0001752724-22-296642.txt : 20221229
0001752724-22-296642.hdr.sgml : 20221229
20221229095804
ACCESSION NUMBER: 0001752724-22-296642
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221031
FILED AS OF DATE: 20221229
DATE AS OF CHANGE: 20221229
PERIOD START: 20221031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: TRANSAMERICA FUNDS
CENTRAL INDEX KEY: 0000787623
IRS NUMBER: 000000000
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04556
FILM NUMBER: 221496796
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: TRANSAMERICA IDEX MUTUAL FUNDS
DATE OF NAME CHANGE: 20040301
FORMER COMPANY:
FORMER CONFORMED NAME: IDEX MUTUAL FDS
DATE OF NAME CHANGE: 20010504
FORMER COMPANY:
FORMER CONFORMED NAME: IDEX MUTUAL FUNDS /
DATE OF NAME CHANGE: 20010423
0000787623
S000007792
Transamerica Multi-Managed Balanced
C000021228
A
IBALX
C000021230
C
IBLLX
C000081953
I
TBLIX
C000156741
R6
TAMMX
C000234683
R
TAAHX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000787623
XXXXXXXX
S000007792
C000081953
C000021228
C000021230
C000156741
C000234683
TRANSAMERICA FUNDS
811-04556
0000787623
54930088ZHZE1VMYEY52
1801 CALIFORNIA STREET
SUITE 5200
DENVER
80202
720-493-4256
Transamerica Multi-Managed Balanced
S000007792
549300MJHMS7743W9J94
2022-10-31
2022-10-31
N
1210032955.78
112600464.19
1097432491.59
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
91492372.86000000
0.00000000
0.00000000
59019.70000000
USD
ACMBS
UST
Securities Portfolio VaR
Designated Reference Portfolio is the Fund's Securities Portfolio
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International, Inc.
438516106
34251.00000000
NS
USD
6987889.02000000
0.636748872805
Long
EC
CORP
US
N
1
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89175JAA8
246799.40000000
PA
USD
235607.59000000
0.021468982539
Long
ABS-O
CORP
US
N
2
2057-10-25
Variable
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31410K3K8
3718.50000000
PA
USD
3846.44000000
0.000350494452
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
68245HAA2
1373000.00000000
PA
USD
1321517.58000000
0.120419031706
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
637000.00000000
PA
USD
396647.41000000
0.036143217285
Long
DBT
CORP
US
N
2
2050-05-11
Fixed
2.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31410KN34
79232.18000000
PA
USD
81698.47000000
0.007444509856
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828R36
1957000.00000000
PA
USD
1780029.10000000
0.162199416696
Long
DBT
UST
US
N
2
2026-05-15
Fixed
1.63000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PCB0
1512000.00000000
PA
USD
1300099.55000000
0.118467382728
Long
DBT
CORP
US
N
2
2027-04-22
Fixed
1.58000000
N
N
N
N
N
N
SKYWORKS SOLUTIONS INC
549300WZ3ORQ2BVKBD96
Skyworks Solutions, Inc.
83088MAK8
379000.00000000
PA
USD
323189.74000000
0.029449623778
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
388000.00000000
PA
USD
338062.29000000
0.030804836980
Long
DBT
CORP
US
N
2
2026-05-28
Fixed
1.20000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SN9
4107000.00000000
PA
USD
2104356.20000000
0.191752678741
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
1088000.00000000
PA
USD
1080477.50000000
0.098455031018
Long
DBT
CORP
US
Y
2
2023-03-15
Fixed
3.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RN0
1070000.00000000
PA
USD
821016.02000000
0.074812439607
Long
DBT
UST
US
N
2
2045-08-15
Fixed
2.88000000
N
N
N
N
N
N
ARROW ELECTRONICS INC
549300YNNLBXT8N8R512
Arrow Electronics, Inc.
04273WAC5
621000.00000000
PA
USD
471756.56000000
0.042987296586
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
2.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128286B1
653500.00000000
PA
USD
594991.33000000
0.054216667955
Long
DBT
UST
US
N
2
2029-02-15
Fixed
2.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RY6
1308900.00000000
PA
USD
977840.33000000
0.089102549586
Long
DBT
UST
US
N
2
2047-08-15
Fixed
2.75000000
N
N
N
N
N
N
Salesforce Inc
RCGZFPDMRW58VJ54VR07
Salesforce, Inc.
79466L302
10293.00000000
NS
USD
1673538.87000000
0.152495837586
Long
EC
CORP
US
N
1
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
Intuit, Inc.
461202103
10601.00000000
NS
USD
4531927.50000000
0.412957292109
Long
EC
CORP
US
N
1
N
N
N
Citigroup Capital XIII
N/A
Citigroup Capital XIII
173080201
11963.00000000
NS
USD
328384.35000000
0.029922965878
Long
EP
CORP
US
N
1
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp.
125523CL2
862000.00000000
PA
USD
701087.74000000
0.063884361486
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BX9
714000.00000000
PA
USD
651202.84000000
0.059338760697
Long
DBT
CORP
NL
N
2
2026-09-12
Fixed
2.50000000
N
N
N
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service, Inc.
911312106
37085.00000000
NS
USD
6221750.45000000
0.566936964020
Long
EC
CORP
US
N
1
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AN2
417000.00000000
PA
USD
388842.65000000
0.035432033676
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
1.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418XDE5
912.64000000
PA
USD
900.52000000
0.000082056983
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
22253.00000000
NS
USD
6317626.70000000
0.575673378400
Long
EC
CORP
IE
N
1
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDC3
892000.00000000
PA
USD
711931.96000000
0.064872506095
Long
DBT
CORP
MX
N
2
2030-01-23
Fixed
6.84000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DBL8
481000.00000000
PA
USD
471551.62000000
0.042968622089
Long
DBT
CORP
US
N
2
2024-11-14
Fixed
4.55000000
N
N
N
N
N
N
CLEVELAND ELECTRIC ILLUM
N/A
Cleveland Electric Illuminating Co.
186108CE4
117000.00000000
PA
USD
113591.23000000
0.010350634856
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
5.95000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co.
37045V100
441.00000000
NS
USD
17309.25000000
0.001577249637
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31410KXL3
5035.88000000
PA
USD
5213.28000000
0.000475043343
Long
ABS-MBS
USGSE
US
N
2
2038-10-01
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Inflation-Indexed Bonds
912810SM1
1832832.00000000
PA
USD
1212944.59000000
0.110525667801
Long
DBT
UST
US
N
2
2050-02-15
Fixed
0.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138Y3DW8
207072.09000000
PA
USD
212125.78000000
0.019329278258
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 Pass-Through Trust
477143AH4
981961.51000000
PA
USD
779593.28000000
0.071037925883
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
2.75000000
N
N
N
N
N
N
CROWDSTRIKE HOLDINGS INC
549300YBY08K9KM4HX32
Crowdstrike Holdings, Inc.
22788CAA3
140000.00000000
PA
USD
118012.04000000
0.010753466924
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.00000000
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64829NAA2
393378.65000000
PA
USD
364506.31000000
0.033214463103
Long
ABS-MBS
CORP
US
N
2
2057-05-25
Variable
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFF3
130000.00000000
PA
USD
116207.81000000
0.010589062278
Long
DBT
UST
US
N
2
2032-08-15
Fixed
2.75000000
N
N
N
N
N
N
Chipotle Mexican Grill Inc
N/A
Chipotle Mexican Grill, Inc.
169656105
2127.00000000
NS
USD
3186947.91000000
0.290400360334
Long
EC
CORP
US
N
1
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
Progressive Corp.
743315103
38730.00000000
NS
USD
4972932.00000000
0.453142406308
Long
EC
CORP
US
N
1
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AZ1
1477000.00000000
PA
USD
1284598.30000000
0.117054881265
Long
DBT
CORP
CH
N
2
2033-08-12
Fixed
6.54000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BQ1
230000.00000000
PA
USD
225967.98000000
0.020590604135
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.25000000
N
N
N
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals, Inc.
92532F100
12113.00000000
NS
USD
3779256.00000000
0.344372526689
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31417MLN1
52047.04000000
PA
USD
51540.04000000
0.004696420089
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
5.00000000
N
N
N
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International, Inc.
609207105
37407.00000000
NS
USD
2299782.36000000
0.209560257931
Long
EC
CORP
US
N
1
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW U.S. Capital LLC
05565EAH8
806000.00000000
PA
USD
738510.01000000
0.067294345270
Long
DBT
CORP
US
N
2
2026-04-11
Fixed
2.80000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818108
12135.00000000
NS
USD
2392293.90000000
0.217990073952
Long
EC
CORP
US
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
37052.00000000
NS
USD
6445936.44000000
0.587365190059
Long
EC
CORP
US
N
1
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592TAA3
3050000.00000000
PA
USD
2809312.91000000
0.255989587653
Long
ABS-MBS
CORP
US
N
2
2035-02-10
Fixed
3.18000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp.
580135101
19600.00000000
NS
USD
5344136.00000000
0.486967174833
Long
EC
CORP
US
N
1
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324P102
23978.00000000
NS
USD
13311386.70000000
1.212957225342
Long
EC
CORP
US
N
1
N
N
N
COMM Mortgage Trust
549300CJNWCNIHR7IT87
COMM Mortgage Trust
12625CAJ2
1150000.00000000
PA
USD
1147789.01000000
0.104588575497
Long
ABS-MBS
CORP
US
N
2
2031-03-10
Fixed
3.73000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172109
31323.00000000
NS
USD
2877017.55000000
0.262158954837
Long
EC
CORP
US
N
1
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
20259BAA9
1955000.00000000
PA
USD
1948099.55000000
0.177514294950
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
68504LAA9
216037.57000000
PA
USD
206665.10000000
0.018831691387
Long
ABS-O
CORP
US
N
2
2029-03-08
Fixed
2.61000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PDK9
1870000.00000000
PA
USD
1742445.15000000
0.158774700344
Long
DBT
CORP
US
N
2
2033-09-14
Fixed
5.72000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
95000.00000000
PA
USD
61885.87000000
0.005639150514
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
VITERRA FINANCE BV
213800HBZGEIZLKJBI17
Viterra Finance BV
92852LAC3
878000.00000000
PA
USD
801978.27000000
0.073077685975
Long
DBT
CORP
NL
N
2
2027-04-21
Fixed
4.90000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc.
46590XAF3
440000.00000000
PA
USD
356402.31000000
0.032476012213
Long
DBT
CORP
XX
N
2
2029-02-02
Fixed
3.00000000
N
N
N
N
N
N
BRE Grand Islander Timeshare Issuer
N/A
BRE Grand Islander Timeshare Issuer LLC
05584AAA8
142240.85000000
PA
USD
136739.29000000
0.012459927243
Long
ABS-O
CORP
US
N
2
2029-05-25
Fixed
2.94000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746101
163022.00000000
NS
USD
7497381.78000000
0.683174759035
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31410DUT5
6950.89000000
PA
USD
7094.94000000
0.000646503548
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 Ltd.
69689CAW6
1974434.31000000
PA
USD
1932242.62000000
0.176069383293
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
5.34000000
N
N
N
N
N
N
NextEra Energy Inc
N/A
NextEra Energy, Inc.
65339F101
63698.00000000
NS
USD
4936595.00000000
0.449831314256
Long
EC
CORP
US
N
1
N
N
N
Wellfleet CLO Ltd
254900SGJWAIVC8ISP96
Wellfleet CLO Ltd.
94949LAL4
526660.60000000
PA
USD
519149.89000000
0.047305861087
Long
ABS-CBDO
CORP
KY
N
2
2028-10-20
Floating
5.38000000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc.
744573AL0
158000.00000000
PA
USD
157875.74000000
0.014385918150
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
2.65000000
N
N
N
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
902653104
8672.00000000
NS
USD
344798.72000000
0.031418672459
Long
EC
US
N
1
N
N
N
Cancara Asset Securitisation LLC
N/A
Cancara Asset Securitisation LLC
13738KM20
3310000.00000000
PA
USD
3298857.81000000
0.300597789411
Long
STIV
CORP
JE
N
2
2022-12-02
None
0.00000000
N
N
N
N
N
N
CAFCO LLC
8O46YQAGJ63WE5QHIG35
CAFCO LLC
1247P3L91
4500000.00000000
PA
USD
4496035.50000000
0.409686749249
Long
STIV
CORP
US
N
2
2022-11-09
None
0.00000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group, Inc.
30212PAP0
685000.00000000
PA
USD
608889.41000000
0.055483085717
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.80000000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries, Inc.
446413AZ9
1103000.00000000
PA
USD
885479.91000000
0.080686503888
Long
DBT
CORP
US
N
2
2028-08-16
Fixed
2.04000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TB4
4969000.00000000
PA
USD
3010127.03000000
0.274288127339
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418NYJ3
1511.05000000
PA
USD
1495.88000000
0.000136307245
Long
ABS-MBS
USGSE
US
N
2
2025-02-01
Fixed
4.50000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBJ9
610000.00000000
PA
USD
400759.40000000
0.036517909126
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
3.50000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287Y109
61630.00000000
NS
USD
9022632.00000000
0.822158271159
Long
EC
CORP
US
N
1
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742AB7
1196000.00000000
PA
USD
1207501.96000000
0.110029725678
Long
DBT
CORP
US
N
2
2036-12-01
Fixed
7.00000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0426B4
6895000.00000000
PA
USD
6468641.19000000
0.589434087251
Long
ABS-MBS
USGSE
US
N
2
2052-11-15
Fixed
4.50000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECC7
1291000.00000000
PA
USD
1288908.76000000
0.117447658045
Long
DBT
CORP
GB
N
2
2026-11-02
Fixed
7.33000000
N
N
N
N
N
N
COMM Mortgage Trust
549300BCCWSDWINK2593
COMM Mortgage Trust
12626LBN1
1310000.00000000
PA
USD
1287561.01000000
0.117324848668
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
1113000.00000000
PA
USD
761843.08000000
0.069420496097
Long
DBT
CORP
US
N
2
2046-09-01
Fixed
3.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828VB3
500000.00000000
PA
USD
492695.31000000
0.044895272718
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
421000.00000000
PA
USD
409241.90000000
0.037290849609
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
39279.00000000
NS
USD
1950595.14000000
0.177741697548
Long
EC
CORP
IE
N
1
N
N
N
ALCON FINANCE CORP
549300CUZUI9VU7XNK42
Alcon Finance Corp.
01400EAA1
600000.00000000
PA
USD
533473.68000000
0.048611070301
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 & Chemicals, Inc.
009158106
4615.00000000
NS
USD
1155596.00000000
0.105299962307
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RK6
3665000.00000000
PA
USD
2627203.72000000
0.239395474449
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
539000.00000000
PA
USD
442830.05000000
0.040351461560
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.72000000
N
N
N
N
N
N
Ventas Inc
ORQTRC074CWLT3DKHT41
Ventas, Inc.
92276F100
51820.00000000
NS
USD
2027716.60000000
0.184769142114
Long
EC
US
N
1
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VAN3
1176000.00000000
PA
USD
857897.47000000
0.078173142910
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.05000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AU4
1293000.00000000
PA
USD
1173436.92000000
0.106925658661
Long
DBT
CORP
GB
N
2
2028-03-15
Fixed
4.50000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAE4
1237000.00000000
PA
USD
869687.38000000
0.079247460473
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
3.60000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64829GAA7
126023.21000000
PA
USD
115929.28000000
0.010563682129
Long
ABS-MBS
CORP
US
N
2
2035-11-26
Variable
3.75000000
N
N
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp. of America Holdings
50540RAW2
532000.00000000
PA
USD
445520.44000000
0.040596614681
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAJ0
2962000.00000000
PA
USD
2633634.52000000
0.239981460379
Long
DBT
UST
US
N
2
2025-08-31
Fixed
0.25000000
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556102
14571.00000000
NS
USD
7489056.87000000
0.682416178433
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp.
22160K105
11634.00000000
NS
USD
5834451.00000000
0.531645549472
Long
EC
CORP
US
N
1
N
N
N
Expedia Group Inc
N/A
Expedia Group, Inc.
30212P303
11819.00000000
NS
USD
1104721.93000000
0.100664226589
Long
EC
CORP
US
N
1
N
N
N
LMA-Americas LLC
N/A
LMA-Americas LLC
53944RLF3
2000000.00000000
PA
USD
1996955.00000000
0.181966090425
Long
STIV
CORP
US
N
2
2022-11-15
None
0.00000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64829HAD9
132855.85000000
PA
USD
120293.60000000
0.010961366728
Long
ABS-MBS
CORP
US
N
2
2056-09-25
Variable
3.25000000
N
N
N
N
N
N
Uber Technologies Inc
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353T100
20952.00000000
NS
USD
556694.64000000
0.050727005466
Long
EC
CORP
US
N
1
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0304B1
2358000.00000000
PA
USD
2167889.34000000
0.197541931427
Long
ABS-MBS
USGSE
US
N
2
2037-11-15
Fixed
3.00000000
N
N
N
N
N
N
Teradyne Inc
C3X4YJ278QNZHRJULN75
Teradyne, Inc.
880770102
10620.00000000
NS
USD
863937.00000000
0.078723475623
Long
EC
CORP
US
N
1
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bonds
195325BQ7
235000.00000000
PA
USD
225436.06000000
0.020542134639
Long
DBT
NUSS
CO
N
2
2024-02-26
Fixed
4.00000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BK8
177000.00000000
PA
USD
137615.87000000
0.012539802771
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
4.15000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SL3
1799000.00000000
PA
USD
1138570.23000000
0.103748543871
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.
96950FAN4
97000.00000000
PA
USD
81980.28000000
0.007470188884
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
89173UAA5
472967.80000000
PA
USD
447058.15000000
0.040736733550
Long
ABS-O
CORP
US
N
2
2057-06-25
Variable
2.75000000
N
N
N
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp.
574599106
32304.00000000
NS
USD
1494706.08000000
0.136200275775
Long
EC
CORP
US
N
1
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp.
125896BN9
141000.00000000
PA
USD
116726.31000000
0.010636308920
Long
DBT
CORP
US
N
2
2044-03-01
Fixed
4.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RT7
2031000.00000000
PA
USD
1368862.28000000
0.124733164954
Long
DBT
UST
US
N
2
2046-08-15
Fixed
2.25000000
N
N
N
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources, Inc.
26875P101
33007.00000000
NS
USD
4506115.64000000
0.410605269529
Long
EC
CORP
US
N
1
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE, Inc.
654106103
33156.00000000
NS
USD
3072898.08000000
0.280007937030
Long
EC
CORP
US
N
1
N
N
N
BioMarin Pharmaceutical Inc
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical, Inc.
09061G101
4747.00000000
NS
USD
411232.61000000
0.037472246644
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128K83G9
108281.18000000
PA
USD
108423.67000000
0.009879757600
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
1001000.00000000
PA
USD
874121.06000000
0.079651465279
Long
DBT
US
N
2
2030-04-15
Fixed
4.00000000
N
N
N
N
N
N
CORPORATE OFFICE PROP LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAN6
257000.00000000
PA
USD
191574.44000000
0.017456603615
Long
DBT
US
N
2
2029-01-15
Fixed
2.00000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital, Inc.
045054AL7
414000.00000000
PA
USD
359795.30000000
0.032785187495
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
1610686.00000000
NS
USD
1610686.00000000
0.146768572312
Long
STIV
RF
US
N
1
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162CZ1
870000.00000000
PA
USD
661214.89000000
0.060251076496
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.00000000
N
N
N
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112103
16784.00000000
NS
USD
908014.40000000
0.082739886686
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SC3
51000.00000000
PA
USD
41200.43000000
0.003754256440
Long
DBT
UST
US
N
2
2048-05-15
Fixed
3.13000000
N
N
N
N
N
N
Burlington Stores Inc
5299003Z37DVGKKC1W09
Burlington Stores, Inc.
122017106
6241.00000000
NS
USD
892213.36000000
0.081300067825
Long
EC
CORP
US
N
1
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCA5
733000.00000000
PA
USD
588615.24000000
0.053635667297
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
871000.00000000
PA
USD
673126.19000000
0.061336455331
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.15000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967424
37916.00000000
NS
USD
1738827.76000000
0.158445077335
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QX9
1009000.00000000
PA
USD
776890.59000000
0.070791651965
Long
DBT
UST
US
N
2
2042-08-15
Fixed
2.75000000
N
N
N
N
N
N
Linde PLC
8945002PAZHZLBGKGF02
Linde PLC
000000000
17129.00000000
NS
USD
5093308.15000000
0.464111295139
Long
EC
CORP
IE
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128282A7
812000.00000000
PA
USD
730546.25000000
0.066568673298
Long
DBT
UST
US
N
2
2026-08-15
Fixed
1.50000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co. LLC
65480CAD7
849000.00000000
PA
USD
612088.49000000
0.055774591575
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
2.45000000
N
N
N
N
N
N
Metlife Securitization Trust
N/A
MetLife Securitization Trust
59166EAB1
73101.28000000
PA
USD
71047.39000000
0.006473964507
Long
ABS-MBS
CORP
US
N
2
2058-04-25
Variable
3.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCD1
1898000.00000000
PA
USD
1849141.32000000
0.168497045072
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.
38141GFD1
865000.00000000
PA
USD
862481.70000000
0.078590866099
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
89173HAA4
132608.55000000
PA
USD
130628.76000000
0.011903124884
Long
ABS-O
CORP
US
N
2
2057-04-25
Variable
2.75000000
N
N
N
N
N
N
Nieuw Amsterdam Receivables Corp BV
724500BM7HQ28ZIB2058
Nieuw Amsterdam Receivables Corp. BV
65409SNP9
3000000.00000000
PA
USD
2968275.99000000
0.270474586158
Long
STIV
CORP
US
N
2
2023-01-23
None
0.00000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV/NXP Funding LLC/NXP USA, Inc.
62954HAY4
656000.00000000
PA
USD
543961.25000000
0.049566716328
Long
DBT
CORP
NL
N
2
2030-05-01
Fixed
3.40000000
N
N
N
N
N
N
PHYSICIANS REALTY LP
549300P6Q1UMT0X60U20
Physicians Realty LP
71951QAC6
951000.00000000
PA
USD
704663.03000000
0.064210148268
Long
DBT
US
N
2
2031-11-01
Fixed
2.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418MWM0
84436.87000000
PA
USD
83608.78000000
0.007618580700
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
5.00000000
N
N
N
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group
78486Q101
2001.00000000
NS
USD
462150.96000000
0.042112017234
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128M9WN8
46612.91000000
PA
USD
47803.81000000
0.004355968168
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
148632.00000000
NS
USD
4717579.68000000
0.429874248862
Long
EC
CORP
US
N
1
N
N
N
Anglesea Funding LLC
549300JC7SH8MD7E2Z33
Anglesea Funding LLC
0347M3ME1
3340000.00000000
PA
USD
3324116.06000000
0.302899366063
Long
STIV
CORP
IE
N
2
2022-12-14
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SU3
3294000.00000000
PA
USD
2005865.85000000
0.182778062921
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.88000000
N
N
N
N
N
N
Celanese Corp
549300FHJQTDPPN41627
Celanese Corp.
150870103
4545.00000000
NS
USD
436865.40000000
0.039807952046
Long
EC
CORP
US
N
1
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG Industries, Inc.
693506107
21359.00000000
NS
USD
2438770.62000000
0.222225115320
Long
EC
CORP
US
N
1
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64829DAG1
85589.80000000
PA
USD
78457.54000000
0.007149190551
Long
ABS-MBS
CORP
US
N
2
2054-11-25
Variable
3.75000000
N
N
N
N
N
N
ALLEGHANY CORP
549300DCJE6AYX159479
Alleghany Corp.
017175AF7
1457000.00000000
PA
USD
930606.21000000
0.084798492584
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
3.25000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAK7
677000.00000000
PA
USD
565358.16000000
0.051516440813
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
1.95000000
N
N
N
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903202
13627.00000000
NS
USD
2181818.97000000
0.198811224081
Long
EC
CORP
US
N
1
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
82652QAA9
758490.20000000
PA
USD
699245.21000000
0.063716466876
Long
ABS-O
CORP
US
N
2
2037-11-20
Fixed
0.99000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64829JAA1
385145.46000000
PA
USD
361312.08000000
0.032923399185
Long
ABS-MBS
CORP
US
N
2
2057-02-25
Variable
4.00000000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax, Inc.
294429AV7
840000.00000000
PA
USD
809452.72000000
0.073758771150
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.10000000
N
N
N
N
N
N
Sun Communities Inc
549300H5GEOJYN41ZG57
Sun Communities, Inc.
866674104
10945.00000000
NS
USD
1475933.25000000
0.134489662125
Long
EC
US
N
1
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp.
30161N101
89083.00000000
NS
USD
3437712.97000000
0.313250518491
Long
EC
CORP
US
N
1
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
Nucor Corp.
670346105
7636.00000000
NS
USD
1003217.68000000
0.091414978842
Long
EC
CORP
US
N
1
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings, Inc.
18453HAA4
827000.00000000
PA
USD
740330.40000000
0.067460222444
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
351000.00000000
PA
USD
261121.15000000
0.023793823492
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
2089.00000000
NS
USD
893151.95000000
0.081385593815
Long
EC
CORP
US
N
1
N
N
N
American Tower Trust I
5493004YGM0MQZJOEJ36
American Tower Trust #1
03027WAK8
508000.00000000
PA
USD
456750.93000000
0.041619956899
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
12538.00000000
NS
USD
2333572.56000000
0.212639281038
Long
EC
CORP
US
N
1
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
32908.00000000
NS
USD
2874184.72000000
0.261900822330
Long
EC
CORP
IE
N
1
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp.
89832Q109
62377.00000000
NS
USD
2793865.83000000
0.254582022257
Long
EC
CORP
US
N
1
N
N
N
AMER AIRLINE 16-2 AA PTT
N/A
American Airlines Pass-Through Trust
023765AA8
570273.75000000
PA
USD
475124.89000000
0.043294224805
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.20000000
N
N
N
N
N
N
ZoomInfo Technologies Inc
N/A
ZoomInfo Technologies, Inc.
98980F104
16658.00000000
NS
USD
741780.74000000
0.067592380003
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31414GDN6
5095.26000000
PA
USD
5238.85000000
0.000477373327
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
6.00000000
N
N
N
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices, Inc.
007903107
58547.00000000
NS
USD
3516332.82000000
0.320414499019
Long
EC
CORP
US
N
1
N
N
N
Coterra Energy Inc
FCNMH6O7VWU7LHXMK351
Coterra Energy, Inc.
127097103
47480.00000000
NS
USD
1478052.40000000
0.134682762842
Long
EC
CORP
US
N
1
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448108
14274.00000000
NS
USD
2591872.92000000
0.236176069130
Long
EC
CORP
US
N
1
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508104
42265.00000000
NS
USD
6789026.95000000
0.618628207386
Long
EC
CORP
US
N
1
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group, Inc.
12572Q105
11261.00000000
NS
USD
1951531.30000000
0.177827002112
Long
EC
CORP
US
N
1
N
N
N
New Residential Advance Receivables Trust Advance
549300RNWDDBV4LFKJ17
NRZ Advance Receivables Trust
62942QCW1
1899640.37000000
PA
USD
1810717.06000000
0.164995758178
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 LLC
94945PAA3
179972.74000000
PA
USD
178741.37000000
0.016287231457
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
486000.00000000
PA
USD
478184.45000000
0.043573017353
Long
DBT
CORP
US
N
2
2025-11-24
Fixed
5.00000000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp.
15135B101
49192.00000000
NS
USD
4187714.96000000
0.381592033413
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet, Inc.
02079K305
153645.00000000
NS
USD
14520988.95000000
1.323178333180
Long
EC
CORP
US
N
1
N
N
N
CORPORATE OFFICE PROP LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAL0
314000.00000000
PA
USD
272042.17000000
0.024788966253
Long
DBT
US
N
2
2026-03-15
Fixed
2.25000000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
16181.00000000
NS
USD
1687516.49000000
0.153769503175
Long
EC
CORP
US
N
1
N
N
N
Microchip Technology Inc
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017104
26225.00000000
NS
USD
1619131.50000000
0.147538141289
Long
EC
CORP
US
N
1
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd. Finance Corp.
120568BC3
957000.00000000
PA
USD
750814.68000000
0.068415568679
Long
DBT
CORP
US
N
2
2031-05-14
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31410KHE7
2699.19000000
PA
USD
2794.28000000
0.000254619762
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
41971.00000000
NS
USD
4648288.25000000
0.423560290552
Long
EC
US
N
1
N
N
N
321 Henderson Receivables LLC
N/A
321 Henderson Receivables VI LLC
88576XAA4
172735.58000000
PA
USD
166251.78000000
0.015149157809
Long
ABS-O
CORP
US
N
2
2059-07-15
Fixed
5.56000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0226B6
22903000.00000000
PA
USD
18758988.44000000
1.709352382379
Long
ABS-MBS
USGSE
US
N
2
2052-11-15
Fixed
2.50000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAH4
969000.00000000
PA
USD
867541.27000000
0.079051903114
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
2.88000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa, Inc.
92826C839
50794.00000000
NS
USD
10522485.04000000
0.958827547082
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U3A9
320000.00000000
PA
USD
302973.74000000
0.027607505912
Long
DBT
CORP
US
N
2
2028-07-25
Fixed
4.81000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138ELS79
33541.15000000
PA
USD
34667.73000000
0.003158985200
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SH2
1191600.00000000
PA
USD
923862.38000000
0.084183982803
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
24141.00000000
NS
USD
1854270.21000000
0.168964398649
Long
EC
CORP
US
N
1
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp.
101137107
69906.00000000
NS
USD
3013647.66000000
0.274608933405
Long
EC
CORP
US
N
1
N
N
N
Zimmer Biomet Holdings Inc
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings, Inc.
98956P102
10484.00000000
NS
USD
1188361.40000000
0.108285603816
Long
EC
CORP
US
N
1
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp.
72147KAG3
1051000.00000000
PA
USD
806390.26000000
0.073479714349
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.50000000
N
N
N
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
036752103
8373.00000000
NS
USD
4578105.21000000
0.417165087154
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp.
526057104
32735.00000000
NS
USD
2641714.50000000
0.240717722524
Long
EC
CORP
US
N
1
N
N
N
Baker Hughes Co
N/A
Baker Hughes Co.
05722G100
36694.00000000
NS
USD
1014956.04000000
0.092484599078
Long
EC
CORP
US
N
1
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
000000000
29527.00000000
NS
USD
4313304.16000000
0.393035944630
Long
EC
CORP
NL
N
1
N
N
N
Leidos Holdings Inc
549300IUTGTP6EJP8124
Leidos Holdings, Inc.
525327102
19283.00000000
NS
USD
1958959.97000000
0.178503915731
Long
EC
CORP
US
N
1
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AU2
626000.00000000
PA
USD
526922.85000000
0.048014147023
Long
DBT
CORP
GB
N
2
2048-08-17
Fixed
4.38000000
N
N
N
N
N
N
Raymond James Financial Inc
RGUZHJ05YTITL6D76949
Raymond James Financial, Inc.
754730109
12457.00000000
NS
USD
1471669.98000000
0.134101185382
Long
EC
CORP
US
N
1
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric & Gas Co.
74456QBL9
424000.00000000
PA
USD
402533.71000000
0.036679587408
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.00000000
N
N
N
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen, Inc.
09062X103
7736.00000000
NS
USD
2192691.84000000
0.199801979329
Long
EC
CORP
US
N
1
N
N
N
Block Inc
549300OHIIUWSTIZME52
Block, Inc.
852234103
5660.00000000
NS
USD
339996.20000000
0.030981058297
Long
EC
CORP
US
N
1
N
N
N
GoodLeap Sustainable Home Improvement Loan Trust
N/A
GoodLeap Sustainable Home Solutions Trust
38237HAA5
948463.28000000
PA
USD
661820.32000000
0.060306244354
Long
ABS-O
CORP
US
N
2
2048-10-20
Fixed
2.31000000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co.
742718109
48865.00000000
NS
USD
6580649.55000000
0.599640488178
Long
EC
CORP
US
N
1
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BN1
644000.00000000
PA
USD
516143.63000000
0.047031925330
Long
DBT
CORP
US
N
2
2027-11-24
Fixed
1.63000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0326B5
16564000.00000000
PA
USD
14571790.74000000
1.327807482616
Long
ABS-MBS
USGSE
US
N
2
2052-11-15
Fixed
3.50000000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DM6
717000.00000000
PA
USD
536591.83000000
0.048895201674
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
289153.15000000
PA
USD
281045.99000000
0.025609410342
Long
ABS-O
CORP
US
N
2
2048-12-15
Fixed
3.82000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AU0
573000.00000000
PA
USD
522259.39000000
0.047589204256
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
Toll Brothers Inc
529900JB6IS9MSZGVR44
Toll Brothers, Inc.
889478103
15721.00000000
NS
USD
677260.68000000
0.061713197412
Long
EC
CORP
US
N
1
N
N
N
321 Henderson Receivables LLC
N/A
JGWPT XXVIII LLC
46617FAA2
678128.05000000
PA
USD
589613.01000000
0.053726585873
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
17696.00000000
NS
USD
1309504.00000000
0.119324332934
Long
EC
CORP
US
N
1
N
N
N
Laurel Road Prime Student Loan Trust
549300XLHGW4YH0MCQ51
Laurel Road Prime Student Loan Trust
51888RAB6
49232.41000000
PA
USD
48295.16000000
0.004400740853
Long
ABS-O
CORP
US
N
2
2043-05-26
Fixed
3.54000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138XCST0
67644.66000000
PA
USD
65284.25000000
0.005948816943
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
3.50000000
N
N
N
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661107
35035.00000000
NS
USD
6830073.25000000
0.622368419227
Long
EC
CORP
US
N
1
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp.
06406RBM8
861000.00000000
PA
USD
861431.29000000
0.078495150872
Long
DBT
CORP
US
N
2
2033-10-25
Fixed
5.83000000
N
N
N
N
N
N
CARGILL INC
QXZYQNMR4JZ5RIRN4T31
Cargill, Inc.
141781BZ6
527000.00000000
PA
USD
513410.90000000
0.046782914114
Long
DBT
CORP
US
N
2
2032-10-11
Fixed
5.13000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12624UAC8
88409.08000000
PA
USD
87284.33000000
0.007953503351
Long
ABS-MBS
CORP
US
N
2
2028-02-10
Fixed
3.37000000
N
N
N
N
N
N
APTIV PLC / APTIV CORP
N/A
Aptiv PLC/Aptiv Corp.
00217GAB9
554000.00000000
PA
USD
441475.22000000
0.040228007042
Long
DBT
CORP
JE
N
2
2032-03-01
Fixed
3.25000000
N
N
N
N
N
N
SENSATA TECH INC
5493002MMDDCUNV7NY90
Sensata Technologies, Inc.
81728UAA2
403000.00000000
PA
USD
346664.63000000
0.031588697496
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
135000.00000000
PA
USD
139317.30000000
0.012694840098
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.88000000
N
N
N
N
N
N
Workday Inc
549300J0DYC0N31V7G13
Workday, Inc.
98138H101
8929.00000000
NS
USD
1391316.78000000
0.126779258921
Long
EC
CORP
US
N
1
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
000000000
4354.00000000
NS
USD
232416.52000000
0.021178206566
Long
EC
CORP
LR
N
1
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GZM9
1936000.00000000
PA
USD
1510371.06000000
0.137627696607
Long
DBT
CORP
US
N
2
2033-02-24
Fixed
3.10000000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp.
655844108
16233.00000000
NS
USD
3702260.31000000
0.337356542509
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128284V9
1510400.00000000
PA
USD
1402253.00000000
0.127775786733
Long
DBT
UST
US
N
2
2028-08-15
Fixed
2.88000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918104
170022.00000000
NS
USD
39467206.86000000
3.596322066500
Long
EC
CORP
US
N
1
N
N
N
Magna International Inc
95RWVLFZX6VGDZNNTN43
Magna International, Inc.
559222401
17967.00000000
NS
USD
1001300.91000000
0.091240319352
Long
EC
CORP
CA
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BFY1
1342000.00000000
PA
USD
1269008.54000000
0.115634314613
Long
DBT
CORP
US
N
2
2026-06-03
Fixed
4.10000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Inflation-Indexed Bonds
912810PZ5
3608167.89000000
PA
USD
3772297.24000000
0.343738432104
Long
DBT
UST
US
N
2
2029-01-15
Fixed
2.50000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89175MAA1
695436.97000000
PA
USD
650453.81000000
0.059270507751
Long
ABS-O
CORP
US
N
2
2058-05-25
Variable
3.75000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BX6
520000.00000000
PA
USD
458530.48000000
0.041782112659
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
31100.00000000
NS
USD
2972227.00000000
0.270834609215
Long
EC
CORP
US
N
1
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials, Inc.
038222105
7719.00000000
NS
USD
681510.51000000
0.062100449478
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SX7
1090000.00000000
PA
USD
751035.55000000
0.068435694747
Long
DBT
UST
US
N
2
2051-05-15
Fixed
2.38000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAE1
4776000.00000000
PA
USD
3685169.05000000
0.335799156507
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.63000000
N
N
N
N
N
N
Trane Technologies PLC
549300BURLR9SLYY2705
Trane Technologies PLC
000000000
26364.00000000
NS
USD
4208485.32000000
0.383484665549
Long
EC
CORP
IE
N
1
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CAN5
604000.00000000
PA
USD
592486.17000000
0.053988393321
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418MY63
36311.50000000
PA
USD
37382.19000000
0.003406331622
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
6.00000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036P108
10765.00000000
NS
USD
2659816.20000000
0.242367181615
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138ABXV6
2565.50000000
PA
USD
2520.05000000
0.000229631436
Long
ABS-MBS
USGSE
US
N
2
2026-04-01
Fixed
4.00000000
N
N
N
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp.
67066G104
43795.00000000
NS
USD
5911011.15000000
0.538621846473
Long
EC
CORP
US
N
1
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co., Inc.
086516101
30257.00000000
NS
USD
2069881.37000000
0.188611270931
Long
EC
CORP
US
N
1
N
N
N
Chevron Corp
N/A
Chevron Corp.
166764100
12770.00000000
NS
USD
2310093.00000000
0.210499781781
Long
EC
CORP
US
N
1
N
N
N
TAKE-TWO INTERACTIVE SOF
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054AF6
1217000.00000000
PA
USD
1160477.86000000
0.105744806071
Long
DBT
CORP
US
N
2
2025-04-14
Fixed
3.55000000
N
N
N
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe, Inc.
00724F101
10550.00000000
NS
USD
3360175.00000000
0.306185120793
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFW9
1656000.00000000
PA
USD
948262.21000000
0.086407338698
Long
DBT
CORP
US
N
2
2056-10-30
Fixed
2.99000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAT4
420000.00000000
PA
USD
396449.13000000
0.036125149659
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
64829LAA6
168656.07000000
PA
USD
153574.30000000
0.013993963289
Long
ABS-MBS
CORP
US
N
2
2056-11-25
Variable
3.75000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co.
369604BF9
494000.00000000
PA
USD
381752.25000000
0.034785943821
Long
DBT
CORP
US
N
2
2042-10-09
Fixed
4.13000000
N
N
N
N
N
N
Longship Funding LLC
549300HYL7N00LBQMI55
Longship Funding LLC
54316UNH8
3412000.00000000
PA
USD
3379782.77000000
0.307971815660
Long
STIV
CORP
IE
N
2
2023-01-17
None
0.00000000
N
N
N
N
N
N
Manhattan Asset Funding Co LLC
549300S0NSJYSOB32S63
Manhattan Asset Funding Co. LLC
56274MN57
4000000.00000000
PA
USD
3969552.00000000
0.361712636578
Long
STIV
CORP
US
N
2
2023-01-05
None
0.00000000
N
N
N
N
N
N
NORTHERN TRUST CORP
549300GLF98S992BC502
Northern Trust Corp.
665859AX2
1247000.00000000
PA
USD
1246864.64000000
0.113616523071
Long
DBT
CORP
US
N
2
2032-11-02
Fixed
6.13000000
N
N
N
N
N
N
ABN AMRO Funding USA LLC
549300WEQ09INLYV6558
ABN AMRO Funding USA LLC
00084CMD1
3035000.00000000
PA
USD
3020941.70000000
0.275273579299
Long
STIV
CORP
US
N
2
2022-12-13
None
0.00000000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet, Inc.
02079K107
110443.00000000
NS
USD
10454534.38000000
0.952635762119
Long
EC
CORP
US
N
1
N
N
N
GXO LOGISTICS INC
5493007CNWMXN78JRN66
GXO Logistics, Inc.
36262GAD3
1760000.00000000
PA
USD
1253822.06000000
0.114250495552
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.65000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group, Inc.
30212PBH7
57000.00000000
PA
USD
43213.95000000
0.003937731963
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.95000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
00774MAL9
1120000.00000000
PA
USD
1034735.39000000
0.094286928620
Long
DBT
CORP
IE
N
2
2026-04-03
Fixed
4.45000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bonds
168863DL9
400000.00000000
PA
USD
263454.24000000
0.024006418801
Long
DBT
NUSS
CL
N
2
2050-01-25
Fixed
3.50000000
N
N
N
N
N
SPS Servicer Advance Receivables Trust
N/A
SPS Servicer Advance Receivables Trust II
78472JAA1
320666.67000000
PA
USD
320020.40000000
0.029160827882
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
262000.00000000
PA
USD
229364.70000000
0.020900119301
Long
DBT
CORP
US
N
2
2043-10-02
Fixed
6.25000000
N
N
N
N
N
N
Trafigura Securitisation Finance Plc
N/A
Trafigura Securitisation Finance PLC
892725AS1
1300000.00000000
PA
USD
1158025.70000000
0.105521360892
Long
ABS-O
CORP
IE
N
2
2025-01-15
Fixed
1.08000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31410KFF6
7686.47000000
PA
USD
7944.65000000
0.000723930634
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
572000.00000000
PA
USD
546120.84000000
0.049763502009
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.38000000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC/Mileage Plus Intellectual Property Assets Ltd.
599191AA1
853374.55000000
PA
USD
843650.35000000
0.076874920003
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
22080.00000000
NS
USD
3332755.20000000
0.303686579861
Long
EC
CORP
US
N
1
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive, Inc.
67103H107
3507.00000000
NS
USD
2935955.19000000
0.267529457392
Long
EC
CORP
US
N
1
N
N
N
Manhattan Asset Funding Co LLC
549300S0NSJYSOB32S63
Manhattan Asset Funding Co. LLC
56274MN32
450000.00000000
PA
USD
446711.20000000
0.040705118849
Long
STIV
CORP
US
N
2
2023-01-03
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796X61
4108000.00000000
PA
USD
4093502.33000000
0.373007211046
Long
STIV
UST
US
N
2
2022-12-08
None
0.00000000
N
N
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours, Inc.
26614N102
23102.00000000
NS
USD
1321434.40000000
0.120411452196
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31416TL56
72878.52000000
PA
USD
71771.97000000
0.006539989525
Long
ABS-MBS
USGSE
US
N
2
2039-08-01
Fixed
5.00000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co.
254687106
12013.00000000
NS
USD
1279865.02000000
0.116623576375
Long
EC
CORP
US
N
1
N
N
N
GSK CONSUMER HEALTHCARE
549300N8C3A3L0UVQB07
GSK Consumer Healthcare Capital U.S. LLC
36264FAK7
1230000.00000000
PA
USD
1112108.39000000
0.101337293958
Long
DBT
CORP
US
N
2
2027-03-24
Fixed
3.38000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust, Inc.
17326QAA1
206085.53000000
PA
USD
195971.39000000
0.017857261517
Long
ABS-O
CORP
US
N
2
2064-09-25
Variable
3.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746RG8
513000.00000000
PA
USD
465226.88000000
0.042392300534
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
5.90000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas & Electric Co.
694308JG3
611000.00000000
PA
USD
456138.62000000
0.041564162123
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
192000.00000000
PA
USD
188579.18000000
0.017183670197
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
3.70000000
N
N
N
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp.
87612E106
10558.00000000
NS
USD
1734151.50000000
0.158018968208
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDJ7
3962000.00000000
PA
USD
3157528.26000000
0.287719589514
Long
DBT
UST
US
N
2
2031-11-15
Fixed
1.38000000
N
N
N
N
N
N
GLOBAL ATLANTIC FIN CO
N/A
Global Atlantic Fin Co.
37959GAB3
1549000.00000000
PA
USD
1090028.81000000
0.099325363368
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
587000.00000000
PA
USD
581436.54000000
0.052981531388
Long
DBT
CORP
US
N
2
2023-11-30
Fixed
4.25000000
N
N
N
N
N
N
OHIO NAT FINANCIAL SRVS
549300K609B872PZT291
Ohio National Financial Services, Inc.
67740QAH9
1642000.00000000
PA
USD
1479816.24000000
0.134843487079
Long
DBT
CORP
US
N
2
2030-01-24
Fixed
6.05000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBL4
4704000.00000000
PA
USD
3758238.74000000
0.342457396587
Long
DBT
UST
US
N
2
2031-02-15
Fixed
1.13000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AY5
1097000.00000000
PA
USD
772246.93000000
0.070368513409
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
89177BAA3
760198.17000000
PA
USD
698002.63000000
0.063603240777
Long
ABS-O
CORP
US
N
2
2058-03-25
Variable
3.70000000
N
N
N
N
N
N
New Residential Advance Receivables Trust Advance
N/A
New Residential Advance Receivables Trust Advance Receivables Backed
62942QCR2
1950000.00000000
PA
USD
1863365.21000000
0.169793151221
Long
ABS-O
CORP
US
N
2
2053-08-15
Fixed
1.43000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust
55389PAA7
103768.25000000
PA
USD
97808.79000000
0.008912510860
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
64828MAA5
538642.24000000
PA
USD
508420.53000000
0.046328182726
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
68504WAB3
28589.50000000
PA
USD
27573.12000000
0.002512511722
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.
191216100
134492.00000000
NS
USD
8049346.20000000
0.733470738444
Long
EC
CORP
US
N
1
N
N
N
Fortinet Inc
549300O0QJWDBAS0QX03
Fortinet, Inc.
34959E109
14167.00000000
NS
USD
809785.72000000
0.073789114702
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31416CCW4
226258.50000000
PA
USD
221243.45000000
0.020160096561
Long
ABS-MBS
USGSE
US
N
2
2039-04-01
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828Z94
2635100.00000000
PA
USD
2206278.64000000
0.201040032704
Long
DBT
UST
US
N
2
2030-02-15
Fixed
1.50000000
N
N
N
N
N
N
DTE Electric Co
9N0FWODEJVKHC2DYLO03
DTE Electric Co.
23338VAD8
1430000.00000000
PA
USD
1152118.12000000
0.104983051698
Long
DBT
CORP
US
N
2
2044-07-01
Fixed
4.30000000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust
252722AA1
91902.38000000
PA
USD
89470.78000000
0.008152736563
Long
ABS-O
CORP
US
N
2
2032-02-20
Fixed
2.89000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
-32.00000000
NC
USD
124431.49000000
0.011338418622
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 2 Year U.S. Treasury Notes Futures
TUZ2 Comdty
2022-12-30
-6664681.47000000
USD
124431.49000000
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RAY5
356000.00000000
PA
USD
352483.67000000
0.032118938768
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.90000000
N
N
N
N
N
N
ERAC USA Finance LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26884TAT9
186000.00000000
PA
USD
180526.16000000
0.016449864696
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
2.70000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust
17323CAK3
1250000.00000000
PA
USD
1132531.25000000
0.103198261276
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
3.77000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231G102
106476.00000000
NS
USD
11798605.56000000
1.075109917960
Long
EC
CORP
US
N
1
N
N
N
Corning Inc
549300X2937PB0CJ7I56
Corning, Inc.
219350105
18123.00000000
NS
USD
583016.91000000
0.053125537513
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFM8
550000.00000000
PA
USD
546820.31000000
0.049827238959
Long
DBT
UST
US
N
2
2027-09-30
Fixed
4.13000000
N
N
N
N
N
Starbird Funding Corp
549300A8DDPP6QJBB522
Starbird Funding Corp.
85520ML76
2510000.00000000
PA
USD
2508291.79000000
0.228560007947
Long
STIV
CORP
US
N
2
2022-11-07
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128284N7
1434900.00000000
PA
USD
1335073.56000000
0.121654276707
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
724000.00000000
PA
USD
693568.10000000
0.063199158519
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
882000.00000000
PA
USD
778495.81000000
0.070937922465
Long
DBT
CORP
US
N
2
2028-12-20
Fixed
3.42000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Trust
05490VAC1
1600000.00000000
PA
USD
1596246.24000000
0.145452795705
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
829228.19000000
PA
USD
707995.03000000
0.064513766033
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
447196.32000000
PA
USD
430563.43000000
0.039233705334
Long
ABS-MBS
CORP
US
N
2
2030-06-05
Fixed
2.89000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0224B8
3936000.00000000
PA
USD
3546389.10000000
0.323153280696
Long
ABS-MBS
USGSE
US
N
2
2037-11-15
Fixed
2.50000000
N
N
N
N
N
N
Sheffield Receivables Co LLC
549300MYF6MOTU9T3G29
Sheffield Receivables Co. LLC
82124MM15
4750000.00000000
PA
USD
4734256.51000000
0.431393871265
Long
STIV
CORP
US
N
2
2022-12-01
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SD1
1736400.00000000
PA
USD
1372773.43000000
0.125089555897
Long
DBT
UST
US
N
2
2048-08-15
Fixed
3.00000000
N
N
N
N
N
N
Host Hotels & Resorts Inc
N6EL63S0K3PB1YFTDI24
Host Hotels & Resorts, Inc.
44107P104
35437.00000000
NS
USD
669050.56000000
0.060965076679
Long
EC
US
N
1
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DG1
1199000.00000000
PA
USD
1097534.60000000
0.100009304299
Long
DBT
CORP
GB
N
2
2028-08-11
Fixed
5.21000000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA Tower Trust
78403DAN0
2715000.00000000
PA
USD
2520389.89000000
0.229662408331
Long
DBT
US
N
2
2025-01-15
Fixed
2.84000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CER8
367000.00000000
PA
USD
355029.49000000
0.032350918413
Long
DBT
UST
US
N
2
2024-05-31
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128285M8
1189500.00000000
PA
USD
1117525.96000000
0.101830952570
Long
DBT
UST
US
N
2
2028-11-15
Fixed
3.13000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBR5
971000.00000000
PA
USD
769213.38000000
0.070092090939
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.26000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128285Z9
1245000.00000000
PA
USD
1212513.28000000
0.110486366067
Long
DBT
UST
US
N
2
2024-01-31
Fixed
2.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RAT6
559000.00000000
PA
USD
428485.93000000
0.039044399840
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
17322AAD4
220000.00000000
PA
USD
214778.39000000
0.019570988798
Long
ABS-MBS
CORP
US
N
2
2047-03-10
Fixed
4.02000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251525AM3
1270000.00000000
PA
USD
1161726.81000000
0.105858612616
Long
DBT
CORP
DE
N
2
2028-05-24
Fixed
4.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31419A4H7
2516.45000000
PA
USD
2580.32000000
0.000235123346
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
499000.00000000
PA
USD
421089.80000000
0.038370451324
Long
DBT
CORP
US
N
2
2043-10-01
Fixed
5.95000000
N
N
N
N
N
N
Martin Marietta Materials Inc
5299005MZ4WZECVATV08
Martin Marietta Materials, Inc.
573284106
3655.00000000
NS
USD
1228006.90000000
0.111898172271
Long
EC
CORP
US
N
1
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89176EAA8
336651.36000000
PA
USD
324014.48000000
0.029524775554
Long
ABS-O
CORP
US
N
2
2058-01-25
Variable
3.00000000
N
N
N
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos., Inc.
872540109
27144.00000000
NS
USD
1957082.40000000
0.178332828214
Long
EC
CORP
US
N
1
N
N
N
Lloyds Bank PLC
H7FNTJ4851HG0EXQ1Z70
Lloyds Bank PLC
53943SNH6
5000000.00000000
PA
USD
4952485.00000000
0.451279239311
Long
STIV
CORP
GB
N
2
2023-01-17
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796N96
3400000.00000000
PA
USD
3399595.20000000
0.309777159511
Long
STIV
UST
US
N
2
2022-11-03
None
0.00000000
N
N
N
N
N
SBA Tower Trust
N/A
SBA Tower Trust
78403DAM2
345000.00000000
PA
USD
341605.96000000
0.031127742491
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 Receivables Funding LLC
826525AA5
235720.09000000
PA
USD
218681.49000000
0.019926646210
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
33633.00000000
NS
USD
9924761.97000000
0.904361958121
Long
EC
CORP
US
N
1
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co. LLC
68233JAS3
70000.00000000
PA
USD
65493.44000000
0.005967878707
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
5.30000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAG4
400000.00000000
PA
USD
276207.49000000
0.025168517618
Long
DBT
CORP
ES
N
2
2030-12-03
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138ELMZ3
18308.37000000
PA
USD
17670.44000000
0.001610161912
Long
ABS-MBS
USGSE
US
N
2
2028-07-01
Fixed
3.50000000
N
N
N
N
N
N
Hershey Co/The
21X2CX66SU2BR6QTAD08
Hershey Co.
427866108
3993.00000000
NS
USD
953408.61000000
0.086876287817
Long
EC
CORP
US
N
1
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDU2
372000.00000000
PA
USD
214403.87000000
0.019536861870
Long
DBT
CORP
US
N
2
2056-11-01
Fixed
2.94000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust
17322AAC6
68150.70000000
PA
USD
66717.99000000
0.006079461881
Long
ABS-MBS
CORP
US
N
2
2047-03-10
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31410FRW7
140696.30000000
PA
USD
144135.67000000
0.013133898540
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
5.50000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017BC7
684000.00000000
PA
USD
627564.69000000
0.057184810437
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.98000000
N
N
N
N
N
N
NBCUniversal Media LLC
VTBDOQJ6KOGQ6K786R46
NBCUniversal Media LLC
63946BAJ9
456000.00000000
PA
USD
371718.43000000
0.033871644301
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.45000000
N
N
N
N
N
N
Mont Blanc Capital Corp
549300NC8BUDZTUFIQ67
Mont Blanc Capital Corp.
6117P5L96
3100000.00000000
PA
USD
3097268.90000000
0.282228649482
Long
STIV
CORP
US
N
2
2022-11-09
None
0.00000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix, Inc.
64110L106
12369.00000000
NS
USD
3610263.72000000
0.328973649647
Long
EC
CORP
US
N
1
N
N
N
Cadence Design Systems Inc
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems, Inc.
127387108
5441.00000000
NS
USD
823712.99000000
0.075058192309
Long
EC
CORP
US
N
1
N
N
N
Intuitive Surgical Inc
54930052SRG011710797
Intuitive Surgical, Inc.
46120E602
15364.00000000
NS
USD
3786765.08000000
0.345056767411
Long
EC
CORP
US
N
1
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397B28
1497000.00000000
PA
USD
1358093.37000000
0.123751882726
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.38000000
N
N
N
N
N
N
CARLISLE COS INC
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos., Inc.
142339AL4
784000.00000000
PA
USD
575923.36000000
0.052479160623
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.20000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AM0
772000.00000000
PA
USD
685405.93000000
0.062455407075
Long
DBT
CORP
CH
N
2
2025-09-11
Fixed
2.59000000
N
N
N
N
N
N
Orange Lake Timeshare Trust
N/A
Orange Lake Timeshare Trust
68504WAA5
34943.01000000
PA
USD
33719.26000000
0.003072558928
Long
ABS-O
CORP
US
N
2
2030-11-08
Fixed
3.10000000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard, Inc.
57636Q104
29411.00000000
NS
USD
9652101.98000000
0.879516695010
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31416AWL0
51387.03000000
PA
USD
52446.03000000
0.004778975508
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
390000.00000000
PA
USD
314215.08000000
0.028631836801
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.40000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796R27
2156000.00000000
PA
USD
2142719.45000000
0.195248406295
Long
STIV
UST
US
N
2
2022-12-29
None
0.00000000
N
N
N
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
Southwest Airlines Co.
844741108
15083.00000000
NS
USD
548267.05000000
0.049959068480
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31410K3E2
1376.33000000
PA
USD
1407.43000000
0.000128247524
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
945000.00000000
PA
USD
873152.73000000
0.079563229327
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
7394.00000000
NS
USD
804836.90000000
0.073338169424
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505104
173061.00000000
NS
USD
6237118.44000000
0.568337322595
Long
EC
CORP
US
N
1
N
N
N
RACKSPACE TECHNOLOGY
549300QTYCKLMFSE8I97
Rackspace Technology Global, Inc.
750098AB1
763000.00000000
PA
USD
503856.59000000
0.045912308398
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
858000.00000000
PA
USD
552286.10000000
0.050325291462
Long
DBT
CORP
US
N
2
2040-08-21
Fixed
2.70000000
N
N
N
N
N
N
BB-UBS Trust
N/A
BB-UBS Trust
05538UAL7
3045000.00000000
PA
USD
33237.39000000
0.003028650076
Long
ABS-MBS
CORP
US
N
2
2036-11-05
Variable
0.60000000
N
N
N
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WBD2
1164000.00000000
PA
USD
880757.57000000
0.080256195870
Long
DBT
CORP
KY
N
2
2031-01-15
Fixed
4.13000000
N
N
N
N
N
N
SONOCO PRODUCTS CO
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co.
835495AN2
665000.00000000
PA
USD
582038.57000000
0.053036389432
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.25000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAP9
1009000.00000000
PA
USD
997490.64000000
0.090893120774
Long
DBT
CORP
US
N
2
2025-10-14
Fixed
5.45000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
00774MAP0
849000.00000000
PA
USD
833835.09000000
0.075980536059
Long
DBT
CORP
IE
N
2
2023-09-15
Fixed
4.50000000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla, Inc.
88160R101
54431.00000000
NS
USD
12385229.74000000
1.128564156329
Long
EC
CORP
US
N
1
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
U.S. Bancorp
902973304
125796.00000000
NS
USD
5340040.20000000
0.486593958254
Long
EC
CORP
US
N
1
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBQ9
277000.00000000
PA
USD
187355.42000000
0.017072159010
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
1296000.00000000
PA
USD
1246581.52000000
0.113590724673
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
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
3137B7YY9
1298000.00000000
PA
USD
1274928.70000000
0.116173770119
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.
437076102
12944.00000000
NS
USD
3833106.72000000
0.349279500048
Long
EC
CORP
US
N
1
N
N
N
Baidu Inc
254900AL64IANZYI1E02
Baidu, Inc.
056752AM0
1990000.00000000
PA
USD
1955314.30000000
0.178171715798
Long
DBT
CORP
KY
N
2
2024-05-14
Fixed
4.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138ELS87
10162.86000000
PA
USD
10520.84000000
0.000958677648
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
6.00000000
N
N
N
N
N
N
Carlisle Cos Inc
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos., Inc.
142339AH3
610000.00000000
PA
USD
556399.76000000
0.050700135476
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
17900.00000000
NS
USD
2068345.00000000
0.188471274164
Long
EC
US
N
1
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BV0
527000.00000000
PA
USD
438666.85000000
0.039972103374
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
5.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
3137FBU61
366432.53000000
PA
USD
359501.83000000
0.032758445986
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
64830GAB2
197529.34000000
PA
USD
185061.92000000
0.016863171212
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
355000.00000000
PA
USD
291530.75000000
0.026564800316
Long
DBT
CORP
NL
N
2
2042-03-15
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QW1
226000.00000000
PA
USD
182424.38000000
0.016622833877
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.00000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12657GAA3
1275444.87000000
PA
USD
1103330.85000000
0.100537468906
Long
ABS-MBS
CORP
US
N
2
2060-10-25
Variable
2.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKQ1
2086000.00000000
PA
USD
1846878.48000000
0.168290851068
Long
DBT
CORP
US
N
2
2033-04-27
Fixed
4.57000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEU5
785000.00000000
PA
USD
713644.92000000
0.065028594056
Long
DBT
CORP
US
N
2
2033-07-20
Fixed
4.89000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378BM71
244508.02000000
PA
USD
4010.57000000
0.000365450269
Long
ABS-MBS
USGA
US
N
2
2053-02-16
Variable
0.65000000
N
N
N
N
N
N
PG&E Corp
8YQ2GSDWYZXO2EDN3511
PG&E Corp.
69331C108
150278.00000000
NS
USD
2243650.54000000
0.204445426683
Long
EC
CORP
US
N
1
N
N
AutoNation Inc
N/A
AutoNation, Inc.
05329W102
8957.00000000
NS
USD
952218.67000000
0.086767858369
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31417SBN9
133114.53000000
PA
USD
132494.23000000
0.012073109828
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
5.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBB4
397000.00000000
PA
USD
402871.59000000
0.036710375634
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
05606XAA2
112115.67000000
PA
USD
109543.31000000
0.009981781188
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
32720.00000000
NS
USD
3237316.80000000
0.294990063152
Long
EC
CORP
US
N
1
N
N
N
MVW Owner Trust
N/A
MVW LLC
55389TAA9
586963.26000000
PA
USD
526306.65000000
0.047957997784
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
64829KBV1
852522.65000000
PA
USD
796345.58000000
0.072564425247
Long
ABS-MBS
CORP
US
N
2
2057-03-25
Variable
4.00000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp.
756109BP8
393000.00000000
PA
USD
383814.75000000
0.034973882488
Long
DBT
US
N
2
2032-10-13
Fixed
5.63000000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare, Inc.
60855RAJ9
362000.00000000
PA
USD
324663.32000000
0.029583899008
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
746000.00000000
PA
USD
652598.19000000
0.059465907470
Long
DBT
US
N
2
2026-01-15
Fixed
1.88000000
N
N
N
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA Communications Corp.
78410G104
10022.00000000
NS
USD
2704937.80000000
0.246478742039
Long
EC
US
N
1
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89173FAA8
123986.11000000
PA
USD
121657.84000000
0.011085678703
Long
ABS-O
CORP
US
N
2
2056-10-25
Variable
2.75000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association-Aces
3136AHAG5
70914.94000000
PA
USD
69397.75000000
0.006323646377
Long
ABS-MBS
USGSE
US
N
2
2023-10-25
Variable
3.33000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138EL6E8
38137.39000000
PA
USD
36808.17000000
0.003354025899
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
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
3137FWG79
2547000.00000000
PA
USD
1974849.31000000
0.179951780645
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Fixed
1.38000000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp.
701094104
11675.00000000
NS
USD
3392988.50000000
0.309175145259
Long
EC
CORP
US
N
1
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCB6
340000.00000000
PA
USD
314556.40000000
0.028662938486
Long
DBT
CORP
MX
N
2
2026-08-04
Fixed
6.88000000
N
N
N
N
N
N
Collateralized Commercial Paper V Co LLC
549300ZLXI3T111CH173
Collateralized Commercial Paper V Co. LLC
19424JP18
4750000.00000000
PA
USD
4691909.88000000
0.427535171042
Long
STIV
CORP
US
N
2
2023-02-01
None
0.00000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0206B0
8095000.00000000
PA
USD
6386196.09000000
0.581921543141
Long
ABS-MBS
USGSE
US
N
2
2052-11-15
Fixed
2.00000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp.
126408103
42886.00000000
NS
USD
1246267.16000000
0.113562079631
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Future
000000000
44.00000000
NC
USD
297331.28000000
0.027093354924
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-Mini Standard & Poor's 500 Index Futures
ESZ2 Index
2022-12-16
8245268.72000000
USD
297331.28000000
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAV3
510000.00000000
PA
USD
423402.00000000
0.038581143099
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
521000.00000000
PA
USD
502113.37000000
0.045753463092
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.85000000
N
N
N
N
N
N
Mackinac Funding Co LLC
549300DSZ0UOZX6UNF02
Mackinac Funding Co. LLC
55458FM12
4500000.00000000
PA
USD
4485193.61000000
0.408698816954
Long
STIV
CORP
US
N
2
2022-12-01
None
0.00000000
N
N
N
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer U.S. Finance II LLC
07274NAL7
716000.00000000
PA
USD
651600.71000000
0.059375015319
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.38000000
N
N
N
N
N
N
INFOR INC
549300Q3IIYBYI4RHD64
Infor, Inc.
45674CAA1
945000.00000000
PA
USD
849379.42000000
0.077396963048
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
1.75000000
N
N
N
N
N
N
Liberty Street Funding LLC
549300F33VRHM10B9391
Liberty Street Funding LLC
53127UNB2
2100000.00000000
PA
USD
2081721.60000000
0.189690173742
Long
STIV
CORP
US
N
2
2023-01-11
None
0.00000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671D857
24674.00000000
NS
USD
781919.06000000
0.071249855092
Long
EC
CORP
US
N
1
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189T107
68648.00000000
NS
USD
1964019.28000000
0.178964929054
Long
EC
CORP
US
N
1
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122DQ8
612000.00000000
PA
USD
468218.74000000
0.042664924137
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
1.45000000
N
N
N
N
N
N
Accelerated Assets
N/A
Accelerated Assets LLC
00439KAA4
306475.65000000
PA
USD
277951.20000000
0.025327407574
Long
ABS-O
CORP
US
N
2
2040-10-20
Fixed
1.35000000
N
N
N
N
N
N
Affirm Holdings Inc
N/A
Affirm Holdings, Inc.
00827B106
23455.00000000
NS
USD
470741.85000000
0.042894834407
Long
EC
CORP
US
N
1
N
N
STELLANTIS FIN US INC
549300QZ0AI8Q7LNON33
Stellantis Finance U.S., Inc.
85855CAE0
1136000.00000000
PA
USD
1050962.64000000
0.095765584494
Long
DBT
CORP
US
N
2
2032-09-12
Fixed
6.38000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
00774MAZ8
1096000.00000000
PA
USD
726207.30000000
0.066173300459
Long
DBT
CORP
IE
N
2
2041-10-29
Fixed
3.85000000
N
N
N
N
N
N
ERAC USA Finance LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26884TAR3
780000.00000000
PA
USD
709463.59000000
0.064647583831
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.30000000
N
N
N
N
N
N
Dexcom Inc
549300YSK3QDSFR5EU59
Dexcom, Inc.
252131107
3454.00000000
NS
USD
417174.12000000
0.038013647599
Long
EC
CORP
US
N
1
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64828AAA1
45043.31000000
PA
USD
41397.55000000
0.003772218365
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
89179JAA4
1124590.35000000
PA
USD
994291.38000000
0.090601598514
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
403000.00000000
PA
USD
375370.65000000
0.034204441081
Long
DBT
CORP
US
N
2
2026-05-14
Fixed
3.20000000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp.
337932107
48222.00000000
NS
USD
1818451.62000000
0.165700545039
Long
EC
CORP
US
N
1
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co.
244199105
14460.00000000
NS
USD
5723557.20000000
0.521540709233
Long
EC
CORP
US
N
1
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices, Inc.
032654105
34788.00000000
NS
USD
4961464.56000000
0.452097472785
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828VS6
655000.00000000
PA
USD
643998.04000000
0.058682246510
Long
DBT
UST
US
N
2
2023-08-15
Fixed
2.50000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64830WAD3
1020172.23000000
PA
USD
917214.92000000
0.083578254428
Long
ABS-MBS
CORP
US
N
2
2058-12-25
Variable
3.50000000
N
N
N
N
N
N
ADVANCED MICRO DEVICES
R2I72C950HOYXII45366
Advanced Micro Devices, Inc.
007903BF3
1238000.00000000
PA
USD
1102995.28000000
0.100506891171
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
3.92000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YB0
2194000.00000000
PA
USD
1869099.45000000
0.170315665366
Long
DBT
UST
US
N
2
2029-08-15
Fixed
1.63000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CD8
117000.00000000
PA
USD
110980.75000000
0.010112763277
Long
DBT
CORP
US
N
2
2037-04-01
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31416BMP0
26880.05000000
PA
USD
27458.98000000
0.002502111082
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.50000000
N
N
N
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc.
30303M102
55971.00000000
NS
USD
5214258.36000000
0.475132493338
Long
EC
CORP
US
N
1
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp.
85207UAF2
640000.00000000
PA
USD
650667.87000000
0.059290013279
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.88000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081103
46672.00000000
NS
USD
2172581.60000000
0.197969498502
Long
EC
CORP
US
N
1
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
Ameren Corp.
023608102
24587.00000000
NS
USD
2004332.24000000
0.182638317651
Long
EC
CORP
US
N
1
N
N
N
Fontainebleau Miami Beach Trust
N/A
Fontainebleau Miami Beach Trust
34461LAG9
1250000.00000000
PA
USD
1152926.00000000
0.105056667160
Long
ABS-MBS
CORP
US
N
2
2036-12-10
Fixed
3.45000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128283U2
2133000.00000000
PA
USD
2123754.40000000
0.193520277217
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
10095.00000000
NS
USD
377250.15000000
0.034375704463
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389X105
22741.00000000
NS
USD
1775389.87000000
0.161776681810
Long
EC
CORP
US
N
1
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PEJ7
1285000.00000000
PA
USD
1181714.33000000
0.107679910979
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.20000000
N
N
N
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
75513E101
54517.00000000
NS
USD
5169301.94000000
0.471035984410
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJP5
1067000.00000000
PA
USD
820110.85000000
0.074729958907
Long
DBT
CORP
US
N
2
2032-03-11
Fixed
2.65000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAT7
2058000.00000000
PA
USD
1716568.54000000
0.156416777629
Long
DBT
US
N
2
2026-11-15
Fixed
1.63000000
N
N
N
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525BJ1
487000.00000000
PA
USD
333929.10000000
0.030428213357
Long
DBT
CORP
US
N
2
2050-05-20
Fixed
3.25000000
N
N
N
N
N
Globe Life Inc
5493001JFHKQOPP6XA71
Globe Life, Inc.
37959E102
4913.00000000
NS
USD
567549.76000000
0.051716143302
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468V4
410000.00000000
PA
USD
350710.84000000
0.031957395346
Long
DBT
CORP
US
N
2
2026-12-10
Fixed
0.99000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138EJCD8
31866.89000000
PA
USD
31661.63000000
0.002885064023
Long
ABS-MBS
USGSE
US
N
2
2026-06-01
Fixed
4.50000000
N
N
N
N
N
N
Avery Dennison Corp
549300PW7VPFCYKLIV37
Avery Dennison Corp.
053611109
4910.00000000
NS
USD
832490.50000000
0.075858014627
Long
EC
CORP
US
N
1
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAW1
875000.00000000
PA
USD
705468.75000000
0.064283566907
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Peruvian Government International Bonds
715638AS1
125000.00000000
PA
USD
130093.47000000
0.011854348308
Long
DBT
NUSS
PE
N
2
2025-07-21
Fixed
7.35000000
N
N
N
N
N
N
Aon PLC
635400FALWQYX5E6QC64
Aon PLC
000000000
5901.00000000
NS
USD
1661072.49000000
0.151359878874
Long
EC
CORP
IE
N
1
N
N
N
MUNICH RE
529900MUF4C20K50JS49
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
62582PAA8
600000.00000000
PA
USD
571437.60000000
0.052070410196
Long
DBT
CORP
DE
N
2
2042-05-23
Fixed
5.88000000
N
N
N
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp.
125896BM1
65000.00000000
PA
USD
63449.44000000
0.005781625793
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
3.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TD0
3360000.00000000
PA
USD
2241225.00000000
0.204224407166
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
Dover Corp
549300FMC2ALGA7N9E80
Dover Corp.
260003108
11033.00000000
NS
USD
1441902.77000000
0.131388744278
Long
EC
CORP
US
N
1
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCP5
385000.00000000
PA
USD
311430.35000000
0.028378087252
Long
DBT
CORP
MX
N
2
2029-01-23
Fixed
6.50000000
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89175TAA6
1343992.87000000
PA
USD
1209797.20000000
0.110238872028
Long
ABS-O
CORP
US
N
2
2058-06-25
Variable
3.00000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV/NXP Funding LLC/NXP USA, Inc.
62954HAN8
401000.00000000
PA
USD
231028.21000000
0.021051701291
Long
DBT
CORP
XX
N
2
2051-11-30
Fixed
3.25000000
N
N
N
N
N
N
TE Connectivity Ltd
894500ZRIX9K13RHXR17
TE Connectivity Ltd.
000000000
6834.00000000
NS
USD
835319.82000000
0.076115827297
Long
EC
CORP
CH
N
1
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAJ6
930000.00000000
PA
USD
841461.48000000
0.076675466276
Long
DBT
US
N
2
2026-10-15
Fixed
3.25000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bonds
455780BP0
115000.00000000
PA
USD
115402.50000000
0.010515680999
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
830000.00000000
PA
USD
702105.30000000
0.063977083363
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TJ7
499000.00000000
PA
USD
397328.75000000
0.036205302198
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RE0
1985000.00000000
PA
USD
1745792.00000000
0.159079671267
Long
DBT
UST
US
N
2
2044-02-15
Fixed
3.63000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BS4
772000.00000000
PA
USD
762067.60000000
0.069440954759
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.15000000
N
N
N
N
N
N
GoodLeap Sustainable Home Improvement Loan Trust
N/A
GoodLeap Sustainable Home Solutions Trust
38237JAA1
1247825.30000000
PA
USD
943086.02000000
0.085935675062
Long
ABS-O
CORP
US
N
2
2049-01-20
Fixed
2.70000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625HRY8
507000.00000000
PA
USD
461308.54000000
0.042035254426
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.78000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBZ7
601000.00000000
PA
USD
405724.43000000
0.036970331488
Long
DBT
CORP
US
N
2
2041-03-25
Fixed
3.65000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209S103
55922.00000000
NS
USD
2587510.94000000
0.235778597756
Long
EC
CORP
US
N
1
N
N
N
CIM Trust
N/A
CIM Trust
12567RAA8
1876698.54000000
PA
USD
1637028.56000000
0.149168953219
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
1.43000000
N
N
N
N
N
N
TSMC GLOBAL LTD
549300N2ZLI21P85T117
TSMC Global Ltd.
872882AG0
1611000.00000000
PA
USD
1170942.09000000
0.106698325315
Long
DBT
CORP
VG
N
2
2030-09-28
Fixed
1.38000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CB3
427000.00000000
PA
USD
394026.92000000
0.035904433577
Long
DBT
CORP
DE
N
2
2025-11-26
Fixed
3.96000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Inflation-Indexed Bonds
912810PV4
1060305.00000000
PA
USD
1062106.69000000
0.096781050145
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
64828YAR2
106685.38000000
PA
USD
96922.43000000
0.008831744161
Long
ABS-MBS
CORP
US
N
2
2054-05-25
Variable
3.75000000
N
N
N
N
N
N
TRITON CONTAINER/TAL INT
N/A
Triton Container International Ltd./TAL International Container Corp.
89681LAA0
1038000.00000000
PA
USD
744204.92000000
0.067813275595
Long
DBT
CORP
BM
N
2
2032-03-15
Fixed
3.25000000
N
N
N
N
N
N
Chariot Funding LLC
549300EEWRNP448AMT79
Chariot Funding LLC
15963UN93
3250000.00000000
PA
USD
3223060.20000000
0.293690976410
Long
STIV
CORP
US
N
2
2023-01-09
None
0.00000000
N
N
N
N
N
N
Liberty Street Funding LLC
549300F33VRHM10B9391
Liberty Street Funding LLC
53127UP79
2100000.00000000
PA
USD
2072251.13000000
0.188827207676
Long
STIV
CORP
US
N
2
2023-02-07
None
0.00000000
N
N
N
N
N
N
KLA CORP
549300H0BF5JCG96TJ81
KLA Corp.
482480AJ9
730000.00000000
PA
USD
488693.82000000
0.044530649834
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.30000000
N
N
N
N
N
N
ICG US CLO Ltd
213800MAPH9PBACGJG35
Bavarian Sky U.K. 5 PLC
44928XAY0
2200000.00000000
PA
USD
2089412.60000000
0.190390991337
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
5.44000000
N
N
N
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498101
9239.00000000
NS
USD
1092511.75000000
0.099551613276
Long
EC
CORP
US
N
1
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp.
126650DJ6
363000.00000000
PA
USD
320267.60000000
0.029183353186
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
499000.00000000
PA
USD
393397.50000000
0.035847079707
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.90000000
N
N
N
N
N
N
DocuSign Inc
549300Q7PVDWRZ39JG09
DocuSign, Inc.
256163106
13692.00000000
NS
USD
661323.60000000
0.060260982344
Long
EC
CORP
US
N
1
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320BH4
1106000.00000000
PA
USD
859704.86000000
0.078337835501
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
3.70000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
036752AN3
721000.00000000
PA
USD
578472.80000000
0.052711470129
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.25000000
N
N
N
N
N
N
PulteGroup Inc
N/A
PulteGroup, Inc.
745867101
4978.00000000
NS
USD
199070.22000000
0.018139632417
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SF6
351000.00000000
PA
USD
278853.05000000
0.025409585750
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 Bonds
455780BV7
1035000.00000000
PA
USD
1013077.11000000
0.092313387635
Long
DBT
NUSS
ID
N
2
2026-01-08
Fixed
4.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RZ3
1059000.00000000
PA
USD
791395.67000000
0.072113380646
Long
DBT
UST
US
N
2
2047-11-15
Fixed
2.75000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BG2
837000.00000000
PA
USD
627104.04000000
0.057142835190
Long
DBT
CORP
US
N
2
2031-09-23
Fixed
2.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138EHAQ5
70127.66000000
PA
USD
72597.85000000
0.006615245179
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
34911.00000000
NS
USD
2868636.87000000
0.261395292374
Long
EC
CORP
US
N
1
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazil Government International Bonds
105756BV1
330000.00000000
PA
USD
321314.33000000
0.029278733084
Long
DBT
NUSS
BR
N
2
2025-01-07
Fixed
4.25000000
N
N
N
N
N
N
Ulta Beauty Inc
529900CIV6HN8M28YM82
Ulta Beauty, Inc.
90384S303
1109.00000000
NS
USD
465081.33000000
0.042379037759
Long
EC
CORP
US
N
1
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CE3
1494000.00000000
PA
USD
977134.31000000
0.089038215788
Long
DBT
CORP
US
N
2
2039-03-01
Fixed
3.50000000
N
N
N
N
N
N
Ingersoll Rand Inc
5299004C02FMZCUOIR50
Ingersoll Rand, Inc.
45687V106
8166.00000000
NS
USD
412383.00000000
0.037577072226
Long
EC
CORP
US
N
1
N
N
N
WORKDAY INC
549300J0DYC0N31V7G13
Workday, Inc.
98138HAG6
944000.00000000
PA
USD
870511.34000000
0.079322541174
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.50000000
N
N
N
N
N
N
Nieuw Amsterdam Receivables Corp BV
724500BM7HQ28ZIB2058
Nieuw Amsterdam Receivables Corp. BV
65409SN53
1510000.00000000
PA
USD
1498516.95000000
0.136547529026
Long
STIV
CORP
US
N
2
2023-01-05
None
0.00000000
N
N
N
N
N
N
ADT SEC CORP
5493009JEEDYLVRA0J13
ADT Security Corp.
00109LAA1
793000.00000000
PA
USD
680005.43000000
0.061963303912
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.13000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525103
13172.00000000
NS
USD
1549817.52000000
0.141222128183
Long
EC
CORP
US
N
1
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AC7
1256000.00000000
PA
USD
1135175.51000000
0.103439210949
Long
DBT
US
N
2
2030-02-15
Fixed
4.95000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89169DAA9
88797.29000000
PA
USD
86803.99000000
0.007909733916
Long
ABS-O
CORP
US
N
2
2057-07-25
Variable
2.75000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CY9
872000.00000000
PA
USD
806515.46000000
0.073491122796
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
168440.00000000
0.015348552306
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
637000.00000000
PA
USD
530400.94000000
0.048331076769
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.55000000
N
N
N
N
N
N
CSL Finance PLC
2549007CCNBNAF4HBC02
CSL Finance PLC
12661PAD1
513000.00000000
PA
USD
431408.50000000
0.039310709615
Long
DBT
CORP
GB
N
2
2042-04-27
Fixed
4.63000000
N
N
N
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron, Inc.
883203101
33266.00000000
NS
USD
2276725.04000000
0.207459233934
Long
EC
CORP
US
N
1
N
N
N
Neurocrine Biosciences Inc
549300FECER0XBN49756
Neurocrine Biosciences, Inc.
64125C109
4728.00000000
NS
USD
544287.36000000
0.049596432051
Long
EC
CORP
US
N
1
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp.
512807108
12261.00000000
NS
USD
4963007.58000000
0.452238075511
Long
EC
CORP
US
N
1
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc.
459506AQ4
664000.00000000
PA
USD
498652.97000000
0.045438145291
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
2.30000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0306B9
16737000.00000000
PA
USD
14215335.63000000
1.295326659173
Long
ABS-MBS
USGSE
US
N
2
2052-11-15
Fixed
3.00000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bonds
91087BAE0
1126000.00000000
PA
USD
1033370.77000000
0.094162582019
Long
DBT
NUSS
MX
N
2
2028-01-11
Fixed
3.75000000
N
N
N
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332102
737.00000000
NS
USD
1866732.56000000
0.170099990141
Long
EC
CORP
US
N
1
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
Swedbank AB
87019SNT7
4800000.00000000
PA
USD
4748596.27000000
0.432700535694
Long
STIV
CORP
SE
N
2
2023-01-27
None
0.00000000
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WBE4
300000.00000000
PA
USD
234297.77000000
0.021349629411
Long
DBT
CORP
MX
N
2
2042-07-16
Fixed
4.38000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris, Inc.
92556VAC0
425000.00000000
PA
USD
349371.09000000
0.031835314944
Long
DBT
CORP
US
N
2
2027-06-22
Fixed
2.30000000
N
N
N
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial, Inc.
03076C106
5767.00000000
NS
USD
1782695.04000000
0.162442341889
Long
EC
CORP
US
N
1
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
03523TBT4
888000.00000000
PA
USD
716301.60000000
0.065270675461
Long
DBT
CORP
US
N
2
2048-10-06
Fixed
4.44000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64829EAA2
188357.02000000
PA
USD
172448.82000000
0.015713843113
Long
ABS-MBS
CORP
US
N
2
2055-08-25
Variable
3.75000000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
9267154.52000000
PA
USD
9267154.52000000
0.844439597972
Long
RA
CORP
US
N
2
Repurchase
N
1.10000000
2022-11-01
9660500.00000000
USD
9452644.69000000
USD
UST
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
Otis Worldwide Corp.
68902V107
33842.00000000
NS
USD
2390598.88000000
0.217835620716
Long
EC
CORP
US
N
1
N
N
N
Orange Lake Timeshare Trust
N/A
Orange Lake Timeshare Trust
68504UAA9
245040.47000000
PA
USD
230956.99000000
0.021045211597
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
3490.00000000
NS
USD
1916044.90000000
0.174593418245
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418MGR7
3217.93000000
PA
USD
3328.66000000
0.000303313417
Long
ABS-MBS
USGSE
US
N
2
2038-10-01
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QU5
7210600.00000000
PA
USD
5965926.49000000
0.543625829900
Long
DBT
UST
US
N
2
2042-02-15
Fixed
3.13000000
N
N
N
N
N
N
Korea Development Bank/The
549300ML2LNRZUCS7149
Korea Development Bank
5006E3M15
4500000.00000000
PA
USD
4485554.01000000
0.408731657243
Long
STIV
CORP
US
N
2
2022-12-01
None
0.00000000
N
N
N
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278X109
29856.00000000
NS
USD
4690676.16000000
0.427422752282
Long
EC
CORP
US
N
1
N
N
N
Houston Galleria Mall Trust
N/A
Houston Galleria Mall Trust
44217NAC0
700000.00000000
PA
USD
637309.75000000
0.058072797633
Long
ABS-MBS
CORP
US
N
2
2037-03-05
Fixed
3.09000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128283F5
3639500.00000000
PA
USD
3306116.12000000
0.301259179524
Long
DBT
UST
US
N
2
2027-11-15
Fixed
2.25000000
N
N
N
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp.
58155Q103
5043.00000000
NS
USD
1963592.91000000
0.178926077462
Long
EC
CORP
US
N
1
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PET5
747000.00000000
PA
USD
764913.55000000
0.069700282783
Long
DBT
CORP
US
N
2
2063-02-15
Fixed
6.05000000
N
N
N
N
N
N
New Residential AP Advance Receivables Trust
N/A
New Residential Advance Receivables Trust Advance Receivables Backed Notes
64831JAA7
1875000.00000000
PA
USD
1861467.94000000
0.169620268605
Long
ABS-O
CORP
US
N
2
2052-12-16
Fixed
1.03000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810FG8
1098000.00000000
PA
USD
1153886.49000000
0.105144188717
Long
DBT
UST
US
N
2
2029-02-15
Fixed
5.25000000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana, Inc.
444859102
2564.00000000
NS
USD
1430917.12000000
0.130387712316
Long
EC
CORP
US
N
1
N
N
N
SCHLUMBERGER HLDGS CORP
529900IKZG65COT1D505
Schlumberger Holdings Corp.
806851AK7
1207000.00000000
PA
USD
1095701.08000000
0.099842230697
Long
DBT
CORP
US
N
2
2028-05-17
Fixed
3.90000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828M56
856100.00000000
PA
USD
802560.31000000
0.073130722495
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
797000.00000000
PA
USD
795355.94000000
0.072474247490
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
654000.00000000
PA
USD
585851.77000000
0.053383854996
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.25000000
N
N
N
N
N
N
BROADSTONE NET LEASE LLC
54930089IBT6J4WBTI50
Broadstone Net Lease LLC
11135EAA2
1152000.00000000
PA
USD
829986.53000000
0.075629848428
Long
DBT
US
N
2
2031-09-15
Fixed
2.60000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833100
310112.00000000
NS
USD
47552574.08000000
4.333075104337
Long
EC
CORP
US
N
1
N
N
N
Atlantic Asset Securitization LLC
549300BUNY5BIX4CVW20
Atlantic Asset Securitization LLC
04821ULH3
2500000.00000000
PA
USD
2495729.93000000
0.227415348928
Long
STIV
CORP
US
N
2
2022-11-17
None
0.00000000
N
N
N
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp.
235851102
15430.00000000
NS
USD
3883268.10000000
0.353850294187
Long
EC
CORP
US
N
1
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LBJ9
1215000.00000000
PA
USD
1012934.94000000
0.092300432852
Long
DBT
CORP
US
N
2
2053-01-15
Fixed
4.45000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525AU7
772000.00000000
PA
USD
717028.00000000
0.065336866321
Long
DBT
CORP
US
N
2
2027-05-20
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138EJEX2
32959.67000000
PA
USD
30967.96000000
0.002821855579
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
4.00000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBQ5
1656000.00000000
PA
USD
1222935.35000000
0.111436043617
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
1001000.00000000
PA
USD
738081.41000000
0.067255290476
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
5804.00000000
NS
USD
4345745.00000000
0.395992011654
Long
EC
CORP
US
N
1
N
N
N
State of Qatar
52990074F6OJOAXK4P65
Qatar Government International Bonds
74727PAW1
200000.00000000
PA
USD
199204.80000000
0.018151895585
Long
DBT
NUSS
QA
N
2
2023-04-23
Fixed
3.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEQ0
494000.00000000
PA
USD
473583.91000000
0.043153807968
Long
DBT
UST
US
N
2
2025-05-15
Fixed
2.75000000
N
N
N
N
N
N
AON CORP/AON GLOBAL HOLD
N/A
Aon Corp./Aon Global Holdings PLC
03740LAF9
1133000.00000000
PA
USD
1063942.15000000
0.096948300524
Long
DBT
CORP
US
N
2
2032-09-12
Fixed
5.00000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAD9
588000.00000000
PA
USD
470340.61000000
0.042858272705
Long
DBT
CORP
US
N
2
2032-05-19
Fixed
4.20000000
N
N
N
N
N
N
SCHLUMBERGER INVESTMENT
529900EZ29I5KXPV2J32
Schlumberger Investment SA
806854AH8
98000.00000000
PA
USD
96597.71000000
0.008802155097
Long
DBT
CORP
LU
N
2
2023-12-01
Fixed
3.65000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEP2
6415700.00000000
PA
USD
5807210.95000000
0.529163387680
Long
DBT
UST
US
N
2
2032-05-15
Fixed
2.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31410G4B6
7055.69000000
PA
USD
7243.23000000
0.000660015996
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
736000.00000000
PA
USD
702168.88000000
0.063982876885
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.40000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
3137BHCY1
1767886.78000000
PA
USD
1690275.67000000
0.154020924562
Long
ABS-MBS
USGSE
US
N
2
2025-01-25
Fixed
2.81000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46640JAW7
950000.00000000
PA
USD
929367.14000000
0.084685586322
Long
ABS-MBS
CORP
US
N
2
2046-01-15
Variable
4.08000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EH6
836000.00000000
PA
USD
721128.99000000
0.065710555822
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.75000000
N
N
N
N
N
N
Howmet Aerospace Inc
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
443201108
8217.00000000
NS
USD
292114.35000000
0.026617978986
Long
EC
CORP
US
N
1
N
N
N
Victory Receivables Corp
549300D0F37QF0LP7F94
Victory Receivables Corp.
92646LL16
5000000.00000000
PA
USD
4999573.45000000
0.455570022603
Long
STIV
CORP
US
N
2
2022-11-01
None
0.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89179YAR4
2253643.50000000
PA
USD
1991073.07000000
0.181430118504
Long
ABS-MBS
CORP
US
N
2
2061-11-25
Variable
2.25000000
N
N
N
N
N
N
Rivian Automotive Inc
N/A
Rivian Automotive, Inc.
76954A103
5964.00000000
NS
USD
208561.08000000
0.019004456456
Long
EC
CORP
US
N
1
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12591UAF0
2415000.00000000
PA
USD
2352074.28000000
0.214325190663
Long
ABS-MBS
CORP
US
N
2
2047-03-10
Fixed
3.96000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140J6EV5
313333.29000000
PA
USD
324108.46000000
0.029533339178
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
6.00000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320102
7763.00000000
NS
USD
816589.97000000
0.074409130061
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RS9
3575000.00000000
PA
USD
2541182.61000000
0.231557077950
Long
DBT
UST
US
N
2
2046-05-15
Fixed
2.50000000
N
N
N
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd.
88032WAL0
742000.00000000
PA
USD
717929.52000000
0.065419014427
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
64830MAG8
908491.23000000
PA
USD
849139.68000000
0.077375117513
Long
ABS-MBS
CORP
US
N
2
2059-08-25
Variable
3.50000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773100
77345.00000000
NS
USD
2760443.05000000
0.251536479114
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDY4
2441800.00000000
PA
USD
2028220.13000000
0.184815024663
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.88000000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax, Inc.
294429AQ8
879000.00000000
PA
USD
829713.33000000
0.075604953959
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 U.S., Inc.
872590104
24370.00000000
NS
USD
3693517.20000000
0.336559854779
Long
EC
CORP
US
N
1
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp.
494368103
18026.00000000
NS
USD
2243515.96000000
0.204433163515
Long
EC
CORP
US
N
1
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591CS9
774000.00000000
PA
USD
837204.16000000
0.076287531708
Long
DBT
USGA
US
N
2
2036-04-01
Fixed
5.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZQ6
4150000.00000000
PA
USD
3223058.57000000
0.293690827882
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
69640GAA3
950000.00000000
PA
USD
743945.00000000
0.067789591223
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 Bonds
195325CX1
850000.00000000
PA
USD
763910.05000000
0.069608842079
Long
DBT
NUSS
CO
N
2
2026-01-28
Fixed
4.50000000
N
N
N
N
N
N
Interpublic Group of Cos Inc/The
5493008IUOJ5VWTRC333
Interpublic Group of Cos., Inc.
460690100
8096.00000000
NS
USD
241179.84000000
0.021976735867
Long
EC
CORP
US
N
1
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBE7
575000.00000000
PA
USD
491534.45000000
0.044789493091
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
3.15000000
N
N
N
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
Travelers Cos., Inc.
89417E109
29805.00000000
NS
USD
5497830.30000000
0.500972072736
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36197QAC3
357329.31000000
PA
USD
354386.85000000
0.032292359914
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
9197.00000000
NS
USD
3381001.14000000
0.308082835701
Long
EC
CORP
US
N
1
N
N
N
GoodLeap Sustainable Home Improvement Loan Trust
N/A
GoodLeap Sustainable Home Solutions Trust
38237GAA7
817909.36000000
PA
USD
640014.81000000
0.058319287510
Long
ABS-O
CORP
US
N
2
2048-07-20
Fixed
1.93000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
3137BLMZ8
2408000.00000000
PA
USD
2292725.19000000
0.208917196052
Long
ABS-MBS
USGSE
US
N
2
2025-07-25
Fixed
3.01000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LS8
2370000.00000000
PA
USD
2096263.98000000
0.191015301265
Long
DBT
CORP
US
N
2
2028-10-27
Fixed
3.52000000
N
N
N
N
N
N
Gotham Funding Corp
549300Z2ZR7VTUMRPR17
Gotham Funding Corp.
38346MLA0
3000000.00000000
PA
USD
2997069.99000000
0.273098346637
Long
STIV
CORP
US
N
2
2022-11-10
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31414KDN7
1166.06000000
PA
USD
1156.50000000
0.000105382336
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
464000.00000000
PA
USD
377925.85000000
0.034437275449
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
1.95000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DC6
1184000.00000000
PA
USD
1201760.00000000
0.109506508073
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.55000000
N
N
N
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings, Inc.
09857L108
1742.00000000
NS
USD
3256634.16000000
0.296750295344
Long
EC
CORP
US
N
1
N
N
N
T Rowe Price Group Inc
549300SIV6FPS9Y7IH33
T Rowe Price Group, Inc.
74144T108
5893.00000000
NS
USD
625600.88000000
0.057005864578
Long
EC
CORP
US
N
1
N
N
N
SCE Trust III
N/A
SCE Trust III
78409B207
960.00000000
NS
USD
18566.40000000
0.001691803381
Long
EP
CORP
US
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933Y105
45694.00000000
NS
USD
4624232.80000000
0.421368315175
Long
EC
CORP
US
N
1
N
N
N
Britannia Funding Co LLC
549300X2ZBE7GS6QP587
Britannia Funding Co. LLC
11042ML89
4700000.00000000
PA
USD
4696321.45000000
0.427937161145
Long
STIV
CORP
US
N
2
2022-11-08
None
0.00000000
N
N
N
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444U700
3052.00000000
NS
USD
1728774.88000000
0.157529041034
Long
EC
US
N
1
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0204B2
6745000.00000000
PA
USD
5910740.09000000
0.538597147004
Long
ABS-MBS
USGSE
US
N
2
2037-11-15
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCJ8
848200.00000000
PA
USD
747741.31000000
0.068135517740
Long
DBT
UST
US
N
2
2026-06-30
Fixed
0.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828Z78
5942000.00000000
PA
USD
5293486.44000000
0.482351896865
Long
DBT
UST
US
N
2
2027-01-31
Fixed
1.50000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
549300TPZNMN50BJ3745
Charter Communications Operating LLC/Charter Communications Operating Capital
161175BT0
562000.00000000
PA
USD
396283.90000000
0.036110093608
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138EH3N0
52933.15000000
PA
USD
55172.19000000
0.005027388055
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
6.50000000
N
N
N
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co.
194162103
41015.00000000
NS
USD
3028547.60000000
0.275966642432
Long
EC
CORP
US
N
1
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409V104
9875.00000000
NS
USD
3172343.75000000
0.289069603306
Long
EC
CORP
US
N
1
N
N
N
Equity LifeStyle Properties Inc
529900PEQG66LENB6798
Equity LifeStyle Properties, Inc.
29472R108
18879.00000000
NS
USD
1207500.84000000
0.110029623621
Long
EC
US
N
1
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
3137FBTA4
1778832.26000000
PA
USD
1720978.23000000
0.156818596422
Long
ABS-MBS
USGSE
US
N
2
2024-08-25
Variable
3.06000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138EKTR6
17263.45000000
PA
USD
16967.73000000
0.001546129728
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Floating
1.85000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
3137B5JM6
999609.65000000
PA
USD
988110.04000000
0.090038343822
Long
ABS-MBS
USGSE
US
N
2
2023-07-25
Variable
3.53000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PAQ1
152000.00000000
PA
USD
141741.96000000
0.012915779429
Long
DBT
CORP
US
N
2
2026-12-06
Fixed
3.70000000
N
N
N
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co.
532457108
21295.00000000
NS
USD
7710706.55000000
0.702613291395
Long
EC
CORP
US
N
1
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding Ltd.
12549BAY4
2490000.00000000
PA
USD
2438444.55000000
0.222195403242
Long
ABS-CBDO
CORP
KY
N
2
2030-10-18
Floating
5.19000000
N
N
N
N
N
N
UBS-BAMLL Trust
N/A
UBS-BAMLL Trust
90269PAA9
17746.48000000
PA
USD
17704.90000000
0.001613301969
Long
ABS-MBS
CORP
US
N
2
2030-06-10
Fixed
3.66000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828P46
1518000.00000000
PA
USD
1387961.96000000
0.126473561757
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
684000.00000000
PA
USD
603707.31000000
0.055010883551
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
199143.00000000
NS
USD
20400208.92000000
1.858903310803
Long
EC
CORP
US
N
1
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12656TAB4
1555130.52000000
PA
USD
1273425.00000000
0.116036750302
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
1.11000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0406B8
13738000.00000000
PA
USD
12501580.00000000
1.139166198905
Long
ABS-MBS
USGSE
US
N
2
2052-11-15
Fixed
4.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDW3
755000.00000000
PA
USD
713340.11000000
0.065000819227
Long
DBT
CORP
US
N
2
2027-04-09
Fixed
5.00000000
N
N
N
N
N
N
UNITED AIR 2014-2 A PTT
N/A
United Airlines Pass-Through Trust
90932QAA4
584832.99000000
PA
USD
525787.55000000
0.047910696469
Long
DBT
CORP
US
N
2
2026-09-03
Fixed
3.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCB5
7501600.00000000
PA
USD
6192629.39000000
0.564283401253
Long
DBT
UST
US
N
2
2031-05-15
Fixed
1.63000000
N
N
N
N
N
N
Nationstar Mortgage Loan Trust
N/A
Nationstar Mortgage Loan Trust
63861HAA6
86822.37000000
PA
USD
77144.91000000
0.007029581372
Long
ABS-MBS
CORP
US
N
2
2052-12-25
Variable
3.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Inflation-Indexed Notes
912828ZZ6
2437408.70000000
PA
USD
2173816.28000000
0.198082004739
Long
DBT
UST
US
N
2
2030-07-15
Fixed
0.13000000
N
N
N
N
N
N
OHIO NAT FINANCIAL SRVS
549300K609B872PZT291
Ohio National Financial Services, Inc.
67740QAG1
456000.00000000
PA
USD
427987.25000000
0.038998959232
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
6.63000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64829VAA4
277518.81000000
PA
USD
259216.64000000
0.023620281155
Long
ABS-MBS
CORP
US
N
2
2057-12-25
Variable
3.50000000
N
N
N
N
N
N
WESTERN DIGITAL CORP
549300QQXOOYEF89IC56
Western Digital Corp.
958102AQ8
1244000.00000000
PA
USD
961835.92000000
0.087644199289
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
2.85000000
N
N
N
N
N
N
Concord Minutemen Capital Co LLC
549300B4YYZ4SNU1JB49
Concord Minutemen Capital Co. LLC
2063C1MK3
1500000.00000000
PA
USD
1491966.05000000
0.135950599370
Long
STIV
CORP
US
N
2
2022-12-19
None
0.00000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAK9
683000.00000000
PA
USD
516457.31000000
0.047060508410
Long
DBT
CORP
GB
N
2
2030-09-02
Fixed
2.20000000
N
N
N
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
67623CAF6
602000.00000000
PA
USD
368409.96000000
0.033570170632
Long
DBT
US
N
2
2031-10-15
Fixed
3.45000000
N
N
N
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions, Inc.
620076307
5073.00000000
NS
USD
1266778.83000000
0.115431139473
Long
EC
CORP
US
N
1
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CR7
833000.00000000
PA
USD
817078.60000000
0.074453654895
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
3.60000000
N
N
N
N
N
N
INVITATION HOMES OP
549300147YMUQB3GW319
Invitation Homes Operating Partnership LP
46188BAD4
513000.00000000
PA
USD
425886.22000000
0.038807509643
Long
DBT
US
N
2
2032-04-15
Fixed
4.15000000
N
N
N
N
N
N
Octagon Investment Partners 33 Ltd
549300IDWDG12HO3TO90
Octagon Investment Partners 33 Ltd.
675711AA3
800000.00000000
PA
USD
783627.20000000
0.071405503846
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
5.43000000
N
N
N
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
Baxter International, Inc.
071813109
44593.00000000
NS
USD
2423629.55000000
0.220845434099
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TF5
3607000.00000000
PA
USD
2623528.91000000
0.239060619227
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.38000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122108
95059.00000000
NS
USD
7364220.73000000
0.671040887383
Long
EC
CORP
US
N
1
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAK7
1240000.00000000
PA
USD
1138744.85000000
0.103764455556
Long
DBT
CORP
KY
N
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
Macquarie Bank Ltd
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
55607LLM4
4500000.00000000
PA
USD
4490361.00000000
0.409169678719
Long
STIV
CORP
US
N
2
2022-11-21
None
0.00000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial, Inc.
36186CBY8
1196000.00000000
PA
USD
1225979.38000000
0.111713421043
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.00000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co.
025816109
40558.00000000
NS
USD
6020835.10000000
0.548629200077
Long
EC
CORP
US
N
1
N
N
N
Longfellow Place CLO Ltd
549300FY38ZCUKZQU403
Longfellow Place CLO Ltd.
54303PAY1
344812.29000000
PA
USD
340925.91000000
0.031065775126
Long
ABS-CBDO
CORP
KY
N
2
2029-04-15
Floating
5.08000000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040H105
5947.00000000
NS
USD
630500.94000000
0.057452366758
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFX7
976000.00000000
PA
USD
725977.15000000
0.066152328782
Long
DBT
CORP
US
N
2
2030-10-30
Fixed
1.68000000
N
N
N
N
N
N
Republic of Poland
259400R9L8QEP0TPXS31
Poland Government International Bonds
731011AT9
275000.00000000
PA
USD
272937.50000000
0.024870550315
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 Bonds
698299BF0
315000.00000000
PA
USD
286538.21000000
0.026109871194
Long
DBT
NUSS
PA
N
2
2028-03-17
Fixed
3.88000000
N
N
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
Eaton Corp. PLC
000000000
28887.00000000
NS
USD
4335072.09000000
0.395019477117
Long
EC
CORP
IE
N
1
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0324B7
2438000.00000000
PA
USD
2289815.31000000
0.208652042612
Long
ABS-MBS
USGSE
US
N
2
2037-11-15
Fixed
3.50000000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
66789.00000000
NS
USD
8421425.01000000
0.767375221212
Long
EC
CORP
US
N
1
N
N
N
2022-11-14
TRANSAMERICA FUNDS
Vincent Toner
Vincent Toner
Treasurer