0001752724-24-142223.txt : 20240624
0001752724-24-142223.hdr.sgml : 20240624
20240624155220
ACCESSION NUMBER: 0001752724-24-142223
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240430
FILED AS OF DATE: 20240624
DATE AS OF CHANGE: 20240624
PERIOD START: 20241031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: MAINSTAY FUNDS TRUST
CENTRAL INDEX KEY: 0001469192
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22321
FILM NUMBER: 241064113
BUSINESS ADDRESS:
STREET 1: 51 MADISON AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10010
BUSINESS PHONE: 212 576 7000
MAIL ADDRESS:
STREET 1: 51 MADISON AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10010
0001469192
S000036714
MainStay Balanced Fund
C000112258
Class A
MBNAX
C000112259
Class B
MBNBX
C000112260
Class C
MBACX
C000112261
Class I
MBAIX
C000112265
Investor Class
MBINX
C000185940
Class R6
MBERX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001469192
XXXXXXXX
S000036714
C000112261
C000112259
C000112258
C000112260
C000112265
C000185940
MAINSTAY FUNDS TRUST
811-22321
0001469192
549300SQRLBSUG7RD002
51 Madison Avenue
New York
10010
212-576-7000
MainStay Balanced Fund
S000036714
549300DL5ZTPAWGC6G97
2024-10-31
2024-04-30
N
451455541.26
6105623.89
445349917.37
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
6512634.76999999
USD
UST
CBRE Group, Inc.
52990016II9MJ2OSWA10
CBRE Group, Inc., Class A
12504L109
35061.00000000
NS
USD
3046450.29000000
0.684057674915
Long
EC
CORP
US
N
1
N
N
N
Host Hotels & Resorts, Inc.
N6EL63S0K3PB1YFTDI24
Host Hotels & Resorts, Inc.
44107P104
139524.00000000
NS
USD
2632817.88000000
0.591179604466
Long
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866F104
25605.00000000
NS
USD
3296899.80000000
0.740294243113
Long
EC
CORP
US
N
1
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBH3
385000.00000000
PA
USD
316417.08000000
0.071049093680
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
2.45000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RHJ4
955000.00000000
PA
USD
911213.32000000
0.204606150009
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.35000000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CBJ2
195000.00000000
PA
USD
187680.54000000
0.042142264471
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
4.95000000
N
N
N
N
N
N
Tyson Foods, Inc.
WD6L6041MNRW1JE49D58
Tyson Foods, Inc.
902494BL6
525000.00000000
PA
USD
519569.45000000
0.116665442101
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
5.40000000
N
N
N
N
N
N
Archer-Daniels-Midland Co.
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co.
039483102
46343.00000000
NS
USD
2718480.38000000
0.610414479484
Long
EC
CORP
US
N
1
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAN4
420000.00000000
PA
USD
426051.61000000
0.095666709116
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
6.33000000
N
N
N
N
N
N
Unilever plc
549300MKFYEKVRWML317
Unilever plc
904767704
63563.00000000
NS
USD
3295741.55000000
0.740034166720
Long
EC
CORP
GB
N
1
N
N
N
Xcel Energy, Inc.
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc.
98389BBB5
290000.00000000
PA
USD
279661.62000000
0.062795929468
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.50000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308KM8
110000.00000000
PA
USD
111927.52000000
0.025132489225
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
6.40000000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EP8
310000.00000000
PA
USD
306455.59000000
0.068812315450
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
4.80000000
N
N
N
N
N
N
Gentex Corp.
549300S3UD8XV1MN0287
Gentex Corp.
371901109
103376.00000000
NS
USD
3545796.80000000
0.796182206777
Long
EC
CORP
US
N
1
N
N
N
Newmont Corp.
N/A
Newmont Corp.
65163LAP4
195000.00000000
PA
USD
190210.92000000
0.042710442414
Long
DBT
CORP
US
Y
2
2034-03-15
Fixed
5.35000000
N
N
N
N
N
N
Dell International LLC
N/A
Dell International LLC
24703DBN0
135000.00000000
PA
USD
130797.98000000
0.029369710175
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
5.40000000
N
N
N
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBP2
345000.00000000
PA
USD
325428.30000000
0.073072495875
Long
DBT
CORP
US
N
2
2033-05-01
Fixed
4.90000000
N
N
N
N
N
N
United Parcel Service, Inc.
D01LMJZU09ULLNCY6Z23
United Parcel Service, Inc.
911312BY1
220000.00000000
PA
USD
212312.36000000
0.047673155808
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.45000000
N
N
N
N
N
N
Berry Global, Inc.
549300AP2Q7ERHX6RI89
Berry Global, Inc.
08576PAP6
305000.00000000
PA
USD
294566.50000000
0.066142709027
Long
DBT
CORP
US
Y
2
2034-01-15
Fixed
5.65000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCP8
280000.00000000
PA
USD
265074.35000000
0.059520466864
Long
DBT
CORP
US
N
2
2033-02-06
Fixed
4.90000000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KBP4
280000.00000000
PA
USD
280554.38000000
0.062996392063
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
6.05100000
N
N
N
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140CF5
290000.00000000
PA
USD
286989.36000000
0.064441318793
Long
DBT
CORP
US
N
2
2030-02-10
Fixed
5.12500000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PDM5
730000.00000000
PA
USD
728112.07000000
0.163492130929
Long
DBT
CORP
US
N
2
2025-12-15
Variable
5.54600000
N
N
N
N
N
N
Alphabet, Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc., Class C
02079K107
15993.00000000
NS
USD
2633087.52000000
0.591240150116
Long
EC
CORP
US
N
1
N
N
N
Boston Scientific Corp.
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp.
101137107
52783.00000000
NS
USD
3793514.21000000
0.851805302312
Long
EC
CORP
US
N
1
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
28332.00000000
NS
USD
4057425.72000000
0.911064662133
Long
EC
CORP
US
N
1
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693475BT1
545000.00000000
PA
USD
556906.58000000
0.125049215971
Long
DBT
CORP
US
N
2
2027-10-20
Variable
6.61500000
N
N
N
N
N
N
Morgan Stanley Bank NA
G1MLHIS0N32I3QPILB75
Morgan Stanley Bank NA
61690U8A1
250000.00000000
PA
USD
246256.73000000
0.055295110742
Long
DBT
CORP
US
N
2
2028-01-14
Variable
4.95200000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CT4
270000.00000000
PA
USD
269242.34000000
0.060456357910
Long
DBT
CORP
DE
N
2
2034-02-10
Variable
7.07900000
N
N
N
N
N
N
Everest Group Ltd.
549300N24XF2VV0B3570
Everest Group Ltd.
N/A
7835.00000000
NS
USD
2870822.35000000
0.644621731817
Long
EC
CORP
BM
N
1
N
N
N
N/A
N/A
U.S. Treasury 2 Year Notes
N/A
-13.00000000
NC
USD
6478.29000000
0.001454651667
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
U.S. Treasury 2 Year Notes
2024-06-28
-2634531.25000000
USD
6478.29000000
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YDU0
385000.00000000
PA
USD
375443.71000000
0.084303082892
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.05000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Notes
N/A
11.00000000
NC
USD
-33207.52000000
-0.00745650076
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
U.S. Treasury 10 Year Notes
2024-06-18
1181812.50000000
USD
-33207.52000000
N
N
N
Ballyrock CLO 23 Ltd.
N/A
Ballyrock CLO 23 Ltd., Series 2023-23A, Class A1
05874VAA1
750000.00000000
PA
USD
756396.75000000
0.169843244715
Long
ABS-CBDO
CORP
JE
Y
2
2036-04-25
Floating
7.30355040
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Ultra Bonds
N/A
1.00000000
NC
USD
-4392.44000000
-0.00098628961
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
U.S. Treasury 10 Year Ultra Bonds
2024-06-18
110218.75000000
USD
-4392.44000000
N
N
N
Duke Energy Ohio, Inc.
L6KC0HABGHNFU1Z6QY21
Duke Energy Ohio, Inc.
26442EAJ9
70000.00000000
PA
USD
68297.17000000
0.015335619775
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
5.25000000
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818FX1
245000.00000000
PA
USD
206635.90000000
0.046398549082
Long
DBT
CORP
US
N
2
2032-02-14
Fixed
2.80000000
N
N
N
N
N
N
Gaming and Leisure Properties, Inc.
5493006GWRDBCZYWTM57
Gaming and Leisure Properties, Inc.
36467J108
78847.00000000
NS
USD
3369132.31000000
0.756513514114
Long
EC
CORP
US
N
1
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693475BU8
20000.00000000
PA
USD
21228.19000000
0.004766631624
Long
DBT
CORP
US
N
2
2034-10-20
Variable
6.87500000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EQ6
105000.00000000
PA
USD
102510.41000000
0.023017947461
Long
DBT
CORP
US
N
2
2033-07-01
Fixed
5.15000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDZ6
595000.00000000
PA
USD
596385.97000000
0.133914018334
Long
DBT
CORP
US
N
2
2025-10-10
Fixed
6.05000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VCF8
415000.00000000
PA
USD
395638.66000000
0.088837708186
Long
DBT
CORP
US
N
2
2034-01-31
Fixed
4.85000000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738ECD5
405000.00000000
PA
USD
423008.59000000
0.094983421687
Long
DBT
CORP
GB
N
2
2028-11-02
Variable
7.38500000
N
N
N
N
N
N
Coterra Energy, Inc.
FCNMH6O7VWU7LHXMK351
Coterra Energy, Inc.
127097AL7
195000.00000000
PA
USD
190679.69000000
0.042815701218
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.60000000
N
N
N
N
N
N
Meta Platforms, Inc.
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc.
30303M8H8
440000.00000000
PA
USD
399486.23000000
0.089701651312
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
3.85000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABF7
850000.00000000
PA
USD
851097.15000000
0.191107512723
Long
DBT
CORP
DK
Y
2
2026-01-09
Variable
6.46600000
N
N
N
N
N
N
Blackstone Holdings Finance Co. LLC
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co. LLC
09261BAJ9
605000.00000000
PA
USD
612225.97000000
0.137470772110
Long
DBT
CORP
US
Y
2
2027-11-03
Fixed
5.90000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280DR7
470000.00000000
PA
USD
492717.97000000
0.110636142678
Long
DBT
CORP
GB
N
2
2028-11-03
Variable
7.39000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
48437.00000000
NS
USD
7003505.83000000
1.572584962260
Long
EC
CORP
US
N
1
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933Y105
58586.00000000
NS
USD
7570482.92000000
1.699895436089
Long
EC
CORP
US
N
1
N
N
N
Enel Finance America LLC
549300EGNLVUJX1DEC60
Enel Finance America LLC
29280HAA0
420000.00000000
PA
USD
437798.29000000
0.098304338436
Long
DBT
CORP
US
Y
2
2027-10-14
Fixed
7.10000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DJ6
170000.00000000
PA
USD
154208.81000000
0.034626437321
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.75000000
N
N
N
N
N
N
Blackstone Private Credit Fund
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HBA4
420000.00000000
PA
USD
423917.00000000
0.095187398372
Long
DBT
CORP
US
N
2
2025-09-29
Fixed
7.05000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PEE2
295000.00000000
PA
USD
294767.45000000
0.066187830850
Long
DBT
CORP
US
N
2
2028-04-22
Variable
5.57100000
N
N
N
N
N
N
Pfizer, Inc.
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081103
206900.00000000
NS
USD
5300778.00000000
1.190250136634
Long
EC
CORP
US
N
1
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DL8
425000.00000000
PA
USD
372916.26000000
0.083735562858
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
1.75000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DH0
590000.00000000
PA
USD
555004.42000000
0.124622100140
Long
DBT
CORP
US
N
2
2029-08-18
Fixed
4.05000000
N
N
N
N
N
N
U.S. Bancorp
N1GZ7BBF3NP8GI976H15
U.S. Bancorp
91159HJK7
150000.00000000
PA
USD
144571.04000000
0.032462348001
Long
DBT
CORP
US
N
2
2029-02-01
Variable
4.65300000
N
N
N
N
N
N
Middleby Corp. (The)
JDFO86U9VQRBKW5KYA35
Middleby Corp. (The)
596278101
20521.00000000
NS
USD
2851803.37000000
0.640351161810
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
U.S. Treasury Long Bonds
N/A
-3.00000000
NC
USD
14134.95000000
0.003173897523
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
U.S. Treasury Long Bonds
2024-06-18
-341437.50000000
USD
14134.95000000
N
N
N
BRAVO Residential Funding Trust
N/A
BRAVO Residential Funding Trust, Series 2023-NQM8, Class A1
10567MAA3
479561.73000000
PA
USD
478681.21000000
0.107484292986
Long
ABS-MBS
CORP
US
Y
2
2063-10-25
Variable
6.39399960
N
N
N
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
Truist Bank
07330MAC1
250000.00000000
PA
USD
240803.20000000
0.054070561284
Long
DBT
CORP
US
N
2
2029-09-17
Variable
2.63600000
N
N
N
N
N
N
Southwest Gas Corp.
OQQR1IQTGBKH0UR88X59
Southwest Gas Corp.
845011AH8
220000.00000000
PA
USD
219083.66000000
0.049193600684
Long
DBT
CORP
US
N
2
2028-03-23
Fixed
5.45000000
N
N
N
N
N
N
Atmos Energy Corp.
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp.
049560105
28967.00000000
NS
USD
3415209.30000000
0.766859758315
Long
EC
CORP
US
N
1
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308KF3
400000.00000000
PA
USD
397452.44000000
0.089244978947
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.45000000
N
N
N
N
N
N
LKQ Corp.
DS830JTTZQN6GK0I2E41
LKQ Corp.
501889208
72826.00000000
NS
USD
3140985.38000000
0.705284823796
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CKP5
9050000.00000000
PA
USD
9015355.51000000
2.024330792119
Long
DBT
UST
US
N
2
2029-04-30
Fixed
4.62500000
N
N
N
N
N
N
United Parcel Service, Inc.
D01LMJZU09ULLNCY6Z23
United Parcel Service, Inc., Class B
911312106
34087.00000000
NS
USD
5027150.76000000
1.128809182156
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJZ5
3085000.00000000
PA
USD
2921109.38000000
0.655913309078
Long
DBT
UST
US
N
2
2034-02-15
Fixed
4.00000000
N
N
N
N
N
N
Citizens Bank NA
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA
75524KPT5
380000.00000000
PA
USD
378217.33000000
0.084925878561
Long
DBT
CORP
US
N
2
2025-10-24
Variable
6.06400000
N
N
N
N
N
N
Knight-Swift Transportation Holdings, Inc.
N/A
Knight-Swift Transportation Holdings, Inc.
499049104
52083.00000000
NS
USD
2407797.09000000
0.540652865553
Long
EC
CORP
US
N
1
N
N
N
Raymond James Financial, Inc.
RGUZHJ05YTITL6D76949
Raymond James Financial, Inc.
754730109
35572.00000000
NS
USD
4339784.00000000
0.974466106478
Long
EC
CORP
US
N
1
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co.
842400HT3
175000.00000000
PA
USD
178030.32000000
0.039975379596
Long
DBT
CORP
US
N
2
2032-11-01
Fixed
5.95000000
N
N
N
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
N/A
65345.00000000
NS
USD
4251999.15000000
0.954754673608
Long
EC
CORP
IE
N
1
N
N
N
KKR & Co., Inc.
54930013V5I303TF9571
KKR & Co., Inc.
48251W104
32827.00000000
NS
USD
3055208.89000000
0.686024353174
Long
EC
CORP
US
N
1
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668CH3
295000.00000000
PA
USD
287952.16000000
0.064657508347
Long
DBT
CORP
US
Y
2
2034-03-22
Fixed
5.60000000
N
N
N
N
N
N
Entergy Arkansas LLC
549300A0I5ONUIFMLP35
Entergy Arkansas LLC
29366MAD0
220000.00000000
PA
USD
213713.09000000
0.047987679275
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
5.15000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CKJ9
19900000.00000000
PA
USD
19697890.63000000
4.423014322383
Long
DBT
UST
US
N
2
2027-04-15
Fixed
4.50000000
N
N
N
N
N
N
PECO Energy Co.
YH65D4JBECK76IFEJ279
PECO Energy Co.
693304BF3
310000.00000000
PA
USD
298974.86000000
0.067132573362
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
4.90000000
N
N
N
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693475105
26082.00000000
NS
USD
3997327.32000000
0.897570014968
Long
EC
CORP
US
N
1
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2020-GC46, Class A5
17328RAZ2
1000000.00000000
PA
USD
852607.50000000
0.191446650542
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Fixed
2.71700000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAQ6
185000.00000000
PA
USD
166891.86000000
0.037474321537
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.75000000
N
N
N
N
N
N
Hess Corp.
UASVRYNXNK17ULIGK870
Hess Corp.
42809H107
17665.00000000
NS
USD
2782060.85000000
0.624690999479
Long
EC
CORP
US
N
1
N
N
N
Norfolk Southern Corp.
54930036C8MWP850MI84
Norfolk Southern Corp.
655844CM8
250000.00000000
PA
USD
211152.67000000
0.047412756074
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.00000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABU8
675000.00000000
PA
USD
637734.67000000
0.143198560306
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
2.62500000
N
N
N
N
N
N
Penske Truck Leasing Co. LP
N/A
Penske Truck Leasing Co. LP
709599BW3
165000.00000000
PA
USD
166776.64000000
0.037448449745
Long
DBT
CORP
US
Y
2
2028-08-01
Fixed
6.05000000
N
N
N
N
N
N
General Dynamics Corp.
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp.
369550108
14134.00000000
NS
USD
4057730.06000000
0.911132999409
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U3J0
845000.00000000
PA
USD
828547.77000000
0.186044217745
Long
DBT
CORP
US
N
2
2030-01-23
Variable
5.19800000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BZ8
430000.00000000
PA
USD
353879.00000000
0.079460888213
Long
DBT
CORP
US
N
2
2031-05-12
Fixed
2.10000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCM5
220000.00000000
PA
USD
213120.90000000
0.047854707430
Long
DBT
CORP
US
N
2
2028-05-06
Fixed
4.50000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308KJ5
450000.00000000
PA
USD
450413.11000000
0.101136902115
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
6.15000000
N
N
N
N
N
N
Warnermedia Holdings, Inc.
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VBB8
224000.00000000
PA
USD
204329.22000000
0.045880601304
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.05400000
N
N
N
N
N
N
Diamondback Energy, Inc.
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278X109
3138.00000000
NS
USD
631145.94000000
0.141719110161
Long
EC
CORP
US
N
1
N
N
N
Southern Co. (The)
549300FC3G3YU2FBZD92
Southern Co. (The)
842587DM6
220000.00000000
PA
USD
218444.34000000
0.049050046150
Long
DBT
CORP
US
N
2
2025-10-06
Fixed
5.15000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBV0
240000.00000000
PA
USD
226614.11000000
0.050884507027
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.95000000
N
N
N
N
N
N
Citizens Financial Group, Inc.
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc.
174610BG9
265000.00000000
PA
USD
265740.96000000
0.059670149164
Long
DBT
CORP
US
N
2
2035-04-25
Variable
6.64500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YET8
1314000.00000000
PA
USD
1296914.15000000
0.291212392641
Long
DBT
CORP
US
N
2
2026-07-17
Variable
4.67900000
N
N
N
N
N
N
Corebridge Global Funding
54930057MDZ7KOVOTV71
Corebridge Global Funding
00138CAX6
545000.00000000
PA
USD
534974.25000000
0.120124474965
Long
DBT
CORP
US
Y
2
2029-01-12
Fixed
5.20000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CK3
620000.00000000
PA
USD
533290.00000000
0.119746289198
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.62500000
N
N
N
N
N
N
AstraZeneca plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353108
48923.00000000
NS
USD
3712277.24000000
0.833564147024
Long
EC
CORP
GB
N
1
N
N
N
Nasdaq, Inc.
549300L8X1Q78ERXFD06
Nasdaq, Inc.
631103108
21479.00000000
NS
USD
1285518.15000000
0.288653505897
Long
EC
CORP
US
N
1
N
N
N
Pfizer Investment Enterprises Pte. Ltd.
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte. Ltd.
716973AE2
210000.00000000
PA
USD
200043.69000000
0.044918317529
Long
DBT
CORP
SG
N
2
2033-05-19
Fixed
4.75000000
N
N
N
N
N
N
Vanguard Russell 1000 Value
N/A
Vanguard Russell 1000 Value
92206C714
123521.00000000
NS
USD
9299896.09000000
2.088222255641
Long
RF
US
N
1
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513CJ2
470000.00000000
PA
USD
481022.72000000
0.108010061580
Long
DBT
CORP
US
N
2
2029-11-17
Variable
6.19600000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VEN0
8000.00000000
PA
USD
7858.22000000
0.001764504649
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.37600000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816DN6
390000.00000000
PA
USD
408216.76000000
0.091662026662
Long
DBT
CORP
US
N
2
2031-10-30
Variable
6.48900000
N
N
N
N
N
N
Amdocs Ltd.
549300HQV672RJ7RQV66
Amdocs Ltd.
N/A
38153.00000000
NS
USD
3204470.47000000
0.719539926923
Long
EC
CORP
GG
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CKK6
28000000.00000000
PA
USD
27915781.32000000
6.268280341187
Long
DBT
UST
US
N
2
2026-04-30
Fixed
4.87500000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJS9
1040000.00000000
PA
USD
954135.21000000
0.214243940053
Long
DBT
CORP
US
N
2
2027-07-22
Variable
1.73400000
N
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076CJ9
385000.00000000
PA
USD
306049.66000000
0.068721166898
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
1.87500000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NX5
1050000.00000000
PA
USD
1047690.62000000
0.235251109102
Long
DBT
CORP
US
N
2
2026-09-29
Variable
5.61000000
N
N
N
N
N
N
Keurig Dr Pepper, Inc.
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper, Inc.
49271V100
110246.00000000
NS
USD
3715290.20000000
0.834240684704
Long
EC
CORP
US
N
1
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAD9
605000.00000000
PA
USD
494069.76000000
0.110939677033
Long
DBT
CORP
US
N
2
2032-05-19
Fixed
4.20000000
N
N
N
N
N
N
Corebridge Financial, Inc.
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871XAF6
325000.00000000
PA
USD
298340.19000000
0.066990062951
Long
DBT
CORP
US
N
2
2029-04-05
Fixed
3.85000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PEB8
600000.00000000
PA
USD
585440.98000000
0.131456402519
Long
DBT
CORP
US
N
2
2030-01-23
Variable
5.01200000
N
N
N
N
N
N
Antero Resources Corp.
APVBKPOULHUX7YZLKU17
Antero Resources Corp.
03674X106
69500.00000000
NS
USD
2363695.00000000
0.530750070407
Long
EC
CORP
US
N
1
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DP2
300000.00000000
PA
USD
297335.61000000
0.066764492010
Long
DBT
CORP
US
N
2
2028-03-02
Fixed
5.15000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCH6
170000.00000000
PA
USD
175319.36000000
0.039366653761
Long
DBT
CORP
US
N
2
2029-11-09
Fixed
6.15000000
N
N
N
N
N
N
MainStay U.S. Government Liquidity Fund
549300Y3ZLEL13IJCK58
MainStay U.S. Government Liquidity Fund, Class I
56064L488
3080721.73000000
NS
USD
3080721.73000000
0.691753070976
Long
STIV
RF
US
N
1
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918CC6
220000.00000000
PA
USD
134634.75000000
0.030231228242
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.52500000
N
N
N
N
N
N
Waste Connections, Inc.
549300HDLRTPBQU69P29
Waste Connections, Inc.
94106BAA9
445000.00000000
PA
USD
384348.68000000
0.086302627441
Long
DBT
CORP
CA
N
2
2030-02-01
Fixed
2.60000000
N
N
N
N
N
N
Sun Communities Operating LP
549300PUNBPJCGT6X741
Sun Communities Operating LP
866677AE7
435000.00000000
PA
USD
350779.10000000
0.078764828805
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.70000000
N
N
N
N
N
N
Cisco Systems, Inc.
549300LKFJ962MZ46593
Cisco Systems, Inc.
17275R102
130566.00000000
NS
USD
6133990.68000000
1.377341825103
Long
EC
CORP
US
N
1
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308KL0
240000.00000000
PA
USD
241954.77000000
0.054329137732
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.10000000
N
N
N
N
N
N
Corning, Inc.
549300X2937PB0CJ7I56
Corning, Inc.
219350105
123343.00000000
NS
USD
4117189.34000000
0.924484136948
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625H100
53770.00000000
NS
USD
10309859.80000000
2.315002068684
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
42876.00000000
NS
USD
3894855.84000000
0.874560808947
Long
EC
CORP
US
N
1
N
N
N
Carlyle Global Market Strategies CLO Ltd.
6354006XBJTNRUJOLM20
Carlyle Global Market Strategies CLO Ltd., Series 2013-3A, Class A2R
14310GAS9
1100000.00000000
PA
USD
1100898.70000000
0.247198586338
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-15
Floating
6.99017040
N
N
N
N
N
N
Axalta Coating Systems Ltd.
529900AGLPA40GV6H619
Axalta Coating Systems Ltd.
N/A
85405.00000000
NS
USD
2685133.20000000
0.602926619108
Long
EC
CORP
BM
N
1
N
N
N
Penske Truck Leasing Co. LP
N/A
Penske Truck Leasing Co. LP
709599BU7
230000.00000000
PA
USD
230070.56000000
0.051660627076
Long
DBT
CORP
US
Y
2
2026-05-24
Fixed
5.75000000
N
N
N
N
N
N
Aptiv plc
N/A
Aptiv plc
00217GAB9
320000.00000000
PA
USD
270435.82000000
0.060724344936
Long
DBT
CORP
JE
N
2
2032-03-01
Fixed
3.25000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBC3
660000.00000000
PA
USD
538541.08000000
0.120925380020
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.10000000
N
N
N
N
N
N
Analog Devices, Inc.
GYVOE5EZ4GDAVTU4CQ61
Analog Devices, Inc.
032654105
18337.00000000
NS
USD
3678585.57000000
0.825998933989
Long
EC
CORP
US
N
1
N
N
N
Arizona Public Service Co.
YG6VT0TPHRH4TFVAQV64
Arizona Public Service Co.
040555DG6
415000.00000000
PA
USD
406804.97000000
0.091345019754
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.55000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBU3
178000.00000000
PA
USD
167886.39000000
0.037697635825
Long
DBT
CORP
US
N
2
2032-09-01
Fixed
4.95000000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EL7
205000.00000000
PA
USD
197983.73000000
0.044455768886
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
5.00000000
N
N
N
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
N/A
10672.00000000
NS
2553162.35000000
0.573293549727
Long
EC
CORP
CH
N
2
N
N
N
iShares Intermediate Government/Credit Bond ETF
549300USOBX01WS0GK74
iShares Intermediate Government/Credit Bond ETF
464288612
80097.00000000
NS
USD
8191520.19000000
1.839344719849
Long
RF
US
N
1
N
N
N
Micron Technology, Inc.
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112CB7
215000.00000000
PA
USD
215953.53000000
0.048490753355
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
5.87500000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280DX4
330000.00000000
PA
USD
333971.94000000
0.074990906470
Long
DBT
CORP
GB
N
2
2034-06-20
Variable
6.54700000
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAG7
400000.00000000
PA
USD
366218.11000000
0.082231543268
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.15000000
N
N
N
N
N
N
Cigna Group (The)
549300VIWYMSIGT1U456
Cigna Group (The)
125523CV0
195000.00000000
PA
USD
187921.39000000
0.042196345540
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.25000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ADC6
405000.00000000
PA
USD
407879.28000000
0.091586248047
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
5.75000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CY9
290000.00000000
PA
USD
274279.18000000
0.061587342739
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17327CAN3
875000.00000000
PA
USD
849516.12000000
0.190752504236
Long
DBT
CORP
US
N
2
2026-01-25
Variable
2.01400000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GMA4
200000.00000000
PA
USD
194493.54000000
0.043672072771
Long
DBT
CORP
US
N
2
2035-01-23
Variable
5.46800000
N
N
N
N
N
N
F5, Inc.
54930015FPK9KT966303
F5, Inc.
315616102
20372.00000000
NS
USD
3367695.32000000
0.756190848734
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GA46
345000.00000000
PA
USD
355985.44000000
0.079933873593
Long
DBT
CORP
US
N
2
2029-10-24
Variable
6.48400000
N
N
N
N
N
N
Vanguard Intermediate-Term Treasury ETF
N/A
Vanguard Intermediate-Term Treasury ETF
92206C706
121600.00000000
NS
USD
6954304.00000000
1.561537058560
Long
RF
US
N
1
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933YBE4
415000.00000000
PA
USD
336523.43000000
0.075563824506
Long
DBT
CORP
US
N
2
2031-12-10
Fixed
2.15000000
N
N
N
N
N
N
Georgia Power Co.
D981X4Z4RWS7PDMJUZ03
Georgia Power Co.
373334KS9
755000.00000000
PA
USD
734035.61000000
0.164822217624
Long
DBT
CORP
US
N
2
2028-05-16
Fixed
4.65000000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
37025.00000000
NS
USD
4651080.50000000
1.044365412138
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397ZW6
450000.00000000
PA
USD
435267.80000000
0.097736135794
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
4.54200000
N
N
N
N
N
N
Crown Castle, Inc.
54930012H97VSM0I2R19
Crown Castle, Inc.
22822V101
38171.00000000
NS
USD
3579676.38000000
0.803789613600
Long
EC
CORP
US
N
1
N
N
N
Southern Co. (The)
549300FC3G3YU2FBZD92
Southern Co. (The)
842587DL8
100000.00000000
PA
USD
100195.89000000
0.022498239270
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
5.70000000
N
N
N
N
N
N
Keurig Dr Pepper, Inc.
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper, Inc., Series 10
49271VAU4
130000.00000000
PA
USD
127075.51000000
0.028533857320
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
5.20000000
N
N
N
N
N
N
Lennar Corp.
529900G61XVRLX5TJX09
Lennar Corp., Class A
526057104
19375.00000000
NS
USD
2937637.50000000
0.659624575064
Long
EC
CORP
US
N
1
N
N
N
Wyndham Hotels & Resorts, Inc.
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts, Inc.
98311A105
37747.00000000
NS
USD
2774781.97000000
0.623056581302
Long
EC
CORP
US
N
1
N
N
N
Targa Resources Partners LP
N/A
Targa Resources Partners LP
87612BBQ4
755000.00000000
PA
USD
736539.72000000
0.165384496835
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.50000000
N
N
N
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CBH7
240000.00000000
PA
USD
202175.75000000
0.045397055689
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.45000000
N
N
N
N
N
N
AEP Texas, Inc.
5493001L78U618KXNZ75
AEP Texas, Inc.
00108WAP5
40000.00000000
PA
USD
37085.68000000
0.008327312648
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.70000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CKN0
13650000.00000000
PA
USD
13586015.63000000
3.050638408160
Long
DBT
UST
US
N
2
2031-04-30
Fixed
4.62500000
N
N
N
N
N
N
Commonwealth Edison Co.
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co.
202795JE1
290000.00000000
PA
USD
286167.32000000
0.064256735847
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
3.10000000
N
N
N
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738BK3
505000.00000000
PA
USD
497796.46000000
0.111776479703
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
5.35000000
N
N
N
N
N
N
Baxter International, Inc.
J5OIVXX3P24RJRW5CK77
Baxter International, Inc.
071813BY4
610000.00000000
PA
USD
556947.03000000
0.125058298716
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.95000000
N
N
N
N
N
N
L3Harris Technologies, Inc.
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
502431109
18760.00000000
NS
USD
4015578.00000000
0.901668068945
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GLG2
660000.00000000
PA
USD
649785.30000000
0.145904439331
Long
DBT
CORP
US
N
2
2029-04-25
Variable
5.20200000
N
N
N
N
N
N
Coterra Energy, Inc.
FCNMH6O7VWU7LHXMK351
Coterra Energy, Inc.
127097103
105698.00000000
NS
USD
2891897.28000000
0.649353950053
Long
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866FAV6
110000.00000000
PA
USD
104998.74000000
0.023576683390
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.35000000
N
N
N
N
N
N
Kenvue, Inc.
5493008HSF8L4M2LIJ82
Kenvue, Inc.
49177J102
156013.00000000
NS
USD
2936164.66000000
0.659293859834
Long
EC
CORP
US
N
1
N
N
N
INVESCO GOVT AND AGCY LEX
O37NHJVF7S22I1ONOU83
INVESCO GOVERNMENT & AGENCY PORTFOLIO OPEN-END FUND USD
825252885
3077100.00000000
NS
USD
3077100.00000000
0.690939838536
Long
STIV
RF
US
N
1
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940X102
22310.00000000
NS
USD
2738998.70000000
0.615021715098
Long
EC
CORP
US
N
1
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AV0
550000.00000000
PA
USD
558390.01000000
0.125382309105
Long
DBT
CORP
CH
Y
2
2028-08-11
Variable
6.44200000
N
N
N
N
N
N
QUALCOMM, Inc.
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525BK8
490000.00000000
PA
USD
414929.98000000
0.093169430107
Long
DBT
CORP
US
N
2
2030-05-20
Fixed
2.15000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016FZR8
605000.00000000
PA
USD
605060.52000000
0.135861823793
Long
DBT
CORP
CA
N
2
2024-10-25
Fixed
5.66000000
N
N
N
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CBT1
140000.00000000
PA
USD
128888.74000000
0.028941004583
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
4.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128284R8
1300000.00000000
PA
USD
1267753.90000000
0.284664676146
Long
DBT
UST
US
N
2
2025-05-31
Fixed
2.87500000
N
N
N
N
N
N
LPL Financial Holdings, Inc.
549300XROQ4Y8G2L7682
LPL Financial Holdings, Inc.
50212V100
10375.00000000
NS
USD
2792223.75000000
0.626973002822
Long
EC
CORP
US
N
1
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACH8
580000.00000000
PA
USD
577725.59000000
0.129723969280
Long
DBT
CORP
US
Y
2
2028-06-26
Fixed
5.68000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFQ3
310000.00000000
PA
USD
310065.81000000
0.069622963406
Long
DBT
CORP
US
N
2
2030-04-18
Variable
5.65600000
N
N
N
N
N
N
MetLife, Inc.
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156R108
66579.00000000
NS
USD
4732435.32000000
1.062633029763
Long
EC
CORP
US
N
1
N
N
N
Barings CLO Ltd.
N/A
Barings CLO Ltd., Series 2024-1A, Class B
06763VAC9
500000.00000000
PA
USD
502104.00000000
0.112743705660
Long
ABS-CBDO
CORP
KY
Y
2
2037-01-20
Floating
7.36899840
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp.
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp.
63743HFJ6
330000.00000000
PA
USD
326227.65000000
0.073251983951
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
5.05000000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co.
842400HU0
380000.00000000
PA
USD
377857.83000000
0.084845155519
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.30000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PEG7
595000.00000000
PA
USD
594472.57000000
0.133484378645
Long
DBT
CORP
US
N
2
2030-04-22
Variable
5.58100000
N
N
N
N
N
N
Ares Management Corp.
529900JUV61FH7B8VW38
Ares Management Corp.
03990B101
27856.00000000
NS
USD
3707355.04000000
0.832458903752
Long
EC
CORP
US
N
1
N
N
N
CenterPoint Energy Resources Corp.
2JADVB0458J06WCD4N56
CenterPoint Energy Resources Corp.
15189YAF3
550000.00000000
PA
USD
439579.72000000
0.098704345247
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
1.75000000
N
N
N
N
N
N
Ford Motor Co.
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370DA5
205000.00000000
PA
USD
165113.41000000
0.037074983863
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.25000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PEA0
625000.00000000
PA
USD
616133.53000000
0.138348185543
Long
DBT
CORP
US
N
2
2028-01-23
Variable
5.04000000
N
N
N
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140CG3
215000.00000000
PA
USD
209769.71000000
0.047102222728
Long
DBT
CORP
US
N
2
2033-02-10
Fixed
5.20000000
N
N
N
N
N
N
Emerson Electric Co.
FGLT0EWZSUIRRITFOA30
Emerson Electric Co.
291011104
36764.00000000
NS
USD
3962423.92000000
0.889732717005
Long
EC
CORP
US
N
1
N
N
N
U.S. Bancorp
N1GZ7BBF3NP8GI976H15
U.S. Bancorp
91159HJP6
385000.00000000
PA
USD
394855.55000000
0.088661866680
Long
DBT
CORP
US
N
2
2027-10-26
Variable
6.78700000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DQ0
200000.00000000
PA
USD
198236.41000000
0.044512506294
Long
DBT
CORP
US
N
2
2030-03-02
Fixed
5.25000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBH8
190000.00000000
PA
USD
183799.71000000
0.041270853059
Long
DBT
CORP
US
N
2
2026-03-13
Variable
2.00500000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury Ultra Bonds
N/A
-2.00000000
NC
USD
11351.61000000
0.002548919300
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
U.S. Treasury Ultra Bonds
2024-06-18
-239125.00000000
USD
11351.61000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828WJ5
7050000.00000000
PA
USD
7042004.03000000
1.581229445732
Long
DBT
UST
US
N
2
2024-05-15
Fixed
2.50000000
N
N
N
N
N
N
STORE Master Funding I-VII XIV XIX XX
N/A
STORE Master Funding I-VII XIV XIX XX, Series 2021-1A, Class A1
86190BAA2
304375.91000000
PA
USD
259558.54000000
0.058281932897
Long
ABS-O
CORP
US
Y
2
2051-06-20
Fixed
2.12000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGH1
340000.00000000
PA
USD
301051.03000000
0.067598761840
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
2.10000000
N
N
N
N
N
N
Morgan Stanley Bank NA
G1MLHIS0N32I3QPILB75
Morgan Stanley Bank NA
61690U4T4
425000.00000000
PA
USD
419466.69000000
0.094188114477
Long
DBT
CORP
US
N
2
2026-04-21
Fixed
4.75400000
N
N
N
N
N
N
Elevance Health, Inc.
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
036752103
10558.00000000
NS
USD
5580747.64000000
1.253115229695
Long
EC
CORP
US
N
1
N
N
N
Omnicom Group, Inc.
HKUPACFHSSASQK8HLS17
Omnicom Group, Inc.
681919106
37846.00000000
NS
USD
3513622.64000000
0.788957739287
Long
EC
CORP
US
N
1
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LAV8
130000.00000000
PA
USD
119445.35000000
0.026820561841
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.75000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DBA7
400000.00000000
PA
USD
403487.53000000
0.090600113363
Long
DBT
CORP
NL
Y
2
2027-09-18
Variable
6.33900000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17327CAR4
410000.00000000
PA
USD
406900.45000000
0.091366459076
Long
DBT
CORP
US
N
2
2034-05-25
Variable
6.17400000
N
N
N
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
N/A
16286.00000000
NS
USD
4172310.34000000
0.936861146093
Long
EC
CORP
NL
N
1
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613BJ6
340000.00000000
PA
USD
334366.38000000
0.075079475028
Long
DBT
CORP
CH
Y
2
2030-02-08
Variable
5.42800000
N
N
N
N
N
N
Florida Power & Light Co.
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co.
341081GK7
640000.00000000
PA
USD
636454.27000000
0.142911056042
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
5.05000000
N
N
N
N
N
N
Sempra
PBBKGKLRK5S5C0Y4T545
Sempra
816851109
54184.00000000
NS
USD
3881199.92000000
0.871494474035
Long
EC
CORP
US
N
1
N
N
N
Columbia Pipelines Operating Co. LLC
N/A
Columbia Pipelines Operating Co. LLC
19828TAA4
270000.00000000
PA
USD
270461.35000000
0.060730077507
Long
DBT
CORP
US
Y
2
2030-08-15
Fixed
5.92700000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U3K7
385000.00000000
PA
USD
373983.97000000
0.083975309170
Long
DBT
CORP
US
N
2
2035-01-23
Variable
5.49900000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZV9
650000.00000000
PA
USD
650135.60000000
0.145983096581
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
5.70000000
N
N
N
N
N
N
American International Group, Inc.
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874784
65588.00000000
NS
USD
4939432.28000000
1.109112652174
Long
EC
CORP
US
N
1
N
N
N
EOG Resources, Inc.
XWTZDRYZPBUHIQBKDB46
EOG Resources, Inc.
26875P101
28629.00000000
NS
USD
3782749.77000000
0.849388227652
Long
EC
CORP
US
N
1
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558103
56871.00000000
NS
USD
3707989.20000000
0.832601299647
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822DF8
200000.00000000
PA
USD
195132.90000000
0.043815636287
Long
DBT
CORP
JP
N
2
2035-04-17
Variable
5.42600000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324P102
10644.00000000
NS
USD
5148502.80000000
1.156057877006
Long
EC
CORP
US
N
1
N
N
N
Appalachian Power Co.
3SCHO1ABYYIG382BEI70
Appalachian Power Co., Series BB
037735DA2
45000.00000000
PA
USD
40968.81000000
0.009199240507
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
4.50000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RKH4
415000.00000000
PA
USD
327767.67000000
0.073597783948
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.25000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DY3
65000.00000000
PA
USD
62842.32000000
0.014110773921
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
5.30000000
N
N
N
N
N
N
Benefit Street Partners CLO XXX Ltd.
N/A
Benefit Street Partners CLO XXX Ltd., Series 2023-30A, Class A
08186KAA2
700000.00000000
PA
USD
705165.30000000
0.158339604992
Long
ABS-CBDO
CORP
JE
Y
2
2036-04-25
Floating
7.42354920
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFK6
160000.00000000
PA
USD
156879.51000000
0.035226123073
Long
DBT
CORP
US
N
2
2030-01-16
Variable
5.17300000
N
N
N
N
N
N
Credit Suisse AG
549300D0YARF5HYP1809
Credit Suisse AG
22550L2L4
1000000.00000000
PA
USD
1013459.93000000
0.227564863149
Long
DBT
CORP
CH
N
2
2025-01-09
Fixed
7.95000000
N
N
N
N
N
N
Targa Resources Corp.
5493003QENHHS261UR94
Targa Resources Corp.
87612G101
26301.00000000
NS
USD
2999892.06000000
0.673603371864
Long
EC
CORP
US
N
1
N
N
N
Phillips 66 Co.
RVJMT2IZVVSKIRJJBH76
Phillips 66 Co.
718547AK8
535000.00000000
PA
USD
475066.08000000
0.106672542526
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.15000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABS3
135000.00000000
PA
USD
118632.25000000
0.026637986305
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
2.62500000
N
N
N
N
N
N
Micron Technology, Inc.
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112CA9
380000.00000000
PA
USD
378441.79000000
0.084976279379
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
5.37500000
N
N
N
N
N
N
3M Co.
LUZQVYP4VS22CLWDAR65
3M Co.
88579YBN0
209000.00000000
PA
USD
183544.76000000
0.041213605940
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.05000000
N
N
N
N
N
N
iShares Russell 1000 Value ETF
549300KLSYN5NN4YNM90
iShares Russell 1000 Value ETF
464287598
92544.00000000
NS
USD
15871296.00000000
3.563781058662
Long
RF
US
N
1
N
N
N
Solventum Corp.
254900I70403OSGY4M28
Solventum Corp.
83444MAA9
605000.00000000
PA
USD
599901.79000000
0.134703469474
Long
DBT
CORP
US
Y
2
2027-02-25
Fixed
5.45000000
N
N
N
N
N
N
Electronic Arts, Inc.
549300O7A67PUEYKDL45
Electronic Arts, Inc.
285512109
26485.00000000
NS
USD
3358827.70000000
0.754199690848
Long
EC
CORP
US
N
1
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
268317AY0
370000.00000000
PA
USD
368954.15000000
0.082845900629
Long
DBT
NUSS
FR
Y
2
2029-04-22
Fixed
5.65000000
N
N
N
N
N
N
QUALCOMM, Inc.
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525103
17042.00000000
NS
USD
2826415.70000000
0.634650549997
Long
EC
CORP
US
N
1
N
N
N
American Electric Power Co., Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Co., Inc.
025537AX9
220000.00000000
PA
USD
215048.35000000
0.048287501942
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.62500000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 5 Year Notes
N/A
111.00000000
NC
USD
-194216.58000000
-0.04360988347
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
U.S. Treasury 5 Year Notes
2024-06-28
11626382.87000000
USD
-194216.58000000
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAX2
230000.00000000
PA
USD
235598.98000000
0.052901992525
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
6.55000000
N
N
N
N
N
N
Fortune Brands Innovations, Inc.
54930032LHW54PQUJD44
Fortune Brands Innovations, Inc.
34964C106
34609.00000000
NS
USD
2529917.90000000
0.568074181969
Long
EC
CORP
US
N
1
N
N
N
HEICO Corp.
529900O1DTDLCJ7L0I14
HEICO Corp.
422806AB5
210000.00000000
PA
USD
206235.16000000
0.046308565906
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.35000000
N
N
N
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The)
06406RBU0
175000.00000000
PA
USD
184733.15000000
0.041480450044
Long
DBT
CORP
US
N
2
2034-10-25
Variable
6.47400000
N
N
N
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135B101
59365.00000000
NS
USD
4337206.90000000
0.973887437907
Long
EC
CORP
US
N
1
N
N
N
M&T Bank Corp.
549300WYXDDBYRASEG81
M&T Bank Corp.
55261F104
34649.00000000
NS
USD
5002969.11000000
1.123379373133
Long
EC
CORP
US
N
1
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CW3
120000.00000000
PA
USD
106190.80000000
0.023844351566
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
RGA Global Funding
549300Y22K5FOEBMSK42
RGA Global Funding
76209PAC7
705000.00000000
PA
USD
716218.32000000
0.160821478137
Long
DBT
CORP
US
Y
2
2028-11-21
Fixed
6.00000000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAM4
160000.00000000
PA
USD
149084.41000000
0.033475791548
Long
DBT
CORP
US
N
2
2034-01-26
Variable
5.12200000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAQ3
205000.00000000
PA
USD
203361.44000000
0.045663293529
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.75000000
N
N
N
N
N
N
Pernod Ricard SA
52990097YFPX9J0H5D87
Pernod Ricard SA
714264306
96829.00000000
NS
USD
2932950.41000000
0.658572123987
Long
EC
CORP
FR
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TU2
330000.00000000
PA
USD
308189.06000000
0.069201553201
Long
DBT
UST
US
N
2
2043-08-15
Fixed
4.37500000
N
N
N
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693475BQ7
415000.00000000
PA
USD
415085.70000000
0.093204395871
Long
DBT
CORP
US
N
2
2026-06-12
Variable
5.81200000
N
N
N
N
N
N
Ares Management Corp.
529900JUV61FH7B8VW38
Ares Management Corp.
03990BAA9
425000.00000000
PA
USD
438511.61000000
0.098464509118
Long
DBT
CORP
US
N
2
2028-11-10
Fixed
6.37500000
N
N
N
N
N
N
CubeSmart LP
549300MPHKO3I3FJRA97
CubeSmart LP
22966RAH9
340000.00000000
PA
USD
293442.20000000
0.065890255853
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
2.25000000
N
N
N
N
N
N
BAE Systems plc
8SVCSVKSGDWMW2QHOH83
BAE Systems plc
05523RAJ6
850000.00000000
PA
USD
834402.26000000
0.187358799778
Long
DBT
CORP
GB
Y
2
2029-03-26
Fixed
5.12500000
N
N
N
N
N
N
AutoZone, Inc.
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332BF8
415000.00000000
PA
USD
402760.12000000
0.090436778876
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.20000000
N
N
N
N
N
N
National Securities Clearing Corp.
549300RYC9NELN2ICA34
National Securities Clearing Corp.
637639AK1
375000.00000000
PA
USD
370519.07000000
0.083197291735
Long
DBT
CORP
US
Y
2
2028-05-30
Fixed
5.00000000
N
N
N
N
N
N
H&R Block, Inc.
549300CE3KUCWLZBG404
H&R Block, Inc.
093671105
74024.00000000
NS
USD
3496153.52000000
0.785035178775
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJZ3
865000.00000000
PA
USD
752556.57000000
0.168980960958
Long
DBT
CORP
US
N
2
2029-06-14
Variable
2.08700000
N
N
N
N
N
N
2024-05-31
MAINSTAY FUNDS TRUST
Jack Benintende
Jack Benintende
Treasurer