trust N/A Med Trust 58403YAN6 15000.00000000 PA USD 14699.52000000 0.268565887790 Long ABS-MBS CORP US N 2 2038-11-15 Floating 2.35500000 N N N N N N ServiceMaster Brands N/A ServiceMaster Funding LLC 81761TAA3 24750.00000000 PA USD 21867.81000000 0.399533304942 Long ABS-O CORP US N 2 2051-01-30 Fixed 2.84100000 N N N N N N AMERICAN AIRLINES/AADVAN N/A American Airlines, Inc./AAdvantage Loyalty IP Ltd. 00253XAA9 25000.00000000 PA USD 24781.25000000 0.452762975035 Long DBT CORP XX N 2 2026-04-20 Fixed 5.50000000 N N N N N N DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE N/A Dallas Fort Worth International Airport 23503CAN7 10000.00000000 PA USD 9557.74000000 0.174623588278 Long DBT MUN US N 2 2051-11-01 Fixed 4.50700000 N N N N N N Tenet Healthcare Corp 0W9AIBT6U6ADJ2I8HK17 Tenet Healthcare Corp. 88033GCS7 6000.00000000 PA USD 5983.68000000 0.109324136533 Long DBT CORP US N 2 2024-07-15 Fixed 4.62500000 N N N N N N INDIANAPOLIS IN LOCAL PUBLIC IMPT BOND BANK 549300LX8ESJHDSESB87 Indianapolis Local Public Improvement Bond Bank 45528S5S1 10000.00000000 PA USD 11792.97000000 0.215462100649 Long DBT MUN US N 2 2040-01-15 Fixed 6.11600000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co. 097023CT0 10000.00000000 PA USD 10130.36000000 0.185085576061 Long DBT CORP US N 2 2025-05-01 Fixed 4.87500000 N N N N N N Trinity Health Corp TWSRHFGEDJDX0GKMGJ67 Trinity Health Corp. 896516AA9 10000.00000000 PA USD 9666.04000000 0.176602270959 Long DBT CORP US N 2 2045-12-01 Fixed 4.12500000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 Lithia Motors, Inc. 536797AG8 25000.00000000 PA USD 22574.25000000 0.412440235629 Long DBT CORP US N 2 2029-06-01 Fixed 3.87500000 N N N N N N AMERICO LIFE INC 549300B5C1FRFHBYW144 Americo Life, Inc. 03060NAD2 10000.00000000 PA USD 8443.77000000 0.154270927645 Long DBT CORP US N 2 2031-04-15 Fixed 3.45000000 N N N N N N Countrywide Home Loans N/A CHL Mortgage Pass-Through Trust 12669FRW5 22402.64000000 PA USD 21761.47000000 0.397590432216 Long ABS-MBS CORP US N 2 2034-05-25 Fixed 5.25000000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust 36258YBL1 10000.00000000 PA USD 9410.14000000 0.171926879471 Long ABS-MBS CORP US N 2 2053-02-13 Variable 3.17300000 N N N N N N SPIRIT LOYALTY KY LTD/IP N/A Spirit Loyalty Cayman Ltd./Spirit IP Cayman Ltd. 84859BAA9 30000.00000000 PA USD 31680.30000000 0.578811273766 Long DBT CORP KY N 2 2025-09-20 Fixed 8.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61747YEC5 10000.00000000 PA USD 8909.50000000 0.162779993990 Long DBT CORP US N 2 2027-07-20 Fixed 1.51200000 N N N N N N HORIZON THERAPEUTICS USA N/A Horizon Therapeutics USA, Inc. 44055PAA4 25000.00000000 PA USD 25000.00000000 0.456759621725 Long DBT CORP US N 2 2027-08-01 Fixed 5.50000000 N N N N N N ALABAMA FEDERAL AID HIGHWAY FIN AUTH SPL OBLIG REVENUE N/A Alabama Federal Aid Highway Finance Authority 010268CX6 20000.00000000 PA USD 16675.09000000 0.304660312025 Long DBT MUN US N 2 2037-09-01 Fixed 2.65000000 N N N N N N AMERICAN HOMES 4 RENT 549300N4PXZ37U8QKI55 American Homes 4 Rent LP 02666TAE7 15000.00000000 PA USD 13659.87000000 0.249571082161 Long DBT CORP US N 2 2032-04-15 Fixed 3.62500000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 OneMain Finance Corp. 682691AC4 15000.00000000 PA USD 12750.00000000 0.232947407080 Long DBT CORP US N 2 2028-09-15 Fixed 3.87500000 N N N N N N Mid-State Trust N/A Mid-State Capital Corp. Trust 59548PAA7 48589.38000000 PA USD 48440.81000000 0.885032242067 Long ABS-O CORP US N 2 2040-10-15 Fixed 5.78700000 N N N N N N SMB Private Education Loan Trust N/A SMB Private Education Loan Trust 78449XAA0 14465.50000000 PA USD 13588.29000000 0.248263288012 Long ABS-O CORP US N 2 2053-07-15 Fixed 1.29000000 N N N N N N DELTA AIR LINES/SKYMILES N/A Delta Air Lines, Inc./SkyMiles IP Ltd. 830867AB3 10000.00000000 PA USD 9919.43000000 0.181231803781 Long DBT CORP XX N 2 2028-10-20 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 31417Y3A3 25128.21000000 PA USD 25646.13000000 0.468564665501 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 4.50000000 N N N N N N ISTAR INC QFFLKWYYS3UPWD86E794 iStar, Inc. 45031UCJ8 25000.00000000 PA USD 24334.25000000 0.444596112999 Long DBT US N 2 2026-02-15 Fixed 5.50000000 N N N N N N Santander Drive Auto Receivables Trust N/A Santander Drive Auto Receivables Trust 80285VAF6 20000.00000000 PA USD 18540.08000000 0.338734397102 Long ABS-O CORP US N 2 2027-10-15 Fixed 1.67000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810SP4 104000.00000000 PA USD 71930.62000000 1.314200111268 Long DBT UST US N 2 2050-08-15 Fixed 1.37500000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp. 14040HCF0 25000.00000000 PA USD 21687.50000000 0.396238971847 Long DBT CORP US N 2 2026-09-01 Fixed 3.95000000 N N N N N N ENTERGY CORP 4XM3TW50JULSLG8BNC79 Entergy Corp. 29364GAN3 10000.00000000 PA USD 8710.19000000 0.159138523582 Long DBT CORP US N 2 2028-06-15 Fixed 1.90000000 N N N N N N FLORIDA ST BRD OF ADMIN FIN CORP REVENUE 549300S34SOJ0RULXM35 State Board of Administration Finance Corp. 341271AF1 20000.00000000 PA USD 17510.59000000 0.319925218583 Long DBT MUN US N 2 2030-07-01 Fixed 2.15400000 N N N N N N American Credit Acceptance Receivables Trust N/A American Credit Acceptance Receivables Trust 02530QAB3 4708.07000000 PA USD 4705.55000000 0.085972209520 Long ABS-O CORP US N 2 2024-12-13 Fixed 0.85000000 N N N N N N Bank N/A BANK 06540YAH2 25000.00000000 PA USD 21292.59000000 0.389023814158 Long ABS-MBS CORP US N 2 2063-03-15 Fixed 1.84400000 N N N N N N PARSLEY ENERGY LLC/FINAN N/A Parsley Energy LLC/Parsley Finance Corp. 701885AJ4 15000.00000000 PA USD 14152.75000000 0.258576189455 Long DBT CORP US N 2 2028-02-15 Fixed 4.12500000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 Cheniere Energy Partners LP 16411QAG6 25000.00000000 PA USD 23937.50000000 0.437347337802 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 Freeport-McMoRan, Inc. 35671DCC7 25000.00000000 PA USD 25302.50000000 0.462286413148 Long DBT CORP US N 2 2027-09-01 Fixed 5.00000000 N N N N N N HOWMET AEROSPACE INC 549300HO5WFZUT5N2T22 Howmet Aerospace, Inc. 022249AU0 25000.00000000 PA USD 26500.00000000 0.484165199029 Long DBT CORP US N 2 2028-01-15 Fixed 6.75000000 N N N N N N Octane Receivables Trust N/A Octane Receivables Trust 67578AAA6 27893.05000000 PA USD 27057.05000000 0.494342716920 Long ABS-O CORP US N 2 2028-09-20 Fixed 1.21000000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A Bear Stearns ARM Trust 07384M6H0 12815.12000000 PA USD 12767.06000000 0.233259099846 Long ABS-MBS CORP US N 2 2035-02-25 Variable 2.68100000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CDY4 80000.00000000 PA USD 73150.00000000 1.336478653170 Long DBT UST US N 2 2032-02-15 Fixed 1.87500000 N N N N N N BWX TECHNOLOGIES INC 549300NP85N265KWMS58 BWX Technologies, Inc. 05605HAB6 10000.00000000 PA USD 9275.00000000 0.169457819660 Long DBT CORP US N 2 2028-06-30 Fixed 4.12500000 N N N N N N HEALTHCARE TRUST OF AMER 549300IYGAS4GE6VDL07 Healthcare Trust of America Holdings LP 42225UAG9 10000.00000000 PA USD 9024.40000000 0.164879261212 Long DBT US N 2 2030-02-15 Fixed 3.10000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 Barclays PLC 06738EBQ7 10000.00000000 PA USD 9541.31000000 0.174323405854 Long DBT CORP GB N 2 2024-12-10 Fixed 1.00700000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 Bank of Montreal 06368BGS1 10000.00000000 PA USD 9480.77000000 0.173217316754 Long DBT CORP CA N 2 2032-12-15 Fixed 3.80300000 N N N N N N AmeriCredit Automobile Receivables Trust N/A AmeriCredit Automobile Receivables Trust 03063FAE4 15000.00000000 PA USD 14099.69000000 0.257606762834 Long ABS-O CORP US N 2 2026-10-19 Fixed 0.89000000 N N N N N N Navient Student Loan Trust 549300JSCKIU587G1R13 Navient Private Education Loan Trust 63939NAB9 32739.79000000 PA USD 32886.76000000 0.600853762295 Long ABS-O CORP US N 2 2045-12-15 Fixed 3.91000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A BBCMS Mortgage Trust 05552XBG2 15000.00000000 PA USD 13499.09000000 0.246633569681 Long ABS-MBS CORP US N 2 2054-11-15 Fixed 2.68900000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications, Inc. 92343VGB4 15000.00000000 PA USD 12377.11000000 0.226134563266 Long DBT CORP US N 2 2051-03-22 Fixed 3.55000000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 Santander Holdings USA, Inc. 80282KAP1 10000.00000000 PA USD 9873.02000000 0.180383875219 Long DBT CORP US N 2 2027-07-13 Fixed 4.40000000 N N N N N N FINANCE AMER STRUCTURED SECS N/A Finance of America Structured Securities Trust 31740CAB9 34974.83000000 PA USD 34602.38000000 0.632198799984 Long ABS-MBS CORP US N 2 2050-03-25 Fixed 3.72100000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828Z78 292000.00000000 PA USD 273590.31000000 4.998600260139 Long DBT UST US N 2 2027-01-31 Fixed 1.50000000 N N N N N N SMB Private Education Loan Trust 549300NWENTZ8X7JUC78 SMB Private Education Loan Trust 83189DAB6 16092.10000000 PA USD 15730.00000000 0.287393153989 Long ABS-O CORP US N 2 2035-10-15 Fixed 2.82000000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 Teachers Insurance & Annuity Association of America 878091BG1 10000.00000000 PA USD 8038.21000000 0.146861190358 Long DBT CORP US N 2 2050-05-15 Fixed 3.30000000 N N N N N N Vantage Data Centers LLC N/A Vantage Data Centers Issuer LLC 92212KAA4 14600.00000000 PA USD 14279.19000000 0.260886296918 Long ABS-O CORP US N 2 2044-07-15 Fixed 3.18800000 N N N N N N KING CNTY WA SWR REVENUE N/A King Sewer Revenue County 495290EE4 20000.00000000 PA USD 16015.03000000 0.292600761789 Long DBT MUN US N 2 2047-07-01 Fixed 2.84100000 N N N N N N DALLAS TX AREA RAPID TRANSIT SALES TAX REVENUE 75YWM81F2R6UQGJIEW47 Dallas Area Rapid Transit 235241WM4 10000.00000000 PA USD 7306.27000000 0.133488364857 Long DBT MUN US N 2 2048-12-01 Fixed 2.61300000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA, Inc. 87264ABF1 15000.00000000 PA USD 14221.62000000 0.259834470861 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 46647PBT2 10000.00000000 PA USD 8993.86000000 0.164321283658 Long DBT CORP US N 2 2026-11-19 Fixed 1.04500000 N N N N N N INDIANAPOLIS IN LOCAL PUBLIC IMPT BOND BANK 549300LX8ESJHDSESB87 Indianapolis Local Public Improvement Bond Bank 45528S5R3 25000.00000000 PA USD 27172.18000000 0.496446186330 Long DBT MUN US N 2 2030-01-15 Fixed 5.96600000 N N N N N N ICAHN ENTERPRISES/FIN N/A Icahn Enterprises LP/Icahn Enterprises Finance Corp. 451102BZ9 15000.00000000 PA USD 14012.55000000 0.256014681496 Long DBT CORP US N 2 2027-05-15 Fixed 5.25000000 N N N N N N METHODIST HOSPITAL/THE 549300Y1E42JLBRENF23 Methodist Hospital 591539AA9 10000.00000000 PA USD 7407.33000000 0.135334769951 Long DBT CORP US N 2 2050-12-01 Fixed 2.70500000 N N N N N N UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE N/A Regents of the University of California Medical Center Pooled Revenue 913366KW9 10000.00000000 PA USD 10020.08000000 0.183070718018 Long DBT MUN US N 2 2053-05-15 Fixed 4.56300000 N N N N N N GSAMP Trust N/A GSAMP Trust 36228FYS9 25406.74000000 PA USD 24596.26000000 0.449383136538 Long ABS-O CORP US N 2 2033-07-25 Variable 5.42100000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. 38141GZK3 10000.00000000 PA USD 9197.71000000 0.168045701613 Long DBT CORP US N 2 2028-02-24 Fixed 2.64000000 N N N N N N TARGET CORP 8WDDFXB5T1Z6J0XC1L66 Target Corp. 87612EBN5 10000.00000000 PA USD 7966.77000000 0.145555954063 Long DBT CORP US N 2 2052-01-15 Fixed 2.95000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VBN9 15000.00000000 PA USD 14893.13000000 0.272103217004 Long DBT CORP US N 2 2027-12-01 Fixed 4.25000000 N N N N N N Mid-State Trust N/A Mid-State Capital Corp. Trust 59548PAD1 22599.71000000 PA USD 23676.37000000 0.432576392201 Long ABS-O CORP US N 2 2040-10-15 Fixed 8.31100000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810TF5 38000.00000000 PA USD 33665.63000000 0.615084016958 Long DBT UST US N 2 2042-02-15 Fixed 2.37500000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 Kraft Heinz Foods Co. 50077LBC9 10000.00000000 PA USD 9787.99000000 0.178830344394 Long DBT CORP US N 2 2027-05-15 Fixed 3.87500000 N N N N N N BENCHMARK Mortgage Trust N/A Benchmark Mortgage Trust 08163LAQ2 10000.00000000 PA USD 8560.30000000 0.156399975594 Long ABS-MBS CORP US N 2 2053-12-17 Fixed 2.25400000 N N N N N N EXPEDIA GROUP INC N/A Expedia Group, Inc. 30212PBK0 30000.00000000 PA USD 30164.90000000 0.551124332536 Long DBT CORP US N 2 2027-08-01 Fixed 4.62500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CDZ1 26000.00000000 PA USD 25043.28000000 0.457550363983 Long DBT UST US N 2 2025-02-15 Fixed 1.50000000 N N N N N N Hyundai Auto Receivables Trust N/A Hyundai Auto Receivables Trust 44935FAG9 15000.00000000 PA USD 13881.59000000 0.253621991894 Long ABS-O CORP US N 2 2028-06-15 Fixed 1.66000000 N N N N N N SAN JOSE CA FING AUTH LEASE REVENUE N/A San Jose Financing Authority 798153NN8 5000.00000000 PA USD 4077.96000000 0.074505898680 Long DBT MUN US N 2 2033-06-01 Fixed 2.43200000 N N N N N N 2022-05-26 AMERICAN BEACON FUNDS Sonia Bates Sonia Bates Treasurer XXXX