0001752724-21-186309.txt : 20210826
0001752724-21-186309.hdr.sgml : 20210826
20210826095825
ACCESSION NUMBER: 0001752724-21-186309
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210630
FILED AS OF DATE: 20210826
PERIOD START: 20211231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: TRANSAMERICA SERIES TRUST
CENTRAL INDEX KEY: 0000778207
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04419
FILM NUMBER: 211209406
BUSINESS ADDRESS:
STREET 1: 1801 CALIFORNIA STREET
STREET 2: SUITE 5200
CITY: DENVER
STATE: CO
ZIP: 80202
BUSINESS PHONE: 720-482-8836
MAIL ADDRESS:
STREET 1: 1801 CALIFORNIA STREET
STREET 2: SUITE 5200
CITY: DENVER
STATE: CO
ZIP: 80202
FORMER COMPANY:
FORMER CONFORMED NAME: AEGON/TRANSAMERICA SERIES TRUST
DATE OF NAME CHANGE: 20050511
FORMER COMPANY:
FORMER CONFORMED NAME: AEGON/TRANSAMERICA SERIES FUND INC
DATE OF NAME CHANGE: 20010501
FORMER COMPANY:
FORMER CONFORMED NAME: WRL SERIES FUND INC
DATE OF NAME CHANGE: 19920703
0000778207
S000007919
Transamerica Multi-Managed Balanced VP
C000021483
Initial
C000021484
Service
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000778207
XXXXXXXX
S000007919
C000021484
C000021483
TRANSAMERICA SERIES TRUST
811-04419
0000778207
5493000QR1WGXIM5V222
1801 CALIFORNIA STREET
SUITE 5200
DENVER
80202
720-493-4256
Transamerica Multi-Managed Balanced VP
S000007919
549300WK7PLJ4S5HO711
2021-12-31
2021-06-30
N
2216373138.39
211007102.01
2005366036.38
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
144391475.60000000
0.00000000
0.00000000
620089.45000000
USD
ACMBS
ACMO
AMBS
UST
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516106
24719.00000000
NS
USD
5422112.65000000
0.270380197511
Long
EC
CORP
US
N
1
N
N
N
Nokia OYJ
549300A0JPRWG1KI7U06
Nokia OYJ
654902AD7
1142000.00000000
PA
USD
1163806.49000000
0.058034616568
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
639000.00000000
PA
USD
649441.26000000
0.032385172991
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
1151336.90000000
PA
USD
1179157.46000000
0.058800111231
Long
ABS-MBS
CORP
US
N
2
2057-10-25
Variable
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410K3K8
4826.10000000
PA
USD
5729.75000000
0.000285720905
Long
ABS-MBS
USGSE
US
N
2
2038-12-01
Fixed
6.00000000
N
N
N
N
N
N
One Market Plaza Trust
N/A
One Market Plaza Trust 2017-1MKT
68245HAA2
2169000.00000000
PA
USD
2213831.49000000
0.110395381682
Long
ABS-MBS
CORP
US
N
2
2032-02-10
Fixed
3.61000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DW7
575000.00000000
PA
USD
565049.77000000
0.028176889393
Long
DBT
CORP
US
N
2
2050-05-11
Fixed
2.65000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828R36
6326000.00000000
PA
USD
6559518.34000000
0.327098306294
Long
DBT
UST
US
N
2
2026-05-15
Fixed
1.63000000
N
N
N
N
N
SKYWORKS SOLUTIONS INC
549300WZ3ORQ2BVKBD96
Skyworks Solutions Inc
83088MAK8
579000.00000000
PA
USD
586554.35000000
0.029249241253
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
591000.00000000
PA
USD
589158.56000000
0.029379103331
Long
DBT
CORP
US
N
2
2026-05-28
Fixed
1.20000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83369BU20
1780000.00000000
PA
USD
1779993.08000000
0.088761505266
Long
STIV
CORP
US
N
2
2021-07-02
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SN9
10983000.00000000
PA
USD
8973883.21000000
0.447493527226
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
1740000.00000000
PA
USD
1814228.40000000
0.090468690856
Long
DBT
CORP
US
Y
2
2023-03-15
Fixed
3.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RN0
5077000.00000000
PA
USD
5872859.40000000
0.292857228728
Long
DBT
UST
US
N
2
2045-08-15
Fixed
2.88000000
N
N
N
N
N
N
Cisco Systems Inc/Delaware
549300LKFJ962MZ46593
Cisco Systems Inc/Delaware
17275R102
74625.00000000
NS
USD
3955125.00000000
0.197227086140
Long
EC
CORP
US
N
1
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAS4
811000.00000000
PA
USD
801337.98000000
0.039959686434
Long
DBT
CORP
IE
N
2
2026-01-30
Fixed
1.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YS3
3539000.00000000
PA
USD
3655538.17000000
0.182287826944
Long
DBT
UST
US
N
2
2029-11-15
Fixed
1.75000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286B1
791000.00000000
PA
USD
867998.91000000
0.043283814239
Long
DBT
UST
US
N
2
2029-02-15
Fixed
2.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RY6
3605000.00000000
PA
USD
4102095.69000000
0.204555957146
Long
DBT
UST
US
N
2
2047-08-15
Fixed
2.75000000
N
N
N
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466L302
28969.00000000
NS
USD
7076257.63000000
0.352866135240
Long
EC
CORP
US
N
1
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
Intuit Inc
461202103
22236.00000000
NS
USD
10899420.12000000
0.543512751401
Long
EC
CORP
US
N
1
N
N
N
Citigroup Capital XIII
N/A
Citigroup Capital XIII
173080201
14621.00000000
NS
USD
407925.90000000
0.020341717801
Long
EP
CORP
US
N
1
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CL2
893000.00000000
PA
USD
911954.18000000
0.045475696878
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
7500000.00000000
PA
USD
7497530.03000000
0.373873392387
Long
STIV
CORP
US
N
2
2021-09-16
None
0.00000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F032674
17703000.00000000
PA
USD
18638285.43000000
0.929420619072
Long
ABS-MBS
USGSE
US
N
2
2051-07-15
Fixed
3.50000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BX9
1677000.00000000
PA
USD
1785991.23000000
0.089060610262
Long
DBT
CORP
NL
N
2
2026-09-12
Fixed
2.50000000
N
N
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312106
41290.00000000
NS
USD
8587081.30000000
0.428205182705
Long
EC
CORP
US
N
1
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677105
5100.00000000
NS
USD
1103589.00000000
0.055031798683
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418XDE5
3771.19000000
PA
USD
3964.01000000
0.000197670147
Long
ABS-MBS
USGSE
US
N
2
2025-07-01
Fixed
4.50000000
N
N
N
N
N
N
Accenture PLC
N/A
Accenture PLC
000000000
47938.00000000
NS
USD
14131643.02000000
0.704691451018
Long
EC
CORP
IE
N
1
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDC3
1509000.00000000
PA
USD
1559098.80000000
0.077746345141
Long
DBT
CORP
MX
N
2
2030-01-23
Fixed
6.84000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796B40
5859000.00000000
PA
USD
5859000.00000000
0.292166113004
Long
STIV
UST
US
N
2
2021-07-01
None
0.00000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBL8
736000.00000000
PA
USD
800400.00000000
0.039912912928
Long
DBT
CORP
US
N
2
2024-11-14
Fixed
4.55000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAE0
303000.00000000
PA
USD
330056.90000000
0.016458686045
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
4.88000000
N
N
N
N
N
N
CLEVELAND ELECTRIC ILLUM
N/A
Cleveland Electric Illuminating Co/The
186108CE4
104000.00000000
PA
USD
132400.01000000
0.006602286445
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
5.95000000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
Alphabet Inc
02079KAD9
1060000.00000000
PA
USD
1007201.01000000
0.050225295119
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.10000000
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045V100
46945.00000000
NS
USD
2777735.65000000
0.138515143849
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KXL3
11475.41000000
PA
USD
13457.91000000
0.000671094940
Long
ABS-MBS
USGSE
US
N
2
2038-10-01
Fixed
6.00000000
N
N
N
N
N
N
Manhattan Asset Funding Co LLC
549300S0NSJYSOB32S63
Manhattan Asset Funding Co LLC
56274LV27
1450000.00000000
PA
USD
1449867.08000000
0.072299373465
Long
STIV
CORP
US
N
2
2021-08-02
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810SM1
2632470.75000000
PA
USD
2984563.71000000
0.148828874921
Long
DBT
UST
US
N
2
2050-02-15
Fixed
0.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138Y3DW8
459167.24000000
PA
USD
534931.60000000
0.026675010461
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
5.50000000
N
N
N
N
N
N
JETBLUE 2019-1 CLASS AA
N/A
JetBlue 2019-1 Class AA Pass Through Trust
477143AH4
1192575.36000000
PA
USD
1225790.01000000
0.061125499672
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
2.75000000
N
N
N
N
N
N
CROWDSTRIKE HOLDINGS INC
549300YBY08K9KM4HX32
Crowdstrike Holdings Inc
22788CAA3
221000.00000000
PA
USD
221209.95000000
0.011030901390
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.00000000
N
N
N
N
N
N
Victory Receivables Corp
549300D0F37QF0LP7F94
Victory Receivables Corp
92646KWQ1
1000000.00000000
PA
USD
999715.72000000
0.049852032091
Long
STIV
CORP
US
N
2
2021-09-24
None
0.00000000
N
N
N
N
N
N
ING US Funding LLC
N/A
ING US Funding LLC
4497W0U14
3250000.00000000
PA
USD
3249993.70000000
0.162064862027
Long
STIV
CORP
US
N
2
2021-07-01
None
0.00000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2017-4
64829NAA2
974344.70000000
PA
USD
1037419.39000000
0.051732171143
Long
ABS-MBS
CORP
US
N
2
2057-05-25
Variable
4.00000000
N
N
N
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
Progressive Corp/The
743315103
65678.00000000
NS
USD
6450236.38000000
0.321648829340
Long
EC
CORP
US
N
1
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BQ1
376000.00000000
PA
USD
430313.82000000
0.021458118477
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.25000000
N
N
N
N
N
N
Anglesea Funding LLC
549300JC7SH8MD7E2Z33
Anglesea Funding LLC
0347M2U61
7250000.00000000
PA
USD
7249903.36000000
0.361525189340
Long
STIV
CORP
IE
N
2
2021-07-06
None
0.00000000
N
N
N
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals Inc
92532F100
24522.00000000
NS
USD
4944370.86000000
0.246557026014
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417MLN1
90545.33000000
PA
USD
103021.83000000
0.005137308009
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
5.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHZ5
629000.00000000
PA
USD
642876.39000000
0.032057807818
Long
DBT
CORP
US
N
2
2031-02-13
Fixed
2.50000000
N
N
N
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International Inc
609207105
115038.00000000
NS
USD
7182972.72000000
0.358187612121
Long
EC
CORP
US
N
1
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EAH8
1630000.00000000
PA
USD
1743080.37000000
0.086920808390
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
603000.00000000
PA
USD
656063.68000000
0.032715407965
Long
DBT
CORP
GB
N
2
2030-04-15
Fixed
3.40000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818108
20002.00000000
NS
USD
4399039.86000000
0.219363436908
Long
EC
CORP
US
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
75423.00000000
NS
USD
12425185.02000000
0.619596861350
Long
EC
CORP
US
N
1
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
Intuit Inc
46124HAC0
730000.00000000
PA
USD
729373.44000000
0.036371087710
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
1.35000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-3BP Mortgage Trust
12592TAA3
4500000.00000000
PA
USD
4802154.30000000
0.239465225444
Long
ABS-MBS
CORP
US
N
2
2035-02-10
Fixed
3.18000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
40553.00000000
NS
USD
16239043.32000000
0.809779512837
Long
EC
CORP
US
N
1
N
N
N
COMM Mortgage Trust
549300CJNWCNIHR7IT87
COMM 2013-WWP Mortgage Trust
12625CAJ2
1900000.00000000
PA
USD
1992277.87000000
0.099347342772
Long
ABS-MBS
CORP
US
N
2
2031-03-10
Fixed
3.73000000
N
N
N
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351AE9
2438000.00000000
PA
USD
2369419.06000000
0.118153943819
Long
DBT
CORP
US
N
2
2065-12-15
Variable
2.78000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172109
88527.00000000
NS
USD
8773910.97000000
0.437521669901
Long
EC
CORP
US
N
1
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
20259BAA9
1750000.00000000
PA
USD
1993740.00000000
0.099420253650
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
589303.58000000
PA
USD
596333.03000000
0.029736866945
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
166000.00000000
PA
USD
159775.00000000
0.007967373392
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAV3
1410000.00000000
PA
USD
1500786.80000000
0.074838546817
Long
DBT
CORP
DK
N
2
2025-12-20
Fixed
3.24000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468L6
1206000.00000000
PA
USD
1264218.70000000
0.063041792723
Long
DBT
CORP
US
N
2
2031-01-22
Fixed
2.70000000
N
N
N
N
N
N
Amphenol Corp
549300D3L3G0R4U4VT04
Amphenol Corp
032095101
19720.00000000
NS
USD
1349045.20000000
0.067271768621
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
272137.00000000
NS
USD
12325084.73000000
0.614605239462
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410DUT5
79649.05000000
PA
USD
92976.55000000
0.004636387986
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
6.00000000
N
N
N
N
N
N
Palmer Square CLO Ltd
549300PACXK2KP6J2T91
Palmer Square CLO 2015-2 Ltd
69689CAW6
1900000.00000000
PA
USD
1897951.80000000
0.094643659340
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
1.29000000
N
N
N
N
N
N
NextEra Energy Inc
N/A
NextEra Energy Inc
65339F101
123468.00000000
NS
USD
9047735.04000000
0.451176237946
Long
EC
CORP
US
N
1
N
N
N
Wellfleet CLO Ltd
254900SGJWAIVC8ISP96
Wellfleet CLO 2016-2 Ltd
94949LAL4
1079993.38000000
PA
USD
1080247.18000000
0.053867830630
Long
ABS-CBDO
CORP
KY
N
2
2028-10-20
Floating
1.33000000
N
N
N
N
N
N
Hilton Worldwide Holdings Inc
549300HVGPK36ICB0B89
Hilton Worldwide Holdings Inc
43300A203
25576.00000000
NS
USD
3084977.12000000
0.153836110916
Long
EC
CORP
US
N
1
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573AL0
597000.00000000
PA
USD
614390.34000000
0.030637316522
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
2.65000000
N
N
N
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR Inc
902653104
9891.00000000
NS
USD
484461.18000000
0.024158241997
Long
EC
US
N
1
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR Horton Inc
23331A109
4690.00000000
NS
USD
423835.30000000
0.021135059251
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJT7
906000.00000000
PA
USD
933172.61000000
0.046533779523
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
901000.00000000
PA
USD
980672.65000000
0.048902426400
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
1343000.00000000
PA
USD
1353016.79000000
0.067469816754
Long
DBT
CORP
US
N
2
2030-04-24
Fixed
2.38000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418NYJ3
5898.54000000
PA
USD
6208.47000000
0.000309592856
Long
ABS-MBS
USGSE
US
N
2
2025-02-01
Fixed
4.50000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
114872.00000000
NS
USD
12939182.08000000
0.645227945685
Long
EC
CORP
US
N
1
N
N
N
COMM Mortgage Trust
549300BCCWSDWINK2593
COMM 2013-CCRE11 Mortgage Trust
12626LBN1
1648000.00000000
PA
USD
1773626.38000000
0.088444022079
Long
ABS-MBS
CORP
US
N
2
2050-08-10
Variable
4.72000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAT2
2252000.00000000
PA
USD
2407029.48000000
0.120029432848
Long
DBT
CORP
US
N
2
2046-09-01
Fixed
3.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828VB3
4319000.00000000
PA
USD
4441146.72000000
0.221463146349
Long
DBT
UST
US
N
2
2023-05-15
Fixed
1.75000000
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AQ3
1161000.00000000
PA
USD
1384237.20000000
0.069026660215
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
4.75000000
N
N
N
N
N
N
Seagate Technology Holdings PLC
635400RUXIFEZSRU8X70
Seagate Technology Holdings PLC
000000000
58991.00000000
NS
USD
5187078.63000000
0.258659942170
Long
EC
CORP
IE
N
1
N
N
N
ALCON FINANCE CORP
549300CUZUI9VU7XNK42
Alcon Finance Corp
01400EAA1
944000.00000000
PA
USD
999462.96000000
0.049839427908
Long
DBT
CORP
US
N
2
2026-09-23
Fixed
2.75000000
N
N
N
N
N
N
Air Products and Chemicals Inc
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals Inc
009158106
5336.00000000
NS
USD
1535060.48000000
0.076547645275
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RK6
4802000.00000000
PA
USD
5199102.88000000
0.259259545922
Long
DBT
UST
US
N
2
2045-02-15
Fixed
2.50000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAQ7
1089000.00000000
PA
USD
1130125.59000000
0.056355077801
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.72000000
N
N
N
N
N
N
Ventas Inc
ORQTRC074CWLT3DKHT41
Ventas Inc
92276F100
35150.00000000
NS
USD
2007065.00000000
0.100084720873
Long
EC
US
N
1
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAE4
1265000.00000000
PA
USD
1408450.46000000
0.070234083675
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
3.60000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAD0
432000.00000000
PA
USD
471987.66000000
0.023536234853
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
352274.97000000
PA
USD
373092.24000000
0.018604695264
Long
ABS-MBS
CORP
US
N
2
2035-11-26
Variable
3.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAJ0
4435000.00000000
PA
USD
4347166.20000000
0.216776694186
Long
DBT
UST
US
N
2
2025-08-31
Fixed
0.25000000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556102
25980.00000000
NS
USD
13106130.60000000
0.653553035318
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
10507.00000000
NS
USD
4157304.69000000
0.207309020626
Long
EC
CORP
US
N
1
N
N
N
Alpine Securitization LLC
N/A
Alpine Securitization LLC
02088WV23
5000000.00000000
PA
USD
4999404.15000000
0.249301327503
Long
STIV
CORP
KY
N
2
2021-08-02
None
0.00000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2016-3
64829HAD9
550813.59000000
PA
USD
581724.86000000
0.029008412900
Long
ABS-MBS
CORP
US
N
2
2056-09-25
Variable
3.25000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BQ7
305000.00000000
PA
USD
322998.05000000
0.016106687963
Long
DBT
NUSS
CO
N
2
2024-02-26
Fixed
4.00000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F030678
25648000.00000000
PA
USD
26741045.69000000
1.333474548031
Long
ABS-MBS
USGSE
US
N
2
2051-07-14
Fixed
3.00000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BK8
285000.00000000
PA
USD
335138.70000000
0.016712096142
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
4.15000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SL3
2658000.00000000
PA
USD
2612834.76000000
0.130292161759
Long
DBT
UST
US
N
2
2050-02-15
Fixed
2.00000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAN4
117000.00000000
PA
USD
147923.21000000
0.007376369566
Long
DBT
CORP
US
N
2
2044-03-04
Fixed
5.40000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-4
89173UAA5
1370130.11000000
PA
USD
1408735.44000000
0.070248294547
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Variable
2.75000000
N
N
N
N
N
N
Arrow Electronics Inc
549300YNNLBXT8N8R512
Arrow Electronics Inc
042735BF6
429000.00000000
PA
USD
480720.75000000
0.023971720936
Long
DBT
CORP
US
N
2
2028-01-12
Fixed
3.88000000
N
N
N
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599106
64503.00000000
NS
USD
3799871.73000000
0.189485194277
Long
EC
CORP
US
N
1
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BN9
185000.00000000
PA
USD
236498.96000000
0.011793306344
Long
DBT
CORP
US
N
2
2044-03-01
Fixed
4.88000000
N
N
N
N
N
N
VB-S1 Issuer LLC
N/A
VB-S1 Issuer LLC
91823AAG6
3055000.00000000
PA
USD
3134876.95000000
0.156324426220
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
2996000.00000000
PA
USD
3099806.73000000
0.154575607333
Long
DBT
UST
US
N
2
2046-08-15
Fixed
2.25000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BR3
452000.00000000
PA
USD
467147.35000000
0.023294866948
Long
DBT
CORP
US
N
2
2023-04-24
Fixed
2.50000000
N
N
N
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875P101
39608.00000000
NS
USD
3304891.52000000
0.164802408141
Long
EC
CORP
US
N
1
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
60081.00000000
NS
USD
9281913.69000000
0.462853839230
Long
EC
CORP
US
N
1
N
N
N
Crown Castle Towers LLC
N/A
Crown Castle Towers LLC
22822RBB5
3036000.00000000
PA
USD
3042145.77000000
0.151700273905
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
3.22000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F022675
39967000.00000000
PA
USD
41364283.89000000
2.062679986575
Long
ABS-MBS
USGSE
US
N
2
2051-07-14
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128K83G9
359836.89000000
PA
USD
410806.16000000
0.020485345445
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
5.00000000
N
N
N
N
N
N
WEYERHAEUSER CO
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166BY9
1025000.00000000
PA
USD
1167493.62000000
0.058218479759
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
733000.00000000
PA
USD
791640.00000000
0.039476084946
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
19466670.00000000
NS
USD
19466670.00000000
0.970729016391
Long
STIV
RF
US
N
1
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112103
15012.00000000
NS
USD
1275719.76000000
0.063615306974
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SC3
63000.00000000
PA
USD
76867.38000000
0.003833084763
Long
DBT
UST
US
N
2
2048-05-15
Fixed
3.13000000
N
N
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457100
182410.00000000
NS
USD
4842985.50000000
0.241501322558
Long
EC
CORP
US
N
1
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2016-1
59980TAA4
92825.34000000
PA
USD
93313.74000000
0.004653202373
Long
ABS-O
CORP
US
N
2
2057-04-25
Variable
2.50000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCA5
908000.00000000
PA
USD
1052763.40000000
0.052497318738
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
1336000.00000000
PA
USD
1309877.30000000
0.065318613970
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.15000000
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967424
128788.00000000
NS
USD
9111751.00000000
0.454368471127
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QX9
3127000.00000000
PA
USD
3525814.64000000
0.175819006407
Long
DBT
UST
US
N
2
2042-08-15
Fixed
2.75000000
N
N
N
N
N
N
Linde PLC
8945002PAZHZLBGKGF02
Linde PLC
000000000
12735.00000000
NS
USD
3681688.50000000
0.183591844741
Long
EC
CORP
IE
N
1
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
Chubb Ltd
000000000
23935.00000000
NS
USD
3804228.90000000
0.189702469822
Long
EC
CORP
CH
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282A7
889000.00000000
PA
USD
915808.91000000
0.045667917646
Long
DBT
UST
US
N
2
2026-08-15
Fixed
1.50000000
N
N
N
N
N
N
Metlife Securitization Trust
N/A
METLIFE SECURITIZATION TRUST 2019-1
59166EAB1
175059.87000000
PA
USD
180442.73000000
0.008997994716
Long
ABS-MBS
CORP
US
N
2
2058-04-25
Variable
3.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCD1
1584000.00000000
PA
USD
1580535.00000000
0.078815287150
Long
DBT
UST
US
N
2
2023-05-31
Fixed
0.13000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GFD1
1231000.00000000
PA
USD
1792609.82000000
0.089390654248
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.75000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-2
89173HAA4
436291.74000000
PA
USD
442369.20000000
0.022059274565
Long
ABS-O
CORP
US
N
2
2057-04-25
Variable
2.75000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761JVL0
2120000.00000000
PA
USD
2313113.34000000
0.115346191071
Long
DBT
CORP
US
N
2
2024-10-23
Fixed
3.70000000
N
N
N
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550108
11178.00000000
NS
USD
2104370.28000000
0.104936966210
Long
EC
CORP
US
N
1
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389B100
56165.00000000
NS
USD
3700150.20000000
0.184512459714
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418MWM0
248464.19000000
PA
USD
282694.93000000
0.014096924195
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
5.00000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAA7
705000.00000000
PA
USD
709230.00000000
0.035366610740
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
7500000.00000000
PA
USD
7498231.88000000
0.373908390985
Long
STIV
CORP
US
N
2
2021-09-07
None
0.00000000
N
N
N
N
N
N
Cheniere Energy Inc
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411R208
20431.00000000
NS
USD
1772184.94000000
0.088372142933
Long
EC
CORP
US
N
1
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group
78486Q101
4089.00000000
NS
USD
2275242.27000000
0.113457704415
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M9WN8
65271.03000000
PA
USD
75936.47000000
0.003786663812
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
5.50000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
203227.00000000
NS
USD
11588003.54000000
0.577849795487
Long
EC
CORP
US
N
1
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F020471
15229000.00000000
PA
USD
15712776.75000000
0.783536594564
Long
ABS-MBS
USGSE
US
N
2
2036-07-19
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SU3
1423000.00000000
PA
USD
1359409.69000000
0.067788606435
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
1044000.00000000
PA
USD
1039024.60000000
0.051812216879
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.98000000
N
N
N
N
N
N
Celanese Corp
549300FHJQTDPPN41627
Celanese Corp
150870103
11766.00000000
NS
USD
1783725.60000000
0.088947631885
Long
EC
CORP
US
N
1
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG Industries Inc
693506107
41780.00000000
NS
USD
7092990.60000000
0.353700545003
Long
EC
CORP
US
N
1
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2014-3
64829DAG1
157837.01000000
PA
USD
168231.56000000
0.008389069972
Long
ABS-MBS
CORP
US
N
2
2054-11-25
Variable
3.75000000
N
N
N
N
N
N
Chariot Funding LLC
549300EEWRNP448AMT79
Chariot Funding LLC
15963TUD9
1600000.00000000
PA
USD
1599957.82000000
0.079783829534
Long
STIV
CORP
US
N
2
2021-07-13
None
0.00000000
N
N
N
N
N
N
KOREA DEVELOPMENT BANK/THE
N/A
KOREA DEVELOPMENT BANK/THE
5006E2VT6
7250000.00000000
PA
USD
7248948.75000000
0.361477586559
Long
STIV
CORP
US
N
2
2021-08-27
None
0.00000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAK7
726000.00000000
PA
USD
726496.00000000
0.036227600688
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
1.95000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2021-1 Receivables Funding LLC
82652QAA9
2427395.26000000
PA
USD
2419621.53000000
0.120657350633
Long
ABS-O
CORP
US
N
2
2037-11-20
Fixed
0.99000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-4
89172UAA6
349088.14000000
PA
USD
351705.29000000
0.017538209165
Long
ABS-O
CORP
US
N
2
2056-07-25
Variable
2.25000000
N
N
N
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp
35137L105
7880.00000000
NS
USD
292584.40000000
0.014590074564
Long
EC
CORP
US
N
1
N
N
N
NATIONAL RETAIL PROP INC
5493008JKH5SOTI0JS97
National Retail Properties Inc
637417AN6
997000.00000000
PA
USD
1014410.36000000
0.050584798066
Long
DBT
US
N
2
2030-04-15
Fixed
2.50000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2012-WLDN
46637TAA8
5074484.28000000
PA
USD
4427778.81000000
0.220796539368
Long
ABS-MBS
CORP
US
N
2
2030-05-05
Fixed
3.91000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-1
89172EAU8
81369.32000000
PA
USD
81502.68000000
0.004064229598
Long
ABS-O
CORP
US
N
2
2055-02-25
Variable
2.75000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2017-1
64829JAA1
863934.80000000
PA
USD
919020.92000000
0.045828088405
Long
ABS-MBS
CORP
US
N
2
2057-02-25
Variable
4.00000000
N
N
N
N
N
N
Sun Communities Inc
549300H5GEOJYN41ZG57
Sun Communities Inc
866674104
6834.00000000
NS
USD
1171347.60000000
0.058410663128
Long
EC
US
N
1
N
N
N
CLEAR CHANNEL WORLDWIDE
N/A
Clear Channel Worldwide Holdings Inc
18453HAA4
525000.00000000
PA
USD
535431.75000000
0.026699951045
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.13000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BY7
244000.00000000
PA
USD
276005.46000000
0.013763345693
Long
DBT
CORP
NL
N
2
2046-09-12
Fixed
3.75000000
N
N
N
N
N
N
Cintas Corp
N/A
Cintas Corp
172908105
3537.00000000
NS
USD
1351134.00000000
0.067375929156
Long
EC
CORP
US
N
1
N
N
N
American Tower Trust I
5493004YGM0MQZJOEJ36
American Tower Trust #1
03027WAK8
775000.00000000
PA
USD
849514.93000000
0.042362088246
Long
DBT
US
N
2
2028-03-23
Fixed
3.65000000
N
N
N
N
N
N
FleetCor Technologies Inc
549300DG6RR0NQSFLN74
FleetCor Technologies Inc
339041105
2882.00000000
NS
USD
737964.92000000
0.036799512239
Long
EC
CORP
US
N
1
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
84871.00000000
NS
USD
10535037.23000000
0.525342358396
Long
EC
CORP
IE
N
1
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp
89832Q109
71694.00000000
NS
USD
3979017.00000000
0.198418489583
Long
EC
CORP
US
N
1
N
N
N
AMER AIRLINE 16-2 AA PTT
N/A
American Airlines 2016-2 Class AA Pass Through Trust
023765AA8
658742.61000000
PA
USD
672075.10000000
0.033513836766
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.20000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) SEP21 XCBT 20210930
000000000
68.00000000
NC
USD
-26707.95000000
-0.00133182419
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
2 Year US Treasury Note
TUU1 Comdty
2021-09-30
15008489.17000000
USD
-26707.95000000
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAD5
1137000.00000000
PA
USD
1116031.38000000
0.055652252992
Long
DBT
CORP
GB
N
2
2030-09-02
Fixed
2.20000000
N
N
N
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices Inc
007903107
79593.00000000
NS
USD
7476170.49000000
0.372808273121
Long
EC
CORP
US
N
1
N
N
N
Cabot Oil & Gas Corp
FCNMH6O7VWU7LHXMK351
Cabot Oil & Gas Corp
127097103
16011.00000000
NS
USD
279552.06000000
0.013940201186
Long
EC
CORP
US
N
1
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508104
66590.00000000
NS
USD
12805257.00000000
0.638549609781
Long
EC
CORP
US
N
1
N
N
N
New Residential Advance Receivables Trust Advance
549300RNWDDBV4LFKJ17
NRZ Advance Receivables Trust 2015-ON1
62942QCW1
5319000.00000000
PA
USD
5325450.88000000
0.265560041577
Long
ABS-O
CORP
US
N
2
2053-09-15
Fixed
1.48000000
N
N
N
N
N
N
Welk Resorts LLC
549300MEV7EEC7NFNW78
Welk Resorts 2017-A LLC
94945PAA3
532706.71000000
PA
USD
542628.64000000
0.027058832659
Long
ABS-O
CORP
US
N
2
2033-06-15
Fixed
2.82000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467X1
847000.00000000
PA
USD
976874.28000000
0.048713016091
Long
DBT
CORP
US
N
2
2025-11-24
Fixed
5.00000000
N
N
N
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450Y103
36480.00000000
NS
USD
10633190.40000000
0.530236884793
Long
EC
CORP
US
N
1
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15135B101
29655.00000000
NS
USD
2162739.15000000
0.107847600426
Long
EC
CORP
US
N
1
N
N
N
EXPERIAN FINANCE PLC
635400RKRK5EGXSPC782
Experian Finance PLC
30217AAC7
1000000.00000000
PA
USD
1034534.40000000
0.051588307632
Long
DBT
CORP
GB
N
2
2030-03-08
Fixed
2.75000000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
13034.00000000
NS
USD
31826290.86000000
1.587056441698
Long
EC
CORP
US
N
1
N
N
N
CORPORATE OFFICE PROP LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAL0
519000.00000000
PA
USD
533443.55000000
0.026600807050
Long
DBT
US
N
2
2026-03-15
Fixed
2.25000000
N
N
N
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
518439104
13282.00000000
NS
USD
4224738.56000000
0.210671692018
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796C64
5431000.00000000
PA
USD
5430767.66000000
0.270811790041
Long
STIV
UST
US
N
2
2021-08-05
None
0.00000000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
36587.00000000
NS
USD
3139896.34000000
0.156574724166
Long
EC
CORP
US
N
1
N
N
N
Solarcity LMC Series LLC
549300EE9TJJ2SFMZ938
SolarCity LMC Series III LLC
83417FAA7
458233.35000000
PA
USD
468352.84000000
0.023354980163
Long
ABS-O
CORP
US
N
2
2044-07-20
Fixed
4.02000000
N
N
N
N
N
N
Microchip Technology Inc
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017104
16065.00000000
NS
USD
2405573.10000000
0.119956808700
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KHE7
3773.10000000
PA
USD
4481.52000000
0.000223476408
Long
ABS-MBS
USGSE
US
N
2
2038-03-01
Fixed
6.00000000
N
N
N
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W103
50096.00000000
NS
USD
5987974.88000000
0.298597601204
Long
EC
US
N
1
N
N
N
CIFC Funding Ltd
254900S2BZHNDNVF2L25
CIFC Funding 2017-III Ltd
12548JAC6
2500000.00000000
PA
USD
2500470.00000000
0.124688957259
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
1.41000000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
321 Henderson Receivables VI LLC
88576XAA4
440189.98000000
PA
USD
486835.20000000
0.024276625372
Long
ABS-O
CORP
US
N
2
2059-07-15
Fixed
5.56000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2015-6
89172RAR6
87445.57000000
PA
USD
87795.97000000
0.004378052106
Long
ABS-O
CORP
US
N
2
2055-04-25
Variable
2.75000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2015-5
89171VAK3
21042.79000000
PA
USD
21041.46000000
0.001049257822
Long
ABS-O
CORP
US
N
2
2055-05-25
Variable
2.75000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
67996.00000000
NS
USD
15898824.72000000
0.792814101344
Long
EC
CORP
US
N
1
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
Western Digital Corp
958102AM7
1485000.00000000
PA
USD
1648350.00000000
0.082196964050
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.75000000
N
N
N
N
N
Crown Holdings Inc
NYLWZIOY8PUNIT4JOE22
Crown Holdings Inc
228368106
13323.00000000
NS
USD
1361743.83000000
0.067905001146
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ELS79
72071.62000000
PA
USD
85387.37000000
0.004257944357
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SH2
522900.00000000
PA
USD
612610.03000000
0.030548539213
Long
DBT
UST
US
N
2
2049-05-15
Fixed
2.88000000
N
N
N
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co
277432100
49832.00000000
NS
USD
5817886.00000000
0.290115913726
Long
EC
CORP
US
N
1
N
N
N
Manhattan Asset Funding Co LLC
549300S0NSJYSOB32S63
Manhattan Asset Funding Co LLC
56274LVQ4
4200000.00000000
PA
USD
4199313.43000000
0.209403837195
Long
STIV
CORP
US
N
2
2021-08-24
None
0.00000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
36962G4B7
128000.00000000
PA
USD
192032.29000000
0.009575922126
Long
DBT
CORP
US
Y
2
2039-01-10
Fixed
6.88000000
N
N
N
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137107
118344.00000000
NS
USD
5060389.44000000
0.252342432663
Long
EC
CORP
US
N
1
N
N
N
Zimmer Biomet Holdings Inc
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956P102
36959.00000000
NS
USD
5943746.38000000
0.296392093621
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11
61762TAH9
945000.00000000
PA
USD
691742.55000000
0.034494577919
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
4.50000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
036752103
16698.00000000
NS
USD
6375296.40000000
0.317911856705
Long
EC
CORP
US
N
1
N
N
N
DBS Bank Ltd
ATUEL7OJR5057F2PV266
DBS Bank Ltd
23305DU29
3235000.00000000
PA
USD
3234985.64000000
0.161316466984
Long
STIV
CORP
SG
N
2
2021-07-02
None
0.00000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057104
55411.00000000
NS
USD
5505082.85000000
0.274517606767
Long
EC
CORP
US
N
1
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAG6
1705000.00000000
PA
USD
1854349.07000000
0.092469356534
Long
DBT
CORP
KY
N
2
2026-05-01
Fixed
4.38000000
N
N
N
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
000000000
30459.00000000
NS
USD
6266025.48000000
0.312462930274
Long
EC
CORP
NL
N
1
N
N
N
Leidos Holdings Inc
549300IUTGTP6EJP8124
Leidos Holdings Inc
525327102
39232.00000000
NS
USD
3966355.20000000
0.197787093630
Long
EC
CORP
US
N
1
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F040677
6875000.00000000
PA
USD
7322680.61000000
0.365154314831
Long
ABS-MBS
USGSE
US
N
2
2051-07-14
Fixed
4.00000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AU2
758000.00000000
PA
USD
944059.31000000
0.047076657970
Long
DBT
CORP
GB
N
2
2048-08-17
Fixed
4.38000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QBL9
515000.00000000
PA
USD
552120.54000000
0.027532157720
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.00000000
N
N
N
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062X103
10774.00000000
NS
USD
3730712.98000000
0.186036509660
Long
EC
CORP
US
N
1
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738108
5070.00000000
NS
USD
541932.30000000
0.027024108824
Long
EC
CORP
US
N
1
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
106099.00000000
NS
USD
14315938.07000000
0.713881546325
Long
EC
CORP
US
N
1
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BN1
748000.00000000
PA
USD
739307.78000000
0.036866475575
Long
DBT
CORP
US
N
2
2027-11-24
Fixed
1.63000000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DM6
1088000.00000000
PA
USD
1074435.81000000
0.053578039645
Long
DBT
US
N
2
2031-02-01
Fixed
2.20000000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
JG Wentworth XXII LLC
46616MAA8
750044.74000000
PA
USD
789788.49000000
0.039383757163
Long
ABS-O
CORP
US
N
2
2048-12-15
Fixed
3.82000000
N
N
N
N
N
N
Sheffield Receivables Co LLC
549300MYF6MOTU9T3G29
Sheffield Receivables Co LLC
82124LV25
5000000.00000000
PA
USD
4999541.65000000
0.249308184107
Long
STIV
CORP
US
N
2
2021-08-02
None
0.00000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AU0
615000.00000000
PA
USD
695056.51000000
0.034659832538
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
JGWPT XXVIII LLC
46617FAA2
1293062.70000000
PA
USD
1391327.32000000
0.069380217614
Long
ABS-O
CORP
US
N
2
2067-04-15
Fixed
3.22000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477103
62339.00000000
NS
USD
5129252.92000000
0.255776393284
Long
EC
CORP
US
N
1
N
N
N
Sheffield Receivables Co LLC
549300MYF6MOTU9T3G29
Sheffield Receivables Co LLC
82124LVS8
2750000.00000000
PA
USD
2749529.75000000
0.137108622571
Long
STIV
CORP
US
N
2
2021-08-26
None
0.00000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AW6
1636000.00000000
PA
USD
1971540.72000000
0.098313259735
Long
DBT
CORP
JP
N
2
2028-11-26
Fixed
5.00000000
N
N
N
N
N
N
Laurel Road Prime Student Loan Trust
549300XLHGW4YH0MCQ51
Laurel Road Prime Student Loan Trust 2018-B
51888RAB6
316349.28000000
PA
USD
322553.24000000
0.016084506975
Long
ABS-O
CORP
US
N
2
2043-05-26
Fixed
3.54000000
N
N
N
N
N
N
Cancara Asset Securitisation LLC
N/A
Cancara Asset Securitisation LLC
13738JU65
7250000.00000000
PA
USD
7249903.36000000
0.361525189340
Long
STIV
CORP
US
N
2
2021-07-06
None
0.00000000
N
N
N
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661107
62895.00000000
NS
USD
12199743.15000000
0.608354930156
Long
EC
CORP
US
N
1
N
N
N
COMM Mortgage Trust
N/A
COMM 2013-GAM
12624UAC8
157017.66000000
PA
USD
156329.18000000
0.007795543415
Long
ABS-MBS
CORP
US
N
2
2028-02-10
Fixed
3.37000000
N
N
N
N
N
N
SENSATA TECH INC
N/A
Sensata Technologies Inc
81728UAA2
697000.00000000
PA
USD
734527.66000000
0.036628109116
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.38000000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AD4
175000.00000000
PA
USD
224437.50000000
0.011191847070
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.88000000
N
N
N
N
N
N
Workday Inc
549300J0DYC0N31V7G13
Workday Inc
98138H101
10252.00000000
NS
USD
2447562.48000000
0.122050659859
Long
EC
CORP
US
N
1
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
000000000
7360.00000000
NS
USD
627660.80000000
0.031299064041
Long
EC
CORP
LR
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TD3
517000.00000000
PA
USD
535250.10000000
0.026690892848
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.90000000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844108
25627.00000000
NS
USD
6801662.07000000
0.339173095914
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284V9
1512500.00000000
PA
USD
1683187.98000000
0.083934202009
Long
DBT
UST
US
N
2
2028-08-15
Fixed
2.88000000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431AF6
710000.00000000
PA
USD
752693.34000000
0.037533962695
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
2.90000000
N
N
N
N
N
N
Ocwen Master Advance Receivables Trust
549300THGK42AVJMPW70
Ocwen Master Advance Receivables Trust
67575NBW2
5102000.00000000
PA
USD
5156943.44000000
0.257157214515
Long
ABS-O
CORP
US
N
2
2052-08-15
Fixed
1.28000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
302370.00000000
NS
USD
81912033.00000000
4.084642479926
Long
EC
CORP
US
N
1
N
N
N
Magna International Inc
95RWVLFZX6VGDZNNTN43
Magna International Inc
559222401
30414.00000000
NS
USD
2817552.96000000
0.140500682114
Long
EC
CORP
CA
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BFY1
2390000.00000000
PA
USD
2685303.48000000
0.133905902029
Long
DBT
CORP
US
N
2
2026-06-03
Fixed
4.10000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810PZ5
5125872.57000000
PA
USD
6605033.88000000
0.329367993681
Long
DBT
UST
US
N
2
2029-01-15
Fixed
2.50000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887109
14615.00000000
NS
USD
3554221.85000000
0.177235566251
Long
EC
CORP
US
N
1
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree Inc
256746108
23548.00000000
NS
USD
2343026.00000000
0.116837821998
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828U65
11182000.00000000
PA
USD
11259749.79000000
0.561481025694
Long
DBT
UST
US
N
2
2021-11-30
Fixed
1.75000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BX6
564000.00000000
PA
USD
635679.91000000
0.031698946649
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.13000000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866F104
49818.00000000
NS
USD
5913396.60000000
0.294878665177
Long
EC
CORP
US
N
1
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222105
71260.00000000
NS
USD
10147424.00000000
0.506013556423
Long
EC
CORP
US
N
1
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WBD6
1016000.00000000
PA
USD
1043723.53000000
0.052046534700
Long
DBT
CORP
MX
N
2
2022-07-16
Fixed
3.13000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AG6
918000.00000000
PA
USD
944615.98000000
0.047104416992
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
2.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828WJ5
2660000.00000000
PA
USD
2817833.60000000
0.140514676566
Long
DBT
UST
US
N
2
2024-05-15
Fixed
2.50000000
N
N
N
N
N
N
FAIRFAX FINL HLDGS LTD
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd
303901BH4
2219000.00000000
PA
USD
2315054.19000000
0.115442973901
Long
DBT
CORP
CA
N
2
2031-03-03
Fixed
3.38000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAE1
7059000.00000000
PA
USD
6581690.26000000
0.328203935870
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.63000000
N
N
N
N
N
N
D.R. HORTON INC
529900ZIUEYVSB8QDD25
DR Horton Inc
23331ABE8
1211000.00000000
PA
USD
1255100.55000000
0.062587105158
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
4.38000000
N
N
N
N
N
N
Trane Technologies PLC
549300BURLR9SLYY2705
Trane Technologies PLC
000000000
47154.00000000
NS
USD
8682937.56000000
0.432985170910
Long
EC
CORP
IE
N
1
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAN5
797000.00000000
PA
USD
858273.36000000
0.042798837939
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418MY63
65777.31000000
PA
USD
77893.27000000
0.003884242008
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
6.00000000
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP Carey Inc
92936UAG4
417000.00000000
PA
USD
415290.30000000
0.020708952503
Long
DBT
US
N
2
2031-02-01
Fixed
2.40000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036P108
16721.00000000
NS
USD
3910874.69000000
0.195020490975
Long
EC
CORP
US
N
1
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
20879.00000000
NS
USD
16705287.90000000
0.833029362068
Long
EC
CORP
US
N
1
N
N
N
Bennington Stark Capital Co LLC
549300PGDCWK6DU9QM65
Bennington Stark Capital Co LLC
08224LVT0
2500000.00000000
PA
USD
2499520.70000000
0.124641619268
Long
STIV
CORP
US
N
2
2021-08-27
None
0.00000000
N
N
N
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co Inc
086516101
42503.00000000
NS
USD
4886994.94000000
0.243695906450
Long
EC
CORP
US
N
1
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
64972.00000000
NS
USD
6805167.28000000
0.339347887445
Long
EC
CORP
US
N
1
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
000000000
25196.00000000
NS
USD
1729201.48000000
0.086228720773
Long
EC
CORP
IE
N
1
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2017-A
43283AAA3
123656.30000000
PA
USD
126591.13000000
0.006312619626
Long
ABS-O
CORP
US
N
2
2028-12-26
Fixed
2.66000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFW9
2614000.00000000
PA
USD
2459545.35000000
0.122648200148
Long
DBT
CORP
US
N
2
2056-10-30
Fixed
2.99000000
N
N
N
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267108
27419.00000000
NS
USD
566202.35000000
0.028234364187
Long
EC
CORP
US
N
1
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAT4
615000.00000000
PA
USD
669218.79000000
0.033371403417
Long
DBT
CORP
IT
N
2
2024-06-26
Fixed
5.02000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2016-4
64829LAA6
743692.29000000
PA
USD
789835.79000000
0.039386115834
Long
ABS-MBS
CORP
US
N
2
2056-11-25
Variable
3.75000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83369BW77
5500000.00000000
PA
USD
5499093.44000000
0.274218937602
Long
STIV
CORP
FR
N
2
2021-09-07
None
0.00000000
N
N
N
N
N
N
Morgan Stanley ReRemic Trust
N/A
Morgan Stanley Resecuritization Trust 2014-R3
61763PAG8
97025.06000000
PA
USD
96936.12000000
0.004833836728
Long
ABS-MBS
CORP
US
N
2
2048-07-26
Variable
3.00000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DN4
914000.00000000
PA
USD
1053293.89000000
0.052523772263
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
Arrow Electronics Inc
549300YNNLBXT8N8R512
Arrow Electronics Inc
042735BG4
331000.00000000
PA
USD
352311.95000000
0.017568460999
Long
DBT
CORP
US
N
2
2024-09-08
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M7FP6
17395.93000000
PA
USD
19692.86000000
0.000982008253
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
5.50000000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JAR5
1388000.00000000
PA
USD
1422149.74000000
0.070917214822
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
4.10000000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K107
10279.00000000
NS
USD
25762463.28000000
1.284676353974
Long
EC
CORP
US
N
1
N
N
N
EXPEDIA GROUP INC
CI7MUJI4USF3V0NJ1H64
Expedia Group Inc
30212PBH7
331000.00000000
PA
USD
336017.56000000
0.016755921557
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.95000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DL9
675000.00000000
PA
USD
706178.25000000
0.035214431539
Long
DBT
NUSS
CL
N
2
2050-01-25
Fixed
3.50000000
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523100
31446.00000000
NS
USD
7454903.22000000
0.371747755011
Long
EC
CORP
US
N
1
N
N
N
SPS Servicer Advance Receivables Trust
N/A
SPS Servicer Advance Receivables Trust II
78472JAA1
838000.00000000
PA
USD
841072.44000000
0.041941093283
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
820000.00000000
PA
USD
1133009.66000000
0.056498895435
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
40000.00000000
PA
USD
41310.88000000
0.002060016937
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.72000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KFF6
10996.29000000
PA
USD
13044.14000000
0.000650461799
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
6.00000000
N
N
N
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BorgWarner Inc
099724AJ5
717000.00000000
PA
USD
774203.59000000
0.038606597297
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.38000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
38946.00000000
NS
USD
5159566.08000000
0.257287995627
Long
EC
CORP
US
N
1
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103H107
11010.00000000
NS
USD
6233972.10000000
0.310864549758
Long
EC
CORP
US
N
1
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26614N102
52084.00000000
NS
USD
4031822.44000000
0.201051696640
Long
EC
CORP
US
N
1
N
N
N
National Australia Bank Ltd
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd
63254EV49
7600000.00000000
PA
USD
7599482.74000000
0.378957387436
Long
STIV
CORP
AU
N
2
2021-08-04
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416TL56
128699.64000000
PA
USD
145060.76000000
0.007233630039
Long
ABS-MBS
USGSE
US
N
2
2039-08-01
Fixed
5.00000000
N
N
N
N
N
N
Illumina Inc
SQ95QG8SR5Q56LSNF682
Illumina Inc
452327109
7197.00000000
NS
USD
3405692.37000000
0.169828964299
Long
EC
CORP
US
N
1
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co/The
254687106
24770.00000000
NS
USD
4353822.90000000
0.217108638573
Long
EC
CORP
US
N
1
N
N
N
Citigroup Mortgage Loan Trust Inc
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust Inc
17326QAA1
666179.99000000
PA
USD
686852.75000000
0.034250742135
Long
ABS-MBS
CORP
US
N
2
2064-09-25
Variable
3.00000000
N
N
N
N
N
N
ICG US CLO Ltd
25490053S2JSJU63Y978
ICG US CLO 2014-1 Ltd
44928XAL8
1097485.61000000
PA
USD
1095499.16000000
0.054628389038
Long
ABS-CBDO
CORP
KY
N
2
2030-01-20
Floating
1.41000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Conduit Receivables Funding LLC
82652KAA2
124439.44000000
PA
USD
125886.52000000
0.006277483397
Long
ABS-O
CORP
US
N
2
2034-03-20
Fixed
2.91000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RG8
585000.00000000
PA
USD
630337.50000000
0.031432540920
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
5.90000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JG3
1026000.00000000
PA
USD
962675.45000000
0.048004974280
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.50000000
N
N
N
N
N
N
Entergy Arkansas LLC
549300A0I5ONUIFMLP35
Entergy Arkansas LLC
29364DAS9
245000.00000000
PA
USD
264615.77000000
0.013195385041
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
3.70000000
N
N
N
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612E106
20796.00000000
NS
USD
5027225.04000000
0.250688649792
Long
EC
CORP
US
N
1
N
N
N
GLOBAL ATLANTIC FIN CO
N/A
Global Atlantic Fin Co
37959GAB3
2351000.00000000
PA
USD
2366795.59000000
0.118023121318
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
1018000.00000000
PA
USD
1093746.16000000
0.054540973575
Long
DBT
CORP
US
N
2
2023-11-30
Fixed
4.25000000
N
N
N
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748102
11821.00000000
NS
USD
1662978.28000000
0.082926420904
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBL4
4456000.00000000
PA
USD
4329978.75000000
0.215919621228
Long
DBT
UST
US
N
2
2031-02-15
Fixed
1.13000000
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AY5
2291000.00000000
PA
USD
2298677.51000000
0.114626330968
Long
DBT
CORP
IT
N
2
2032-06-03
Fixed
3.13000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2019-1
89177BAA3
2746445.94000000
PA
USD
2892477.22000000
0.144236870851
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
900000.00000000
PA
USD
900325.89000000
0.044895838149
Long
ABS-O
CORP
US
N
2
2053-08-15
Fixed
1.43000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAJ9
1535000.00000000
PA
USD
1660912.70000000
0.082823418262
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.20000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust 2019-1
55389PAA7
313482.17000000
PA
USD
322194.25000000
0.016066605505
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
1303266.18000000
PA
USD
1395091.58000000
0.069567926986
Long
ABS-MBS
CORP
US
N
2
2057-04-25
Variable
4.00000000
N
N
N
N
N
N
Orange Lake Timeshare Trust
N/A
Orange Lake Timeshare Trust 2018-A
68504WAB3
88837.28000000
PA
USD
91333.32000000
0.004554446337
Long
ABS-O
CORP
US
N
2
2030-11-08
Fixed
3.35000000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
166660.00000000
NS
USD
9017972.60000000
0.449692097921
Long
EC
CORP
US
N
1
N
N
N
Fortinet Inc
549300O0QJWDBAS0QX03
Fortinet Inc
34959E109
4786.00000000
NS
USD
1139977.34000000
0.056846347216
Long
EC
CORP
US
N
1
N
N
N
Lyft Inc
549300H7I5VN334XVZ52
Lyft Inc
55087P104
28237.00000000
NS
USD
1707773.76000000
0.085160201629
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416CCW4
518259.40000000
PA
USD
583022.05000000
0.029073098846
Long
ABS-MBS
USGSE
US
N
2
2039-04-01
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Z94
5411000.00000000
PA
USD
5468491.88000000
0.272692953844
Long
DBT
UST
US
N
2
2030-02-15
Fixed
1.50000000
N
N
N
N
N
DTE Electric Co
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAD8
2122000.00000000
PA
USD
2598192.01000000
0.129561983341
Long
DBT
CORP
US
N
2
2044-07-01
Fixed
4.30000000
N
N
N
N
N
N
US AIRWAYS 2013-1B PTT
N/A
US Airways 2013-1 Class B Pass Through Trust
90346WAB9
955700.17000000
PA
USD
958476.77000000
0.047795602030
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
5.38000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
3209.00000000
NS
USD
964914.21000000
0.048116612752
Long
EC
US
N
1
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RAY5
605000.00000000
PA
USD
657789.09000000
0.032801447619
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.90000000
N
N
N
N
N
N
Alpine Securitization LLC
N/A
Alpine Securitization LLC
02088WUM0
1750000.00000000
PA
USD
1749908.13000000
0.087261282890
Long
STIV
CORP
KY
N
2
2021-07-21
None
0.00000000
N
N
N
N
N
N
ERAC USA Finance LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26884TAT9
565000.00000000
PA
USD
589956.24000000
0.029418880608
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
2.70000000
N
N
N
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502101
33774.00000000
NS
USD
6923332.26000000
0.345240326922
Long
EC
CORP
US
N
1
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2015-GC27
17323CAK3
600000.00000000
PA
USD
634765.20000000
0.031653333530
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
3.77000000
N
N
N
N
N
N
SMITH & NEPHEW PLC
213800ZTMDN8S67S1H61
Smith & Nephew PLC
83192PAA6
1042000.00000000
PA
USD
1020321.73000000
0.050879575672
Long
DBT
CORP
GB
N
2
2030-10-14
Fixed
2.03000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284N7
2071800.00000000
PA
USD
2303016.11000000
0.114842680499
Long
DBT
UST
US
N
2
2028-05-15
Fixed
2.88000000
N
N
N
N
N
N
KEYSIGHT TECHNOLOGIES
549300GLKVIO8YRCYN02
Keysight Technologies Inc
49338LAE3
1269000.00000000
PA
USD
1475608.16000000
0.073582983516
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
1774000.00000000
PA
USD
1932775.71000000
0.096380195681
Long
DBT
CORP
US
N
2
2028-12-20
Fixed
3.42000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CT5
936000.00000000
PA
USD
972486.66000000
0.048494222119
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
1150000.00000000
PA
USD
1174878.07000000
0.058586714279
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
1690000.00000000
PA
USD
1685931.33000000
0.084071002471
Long
ABS-MBS
CORP
US
N
2
2030-10-05
Fixed
3.40000000
N
N
N
N
N
N
BB-UBS Trust
N/A
BB-UBS Trust
05490AAA1
723978.48000000
PA
USD
724279.73000000
0.036117083707
Long
ABS-MBS
CORP
US
N
2
2030-06-05
Fixed
2.89000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SD1
1931600.00000000
PA
USD
2307432.01000000
0.115062884687
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
1025000.00000000
PA
USD
1148253.73000000
0.057259059402
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.75000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DK0
813000.00000000
PA
USD
935336.61000000
0.046641689997
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
3421000.00000000
PA
USD
3589809.25000000
0.179010174944
Long
DBT
US
N
2
2025-01-15
Fixed
2.84000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285M8
2552600.00000000
PA
USD
2889622.97000000
0.144094540227
Long
DBT
UST
US
N
2
2028-11-15
Fixed
3.13000000
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBR5
1886000.00000000
PA
USD
1873480.09000000
0.093423347958
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
9128285Z9
4133000.00000000
PA
USD
4360476.43000000
0.217440424884
Long
DBT
UST
US
N
2
2024-01-31
Fixed
2.50000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBL6
1255000.00000000
PA
USD
1214302.45000000
0.060552658615
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
2.45000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RAT6
734000.00000000
PA
USD
828527.66000000
0.041315532674
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
5.15000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2014-GC19
17322AAD4
285000.00000000
PA
USD
305662.96000000
0.015242252758
Long
ABS-MBS
CORP
US
N
2
2047-03-10
Fixed
4.02000000
N
N
N
N
N
N
HEALTH CARE SERVICE CORP
549300TMJ1FKCKECR148
Health Care Service Corp A Mutual Legal Reserve Co
42218SAF5
1180000.00000000
PA
USD
1184838.00000000
0.059083378221
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.20000000
N
N
N
N
N
N
Manhattan Asset Funding Co LLC
549300S0NSJYSOB32S63
Manhattan Asset Funding Co LLC
56274LWP5
950000.00000000
PA
USD
949735.32000000
0.047359699065
Long
STIV
CORP
US
N
2
2021-09-23
None
0.00000000
N
N
N
N
N
N
CYRUSONE LP/CYRUSONE FIN
N/A
CyrusOne LP / CyrusOne Finance Corp
23283PAQ7
1158000.00000000
PA
USD
1222882.74000000
0.060980525141
Long
DBT
US
N
2
2024-11-15
Fixed
2.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419A4H7
7080.08000000
PA
USD
8341.12000000
0.000415940025
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
6.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RAZ2
680000.00000000
PA
USD
848608.52000000
0.042316889017
Long
DBT
CORP
US
N
2
2043-10-01
Fixed
5.95000000
N
N
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAH6
607000.00000000
PA
USD
609910.18000000
0.030413907931
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.25000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-1
89176EAA8
925656.78000000
PA
USD
950056.07000000
0.047375693652
Long
ABS-MBS
CORP
US
N
2
2058-01-25
Variable
3.00000000
N
N
N
N
N
N
Sumitomo Mitsui Banking Corp
5U0XI89JRFVHWIBS4F54
Sumitomo Mitsui Banking Corp
86562KUL6
7800000.00000000
PA
USD
7799696.66000000
0.388941296426
Long
STIV
CORP
JP
N
2
2021-07-20
None
0.00000000
N
N
N
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540109
71830.00000000
NS
USD
4842778.60000000
0.241491005240
Long
EC
CORP
US
N
1
N
N
N
SBA Tower Trust
N/A
SBA Tower Trust
78403DAM2
1525000.00000000
PA
USD
1554114.08000000
0.077497776057
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
1279817.10000000
PA
USD
1286649.28000000
0.064160320692
Long
ABS-O
CORP
US
N
2
2037-07-20
Fixed
1.33000000
N
N
N
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670702
72368.00000000
NS
USD
20112514.56000000
1.002934835592
Long
EC
CORP
US
N
1
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JAS3
69000.00000000
PA
USD
95185.52000000
0.004746540944
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
5.30000000
N
N
N
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAE5
330000.00000000
PA
USD
334877.40000000
0.016699066101
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
7.25000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAG4
800000.00000000
PA
USD
793465.98000000
0.039567139644
Long
DBT
CORP
ES
N
2
2030-12-03
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ELMZ3
31235.42000000
PA
USD
33753.94000000
0.001683180994
Long
ABS-MBS
USGSE
US
N
2
2028-07-01
Fixed
3.50000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AU2
1184000.00000000
PA
USD
1304008.51000000
0.065025959667
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
170000.00000000
PA
USD
173825.00000000
0.008667993615
Long
DBT
CORP
KY
N
2
2031-01-15
Fixed
4.13000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2014-GC19
17322AAC6
99524.37000000
PA
USD
105743.57000000
0.005273030862
Long
ABS-MBS
CORP
US
N
2
2047-03-10
Fixed
3.75000000
N
N
N
N
N
N
GXO LOGISTICS INC
N/A
GXO Logistics Inc
36262GAC5
2268000.00000000
PA
USD
2249787.96000000
0.112188394496
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.65000000
N
N
N
N
N
N
NBCUniversal Media LLC
VTBDOQJ6KOGQ6K786R46
NBCUniversal Media LLC
63946BAJ9
1189000.00000000
PA
USD
1461080.69000000
0.072858553675
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.45000000
N
N
N
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BG4
100000.00000000
PA
USD
101210.64000000
0.005046990831
Long
DBT
CORP
US
N
2
2021-09-01
Fixed
7.88000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142DW0
1800000.00000000
PA
USD
2117906.03000000
0.105611942736
Long
DBT
CORP
US
N
2
2047-12-15
Fixed
3.63000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110L106
18960.00000000
NS
USD
10014861.60000000
0.499403172204
Long
EC
CORP
US
N
1
N
N
N
La Fayette Asset Securitization LLC
549300WQLPP9XYITNS62
La Fayette Asset Securitization LLC
50286LU84
3282000.00000000
PA
USD
3281941.65000000
0.163657985148
Long
STIV
CORP
US
N
2
2021-07-08
None
0.00000000
N
N
N
N
N
N
WASTE CONNECTIONS INC
549300HDLRTPBQU69P29
Waste Connections Inc
94106BAA9
852000.00000000
PA
USD
883525.70000000
0.044058076379
Long
DBT
CORP
CA
N
2
2030-02-01
Fixed
2.60000000
N
N
N
N
N
N
Intuitive Surgical Inc
54930052SRG011710797
Intuitive Surgical Inc
46120E602
2261.00000000
NS
USD
2079306.04000000
0.103687107604
Long
EC
CORP
US
N
1
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B28
1545000.00000000
PA
USD
1601006.25000000
0.079836110762
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.38000000
N
N
N
N
N
N
Orange Lake Timeshare Trust
N/A
Orange Lake Timeshare Trust 2018-A
68504WAA5
108579.79000000
PA
USD
111775.31000000
0.005573810864
Long
ABS-O
CORP
US
N
2
2030-11-08
Fixed
3.10000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
91533BAC4
522000.00000000
PA
USD
533105.15000000
0.026583932326
Long
DBT
CORP
US
N
2
2027-06-22
Fixed
2.30000000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
48059.00000000
NS
USD
17545860.31000000
0.874945520752
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416AWL0
11903.82000000
PA
USD
13855.98000000
0.000690945181
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Fixed
5.50000000
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AH1
647000.00000000
PA
USD
687574.78000000
0.034286747034
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.40000000
N
N
N
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741108
41513.00000000
NS
USD
2203925.17000000
0.109901391068
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410K3E2
3972.32000000
PA
USD
4645.28000000
0.000231642498
Long
ABS-MBS
USGSE
US
N
2
2038-10-01
Fixed
6.00000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BC0
939000.00000000
PA
USD
1021000.61000000
0.050913428844
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.30000000
N
N
N
N
N
N
Booz Allen Hamilton Holding Corp
529900JPV47PIUWMA015
Booz Allen Hamilton Holding Corp
099502106
18630.00000000
NS
USD
1586903.40000000
0.079132855110
Long
EC
CORP
US
N
1
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LAM3
466000.00000000
PA
USD
484475.42000000
0.024158952092
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505104
161728.00000000
NS
USD
6668045.44000000
0.332510141242
Long
EC
CORP
US
N
1
N
N
N
RACKSPACE TECHNOLOGY
549300QTYCKLMFSE8I97
Rackspace Technology Global Inc
750098AB1
1203000.00000000
PA
USD
1163573.48000000
0.058022997242
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.50000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DP2
1152000.00000000
PA
USD
1118391.45000000
0.055769940734
Long
DBT
CORP
US
N
2
2040-08-21
Fixed
2.70000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Trust 2013-TYSN
05529SAJ8
755000.00000000
PA
USD
755235.11000000
0.037660711126
Long
ABS-MBS
CORP
US
N
2
2032-09-05
Fixed
4.04000000
N
N
N
N
N
N
BB-UBS Trust
N/A
BB-UBS Trust 2012-SHOW
05538UAL7
3935000.00000000
PA
USD
79142.69000000
0.003946545845
Long
ABS-MBS
CORP
US
N
2
2036-11-05
Variable
0.73000000
N
N
N
N
N
N
Manhattan Asset Funding Co LLC
549300S0NSJYSOB32S63
Manhattan Asset Funding Co LLC
56274LV50
250000.00000000
PA
USD
249975.00000000
0.012465305358
Long
STIV
CORP
US
N
2
2021-08-05
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416CH58
76713.87000000
PA
USD
88010.36000000
0.004388742922
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
5.50000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAP0
1074000.00000000
PA
USD
1151485.55000000
0.057420218010
Long
DBT
CORP
IE
N
2
2023-09-15
Fixed
4.50000000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
25967.00000000
NS
USD
17649769.90000000
0.880127097986
Long
EC
CORP
US
N
1
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
97095.00000000
NS
USD
5531502.15000000
0.275835037078
Long
EC
CORP
US
N
1
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBQ9
434000.00000000
PA
USD
445991.65000000
0.022239912410
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
2174000.00000000
PA
USD
2457541.34000000
0.122548267768
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
5.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137B7YY9
2260000.00000000
PA
USD
2412999.51000000
0.120327135606
Long
ABS-MBS
USGSE
US
N
2
2024-01-25
Fixed
3.49000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
36154.00000000
NS
USD
11529149.06000000
0.574914945742
Long
EC
CORP
US
N
1
N
N
N
Baidu Inc
254900AL64IANZYI1E02
Baidu Inc
056752AM0
1533000.00000000
PA
USD
1668040.44000000
0.083178851628
Long
DBT
CORP
KY
N
2
2024-05-14
Fixed
4.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ELS87
13639.04000000
PA
USD
16172.54000000
0.000806463244
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
6.00000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CE7
694000.00000000
PA
USD
704489.89000000
0.035130239428
Long
DBT
CORP
DE
Y
2
2026-11-24
Fixed
2.13000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
70027.00000000
NS
USD
3931315.78000000
0.196039810622
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128287F1
12157000.00000000
PA
USD
12174173.71000000
0.607079879141
Long
DBT
UST
US
N
2
2021-07-31
Fixed
1.75000000
N
N
N
N
N
N
Carlisle Cos Inc
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos Inc
142339AH3
1047000.00000000
PA
USD
1165467.55000000
0.058117447331
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.75000000
N
N
N
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131102
23929.00000000
NS
USD
3174660.43000000
0.158308277511
Long
EC
US
N
1
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2019-1 Receivables Funding LLC
82653EAA5
320159.86000000
PA
USD
331099.59000000
0.016510681042
Long
ABS-O
CORP
US
N
2
2036-01-20
Fixed
3.20000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FBU61
1705135.85000000
PA
USD
1807774.63000000
0.090146865819
Long
ABS-MBS
USGSE
US
N
2
2027-06-25
Fixed
2.89000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2018-1
64830GAB2
972209.95000000
PA
USD
1041317.26000000
0.051926543140
Long
ABS-MBS
CORP
US
N
2
2057-12-25
Variable
4.00000000
N
N
N
N
N
N
Koninklijke Philips NV
H1FJE8H61JGM1JSGM897
Koninklijke Philips NV
500472AE5
569000.00000000
PA
USD
760790.31000000
0.037937727885
Long
DBT
CORP
NL
N
2
2042-03-15
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QW1
2001000.00000000
PA
USD
2343827.57000000
0.116877793254
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.00000000
N
N
N
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
Evergy Inc
30034W106
53830.00000000
NS
USD
3252946.90000000
0.162212126912
Long
EC
CORP
US
N
1
N
N
N
Municipal Electric Authority of Georgia
JA0WNILDDF2KUPS83B16
MUNI ELEC AUTH OF GEORGIA
626207YF5
48000.00000000
PA
USD
72733.38000000
0.003626937859
Long
DBT
MUN
US
Y
2
2057-04-01
Fixed
6.64000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378BM71
444897.41000000
PA
USD
10372.16000000
0.000517220288
Long
ABS-MBS
USGA
US
N
2
2053-02-16
Variable
0.69000000
N
N
N
N
N
N
Mont Blanc Capital Corp
549300NC8BUDZTUFIQ67
Mont Blanc Capital Corp
6117P4VK3
3919000.00000000
PA
USD
3918439.35000000
0.195397711884
Long
STIV
CORP
US
N
2
2021-08-19
None
0.00000000
N
N
N
N
N
N
Organon & Co
549300AMCKY57OK2CO56
Organon & Co
68622V106
10215.00000000
NS
USD
309105.90000000
0.015413939120
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417SBN9
220356.28000000
PA
USD
250717.03000000
0.012502307581
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
5.00000000
N
N
N
N
N
N
Orange Lake Timeshare Trust
N/A
Orange Lake Timeshare Trust 2015-A
68504TAA2
88309.91000000
PA
USD
88794.07000000
0.004427823568
Long
ABS-O
CORP
US
N
2
2027-09-08
Fixed
2.88000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBB4
534000.00000000
PA
USD
607155.16000000
0.030276525531
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
7.60000000
N
N
N
N
N
N
BXG Receivables Note Trust
549300R4HW4HQYM9LE23
BXG Receivables Note Trust 2015-A
05606XAA2
302578.48000000
PA
USD
303061.61000000
0.015112533298
Long
ABS-O
CORP
US
N
2
2030-05-02
Fixed
2.88000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
68073.00000000
NS
USD
7891702.89000000
0.393529298234
Long
EC
CORP
US
N
1
N
N
N
MVW Owner Trust
N/A
MVW 2021-1W LLC
55389TAA9
661445.91000000
PA
USD
661135.56000000
0.032968323388
Long
ABS-O
CORP
US
N
2
2041-01-22
Fixed
1.14000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2017-2
64829KBV1
835900.42000000
PA
USD
892592.36000000
0.044510196333
Long
ABS-MBS
CORP
US
N
2
2057-03-25
Variable
4.00000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428X106
26773.00000000
NS
USD
7987189.09000000
0.398290832950
Long
EC
CORP
US
N
1
N
N
N
Jupiter Securitization Co LLC
549300764HIS4GLK4733
Jupiter Securitization Co LLC
4820P2UD5
3200000.00000000
PA
USD
3199907.55000000
0.159567255650
Long
STIV
CORP
US
N
2
2021-07-13
None
0.00000000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855RAJ9
771000.00000000
PA
USD
803767.50000000
0.040080837384
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.38000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAP5
1309000.00000000
PA
USD
1325838.71000000
0.066114548962
Long
DBT
US
N
2
2026-01-15
Fixed
1.88000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-1
89173FAA8
1191167.42000000
PA
USD
1209395.97000000
0.060307991062
Long
ABS-O
CORP
US
N
2
2056-10-25
Variable
2.75000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136AHAG5
164983.01000000
PA
USD
174072.22000000
0.008680321539
Long
ABS-MBS
USGSE
US
N
2
2023-10-25
Variable
3.33000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EL6E8
82710.39000000
PA
USD
89438.18000000
0.004459942892
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FWG79
4208000.00000000
PA
USD
4167420.57000000
0.207813461203
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Fixed
1.38000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137B5KW2
1500000.00000000
PA
USD
1587469.65000000
0.079161091850
Long
ABS-MBS
USGSE
US
N
2
2023-08-25
Variable
3.46000000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094104
17108.00000000
NS
USD
5254037.88000000
0.261998946061
Long
EC
CORP
US
N
1
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCB6
400000.00000000
PA
USD
437160.00000000
0.021799511514
Long
DBT
CORP
MX
N
2
2026-08-04
Fixed
6.88000000
N
N
N
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456B101
73618.00000000
NS
USD
1342056.14000000
0.066923250701
Long
EC
CORP
US
N
1
N
N
N
LAFARGEHOLCIM FINANCE US
529900FB2F1WKLFNGY62
LafargeHolcim Finance US LLC
50587KAB7
1290000.00000000
PA
USD
1598686.73000000
0.079720445095
Long
DBT
CORP
US
N
2
2046-09-22
Fixed
4.75000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141G104
28489.00000000
NS
USD
10812430.17000000
0.539174892455
Long
EC
CORP
US
N
1
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BY8
719000.00000000
PA
USD
870139.97000000
0.043390580782
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
4.35000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAV3
850000.00000000
PA
USD
888250.00000000
0.044293659306
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.38000000
N
N
N
N
N
N
ERAC USA Finance LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26884TAL6
661000.00000000
PA
USD
720620.36000000
0.035934604801
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.85000000
N
N
N
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAL7
890000.00000000
PA
USD
1020499.26000000
0.050888428420
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.38000000
N
N
N
N
N
N
INFOR INC
549300Q3IIYBYI4RHD64
Infor Inc
45674CAA1
1000000.00000000
PA
USD
1020624.28000000
0.050894662694
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
1.75000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671D857
41760.00000000
NS
USD
1549713.60000000
0.077278340805
Long
EC
CORP
US
N
1
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189T107
34341.00000000
NS
USD
842041.32000000
0.041989407655
Long
EC
CORP
US
N
1
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DQ8
983000.00000000
PA
USD
951396.02000000
0.047442511877
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
1.45000000
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBP0
2540000.00000000
PA
USD
2671017.37000000
0.133193507895
Long
DBT
CORP
US
N
2
2031-05-13
Fixed
2.96000000
N
N
N
N
N
N
HUTCH WHAMPOA INT 11 LTD
254900NSPYVQR5EXP064
Hutchison Whampoa International 11 Ltd
44841CAB0
600000.00000000
PA
USD
613010.65000000
0.030568516613
Long
DBT
CORP
KY
N
2
2022-01-13
Fixed
4.63000000
N
N
N
N
N
N
ERAC USA Finance LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26884TAR3
628000.00000000
PA
USD
684790.04000000
0.034147882609
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.30000000
N
N
N
N
N
N
Dexcom Inc
549300YSK3QDSFR5EU59
Dexcom Inc
252131107
3158.00000000
NS
USD
1348466.00000000
0.067242886113
Long
EC
CORP
US
N
1
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2014-1
64828AAA1
149318.22000000
PA
USD
157728.81000000
0.007865337655
Long
ABS-MBS
CORP
US
N
2
2054-01-25
Variable
3.75000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2020-4
89179JAA4
2609727.44000000
PA
USD
2638896.36000000
0.131591754927
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
666000.00000000
PA
USD
722514.35000000
0.036029050901
Long
DBT
CORP
US
N
2
2026-05-14
Fixed
3.20000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BK0
2126000.00000000
PA
USD
2216355.00000000
0.110521219557
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
4.00000000
N
N
N
N
N
ELEMENT FLEET MANAGEMENT
5493000PGBS1C22ELQ16
Element Fleet Management Corp
286181AD4
831000.00000000
PA
USD
894241.13000000
0.044592414241
Long
DBT
CORP
CA
N
2
2025-06-15
Fixed
3.85000000
N
N
N
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199105
30664.00000000
NS
USD
10815499.44000000
0.539327945312
Long
EC
CORP
US
N
1
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654105
51479.00000000
NS
USD
8862624.64000000
0.441945484226
Long
EC
CORP
US
N
1
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAN5
256000.00000000
PA
USD
300416.84000000
0.014980648647
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
6.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828VS6
2896000.00000000
PA
USD
3031976.24000000
0.151193158006
Long
DBT
UST
US
N
2
2023-08-15
Fixed
2.50000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBN4
777000.00000000
PA
USD
893497.86000000
0.044555350184
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
2159301.18000000
PA
USD
2270758.48000000
0.113234114810
Long
ABS-MBS
CORP
US
N
2
2058-12-25
Variable
3.50000000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513105
16750.00000000
NS
USD
1219567.50000000
0.060815206694
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YB0
2985000.00000000
PA
USD
3055310.75000000
0.152356761537
Long
DBT
UST
US
N
2
2029-08-15
Fixed
1.63000000
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816BF5
275000.00000000
PA
USD
328140.83000000
0.016363138900
Long
DBT
CORP
US
N
2
2042-12-03
Fixed
4.05000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CD8
138000.00000000
PA
USD
189326.00000000
0.009440969706
Long
DBT
CORP
US
N
2
2037-04-01
Fixed
5.75000000
N
N
N
N
N
N
Life Storage LP
X0MIGH67XZCB7HL1A534
Life Storage LP
53227JAB0
672000.00000000
PA
USD
753359.03000000
0.037567158131
Long
DBT
US
N
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441C204
68760.00000000
NS
USD
6787987.20000000
0.338491182001
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416BMP0
48397.64000000
PA
USD
56015.07000000
0.002793259134
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.50000000
N
N
N
N
N
N
VORNADO REALTY LP
549300BMOJ05INE4YK86
Vornado Realty LP
929043AK3
1083000.00000000
PA
USD
1098030.31000000
0.054754607891
Long
DBT
US
N
2
2026-06-01
Fixed
2.15000000
N
N
N
N
N
N
Facebook Inc
BQ4BKCS1HXDV9HN80Z93
Facebook Inc
30303M102
81223.00000000
NS
USD
28242049.33000000
1.408323907837
Long
EC
CORP
US
N
1
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAF2
625000.00000000
PA
USD
710047.50000000
0.035407376365
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.88000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
60004.00000000
NS
USD
2349756.64000000
0.117173453492
Long
EC
CORP
US
N
1
N
N
N
Fontainebleau Miami Beach Trust
N/A
Fontainebleau Miami Beach Trust 2019-FBLU
34461LAG9
2200000.00000000
PA
USD
2313542.44000000
0.115367588661
Long
ABS-MBS
CORP
US
N
2
2036-12-10
Fixed
3.45000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283U2
1374400.00000000
PA
USD
1421859.75000000
0.070902754120
Long
DBT
UST
US
N
2
2023-01-31
Fixed
2.38000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
139501.00000000
NS
USD
7816241.03000000
0.389766301423
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138XKSX3
79829.60000000
PA
USD
86324.80000000
0.004304690437
Long
ABS-MBS
USGSE
US
N
2
2029-01-01
Fixed
3.50000000
N
N
N
N
N
N
AUST & NZ BANKING GROUP
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
052528AM8
1302000.00000000
PA
USD
1266155.94000000
0.063138395536
Long
DBT
CORP
AU
N
2
2035-11-25
Fixed
2.57000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389X105
61840.00000000
NS
USD
4813625.60000000
0.240037255676
Long
EC
CORP
US
N
1
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513E101
75362.00000000
NS
USD
6429132.22000000
0.320596444906
Long
EC
CORP
US
N
1
N
N
N
Carter's Inc
5299003WAQK4R3L3ZU36
Carter's Inc
146229109
25157.00000000
NS
USD
2595447.69000000
0.129425134509
Long
EC
CORP
US
N
1
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
929089100
12459.00000000
NS
USD
766228.50000000
0.038208909799
Long
EC
CORP
US
N
1
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAT7
1369000.00000000
PA
USD
1369551.43000000
0.068294336552
Long
DBT
US
N
2
2026-11-15
Fixed
1.63000000
N
N
N
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525BJ1
819000.00000000
PA
USD
885132.39000000
0.044138195917
Long
DBT
CORP
US
N
2
2050-05-20
Fixed
3.25000000
N
N
N
N
N
XILINX INC
6EY4K7ZMF9UX1CU6KC79
Xilinx Inc
983919AK7
968000.00000000
PA
USD
985018.90000000
0.049119157407
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJCD8
99228.74000000
PA
USD
104723.76000000
0.005222176804
Long
ABS-MBS
USGSE
US
N
2
2026-06-01
Fixed
4.50000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F022477
4900000.00000000
PA
USD
5109398.46000000
0.254786326651
Long
ABS-MBS
USGSE
US
N
2
2036-07-15
Fixed
2.50000000
N
N
N
N
N
N
CORPORATE OFFICE PROP LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAM8
262000.00000000
PA
USD
263880.69000000
0.013158729389
Long
DBT
US
N
2
2031-04-15
Fixed
2.75000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAW1
1425000.00000000
PA
USD
1463874.00000000
0.072997845452
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828XG0
1047000.00000000
PA
USD
1068103.59000000
0.053262275845
Long
DBT
UST
US
N
2
2022-06-30
Fixed
2.13000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128PMKV1
4959.75000000
PA
USD
5171.51000000
0.000257883593
Long
ABS-MBS
USGSE
US
N
2
2024-02-01
Fixed
5.00000000
N
N
N
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638AS1
160000.00000000
PA
USD
196161.60000000
0.009781835158
Long
DBT
NUSS
PE
N
2
2025-07-21
Fixed
7.35000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140BD1
742000.00000000
PA
USD
789132.96000000
0.039351068367
Long
DBT
CORP
US
N
2
2024-05-11
Fixed
2.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411LXD8
16198.40000000
PA
USD
18498.98000000
0.000922473985
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
5.50000000
N
N
N
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002101
13126.00000000
NS
USD
1712155.44000000
0.085378699396
Long
EC
CORP
US
N
1
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BM1
80000.00000000
PA
USD
85794.70000000
0.004278256360
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
3.88000000
N
N
N
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp
03073E105
11080.00000000
NS
USD
1268549.20000000
0.063257738337
Long
EC
CORP
US
N
1
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCP5
656000.00000000
PA
USD
674430.32000000
0.033631282656
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
1544062.33000000
PA
USD
1605137.25000000
0.080042108068
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
7500000.00000000
PA
USD
7498856.25000000
0.373939525949
Long
STIV
CORP
GB
N
2
2021-08-30
None
0.00000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780BP0
400000.00000000
PA
USD
444213.58000000
0.022151246801
Long
DBT
NUSS
ID
N
2
2023-10-17
Fixed
5.38000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABW4
450000.00000000
PA
USD
465565.50000000
0.023215986087
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RE0
3549700.00000000
PA
USD
4591037.79000000
0.228937645632
Long
DBT
UST
US
N
2
2044-02-15
Fixed
3.63000000
N
N
N
N
N
N
Starbird Funding Corp
549300A8DDPP6QJBB522
Starbird Funding Corp
85520LU78
1700000.00000000
PA
USD
1699973.55000000
0.084771234735
Long
STIV
CORP
US
N
2
2021-07-07
None
0.00000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BS4
1190000.00000000
PA
USD
1285374.07000000
0.064096730805
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.15000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BP7
887000.00000000
PA
USD
942038.35000000
0.046975880358
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
3.40000000
N
N
N
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
000000000
8811.00000000
NS
USD
906387.57000000
0.045198111145
Long
EC
CORP
NL
N
1
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2012-C6
61761DAE2
2010000.00000000
PA
USD
2069177.42000000
0.103182031731
Long
ABS-MBS
CORP
US
N
2
2045-11-15
Fixed
3.48000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209S103
123529.00000000
NS
USD
5889862.72000000
0.293705119821
Long
EC
CORP
US
N
1
N
N
N
TSMC GLOBAL LTD
549300N2ZLI21P85T117
TSMC Global Ltd
872882AG0
2651000.00000000
PA
USD
2502490.98000000
0.124789735868
Long
DBT
CORP
VG
N
2
2030-09-28
Fixed
1.38000000
N
N
N
N
N
N
AMPHENOL CORP
549300D3L3G0R4U4VT04
Amphenol Corp
032095AJ0
921000.00000000
PA
USD
973490.76000000
0.048544292779
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.80000000
N
N
N
N
N
N
Thunder Bay Funding LLC
N/A
Thunder Bay Funding LLC
88602TUC5
4500000.00000000
PA
USD
4499879.99000000
0.224391951811
Long
STIV
CORP
US
N
2
2021-07-12
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810PV4
1536926.40000000
PA
USD
1858099.98000000
0.092656400192
Long
DBT
UST
US
N
2
2028-01-15
Fixed
1.75000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2014-2
64828YAR2
542353.56000000
PA
USD
575198.27000000
0.028682956605
Long
ABS-MBS
CORP
US
N
2
2054-05-25
Variable
3.75000000
N
N
N
N
N
N
CARGILL INC
QXZYQNMR4JZ5RIRN4T31
Cargill Inc
141781BQ6
770000.00000000
PA
USD
752023.26000000
0.037500548346
Long
DBT
CORP
US
N
2
2031-02-02
Fixed
1.70000000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDB1
2119000.00000000
PA
USD
2272622.14000000
0.113327048467
Long
DBT
CORP
GB
N
2
2026-05-04
Fixed
3.12000000
N
N
N
N
N
N
KLA CORP
549300H0BF5JCG96TJ81
KLA Corp
482480AJ9
809000.00000000
PA
USD
856723.14000000
0.042721534346
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.30000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CF4
1146000.00000000
PA
USD
1167610.31000000
0.058224298647
Long
DBT
CORP
DE
N
2
2032-01-14
Fixed
3.73000000
N
N
N
N
N
N
ABIOMED Inc
5493001EZN4ZTB4Z5887
ABIOMED Inc
003654100
1498.00000000
NS
USD
467540.78000000
0.023314485810
Long
EC
CORP
US
N
1
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498101
34105.00000000
NS
USD
3923098.15000000
0.195630028574
Long
EC
CORP
US
N
1
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DJ6
1615000.00000000
PA
USD
1809094.67000000
0.090212691208
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.75000000
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
Quanta Services Inc
74762EAF9
822000.00000000
PA
USD
853180.87000000
0.042544894773
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.90000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810FT0
2193600.00000000
PA
USD
3013543.68000000
0.150273996134
Long
DBT
UST
US
N
2
2036-02-15
Fixed
4.50000000
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BH4
1511000.00000000
PA
USD
1575217.50000000
0.078550123589
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
3.70000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AN3
886000.00000000
PA
USD
894526.23000000
0.044606631097
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SF6
1767000.00000000
PA
USD
2116534.69000000
0.105543559210
Long
DBT
UST
US
N
2
2049-02-15
Fixed
3.00000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780BV7
1810000.00000000
PA
USD
2066053.13000000
0.103026235236
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
1591000.00000000
PA
USD
1811937.70000000
0.090354462334
Long
DBT
UST
US
N
2
2047-11-15
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EHAQ5
110409.54000000
PA
USD
130918.64000000
0.006528416140
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
6.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
98880.00000000
NS
USD
9066307.20000000
0.452102361141
Long
EC
CORP
US
N
1
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BV1
480000.00000000
PA
USD
518188.80000000
0.025840110513
Long
DBT
NUSS
BR
N
2
2025-01-07
Fixed
4.25000000
N
N
N
N
N
N
VSE VOI Mortgage LLC
N/A
VSE 2016-A VOI Mortgage LLC
918290AA5
150755.45000000
PA
USD
151130.83000000
0.007536321412
Long
ABS-O
CORP
US
N
2
2033-07-20
Fixed
2.54000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CE3
2022000.00000000
PA
USD
2028339.96000000
0.101145622455
Long
DBT
CORP
US
N
2
2039-03-01
Fixed
3.50000000
N
N
N
N
N
N
DENTSPLY SIRONA INC
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA Inc
24906PAA7
1316000.00000000
PA
USD
1408968.25000000
0.070259903899
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.25000000
N
N
N
N
N
N
WestRock Co
N/A
WestRock Co
96145D105
35810.00000000
NS
USD
1905808.20000000
0.095035428217
Long
EC
CORP
US
N
1
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787107
34765.00000000
NS
USD
5650007.80000000
0.281744464476
Long
EC
CORP
US
N
1
N
N
N
Ingersoll Rand Inc
5299004C02FMZCUOIR50
Ingersoll Rand Inc
45687V106
37910.00000000
NS
USD
1850387.10000000
0.092271788114
Long
EC
CORP
US
N
1
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
12044.00000000
NS
USD
1721448.92000000
0.085842130003
Long
EC
CORP
US
N
1
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-3
89169DAA9
353994.76000000
PA
USD
360833.16000000
0.017993381430
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
1495000.00000000
PA
USD
1772010.03000000
0.088363420834
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
SENSATA TECHNOLOGIES BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAK9
200000.00000000
PA
USD
203016.66000000
0.010123671006
Long
DBT
CORP
NL
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBM3
1050000.00000000
PA
USD
1106738.79000000
0.055188866766
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
214000.00000000
PA
USD
216157.12000000
0.010778935918
Long
DBT
CORP
SA
N
2
2023-11-24
Fixed
1.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828B25
7039241.44000000
PA
USD
7580841.38000000
0.378027813500
Long
DBT
UST
US
N
2
2024-01-15
Fixed
0.63000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CBG3
806000.00000000
PA
USD
871539.04000000
0.043460347098
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
4.45000000
N
N
N
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807108
16416.00000000
NS
USD
10681891.20000000
0.532665409018
Long
EC
CORP
US
N
1
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AQ4
1097000.00000000
PA
USD
1092040.39000000
0.054455913294
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
2.30000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAE0
1883000.00000000
PA
USD
2055012.05000000
0.102475658444
Long
DBT
NUSS
MX
N
2
2028-01-11
Fixed
3.75000000
N
N
N
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332102
755.00000000
NS
USD
1126626.10000000
0.056180571504
Long
EC
CORP
US
N
1
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WBE4
250000.00000000
PA
USD
300107.67000000
0.014965231511
Long
DBT
CORP
MX
N
2
2042-07-16
Fixed
4.38000000
N
N
N
N
N
N
LMA SA LMA AMERICAS
N/A
LMA SA LMA AMERICAS
53944QV49
3000000.00000000
PA
USD
2999708.34000000
0.149584080191
Long
STIV
CORP
US
N
2
2021-08-04
None
0.00000000
N
N
N
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076C106
3910.00000000
NS
USD
973120.80000000
0.048525844277
Long
EC
CORP
US
N
1
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBT4
846000.00000000
PA
USD
1013307.70000000
0.050529812593
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
1610000.00000000
PA
USD
1704075.60000000
0.084975788413
Long
DBT
CORP
AU
N
2
2030-06-03
Fixed
3.62000000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
35808199.15000000
PA
USD
35808199.15000000
1.785619108950
Long
RA
CORP
US
N
2
Repurchase
N
0.00000000
2021-07-01
36720600.00000000
USD
36524520.44173800
USD
UST
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAP0
1676000.00000000
PA
USD
1914226.64000000
0.095455223897
Long
DBT
CORP
GB
N
2
2026-05-12
Fixed
5.20000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225433AC5
1088000.00000000
PA
USD
1180558.13000000
0.058869957333
Long
DBT
CORP
CH
N
2
2025-03-26
Fixed
3.75000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2015-2
64829EAA2
313923.44000000
PA
USD
332873.65000000
0.016599146687
Long
ABS-MBS
CORP
US
N
2
2055-08-25
Variable
3.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128LCHR0
32629.90000000
PA
USD
38259.76000000
0.001907869152
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
6.00000000
N
N
N
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902V107
32280.00000000
NS
USD
2639535.60000000
0.131623631402
Long
EC
CORP
US
N
1
N
N
N
Orange Lake Timeshare Trust
N/A
Orange Lake Timeshare Trust 2019-A
68504UAA9
307595.33000000
PA
USD
318247.48000000
0.015869795051
Long
ABS-O
CORP
US
N
2
2038-04-09
Fixed
3.06000000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807102
12034.00000000
NS
USD
4373516.62000000
0.218090689712
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QU5
1852000.00000000
PA
USD
2210535.63000000
0.110231029642
Long
DBT
UST
US
N
2
2042-02-15
Fixed
3.13000000
N
N
N
N
N
Hartford Financial Services Group Inc/The
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515104
52723.00000000
NS
USD
3267244.31000000
0.162925084534
Long
EC
CORP
US
N
1
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278X109
35932.00000000
NS
USD
3373655.48000000
0.168231406077
Long
EC
CORP
US
N
1
N
N
N
Houston Galleria Mall Trust
N/A
Houston Galleria Mall Trust 2015-HGLR
44217NAC0
800000.00000000
PA
USD
833345.12000000
0.041555761136
Long
ABS-MBS
CORP
US
N
2
2037-03-05
Fixed
3.09000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283F5
2072200.00000000
PA
USD
2217901.56000000
0.110598340640
Long
DBT
UST
US
N
2
2027-11-15
Fixed
2.25000000
N
N
N
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP100
182176.00000000
NS
USD
3676311.68000000
0.183323723116
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810FG8
2086000.00000000
PA
USD
2692162.27000000
0.134247923878
Long
DBT
UST
US
N
2
2029-02-15
Fixed
5.25000000
N
N
N
N
N
N
SCHLUMBERGER HLDGS CORP
529900IKZG65COT1D505
Schlumberger Holdings Corp
806851AK7
1677000.00000000
PA
USD
1874088.84000000
0.093453704012
Long
DBT
CORP
US
N
2
2028-05-17
Fixed
3.90000000
N
N
N
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044101
9632.00000000
NS
USD
369001.92000000
0.018400726516
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828M56
3203800.00000000
PA
USD
3409544.03000000
0.170021031978
Long
DBT
UST
US
N
2
2025-11-15
Fixed
2.25000000
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAD8
844000.00000000
PA
USD
1013652.00000000
0.050546981529
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
653000.00000000
PA
USD
723807.43000000
0.036093531897
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.25000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
539310.00000000
NS
USD
73863897.60000000
3.683312485601
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A5V66
11408.73000000
PA
USD
13057.50000000
0.000651128011
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
5.50000000
N
N
N
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851102
6380.00000000
NS
USD
1712136.80000000
0.085377769890
Long
EC
CORP
US
N
1
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525AU7
1011000.00000000
PA
USD
1117214.77000000
0.055711264164
Long
DBT
CORP
US
N
2
2027-05-20
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJEX2
75488.37000000
PA
USD
82643.20000000
0.004121103005
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SP4
522000.00000000
PA
USD
440355.94000000
0.021958880923
Long
DBT
UST
US
N
2
2050-08-15
Fixed
1.38000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBQ5
2275000.00000000
PA
USD
2606578.70000000
0.129980195770
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
4.25000000
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-Eleven Inc
817826AE0
1872000.00000000
PA
USD
1791613.91000000
0.089340991993
Long
DBT
CORP
US
N
2
2031-02-10
Fixed
1.80000000
N
N
N
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886F107
6140.00000000
NS
USD
3429435.60000000
0.171012949146
Long
EC
CORP
US
N
1
N
N
N
State of Qatar
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PAW1
200000.00000000
PA
USD
212300.80000000
0.010586635863
Long
DBT
NUSS
QA
N
2
2023-04-23
Fixed
3.88000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92556HAD9
970000.00000000
PA
USD
1120796.20000000
0.055889856498
Long
DBT
CORP
US
N
2
2032-05-19
Fixed
4.20000000
N
N
N
N
N
SCHLUMBERGER INVESTMENT
529900EZ29I5KXPV2J32
Schlumberger Investment SA
806854AH8
121000.00000000
PA
USD
129063.93000000
0.006435928785
Long
DBT
CORP
LU
N
2
2023-12-01
Fixed
3.65000000
N
N
N
N
N
N
Deutsche Alt-A Securities INC Mortgage Loan Trust
N/A
Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-RAMP1
25150MAC0
98454.92000000
PA
USD
95499.46000000
0.004762195941
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
0.24000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410G4B6
13438.43000000
PA
USD
15914.62000000
0.000793601752
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
6.00000000
N
N
N
N
N
N
Appalachian Power Co
3SCHO1ABYYIG382BEI70
Appalachian Power Co
037735CU9
505000.00000000
PA
USD
546007.55000000
0.027227326088
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.40000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBD2
7590000.00000000
PA
USD
7583180.84000000
0.378144473499
Long
DBT
UST
US
N
2
2022-12-31
Fixed
0.13000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
Comm 2014-UBS2 Mortgage Trust
12591UAF0
2400000.00000000
PA
USD
2581034.40000000
0.128706398391
Long
ABS-MBS
CORP
US
N
2
2047-03-10
Fixed
3.96000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J6EV5
712055.41000000
PA
USD
844275.04000000
0.042100794801
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
6.00000000
N
N
N
N
N
N
Mid-America Apartment Communities Inc
549300FQZKFR5YNSHZ21
Mid-America Apartment Communities Inc
59522J103
14903.00000000
NS
USD
2509963.26000000
0.125162350137
Long
EC
US
N
1
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320102
19680.00000000
NS
USD
2016609.60000000
0.100560673882
Long
EC
CORP
US
N
1
N
N
N
BB-UBS Trust
N/A
BB-UBS Trust
05490AAE3
1390000.00000000
PA
USD
1125878.73000000
0.056143302996
Long
ABS-MBS
CORP
US
N
2
2030-06-05
Variable
3.58000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RS9
5433000.00000000
PA
USD
5889499.35000000
0.293686999937
Long
DBT
UST
US
N
2
2046-05-15
Fixed
2.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBE5
1788000.00000000
PA
USD
1873208.21000000
0.093409790333
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.74000000
N
N
N
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032WAL0
1322000.00000000
PA
USD
1406290.72000000
0.070126385631
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
2494030.79000000
PA
USD
2599146.46000000
0.129609578144
Long
ABS-MBS
CORP
US
N
2
2059-08-25
Variable
3.50000000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax Inc
294429AQ8
746000.00000000
PA
USD
785108.95000000
0.039150406247
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.60000000
N
N
N
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-Mobile US Inc
872590104
73960.00000000
NS
USD
10711626.80000000
0.534148210634
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X4KV1
81236.37000000
PA
USD
87845.91000000
0.004380542424
Long
ABS-MBS
USGSE
US
N
2
2028-10-01
Fixed
3.50000000
N
N
N
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368103
34888.00000000
NS
USD
4667316.64000000
0.232741382636
Long
EC
CORP
US
N
1
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591CS9
1170000.00000000
PA
USD
1741617.97000000
0.086847884047
Long
DBT
USGA
US
N
2
2036-04-01
Fixed
5.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZQ6
4994000.00000000
PA
USD
4671926.00000000
0.232971233941
Long
DBT
UST
US
N
2
2030-05-15
Fixed
0.63000000
N
N
N
N
N
N
Palisades Center Trust
N/A
Palisades Center Trust 2016-PLSD
69640GAA3
1911000.00000000
PA
USD
1782588.25000000
0.088890916553
Long
ABS-MBS
CORP
US
N
2
2033-04-13
Fixed
2.71000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325CX1
1125000.00000000
PA
USD
1227948.75000000
0.061233147850
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
581000.00000000
PA
USD
623651.01000000
0.031099111019
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
3.15000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AT7
1757000.00000000
PA
USD
1948976.20000000
0.097188052686
Long
DBT
CORP
GB
N
2
2027-09-11
Fixed
4.00000000
N
N
N
N
N
N
HEALTHCARE TRUST OF AMER
549300IYGAS4GE6VDL07
Healthcare Trust of America Holdings LP
42225UAG9
1094000.00000000
PA
USD
1163072.29000000
0.057998004798
Long
DBT
US
N
2
2030-02-15
Fixed
3.10000000
N
N
N
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
Travelers Cos Inc/The
89417E109
8400.00000000
NS
USD
1257564.00000000
0.062709948068
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2013-G1
36197QAC3
1830837.00000000
PA
USD
1830441.72000000
0.091277187645
Long
ABS-MBS
CORP
US
N
2
2031-04-10
Variable
3.56000000
N
N
N
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications Inc
16119P108
11069.00000000
NS
USD
7985730.05000000
0.398218076158
Long
EC
CORP
US
N
1
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F020679
21697000.00000000
PA
USD
21936853.61000000
1.093907706226
Long
ABS-MBS
USGSE
US
N
2
2051-07-14
Fixed
2.00000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BY9
879000.00000000
PA
USD
977877.34000000
0.048763034890
Long
DBT
CORP
US
N
2
2027-02-06
Fixed
3.30000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BLMZ8
4592000.00000000
PA
USD
4958205.11000000
0.247246887603
Long
ABS-MBS
USGSE
US
N
2
2025-07-25
Fixed
3.01000000
N
N
N
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361702
32037.00000000
NS
USD
1385920.62000000
0.069110605987
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LS8
3305000.00000000
PA
USD
3621241.93000000
0.180577603505
Long
DBT
CORP
US
N
2
2028-10-27
Fixed
3.52000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZT0
1239000.00000000
PA
USD
1218575.85000000
0.060765756868
Long
DBT
UST
US
N
2
2025-05-31
Fixed
0.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31414KDN7
18734.10000000
PA
USD
21526.24000000
0.001073431962
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
5.50000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBE0
462000.00000000
PA
USD
462343.11000000
0.023055297716
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
1.95000000
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DC6
1967000.00000000
PA
USD
2173535.00000000
0.108385948528
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.55000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
9127964L0
4502000.00000000
PA
USD
4501592.93000000
0.224477369634
Long
STIV
UST
US
N
2
2021-09-09
None
0.00000000
N
N
N
N
N
N
Alexion Pharmaceuticals Inc
M1YXUUZR0EIMU8T0EM75
Alexion Pharmaceuticals Inc
015351109
7184.00000000
NS
USD
1319772.64000000
0.065812057053
Long
EC
CORP
US
N
1
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857L108
2309.00000000
NS
USD
5052299.81000000
0.251939033490
Long
EC
CORP
US
N
1
N
N
N
T Rowe Price Group Inc
549300SIV6FPS9Y7IH33
T Rowe Price Group Inc
74144T108
32940.00000000
NS
USD
6521131.80000000
0.325184115104
Long
EC
CORP
US
N
1
N
N
N
AMER AIRLN 14-1 A PTT
N/A
American Airlines 2014-1 Class A Pass Through Trust
02377AAA6
581300.13000000
PA
USD
591011.91000000
0.029471522868
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.70000000
N
N
N
N
N
N
Aptiv PLC
N/A
Aptiv PLC
000000000
8500.00000000
NS
USD
1337305.00000000
0.066686329365
Long
EC
CORP
JE
N
1
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AR1
365000.00000000
PA
USD
419749.74000000
0.020931327866
Long
DBT
CORP
GB
N
2
2027-04-10
Fixed
4.75000000
N
N
N
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc
74834LBA7
527000.00000000
PA
USD
607820.85000000
0.030309720967
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
4.20000000
N
N
N
N
N
N
SCE Trust III
N/A
SCE Trust III
78409B207
1280.00000000
NS
USD
32448.00000000
0.001618058719
Long
EP
CORP
US
N
1
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
84478.00000000
NS
USD
6569854.06000000
0.327613709458
Long
EC
CORP
US
N
1
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix Inc
29444U700
6699.00000000
NS
USD
5376617.40000000
0.268111521909
Long
EC
US
N
1
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
549300TPZNMN50BJ3745
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BT0
649000.00000000
PA
USD
745938.86000000
0.037197142390
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EH3N0
89142.82000000
PA
USD
105423.01000000
0.005257045750
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
6.50000000
N
N
N
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409V104
26792.00000000
NS
USD
10996776.40000000
0.548367539915
Long
EC
CORP
US
N
1
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556BG6
529000.00000000
PA
USD
734357.86000000
0.036619641834
Long
DBT
CORP
US
N
2
2044-02-01
Fixed
5.30000000
N
N
N
N
N
N
Equity LifeStyle Properties Inc
529900PEQG66LENB6798
Equity LifeStyle Properties Inc
29472R108
13874.00000000
NS
USD
1030976.94000000
0.051410910591
Long
EC
US
N
1
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FBTA4
3640000.00000000
PA
USD
3874850.25000000
0.193224088755
Long
ABS-MBS
USGSE
US
N
2
2024-08-25
Variable
3.06000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EKTR6
50881.06000000
PA
USD
51207.75000000
0.002553536315
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Floating
1.90000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PAQ1
276000.00000000
PA
USD
307022.98000000
0.015310071798
Long
DBT
CORP
US
N
2
2026-12-06
Fixed
3.70000000
N
N
N
N
N
N
Waters Corp
5T547R1474YC9HOD8Q74
Waters Corp
941848103
2330.00000000
NS
USD
805271.30000000
0.040155826187
Long
EC
CORP
US
N
1
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457108
48460.00000000
NS
USD
11122539.20000000
0.554638853866
Long
EC
CORP
US
N
1
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2013-II Ltd
12549BAY4
3380000.00000000
PA
USD
3380081.12000000
0.168551828378
Long
ABS-CBDO
CORP
KY
N
2
2030-10-18
Variable
1.19000000
N
N
N
N
N
N
UBS-BAMLL Trust
N/A
UBS-BAMLL Trust
90269PAA9
916000.00000000
PA
USD
922248.68000000
0.045989044556
Long
ABS-MBS
CORP
US
N
2
2030-06-10
Fixed
3.66000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828P46
10028000.00000000
PA
USD
10398174.19000000
0.518517517568
Long
DBT
UST
US
N
2
2026-02-15
Fixed
1.63000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABF1
1212000.00000000
PA
USD
1353246.48000000
0.067481270523
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.88000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
16232.00000000
NS
USD
55840677.12000000
2.784562823293
Long
EC
CORP
US
N
1
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-RPL2Trust
12656TAB4
3173716.84000000
PA
USD
3135078.11000000
0.156334457307
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
1.11000000
N
N
N
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
83050TVC2
1350000.00000000
PA
USD
1349880.67000000
0.067313430341
Long
STIV
CORP
SE
N
2
2021-08-12
None
0.00000000
N
N
N
N
N
N
UNITED AIR 2014-2 A PTT
N/A
United Airlines 2014-2 Class A Pass Through Trust
90932QAA4
1073649.20000000
PA
USD
1135113.90000000
0.056603825905
Long
DBT
CORP
US
N
2
2028-03-03
Fixed
3.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCB5
9169000.00000000
PA
USD
9320861.56000000
0.464796021818
Long
DBT
UST
US
N
2
2031-05-15
Fixed
1.63000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-2
89172PAJ8
430245.85000000
PA
USD
434026.42000000
0.021643251761
Long
ABS-O
CORP
US
N
2
2055-08-25
Variable
2.75000000
N
N
N
N
N
N
Nationstar Mortgage Loan Trust
N/A
Nationstar Mortgage Loan Trust 2013-A
63861HAA6
157200.55000000
PA
USD
161919.22000000
0.008074297512
Long
ABS-MBS
CORP
US
N
2
2052-12-25
Variable
3.75000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust 2015-A
17323MAA3
62800.46000000
PA
USD
63598.50000000
0.003171416033
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
636000.00000000
PA
USD
633754.79000000
0.031602948215
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
3455033.40000000
PA
USD
3814077.95000000
0.190193604599
Long
DBT
UST
US
N
2
2030-07-15
Fixed
0.13000000
N
N
N
N
N
N
Altice USA Inc
54930064K3612MGCER95
Altice USA Inc
02156K103
35221.00000000
NS
USD
1202444.94000000
0.059961369554
Long
EC
CORP
US
N
1
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2018-RPL1
64829VAA4
624222.95000000
PA
USD
648747.67000000
0.032350586288
Long
ABS-MBS
CORP
US
N
2
2057-12-25
Variable
3.50000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJZ4
1415000.00000000
PA
USD
1601615.19000000
0.079866476291
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.13000000
N
N
N
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076307
3307.00000000
NS
USD
717122.95000000
0.035760202226
Long
EC
CORP
US
N
1
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CR7
888000.00000000
PA
USD
951980.71000000
0.047471668150
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
3.60000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI FUT SEP21 XCME 20210917
000000000
54.00000000
NC
USD
222445.38000000
0.011092507600
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
E-mini S&P 500 Index
ESU1 Index
2021-09-17
11356774.62000000
USD
222445.38000000
N
N
N
Octagon Investment Partners 33 Ltd
549300IDWDG12HO3TO90
Octagon Investment Partners 33 Ltd
675711AA3
1400000.00000000
PA
USD
1399995.80000000
0.069812481841
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
1.38000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
164755.00000000
NS
USD
11008929.10000000
0.548973548982
Long
EC
CORP
US
N
1
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAK7
682000.00000000
PA
USD
772973.44000000
0.038545254381
Long
DBT
CORP
KY
N
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
36186CBY8
1641000.00000000
PA
USD
2363575.51000000
0.117862548139
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.00000000
N
N
N
N
N
N
Longfellow Place CLO Ltd
549300FY38ZCUKZQU403
Longfellow Place CLO Ltd
54303PAY1
1395000.00000000
PA
USD
1395147.87000000
0.069570733955
Long
ABS-CBDO
CORP
KY
N
2
2029-04-15
Floating
1.18000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LAR2
44000.00000000
PA
USD
47538.88000000
0.002370583680
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
3.75000000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H105
41991.00000000
NS
USD
6495587.79000000
0.323910332186
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFX7
2084000.00000000
PA
USD
1992217.10000000
0.099344312402
Long
DBT
CORP
US
N
2
2030-10-30
Fixed
1.68000000
N
N
N
N
N
N
Public Service Enterprise Group Inc
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573106
20180.00000000
NS
USD
1205553.20000000
0.060116366694
Long
EC
CORP
US
N
1
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874784
41899.00000000
NS
USD
1994392.40000000
0.099452786365
Long
EC
CORP
US
N
1
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-3
89172YAA8
143445.47000000
PA
USD
143968.36000000
0.007179156193
Long
ABS-O
CORP
US
N
2
2056-04-25
Variable
2.25000000
N
N
N
N
N
N
New Residential Advance Receivables Trust Advance
549300RNWDDBV4LFKJ17
NRZ Advance Receivables Trust 2015-ON1
62942QDB6
140000.00000000
PA
USD
140021.34000000
0.006982333272
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
1123000.00000000
PA
USD
1124796.80000000
0.056089351250
Long
DBT
CORP
GB
N
2
2035-11-28
Fixed
3.03000000
N
N
N
N
N
N
Republic of Poland
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
731011AT9
405000.00000000
PA
USD
423091.35000000
0.021097961286
Long
DBT
NUSS
PL
N
2
2023-03-17
Fixed
3.00000000
N
N
N
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bond
698299BF0
550000.00000000
PA
USD
603878.00000000
0.030113105988
Long
DBT
NUSS
PA
N
2
2028-03-17
Fixed
3.88000000
N
N
N
N
N
N
CRH America Finance Inc
549300WEVUODRJ4CWK56
CRH America Finance Inc
12636YAD4
900000.00000000
PA
USD
1098227.53000000
0.054764442504
Long
DBT
CORP
US
N
2
2048-04-04
Fixed
4.50000000
N
N
N
N
N
N
Bluemountain CLO Ltd
549300261OAC6YQ54P29
BlueMountain CLO 2015-2 Ltd
09628BAL2
645464.26000000
PA
USD
645612.72000000
0.032194258219
Long
ABS-CBDO
CORP
KY
N
2
2027-07-18
Floating
1.12000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJE0
1063000.00000000
PA
USD
1032633.93000000
0.051493538399
Long
DBT
CORP
US
N
2
2041-06-19
Fixed
2.68000000
N
N
N
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
Eaton Corp PLC
000000000
56499.00000000
NS
USD
8372021.82000000
0.417480981931
Long
EC
CORP
IE
N
1
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
77476.00000000
NS
USD
4718288.40000000
0.235283151025
Long
EC
CORP
US
N
1
N
N
N
2021-07-22
TRANSAMERICA SERIES TRUST
Vincent Toner
Vincent Toner
Treasurer