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Form NPORT-P TRANSAMERICA FUNDS For: Jul 31

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September 27, 2021 9:05 AM EDT 

  
    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
      2021-07-31
      N
    
    
      1977615824.17
      175385730.81
      1802230093.36
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      59599002.90000000
      0.00000000
      0.00000000
      0.00000000
      
        
          USD
          
          
        
      
      
      
      
        
        
        
        
        
        
        
        
        
        
        
        
        
      
      
        
          
            ACMBS
          
          
            UST
          
        
      
      
        
          
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        Nokia OYJ
        549300A0JPRWG1KI7U06
        Nokia OYJ
        654902AD7
        
          
        
        2050000.00000000
        PA
        USD
        2095305.00000000
        0.116261791861
        Long
        DBT
        CORP
        FI
        N
        
        2
        
          2022-06-12
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELEMENT FLEET MANAGEMENT
        5493000PGBS1C22ELQ16
        Element Fleet Management Corp
        286181AF9
        
          
        
        1549000.00000000
        PA
        USD
        1575340.44000000
        0.087410616757
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-04-06
          Fixed
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2017-6
        89175JAA8
        
          
        
        3314094.54000000
        PA
        USD
        3386941.65000000
        0.187930590132
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-10-25
          Variable
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Cos Inc
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        91831AAC5
        
          
        
        1938000.00000000
        PA
        USD
        1977971.25000000
        0.109751316287
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2025-04-15
          Fixed
          6.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE SA
        05578QAD5
        
          
        
        4654000.00000000
        PA
        USD
        5162587.07000000
        0.286455491394
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-03-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASHTON WOODS USA/FINANCE
        N/A
        Ashton Woods USA LLC / Ashton Woods Finance Co
        045086AM7
        
          
        
        1474000.00000000
        PA
        USD
        1478082.98000000
        0.082014110487
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-01
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Orange Lake Timeshare Trust
        N/A
        Orange Lake Timeshare Trust 2019-A
        68504UAC5
        
          
        
        496829.59000000
        PA
        USD
        513436.96000000
        0.028488979397
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-04-09
          Fixed
          3.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp
        20030NCT6
        
          
        
        3261000.00000000
        PA
        USD
        3789799.29000000
        0.210283875736
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Austin Fairmont Hotel Trust
        N/A
        Austin Fairmont Hotel Trust 2019-FAIR
        05223HAL6
        
          
        
        5000000.00000000
        PA
        USD
        4993722.50000000
        0.277085734967
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-09-15
          Floating
          1.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Calpine Corp
        43R4VPJBXTU2O15HEF41
        Calpine Corp
        131347CK0
        
          
        
        838000.00000000
        PA
        USD
        862184.68000000
        0.047839878114
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-06-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HBOS PLC
        213800RS21X7UUH5QU25
        HBOS PLC
        4041A2AF1
        
          
        
        2974000.00000000
        PA
        USD
        4037236.17000000
        0.224013359053
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2033-11-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SKYWORKS SOLUTIONS INC
        549300WZ3ORQ2BVKBD96
        Skyworks Solutions Inc
        83088MAK8
        
          
        
        1359000.00000000
        PA
        USD
        1383518.89000000
        0.076767050727
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-01
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASTRAZENECA FINANCE LLC
        549300C3HATU4Q460S18
        Astrazeneca Finance LLC
        04636NAA1
        
          
        
        3897000.00000000
        PA
        USD
        3929821.90000000
        0.218053283788
        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
        New Residential Mortgage Loan Trust 2019-2
        64830DAB9
        
          
        
        2135949.71000000
        PA
        USD
        2252526.64000000
        0.124985519235
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-12-25
          Variable
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SN9
        
          
        
        15280000.00000000
        PA
        USD
        13001728.16000000
        0.721424428983
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-05-15
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freeport-McMoRan Inc
        549300IRDTHJQ1PVET45
        Freeport-McMoRan Inc
        35671DAZ8
        
          
        
        5502000.00000000
        PA
        USD
        5702272.80000000
        0.316400931324
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Home Mortgage Assets
        N/A
        American Home Mortgage Assets Trust 2007-2
        026930AA5
        
          
        
        396976.40000000
        PA
        USD
        379939.09000000
        0.021081608358
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-03-25
          Floating
          0.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ocwen Master Advance Receivables Trust
        549300THGK42AVJMPW70
        Ocwen Master Advance Receivables Trust
        67575NBX0
        
          
        
        1426000.00000000
        PA
        USD
        1437109.68000000
        0.079740632746
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-08-15
          Fixed
          1.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RY6
        
          
        
        10424000.00000000
        PA
        USD
        12273445.68000000
        0.681014356891
        Long
        DBT
        UST
        US
        N
        
        2
        
          2047-08-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM RESORTS INTL
        54930066VBP7DZEGGJ87
        MGM Resorts International
        552953CH2
        
          
        
        1627000.00000000
        PA
        USD
        1712417.50000000
        0.095016585635
        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
        Citigroup Mortgage Loan Trust 2014-A
        17322GAA7
        
          
        
        57180.55000000
        PA
        USD
        60209.50000000
        0.003340833127
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-01-25
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital Automotive Reit
        N/A
        CARS-DB4 LP
        12510HAA8
        
          
        
        1129309.37000000
        PA
        USD
        1166472.57000000
        0.064723842660
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-02-15
          Fixed
          2.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        Cigna Corp
        125523CL2
        
          
        
        2085000.00000000
        PA
        USD
        2164442.32000000
        0.120098001247
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRITANNIA FDG CO
        N/A
        BRITANNIA FDG CO
        11042LWG1
        
          
        
        17000000.00000000
        PA
        USD
        16997008.00000000
        0.943109765097
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-09-16
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan Trust
        N/A
        Alternative Loan Trust 2006-OC1
        12668BJU8
        
          
        
        1153494.08000000
        PA
        USD
        1043845.59000000
        0.057919662636
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-03-25
          Floating
          0.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AL2
        
          
        
        7047000.00000000
        PA
        USD
        7829217.00000000
        0.434418281486
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2026-08-21
          Fixed
          6.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Commercial Mortgage Securities LLC
        N/A
        BBCMS 2017-DELC Mortgage Trust
        05552EAJ9
        
          
        
        2339000.00000000
        PA
        USD
        2340425.15000000
        0.129862727219
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-15
          Floating
          1.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Small Business Lending Trust
        N/A
        Small Business Lending Trust 2019-A
        831645AA4
        
          
        
        249108.27000000
        PA
        USD
        249020.71000000
        0.013817364992
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPS Servicer Advance Receivables Trust
        N/A
        SPS Servicer Advance Receivables Trust II
        78472JAC7
        
          
        
        982000.00000000
        PA
        USD
        985973.47000000
        0.054708523269
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-11-15
          Fixed
          1.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QDC3
        
          
        
        3538000.00000000
        PA
        USD
        3692221.42000000
        0.204869590936
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2030-01-23
          Fixed
          6.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALPHABET INC
        5493006MHB84DD0ZWV18
        Alphabet Inc
        02079KAD9
        
          
        
        2915000.00000000
        PA
        USD
        2791659.65000000
        0.154900290494
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          1.10000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Pre-Paid Legal Services, Inc.
        549300DKH5WJ2J8QU878
        Pre-Paid Legal Services, Inc. 2020 Incremental Term Loan
        74006LAR3
        
          
        
        321907.93000000
        PA
        USD
        321103.16000000
        0.017816990249
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-05-01
          Floating
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds
        912810SM1
        
          
        
        12794875.78000000
        PA
        USD
        15074629.39000000
        0.836443107100
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-02-15
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Spin Holdco Inc.
        549300QAS44U2GUXGK45
        Spin Holdco Inc. 2021 Term Loan
        000000000
        
          
        
        10548562.50000000
        PA
        USD
        10535376.80000000
        0.584574457990
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-03-01
          Floating
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AFN ABSPROP001 Llc
        N/A
        AFN ABSPROP001 LLC 2019-1
        00109BAA3
        
          
        
        8254446.58000000
        PA
        USD
        8771242.21000000
        0.486688255973
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2049-05-20
          Fixed
          3.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JETBLUE 2019-1 CLASS AA
        N/A
        JetBlue 2019-1 Class AA Pass Through Trust
        477143AH4
        
          
        
        2674373.71000000
        PA
        USD
        2742532.26000000
        0.152174368306
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-05-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCR CORP
        549300YKTY8JX1DV2R67
        NCR Corp
        62886EAY4
        
          
        
        695000.00000000
        PA
        USD
        715850.00000000
        0.039720233428
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Advance Receivables Trust Advance
        549300RNWDDBV4LFKJ17
        NRZ Advance Receivables Trust 2015-ON1
        62942QDE0
        
          
        
        720000.00000000
        PA
        USD
        721216.51000000
        0.040018003952
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-10-15
          Fixed
          2.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWDSTRIKE HOLDINGS INC
        549300YBY08K9KM4HX32
        Crowdstrike Holdings Inc
        22788CAA3
        
          
        
        583000.00000000
        PA
        USD
        591745.00000000
        0.032834042788
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROOKFIELD RESID PROPERT
        N/A
        Brookfield Residential Properties Inc / Brookfield Residential US LLC
        11283YAG5
        
          
        
        2156000.00000000
        PA
        USD
        2194808.00000000
        0.121782895984
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2029-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Inc
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119BQ1
        
          
        
        3025000.00000000
        PA
        USD
        3470603.71000000
        0.192572731017
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Electric Co
        3C7474T6CDKPR9K6YT90
        General Electric Co
        36962GT95
        
          
        
        2590000.00000000
        PA
        USD
        3086533.07000000
        0.171261876126
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-05
          Fixed
          5.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL CARIBBEAN CRUISES
        K2NEH8QNVW44JIWK7Z55
        Royal Caribbean Cruises Ltd
        780153BG6
        
          
        
        1364000.00000000
        PA
        USD
        1390870.80000000
        0.077174984766
        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
        Sierra Timeshare 2021-1 Receivables Funding LLC
        82652QAC5
        
          
        
        4822921.70000000
        PA
        USD
        4855762.42000000
        0.269430770126
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-11-20
          Fixed
          1.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BMW US Capital LLC
        KK5MZM9DIXLXZL9DZL15
        BMW US Capital LLC
        05565EAH8
        
          
        
        3400000.00000000
        PA
        USD
        3642935.24000000
        0.202134857997
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-04-11
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAE SYSTEMS PLC
        8SVCSVKSGDWMW2QHOH83
        BAE Systems PLC
        05523RAD9
        
          
        
        1460000.00000000
        PA
        USD
        1611647.85000000
        0.089425199142
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2030-04-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        25714PEF1
        
          
        
        782000.00000000
        PA
        USD
        811332.82000000
        0.045018270585
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2032-09-23
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTUIT INC
        VI90HBPH7XSFMB9E4M29
        Intuit Inc
        46124HAC0
        
          
        
        1657000.00000000
        PA
        USD
        1673412.90000000
        0.092852344779
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avid Automobile Receivables Trust
        N/A
        Avid Automobile Receivables Trust 2019-1
        05369DAA3
        
          
        
        256408.20000000
        PA
        USD
        257436.55000000
        0.014284333113
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-02-15
          Fixed
          2.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US AIRWAYS 2013-1A PTT
        N/A
        US Airways 2013-1 Class A Pass Through Trust
        90346WAA1
        
          
        
        239945.78000000
        PA
        USD
        242380.53000000
        0.013448922581
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REINSURANCE GRP OF AMER
        LORM1GNEU1DKEW527V90
        Reinsurance Group of America Inc
        759351AE9
        
          
        
        6275000.00000000
        PA
        USD
        6089548.40000000
        0.337889619224
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2065-12-15
          Variable
          2.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASCO CORP
        5GCSNMQXHEYA1JO8QN11
        Masco Corp
        574599BQ8
        
          
        
        944000.00000000
        PA
        USD
        934089.49000000
        0.051829646693
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commerzbank AG
        851WYGNLUQLFZBSYGB56
        Commerzbank AG
        20259BAA9
        
          
        
        2891000.00000000
        PA
        USD
        3281747.16000000
        0.182093683380
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2023-09-19
          Fixed
          8.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Orange Lake Timeshare Trust
        N/A
        Orange Lake Timeshare Trust 2016-A
        68504LAA9
        
          
        
        324409.77000000
        PA
        USD
        328269.99000000
        0.018214654788
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-03-08
          Fixed
          2.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QDD1
        
          
        
        1593000.00000000
        PA
        USD
        1548396.00000000
        0.085915555716
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2050-01-23
          Fixed
          7.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MG3
        
          
        
        1412000.00000000
        PA
        USD
        1484929.80000000
        0.082394018692
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-12
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANSKE BANK A/S
        MAES062Z21O4RZ2U7M96
        Danske Bank A/S
        23636AAV3
        
          
        
        3008000.00000000
        PA
        USD
        3207652.21000000
        0.177982390917
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2025-12-20
          Fixed
          3.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTENE CORP
        549300Z7JJ4TQSQGT333
        Centene Corp
        15135BAR2
        
          
        
        1047000.00000000
        PA
        USD
        1104585.00000000
        0.061289898779
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468L6
        
          
        
        4449000.00000000
        PA
        USD
        4685056.24000000
        0.259958828634
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-22
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIATION CAPITAL GROUP
        549300ODEK8HY3445C77
        Aviation Capital Group LLC
        05367AAJ2
        
          
        
        3033000.00000000
        PA
        USD
        3058242.14000000
        0.169692102649
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-01-20
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Sec Trust
        N/A
        JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN
        46652BBG3
        
          
        
        2675000.00000000
        PA
        USD
        2775101.98000000
        0.153981558194
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-01-16
          Fixed
          3.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEICHAI INTL HK ENERGY
        3003000XJVQXBJOJ3W36
        Weichai International Hong Kong Energy Group Co Ltd
        000000000
        
          
        
        1600000.00000000
        PA
        USD
        1615995.25000000
        0.089666422503
        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
        BRE Grand Islander Timeshare Issuer 2017-A LLC
        05584AAA8
        
          
        
        159303.01000000
        PA
        USD
        163193.54000000
        0.009055089058
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-05-25
          Fixed
          2.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOYD GAMING CORP
        254900787YGRYS2A1Z35
        Boyd Gaming Corp
        103304BU4
        
          
        
        849000.00000000
        PA
        USD
        879776.25000000
        0.048815978228
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wellfleet CLO Ltd
        N/A
        Wellfleet CLO 2017-2A Ltd
        94951MAL7
        
          
        
        4000000.00000000
        PA
        USD
        3990932.00000000
        0.221444088338
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-10-20
          Floating
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810QA9
        
          
        
        6104000.00000000
        PA
        USD
        7844593.75000000
        0.435271488302
        Long
        DBT
        UST
        US
        N
        
        2
        
          2039-02-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Cos Inc
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AD9
        
          
        
        617000.00000000
        PA
        USD
        647850.00000000
        0.035947130301
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2028-01-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fixed Income Clearing Corp
        549300H47WTHXPU08X20
        FIXED INC CLEARING CORP.REPO
        000000000
        
          
        
        13144588.45000000
        PA
        USD
        13144588.45000000
        0.729351290849
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
          N
          0.00000000
          2021-08-02
          
            
              13414400.00000000
              USD
              13407546.58000000
              USD
              UST
            
          
        
        
          N
          N
          N
        
      
      
        Sierra Receivables Funding Co LLC
        N/A
        Sierra Timeshare 2019-2 Receivables Funding LLC
        82652MAA8
        
          
        
        894554.88000000
        PA
        USD
        917181.66000000
        0.050891485131
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-05-20
          Fixed
          2.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJT7
        
          
        
        5170000.00000000
        PA
        USD
        5397178.69000000
        0.299472232201
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-22
          Fixed
          2.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXPEDIA GROUP INC
        N/A
        Expedia Group Inc
        30212PAP0
        
          
        
        1761000.00000000
        PA
        USD
        1928813.35000000
        0.107023701196
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAMPBELL SOUP CO
        5493007JDSMX8Z5Z1902
        Campbell Soup Co
        134429BJ7
        
          
        
        2285000.00000000
        PA
        USD
        2335264.04000000
        0.129576353685
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-24
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Lehman XS Trust
        N/A
        Lehman XS Trust Series 2005-8
        525221DT1
        
          
        
        1058936.56000000
        PA
        USD
        1143245.49000000
        0.063435046069
        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
        Sierra Timeshare 2020-2 Receivables Funding LLC
        826525AB3
        
          
        
        2219464.25000000
        PA
        USD
        2261537.52000000
        0.125485504227
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-07-20
          Fixed
          2.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Owens Corning
        JO5M6676RDJIZ2U8X907
        Owens Corning
        690742AB7
        
          
        
        1380000.00000000
        PA
        USD
        2030691.51000000
        0.112676595373
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-12-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Reynolds American Inc
        02S2RPPVO9RP4NEU2740
        Reynolds American Inc
        761713AT3
        
          
        
        439000.00000000
        PA
        USD
        603194.12000000
        0.033469317942
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2037-06-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        Anheuser-Busch InBev Worldwide Inc
        035240AQ3
        
          
        
        6605000.00000000
        PA
        USD
        7938261.92000000
        0.440468836318
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-01-23
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCR CORP
        549300YKTY8JX1DV2R67
        NCR Corp
        62886EBA5
        
          
        
        1572000.00000000
        PA
        USD
        1636200.48000000
        0.090787546275
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALCON FINANCE CORP
        549300CUZUI9VU7XNK42
        Alcon Finance Corp
        01400EAA1
        
          
        
        2053000.00000000
        PA
        USD
        2186507.80000000
        0.121322344358
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-09-23
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARRIER GLOBAL CORP
        549300JE3W6CWY2NAN77
        Carrier Global Corp
        14448CAQ7
        
          
        
        2936000.00000000
        PA
        USD
        3106794.43000000
        0.172386114372
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          2.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RU4
        
          
        
        5220000.00000000
        PA
        USD
        6267466.39000000
        0.347761721052
        Long
        DBT
        UST
        US
        N
        
        2
        
          2046-11-15
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUKOIL INTL FINANCE BV
        724500LG1GUKJ5TOIW61
        Lukoil International Finance BV
        549876AA8
        
          
        
        1000000.00000000
        PA
        USD
        1049720.00000000
        0.058245614911
        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
        Banc of America Funding 2007-3 Trust
        059515AC0
        
          
        
        242567.59000000
        PA
        USD
        226789.00000000
        0.012583798308
        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
        NXP BV / NXP Funding LLC / NXP USA Inc
        62954HAD0
        
          
        
        4503000.00000000
        PA
        USD
        4976671.29000000
        0.276139617706
        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
        New Residential Mortgage Loan Trust 2016-2
        64829GAA7
        
          
        
        501635.18000000
        PA
        USD
        531624.59000000
        0.029498152980
        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
        Alternative Loan Trust 2005-14
        12667GCB7
        
          
        
        591344.61000000
        PA
        USD
        573651.22000000
        0.031830076643
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-05-25
          Floating
          0.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC Holdings LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307AF4
        
          
        
        1315000.00000000
        PA
        USD
        1334725.00000000
        0.074059633390
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-11-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alpine Securitization LLC
        N/A
        Alpine Securitization LLC
        02088WV23
        
          
        
        700000.00000000
        PA
        USD
        699994.98000000
        0.038840488935
        Long
        STIV
        CORP
        KY
        
        N
        
        2
        
          2021-08-02
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        Ford Motor Co
        345370CV0
        
          
        
        2053000.00000000
        PA
        USD
        2279302.19000000
        0.126471209109
        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
        Citigroup Mortgage Loan Trust 2015-PS1
        17324VAH7
        
          
        
        560764.19000000
        PA
        USD
        576827.11000000
        0.032006296650
        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
        New Residential Advance Receivables Trust Advance Receivables Backed 2020-T1
        62942QCU5
        
          
        
        3390000.00000000
        PA
        USD
        3409737.26000000
        0.189195445829
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-08-15
          Fixed
          3.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIATION CAPITAL GROUP
        549300ODEK8HY3445C77
        Aviation Capital Group LLC
        05369AAA9
        
          
        
        1507000.00000000
        PA
        USD
        1599434.54000000
        0.088747521523
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SL3
        
          
        
        10116000.00000000
        PA
        USD
        10317134.51000000
        0.572464889361
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-02-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS Corp
        N/A
        DISH DBS Corp
        25470XAJ4
        
          
        
        7490000.00000000
        PA
        USD
        7752150.00000000
        0.430142079447
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-15
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EPR PROPERTIES
        549300YSSXFHMPOWZ492
        EPR Properties
        26884UAF6
        
          
        
        2420000.00000000
        PA
        USD
        2454901.82000000
        0.136214672535
        Long
        DBT
        
        US
        N
        
        2
        
          2029-08-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2017-4
        89173UAA5
        
          
        
        3482573.14000000
        PA
        USD
        3580426.13000000
        0.198666426844
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-06-25
          Variable
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VB-S1 Issuer LLC
        N/A
        VB-S1 Issuer LLC
        91823AAG6
        
          
        
        3100000.00000000
        PA
        USD
        3142408.31000000
        0.174362214990
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-02-15
          Fixed
          3.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RT7
        
          
        
        15553000.00000000
        PA
        USD
        16664796.56000000
        0.924676411818
        Long
        DBT
        UST
        US
        N
        
        2
        
          2046-08-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MVW Owner Trust
        N/A
        MVW 2021-1W LLC
        55389TAC5
        
          
        
        3158433.90000000
        PA
        USD
        3174651.83000000
        0.176151305080
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2041-01-22
          Fixed
          1.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        000000000
        
          
        
        1055000.00000000
        PA
        USD
        1056012.80000000
        0.058594782313
        Long
        DBT
        CORP
        CH
        Y
        
        2
        
          2021-08-10
          Fixed
          7.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INVEST ENERGY RES LTD
        254900A71Y7WHN7L5K89
        Investment Energy Resources Ltd
        46143NAB6
        
          
        
        1793000.00000000
        PA
        USD
        1954370.00000000
        0.108441758197
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2029-04-26
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Great Wolf Trust
        N/A
        Great Wolf Trust 2019-WOLF
        39152TAJ9
        
          
        
        6222000.00000000
        PA
        USD
        6221938.40000000
        0.345235518090
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-15
          Floating
          1.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASSOC MAT LLC/AMH NEW FI
        N/A
        Associated Materials LLC / AMH New Finance Inc
        04570XAC3
        
          
        
        830000.00000000
        PA
        USD
        879800.00000000
        0.048817296040
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-01
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEYERHAEUSER CO
        08IRJODWFYBI7QWRGS31
        Weyerhaeuser Co
        962166BY9
        
          
        
        2433000.00000000
        PA
        USD
        2791547.29000000
        0.154894055996
        Long
        DBT
        
        US
        N
        
        2
        
          2030-04-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASHTEAD CAPITAL INC
        213800J1134IW58IC398
        Ashtead Capital Inc
        045054AL7
        
          
        
        1358000.00000000
        PA
        USD
        1471732.50000000
        0.081661742605
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-11-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Global Advisors
        5493008BJIBKQ5KTIF74
        State Street Navigator Securities Lending Government Money Market Portfolio
        857492706
        
          
        
        37415333.75000000
        NS
        USD
        37415333.75000000
        2.076057540479
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SC3
        
          
        
        1568000.00000000
        PA
        USD
        1978007.51000000
        0.109753328239
        Long
        DBT
        UST
        US
        N
        
        2
        
          2048-05-15
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YCA5
        
          
        
        1711000.00000000
        PA
        USD
        2014489.36000000
        0.111777589744
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-11-21
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PIONEER NATURAL RESOURCE
        FY8JBF7CCL2VE4F1B628
        Pioneer Natural Resources Co
        723787AR8
        
          
        
        3530000.00000000
        PA
        USD
        3482342.21000000
        0.193224062944
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vantage Data Centers LLC
        5493000RL8X7WTQ7HO20
        Vantage Data Centers LLC
        92212KAB2
        
          
        
        6085000.00000000
        PA
        USD
        6138983.69000000
        0.340632625801
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2045-09-15
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810QX9
        
          
        
        19443000.00000000
        PA
        USD
        22588816.74000000
        1.253381398037
        Long
        DBT
        UST
        US
        N
        
        2
        
          2042-08-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Metlife Securitization Trust
        N/A
        METLIFE SECURITIZATION TRUST 2019-1
        59166EAB1
        
          
        
        913276.20000000
        PA
        USD
        940962.08000000
        0.052210984794
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-04-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Extended Stay America Trust
        N/A
        Extended Stay America Trust 2021-ESH
        30227FAG5
        
          
        
        3115000.00000000
        PA
        USD
        3130613.94000000
        0.173707783014
        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
        20 Times Square Trust 2018-20TS
        90137LAE0
        
          
        
        2400000.00000000
        PA
        USD
        2400539.52000000
        0.133198281886
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-05-15
          Variable
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM RESORTS INTL
        54930066VBP7DZEGGJ87
        MGM Resorts International
        552953CE9
        
          
        
        3379000.00000000
        PA
        USD
        3676791.27000000
        0.204013421124
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-06-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUMEN TECHNOLOGIES INC
        8M3THTGWLTYZVE6BBY25
        Lumen Technologies Inc
        156700AS5
        
          
        
        3035000.00000000
        PA
        USD
        3114167.98000000
        0.172795249145
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-03-15
          Fixed
          5.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRYKER CORP
        5493002F0SC4JTBU5137
        Stryker Corp
        863667AY7
        
          
        
        2312000.00000000
        PA
        USD
        2332378.82000000
        0.129416262029
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAUDI INTERNATIONAL BOND
        635400FMICXSM3SI3H65
        Saudi Government International Bond
        80413TAA7
        
          
        
        560000.00000000
        PA
        USD
        562459.52000000
        0.031209084903
        Long
        DBT
        NUSS
        SA
        N
        
        2
        
          2021-10-26
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Macquarie Bank Ltd
        4ZHCHI4KYZG2WVRT8631
        Macquarie Bank Ltd
        55607KW77
        
          
        
        4050000.00000000
        PA
        USD
        4049491.04000000
        0.224693342704
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2021-09-07
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVSC Holding Corp.
        549300CLJBQ9YSR4U689
        AVSC Holding Corp. 2020 Term Loan B1
        00241YAT1
        
          
        
        272477.27000000
        PA
        USD
        243185.96000000
        0.013493613323
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-03-03
          Floating
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddiemac Strip
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Strips
        31282YDS5
        
          
        
        556158.00000000
        PA
        USD
        103977.65000000
        0.005769388180
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF UZBEKISTAN
        213800L6VDKUM3TCM927
        Republic of Uzbekistan Bond
        91822Q2E6
        
          
        
        3049000.00000000
        PA
        USD
        3036041.75000000
        0.168460273812
        Long
        DBT
        NUSS
        UZ
        N
        
        2
        
          2031-10-19
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Cosmopolitan Hotel Trust
        N/A
        CHT 2017-COSMO Mortgage Trust
        12546DAL1
        
          
        
        5750000.00000000
        PA
        USD
        5762560.30000000
        0.319746092423
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-15
          Floating
          2.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SU3
        
          
        
        4857000.00000000
        PA
        USD
        4816777.97000000
        0.267267647330
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-02-15
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROCHIP TECHNOLOGY INC
        5493007PTFULNYZJ1R12
        Microchip Technology Inc
        595017AX2
        
          
        
        2433000.00000000
        PA
        USD
        2429472.15000000
        0.134803661250
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-01
          Fixed
          0.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US ULTRA BOND CBT SEP21
        000000000
        
          
        
        1.00000000
        NC
        USD
        14146.05000000
        0.000784919198
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US Treasury Ultra Long Bond
                WNU1 Comdty
              
            
            2021-09-21
            185385.20000000
            USD
            14146.05000000
          
        
        
          N
          N
          N
        
      
      
        NuStar Logistics LP
        N62BF2PKP51FIIOIUN20
        NuStar Logistics LP
        67059TAF2
        
          
        
        350000.00000000
        PA
        USD
        378000.00000000
        0.020974014438
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Asset Securitization Trust
        N/A
        Residential Asset Securitization Trust 2004-A4
        45660NK46
        
          
        
        1674766.25000000
        PA
        USD
        1745079.30000000
        0.096828884748
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-08-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Altice Financing SA
        549300DIYGW8HVDF7Q17
        Altice Financing SA
        02154CAE3
        
          
        
        2750000.00000000
        PA
        USD
        2861182.50000000
        0.158757891711
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2026-05-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIATION CAPITAL GROUP
        549300ODEK8HY3445C77
        Aviation Capital Group LLC
        05369AAK7
        
          
        
        1920000.00000000
        PA
        USD
        1937431.14000000
        0.107501874879
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-30
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2016-4
        89172UAA6
        
          
        
        380666.42000000
        PA
        USD
        383603.79000000
        0.021284950873
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2056-07-25
          Variable
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL RETAIL PROP INC
        5493008JKH5SOTI0JS97
        National Retail Properties Inc
        637417AN6
        
          
        
        2457000.00000000
        PA
        USD
        2542627.51000000
        0.141082291288
        Long
        DBT
        
        US
        N
        
        2
        
          2030-04-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan Trust
        N/A
        New Residential Mortgage Loan Trust 2017-1
        64829JAA1
        
          
        
        1863793.28000000
        PA
        USD
        1998101.76000000
        0.110868294085
        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
        HAT Holdings I LLC / HAT Holdings II LLC
        418751AE3
        
          
        
        1830000.00000000
        PA
        USD
        1854485.40000000
        0.102899480306
        Long
        DBT
        
        US
        N
        
        2
        
          2026-06-15
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARTIN MARIETTA MATERIAL
        5299005MZ4WZECVATV08
        Martin Marietta Materials Inc
        573284AV8
        
          
        
        2925000.00000000
        PA
        USD
        3021418.12000000
        0.167648855222
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEOK Partners LP
        T4DHW82NMF6BXJT50795
        ONEOK Partners LP
        68268NAP8
        
          
        
        1134000.00000000
        PA
        USD
        1271021.97000000
        0.070524955425
        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
        GLP Capital LP / GLP Financing II Inc
        361841AP4
        
          
        
        2357000.00000000
        PA
        USD
        2567008.70000000
        0.142435125762
        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
        JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY
        46642MAJ7
        
          
        
        2000000.00000000
        PA
        USD
        538250.20000000
        0.029865786948
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2027-06-10
          Variable
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYALTY PHARMA PLC
        549300FGFN7VOK8BZR03
        Royalty Pharma PLC
        78081BAD5
        
          
        
        2746000.00000000
        PA
        USD
        2730135.73000000
        0.151486524393
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2030-09-02
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES PARTNERS
        N/A
        Targa Resources Partners LP / Targa Resources Partners Finance Corp
        87612BBT8
        
          
        
        1723000.00000000
        PA
        USD
        1781082.33000000
        0.098826578058
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cosmopolitan Hotel Trust
        N/A
        CHT 2017-COSMO Mortgage Trust
        12546DAJ6
        
          
        
        9000000.00000000
        PA
        USD
        9016830.90000000
        0.500315189121
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-15
          Floating
          1.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KB Home
        549300LGUCWQURMWLG09
        KB Home
        48666KAV1
        
          
        
        795000.00000000
        PA
        USD
        854625.00000000
        0.047420415581
        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
        NRZ Advance Receivables Trust 2015-ON1
        62942QCW1
        
          
        
        25800000.00000000
        PA
        USD
        25875852.00000000
        1.435768501221
        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
        ILPT Trust 2019-SURF
        44965LAL8
        
          
        
        1930000.00000000
        PA
        USD
        2006008.03000000
        0.111306987792
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-02-11
          Variable
          4.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIRECTV HOLDINGS/FING
        N/A
        DIRECTV Holdings LLC / DIRECTV Financing Co Inc
        25461LAA0
        
          
        
        1031000.00000000
        PA
        USD
        1064507.50000000
        0.059066126124
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-15
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Societe Generale SA
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        83369BVG8
        
          
        
        5163000.00000000
        PA
        USD
        5162839.07000000
        0.286469474071
        Long
        STIV
        CORP
        FR
        N
        
        2
        
          2021-08-16
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse AG
        ANGGYXNX0JLX3X63JN86
        Credit Suisse AG
        22546DAA4
        
          
        
        3070000.00000000
        PA
        USD
        3384675.00000000
        0.187804820953
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2023-08-08
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOSAIC CO
        2YD5STGSJNMUB7H76907
        Mosaic Co/The
        61945CAG8
        
          
        
        800000.00000000
        PA
        USD
        906987.00000000
        0.050325815962
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORPORATE OFFICE PROP LP
        H0TWO5VRNEP6CQAWPX27
        Corporate Office Properties LP
        22003BAL0
        
          
        
        1251000.00000000
        PA
        USD
        1294107.20000000
        0.071805881211
        Long
        DBT
        
        US
        N
        
        2
        
          2026-03-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BBVA BANCOMER SA TEXAS
        549300WIWQK5Q9MCUN92
        BBVA Bancomer SA/Texas
        05533UAG3
        
          
        
        4955000.00000000
        PA
        USD
        5376026.35000000
        0.298298556316
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2034-09-13
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIFE STORAGE LP
        X0MIGH67XZCB7HL1A534
        Life Storage LP
        53227JAC8
        
          
        
        800000.00000000
        PA
        USD
        805820.38000000
        0.044712402870
        Long
        DBT
        
        US
        N
        
        2
        
          2030-10-15
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        321 Henderson Receivables LLC
        N/A
        321 Henderson Receivables VI LLC
        88576XAA4
        
          
        
        619324.01000000
        PA
        USD
        679914.34000000
        0.037726278265
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2059-07-15
          Fixed
          5.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LPL HOLDINGS INC
        549300Z5YF8CCRMYUL26
        LPL Holdings Inc
        50212YAD6
        
          
        
        3175000.00000000
        PA
        USD
        3222625.00000000
        0.178813183281
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Western Digital Corp
        549300QQXOOYEF89IC56
        Western Digital Corp
        958102AM7
        
          
        
        6235000.00000000
        PA
        USD
        6920850.00000000
        0.384015893725
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SH2
        
          
        
        12360200.00000000
        PA
        USD
        14989639.48000000
        0.831727288054
        Long
        DBT
        UST
        US
        N
        
        2
        
          2049-05-15
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IHS NETHERLANDS HOLDCO
        5493006Z6YQYCCN2XI74
        IHS Netherlands Holdco BV
        44963LAC0
        
          
        
        1975000.00000000
        PA
        USD
        2113250.00000000
        0.117257502678
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-09-18
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Post Holdings Inc
        JM1I5YUAURL6DC8N1468
        Post Holdings Inc
        737446AN4
        
          
        
        2000000.00000000
        PA
        USD
        2105000.00000000
        0.116799736490
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRUIST FINANCIAL CORP
        549300DRQQI75D2JP341
        Truist Financial Corp
        89832QAE9
        
          
        
        5369000.00000000
        PA
        USD
        5865632.50000000
        0.325465240071
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-01
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTL AIRLINES 2007-1
        N/A
        Continental Airlines 2007-1 Class B Pass Through Trust
        21079RAA0
        
          
        
        30632.48000000
        PA
        USD
        31007.75000000
        0.001720521153
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-19
          Fixed
          6.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Northrop Grumman Corp
        RIMU48P07456QXSO0R61
        Northrop Grumman Corp
        666807BK7
        
          
        
        738000.00000000
        PA
        USD
        806605.73000000
        0.044755979437
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-01
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd
        05401AAG6
        
          
        
        3369000.00000000
        PA
        USD
        3706669.41000000
        0.205671263822
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-05-01
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2018-5
        89176VAK8
        
          
        
        1898450.11000000
        PA
        USD
        1934791.95000000
        0.107355434643
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-07-25
          Variable
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AK3
        
          
        
        520000.00000000
        PA
        USD
        517368.80000000
        0.028707144659
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2029-02-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KLA CORP
        549300H0BF5JCG96TJ81
        KLA Corp
        482480AG5
        
          
        
        2500000.00000000
        PA
        USD
        2908107.90000000
        0.161361632497
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MATTEL INC
        549300VELLG24KHTJ564
        Mattel Inc
        577081BD3
        
          
        
        360000.00000000
        PA
        USD
        394650.00000000
        0.021897869836
        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
        Sierra Timeshare 2018-3 Receivables Funding LLC
        82653GAA0
        
          
        
        841924.28000000
        PA
        USD
        879667.83000000
        0.048809962348
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2035-09-20
          Fixed
          3.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN GROUP AMERICA
        5493002SQ1AVQBY41K40
        Volkswagen Group of America Finance LLC
        928668BN1
        
          
        
        2089000.00000000
        PA
        USD
        2097293.33000000
        0.116372117951
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-11-24
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORE 2019-CORE MORTGAGE TRUST
        N/A
        CORE 2019-CORE Mortgage Trust
        21871FAJ7
        
          
        
        5895200.00000000
        PA
        USD
        5895197.64000000
        0.327105715397
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-12-15
          Floating
          1.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIMON PROPERTY GROUP LP
        MR92GTD0MJTTTTQDVG45
        Simon Property Group LP
        828807DM6
        
          
        
        2546000.00000000
        PA
        USD
        2556369.73000000
        0.141844803247
        Long
        DBT
        
        US
        N
        
        2
        
          2031-02-01
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUMEN TECHNOLOGIES INC
        8M3THTGWLTYZVE6BBY25
        Lumen Technologies Inc
        156700BA3
        
          
        
        1750000.00000000
        PA
        USD
        1968260.00000000
        0.109212469997
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sheffield Receivables Co LLC
        549300MYF6MOTU9T3G29
        Sheffield Receivables Co LLC
        82124LV25
        
          
        
        1937000.00000000
        PA
        USD
        1936985.47000000
        0.107477146072
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2021-08-02
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Commercial Mortgage Securities LLC
        N/A
        BBCMS 2018-TALL Mortgage Trust
        05548WAJ6
        
          
        
        2570000.00000000
        PA
        USD
        2488662.07000000
        0.138087921135
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-03-15
          Floating
          2.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBW0
        
          
        
        17929000.00000000
        PA
        USD
        18000435.95000000
        0.998786781794
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-04-30
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        48128BAG6
        
          
        
        5533000.00000000
        PA
        USD
        5726655.00000000
        0.317753821839
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Asset-Backed Certificates
        N/A
        Countrywide Asset-Backed Certificates
        126671RV0
        
          
        
        6730.73000000
        PA
        USD
        6692.08000000
        0.000371322176
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-05-25
          Variable
          4.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAKEDA PHARMACEUTICAL
        549300ZLMVP4X0OGR454
        Takeda Pharmaceutical Co Ltd
        874060AW6
        
          
        
        1170000.00000000
        PA
        USD
        1421215.82000000
        0.078858733146
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2028-11-26
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599CX1
        
          
        
        938000.00000000
        PA
        USD
        929994.17000000
        0.051602410448
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-08-15
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMWARE INC
        549300BUDHS3LRWBE814
        VMware Inc
        928563AK1
        
          
        
        1254000.00000000
        PA
        USD
        1257561.47000000
        0.069778075209
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SENSATA TECH INC
        5493002MMDDCUNV7NY90
        Sensata Technologies Inc
        81728UAA2
        
          
        
        1498000.00000000
        PA
        USD
        1602860.00000000
        0.088937589373
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Micron Technology Inc
        B3DXGBC8GAIYWI2Z0172
        Micron Technology Inc
        595112BL6
        
          
        
        2335000.00000000
        PA
        USD
        2543608.90000000
        0.141136745489
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-06
          Fixed
          4.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED WHOLESALE MTGE LL
        549300HW662MN1WU8550
        United Wholesale Mortgage LLC
        91153LAA5
        
          
        
        4725000.00000000
        PA
        USD
        4851630.00000000
        0.269201475320
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hospitality Mortgage Trust
        N/A
        HPLY Trust 2019-HIT
        40443RAJ0
        
          
        
        2912454.25000000
        PA
        USD
        2913367.60000000
        0.161653476475
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-15
          Floating
          1.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boston Scientific Corp
        Y6ZDD9FP4P8JSSJMW954
        Boston Scientific Corp
        101137AU1
        
          
        
        1604000.00000000
        PA
        USD
        2101595.54000000
        0.116610833863
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-03-01
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALPINE CORP
        43R4VPJBXTU2O15HEF41
        Calpine Corp
        131347CR5
        
          
        
        4515000.00000000
        PA
        USD
        4345687.50000000
        0.241128339606
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AXA SA
        F5WCUMTUM4RKZ1MAIE39
        AXA SA
        054536AC1
        
          
        
        3982000.00000000
        PA
        USD
        5564845.00000000
        0.308775501003
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2036-12-14
          Fixed
          6.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        949746TD3
        
          
        
        3903000.00000000
        PA
        USD
        4051860.42000000
        0.224824812044
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        L3HARRIS TECH INC
        549300UTE50ZMDBG8A20
        L3Harris Technologies Inc
        502431AF6
        
          
        
        1597000.00000000
        PA
        USD
        1716936.92000000
        0.095267353837
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BBVA BANCOMER SA TEXAS
        549300WIWQK5Q9MCUN92
        BBVA Bancomer SA/Texas
        05533UAC2
        
          
        
        1500000.00000000
        PA
        USD
        1588500.00000000
        0.088140798772
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2022-09-30
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ocwen Master Advance Receivables Trust
        549300THGK42AVJMPW70
        Ocwen Master Advance Receivables Trust
        67575NBW2
        
          
        
        10116000.00000000
        PA
        USD
        10097230.77000000
        0.560263132171
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-08-15
          Fixed
          1.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXXON MOBIL CORPORATION
        J3WHBG0MTS7O8ZVMDC91
        Exxon Mobil Corp
        30231GAT9
        
          
        
        3584000.00000000
        PA
        USD
        3906429.97000000
        0.216755340197
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          3.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TICP CLO Ltd
        N/A
        TICP CLO III-2 Ltd
        87249FAE4
        
          
        
        1250000.00000000
        PA
        USD
        1249997.50000000
        0.069358374638
        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
        GS Mortgage Securities Corp Trust 2017-SLP
        36255MAG2
        
          
        
        5242000.00000000
        PA
        USD
        5368049.66000000
        0.297855955228
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-10-10
          Fixed
          3.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        280 Park Avenue Mortgage Trust
        N/A
        280 Park Avenue 2017-280P Mortgage Trust
        90205FAN0
        
          
        
        4630000.00000000
        PA
        USD
        4595081.47000000
        0.254966415605
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-09-15
          Floating
          2.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lazard Group LLC
        FI94J2CJ1D7BIGVMS874
        Lazard Group LLC
        52107QAJ4
        
          
        
        2336000.00000000
        PA
        USD
        2717866.76000000
        0.150805758377
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-19
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMOND SPORTS GR/DIAMON
        N/A
        Diamond Sports Group LLC / Diamond Sports Finance Co
        25277LAA4
        
          
        
        1040000.00000000
        PA
        USD
        603200.00000000
        0.033469644204
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307BD8
        
          
        
        1217000.00000000
        PA
        USD
        1198745.00000000
        0.066514536873
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-12-01
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2018-3
        89175MAA1
        
          
        
        5730991.41000000
        PA
        USD
        6044813.05000000
        0.335407397327
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-05-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        BX Trust 2018-GW
        12433UAJ4
        
          
        
        1900000.00000000
        PA
        USD
        1901741.73000000
        0.105521583343
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-05-15
          Floating
          1.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENLINK MIDSTREAM PARTNER
        88CPW63VL7KHJWS0NY83
        EnLink Midstream Partners LP
        29336UAD9
        
          
        
        1095000.00000000
        PA
        USD
        1012875.00000000
        0.056201203371
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-04-01
          Fixed
          5.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pikes Peak CLO
        2549002NRPBIF0UZPU88
        Pikes Peak Clo 4
        72132WAJ8
        
          
        
        4395000.00000000
        PA
        USD
        4395914.16000000
        0.243915256780
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-15
          Floating
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apple Inc
        HWUPKR0MPOU8FGXBT394
        Apple Inc
        037833BU3
        
          
        
        1092000.00000000
        PA
        USD
        1131519.97000000
        0.062784434361
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-23
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NuStar Logistics LP
        N62BF2PKP51FIIOIUN20
        NuStar Logistics LP
        67059TAE5
        
          
        
        2000000.00000000
        PA
        USD
        2145620.00000000
        0.119053610740
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-28
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON DOMESTIC OPERATIN
        5493003EG7H0N1E4XV50
        Hilton Domestic Operating Co Inc
        432833AJ0
        
          
        
        3099000.00000000
        PA
        USD
        3132345.24000000
        0.173803847330
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119BX6
        
          
        
        3725000.00000000
        PA
        USD
        4247879.67000000
        0.235701295059
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IHS NETHERLANDS HOLDCO
        5493006Z6YQYCCN2XI74
        IHS Netherlands Holdco BV
        44963LAB2
        
          
        
        1565000.00000000
        PA
        USD
        1619775.00000000
        0.089876148776
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2025-03-18
          Fixed
          7.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIFC Funding Ltd
        549300RWVPXQ5M3BFY62
        CIFC Funding 2015-II Ltd
        12550LAU6
        
          
        
        7030000.00000000
        PA
        USD
        7009887.17000000
        0.388956282320
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-04-15
          Floating
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MVW Owner Trust
        N/A
        MVW 2019-2 LLC
        55400DAB7
        
          
        
        1107236.86000000
        PA
        USD
        1120943.23000000
        0.062197564790
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-10-20
          Fixed
          2.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intesa Sanpaolo SpA
        2W8N8UU78PMDQKZENC08
        Intesa Sanpaolo SpA
        46115HAW7
        
          
        
        2487000.00000000
        PA
        USD
        2807288.22000000
        0.155767469999
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2026-01-15
          Fixed
          5.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIENTIFIC GAMES INTERNA
        RLTHESQ0RNFQJWPBJN60
        Scientific Games International Inc
        80874YBE9
        
          
        
        796000.00000000
        PA
        USD
        892618.48000000
        0.049528552613
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FAIRFAX FINL HLDGS LTD
        GLS7OQD0WOEDI8YAP031
        Fairfax Financial Holdings Ltd
        303901BH4
        
          
        
        5700000.00000000
        PA
        USD
        6075578.42000000
        0.337114469588
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2031-03-03
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNICREDIT SPA
        549300TRUWO2CD2G5692
        UniCredit SpA
        904678AS8
        
          
        
        1858000.00000000
        PA
        USD
        2050298.67000000
        0.113764534148
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2035-06-30
          Fixed
          5.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CAE1
        
          
        
        24606000.00000000
        PA
        USD
        23402612.81000000
        1.298536346508
        Long
        DBT
        UST
        US
        N
        
        2
        
          2030-08-15
          Fixed
          0.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NUSTAR LOGISTICS LP
        N62BF2PKP51FIIOIUN20
        NuStar Logistics LP
        67059TAG0
        
          
        
        950000.00000000
        PA
        USD
        1035500.00000000
        0.057456592463
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        05565ACA9
        
          
        
        2429000.00000000
        PA
        USD
        2501870.00000000
        0.138820787046
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2022-03-14
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        D.R. HORTON INC
        529900ZIUEYVSB8QDD25
        DR Horton Inc
        23331ABE8
        
          
        
        2438000.00000000
        PA
        USD
        2519345.38000000
        0.139790440148
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WP CAREY INC
        54930042CRNE713E3Q67
        WP Carey Inc
        92936UAG4
        
          
        
        1081000.00000000
        PA
        USD
        1102890.24000000
        0.061195861952
        Long
        DBT
        
        US
        N
        
        2
        
          2031-02-01
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHS/COMMUNITY HEALTH SYS
        5493007X5NC5XI1BB106
        CHS/Community Health Systems Inc
        12543DBC3
        
          
        
        725000.00000000
        PA
        USD
        777287.00000000
        0.043129176616
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Banking Corp
        5U0XI89JRFVHWIBS4F54
        Sumitomo Mitsui Banking Corp
        86562KXU3
        
          
        
        500000.00000000
        PA
        USD
        499887.50000000
        0.027737163075
        Long
        STIV
        CORP
        JP
        N
        
        2
        
          2021-10-28
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        BX Commercial Mortgage Trust 2020-VKNG
        12433YAL1
        
          
        
        4300000.00000000
        PA
        USD
        4299997.42000000
        0.238593142786
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-10-15
          Floating
          1.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intesa Sanpaolo SpA
        2W8N8UU78PMDQKZENC08
        Intesa Sanpaolo SpA
        46115HAT4
        
          
        
        595000.00000000
        PA
        USD
        645527.02000000
        0.035818235550
        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
        BBCMS 2018-TALL Mortgage Trust
        05548WAE7
        
          
        
        7065000.00000000
        PA
        USD
        6932636.52000000
        0.384669890129
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-03-15
          Floating
          1.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MSCG Trust
        N/A
        MSCG Trust 2018-SELF
        55358PAJ5
        
          
        
        1375000.00000000
        PA
        USD
        1377135.65000000
        0.076412865098
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-10-15
          Floating
          1.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        American International Group Inc
        026874DN4
        
          
        
        2031000.00000000
        PA
        USD
        2360493.11000000
        0.130976234316
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERNATIONAL GAME TECH
        549300UQ6KHRCZDRGZ76
        International Game Technology PLC
        460599AC7
        
          
        
        2792000.00000000
        PA
        USD
        3115299.64000000
        0.172858041349
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2025-02-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSCG Trust
        N/A
        GSCG Trust 2019-600C
        36260TAG0
        
          
        
        4480000.00000000
        PA
        USD
        4574461.25000000
        0.253822265361
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-09-06
          Fixed
          3.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIENTIFIC GAMES INTERNA
        RLTHESQ0RNFQJWPBJN60
        Scientific Games International Inc
        80874YBA7
        
          
        
        3200000.00000000
        PA
        USD
        3396032.00000000
        0.188434984662
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXPEDIA GROUP INC
        N/A
        Expedia Group Inc
        30212PBH7
        
          
        
        846000.00000000
        PA
        USD
        867498.91000000
        0.048134747788
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ashtead Capital Inc
        213800J1134IW58IC398
        Ashtead Capital Inc
        045054AH6
        
          
        
        2308000.00000000
        PA
        USD
        2400320.00000000
        0.133186101421
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-08-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPS Servicer Advance Receivables Trust
        N/A
        SPS Servicer Advance Receivables Trust II
        78472JAA1
        
          
        
        4754000.00000000
        PA
        USD
        4773251.80000000
        0.264852518975
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-11-15
          Fixed
          1.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Co
        54930070NSV60J38I987
        General Motors Co
        37045VAF7
        
          
        
        2723000.00000000
        PA
        USD
        3789478.39000000
        0.210266070018
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-10-02
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN CASTLE TOWERS LLC
        N/A
        Crown Castle Towers LLC
        22822RBF6
        
          
        
        371000.00000000
        PA
        USD
        383250.27000000
        0.021265335176
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-15
          Fixed
          3.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AJ6
        
          
        
        3400000.00000000
        PA
        USD
        3199944.00000000
        0.177554686928
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2030-01-30
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307BH9
        
          
        
        2454000.00000000
        PA
        USD
        2478049.20000000
        0.137499046827
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Australia Bank Ltd
        F8SB4JFBSYQFRQEH3Z21
        National Australia Bank Ltd
        63254EV49
        
          
        
        1400000.00000000
        PA
        USD
        1399984.45000000
        0.077680672138
        Long
        STIV
        CORP
        AU
        N
        
        2
        
          2021-08-04
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Commercial Mortgage Securities LLC
        N/A
        BBCMS 2017-DELC Mortgage Trust
        05552EAN0
        
          
        
        1890000.00000000
        PA
        USD
        1891153.66000000
        0.104934085107
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-15
          Floating
          2.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        Commercial Mortgage Pass Through Certificates
        12624NAJ9
        
          
        
        1175000.00000000
        PA
        USD
        1050460.69000000
        0.058286713437
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-10-05
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nutrien Ltd
        5493002QQ7GD21OWF963
        Nutrien Ltd
        67077MAT5
        
          
        
        2514000.00000000
        PA
        USD
        2919505.23000000
        0.161994033989
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2029-04-01
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JG3
        
          
        
        2323000.00000000
        PA
        USD
        2189126.44000000
        0.121467644340
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ISTAR INC
        QFFLKWYYS3UPWD86E794
        iStar Inc
        45031UCG4
        
          
        
        2171000.00000000
        PA
        USD
        2250914.51000000
        0.124896067283
        Long
        DBT
        
        US
        N
        
        2
        
          2025-08-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GARTNER INC
        PP55B5R38BFB8O8HH686
        Gartner Inc
        366651AC1
        
          
        
        413000.00000000
        PA
        USD
        436747.50000000
        0.024233725849
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL ATLANTIC FIN CO
        N/A
        Global Atlantic Fin Co
        37959GAB3
        
          
        
        5497000.00000000
        PA
        USD
        5624291.56000000
        0.312074001023
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-15
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Black Hills Corp
        3MGELCRSTNSAMJ962671
        Black Hills Corp
        092113AH2
        
          
        
        2854000.00000000
        PA
        USD
        3064567.66000000
        0.170043085579
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-30
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBL4
        
          
        
        3167000.00000000
        PA
        USD
        3137309.38000000
        0.174079291626
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-02-15
          Fixed
          1.13000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F030686
        
          
        
        6414000.00000000
        PA
        USD
        6722172.62000000
        0.372991919553
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNICREDIT SPA
        549300TRUWO2CD2G5692
        UniCredit SpA
        904678AY5
        
          
        
        5335000.00000000
        PA
        USD
        5436306.53000000
        0.301643311252
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2032-06-03
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EDP Finance BV
        5299007L43AQDFOW5739
        EDP Finance BV
        26835PAF7
        
          
        
        8196000.00000000
        PA
        USD
        8827643.92000000
        0.489817806978
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-07-15
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2019-1
        89177BAA3
        
          
        
        7984638.50000000
        PA
        USD
        8417845.86000000
        0.467079419604
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-03-25
          Variable
          3.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Advance Receivables Trust Advance
        N/A
        New Residential Advance Receivables Trust Advance Receivables Backed 2020-T1
        62942QCR2
        
          
        
        10800000.00000000
        PA
        USD
        10825916.76000000
        0.600695593747
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-08-15
          Fixed
          1.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Iron Mountain Inc
        SQL3F6CKNNBM3SQGHX24
        Iron Mountain Inc
        46284VAE1
        
          
        
        3750000.00000000
        PA
        USD
        3918750.00000000
        0.217438939369
        Long
        DBT
        
        US
        N
        
        2
        
          2028-03-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MVW Owner Trust
        N/A
        MVW Owner Trust 2019-1
        55389PAA7
        
          
        
        1903181.74000000
        PA
        USD
        1965584.60000000
        0.109064020584
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-11-20
          Fixed
          2.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan Trust
        N/A
        New Residential Mortgage Loan Trust 2017-3
        64828MAA5
        
          
        
        827478.73000000
        PA
        USD
        891529.22000000
        0.049468113049
        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
        Soundview Home Loan Trust 2006-3
        83612HAC2
        
          
        
        210111.39000000
        PA
        USD
        209704.34000000
        0.011635825013
        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
        Merrill Lynch Mortgage Investors Trust Series 2006-A1
        59020U5U5
        
          
        
        1010790.60000000
        PA
        USD
        776595.88000000
        0.043090828571
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-03-25
          Variable
          3.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MX REMIT FUND FIDUC EST
        54930007WQ6S3GFCM563
        Mexico Remittances Funding Fiduciary Estate Management Sarl
        593035AA6
        
          
        
        6098000.00000000
        PA
        USD
        5991285.00000000
        0.332437296551
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-01-15
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diamond Resorts Owner Trust
        N/A
        Diamond Resorts Owner Trust 2019-1
        252722AA1
        
          
        
        1193716.20000000
        PA
        USD
        1230930.90000000
        0.068300429813
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2032-02-20
          Fixed
          2.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC 2021-RPL3 Trust
        12661GAA7
        
          
        
        3218546.79000000
        PA
        USD
        3281555.64000000
        0.182083056547
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-01-25
          Variable
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHENIERE ENERGY PARTNERS
        5493005UEC8AZ34LDV29
        Cheniere Energy Partners LP
        16411QAH4
        
          
        
        4568000.00000000
        PA
        USD
        4832030.40000000
        0.268113956026
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOVELIS CORP
        549300G5F3W3B52WYL23
        Novelis Corp
        670001AG1
        
          
        
        236000.00000000
        PA
        USD
        239540.00000000
        0.013291310631
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMITH & NEPHEW PLC
        213800ZTMDN8S67S1H61
        Smith & Nephew PLC
        83192PAA6
        
          
        
        2706000.00000000
        PA
        USD
        2681901.07000000
        0.148810136945
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2030-10-14
          Fixed
          2.03000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        KEYSIGHT TECHNOLOGIES
        549300GLKVIO8YRCYN02
        Keysight Technologies Inc
        49338LAE3
        
          
        
        3920000.00000000
        PA
        USD
        4596024.89000000
        0.255018762972
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-06
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHD4
        
          
        
        5043000.00000000
        PA
        USD
        5539679.37000000
        0.307379140455
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-20
          Fixed
          3.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NADG NNN Operating LP
        N/A
        NADG NNN Operating LP
        629682AA3
        
          
        
        5406854.17000000
        PA
        USD
        5575452.32000000
        0.309364067359
        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
        Alternative Loan Trust 2005-14
        12667GCH4
        
          
        
        1066765.92000000
        PA
        USD
        989229.75000000
        0.054889203861
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-05-25
          Floating
          0.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMGEN INC
        62QBXGPJ34PQ72Z12S66
        Amgen Inc
        031162CT5
        
          
        
        2344000.00000000
        PA
        USD
        2464983.85000000
        0.136774092225
        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
        BBCMS Trust 2015-MSQ
        05490VAC1
        
          
        
        1300000.00000000
        PA
        USD
        1324639.94000000
        0.073500045575
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-09-15
          Fixed
          3.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        Commercial Mortgage Pass Through Certificates
        12624NAC4
        
          
        
        2225000.00000000
        PA
        USD
        2221154.31000000
        0.123244768699
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-10-05
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Corp
        54930067J0ZNOEBRW338
        Navient Corp
        63938CAF5
        
          
        
        4385000.00000000
        PA
        USD
        4574432.00000000
        0.253820642372
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SD1
        
          
        
        7955000.00000000
        PA
        USD
        9827843.18000000
        0.545315673964
        Long
        DBT
        UST
        US
        N
        
        2
        
          2048-08-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lam Research Corp
        549300I4GMO6D34U1T02
        Lam Research Corp
        512807AS7
        
          
        
        1658000.00000000
        PA
        USD
        1858154.19000000
        0.103103049762
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ocwen Master Advance Receivables Trust
        549300THGK42AVJMPW70
        Ocwen Master Advance Receivables Trust
        67575NBY8
        
          
        
        591000.00000000
        PA
        USD
        595856.25000000
        0.033062162938
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-08-15
          Fixed
          2.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        Ford Motor Co
        345370CW8
        
          
        
        1203000.00000000
        PA
        USD
        1480832.85000000
        0.082166692003
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-22
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        American International Group Inc
        026874DK0
        
          
        
        2544000.00000000
        PA
        USD
        2942023.89000000
        0.163243522613
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-01
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA Tower Trust
        N/A
        SBA Tower Trust
        78403DAN0
        
          
        
        6883000.00000000
        PA
        USD
        7179072.25000000
        0.398343822825
        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
        BAMLL Commercial Mortgage Securities Trust 2019-BPR
        05492PAG3
        
          
        
        3970000.00000000
        PA
        USD
        3809016.90000000
        0.211350199623
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-11-05
          Variable
          3.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LLOYDS BANKING GROUP PLC
        549300PPXHEU2JF0AM85
        Lloyds Banking Group PLC
        53944YAJ2
        
          
        
        2567000.00000000
        PA
        USD
        2952050.00000000
        0.163799839480
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-06-27
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTERO MIDSTREAM PART/FI
        N/A
        Antero Midstream Partners LP / Antero Midstream Finance Corp
        03690EAA6
        
          
        
        2739000.00000000
        PA
        USD
        3033360.33000000
        0.168311490368
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          7.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        BAT Capital Corp
        05526DBR5
        
          
        
        5410000.00000000
        PA
        USD
        5442004.64000000
        0.301959481203
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-03-25
          Fixed
          2.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SJ8
        
          
        
        6214900.00000000
        PA
        USD
        6680289.18000000
        0.370667941047
        Long
        DBT
        UST
        US
        N
        
        2
        
          2049-08-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERITOR INC
        5LTG829X630QFHTFBO82
        Meritor Inc
        59001KAH3
        
          
        
        266000.00000000
        PA
        USD
        272304.20000000
        0.015109291593
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        Altria Group Inc
        02209SBL6
        
          
        
        3220000.00000000
        PA
        USD
        3165274.33000000
        0.175630977512
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-04
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SY5
        
          
        
        1321000.00000000
        PA
        USD
        1417185.31000000
        0.078635093000
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-05-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSX CORP
        549300JVQR4N1MMP3Q88
        CSX Corp
        126408HS5
        
          
        
        1687000.00000000
        PA
        USD
        1993725.82000000
        0.110625487130
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilton Grand Vacations Trust
        N/A
        Hilton Grand Vacations Trust 2018-A
        43284BAC6
        
          
        
        814935.83000000
        PA
        USD
        850514.79000000
        0.047192353137
        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
        CyrusOne LP / CyrusOne Finance Corp
        23283PAQ7
        
          
        
        3120000.00000000
        PA
        USD
        3292473.60000000
        0.182688859326
        Long
        DBT
        
        US
        N
        
        2
        
          2024-11-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POST HOLDINGS INC
        JM1I5YUAURL6DC8N1468
        Post Holdings Inc
        737446AQ7
        
          
        
        680000.00000000
        PA
        USD
        692750.00000000
        0.038438488101
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSR Mortgage Loan Trust
        N/A
        GSR Mortgage Loan Trust 2007-OA1
        3622NAAC4
        
          
        
        181284.30000000
        PA
        USD
        108562.76000000
        0.006023801311
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-05-25
          Floating
          0.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BIOGEN INC
        W8J5WZB5IY3K0NDQT671
        Biogen Inc
        09062XAH6
        
          
        
        1496000.00000000
        PA
        USD
        1522777.83000000
        0.084494085167
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UniCredit SpA
        549300TRUWO2CD2G5692
        UniCredit SpA
        904678AJ8
        
          
        
        2283000.00000000
        PA
        USD
        2341353.73000000
        0.129914251161
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2022-01-14
          Fixed
          6.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175BS2
        
          
        
        4520000.00000000
        PA
        USD
        5476293.42000000
        0.303862056247
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-07-01
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Viking Cruises Ltd
        549300IJP90T4MV2GL84
        Viking Cruises Ltd
        92676XAD9
        
          
        
        4525000.00000000
        PA
        USD
        4298750.00000000
        0.238523927429
        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
        New Residential Mortgage Loan Trust 2019-RPL2
        64830HAA2
        
          
        
        3843081.19000000
        PA
        USD
        4029569.39000000
        0.223587953882
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-02-25
          Variable
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA Tower Trust
        N/A
        SBA Tower Trust
        78403DAM2
        
          
        
        995000.00000000
        PA
        USD
        1013352.48000000
        0.056227697214
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sierra Receivables Funding Co LLC
        N/A
        Sierra Timeshare 2020-2 Receivables Funding LLC
        826525AA5
        
          
        
        457040.60000000
        PA
        USD
        460746.70000000
        0.025565364916
        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
        Antero Midstream Partners LP / Antero Midstream Finance Corp
        03690AAH9
        
          
        
        1175000.00000000
        PA
        USD
        1206654.50000000
        0.066953409802
        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
        HIN Timeshare Trust 2020-A
        40439HAA7
        
          
        
        2481104.61000000
        PA
        USD
        2511850.95000000
        0.139374598130
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2039-10-09
          Fixed
          1.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ECUADOR
        5299003Y2U5XK0A35H71
        Ecuador Government International Bond
        000000000
        
          
        
        362880.00000000
        PA
        USD
        316616.43000000
        0.017568035910
        Long
        DBT
        NUSS
        EC
        N
        
        2
        
          2030-07-31
          Variable
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        05971KAG4
        
          
        
        3600000.00000000
        PA
        USD
        3627217.44000000
        0.201262727404
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2030-12-03
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BXG Receivables Note Trust
        N/A
        BXG Receivables Note Trust 2020-A
        05608TAA9
        
          
        
        1543981.82000000
        PA
        USD
        1546786.93000000
        0.085826273554
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-02-28
          Fixed
          1.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FISERV INC
        GI7UBEJLXYLGR2C7GV83
        Fiserv Inc
        337738AU2
        
          
        
        1443000.00000000
        PA
        USD
        1610259.59000000
        0.089348169023
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEAGATE HDD CAYMAN
        529900BD50TRWEG1SF63
        Seagate HDD Cayman
        81180WAY7
        
          
        
        402000.00000000
        PA
        USD
        420592.50000000
        0.023337336422
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2031-01-15
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUMEN TECHNOLOGIES INC
        8M3THTGWLTYZVE6BBY25
        Lumen Technologies Inc
        156700BB1
        
          
        
        4440000.00000000
        PA
        USD
        4614580.80000000
        0.256048371237
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-15
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMED O2 UK FINAN
        213800MRR46ECNGZ7L69
        Vmed O2 UK Financing I PLC
        92858RAB6
        
          
        
        2500000.00000000
        PA
        USD
        2553425.00000000
        0.141681409571
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2031-07-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABINE PASS LIQUEFACTION
        549300KJYBG7C6WJYZ11
        Sabine Pass Liquefaction LLC
        785592AH9
        
          
        
        3503000.00000000
        PA
        USD
        3576057.27000000
        0.198424012737
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-03-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GXO LOGISTICS INC
        5493007CNWMXN78JRN66
        GXO Logistics Inc
        36262GAC5
        
          
        
        5315000.00000000
        PA
        USD
        5339927.35000000
        0.296295537937
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-07-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS Corp
        N/A
        DISH DBS Corp
        25470XAL9
        
          
        
        1500000.00000000
        PA
        USD
        1561875.00000000
        0.086663462437
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2006-3
        126694YQ5
        
          
        
        2898091.84000000
        PA
        USD
        2769866.64000000
        0.153691065874
        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
        IndyMac INDX Mortgage Loan Trust 2007-AR15
        45669JAC9
        
          
        
        703595.92000000
        PA
        USD
        605964.53000000
        0.033623039157
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-08-25
          Variable
          3.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AM9
        
          
        
        970000.00000000
        PA
        USD
        910587.50000000
        0.050525596224
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2029-02-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Electric Co
        3C7474T6CDKPR9K6YT90
        General Electric Co
        369604BQ5
        
          
        
        1442000.00000000
        PA
        USD
        1411357.36000000
        0.078311718642
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-09-15
          Variable
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397B28
        
          
        
        4705000.00000000
        PA
        USD
        4911989.89000000
        0.272550653110
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-13
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIATRIS INC
        254900ZZTSW7NL773X71
        Viatris Inc
        91533BAC4
        
          
        
        1187000.00000000
        PA
        USD
        1220721.72000000
        0.067733954975
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-22
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan Trust
        549300U1MV4J7YQZG974
        New Residential Mortgage Loan Trust 2018-2
        64828CAA7
        
          
        
        572600.83000000
        PA
        USD
        610489.77000000
        0.033874130292
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-02-25
          Variable
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YCT4
        
          
        
        1758000.00000000
        PA
        USD
        1805360.85000000
        0.100173715700
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-10-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARDWALK PIPELINES LP
        549300W6AQ2GHHCGL606
        Boardwalk Pipelines LP
        096630AH1
        
          
        
        1514000.00000000
        PA
        USD
        1629887.80000000
        0.090437275795
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STERICYCLE INC
        B8PTJH2P0AXSWSMP2136
        Stericycle Inc
        858912AG3
        
          
        
        1868000.00000000
        PA
        USD
        1893685.00000000
        0.105074541090
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mountain View CLO Ltd
        549300XBX1AOMDRAHZ12
        Mountain View CLO 2014-1 Ltd
        62431XAW6
        
          
        
        2000000.00000000
        PA
        USD
        2000592.00000000
        0.111006469560
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2026-10-15
          Floating
          1.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OZLM Funding Ltd
        549300788AI08GTXXH35
        OZLM Funding IV Ltd
        67108FAQ9
        
          
        
        3750000.00000000
        PA
        USD
        3727567.50000000
        0.206830832185
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-10-22
          Floating
          1.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RACKSPACE TECHNOLOGY
        549300QTYCKLMFSE8I97
        Rackspace Technology Global Inc
        750098AB1
        
          
        
        3084000.00000000
        PA
        USD
        2968350.00000000
        0.164704274495
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GGC7
        
          
        
        4874000.00000000
        PA
        USD
        5488686.56000000
        0.304549712060
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-25
          Fixed
          4.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAP0
        
          
        
        4183000.00000000
        PA
        USD
        4476179.78000000
        0.248368940042
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2023-09-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EMBRAER NETHERLANDS FINA
        724500PBR8LR26XBSP67
        Embraer Netherlands Finance BV
        29082HAC6
        
          
        
        2343000.00000000
        PA
        USD
        2642927.43000000
        0.146647613961
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-01-17
          Fixed
          6.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTESA SANPAOLO SPA
        2W8N8UU78PMDQKZENC08
        Intesa Sanpaolo SpA
        46115HBQ9
        
          
        
        1039000.00000000
        PA
        USD
        1068540.23000000
        0.059289889450
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2032-06-01
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIATION CAPITAL GROUP
        549300ODEK8HY3445C77
        Aviation Capital Group LLC
        05369AAH4
        
          
        
        6418000.00000000
        PA
        USD
        7271406.34000000
        0.403467146996
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ExteNet Systems
        N/A
        ExteNet LLC 2019-1
        30227XAA9
        
          
        
        2765000.00000000
        PA
        USD
        2851886.81000000
        0.158242103519
        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
        Pre-Paid Legal Services, Inc. 2018 1st Lien Term Loan
        74006LAN2
        
          
        
        2846434.53000000
        PA
        USD
        2812277.32000000
        0.156044299246
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-05-01
          Floating
          3.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        05971KAE9
        
          
        
        4800000.00000000
        PA
        USD
        5062989.46000000
        0.280929137664
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2025-05-28
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Baidu Inc
        254900AL64IANZYI1E02
        Baidu Inc
        056752AM0
        
          
        
        2436000.00000000
        PA
        USD
        2647564.48000000
        0.146904909076
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-05-14
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIRGIN MEDIA SECURED FIN
        213800X3RLP4NOTPY579
        Virgin Media Secured Finance PLC
        92769XAP0
        
          
        
        3940000.00000000
        PA
        USD
        4208923.12000000
        0.233539720344
        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
        Sierra Timeshare 2019-1 Receivables Funding LLC
        82653EAB3
        
          
        
        649763.80000000
        PA
        USD
        671532.06000000
        0.037261172281
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-01-20
          Fixed
          3.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29278NAE3
        
          
        
        5423000.00000000
        PA
        USD
        6893932.13000000
        0.382522306968
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-06-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diamond Infrastructure Funding LLC
        N/A
        Diamond Infrastructure Funding LLC
        25265LAA8
        
          
        
        3375000.00000000
        PA
        USD
        3396330.00000000
        0.188451519731
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2049-04-15
          Fixed
          1.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carlisle Cos Inc
        XR64VGX1ZPX6G7ZN7Z11
        Carlisle Cos Inc
        142339AH3
        
          
        
        2784000.00000000
        PA
        USD
        3123162.47000000
        0.173294324709
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG Energy Inc
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377CA8
        
          
        
        1616000.00000000
        PA
        USD
        1680963.20000000
        0.093271286845
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Octagon Investment Partners 54 Ltd
        N/A
        Octagon 54 Ltd
        67577FAA6
        
          
        
        2750000.00000000
        PA
        USD
        2751716.00000000
        0.152683944749
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-15
          Floating
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCR CORP
        549300YKTY8JX1DV2R67
        NCR Corp
        62886EAX6
        
          
        
        277000.00000000
        PA
        USD
        300891.25000000
        0.016695495825
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          8.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        BAT Capital Corp
        05526DBK0
        
          
        
        2713000.00000000
        PA
        USD
        2995324.25000000
        0.166200989598
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2049-09-06
          Fixed
          4.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MSCG Trust
        N/A
        MSCG Trust 2018-SELF
        55358PAL0
        
          
        
        5710000.00000000
        PA
        USD
        5720647.44000000
        0.317420481495
        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
        CSMC 2021-RPL6 Trust
        12657GAA3
        
          
        
        5800000.00000000
        PA
        USD
        5926469.58000000
        0.328840895612
        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
        STORE Master Funding I LLC
        86213CAB1
        
          
        
        1041406.25000000
        PA
        USD
        1094002.68000000
        0.060702719593
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2045-04-20
          Fixed
          4.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BXG Receivables Note Trust
        549300R4HW4HQYM9LE23
        BXG Receivables Note Trust 2015-A
        05606XAA2
        
          
        
        672537.63000000
        PA
        USD
        673487.39000000
        0.037369667307
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-05-02
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS Health Corp
        126650CY4
        
          
        
        6189000.00000000
        PA
        USD
        7753583.59000000
        0.430221624784
        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
        New Residential Mortgage Loan Trust 2017-2
        64829KBV1
        
          
        
        8478249.75000000
        PA
        USD
        9093495.99000000
        0.504569090456
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-03-25
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUILDERS FIRSTSOURCE INC
        549300W0SKP6L3H7DP63
        Builders FirstSource Inc
        12008RAN7
        
          
        
        859000.00000000
        PA
        USD
        913761.25000000
        0.050701697489
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUNGE LTD FINANCE CORP
        549300QHC068L40NNM71
        Bunge Ltd Finance Corp
        120568BB5
        
          
        
        2035000.00000000
        PA
        USD
        2071122.86000000
        0.114920002036
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-17
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ashford Hospitality Trust
        N/A
        Ashford Hospitality Trust 2018-ASHF
        04410RAL0
        
          
        
        3988000.00000000
        PA
        USD
        3973058.16000000
        0.220452325962
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-04-15
          Floating
          2.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REYNOLDS GRP ISS/REYNOLD
        N/A
        Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
        76174LAA1
        
          
        
        6000000.00000000
        PA
        USD
        5992500.00000000
        0.332504713026
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOLINA HEALTHCARE INC
        549300NQQCEQ46YHZ591
        Molina Healthcare Inc
        60855RAJ9
        
          
        
        1730000.00000000
        PA
        USD
        1810012.50000000
        0.100431820923
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEVELAND ELECTRIC ILLUM
        N/A
        Cleveland Electric Illuminating Co/The
        186108CK0
        
          
        
        5178000.00000000
        PA
        USD
        5601016.45000000
        0.310782539401
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GDA5
        
          
        
        2400000.00000000
        PA
        USD
        2514000.00000000
        0.139493842060
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-01
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GMAC Capital Trust I
        N/A
        GMAC Capital Trust I
        361860208
        
          
        
        5379.00000000
        NS
        USD
        143242.77000000
        0.007948084460
        Long
        EP
        CORP
        US
        Y
        
        1
        
          N
          N
          
        
      
      
        INRETAIL CONSUMER
        N/A
        InRetail Consumer
        45790TAB1
        
          
        
        3042000.00000000
        PA
        USD
        2972429.46000000
        0.164930630719
        Long
        DBT
        CORP
        PE
        N
        
        2
        
          2028-03-22
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2017-1
        89173FAA8
        
          
        
        1097047.85000000
        PA
        USD
        1113458.70000000
        0.061782272091
        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
        BAMLL Commercial Mortgage Securities Trust 2019-BPR
        05492PAE8
        
          
        
        5000000.00000000
        PA
        USD
        5140544.50000000
        0.285232419486
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-11-05
          Fixed
          3.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Helios Issuer, LLC
        N/A
        SUNNOVA HELIOS II ISSUER LLC 2021-A
        86746EAA5
        
          
        
        2660528.06000000
        PA
        USD
        2662392.29000000
        0.147727656962
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-02-20
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arrow Electronics Inc
        549300YNNLBXT8N8R512
        Arrow Electronics Inc
        042735BD1
        
          
        
        1657000.00000000
        PA
        USD
        1682142.56000000
        0.093336725770
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMER AIRLINE 19-1AA PTT
        N/A
        American Airlines 2019-1 Class AA Pass Through Trust
        02377LAA2
        
          
        
        2479098.75000000
        PA
        USD
        2548641.19000000
        0.141415971212
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAY TELEVISION INC
        529900TM5726KDN7UU35
        Gray Television Inc
        389375AL0
        
          
        
        3090000.00000000
        PA
        USD
        3063302.40000000
        0.169972880337
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNOVUS BANK GA
        DX0JX77PRMOELF7VG772
        Synovus Bank/Columbus GA
        87164DQS2
        
          
        
        2850000.00000000
        PA
        USD
        2870390.84000000
        0.159268833129
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-10
          Fixed
          2.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mauser Packaging Solut
        549300DNGHXL0OMHW304
        Mauser Packaging Solutions Holding Co
        12429TAD6
        
          
        
        5810000.00000000
        PA
        USD
        5846312.50000000
        0.324393234889
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F032682
        
          
        
        3708000.00000000
        PA
        USD
        3929755.79000000
        0.218049615555
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTENE CORP
        549300Z7JJ4TQSQGT333
        Centene Corp
        15135BAV3
        
          
        
        4806000.00000000
        PA
        USD
        5014003.68000000
        0.278211072963
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ECUADOR
        5299003Y2U5XK0A35H71
        Ecuador Government International Bond
        000000000
        
          
        
        950976.00000000
        PA
        USD
        658560.39000000
        0.036541415684
        Long
        DBT
        NUSS
        EC
        N
        
        2
        
          2035-07-31
          Variable
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASHTON WOODS USA/FINANCE
        N/A
        Ashton Woods USA LLC / Ashton Woods Finance Co
        045086AF2
        
          
        
        990000.00000000
        PA
        USD
        1023412.50000000
        0.056785895639
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bayer US Finance II LLC
        529900XWNEXYNJ3X6T40
        Bayer US Finance II LLC
        07274NAL7
        
          
        
        2041000.00000000
        PA
        USD
        2364294.77000000
        0.131187176305
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-12-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INFOR INC
        549300Q3IIYBYI4RHD64
        Infor Inc
        45674CAA1
        
          
        
        2364000.00000000
        PA
        USD
        2426683.71000000
        0.134648939607
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468C6
        
          
        
        7528000.00000000
        PA
        USD
        8378585.78000000
        0.464901002977
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-23
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        321 Henderson Receivables LLC
        N/A
        JG Wentworth XXI LLC
        466159AA8
        
          
        
        468838.13000000
        PA
        USD
        494924.28000000
        0.027461769827
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-01-15
          Fixed
          4.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VDY7
        
          
        
        2134000.00000000
        PA
        USD
        2442946.86000000
        0.135551329932
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-16
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        280 Park Avenue Mortgage Trust
        N/A
        280 Park Avenue 2017-280P Mortgage Trust
        90205FAL4
        
          
        
        3000000.00000000
        PA
        USD
        2996403.00000000
        0.166260845995
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-09-15
          Floating
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRIMO WATER HOLDINGS INC
        9845008F9A5F2E1D4832
        Primo Water Holdings Inc
        74168LAA4
        
          
        
        5160000.00000000
        PA
        USD
        5160000.00000000
        0.286311943131
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-04-30
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PBP0
        
          
        
        3357000.00000000
        PA
        USD
        3568366.99000000
        0.197997303626
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-13
          Fixed
          2.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEAR CHANNEL OUTDOOR HO
        N/A
        Clear Channel Outdoor Holdings Inc
        18453HAD8
        
          
        
        1392000.00000000
        PA
        USD
        1442947.20000000
        0.080064538113
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Inc
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119AJ8
        
          
        
        1031000.00000000
        PA
        USD
        1457576.25000000
        0.080876257441
        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
        Clarios Global LP / Clarios US Finance Co
        69867DAA6
        
          
        
        2977000.00000000
        PA
        USD
        3148177.50000000
        0.174682328943
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2026-05-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2020-4
        89179JAA4
        
          
        
        11366048.27000000
        PA
        USD
        11523214.58000000
        0.639386425876
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2060-10-25
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YAY5
        
          
        
        1682000.00000000
        PA
        USD
        1833526.84000000
        0.101736556655
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-14
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARLES RIVER LABORATORI
        549300BSQ0R4UZ5KX287
        Charles River Laboratories International Inc
        159864AJ6
        
          
        
        846000.00000000
        PA
        USD
        890076.60000000
        0.049387511798
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan Trust
        N/A
        New Residential Mortgage Loan Trust 2019-6
        64828GAD2
        
          
        
        5475419.38000000
        PA
        USD
        5789212.38000000
        0.321224931340
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-09-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Constellation Brands Inc
        5493005GKEG8QCVY7037
        Constellation Brands Inc
        21036PAW8
        
          
        
        3241000.00000000
        PA
        USD
        3333260.06000000
        0.184951969911
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-07
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELEMENT FLEET MANAGEMENT
        5493000PGBS1C22ELQ16
        Element Fleet Management Corp
        286181AD4
        
          
        
        3784000.00000000
        PA
        USD
        4100871.06000000
        0.227544256147
        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
        NRZ Advance Receivables Trust 2015-ON1
        62942QDD2
        
          
        
        900000.00000000
        PA
        USD
        902413.71000000
        0.050072058685
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-10-15
          Fixed
          1.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT Capital Corp
        2138005GYEXN7XRHFA84
        BAT Capital Corp
        05526DBN4
        
          
        
        1903000.00000000
        PA
        USD
        2211141.90000000
        0.122689212001
        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
        New Residential Mortgage Loan Trust 2019-4
        64830WAD3
        
          
        
        4012496.70000000
        PA
        USD
        4231140.45000000
        0.234772489128
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-12-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTURY COMMUNITIES
        5299002QMB2O7ZL1CA26
        Century Communities Inc
        156504AL6
        
          
        
        1319000.00000000
        PA
        USD
        1400764.81000000
        0.077723971825
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMH NEW FINANCE INC
        N/A
        AMH NEW FINANCE INC
        000000000
        
          
        
        316064.98000000
        NS
        USD
        2417897.10000000
        0.134161398642
        Long
        EC
        CORP
        US
        
        N
        
        3
        
          N
          N
          N
        
      
      
        NCR CORP
        549300YKTY8JX1DV2R67
        NCR Corp
        62886EAZ1
        
          
        
        2183000.00000000
        PA
        USD
        2297607.50000000
        0.127486912379
        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
        Delta Air Lines 2019-1 Class AA Pass Through Trust
        24737BAA3
        
          
        
        1655000.00000000
        PA
        USD
        1751973.57000000
        0.097211425802
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-25
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONGOLIA INTL BOND
        N/A
        Mongolia Government International Bond
        60937LAB1
        
          
        
        253000.00000000
        PA
        USD
        265650.00000000
        0.014740071258
        Long
        DBT
        NUSS
        MN
        Y
        
        2
        
          2023-05-01
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Life Storage LP
        X0MIGH67XZCB7HL1A534
        Life Storage LP
        53227JAB0
        
          
        
        1053000.00000000
        PA
        USD
        1204689.02000000
        0.066844351586
        Long
        DBT
        
        US
        N
        
        2
        
          2029-06-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Advance Receivables Trust Advance
        549300RNWDDBV4LFKJ17
        NRZ Advance Receivables Trust 2015-ON1
        62942QCY7
        
          
        
        1200000.00000000
        PA
        USD
        1205441.52000000
        0.066886105411
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-09-15
          Fixed
          2.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD INDUSTRIES INC
        54930064UHXCIUWVI755
        Standard Industries Inc/NJ
        853496AH0
        
          
        
        2179000.00000000
        PA
        USD
        2112867.35000000
        0.117236270650
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VORNADO REALTY LP
        549300BMOJ05INE4YK86
        Vornado Realty LP
        929043AK3
        
          
        
        2527000.00000000
        PA
        USD
        2587114.78000000
        0.143550748016
        Long
        DBT
        
        US
        N
        
        2
        
          2026-06-01
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sprint Corp
        549300ZTTY7CXOLJ6539
        Sprint Corp
        85207UAF2
        
          
        
        7245000.00000000
        PA
        USD
        8198152.20000000
        0.454889319083
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-15
          Fixed
          7.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Commercial Mortgage Trust 2019-XL
        N/A
        BX Commercial Mortgage Trust 2019-XL
        056054AG4
        
          
        
        5750765.40000000
        PA
        USD
        5765200.40000000
        0.319892583152
        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
        Sierra Timeshare 2021-1 Receivables Funding LLC
        82652QAD3
        
          
        
        2846581.10000000
        PA
        USD
        2874753.71000000
        0.159510914871
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-11-20
          Fixed
          3.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MBRT 2019 MBR
        N/A
        MBRT 2019-MBR
        55282DAJ3
        
          
        
        3033000.00000000
        PA
        USD
        3034778.55000000
        0.168390182872
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-15
          Floating
          1.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOVA Chemicals Corp
        549300ZOD6N7RI2FJP09
        NOVA Chemicals Corp
        66977WAQ2
        
          
        
        2800000.00000000
        PA
        USD
        2950500.00000000
        0.163713834924
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-06-01
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCL CORPORATION LTD
        UNZWILHE4KMRP9K2L524
        NCL Corp Ltd
        62886HAP6
        
          
        
        3416000.00000000
        PA
        USD
        3249470.00000000
        0.180302726714
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2024-12-15
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CommScope Inc
        549300Z6K4JXMFE8QY54
        CommScope Inc
        20338QAB9
        
          
        
        8632000.00000000
        PA
        USD
        8878788.88000000
        0.492655677691
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA TOWER TRUST
        N/A
        SBA Tower Trust
        78403DAT7
        
          
        
        880000.00000000
        PA
        USD
        890519.70000000
        0.049412098004
        Long
        DBT
        
        US
        N
        
        2
        
          2026-11-15
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QUALCOMM INC
        H1J8DDZKZP6H7RWC0H53
        QUALCOMM Inc
        747525BJ1
        
          
        
        1428000.00000000
        PA
        USD
        1561265.63000000
        0.086629650439
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-20
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fontainebleau Miami Beach Trust
        N/A
        Fontainebleau Miami Beach Trust 2019-FBLU
        34461LAL8
        
          
        
        7902000.00000000
        PA
        USD
        8306770.47000000
        0.460916200467
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-10
          Variable
          3.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        XILINX INC
        6EY4K7ZMF9UX1CU6KC79
        Xilinx Inc
        983919AK7
        
          
        
        2274000.00000000
        PA
        USD
        2340933.23000000
        0.129890918957
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2019-4
        89178BAA2
        
          
        
        10044120.72000000
        PA
        USD
        10408797.63000000
        0.577550983548
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-10-25
          Variable
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORPORATE OFFICE PROP LP
        H0TWO5VRNEP6CQAWPX27
        Corporate Office Properties LP
        22003BAM8
        
          
        
        670000.00000000
        PA
        USD
        685197.62000000
        0.038019430622
        Long
        DBT
        
        US
        N
        
        2
        
          2031-04-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTENE CORP
        549300Z7JJ4TQSQGT333
        Centene Corp
        15135BAW1
        
          
        
        2115000.00000000
        PA
        USD
        2197781.10000000
        0.121947863821
        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
        New Residential Advance Receivables Trust Advance Receivables Backed 2020-T1
        62942QCS0
        
          
        
        2400000.00000000
        PA
        USD
        2404777.92000000
        0.133433457185
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-08-15
          Fixed
          1.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F022683
        
          
        
        22459000.00000000
        PA
        USD
        23382801.78000000
        1.297437095637
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-12
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC Series 2014-11R
        12649FEQ7
        
          
        
        440753.06000000
        PA
        USD
        439492.07000000
        0.024386013285
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-27
          Floating
          0.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QCP5
        
          
        
        4757000.00000000
        PA
        USD
        4937290.30000000
        0.273954492170
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2029-01-23
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2018-4
        89175TAA6
        
          
        
        4354943.24000000
        PA
        USD
        4525039.48000000
        0.251080008966
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-06-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lloyds Bank PLC
        H7FNTJ4851HG0EXQ1Z70
        Lloyds Bank PLC
        53943RVW6
        
          
        
        11000000.00000000
        PA
        USD
        10999147.50000000
        0.610307615022
        Long
        STIV
        CORP
        GB
        N
        
        2
        
          2021-08-30
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLONY MORTGAGE CAPITAL LTD
        N/A
        CLNY Trust 2019-IKPR
        12564NAJ1
        
          
        
        5700000.00000000
        PA
        USD
        5705265.66000000
        0.316566995580
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-11-15
          Floating
          1.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABW4
        
          
        
        2000000.00000000
        PA
        USD
        2097614.00000000
        0.116389910906
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARATHON PETROLEUM CORP
        3BNYRYQHD39K4LCKQF12
        Marathon Petroleum Corp
        56585ABG6
        
          
        
        3182000.00000000
        PA
        USD
        3384967.62000000
        0.187821057503
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEVEL 3 FINANCING INC
        254900AE5FEFIJOXWL19
        Level 3 Financing Inc
        527298BP7
        
          
        
        4475000.00000000
        PA
        USD
        4738890.75000000
        0.262945933899
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        Carnival Corp
        143658BC5
        
          
        
        748000.00000000
        PA
        USD
        843370.00000000
        0.046795911526
        Long
        DBT
        CORP
        PA
        
        N
        
        2
        
          2023-04-01
          Fixed
          11.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DataBank Issuer LLC
        N/A
        DataBank Issuer
        23802WAA9
        
          
        
        5727000.00000000
        PA
        USD
        5842939.68000000
        0.324206087864
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-02-27
          Fixed
          2.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TSMC GLOBAL LTD
        549300N2ZLI21P85T117
        TSMC Global Ltd
        872882AG0
        
          
        
        6595000.00000000
        PA
        USD
        6267822.05000000
        0.347781455491
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2030-09-28
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMPHENOL CORP
        549300D3L3G0R4U4VT04
        Amphenol Corp
        032095AJ0
        
          
        
        3542000.00000000
        PA
        USD
        3791213.63000000
        0.210362352951
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital Automotive Reit
        N/A
        Capital Automotive REIT
        12510HAM2
        
          
        
        4120000.00000000
        PA
        USD
        4118974.86000000
        0.228548778270
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-08-15
          Fixed
          1.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Concord Minutemen Capital Co LLC
        549300B4YYZ4SNU1JB49
        Concord Minutemen Capital Co LLC
        2063C0V90
        
          
        
        700000.00000000
        PA
        USD
        699982.50000000
        0.038839796459
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-08-09
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ECUADOR
        5299003Y2U5XK0A35H71
        Ecuador Government International Bond
        000000000
        
          
        
        435840.00000000
        PA
        USD
        268045.96000000
        0.014873015437
        Long
        DBT
        NUSS
        EC
        N
        
        2
        
          2040-07-31
          Variable
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALBERTSONS COS/SAFEWAY
        N/A
        Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
        013092AC5
        
          
        
        4360000.00000000
        PA
        USD
        4612880.00000000
        0.255953999269
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SENSATA TECHNOLOGIES INC
        5493002MMDDCUNV7NY90
        Sensata Technologies Inc
        81728UAB0
        
          
        
        210000.00000000
        PA
        USD
        211575.00000000
        0.011739621970
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377CQ3
        
          
        
        598000.00000000
        PA
        USD
        595010.00000000
        0.033015207225
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        InTown Hotel Portfolio Trust
        N/A
        InTown Hotel Portfolio Trust 2018-STAY
        46117MAL8
        
          
        
        3835000.00000000
        PA
        USD
        3843547.06000000
        0.213266168074
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-01-15
          Floating
          1.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK NY
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG/New York NY
        251526CF4
        
          
        
        3023000.00000000
        PA
        USD
        3114108.35000000
        0.172791940467
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2032-01-14
          Fixed
          3.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Advance Receivables Trust Advance
        549300RNWDDBV4LFKJ17
        NRZ Advance Receivables Trust 2015-ON1
        62942QDC4
        
          
        
        180000.00000000
        PA
        USD
        180380.99000000
        0.010008765843
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-10-15
          Fixed
          1.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GWV2
        
          
        
        4906000.00000000
        PA
        USD
        5523383.99000000
        0.306474961790
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-23
          Fixed
          3.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ECUADOR
        5299003Y2U5XK0A35H71
        Ecuador Government International Bond
        000000000
        
          
        
        119808.00000000
        PA
        USD
        66195.12000000
        0.003672956091
        Long
        DBT
        NUSS
        EC
        N
        
        2
        
          2030-07-31
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sierra Receivables Funding Co LLC
        N/A
        Sierra Timeshare 2019-2 Receivables Funding LLC
        82652MAD2
        
          
        
        907627.70000000
        PA
        USD
        930328.83000000
        0.051620979664
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-05-20
          Fixed
          4.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QUANTA SERVICES INC
        SHVRXXEACT60MMH07S24
        Quanta Services Inc
        74762EAF9
        
          
        
        2043000.00000000
        PA
        USD
        2144505.21000000
        0.118991754598
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F020687
        
          
        
        12816000.00000000
        PA
        USD
        13064810.59000000
        0.724924671834
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOYNE USA INC
        N/A
        Boyne USA Inc
        103557AC8
        
          
        
        999000.00000000
        PA
        USD
        1030218.75000000
        0.057163552744
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810FT0
        
          
        
        14521000.00000000
        PA
        USD
        20378181.56000000
        1.130720302312
        Long
        DBT
        UST
        US
        N
        
        2
        
          2036-02-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CBL & Associates LP
        549300VS75TWHD9JTH89
        CBL & Associates LP
        12505JAA1
        
          
        
        997000.00000000
        PA
        USD
        563305.00000000
        0.031255997892
        Long
        DBT
        
        US
        N
        
        2
        
          2023-12-01
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominican Republic
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        000000000
        
          
        
        1122000.00000000
        PA
        USD
        1220747.22000000
        0.067735369889
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2025-01-27
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRUDENTIAL FINANCIAL INC
        5PRBRS5FEH7NREC8OR45
        Prudential Financial Inc
        744320BH4
        
          
        
        1788000.00000000
        PA
        USD
        1887969.60000000
        0.104757411773
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-10-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        ANTHEM INC
        8MYN82XMYQH89CTMTH67
        Anthem Inc
        036752AN3
        
          
        
        2121000.00000000
        PA
        USD
        2177332.36000000
        0.120813228456
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQM MIDSTREAM PARTNERS L
        549300NELT611CL6XM83
        EQM Midstream Partners LP
        26885BAE0
        
          
        
        2310000.00000000
        PA
        USD
        2537899.98000000
        0.140819975726
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-07-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIRLINES HOLDINGS
        98450079DA0B78DD6764
        United Airlines Holdings Inc
        910047AK5
        
          
        
        1500000.00000000
        PA
        USD
        1530000.00000000
        0.084894820347
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-15
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SF6
        
          
        
        3526000.00000000
        PA
        USD
        4368934.38000000
        0.242418234835
        Long
        DBT
        UST
        US
        N
        
        2
        
          2049-02-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Battalion CLO LTD
        N/A
        Battalion CLO Ltd
        07134WAA1
        
          
        
        2880000.00000000
        PA
        USD
        2881123.20000000
        0.159864337556
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-15
          Floating
          1.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Indonesia
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        455780BV7
        
          
        
        2780000.00000000
        PA
        USD
        3180153.20000000
        0.176456558555
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2026-01-08
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RZ3
        
          
        
        12316000.00000000
        PA
        USD
        14512674.12000000
        0.805262001420
        Long
        DBT
        UST
        US
        N
        
        2
        
          2047-11-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        321 Henderson Receivables LLC
        N/A
        JGWPT XXIII LLC
        46616PAA1
        
          
        
        1349261.71000000
        PA
        USD
        1553526.44000000
        0.086200227469
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2056-10-15
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T Inc
        00206RCN0
        
          
        
        504000.00000000
        PA
        USD
        549739.98000000
        0.030503318195
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-05-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust 2018-SUN
        61691MAJ6
        
          
        
        2015000.00000000
        PA
        USD
        2015582.13000000
        0.111838224066
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-07-15
          Floating
          1.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DENTSPLY SIRONA INC
        9NHEHR1SOZCYXDO8HO28
        DENTSPLY SIRONA Inc
        24906PAA7
        
          
        
        3535000.00000000
        PA
        USD
        3839342.43000000
        0.213032866566
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADT SEC CORP
        5493009JEEDYLVRA0J13
        ADT Security Corp/The
        00109LAA1
        
          
        
        2728000.00000000
        PA
        USD
        2747286.96000000
        0.152438191445
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-01
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARLES SCHWAB CORP
        549300VSGCJ7E698NM85
        Charles Schwab Corp/The
        808513AR6
        
          
        
        3340000.00000000
        PA
        USD
        3528043.44000000
        0.195759878441
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2017-3
        89169DAA9
        
          
        
        646116.95000000
        PA
        USD
        658204.76000000
        0.036521682909
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2057-07-25
          Variable
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023CY9
        
          
        
        3195000.00000000
        PA
        USD
        3810227.92000000
        0.211417395261
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PLAINS ALL AMER PIPELINE
        N/A
        Plains All American Pipeline LP / PAA Finance Corp
        72650RBM3
        
          
        
        1710000.00000000
        PA
        USD
        1832757.77000000
        0.101693883414
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAUDI ARABIAN OIL CO
        5586006WD91QHB7J4X50
        Saudi Arabian Oil Co
        80414L2G9
        
          
        
        647000.00000000
        PA
        USD
        653374.24000000
        0.036253652760
        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
        Sierra Timeshare 2018-3 Receivables Funding LLC
        82653GAD4
        
          
        
        905465.74000000
        PA
        USD
        933210.57000000
        0.051780878226
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2035-09-20
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023CX1
        
          
        
        3432000.00000000
        PA
        USD
        4743222.10000000
        0.263186266696
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-05-01
          Fixed
          5.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STORE Master Funding LLC
        N/A
        STORE Master Funding LLC
        86213AAB5
        
          
        
        753088.51000000
        PA
        USD
        772539.73000000
        0.042865765744
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2043-11-20
          Fixed
          5.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIVISION COMMUNICATIONS
        549300YQDE2JSGTL8V47
        Univision Communications Inc
        914906AU6
        
          
        
        725000.00000000
        PA
        USD
        779599.75000000
        0.043257503737
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          6.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSCG Trust
        N/A
        GSCG Trust 2019-600C
        36260TAE5
        
          
        
        1660000.00000000
        PA
        USD
        1707474.67000000
        0.094742323762
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-09-06
          Fixed
          3.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HP ENTERPRISE CO
        549300BX44RGX6ANDV88
        Hewlett Packard Enterprise Co
        42824CBG3
        
          
        
        1938000.00000000
        PA
        USD
        2092261.52000000
        0.116092918862
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-02
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apidos CLO
        549300IG6PHVJ3WBR394
        Apidos CLO XXXI
        03767VAL2
        
          
        
        2500000.00000000
        PA
        USD
        2501437.50000000
        0.138796789001
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-15
          Floating
          1.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTL FLAVOR & FRAGRANCES
        BZLRL03D3GPGMOGFO832
        International Flavors & Fragrances Inc
        459506AQ4
        
          
        
        2647000.00000000
        PA
        USD
        2705402.43000000
        0.150114152458
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-01
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES/SKYMILES
        N/A
        Delta Air Lines Inc / SkyMiles IP Ltd
        830867AB3
        
          
        
        2086000.00000000
        PA
        USD
        2331105.00000000
        0.129345581820
        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
        American Airlines 2013-1 Class A Pass Through Trust
        023772AB2
        
          
        
        1713700.72000000
        PA
        USD
        1646242.09000000
        0.091344723188
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        Anheuser-Busch InBev Worldwide Inc
        03523TBT4
        
          
        
        1089000.00000000
        PA
        USD
        1329282.24000000
        0.073757631997
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2048-10-06
          Fixed
          4.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MACQUARIE BANK LTD
        4ZHCHI4KYZG2WVRT8631
        Macquarie Bank Ltd
        556079AC5
        
          
        
        5304000.00000000
        PA
        USD
        5676286.01000000
        0.314959007227
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2030-06-03
          Fixed
          3.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EAP0
        
          
        
        2704000.00000000
        PA
        USD
        3111844.32000000
        0.172666316663
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-05-12
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN HOMES 4 RENT
        549300N4PXZ37U8QKI55
        American Homes 4 Rent LP
        02666TAD9
        
          
        
        630000.00000000
        PA
        USD
        651083.64000000
        0.036126554672
        Long
        DBT
        
        US
        N
        
        2
        
          2051-07-15
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC 2020-RPL4 Trust
        126405AA7
        
          
        
        8934093.21000000
        PA
        USD
        9173251.74000000
        0.508994482657
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-01-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Orange Lake Timeshare Trust
        N/A
        Orange Lake Timeshare Trust 2019-A
        68504UAA9
        
          
        
        496832.34000000
        PA
        USD
        514894.48000000
        0.028569852534
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-04-09
          Fixed
          3.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trafigura Securitisation Finance Plc
        N/A
        Trafigura Securitisation Finance PLC 2018-1
        892725AK8
        
          
        
        8090000.00000000
        PA
        USD
        8117781.06000000
        0.450429780853
        Long
        ABS-O
        CORP
        IE
        N
        
        2
        
          2022-03-15
          Fixed
          3.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MU2
        
          
        
        3111000.00000000
        PA
        USD
        3214596.30000000
        0.178367696324
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-10
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WRKCo Inc
        549300JEB576INN13W07
        WRKCo Inc
        92940PAE4
        
          
        
        2405000.00000000
        PA
        USD
        2737302.29000000
        0.151884173951
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCHLUMBERGER HLDGS CORP
        529900IKZG65COT1D505
        Schlumberger Holdings Corp
        806851AK7
        
          
        
        1737000.00000000
        PA
        USD
        1950720.88000000
        0.108239280166
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-17
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Bank NA
        KB1H1DSPRFMYMCUFXT09
        Wells Fargo Bank NA
        94980VAG3
        
          
        
        459000.00000000
        PA
        USD
        638425.44000000
        0.035424191525
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-08-26
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust
        N/A
        Citigroup Commercial Mortgage Trust 2019-PRM
        29429JAG5
        
          
        
        2380000.00000000
        PA
        USD
        2521443.16000000
        0.139906839270
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-10
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        BXP Trust 2017-CQHP
        12433QAL8
        
          
        
        1825000.00000000
        PA
        USD
        1704214.75000000
        0.094561441198
        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
        Dell International LLC / EMC Corp
        24703TAD8
        
          
        
        4652000.00000000
        PA
        USD
        5599147.39000000
        0.310678831222
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          6.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEVRON USA INC
        VA8TZDWPEZYU430RZ444
        Chevron USA Inc
        166756AS5
        
          
        
        2562000.00000000
        PA
        USD
        2857693.49000000
        0.158564297673
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STERICYCLE INC
        B8PTJH2P0AXSWSMP2136
        Stericycle Inc
        858912AF5
        
          
        
        3987000.00000000
        PA
        USD
        4097439.90000000
        0.227353872022
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIENTIFIC GAMES INTERNA
        RLTHESQ0RNFQJWPBJN60
        Scientific Games International Inc
        80874YBC3
        
          
        
        699000.00000000
        PA
        USD
        753172.50000000
        0.041791139920
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ISTAR INC
        QFFLKWYYS3UPWD86E794
        iStar Inc
        45031UCJ8
        
          
        
        3496000.00000000
        PA
        USD
        3653320.00000000
        0.202711075209
        Long
        DBT
        
        US
        N
        
        2
        
          2026-02-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CELULOSA ARAUCO CONSTITU
        549300QEKV8G0AMNQD28
        Celulosa Arauco y Constitucion SA
        151191BG7
        
          
        
        1560000.00000000
        PA
        USD
        1881750.00000000
        0.104412306005
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2049-04-30
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        QUALCOMM Inc
        H1J8DDZKZP6H7RWC0H53
        QUALCOMM Inc
        747525AU7
        
          
        
        1698000.00000000
        PA
        USD
        1876801.05000000
        0.104137704553
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-20
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        Air Lease Corp
        00914AAF9
        
          
        
        1121000.00000000
        PA
        USD
        1164960.55000000
        0.064639945492
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        7-ELEVEN INC
        549300K23JPL0SS3LB18
        7-Eleven Inc
        817826AE0
        
          
        
        4817000.00000000
        PA
        USD
        4694762.03000000
        0.260497371966
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-10
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QDG4
        
          
        
        2440000.00000000
        PA
        USD
        2689099.60000000
        0.149209560416
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2025-10-16
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mill City Mortgage Trust
        N/A
        Mill City Mortgage Loan Trust 2019-1
        59981AAC0
        
          
        
        6789257.80000000
        PA
        USD
        7170148.06000000
        0.397848647984
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2069-10-25
          Variable
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Qatar
        52990074F6OJOAXK4P65
        Qatar Government International Bond
        74727PAW1
        
          
        
        2657000.00000000
        PA
        USD
        2813672.66000000
        0.156121722213
        Long
        DBT
        NUSS
        QA
        N
        
        2
        
          2023-04-23
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BHMS Mortgage Trust
        N/A
        BHMS 2018-ATLS
        05549GAJ0
        
          
        
        4065000.00000000
        PA
        USD
        4066199.58000000
        0.225620446300
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-07-15
          Floating
          1.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIACOMCBS INC
        5KYC8KF17ROCY24M3H09
        ViacomCBS Inc
        92556HAD9
        
          
        
        1611000.00000000
        PA
        USD
        1882561.15000000
        0.104457314131
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-05-19
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        NOVELIS CORP
        549300G5F3W3B52WYL23
        Novelis Corp
        670001AH9
        
          
        
        236000.00000000
        PA
        USD
        238416.64000000
        0.013228978967
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-15
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VNO Mortgage Trust
        N/A
        VNDO 2012-6AVE Mortgage Trust
        91830CAN8
        
          
        
        4000000.00000000
        PA
        USD
        4072576.40000000
        0.225974275704
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-11-15
          Variable
          3.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital Automotive Reit
        N/A
        CARS-DB4 LP
        12510HAD2
        
          
        
        5998731.26000000
        PA
        USD
        6175573.86000000
        0.342662897637
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-02-15
          Fixed
          3.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TECK RESOURCES LIMITED
        T8KI5SQ2JRWHL7XY0E11
        Teck Resources Ltd
        878742AW5
        
          
        
        3073000.00000000
        PA
        USD
        4133546.38000000
        0.229357305442
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2041-07-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gotham Funding Corp
        549300Z2ZR7VTUMRPR17
        Gotham Funding Corp
        38346LXC5
        
          
        
        500000.00000000
        PA
        USD
        499876.67000000
        0.027736562153
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-10-12
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHENIERE ENERGY PARTNERS
        5493005UEC8AZ34LDV29
        Cheniere Energy Partners LP
        16411QAG6
        
          
        
        1735000.00000000
        PA
        USD
        1871631.25000000
        0.103850848839
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Welk Resorts LLC
        N/A
        Welk Resorts 2019-A LLC
        94946DAA9
        
          
        
        1203497.64000000
        PA
        USD
        1253432.32000000
        0.069548961845
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-06-15
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MV24 CAPITAL BV
        N/A
        MV24 Capital BV
        55388RAA4
        
          
        
        2777965.75000000
        PA
        USD
        3011648.23000000
        0.167106755186
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2034-06-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BB-UBS Trust
        N/A
        BB-UBS Trust
        05490AAE3
        
          
        
        2345000.00000000
        PA
        USD
        1899414.12000000
        0.105392431687
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-06-05
          Variable
          3.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RS9
        
          
        
        9450000.00000000
        PA
        USD
        10601718.75000000
        0.588255561210
        Long
        DBT
        UST
        US
        N
        
        2
        
          2046-05-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tencent Holdings Ltd
        254900N4SLUMW4XUYY11
        Tencent Holdings Ltd
        88032WAL0
        
          
        
        1686000.00000000
        PA
        USD
        1790505.90000000
        0.099349461902
        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
        New Residential Mortgage Loan Trust 2019-5
        64830MAG8
        
          
        
        6314498.23000000
        PA
        USD
        6581269.36000000
        0.365173647041
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-08-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARLES RIVER LABORATORI
        549300BSQ0R4UZ5KX287
        Charles River Laboratories International Inc
        159864AG2
        
          
        
        846000.00000000
        PA
        USD
        868207.50000000
        0.048174065187
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUIFAX INC
        5493004MCF8JDC86VS77
        Equifax Inc
        294429AQ8
        
          
        
        1680000.00000000
        PA
        USD
        1772670.43000000
        0.098359828555
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-01
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ocwen Master Advance Receivables Trust
        549300THGK42AVJMPW70
        Ocwen Master Advance Receivables Trust
        67575NBZ5
        
          
        
        1386000.00000000
        PA
        USD
        1399882.73000000
        0.077675028019
        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
        Store Master Funding I-VII and XIV
        86212XAC4
        
          
        
        1133903.62000000
        PA
        USD
        1195870.55000000
        0.066355042810
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2049-11-20
          Fixed
          3.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828ZQ6
        
          
        
        7078900.00000000
        PA
        USD
        6752606.95000000
        0.374680623460
        Long
        DBT
        UST
        US
        N
        
        2
        
          2030-05-15
          Fixed
          0.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIR 2019-1 AA PTT
        N/A
        United Airlines 2019-1 Class AA Pass Through Trust
        90931CAA6
        
          
        
        2022195.75000000
        PA
        USD
        2194297.95000000
        0.121754594936
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-25
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        GS Mortgage Securities Corp Trust 2020-UPTN
        36258PAG2
        
          
        
        6318000.00000000
        PA
        USD
        6620678.95000000
        0.367360359500
        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
        New Residential Mortgage Loan Trust 2019-3
        64830EAC5
        
          
        
        5705657.41000000
        PA
        USD
        6138069.79000000
        0.340581916405
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-11-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARRIOTT INTERNATIONAL
        225YDZ14ZO8E1TXUSU86
        Marriott International Inc/MD
        571903BD4
        
          
        
        2772000.00000000
        PA
        USD
        3198126.78000000
        0.177453855186
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Colombia
        549300MHDRBVRF6B9117
        Colombia Government International Bond
        195325CX1
        
          
        
        1300000.00000000
        PA
        USD
        1412983.00000000
        0.078401920221
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2026-01-28
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSTELLATION BRANDS INC
        5493005GKEG8QCVY7037
        Constellation Brands Inc
        21036PBE7
        
          
        
        1344000.00000000
        PA
        USD
        1453031.29000000
        0.080624072106
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HEALTHCARE TRUST OF AMER
        549300IYGAS4GE6VDL07
        Healthcare Trust of America Holdings LP
        42225UAG9
        
          
        
        1525000.00000000
        PA
        USD
        1644975.06000000
        0.091274419734
        Long
        DBT
        
        US
        N
        
        2
        
          2030-02-15
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        GS Mortgage Securities Trust 2013-G1
        36197QAC3
        
          
        
        2000000.00000000
        PA
        USD
        2001058.20000000
        0.111032337511
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-04-10
          Variable
          3.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tharaldson Hotel Portfolio Trust
        N/A
        Tharaldson Hotel Portfolio Trust 2018-THPT
        88327HAJ2
        
          
        
        1405489.25000000
        PA
        USD
        1405547.86000000
        0.077989368015
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-11-11
          Floating
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2005-11
        12669GUR0
        
          
        
        123743.81000000
        PA
        USD
        117874.23000000
        0.006540465084
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-04-25
          Floating
          0.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967LS8
        
          
        
        7825000.00000000
        PA
        USD
        8617200.97000000
        0.478140998851
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-27
          Fixed
          3.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASHTON WOODS USA/FINANCE
        N/A
        Ashton Woods USA LLC / Ashton Woods Finance Co
        045086AH8
        
          
        
        2000000.00000000
        PA
        USD
        2225000.00000000
        0.123458153772
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          9.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LADDER CAP FIN LLLP/CORP
        N/A
        Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
        505742AM8
        
          
        
        5711000.00000000
        PA
        USD
        5701481.48000000
        0.316357023501
        Long
        DBT
        
        US
        N
        
        2
        
          2027-02-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Black Hills Corp
        3MGELCRSTNSAMJ962671
        Black Hills Corp
        092113AM1
        
          
        
        1874000.00000000
        PA
        USD
        2018449.76000000
        0.111997339709
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBE0
        
          
        
        1219000.00000000
        PA
        USD
        1228448.18000000
        0.068162671599
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599DC6
        
          
        
        5870000.00000000
        PA
        USD
        6425243.30000000
        0.356516258588
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          5.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377CR1
        
          
        
        854000.00000000
        PA
        USD
        860405.00000000
        0.047741129346
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        9127964L0
        
          
        
        3993000.00000000
        PA
        USD
        3992820.87000000
        0.221548895710
        Long
        STIV
        UST
        US
        N
        
        2
        
          2021-09-09
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Wellfleet CLO Ltd
        254900SGJWAIVC8ISP96
        Wellfleet CLO 2016-2 Ltd
        94949LAN0
        
          
        
        4975000.00000000
        PA
        USD
        4935747.25000000
        0.273868873246
        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
        American Airlines 2014-1 Class A Pass Through Trust
        02377AAA6
        
          
        
        1223789.75000000
        PA
        USD
        1244698.57000000
        0.069064353912
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Quest Diagnostics Inc
        8MCWUBXQ0WE04KMXBX50
        Quest Diagnostics Inc
        74834LBA7
        
          
        
        2067000.00000000
        PA
        USD
        2411204.76000000
        0.133790062039
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-30
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Commercial Mortgage Securities LLC
        N/A
        BBCMS 2017-DELC Mortgage Trust
        05552EAL4
        
          
        
        2130000.00000000
        PA
        USD
        2131298.02000000
        0.118258929747
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-15
          Floating
          1.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCJ8
        
          
        
        1075300.00000000
        PA
        USD
        1084792.88000000
        0.060191697164
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-06-30
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSAA Home Equity Trust
        N/A
        GSAA Home Equity Trust 2006-1
        362341Z44
        
          
        
        1125939.46000000
        PA
        USD
        648783.43000000
        0.035998923355
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-01-25
          Floating
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Constellation Brands Inc
        5493005GKEG8QCVY7037
        Constellation Brands Inc
        21036PAQ1
        
          
        
        3681000.00000000
        PA
        USD
        4102822.80000000
        0.227652551975
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-06
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2018-2
        89175VAA1
        
          
        
        2956943.34000000
        PA
        USD
        3061486.96000000
        0.169872147362
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2058-03-25
          Variable
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJM2
        
          
        
        5282000.00000000
        PA
        USD
        5182469.27000000
        0.287558691262
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-10-24
          Fixed
          2.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VSE VOI Mortgage LLC
        549300E4XED7XGXU7L27
        VSE 2018-A Voi Mortgage LLC
        918286AA3
        
          
        
        568215.53000000
        PA
        USD
        597829.96000000
        0.033171677811
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-02-20
          Fixed
          3.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABF1
        
          
        
        2439000.00000000
        PA
        USD
        2753850.51000000
        0.152802381901
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC 2021-RPL2Trust
        12656TAB4
        
          
        
        7996893.93000000
        PA
        USD
        7937297.08000000
        0.440415300423
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-01-25
          Variable
          1.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIR 2014-2 A PTT
        N/A
        United Airlines 2014-2 Class A Pass Through Trust
        90932QAA4
        
          
        
        1425778.52000000
        PA
        USD
        1520106.46000000
        0.084345859366
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-03
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCB5
        
          
        
        12798700.00000000
        PA
        USD
        13252653.89000000
        0.735347497460
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-05-15
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2016-2
        89172PAJ8
        
          
        
        171234.87000000
        PA
        USD
        172619.61000000
        0.009578111620
        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
        Citigroup Mortgage Loan Trust 2015-A
        17323MAA3
        
          
        
        26676.92000000
        PA
        USD
        26983.68000000
        0.001497238343
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-06-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZOETIS INC
        549300HD9Q1LOC9KLJ48
        Zoetis Inc
        98978VAS2
        
          
        
        1486000.00000000
        PA
        USD
        1504148.79000000
        0.083460419151
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds
        912828ZZ6
        
          
        
        4560692.40000000
        PA
        USD
        5174188.67000000
        0.287099227177
        Long
        DBT
        UST
        US
        N
        
        2
        
          2030-07-15
          Fixed
          0.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan Trust
        N/A
        New Residential Mortgage Loan Trust 2018-RPL1
        64829VAA4
        
          
        
        3466294.58000000
        PA
        USD
        3587582.65000000
        0.199063519315
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-12-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AL1
        
          
        
        324000.00000000
        PA
        USD
        303750.00000000
        0.016854118745
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2031-02-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITGO HOLDING INC
        549300NYHOALWZ2BSL72
        Citgo Holding Inc
        17302WAB4
        
          
        
        700000.00000000
        PA
        USD
        698250.00000000
        0.038743665560
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-01
          Fixed
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Accredit Loans, Inc.
        N/A
        RALI Series 2007-QH5 Trust
        75116EAA0
        
          
        
        172564.96000000
        PA
        USD
        168884.08000000
        0.009370838974
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-06-25
          Floating
          0.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL ATLANTIC
        N/A
        Global Atlantic Fin Co
        37959GAC1
        
          
        
        5907000.00000000
        PA
        USD
        5992198.61000000
        0.332487989856
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-10-15
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust
        N/A
        CGMS Commercial Mortgage Trust 2017-MDDR
        125333AY0
        
          
        
        2200000.00000000
        PA
        USD
        2164723.88000000
        0.120113624113
        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
        Orange Lake Timeshare Trust 2018-A
        68504WAC1
        
          
        
        653288.46000000
        PA
        USD
        668384.78000000
        0.037086539752
        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
        United Airlines 2019-2 Class AA Pass Through Trust
        90932JAA0
        
          
        
        1010121.64000000
        PA
        USD
        1018826.77000000
        0.056531448107
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-05-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CRH America Finance Inc
        549300WEVUODRJ4CWK56
        CRH America Finance Inc
        12636YAA0
        
          
        
        2580000.00000000
        PA
        USD
        2846580.87000000
        0.157947693831
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-05-09
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        SPS Servicer Advance Receivables Trust
        N/A
        SPS Servicer Advance Receivables Trust II
        78472JAD5
        
          
        
        540000.00000000
        PA
        USD
        542191.10000000
        0.030084454920
        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
        Diamond Sports Group LLC / Diamond Sports Finance Co
        25277LAC0
        
          
        
        690000.00000000
        PA
        USD
        273412.50000000
        0.015170787626
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-15
          Fixed
          6.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd
        05401AAK7
        
          
        
        4641000.00000000
        PA
        USD
        5296122.54000000
        0.293864948738
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Accredit Loans, Inc.
        N/A
        RALI Series 2006-QO1 Trust
        761118RM2
        
          
        
        3004525.74000000
        PA
        USD
        1903256.19000000
        0.105605615898
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-02-25
          Floating
          0.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ally Financial Inc
        549300JBN1OSM8YNAI90
        Ally Financial Inc
        36186CBY8
        
          
        
        3848000.00000000
        PA
        USD
        5590514.74000000
        0.310199833006
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-01
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VFR0
        
          
        
        4770000.00000000
        PA
        USD
        4624467.01000000
        0.256596925500
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-20
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Longfellow Place CLO Ltd
        549300FY38ZCUKZQU403
        Longfellow Place CLO Ltd
        54303PAY1
        
          
        
        6662363.08000000
        PA
        USD
        6662922.72000000
        0.369704331569
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-04-15
          Floating
          1.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOLCIM FINANCE US LLC
        529900FB2F1WKLFNGY62
        Holcim Finance US LLC
        50587KAA9
        
          
        
        2427000.00000000
        PA
        USD
        2659457.74000000
        0.147564828142
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-09-22
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VFX7
        
          
        
        1973000.00000000
        PA
        USD
        1905846.97000000
        0.105749370017
        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
        NRZ Advance Receivables Trust 2015-ON1
        62942QDB6
        
          
        
        6216000.00000000
        PA
        USD
        6221894.01000000
        0.345233055031
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-10-15
          Fixed
          1.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        Natwest Group PLC
        639057AB4
        
          
        
        2701000.00000000
        PA
        USD
        2721975.94000000
        0.151033763670
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2035-11-28
          Fixed
          3.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley ReRemic Trust
        N/A
        Morgan Stanley Resecuritization Trust 2014-R4
        61763TBE4
        
          
        
        347232.84000000
        PA
        USD
        348955.64000000
        0.019362435533
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-11-21
          Variable
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYSCO CORPORATION
        5RGWIFLMGH3YS7KWI652
        Sysco Corp
        871829BL0
        
          
        
        2267000.00000000
        PA
        USD
        2936640.02000000
        0.162944788837
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-04-01
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2021-08-30
      TRANSAMERICA FUNDS
      Vincent Toner
      Vincent Toner
      Treasurer
    
  
  XXXX

Transamerica Bond

 

SCHEDULE OF INVESTMENTS

At July 31, 2021

(unaudited)

 

     Principal      Value  
ASSET-BACKED SECURITIES - 13.7%  

321 Henderson Receivables VI LLC

      

Series 2010-1A, Class A,

      

5.56%, 07/15/2059 (A)

      $  619,324        $  679,914  

Apidos CLO XXXI

      

Series 2019-31A, Class BR,

      

3-Month LIBOR + 1.55%,
1.68% (B), 04/15/2031 (A)

      2,500,000        2,501,437  

Avid Automobile Receivables Trust

      

Series 2019-1, Class A,

      

2.62%, 02/15/2024 (A)

      256,408        257,437  

Battalion CLO Ltd.

      

Series 2021-21A, Class A,

      

3-Month LIBOR + 1.18%,
1.31% (B), 07/15/2034 (A)

      2,880,000        2,881,123  

BRE Grand Islander Timeshare Issuer LLC

      

Series 2017-1A, Class A,

      

2.94%, 05/25/2029 (A)

      159,303        163,194  

BXG Receivables Note Trust

      

Series 2015-A, Class A,

      

2.88%, 05/02/2030 (A)

      672,538        673,487  

Series 2020-A, Class A,

      

1.55%, 02/28/2036 (A)

      1,543,982        1,546,787  

Capital Automotive

      

Series 2021-1A, Class A3,

      

1.92%, 08/15/2051 (A) (C)

      4,120,000        4,118,975  

CARS-DB4, LP

      

Series 2020-1A, Class A1,

      

2.69%, 02/15/2050 (A)

      1,129,309        1,166,473  

Series 2020-1A, Class A4,

      

3.19%, 02/15/2050 (A)

      5,998,731        6,175,574  

CIFC Funding Ltd.

      

Series 2015-2A, Class BR2,

      

3-Month LIBOR + 1.50%,
1.63% (B), 04/15/2030 (A)

      7,030,000        7,009,887  

Countrywide Asset-Backed Certificates

      

Series 2002-S3, Class A5,

      

4.93% (B), 05/25/2032

      6,731        6,692  

DataBank Issuer

      

Series 2021-1A, Class A2,

      

2.06%, 02/27/2051 (A)

      5,727,000        5,842,940  

Diamond Infrastructure Funding LLC

      

Series 2021-1A, Class A,

      

1.76%, 04/15/2049 (A)

      3,375,000        3,396,330  

Diamond Resorts Owner Trust

      

Series 2019-1A, Class A,

      

2.89%, 02/20/2032 (A)

      1,193,716        1,230,931  

ExteNet LLC

      

Series 2019-1A, Class A2,

      

3.20%, 07/26/2049 (A)

      2,765,000        2,851,887  

GSAA Home Equity Trust

      

Series 2006-1, Class A3,

      

1-Month LIBOR + 0.66%,
0.75% (B), 01/25/2036

      1,125,939        648,783  

Hilton Grand Vacations Trust

      

Series 2018-AA, Class C,

      

4.00%, 02/25/2032 (A)

      814,936        850,515  

HIN Timeshare Trust

      

Series 2020-A, Class A,

      

1.39%, 10/09/2039 (A)

      2,481,105        2,511,851  
     Principal      Value  
ASSET-BACKED SECURITIES (continued)  

JG Wentworth XXI LLC

      

Series 2010-2A, Class A,

      

4.07%, 01/15/2048 (A)

      $   468,838        $   494,924  

JGWPT XXIII LLC

      

Series 2011-1A, Class A,

      

4.70%, 10/15/2056 (A)

      1,349,262        1,553,526  

Lehman XS Trust

      

Series 2005-8, Class 1A3,

      

1-Month LIBOR + 0.70%,
0.79% (B), 12/25/2035

      1,058,937        1,143,245  

Longfellow Place CLO Ltd.

      

Series 2013-1A, Class AR3,

      

3-Month LIBOR + 1.00%,
1.13% (B), 04/15/2029 (A)

      6,662,363        6,662,923  

Mountain View CLO Ltd.

      

Series 2014-1A, Class BRR,

      

3-Month LIBOR + 1.45%,
1.58% (B), 10/15/2026 (A)

      2,000,000        2,000,592  

MVW LLC

      

Series 2019-2A, Class B,

      

2.44%, 10/20/2038 (A)

      1,107,237        1,120,943  

Series 2021-1WA, Class C,

      

1.94%, 01/22/2041 (A)

      3,158,434        3,174,652  

MVW Owner Trust

      

Series 2019-1A, Class A,

      

2.89%, 11/20/2036 (A)

      1,903,182        1,965,585  

NADG NNN Operating, LP

      

Series 2019-1, Class A,

      

3.37%, 12/28/2049 (A)

      5,406,854        5,575,452  

New Residential Advance Receivables Trust

      

Series 2020-T1, Class AT1,

      

1.43%, 08/15/2053 (A)

      10,800,000        10,825,917  

Series 2020-T1, Class BT1,

      

1.82%, 08/15/2053 (A)

      2,400,000        2,404,778  

Series 2020-T1, Class DT1,

      

3.01%, 08/15/2053 (A)

      3,390,000        3,409,737  

NRZ Advance Receivables Trust

      

Series 2020-T2, Class AT2,

      

1.48%, 09/15/2053 (A)

      25,800,000        25,875,852  

Series 2020-T2, Class CT2,

      

2.17%, 09/15/2053 (A)

      1,200,000        1,205,441  

Series 2020-T3, Class AT3,

      

1.32%, 10/15/2052 (A)

      6,216,000        6,221,894  

Series 2020-T3, Class BT3,

      

1.57%, 10/15/2052 (A)

      180,000        180,381  

Series 2020-T3, Class CT3,

      

1.81%, 10/15/2052 (A)

      900,000        902,414  

Series 2020-T3, Class DT3,

      

2.46%, 10/15/2052 (A)

      720,000        721,216  

Octagon Investment Partners Ltd.

      

Series 2021-1A, Class A1,

      

3-Month LIBOR + 1.12%,
1.25% (B), 07/15/2034 (A)

      2,750,000        2,751,716  

Ocwen Master Advance Receivables Trust

      

Series 2020-T1, Class AT1,

      

1.28%, 08/15/2052 (A)

      10,116,000        10,097,231  

Series 2020-T1, Class BT1,

      

1.77%, 08/15/2052 (A)

      1,426,000        1,437,110  

Series 2020-T1, Class CT1,

      

2.32%, 08/15/2052 (A)

      591,000        595,856  

Series 2020-T1, Class DT1,

      

3.06%, 08/15/2052 (A)

      1,386,000        1,399,883  
 

 

Transamerica Funds

     Page    1         

Transamerica Bond

 

SCHEDULE OF INVESTMENTS (continued)

At July 31, 2021

(unaudited)

 

     Principal      Value  
ASSET-BACKED SECURITIES (continued)  

Orange Lake Timeshare Trust

      

Series 2016-A, Class A,

      

2.61%, 03/08/2029 (A)

      $   324,410        $   328,270  

Series 2018-A, Class C,

      

3.74%, 11/08/2030 (A)

      653,288        668,385  

Series 2019-A, Class A,

      

3.06%, 04/09/2038 (A)

      496,832        514,894  

Series 2019-A, Class C,

      

3.61%, 04/09/2038 (A)

      496,830        513,437  

OZLM Funding IV Ltd.

      

Series 2013-4A, Class A2R,

      

3-Month LIBOR + 1.70%,
1.84% (B), 10/22/2030 (A)

      3,750,000        3,727,567  

Pikes Peak CLO 4

      

Series 2019-4A, Class AR,

      

3-Month LIBOR + 1.20%,
0.00% (B), 07/15/2034 (A) (C)

      4,395,000        4,395,914  

Sierra Timeshare Receivables Funding LLC

      

Series 2018-3A, Class A,

      

3.69%, 09/20/2035 (A)

      841,924        879,668  

Series 2018-3A, Class D,

      

5.20%, 09/20/2035 (A)

      905,466        933,211  

Series 2019-1A, Class B,

      

3.42%, 01/20/2036 (A)

      649,764        671,532  

Series 2019-2A, Class A,

      

2.59%, 05/20/2036 (A)

      894,555        917,182  

Series 2019-2A, Class D,

      

4.54%, 05/20/2036 (A)

      907,628        930,329  

Series 2020-2A, Class A,

      

1.33%, 07/20/2037 (A)

      457,041        460,747  

Series 2020-2A, Class B,

      

2.32%, 07/20/2037 (A)

      2,219,464        2,261,537  

Series 2021-1A, Class C,

      

1.79%, 11/20/2037 (A)

      4,822,922        4,855,762  

Series 2021-1A, Class D,

      

3.17%, 11/20/2037 (A)

      2,846,581        2,874,754  

Small Business Lending Trust

      

Series 2019-A, Class A,

      

2.85%, 07/15/2026 (A)

      249,108        249,021  

Soundview Home Loan Trust

      

Series 2006-3, Class A3,

      

1-Month LIBOR + 0.32%,
0.41% (B), 11/25/2036

      210,111        209,704  

SPS Servicer Advance Receivables Trust II

      

Series 2020-T1, Class AT1,

      

1.28%, 11/15/2052 (A)

      4,754,000        4,773,252  

Series 2020-T1, Class CT1,

      

1.82%, 11/15/2052 (A)

      982,000        985,973  

Series 2020-T1, Class DT1,

      

2.37%, 11/15/2052 (A)

      540,000        542,191  

STORE Master Funding I LLC

      

Series 2015-1A, Class A2,

      

4.17%, 04/20/2045 (A)

      1,041,406        1,094,003  

STORE Master Funding I-VII & XIV

      

Series 2019-1, Class A3,

      

3.32%, 11/20/2049 (A)

      1,133,475        1,195,419  

STORE Master Funding LLC

      

Series 2013-3A, Class A2,

      

5.21%, 11/20/2043 (A)

      753,089        772,540  

Sunnova Helios II Issuer LLC

      

Series 2021-A, Class A,

      

1.80%, 02/20/2048 (A)

      2,660,528        2,662,392  
     Principal      Value  
ASSET-BACKED SECURITIES (continued)  

TICP CLO III Ltd.

      

Series 2018-3R, Class B,

      

3-Month LIBOR + 1.35%,
1.48% (B), 04/20/2028 (A)

      $   1,250,000        $   1,249,997  

Towd Point Mortgage Trust

      

Series 2016-2, Class A1A,

      

2.75% (B), 08/25/2055 (A)

      171,235        172,620  

Series 2016-4, Class A1,

      

2.25% (B), 07/25/2056 (A)

      380,666        383,604  

Series 2017-1, Class A1,

      

2.75% (B), 10/25/2056 (A)

      1,097,048        1,113,459  

Series 2017-3, Class A1,

      

2.75% (B), 07/25/2057 (A)

      646,117        658,205  

Series 2017-4, Class A1,

      

2.75% (B), 06/25/2057 (A)

      3,482,573        3,580,426  

Series 2017-6, Class A1,

      

2.75% (B), 10/25/2057 (A)

      3,314,095        3,386,942  

Series 2018-2, Class A1,

      

3.25% (B), 03/25/2058 (A)

      2,956,943        3,061,487  

Series 2018-3, Class A1,

      

3.75% (B), 05/25/2058 (A)

      5,730,991        6,044,813  

Series 2018-4, Class A1,

      

3.00% (B), 06/25/2058 (A)

      4,354,943        4,525,039  

Series 2018-5, Class A1A,

      

3.25% (B), 07/25/2058 (A)

      1,898,450        1,934,792  

Series 2019-1, Class A1,

      

3.72% (B), 03/25/2058 (A)

      7,984,639        8,417,846  

Series 2020-4, Class A1,

      

1.75%, 10/25/2060 (A)

      11,366,048        11,523,215  

Trafigura Securitisation Finance PLC

      

Series 2018-1A, Class A2,

      

3.73%, 03/15/2022 (A)

      8,090,000        8,117,781  

Vantage Data Centers LLC

      

Series 2020-1A, Class A2,

      

1.65%, 09/15/2045 (A)

      6,085,000        6,138,984  

VB-S1 Issuer LLC

      

Series 2018-1A, Class C,

      

3.41%, 02/15/2048 (A)

      3,100,000        3,142,408  

VSE VOI Mortgage LLC

      

Series 2018-A, Class A,

      

3.56%, 02/20/2036 (A)

      568,216        597,830  

Welk Resorts LLC

      

Series 2019-AA, Class A,

      

2.80%, 06/15/2038 (A)

      1,203,498        1,253,432  

Wellfleet CLO Ltd.

      

Series 2016-2A, Class A2R,

      

3-Month LIBOR + 1.58%,
1.71% (B), 10/20/2028 (A)

      4,975,000        4,935,747  

Series 2017-2A, Class A2R,

      

3-Month LIBOR + 1.62%,
1.75% (B), 10/20/2029 (A)

      4,000,000        3,990,932  
     

 

 

  

Total Asset-Backed Securities
(Cost $244,958,294)

 

      247,882,728  
     

 

 

  
CORPORATE DEBT SECURITIES - 51.3%  
Aerospace & Defense - 0.9%  

BAE Systems PLC

      

3.40%, 04/15/2030 (A)

      1,460,000        1,611,648  

Boeing Co.

      

5.15%, 05/01/2030

      3,195,000        3,810,228  

5.93%, 05/01/2060

      3,432,000        4,743,222  

Embraer Finance BV

      

6.95%, 01/17/2028 (A)

      2,343,000        2,642,927  
 

 

Transamerica Funds

     Page    2         

Transamerica Bond

 

SCHEDULE OF INVESTMENTS (continued)

At July 31, 2021

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Aerospace & Defense (continued)  

L3 Harris Technologies, Inc.

      

2.90%, 12/15/2029

      $   1,597,000        $   1,716,937  

Northrop Grumman Corp.

      

3.20%, 02/01/2027

      738,000        806,606  
     

 

 

  
        15,331,568  
     

 

 

  
Airlines - 1.0%  

American Airlines Pass-Through Trust

      

3.15%, 08/15/2033

      2,479,099        2,548,641  

3.70%, 04/01/2028

      1,223,790        1,244,699  

4.00%, 01/15/2027

      1,713,701        1,646,242  

Continental Airlines Pass-Through Trust

      

6.90%, 10/19/2023

      30,632        31,008  

Delta Air Lines Pass-Through Trust

      

3.20%, 10/25/2025

      1,655,000        1,751,974  

Delta Air Lines, Inc. / SkyMiles IP Ltd.

      

4.75%, 10/20/2028 (A)

      2,086,000        2,331,105  

JetBlue Pass-Through Trust

      

2.75%, 11/15/2033

      2,674,374        2,742,532  

United Airlines Holdings, Inc.

      

4.88%, 01/15/2025 (D)

      1,500,000        1,530,000  

United Airlines Pass-Through Trust

      

2.70%, 11/01/2033

      1,010,122        1,018,827  

3.75%, 03/03/2028

      1,425,779        1,520,106  

4.15%, 02/25/2033

      2,022,196        2,194,298  

US Airways Pass-Through Trust

      

3.95%, 05/15/2027

      239,946        242,380  
     

 

 

  
        18,801,812  
     

 

 

  
Auto Components - 0.3%  

Clarios Global, LP / Clarios US Finance Co.

      

6.25%, 05/15/2026 (A)

      2,977,000        3,148,178  

Weichai International Hong Kong Energy Group Co. Ltd.

      

Fixed until 09/14/2022 (E),
3.75% (B) (F)

      1,600,000        1,615,995  
     

 

 

  
        4,764,173  
     

 

 

  
Automobiles - 0.4%  

Ford Motor Co.

      

8.50%, 04/21/2023

      2,053,000        2,279,302  

9.00%, 04/22/2025

      1,203,000        1,480,833  

General Motors Co.

      

6.25%, 10/02/2043

      2,723,000        3,789,478  
     

 

 

  
        7,549,613  
     

 

 

  
Banks - 6.9%  

Banco Santander SA

      

2.75%, 05/28/2025 - 12/03/2030

      8,400,000        8,690,208  

Bank of America Corp.

      

Fixed until 04/22/2031,
2.69% (B), 04/22/2032

      5,170,000        5,397,179  

Fixed until 10/24/2050,
2.83% (B), 10/24/2051

      5,282,000        5,182,469  

Fixed until 12/20/2027,
3.42% (B), 12/20/2028

      5,043,000        5,539,679  

4.18%, 11/25/2027

      4,874,000        5,488,687  

Barclays PLC

      

5.20%, 05/12/2026

      2,704,000        3,111,844  

BBVA Bancomer SA

      

Fixed until 09/13/2029,
5.88% (B), 09/13/2034 (A)

      4,955,000        5,376,026  

6.75%, 09/30/2022 (A)

      1,500,000        1,588,500  

BNP Paribas SA

      

Fixed until 03/14/2022 (E),
6.75% (A) (B)

      2,429,000        2,501,870  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Banks (continued)  

BPCE SA

      

4.50%, 03/15/2025 (A)

      $   4,654,000        $   5,162,587  

Citigroup, Inc.

      

Fixed until 10/27/2027,
3.52% (B), 10/27/2028

      7,825,000        8,617,201  

Fixed until 12/10/2025 (E),
4.00% (B)

      3,111,000        3,214,596  

Fixed until 09/12/2024 (E),
5.00% (B)

      1,412,000        1,484,930  

Commerzbank AG

      

8.13%, 09/19/2023 (A)

      2,891,000        3,281,747  

Credit Suisse AG

      

6.50%, 08/08/2023 (A)

      3,070,000        3,384,675  

Danske Bank A/S

      

Fixed until 12/20/2024,
3.24% (B), 12/20/2025 (A)

      3,008,000        3,207,652  

HBOS PLC

      

6.00%, 11/01/2033 (A)

      2,974,000        4,037,236  

Intesa Sanpaolo SpA

      

4.20%, 06/01/2032 (A)

      1,039,000        1,068,540  

5.02%, 06/26/2024 (A)

      595,000        645,527  

5.71%, 01/15/2026 (A)

      2,487,000        2,807,288  

JPMorgan Chase & Co.

      

Fixed until 05/13/2030,
2.96% (B), 05/13/2031

      3,357,000        3,568,367  

Fixed until 02/01/2025 (E),
4.60% (B)

      5,533,000        5,726,655  

Lloyds Banking Group PLC

      

Fixed until 06/27/2026 (E),
6.75% (B)

      2,567,000        2,952,050  

Macquarie Bank Ltd.

      

3.62%, 06/03/2030 (A)

      5,304,000        5,676,286  

Natwest Group PLC

      

Fixed until 08/28/2030,
3.03% (B), 11/28/2035

      2,701,000        2,721,976  

Synovus Bank

      

Fixed until 02/10/2022,
2.29% (B), 02/10/2023

      2,850,000        2,870,391  

Truist Financial Corp.

      

Fixed until 09/01/2025 (E),
4.95% (B)

      5,369,000        5,865,633  

UniCredit SpA

      

Fixed until 06/03/2031,
3.13% (B), 06/03/2032 (A)

      5,335,000        5,436,307  

Fixed until 06/30/2030,
5.46% (B), 06/30/2035 (A)

      1,858,000        2,050,299  

6.57%, 01/14/2022 (A)

      2,283,000        2,341,354  

Wells Fargo & Co.

      

Fixed until 03/15/2026 (E),
3.90% (B)

      3,903,000        4,051,860  

Wells Fargo Bank NA

      

5.95%, 08/26/2036

      459,000        638,425  
     

 

 

  
        123,688,044  
     

 

 

  
Beverages - 1.3%  

Anheuser-Busch InBev Worldwide, Inc.

      

4.44%, 10/06/2048

      1,089,000        1,329,282  

4.75%, 01/23/2029

      6,605,000        7,938,262  

Constellation Brands, Inc.

      

2.65%, 11/07/2022

      3,241,000        3,333,260  

3.15%, 08/01/2029

      1,344,000        1,453,031  

3.70%, 12/06/2026

      3,681,000        4,102,823  

Primo Water Holdings, Inc.

      

4.38%, 04/30/2029 (A)

      5,160,000        5,160,000  
     

 

 

  
        23,316,658  
     

 

 

  
Biotechnology - 0.5%  

AbbVie, Inc.

      

3.20%, 05/14/2026

      1,682,000        1,833,527  

3.25%, 10/01/2022

      1,758,000        1,805,361  

4.05%, 11/21/2039

      1,711,000        2,014,489  
 

 

Transamerica Funds

     Page    3         

Transamerica Bond

 

SCHEDULE OF INVESTMENTS (continued)

At July 31, 2021

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Biotechnology (continued)  

Amgen, Inc.

      

2.20%, 02/21/2027

      $   2,344,000        $   2,464,984  

Biogen, Inc.

      

2.25%, 05/01/2030

      1,496,000        1,522,778  
     

 

 

  
        9,641,139  
     

 

 

  
Building Products - 0.7%  

Associated Materials LLC / AMH New Finance, Inc.

      

9.00%, 09/01/2025 (A)

      830,000        879,800  

Builders FirstSource, Inc.

      

5.00%, 03/01/2030 (A)

      859,000        913,761  

Carlisle Cos., Inc.

      

3.75%, 12/01/2027

      2,784,000        3,123,163  

Carrier Global Corp.

      

2.72%, 02/15/2030

      2,936,000        3,106,794  

Masco Corp.

      

2.00%, 02/15/2031

      944,000        934,090  

Owens Corning

      

7.00%, 12/01/2036

      1,380,000        2,030,692  

Standard Industries, Inc.

      

3.38%, 01/15/2031 (A)

      2,179,000        2,112,867  
     

 

 

  
        13,101,167  
     

 

 

  
Capital Markets - 2.2%  

Charles Schwab Corp.

      

Fixed until 12/01/2027 (E),
5.00% (B) (D)

      3,340,000        3,528,043  

Credit Suisse Group AG

      

Fixed until 08/21/2026 (E),
6.38% (A) (B)

      7,047,000        7,829,217  

Deutsche Bank AG

      

Fixed until 01/14/2031,
3.73% (B), 01/14/2032

      3,023,000        3,114,108  

Goldman Sachs Group, Inc.

      

Fixed until 04/23/2028,
3.81% (B), 04/23/2029

      4,906,000        5,523,384  

Lazard Group LLC

      

4.50%, 09/19/2028

      2,336,000        2,717,867  

LPL Holdings, Inc.

      

4.00%, 03/15/2029 (A)

      3,175,000        3,222,625  

Morgan Stanley

      

Fixed until 01/22/2030,
2.70% (B), 01/22/2031

      4,449,000        4,685,056  

4.00%, 07/23/2025

      7,528,000        8,378,586  

UBS Group AG

      

Fixed until 08/10/2021 (E),
7.13% (B) (F)

      1,055,000        1,056,013  
     

 

 

  
        40,054,899  
     

 

 

  
Chemicals - 0.5%  

International Flavors & Fragrances, Inc.

      

2.30%, 11/01/2030 (A)

      2,647,000        2,705,403  

Mosaic Co.

      

4.05%, 11/15/2027

      800,000        906,987  

NOVA Chemicals Corp.

      

4.88%, 06/01/2024 (A)

      2,800,000        2,950,500  

Nutrien Ltd.

      

4.20%, 04/01/2029

      2,514,000        2,919,505  
     

 

 

  
        9,482,395  
     

 

 

  
Commercial Services & Supplies - 0.7%  

ADT Security Corp.

      

4.13%, 08/01/2029 (A)

      2,728,000        2,747,287  

Ashtead Capital, Inc.

      

4.25%, 11/01/2029 (A)

      1,358,000        1,471,732  

5.25%, 08/01/2026 (A)

      2,308,000        2,400,320  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Commercial Services & Supplies (continued)  

Stericycle, Inc.

      

3.88%, 01/15/2029 (A)

      $   1,868,000        $   1,893,685  

5.38%, 07/15/2024 (A)

      3,987,000        4,097,440  
     

 

 

  
        12,610,464  
     

 

 

  
Communications Equipment - 0.6%  

CommScope, Inc.

      

5.50%, 03/01/2024 (A)

      8,632,000        8,878,789  

Nokia OYJ

      

3.38%, 06/12/2022

      2,050,000        2,095,305  
     

 

 

  
        10,974,094  
     

 

 

  
Construction & Engineering - 0.7%  

Ashton Woods USA LLC / Ashton Woods Finance Co.

      

4.63%, 08/01/2029 (A) (C)

      1,474,000        1,478,083  

6.75%, 08/01/2025 (A)

      990,000        1,023,413  

9.88%, 04/01/2027 (A)

      2,000,000        2,225,000  

Brookfield Residential Properties, Inc. / Brookfield Residential US LLC

      

5.00%, 06/15/2029 (A)

      2,156,000        2,194,808  

IHS Netherlands Holdco BV

      

7.13%, 03/18/2025 (A)

      1,565,000        1,619,775  

8.00%, 09/18/2027 (A)

      1,975,000        2,113,250  

Quanta Services, Inc.

      

2.90%, 10/01/2030

      2,043,000        2,144,505  
     

 

 

  
        12,798,834  
     

 

 

  
Construction Materials - 0.5%  

CRH America Finance, Inc.

      

3.40%, 05/09/2027 (A) (D)

      2,580,000        2,846,581  

Holcim Finance US LLC

      

3.50%, 09/22/2026 (A)

      2,427,000        2,659,458  

Martin Marietta Materials, Inc.

      

2.50%, 03/15/2030

      2,925,000        3,021,418  
     

 

 

  
        8,527,457  
     

 

 

  
Consumer Finance - 1.3%  

Ally Financial, Inc.

      

8.00%, 11/01/2031

      3,848,000        5,590,515  

Altice Financing SA

      

7.50%, 05/15/2026 (A)

      2,750,000        2,861,183  

BMW US Capital LLC

      

2.80%, 04/11/2026 (A)

      3,400,000        3,642,935  

Ford Motor Credit Co. LLC

      

3.38%, 11/13/2025

      4,705,000        4,911,990  

Navient Corp.

      

6.50%, 06/15/2022

      4,385,000        4,574,432  

Volkswagen Group of America Finance LLC

      

1.63%, 11/24/2027 (A)

      2,089,000        2,097,293  
     

 

 

  
        23,678,348  
     

 

 

  
Containers & Packaging - 0.8%  

Mauser Packaging Solutions Holding Co.

      

5.50%, 04/15/2024 (A)

      5,810,000        5,846,313  

Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC

      

4.00%, 10/15/2027 (A)

      6,000,000        5,992,500  

WRKCo, Inc.

      

3.90%, 06/01/2028

      2,405,000        2,737,302  
     

 

 

  
        14,576,115  
     

 

 

  
 

 

Transamerica Funds

     Page    4         

Transamerica Bond

 

SCHEDULE OF INVESTMENTS (continued)

At July 31, 2021

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Diversified Financial Services - 2.5%  

AerCap Ireland Capital DAC / AerCap Global Aviation Trust

      

4.50%, 09/15/2023

      $   4,183,000        $   4,476,180  

Aviation Capital Group LLC

      

1.95%, 01/30/2026 (A)

      1,920,000        1,937,431  

2.88%, 01/20/2022 (A)

      3,033,000        3,058,242  

3.50%, 11/01/2027 (A)

      1,507,000        1,599,435  

5.50%, 12/15/2024 (A)

      6,418,000        7,271,406  

Element Fleet Management Corp.

      

1.60%, 04/06/2024 (A)

      1,549,000        1,575,340  

3.85%, 06/15/2025 (A)

      3,784,000        4,100,871  

Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp.

      

4.25%, 02/01/2027 (A)

      5,711,000        5,701,482  

Mexico Remittances Funding Fiduciary Estate Management SARL

      

4.88%, 01/15/2028 (A)

      6,098,000        5,991,285  

United Wholesale Mortgage LLC

      

5.50%, 11/15/2025 (A)

      4,725,000        4,851,630  

Virgin Media Secured Finance PLC

      

5.50%, 05/15/2029 (A)

      3,940,000        4,208,923  
     

 

 

  
        44,772,225  
     

 

 

  
Diversified Telecommunication Services - 1.3%  

AT&T, Inc.

      

3.40%, 05/15/2025

      504,000        549,740  

Level 3 Financing, Inc.

      

3.40%, 03/01/2027 (A)

      4,475,000        4,738,890  

Lumen Technologies, Inc.

      

5.13%, 12/15/2026 (A)

      4,440,000        4,614,581  

5.80%, 03/15/2022

      3,035,000        3,114,168  

7.50%, 04/01/2024

      1,750,000        1,968,260  

Verizon Communications, Inc.

      

1.68%, 10/30/2030

      1,973,000        1,905,847  

1.75%, 01/20/2031 (D)

      4,770,000        4,624,467  

4.13%, 03/16/2027

      2,134,000        2,442,947  
     

 

 

  
        23,958,900  
     

 

 

  
Electric Utilities - 1.1%  

Cleveland Electric Illuminating Co.

      

3.50%, 04/01/2028 (A)

      5,178,000        5,601,017  

EDP Finance BV

      

3.63%, 07/15/2024 (A)

      8,196,000        8,827,644  

NRG Energy, Inc.

      

3.38%, 02/15/2029 (A) (D)

      598,000        595,010  

3.63%, 02/15/2031 (A)

      854,000        860,405  

7.25%, 05/15/2026

      1,616,000        1,680,963  

Pacific Gas & Electric Co.

      

2.50%, 02/01/2031

      2,323,000        2,189,126  
     

 

 

  
        19,754,165  
     

 

 

  
Electronic Equipment, Instruments & Components - 0.7%  

Amphenol Corp.

      

2.80%, 02/15/2030

      3,542,000        3,791,214  

Arrow Electronics, Inc.

      

3.50%, 04/01/2022

      1,657,000        1,682,142  

Keysight Technologies, Inc.

      

4.60%, 04/06/2027

      3,920,000        4,596,025  

Sensata Technologies, Inc.

      

3.75%, 02/15/2031 (A)

      210,000        211,575  

4.38%, 02/15/2030 (A)

      1,498,000        1,602,860  
     

 

 

  
        11,883,816  
     

 

 

  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Energy Equipment & Services - 0.2%  

Investment Energy Resources Ltd.

      

6.25%, 04/26/2029 (A) (D)

      $   1,793,000        $   1,954,370  

Schlumberger Holdings Corp.

      

3.90%, 05/17/2028 (A)

      1,737,000        1,950,721  
     

 

 

  
        3,905,091  
     

 

 

  
Equity Real Estate Investment Trusts - 2.5%  

American Homes 4 Rent, LP

      

3.38%, 07/15/2051

      630,000        651,084  

CBL & Associates, LP

      

5.25%, 12/01/2023 (G)

      997,000        563,305  

Corporate Office Properties, LP

      

2.25%, 03/15/2026

      1,251,000        1,294,107  

2.75%, 04/15/2031

      670,000        685,198  

CyrusOne, LP / CyrusOne Finance Corp.

      

2.90%, 11/15/2024

      3,120,000        3,292,474  

EPR Properties

      

3.75%, 08/15/2029

      2,420,000        2,454,902  

HAT Holdings I LLC / HAT Holdings II LLC

      

3.38%, 06/15/2026 (A)

      1,830,000        1,854,485  

Healthcare Trust of America Holdings, LP

      

3.10%, 02/15/2030

      1,525,000        1,644,975  

Iron Mountain, Inc.

      

5.25%, 03/15/2028 (A)

      3,750,000        3,918,750  

iStar, Inc.

      

4.25%, 08/01/2025

      2,171,000        2,250,915  

5.50%, 02/15/2026

      3,496,000        3,653,320  

Life Storage, LP

      

2.20%, 10/15/2030

      800,000        805,820  

4.00%, 06/15/2029

      1,053,000        1,204,689  

National Retail Properties, Inc.

      

2.50%, 04/15/2030

      2,457,000        2,542,627  

SBA Tower Trust

      

1.63%, 05/15/2051 (A)

      880,000        890,520  

2.84%, 01/15/2050 (A)

      6,883,000        7,179,072  

3.45%, 03/15/2048 (A)

      995,000        1,013,352  

Simon Property Group, LP

      

2.20%, 02/01/2031

      2,546,000        2,556,370  

Vornado Realty, LP

      

2.15%, 06/01/2026

      2,527,000        2,587,115  

Weyerhaeuser Co.

      

4.00%, 04/15/2030

      2,433,000        2,791,547  

WP Carey, Inc.

      

2.40%, 02/01/2031

      1,081,000        1,102,890  
     

 

 

  
        44,937,517  
     

 

 

  
Food & Staples Retailing - 0.8%  

7-Eleven, Inc.

      

1.80%, 02/10/2031 (A)

      4,817,000        4,694,762  

Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons, LP

      

4.63%, 01/15/2027 (A)

      4,360,000        4,612,880  

InRetail Consumer

      

3.25%, 03/22/2028 (A)

      3,042,000        2,972,430  

Sysco Corp.

      

5.95%, 04/01/2030 (H)

      2,267,000        2,936,640  
     

 

 

  
        15,216,712  
     

 

 

  
Food Products - 0.4%  

Bunge Ltd. Finance Corp.

      

1.63%, 08/17/2025

      2,035,000        2,071,123  

Campbell Soup Co.

      

2.38%, 04/24/2030 (D)

      2,285,000        2,335,264  
 

 

Transamerica Funds

     Page    5         

Transamerica Bond

 

SCHEDULE OF INVESTMENTS (continued)

At July 31, 2021

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Food Products (continued)  

Post Holdings, Inc.

      

4.63%, 04/15/2030 (A)

      $   680,000        $   692,750  

5.63%, 01/15/2028 (A)

      2,000,000        2,105,000  
     

 

 

  
        7,204,137  
     

 

 

  
Health Care Equipment & Supplies - 0.7%  

Alcon Finance Corp.

      

2.75%, 09/23/2026 (A)

      2,053,000        2,186,508  

Boston Scientific Corp.

      

4.70%, 03/01/2049

      1,604,000        2,101,596  

DENTSPLY SIRONA, Inc.

      

3.25%, 06/01/2030

      3,535,000        3,839,342  

Smith & Nephew PLC

      

2.03%, 10/14/2030 (D)

      2,706,000        2,681,901  

Stryker Corp.

      

1.95%, 06/15/2030

      2,312,000        2,332,379  
     

 

 

  
        13,141,726  
     

 

 

  
Health Care Providers & Services - 2.1%  

Anthem, Inc.

      

2.25%, 05/15/2030

      2,121,000        2,177,332  

Centene Corp.

      

3.00%, 10/15/2030

      2,115,000        2,197,781  

3.38%, 02/15/2030

      4,806,000        5,014,004  

4.25%, 12/15/2027

      1,047,000        1,104,585  

CHS / Community Health Systems, Inc.

      

8.00%, 03/15/2026 (A)

      725,000        777,287  

Cigna Corp.

      

2.40%, 03/15/2030

      2,085,000        2,164,442  

CVS Health Corp.

      

4.78%, 03/25/2038

      6,189,000        7,753,584  

HCA, Inc.

      

4.13%, 06/15/2029

      3,725,000        4,247,880  

5.25%, 04/15/2025

      3,025,000        3,470,604  

7.50%, 11/06/2033

      1,031,000        1,457,576  

Molina Healthcare, Inc.

      

4.38%, 06/15/2028 (A)

      1,730,000        1,810,012  

Quest Diagnostics, Inc.

      

4.20%, 06/30/2029

      2,067,000        2,411,205  

Tenet Healthcare Corp.

      

5.13%, 11/01/2027 (A)

      2,400,000        2,514,000  
     

 

 

  
        37,100,292  
     

 

 

  
Hotels, Restaurants & Leisure - 2.0%  

Boyd Gaming Corp.

      

4.75%, 12/01/2027

      849,000        879,776  

Boyne USA, Inc.

      

4.75%, 05/15/2029 (A)

      999,000        1,030,219  

Carnival Corp.

      

11.50%, 04/01/2023 (A)

      748,000        843,370  

Expedia Group, Inc.

      

2.95%, 03/15/2031

      846,000        867,499  

3.80%, 02/15/2028

      1,761,000        1,928,813  

GLP Capital, LP / GLP Financing II, Inc.

      

4.00%, 01/15/2030

      2,357,000        2,567,009  

Hilton Domestic Operating Co., Inc.

      

3.75%, 05/01/2029 (A)

      3,099,000        3,132,345  

International Game Technology PLC

      

6.50%, 02/15/2025 (A)

      2,792,000        3,115,300  

Marriott International, Inc.

      

5.75%, 05/01/2025

      2,772,000        3,198,127  

MGM Resorts International

      

4.75%, 10/15/2028

      1,627,000        1,712,417  

5.75%, 06/15/2025

      3,379,000        3,676,791  

NCL Corp. Ltd.

      

3.63%, 12/15/2024 (A)

      3,416,000        3,249,470  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Hotels, Restaurants & Leisure (continued)  

Royal Caribbean Cruises Ltd.

      

5.50%, 04/01/2028 (A)

      $   1,364,000        $   1,390,871  

Scientific Games International, Inc.

      

7.00%, 05/15/2028 (A)

      699,000        753,173  

7.25%, 11/15/2029 (A)

      796,000        892,618  

8.25%, 03/15/2026 (A)

      3,200,000        3,396,032  

Viking Cruises Ltd.

      

5.88%, 09/15/2027 (A)

      4,525,000        4,298,750  
     

 

 

  
        36,932,580  
     

 

 

  
Household Durables - 0.3%  

Century Communities, Inc.

      

6.75%, 06/01/2027

      1,319,000        1,400,765  

D.R. Horton, Inc.

      

4.38%, 09/15/2022

      2,438,000        2,519,345  

KB Home

      

7.63%, 05/15/2023

      795,000        854,625  
     

 

 

  
        4,774,735  
     

 

 

  
Independent Power & Renewable Electricity Producers - 0.3%  

Calpine Corp.

      

3.75%, 03/01/2031 (A)

      4,515,000        4,345,687  

5.25%, 06/01/2026 (A)

      838,000        862,185  
     

 

 

  
        5,207,872  
     

 

 

  
Industrial Conglomerates - 0.3%  

General Electric Co.

      

3-Month LIBOR + 3.33%,
3.45% (B), 09/15/2021 (E)

      1,442,000        1,411,357  

5.55%, 01/05/2026

      2,590,000        3,086,533  
     

 

 

  
        4,497,890  
     

 

 

  
Insurance - 2.0%  

American International Group, Inc.

      

4.20%, 04/01/2028

      2,544,000        2,942,024  

4.25%, 03/15/2029

      2,031,000        2,360,493  

AXA SA

      

Fixed until 12/14/2036 (E),
6.38% (A) (B)

      3,982,000        5,564,845  

Fairfax Financial Holdings Ltd.

      

3.38%, 03/03/2031 (A)

      5,700,000        6,075,578  

Global Atlantic Finance Co.

      

3.13%, 06/15/2031 (A)

      5,497,000        5,624,292  

Fixed until 07/15/2026,
4.70% (B), 10/15/2051 (A)

      5,907,000        5,992,199  

Prudential Financial, Inc.

      

Fixed until 07/01/2030,
3.70% (B), 10/01/2050 (D)

      1,788,000        1,887,970  

Reinsurance Group of America, Inc.

      

3-Month LIBOR + 2.67%,
2.78% (B), 12/15/2065

      6,275,000        6,089,548  
     

 

 

  
        36,536,949  
     

 

 

  
Interactive Media & Services - 0.4%  

Alphabet, Inc.

      

1.10%, 08/15/2030 (D)

      2,915,000        2,791,660  

Baidu, Inc.

      

4.38%, 05/14/2024

      2,436,000        2,647,564  

Tencent Holdings Ltd.

      

3.28%, 04/11/2024 (A)

      1,686,000        1,790,506  
     

 

 

  
        7,229,730  
     

 

 

  
 

 

Transamerica Funds

     Page    6         

Transamerica Bond

 

SCHEDULE OF INVESTMENTS (continued)

At July 31, 2021

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
IT Services - 0.3%  

Fiserv, Inc.

      

3.50%, 07/01/2029

      $   1,443,000        $   1,610,260  

Gartner, Inc.

      

4.50%, 07/01/2028 (A)

      413,000        436,747  

Rackspace Technology Global, Inc.

      

3.50%, 02/15/2028 (A)

      3,084,000        2,968,350  
     

 

 

  
        5,015,357  
     

 

 

  
Leisure Products - 0.0% (I)  

Mattel, Inc.

      

5.88%, 12/15/2027 (A)

      360,000        394,650  
     

 

 

  
Life Sciences Tools & Services - 0.1%  

Charles River Laboratories International, Inc.

      

3.75%, 03/15/2029 (A)

      846,000        868,207  

4.00%, 03/15/2031 (A)

      846,000        890,077  
     

 

 

  
        1,758,284  
     

 

 

  
Machinery - 0.0% (I)  

Meritor, Inc.

      

4.50%, 12/15/2028 (A)

      266,000        272,304  
     

 

 

  
Marine - 0.2%  

MV24 Capital BV

      

6.75%, 06/01/2034 (A)

      2,777,966        3,011,648  
     

 

 

  
Media - 1.8%  

Charter Communications Operating LLC / Charter Communications Operating Capital

      

5.13%, 07/01/2049

      4,520,000        5,476,293  

Clear Channel Outdoor Holdings, Inc.

      

7.50%, 06/01/2029 (A)

      1,392,000        1,442,947  

Comcast Corp.

      

4.15%, 10/15/2028

      3,261,000        3,789,799  

CSC Holdings LLC

      

4.50%, 11/15/2031 (A)

      2,454,000        2,478,049  

4.63%, 12/01/2030 (A)

      1,217,000        1,198,745  

6.75%, 11/15/2021

      1,315,000        1,334,725  

Diamond Sports Group LLC / Diamond Sports Finance Co.

      

5.38%, 08/15/2026 (A)

      1,040,000        603,200  

6.63%, 08/15/2027 (A)

      690,000        273,413  

DIRECTV Holdings LLC / DIRECTV Financing Co., Inc.

      

5.88%, 08/15/2027 (A) (C)

      1,031,000        1,064,508  

DISH DBS Corp.

      

5.00%, 03/15/2023

      1,500,000        1,561,875  

5.88%, 07/15/2022

      7,490,000        7,752,150  

Gray Television, Inc.

      

4.75%, 10/15/2030 (A)

      3,090,000        3,063,302  

Univision Communications, Inc.

      

6.63%, 06/01/2027 (A)

      725,000        779,600  

ViacomCBS, Inc.

      

4.20%, 05/19/2032 (D)

      1,611,000        1,882,561  
     

 

 

  
        32,701,167  
     

 

 

  
Metals & Mining - 0.6%  

Freeport-McMoRan, Inc.

      

3.88%, 03/15/2023

      5,502,000        5,702,273  

Novelis Corp.

      

3.25%, 11/15/2026 (A) (C)

      236,000        239,540  

3.88%, 08/15/2031 (A) (C)

      236,000        238,417  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Metals & Mining (continued)  

Teck Resources Ltd.

      

6.25%, 07/15/2041

      $   3,073,000        $   4,133,546  
     

 

 

  
        10,313,776  
     

 

 

  
Multi-Utilities - 0.3%  

Black Hills Corp.

      

3.15%, 01/15/2027

      1,874,000        2,018,450  

4.25%, 11/30/2023

      2,854,000        3,064,567  
     

 

 

  
        5,083,017  
     

 

 

  
Oil, Gas & Consumable Fuels - 4.0%  

Antero Midstream Partners, LP / Antero Midstream Finance Corp.

      

5.38%, 06/15/2029 (A)

      1,175,000        1,206,655  

7.88%, 05/15/2026 (A)

      2,739,000        3,033,360  

Boardwalk Pipelines, LP

      

3.40%, 02/15/2031

      1,514,000        1,629,888  

Cheniere Energy Partners, LP

      

4.00%, 03/01/2031 (A)

      4,568,000        4,832,030  

4.50%, 10/01/2029

      1,735,000        1,871,631  

Chevron USA, Inc.

      

3.25%, 10/15/2029

      2,562,000        2,857,694  

Citgo Holding, Inc.

      

9.25%, 08/01/2024 (A)

      700,000        698,250  

Energy Transfer, LP

      

6.00%, 06/15/2048

      5,423,000        6,893,932  

EnLink Midstream Partners, LP

      

5.05%, 04/01/2045

      1,095,000        1,012,875  

EQM Midstream Partners, LP

      

6.50%, 07/15/2048

      2,310,000        2,537,900  

Exxon Mobil Corp.

      

3.04%, 03/01/2026

      3,584,000        3,906,430  

Lukoil International Finance BV

      

6.66%, 06/07/2022 (A)

      1,000,000        1,049,720  

Marathon Petroleum Corp.

      

4.50%, 05/01/2023

      3,182,000        3,384,968  

NuStar Logistics, LP

      

5.63%, 04/28/2027

      2,000,000        2,145,620  

5.75%, 10/01/2025

      950,000        1,035,500  

6.00%, 06/01/2026

      350,000        378,000  

Occidental Petroleum Corp.

      

4.30%, 08/15/2039

      938,000        929,994  

5.55%, 03/15/2026

      5,870,000        6,425,243  

ONEOK Partners, LP

      

4.90%, 03/15/2025

      1,134,000        1,271,022  

Petroleos Mexicanos

      

6.50%, 01/23/2029

      4,757,000        4,937,290  

6.84%, 01/23/2030

      3,538,000        3,692,222  

6.88%, 10/16/2025 (A)

      2,440,000        2,689,100  

7.69%, 01/23/2050

      1,593,000        1,548,396  

Pioneer Natural Resources Co.

      

2.15%, 01/15/2031

      3,530,000        3,482,342  

Plains All American Pipeline, LP / PAA Finance Corp.

      

3.55%, 12/15/2029

      1,710,000        1,832,758  

Sabine Pass Liquefaction LLC

      

6.25%, 03/15/2022

      3,503,000        3,576,057  

Saudi Arabian Oil Co.

      

1.25%, 11/24/2023 (A)

      647,000        653,374  

Targa Resources Partners, LP / Targa Resources Partners Finance Corp.

      

4.00%, 01/15/2032 (A)

      1,723,000        1,781,082  
     

 

 

  
        71,293,333  
     

 

 

  
 

 

Transamerica Funds

     Page    7         

Transamerica Bond

 

SCHEDULE OF INVESTMENTS (continued)

At July 31, 2021

(unaudited)

 

     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Paper & Forest Products - 0.1%  

Celulosa Arauco y Constitucion SA

      

5.50%, 04/30/2049 (A) (D)

      $   1,560,000        $   1,881,750  
     

 

 

  
Pharmaceuticals - 1.1%  

Astrazeneca Finance LLC

      

1.20%, 05/28/2026

      3,897,000        3,929,822  

Bausch Health Cos., Inc.

      

5.00%, 02/15/2029 (A)

      970,000        910,587  

5.25%, 01/30/2030 - 02/15/2031 (A)

      3,724,000        3,503,694  

6.13%, 04/15/2025 (A)

      1,938,000        1,977,971  

6.25%, 02/15/2029 (A)

      520,000        517,369  

7.00%, 01/15/2028 (A)

      617,000        647,850  

Bayer US Finance II LLC

      

4.38%, 12/15/2028 (A)

      2,041,000        2,364,295  

Royalty Pharma PLC

      

2.20%, 09/02/2030 (A)

      2,746,000        2,730,136  

Takeda Pharmaceutical Co. Ltd.

      

5.00%, 11/26/2028

      1,170,000        1,421,216  

Viatris, Inc.

      

2.30%, 06/22/2027 (A)

      1,187,000        1,220,721  

Zoetis, Inc.

      

2.00%, 05/15/2030

      1,486,000        1,504,149  
     

 

 

  
        20,727,810  
     

 

 

  
Professional Services - 0.1%  

Equifax, Inc.

      

2.60%, 12/01/2024

      1,680,000        1,772,670  
     

 

 

  
Road & Rail - 0.6%  

Avolon Holdings Funding Ltd.

      

4.38%, 05/01/2026 (A)

      3,369,000        3,706,669  

5.50%, 01/15/2026 (A)

      4,641,000        5,296,123  

CSX Corp.

      

3.80%, 04/15/2050

      1,687,000        1,993,726  
     

 

 

  
        10,996,518  
     

 

 

  
Semiconductors & Semiconductor Equipment - 1.6%  

Broadcom, Inc.

      

1.95%, 02/15/2028 (A)

      1,219,000        1,228,448  

KLA Corp.

      

4.10%, 03/15/2029

      2,500,000        2,908,108  

Lam Research Corp.

      

3.75%, 03/15/2026

      1,658,000        1,858,154  

Microchip Technology, Inc.

      

0.98%, 09/01/2024 (A)

      2,433,000        2,429,472  

Micron Technology, Inc.

      

4.64%, 02/06/2024

      2,335,000        2,543,609  

NXP BV / NXP Funding LLC / NXP USA, Inc.

      

3.40%, 05/01/2030 (A)

      4,503,000        4,976,672  

QUALCOMM, Inc.

      

3.25%, 05/20/2027

      1,698,000        1,876,801  

3.25%, 05/20/2050 (D)

      1,428,000        1,561,266  

Skyworks Solutions, Inc.

      

1.80%, 06/01/2026

      1,359,000        1,383,519  

TSMC Global Ltd.

      

1.38%, 09/28/2030 (A)

      6,595,000        6,267,822  

Xilinx, Inc.

      

2.38%, 06/01/2030

      2,274,000        2,340,933  
     

 

 

  
        29,374,804  
     

 

 

  
Software - 0.3%  

Crowdstrike Holdings, Inc.

      

3.00%, 02/15/2029

      583,000        591,745  
     Principal      Value  
CORPORATE DEBT SECURITIES (continued)  
Software (continued)  

Infor, Inc.

      

1.75%, 07/15/2025 (A)

      $   2,364,000        $   2,426,684  

Intuit, Inc.

      

1.35%, 07/15/2027

      1,657,000        1,673,413  

VMware, Inc.

      

1.80%, 08/15/2028 (C)

      1,254,000        1,257,561  
     

 

 

  
        5,949,403  
     

 

 

  
Technology Hardware, Storage & Peripherals - 1.2%  

Apple, Inc.

      

2.85%, 02/23/2023

      1,092,000        1,131,520  

Dell International LLC / EMC Corp.

      

6.02%, 06/15/2026

      4,652,000        5,599,147  

Hewlett Packard Enterprise Co.

      

4.45%, 10/02/2023

      1,938,000        2,092,262  

NCR Corp.

      

5.00%, 10/01/2028 (A)

      695,000        715,850  

5.13%, 04/15/2029 (A)

      1,572,000        1,636,200  

5.25%, 10/01/2030 (A)

      2,183,000        2,297,608  

8.13%, 04/15/2025 (A)

      277,000        300,891  

Seagate HDD Cayman

      

4.13%, 01/15/2031 (A)

      402,000        420,593  

Western Digital Corp.

      

4.75%, 02/15/2026 (D)

      6,235,000        6,920,850  
     

 

 

  
        21,114,921  
     

 

 

  
Tobacco - 0.8%  

Altria Group, Inc.

      

2.45%, 02/04/2032

      3,220,000        3,165,274  

BAT Capital Corp.

      

2.26%, 03/25/2028

      5,410,000        5,442,005  

4.76%, 09/06/2049

      2,713,000        2,995,324  

4.91%, 04/02/2030

      1,903,000        2,211,142  

Reynolds American, Inc.

      

7.25%, 06/15/2037

      439,000        603,194  
     

 

 

  
        14,416,939  
     

 

 

  
Trading Companies & Distributors - 0.1%  

Air Lease Corp.

      

2.30%, 02/01/2025 (D)

      1,121,000        1,164,961  
     

 

 

  
Transportation Infrastructure - 0.3%  

GXO Logistics, Inc.

      

2.65%, 07/15/2031 (A)

      5,315,000        5,339,927  
     

 

 

  
Wireless Telecommunication Services - 0.9%  

Crown Castle Towers LLC

      

3.72%, 07/15/2043 (A)

      371,000        383,250  

Sprint Corp.

      

7.88%, 09/15/2023

      7,245,000        8,198,152  

T-Mobile USA, Inc.

      

3.50%, 04/15/2031

      2,000,000        2,097,614  

3.88%, 04/15/2030

      2,439,000        2,753,851  

Vmed O2 Financing I PLC

      

4.75%, 07/15/2031 (A)

      2,500,000        2,553,425  
     

 

 

  
        15,986,292  
     

 

 

  

Total Corporate Debt Securities
(Cost $881,788,351)

 

      924,520,648  
     

 

 

  
FOREIGN GOVERNMENT OBLIGATIONS - 0.8%  
Colombia - 0.1%  

Colombia Government International Bond

      

4.50%, 01/28/2026

      1,300,000        1,412,983  
     

 

 

  
 

 

Transamerica Funds

     Page    8         

Transamerica Bond

 

SCHEDULE OF INVESTMENTS (continued)

At July 31, 2021

(unaudited)

 

     Principal      Value  
FOREIGN GOVERNMENT OBLIGATIONS (continued)  
Dominican Republic - 0.1%  

Dominican Republic International Bond

      

4.88%, 09/23/2032 (A)

      $   782,000        $   811,333  

5.50%, 01/27/2025 (F)

      1,122,000        1,220,747  
     

 

 

  
        2,032,080  
     

 

 

  
Ecuador - 0.1%  

Ecuador Government International Bond

      

Zero Coupon, 07/31/2030 (A)

      119,808        66,195  

0.50% (J), 07/31/2040 (A)

      435,840        268,046  

1.00% (J), 07/31/2035 (A)

      950,976        658,560  

5.00% (J), 07/31/2030 (A)

      362,880        316,617  
     

 

 

  
        1,309,418  
     

 

 

  
Indonesia - 0.2%  

Indonesia Government International Bond

      

4.75%, 01/08/2026 (A)

      2,780,000        3,180,153  
     

 

 

  
Mongolia - 0.0% (I)  

Mongolia Government International Bond

      

5.63%, 05/01/2023 (A) (H)

      253,000        265,650  
     

 

 

  
Qatar - 0.1%  

Qatar Government International Bond

      

3.88%, 04/23/2023 (A)

      2,657,000        2,813,673  
     

 

 

  
Saudi Arabia - 0.0% (I)  

Saudi Arabia Government International Bond

      

2.38%, 10/26/2021 (A)

      560,000        562,459  
     

 

 

  
Uzbekistan - 0.2%  

Republic of Uzbekistan International Bond

      

3.90%, 10/19/2031 (A) (D)

      3,049,000        3,036,042  
     

 

 

  

Total Foreign Government Obligations
(Cost $14,102,451)

 

      14,612,458  
  

 

 

  
LOAN ASSIGNMENTS - 0.8%  
Commercial Services & Supplies - 0.6%  

Spin Holdco, Inc.

      

Term Loan,

      

3-Month LIBOR + 4.00%,
4.75% (B), 03/01/2028

      10,548,563        10,535,377  
     

 

 

  
Diversified Consumer Services - 0.2%  

Pre-Paid Legal Services, Inc.

      

1st Lien Term Loan,

      

1-Month LIBOR + 3.25%,
3.34% (B), 05/01/2025

      2,846,435        2,812,277  

Term Loan,

      

1-Month LIBOR + 4.00%,
4.75% (B), 05/01/2025

      321,908        321,103  
     

 

 

  
        3,133,380  
     

 

 

  
Media - 0.0% (I)  

AVSC Holding Corp.

      

Term Loan B1,

      

3-Month LIBOR + 3.25%,
4.25% (B), 03/03/2025 (C)

      272,477        243,186  
     

 

 

  

Total Loan Assignments
(Cost $13,867,487)

 

      13,911,943  
     

 

 

  
MORTGAGE-BACKED SECURITIES - 15.5%  

20 Times Square Trust

      

Series 2018-20TS, Class C,

      

3.10% (B), 05/15/2035 (A)

      2,400,000        2,400,540  
     Principal      Value  
MORTGAGE-BACKED SECURITIES (continued)  

280 Park Avenue Mortgage Trust

      

Series 2017-280P, Class D,

      

1-Month LIBOR + 1.54%,
1.63% (B), 09/15/2034 (A)

      $   3,000,000        $   2,996,403  

Series 2017-280P, Class E,

      

1-Month LIBOR + 2.12%,
2.21% (B), 09/15/2034 (A)

      4,630,000        4,595,081  

AFN LLC

      

Series 2019-1A, Class A1,

      

3.78%, 05/20/2049 (A)

      8,254,447        8,771,242  

Alternative Loan Trust

      

Series 2005-14, Class 2A1,

      

1-Month LIBOR + 0.42%,
0.30% (B), 05/25/2035

      591,345        573,651  

Series 2005-14, Class 4A1,

      

1-Month LIBOR + 0.44%,
0.31% (B), 05/25/2035

      1,066,766        989,230  

Series 2006-OC1, Class 2A3A,

      

1-Month LIBOR + 0.64%,
0.73% (B), 03/25/2036

      1,153,494        1,043,846  

American Home Mortgage Assets Trust

      

Series 2007-2, Class A1,

      

1-Month LIBOR + 0.13%,
0.21% (B), 03/25/2047

      396,976        379,939  

Ashford Hospitality Trust

      

Series 2018-ASHF, Class D,

      

1-Month LIBOR + 2.10%,
2.19% (B), 04/15/2035 (A)

      3,988,000        3,973,058  

Austin Fairmont Hotel Trust

      

Series 2019-FAIR, Class D,

      

1-Month LIBOR + 1.80%,
1.89% (B), 09/15/2032 (A)

      5,000,000        4,993,722  

BAMLL Commercial Mortgage Securities Trust

      

Series 2019-BPR, Class BNM,

      

3.47%, 11/05/2032 (A)

      5,000,000        5,140,544  

Series 2019-BPR, Class CNM,

      

3.72% (B), 11/05/2032 (A)

      3,970,000        3,809,017  

Banc of America Funding Trust

      

Series 2007-3, Class TA2,

      

1-Month LIBOR + 0.18%,
0.27% (B), 04/25/2037

      242,568        226,789  

BB-UBS Trust

      

Series 2012-TFT, Class C,

      

3.56% (B), 06/05/2030 (A)

      2,345,000        1,899,414  

BBCMS Mortgage Trust

      

Series 2017-DELC, Class C,

      

1-Month LIBOR + 1.20%,
1.29% (B), 08/15/2036 (A)

      2,339,000        2,340,425  

Series 2017-DELC, Class D,

      

1-Month LIBOR + 1.70%,
1.79% (B), 08/15/2036 (A)

      2,130,000        2,131,298  

Series 2017-DELC, Class E,

      

1-Month LIBOR + 2.50%,
2.59% (B), 08/15/2036 (A)

      1,890,000        1,891,154  

Series 2018-TALL, Class C,

      

1-Month LIBOR + 1.12%,
1.21% (B), 03/15/2037 (A)

      7,065,000        6,932,636  

Series 2018-TALL, Class E,

      

1-Month LIBOR + 2.44%,
2.53% (B), 03/15/2037 (A)

      2,570,000        2,488,662  

BBCMS Trust

      

Series 2015-MSQ, Class B,

      

3.89%, 09/15/2032 (A)

      1,300,000        1,324,640  
 

 

Transamerica Funds

     Page    9         

Transamerica Bond

 

SCHEDULE OF INVESTMENTS (continued)

At July 31, 2021

(unaudited)

 

     Principal      Value  
MORTGAGE-BACKED SECURITIES (continued)  

BHMS Trust

      

Series 2018-ATLS, Class C,

      

1-Month LIBOR + 1.90%,
1.99% (B), 07/15/2035 (A)

      $   4,065,000        $   4,066,200  

BX Commercial Mortgage Trust

      

Series 2019-XL, Class D,

      

1-Month LIBOR + 1.45%,
1.54% (B), 10/15/2036 (A)

      5,750,765        5,765,200  

Series 2020-VKNG, Class D,

      

1-Month LIBOR + 1.70%,
1.79% (B), 10/15/2037 (A)

      4,300,000        4,299,997  

BX Trust

      

Series 2018-GW, Class C,

      

1-Month LIBOR + 1.22%,
1.31% (B), 05/15/2035 (A)

      1,900,000        1,901,742  

BXP Trust

      

Series 2017-CQHP, Class D,

      

1-Month LIBOR + 2.00%,
2.09% (B), 11/15/2034 (A)

      1,825,000        1,704,215  

CGMS Commercial Mortgage Trust

      

Series 2017-MDRB, Class B,

      

1-Month LIBOR + 1.75%,
1.84% (B), 07/15/2030 (A)

      2,200,000        2,164,724  

CHL Mortgage Pass-Through Trust

      

Series 2005-11, Class 4A1,

      

1-Month LIBOR + 0.27%,
0.36% (B), 04/25/2035

      123,744        117,874  

Series 2006-3, Class 3A1,

      

1-Month LIBOR + 0.50%,
0.59% (B), 02/25/2036

      2,898,092        2,769,867  

CHT Mortgage Trust

      

Series 2017-CSMO, Class C,

      

1-Month LIBOR + 1.50%,
1.59% (B), 11/15/2036 (A)

      9,000,000        9,016,831  

Series 2017-CSMO, Class D,

      

1-Month LIBOR + 2.25%,
2.34% (B), 11/15/2036 (A)

      5,750,000        5,762,560  

Citigroup Commercial Mortgage Trust

      

Series 2019-PRM, Class C,

      

3.90%, 05/10/2036 (A)

      2,380,000        2,521,443  

Citigroup Mortgage Loan Trust, Inc.

      

Series 2014-A, Class A,

      

4.00% (B), 01/25/2035 (A)

      57,181        60,209  

Series 2015-A, Class A1,

      

3.50% (B), 06/25/2058 (A)

      26,677        26,984  

Series 2015-PS1, Class A1,

      

3.75% (B), 09/25/2042 (A)

      560,764        576,827  

Colony Trust

      

Series 2019-IKPR, Class C,

      

1-Month LIBOR + 1.68%,
1.77% (B), 11/15/2038 (A)

      5,700,000        5,705,266  

Commercial Mortgage Pass-Through Certificates Trust

      

Series 2012-LTRT, Class A2,

      

3.40%, 10/05/2030 (A)

      2,225,000        2,221,154  

Series 2012-LTRT, Class B,

      

3.80%, 10/05/2030 (A)

      1,175,000        1,050,461  

CORE Mortgage Trust

      

Series 2019-CORE, Class C,

      

1-Month LIBOR + 1.30%,
1.39% (B), 12/15/2031 (A)

      5,895,200        5,895,198  
     Principal      Value  
MORTGAGE-BACKED SECURITIES (continued)  

CSMC Trust

      

Series 2014-11R, Class 17A1,

      

1-Month LIBOR + 0.15%,
0.24% (B), 12/27/2036 (A)

      $   440,753        $   439,492  

Series 2020-RPL4, Class A1,

      

2.00% (B), 01/25/2060 (A)

      8,934,093        9,173,252  

Series 2021-RPL2, Class A1A,

      

1.11% (B), 01/25/2060 (A)

      7,996,894        7,937,297  

Series 2021-RPL3, Class A1,

      

2.00% (B), 01/25/2060 (A)

      3,218,547        3,281,556  

Series 2021-RPL6, Class A1,

      

2.00% (B), 10/25/2060 (A) (K)

      5,800,000        5,926,470  

Extended Stay America Trust

      

Series 2021-ESH, Class C,

      

1-Month LIBOR + 1.70%,
1.79% (B), 07/15/2038 (A)

      3,115,000        3,130,614  

Fontainebleau Miami Beach Trust

      

Series 2019-FBLU, Class D,

      

3.96% (B), 12/10/2036 (A)

      7,902,000        8,306,770  

Great Wolf Trust

      

Series 2019-WOLF, Class C,

      

1-Month LIBOR + 1.63%,
1.73% (B), 12/15/2036 (A)

      6,222,000        6,221,938  

GS Mortgage Securities Corp. Trust

      

Series 2017-SLP, Class B,

      

3.77%, 10/10/2032 (A)

      5,242,000        5,368,050  

Series 2020-UPTN, Class C,

      

3.25%, 02/10/2037 (A)

      6,318,000        6,620,679  

GS Mortgage Securities Trust

      

Series 2013-G1, Class A2,

      

3.56% (B), 04/10/2031 (A)

      2,000,000        2,001,058  

GSCG Trust

      

Series 2019-600C, Class B,

      

3.16%, 09/06/2034 (A)

      1,660,000        1,707,475  

Series 2019-600C, Class C,

      

3.46%, 09/06/2034 (A)

      4,480,000        4,574,461  

GSR Mortgage Loan Trust

      

Series 2007-OA1, Class 2A1,

      

1-Month LIBOR + 0.13%,
0.21% (B), 05/25/2037

      181,284        108,563  

HPLY Trust

      

Series 2019-HIT, Class C,

      

1-Month LIBOR + 1.60%,
1.69% (B), 11/15/2036 (A)

      2,912,454        2,913,368  

ILPT Trust

      

Series 2019-SURF, Class C,

      

4.29% (B), 02/11/2041 (A)

      1,930,000        2,006,008  

IndyMac INDX Mortgage Loan Trust

      

Series 2007-AR15, Class 2A1,

      

3.14% (B), 08/25/2037

      703,596        605,965  

InTown Hotel Portfolio Trust

      

Series 2018-STAY, Class C,

      

1-Month LIBOR + 1.50%,
1.59% (B), 01/15/2033 (A)

      3,835,000        3,843,547  

JPMorgan Chase Commercial Mortgage Securities Trust

      

Series 2014-DSTY, Class C,

      

3.80% (B), 06/10/2027 (A)

      2,000,000        538,250  

Series 2020-NNN, Class CFX,

      

3.27%, 01/16/2037 (A)

      2,675,000        2,775,102  
 

 

Transamerica Funds

     Page    10         

Transamerica Bond

 

SCHEDULE OF INVESTMENTS (continued)

At July 31, 2021

(unaudited)

 

     Principal      Value  
MORTGAGE-BACKED SECURITIES (continued)  

MBRT

      

Series 2019-MBR, Class D,

      

1-Month LIBOR + 1.70%,
1.79% (B), 11/15/2036 (A)

      $   3,033,000        $   3,034,779  

Merrill Lynch Mortgage Investors Trust

      

Series 2006-A1, Class 1A1,

      

3.03% (B), 03/25/2036

      1,010,791        776,596  

MetLife Securitization Trust

      

Series 2019-1A, Class A1A,

      

3.75% (B), 04/25/2058 (A)

      913,276        940,962  

Mill City Mortgage Loan Trust

      

Series 2019-1, Class A1,

      

3.25% (B), 10/25/2069 (A)

      6,789,258        7,170,148  

Morgan Stanley Capital I Trust

      

Series 2018-SUN, Class C,

      

1-Month LIBOR + 1.40%,
1.49% (B), 07/15/2035 (A)

      2,015,000        2,015,582  

Morgan Stanley Resecuritization Trust

      

Series 2014-R4, Class 4A,

      

2.80% (B), 11/21/2035 (A)

      347,233        348,956  

MSCG Trust

      

Series 2018-SELF, Class C,

      

1-Month LIBOR + 1.18%,
1.27% (B), 10/15/2037 (A)

      1,375,000        1,377,136  

Series 2018-SELF, Class D,

      

1-Month LIBOR + 1.65%,
1.74% (B), 10/15/2037 (A)

      5,710,000        5,720,647  

New Residential Mortgage Loan Trust

      

Series 2016-2A, Class A1,

      

3.75% (B), 11/26/2035 (A)

      501,635        531,625  

Series 2017-1A, Class A1,

      

4.00% (B), 02/25/2057 (A)

      1,863,793        1,998,102  

Series 2017-2A, Class A3,

      

4.00% (B), 03/25/2057 (A)

      8,478,250        9,093,496  

Series 2017-3A, Class A1,

      

4.00% (B), 04/25/2057 (A)

      827,479        891,529  

Series 2018-2A, Class A1,

      

4.50% (B), 02/25/2058 (A)

      572,601        610,490  

Series 2018-RPL1, Class A1,

      

3.50% (B), 12/25/2057 (A)

      3,466,295        3,587,583  

Series 2019-2A, Class A1,

      

4.25% (B), 12/25/2057 (A)

      2,135,950        2,252,527  

Series 2019-3A, Class A1A,

      

3.75% (B), 11/25/2058 (A)

      5,705,657        6,138,070  

Series 2019-4A, Class A1B,

      

3.50% (B), 12/25/2058 (A)

      4,012,497        4,231,140  

Series 2019-5A, Class A1B,

      

3.50% (B), 08/25/2059 (A)

      6,314,498        6,581,269  

Series 2019-6A, Class A1B,

      

3.50% (B), 09/25/2059 (A)

      5,475,419        5,789,212  

Series 2019-RPL2, Class A1,

      

3.25% (B), 02/25/2059 (A)

      3,843,081        4,029,569  

RALI Trust

      

Series 2006-QO1, Class 3A1,

      

1-Month LIBOR + 0.54%,
0.63% (B), 02/25/2046

      3,004,526        1,903,256  

Series 2007-QH5, Class AI1,

      

1-Month LIBOR + 0.21%,
0.30% (B), 06/25/2037

      172,565        168,884  

Residential Asset Securitization Trust

      

Series 2004-A4, Class A11,

      

5.50%, 08/25/2034

      1,674,766        1,745,079  
     Principal      Value  
MORTGAGE-BACKED SECURITIES (continued)  

Tharaldson Hotel Portfolio Trust

      

Series 2018-THL, Class C,

      

1-Month LIBOR + 1.50%,
1.60% (B), 11/11/2034 (A)

      $   1,405,489        $   1,405,548  

Towd Point Mortgage Trust

      

Series 2019-4, Class A1,

      

2.90% (B), 10/25/2059 (A)

      10,044,121        10,408,798  

VNDO Mortgage Trust

      

Series 2012-6AVE, Class E,

      

3.34% (B), 11/15/2030 (A)

      4,000,000        4,072,576  
     

 

 

  

Total Mortgage-Backed Securities
(Cost $277,336,622)

 

      278,831,517  
  

 

 

  
U.S. GOVERNMENT AGENCY OBLIGATIONS - 2.6%  

Federal Home Loan Mortgage Corp., Interest Only STRIPS

      

5.00%, 08/01/2035

      556,158        103,978  

Uniform Mortgage-Backed Security

      

2.00%, TBA (C)

      12,816,000        13,064,810  

2.50%, TBA (C)

      22,459,000        23,382,802  

3.00%, TBA (C)

      6,414,000        6,722,172  

3.50%, TBA (C)

      3,708,000        3,929,756  
     

 

 

  

Total U.S. Government Agency Obligations
(Cost $47,579,158)

 

      47,203,518  
  

 

 

  
U.S. GOVERNMENT OBLIGATIONS - 14.5%  
U.S. Treasury - 13.4%  

U.S. Treasury Bond

      

1.25%, 05/15/2050

      15,280,000        13,001,728  

1.88%, 02/15/2051

      4,857,000        4,816,778  

2.00%, 02/15/2050

      10,116,000        10,317,135  

2.25%, 05/15/2041 - 08/15/2049

      23,088,900        24,762,271  

2.50%, 05/15/2046

      9,450,000        10,601,719  

2.75%, 08/15/2042 (D)

      21,601,000        25,095,974  

2.75%, 08/15/2047 - 11/15/2047

      22,740,000        26,786,120  

2.88%, 11/15/2046 - 05/15/2049

      17,580,200        21,257,105  

3.00%, 08/15/2048 - 02/15/2049

      11,481,000        14,196,777  

3.13%, 05/15/2048

      1,568,000        1,978,008  

3.50%, 02/15/2039

      6,104,000        7,844,594  

4.50%, 02/15/2036 (D)

      14,521,000        20,378,182  

U.S. Treasury Note

      

0.63%, 05/15/2030 - 08/15/2030

      26,033,900        24,780,589  

0.75%, 04/30/2026

      17,929,000        18,000,436  

0.88%, 06/30/2026

      1,075,300        1,084,793  

1.13%, 02/15/2031 (D)

      3,167,000        3,137,309  

1.63%, 05/15/2031 (D)

      12,798,700        13,252,654  
     

 

 

  
        241,292,172  
     

 

 

  
U.S. Treasury Inflation-Protected Securities - 1.1%  

U.S. Treasury Inflation-Indexed Bond

      

0.25%, 02/15/2050

      12,798,177        15,078,519  

U.S. Treasury Inflation-Indexed Note

      

0.13%, 07/15/2030

      4,561,866        5,175,520  
     

 

 

  
        20,254,039  
     

 

 

  

Total U.S. Government Obligations
(Cost $246,151,709)

 

      261,546,211  
  

 

 

  
 

 

Transamerica Funds

     Page    11         

Transamerica Bond

 

SCHEDULE OF INVESTMENTS (continued)

At July 31, 2021

(unaudited)

 

         
Shares		      Value  
COMMON STOCK - 0.1%  
Building Products - 0.1%  

AMH New Finance, Inc. (K) (L) (M)

      316,065        $   2,417,897  
     

 

 

  

Total Common Stock
(Cost $1,684,626)

 

      2,417,897  
     

 

 

  
PREFERRED STOCK - 0.0% (I)  
Banks - 0.0% (I)  

GMAC Capital Trust I,

      

Series 2, 3-Month LIBOR + 5.79%,
5.94% (B) (D) (H)

      5,379        143,243  
     

 

 

  

Total Preferred Stock
(Cost $141,352)

 

      143,243  
     

 

 

  
     Principal      Value  
COMMERCIAL PAPER - 2.4%  
Banks - 1.3%  

Concord Minutemen Capital Co. LLC

      

0.09% (N), 08/09/2021

      $  700,000        699,983  

Lloyds Bank PLC

      

0.12% (N), 08/30/2021

      11,000,000        10,999,147  

Macquarie Bank Ltd.

      

0.09% (N), 09/07/2021

      4,050,000        4,049,491  

National Australia Bank Ltd.

      

0.12% (N), 08/04/2021

      1,400,000        1,399,984  

Societe Generale SA

      

0.14% (N), 08/16/2021

      5,163,000        5,162,839  

Sumitomo Mitsui Banking Corp.

      

0.09% (N), 10/28/2021

      500,000        499,888  
     

 

 

  
        22,811,332  
     

 

 

  
Diversified Financial Services - 0.2%  

Alpine Securitization LLC

      

0.15% (N), 08/02/2021

      700,000        699,995  

Gotham Funding Corp.

      

0.08% (N), 10/12/2021

      500,000        499,877  

Sheffield Receivables Co. LLC

      

0.14% (N), 08/02/2021

      1,937,000        1,936,985  
     

 

 

  
        3,136,857  
     

 

 

  
     Principal      Value  
COMMERCIAL PAPER (continued)  
Food Products - 0.9%  

Britannia Funding Co. LLC

      

0.15% (N), 09/16/2021

      $   17,000,000        $   16,997,008  
     

 

 

  

Total Commercial Paper
(Cost $42,944,617)

 

      42,945,197  
     

 

 

  
SHORT-TERM U.S. GOVERNMENT OBLIGATION - 0.2%  

U.S. Treasury Bill

      

0.02% (N), 09/09/2021 (D)

      3,993,000        3,992,821  
     

 

 

  

Total Short-Term U.S. Government Obligation
(Cost $3,992,911)

 

      3,992,821  
     

 

 

  
     Shares      Value  
OTHER INVESTMENT COMPANY - 2.1%  
Securities Lending Collateral - 2.1%  

State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 0.05% (N)

      37,467,383          37,467,383  
     

 

 

  

Total Other Investment Company
(Cost $37,467,383)

 

      37,467,383  
     

 

 

  
     Principal      Value  
REPURCHASE AGREEMENT - 0.7%  

Fixed Income Clearing Corp., 0.00% (N), dated 07/30/2021, to be repurchased at $13,144,588 on 08/02/2021. Collateralized by a U.S. Government Obligation, 0.13%, due 04/30/2023, and with a value of $13,407,547.

      $  13,144,588        13,144,588  
     

 

 

  

Total Repurchase Agreement
(Cost $13,144,588)

 

      13,144,588  
     

 

 

  

Total Investments
(Cost $1,825,159,549)

 

      1,888,620,152  

Net Other Assets (Liabilities) - (4.7)%

         (84,937,969 ) 
     

 

 

  

Net Assets - 100.0%

         $  1,803,682,183  
     

 

 

  
 

 

FUTURES CONTRACTS:

 

Long Futures Contracts

 

 

Description

    Number of
Contracts		    Expiration
Date		    Notional
Amount		    Value    Unrealized
Appreciation		    Unrealized
Depreciation

U.S. Treasury Ultra Bond

        1        09/21/2021      $     185,385      $     199,531      $     14,146      $     —

 

Transamerica Funds

     Page    12         

Transamerica Bond

 

SCHEDULE OF INVESTMENTS (continued)

At July 31, 2021

(unaudited)

 

INVESTMENT VALUATION:

 

Valuation Inputs (O)

 

     Level 1 -
Unadjusted
Quoted
Prices		      Level 2 -
Other
Significant
Observable
Inputs		      Level 3 -
Significant
Unobservable
Inputs (P)		      Value  

ASSETS

            

Investments

            

Asset-Backed Securities

    $ —        $ 247,882,728      $ —        $ 247,882,728  

Corporate Debt Securities

      —          924,520,648        —          924,520,648  

Foreign Government Obligations

      —          14,612,458        —          14,612,458  

Loan Assignments

      —          13,911,943        —          13,911,943  

Mortgage-Backed Securities

      —          278,831,517        —          278,831,517  

U.S. Government Agency Obligations

      —          47,203,518        —          47,203,518  

U.S. Government Obligations

      —          261,546,211        —          261,546,211  

Common Stock

      —          —          2,417,897        2,417,897  

Preferred Stock

      143,243        —          —          143,243  

Commercial Paper

      —          42,945,197        —          42,945,197  

Short-Term U.S. Government Obligation

      —          3,992,821        —          3,992,821  

Other Investment Company

      37,467,383        —          —          37,467,383  

Repurchase Agreement

      —          13,144,588        —          13,144,588  
  

 

 

     

 

 

     

 

 

     

 

 

  

Total Investments

    $     37,610,626      $     1,848,591,629      $     2,417,897      $     1,888,620,152  
  

 

 

     

 

 

     

 

 

     

 

 

  

Other Financial Instruments

            

Futures Contracts (Q)

    $ 14,146      $ —        $ —        $ 14,146  
  

 

 

     

 

 

     

 

 

     

 

 

  

Total Other Financial Instruments

    $ 14,146      $ —        $ —        $ 14,146  
  

 

 

     

 

 

     

 

 

     

 

 

  

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)      Securities are exempt from registration pursuant to Rule 144A of the Securities Act of 1933. Securities may be resold as transactions exempt from registration, normally to qualified institutional buyers. At July 31, 2021, the total value of 144A securities is $920,172,428, representing 51.0% of the Fund’s net assets.
(B)      Floating or variable rate securities. The rates disclosed are as of July 31, 2021. For securities based on a published reference rate and spread, the reference rate and spread are indicated within the description. Variable rate securities with a floor or ceiling feature are disclosed at the inherent rate, where applicable. Certain variable rate securities are not based on a published reference rate and spread, but are determined by the issuer or agent and are based on current market conditions; these securities do not indicate a reference rate and spread in the description.
(C)      When-issued, delayed-delivery and/or forward commitment (including TBAs) securities. Securities to be settled and delivered after July 31, 2021. Securities may display a coupon rate of 0.00%, as the rate is to be determined at time of settlement.
(D)      All or a portion of the securities are on loan. The total value of all securities on loan is $71,906,293, collateralized by cash collateral of $37,467,383 and non-cash collateral, such as U.S. government securities and irrevocable letters of credit, of $35,909,909. The amount of securities on loan indicated may not correspond with the securities on loan identified because securities with pending sales are in the process of recall from the brokers.
(E)      Perpetual maturity. The date displayed is the next call date.
(F)      Securities are exempt from registration under Regulation S of the Securities Act of 1933, which exempts from registration securities offered and sold outside the United States. Securities may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At July 31, 2021, the total value of Regulation S securities is $3,892,755, representing 0.2% of the Fund’s net assets.
(G)      Security in default; partial receipt of interest payments and/or dividends declared at last payment date. At July 31, 2021, the value of this security is $563,305, representing less than 0.1% of the Fund’s net assets.

 

Transamerica Funds

     Page    13         

Transamerica Bond

 

SCHEDULE OF INVESTMENTS (continued)

At July 31, 2021

(unaudited)

 

FOOTNOTES TO SCHEDULE OF INVESTMENTS (continued):

 

(H)      Restricted securities. At July 31, 2021, the value of such securities held by the Fund are as follows:

 

Investments

   

Description

    Acquisition
Date		      Acquisition
Cost		      Value      Value as Percentage
of Net Assets		  

Corporate Debt Securities

    Sysco Corp.
5.95%, 04/01/2030		      03/30/2020 - 10/13/2020      $ 2,399,225      $ 2,936,640        0.2 % 

Foreign Government Obligations

    Mongolia Government International Bond
5.63%, 05/01/2023		      10/25/2017        253,000        265,650        0.0 (I) 

Preferred Stock

   

GMAC Capital Trust I

Series 2,
3-Month LIBOR + 5.79%, 5.94%

      03/27/2019 - 03/28/2019        141,352        143,243        0.0 (I) 
        

 

 

     

 

 

     

 

 

  

Total

          $ 2,793,577      $   3,345,533        0.2 % 
        

 

 

     

 

 

     

 

 

  

 

(I)      Percentage rounds to less than 0.1% or (0.1)%.
(J)      Step bonds. Coupon rates change in increments to maturity. The rates disclosed are as of July 31, 2021; the maturity dates disclosed are the ultimate maturity dates.
(K)      Fair valued as determined in good faith in accordance with procedures established by the Board. At July 31, 2021, the total value of securities is $8,344,367, representing 0.5% of the Fund’s net assets.
(L)      Security is Level 3 of the fair value hierarchy.
(M)      Non-income producing security.
(N)      Rates disclosed reflect the yields at July 31, 2021.
(O)      There were no transfers in or out of Level 3 during the period ended July 31, 2021. Please reference the Investment Valuation section of the Notes to Schedule of Investments for more information regarding investment valuation and pricing inputs.
(P)      Level 3 securities were not considered significant to the Fund.
(Q)      Derivative instruments are valued at unrealized appreciation (depreciation).

PORTFOLIO ABBREVIATIONS:

 

LIBOR

    London Interbank Offered Rate

STRIPS

    Separate Trading of Registered Interest and Principal of Securities

TBA

    To Be Announced

 

Transamerica Funds

     Page    14         

Transamerica Bond

 

NOTES TO SCHEDULE OF INVESTMENTS

At July 31, 2021

(unaudited)

 

INVESTMENT VALUATION

All investments in securities are recorded at their estimated fair value. The Fund values its investments at the official close of the New York Stock Exchange (“NYSE”) each day the NYSE is open for business.

The Fund utilizes various methods to measure the fair value of its investments on a recurring basis. Generally Accepted Accounting Principles in the United States of America establishes a hierarchy that prioritizes inputs to valuation methods. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. The three levels (“Levels”) of inputs of the fair value hierarchy are defined as follows:

Level 1 — Unadjusted quoted prices in active markets for identical securities.

Level 2 — Inputs, other than quoted prices included in Level 1, which are observable, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates, and similar data.

Level 3 — Unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available, which may include the Fund’s own assumptions used in determining the fair value of investments and derivative instruments.

The inputs used to measure fair value may fall into different Levels of the fair value hierarchy. In such cases, for disclosure purposes, the Level in the fair value hierarchy that is assigned to the fair value measurement of a security is determined based on the lowest Level input that is significant to the fair value measurement in its entirety. Certain investments that are measured at fair value using Net Asset Value (“NAV”) per share, or its equivalent, using the “practical expedient” have not been classified in the fair value Levels. The hierarchy classification of inputs used to value the Fund’s investments at July 31, 2021, is disclosed within the Investment Valuation section of the Schedule of Investments.

The availability of observable inputs can vary from security to security and is affected by a wide variety of factors, including, but not limited to, the type of security, whether the security is new and not yet established in the marketplace, the liquidity of markets, and other characteristics particular to the security. To the extent that valuation is based on models or inputs that are less observable or unobservable in the market, the determination of fair value requires more judgment. Accordingly, the degree of judgment exercised in determining fair value is generally greatest for instruments categorized in Level 3. Due to the inherent uncertainty of valuation, the determination of values may differ significantly from values that would have been realized had a ready market for investments existed, and the differences could be material.

Fair value measurements: Descriptions of the valuation techniques applied to the Fund’s significant categories of assets and liabilities measured at fair value on a recurring basis are as follows:

Asset-backed securities: The fair value of asset-backed securities is estimated based on models that consider the estimated cash flows of each tranche of the entity, establish a benchmark yield, and develop an estimated tranche specific spread to the benchmark yield based on the unique attributes of the tranche. To the extent the inputs are observable and timely, the values would generally be categorized in Level 2 of the fair value hierarchy; otherwise they would be categorized in Level 3.

Corporate debt securities: The fair value of corporate debt securities is estimated using various techniques, which consider recently executed transactions in securities of the issuer or comparable issuers, market price quotations (where observable), bond spreads, fundamental data relating to the issuer, and credit default swap spreads adjusted for any basis difference between cash and derivative instruments. While most corporate debt securities are categorized in Level 2 of the fair value hierarchy, in instances where lower relative weight is placed on transaction prices, quotations, or similar observable inputs, they are categorized in Level 3.

Foreign government obligations: Foreign government obligations are normally valued using a model that incorporates market observable data such as reported sales of similar securities, broker quotes, yields, bids, offers, and reference data. Certain securities are valued by principally using dealer quotations. Foreign government obligations generally are categorized in Level 2 of the fair value hierarchy, or Level 3 if inputs are unobservable.

Loan assignments: Loan assignments are normally valued using an income approach, which projects future cash flows and converts those future cash flows to a present value using a discount rate. The resulting present value reflects the likely fair value of the loan. To the extent the inputs are observable and timely, the values would generally be categorized in Level 2 of the fair value hierarchy; otherwise are categorized in Level 3.

Mortgage-backed securities: The fair value of mortgage-backed securities is estimated based on models that consider issuer type, coupon, cash flows, mortgage prepayment projection tables and adjustable rate mortgage evaluations that incorporate index data, periodic life caps and the next coupon reset date. To the extent the inputs are observable and timely, the values would generally be categorized in Level 2 of the fair value hierarchy; otherwise they are categorized in Level 3.

 

Transamerica Funds

     Page    15         

Transamerica Bond

 

NOTES TO SCHEDULES OF INVESTMENTS (continued)

At July 31, 2021

(unaudited)

 

U.S. government agency obligations: U.S. government agency obligations are comprised of two main categories consisting of agency issued debt and mortgage pass-throughs. Generally, agency issued debt securities are valued in a manner similar to U.S. government obligations. Mortgage pass-throughs include to be announced (“TBA”) securities and mortgage pass-through certificates. Generally, TBA securities and mortgage pass-throughs are valued using dealer quotations. Depending on market activity levels and whether quotations or other observable data are used, these securities are typically categorized in Level 2 of the fair value hierarchy; otherwise they would be categorized in Level 3.

U.S. government obligations: U.S. government obligations are normally valued using a model that incorporates market observable data such as reported sales of similar securities, broker quotes, yields, bids, offers, and reference data. Certain securities are valued by principally using dealer quotations. U.S. government obligations generally are categorized in Level 2 of the fair value hierarchy, or Level 3 if inputs are unobservable.

Equity securities: Securities are stated at the last reported sales price or closing price on the day of valuation taken from the primary exchange where the security is principally traded. To the extent these securities are actively traded and valuation adjustments are not applied, they are categorized in Level 1 of the fair value hierarchy. Equities traded on inactive markets or valued by reference to similar instruments are generally categorized in Level 2 or Level 3 if inputs are unobservable.

Commercial paper: Commercial paper is valued using amortized cost, which approximates fair value. The values are generally categorized in Level 2 of the fair value hierarchy, or Level 3 if inputs are unobservable.

Short-term notes: The Fund normally values short-term government and U.S. government agency securities using a model that incorporates market observable data such as reported sales of similar securities, broker quotes, yields, bids, offers and reference data. Certain securities are valued by principally using dealer quotations. Short-term government and U.S. government agency securities generally are categorized in Level 2 of the fair value hierarchy, or Level 3 if inputs are unobservable.

Securities lending collateral: Securities lending collateral is invested in a money market fund which is valued at the actively traded NAV and no valuation adjustments are applied. Securities lending collateral is categorized in Level 1 of the fair value hierarchy.

Repurchase agreements: Repurchase agreements are valued at cost, which approximates fair value. To the extent the inputs are observable and timely, the values are generally categorized in Level 2 of the fair value hierarchy.

Restricted securities: Restricted securities for which quotations are not readily available are valued at fair value. Restricted securities issued by publicly traded companies are generally valued at a discount to similar publicly traded securities. Restricted securities issued by nonpublic entities may be valued by reference to comparable public entities and/or fundamental data relating to the issuer. Depending on the relative significance of observable valuation inputs, these instruments may be classified in either Level 2 or Level 3 of the fair value hierarchy. Certain investments are measured at fair value using the net asset value per share, or its equivalent, practical expedient and have not been classified in the fair value hierarchy.

Derivative instruments: Centrally cleared or listed derivatives that are actively traded are valued based on quoted prices from the exchange and are categorized in Level 1 of the fair value hierarchy. Over-the-counter (“OTC”) derivative contracts include forward, swap, swaption, and option contracts related to interest rates, foreign currencies, credit standing of reference entities, equity prices, or commodity prices. Depending on the product and the terms of the transaction, the fair value of the OTC derivative products are modeled taking into account the counterparties’ creditworthiness and using a series of techniques, including simulation models. Many pricing models do not entail material subjectivity because the methodologies employed do not necessitate significant judgments and the pricing inputs are observed from actively quoted markets, as is the case of interest rate swap and option contracts. The majority of OTC derivative products valued by the Fund using pricing models fall into this category and are categorized within Level 2 of the fair value hierarchy or Level 3 if inputs are unobservable.

 

Transamerica Funds

     Page    16         

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