0001752724-23-148914.txt : 20230629
0001752724-23-148914.hdr.sgml : 20230629
20230629084043
ACCESSION NUMBER: 0001752724-23-148914
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230430
FILED AS OF DATE: 20230629
DATE AS OF CHANGE: 20230629
PERIOD START: 20231031
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: 231054460
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
S000054678
Transamerica Balanced II
C000171790
R
TBLRX
C000171792
I3
TBLTX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000787623
XXXXXXXX
S000054678
C000171792
C000171790
TRANSAMERICA FUNDS
811-04556
0000787623
54930088ZHZE1VMYEY52
1801 CALIFORNIA STREET
SUITE 5200
DENVER
80202
720-493-4256
Transamerica Balanced II
S000054678
549300QB8W7E44V15T39
2023-10-31
2023-04-30
N
117212943.01
12617630.65
104595312.36
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
9006775.06000000
0.00000000
0.00000000
920697.45000000
USD
ACMBS
UST
Securities Portfolio VaR
Designated Reference Portfolio is the Fund's Securities Portfolio
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International, Inc.
438516106
3653.00000000
NS
USD
730015.52000000
0.697942865247
Long
EC
CORP
US
N
1
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89175JAA8
21706.85000000
PA
USD
20715.24000000
0.019805132307
Long
ABS-MBS
CORP
US
N
2
2057-10-25
Variable
2.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TL2
115000.00000000
PA
USD
121971.88000000
0.116613141877
Long
DBT
UST
US
N
2
2052-11-15
Fixed
4.00000000
N
N
N
N
N
N
One Market Plaza Trust
N/A
One Market Plaza Trust
68245HAA2
195000.00000000
PA
USD
180421.53000000
0.172494852712
Long
ABS-MBS
CORP
US
N
2
2032-02-10
Fixed
3.61000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31410KN34
32715.46000000
PA
USD
34048.43000000
0.032552539145
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
6.00000000
N
N
N
N
N
N
Barton Capital SA
549300KOFKIMD0C37W24
Barton Capital SA
06945MS98
475000.00000000
PA
USD
474292.59000000
0.453454920013
Long
STIV
CORP
US
N
2
2023-05-09
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828R36
103000.00000000
PA
USD
96719.41000000
0.092470119183
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
106000.00000000
PA
USD
95925.81000000
0.091711385372
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
39000.00000000
PA
USD
35105.31000000
0.033562985957
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
40000.00000000
PA
USD
36561.05000000
0.034954769171
Long
DBT
CORP
US
N
2
2026-05-28
Fixed
1.20000000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XCF6
41000.00000000
PA
USD
40994.45000000
0.039193391247
Long
DBT
US
N
2
2053-06-15
Fixed
5.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SN9
338000.00000000
PA
USD
196792.58000000
0.188146653573
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RN0
166000.00000000
PA
USD
141716.02000000
0.135489838695
Long
DBT
UST
US
N
2
2045-08-15
Fixed
2.88000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F040651
748000.00000000
PA
USD
714018.59000000
0.682648747720
Long
ABS-MBS
USGSE
US
N
2
2053-05-15
Fixed
4.00000000
N
N
N
N
N
N
ARROW ELECTRONICS INC
549300YNNLBXT8N8R512
Arrow Electronics, Inc.
04273WAC5
85000.00000000
PA
USD
70708.14000000
0.067601633767
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 Bonds
912810RY6
140000.00000000
PA
USD
116407.81000000
0.111293524894
Long
DBT
UST
US
N
2
2047-08-15
Fixed
2.75000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GGL7
71000.00000000
PA
USD
67213.94000000
0.064260948682
Long
DBT
CORP
US
N
2
2028-04-24
Fixed
3.71000000
N
N
N
N
N
N
Salesforce Inc
RCGZFPDMRW58VJ54VR07
Salesforce, Inc.
79466L302
998.00000000
NS
USD
197973.26000000
0.189275461331
Long
EC
CORP
US
N
1
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
Intuit, Inc.
461202103
895.00000000
NS
USD
397335.25000000
0.379878639907
Long
EC
CORP
US
N
1
N
N
N
Dow Inc
5493003S21INSLK2IP73
Dow, Inc.
260557103
3640.00000000
NS
USD
198016.00000000
0.189316323582
Long
EC
CORP
US
N
1
N
N
N
Citigroup Capital XIII
N/A
Citigroup Capital XIII
173080201
2950.00000000
NS
USD
86051.50000000
0.082270895376
Long
EP
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138AMVS1
3222.36000000
PA
USD
3187.46000000
0.003047421464
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Fixed
4.00000000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group
125523CL2
61000.00000000
PA
USD
52818.66000000
0.050498113929
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
BofA Securities Inc
549300HN4UKV1E2R3U73
BofA Securities, Inc.
06054PUD6
500000.00000000
PA
USD
494615.61000000
0.472885064196
Long
STIV
CORP
US
N
2
2023-07-13
None
0.00000000
N
N
N
N
N
N
Columbia Funding Co LLC
549300O1V8MCLCRCFD82
Columbia Funding Co. LLC
19767DW59
450000.00000000
PA
USD
441447.62000000
0.422052967804
Long
STIV
CORP
US
N
2
2023-09-05
None
0.00000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BX9
103000.00000000
PA
USD
97790.83000000
0.093494467193
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
3235.00000000
NS
USD
581685.35000000
0.556129464003
Long
EC
CORP
US
N
1
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AN2
41000.00000000
PA
USD
38953.44000000
0.037242051408
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
1.80000000
N
N
N
N
N
N
Accenture PLC
N/A
Accenture PLC
000000000
1890.00000000
NS
USD
529748.10000000
0.506474036022
Long
EC
CORP
IE
N
1
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDC3
139000.00000000
PA
USD
112325.20000000
0.107390281137
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
105000.00000000
PA
USD
103690.81000000
0.099135236236
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
34000.00000000
PA
USD
35052.04000000
0.033512056333
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
5.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31410KXL3
932.20000000
PA
USD
971.69000000
0.000928999568
Long
ABS-MBS
USGSE
US
N
2
2038-10-01
Fixed
6.00000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp.
655844CP1
141000.00000000
PA
USD
127805.22000000
0.122190198696
Long
DBT
CORP
US
N
2
2053-06-01
Fixed
4.55000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Inflation-Indexed Bonds
912810SM1
198815.00000000
PA
USD
142263.39000000
0.136013160427
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
35964.71000000
PA
USD
37481.62000000
0.035834894656
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
5.50000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co.
369604BH5
79000.00000000
PA
USD
71247.79000000
0.068117574671
Long
DBT
CORP
US
N
2
2044-03-11
Fixed
4.50000000
N
N
N
N
N
N
CROWDSTRIKE HOLDINGS INC
549300YBY08K9KM4HX32
Crowdstrike Holdings, Inc.
22788CAA3
15000.00000000
PA
USD
13047.20000000
0.012473981582
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
25186.86000000
PA
USD
23513.15000000
0.022480118343
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
237000.00000000
PA
USD
223816.88000000
0.213983662317
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
215.00000000
NS
USD
444538.30000000
0.425007861222
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFE0
138000.00000000
PA
USD
139107.70000000
0.132996113173
Long
DBT
CORP
US
N
2
2034-04-21
Fixed
5.25000000
N
N
N
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
Progressive Corp.
743315103
4302.00000000
NS
USD
586792.80000000
0.561012522225
Long
EC
CORP
US
N
1
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AZ1
262000.00000000
PA
USD
265842.33000000
0.254162757394
Long
DBT
CORP
CH
N
2
2033-08-12
Fixed
6.54000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BQ1
16000.00000000
PA
USD
16026.89000000
0.015322761258
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
1180.00000000
NS
USD
402061.40000000
0.384397150243
Long
EC
CORP
US
N
1
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746U109
1844.00000000
NS
USD
105366.16000000
0.100736981058
Long
EC
CORP
US
N
1
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International, Inc.
609207105
2615.00000000
NS
USD
200622.80000000
0.191808595885
Long
EC
CORP
US
N
1
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW U.S. Capital LLC
05565EAH8
65000.00000000
PA
USD
62297.31000000
0.059560326934
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
1099.00000000
NS
USD
215074.30000000
0.205625180657
Long
EC
CORP
US
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
3229.00000000
NS
USD
528587.30000000
0.505364234852
Long
EC
CORP
US
N
1
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592TAA3
310000.00000000
PA
USD
288645.68000000
0.275964260240
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
1036.00000000
NS
USD
306397.00000000
0.292935690029
Long
EC
CORP
US
N
1
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324P102
2102.00000000
NS
USD
1034373.18000000
0.988928812067
Long
EC
CORP
US
N
1
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F032658
1202000.00000000
PA
USD
1115300.17000000
1.066300338739
Long
ABS-MBS
USGSE
US
N
2
2053-05-15
Fixed
3.50000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F020653
803000.00000000
PA
USD
666121.67000000
0.636856141035
Long
ABS-MBS
USGSE
US
N
2
2053-05-15
Fixed
2.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U3D3
115000.00000000
PA
USD
116648.68000000
0.111523812461
Long
DBT
CORP
US
N
2
2034-04-24
Fixed
5.39000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172109
1976.00000000
NS
USD
197540.72000000
0.188861924633
Long
EC
CORP
US
N
1
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
20259BAA9
255000.00000000
PA
USD
252265.01000000
0.241181946215
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
23028.84000000
PA
USD
22161.01000000
0.021187383545
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
92000.00000000
PA
USD
94820.48000000
0.090654617172
Long
DBT
CORP
US
N
2
2033-09-14
Fixed
5.72000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
17000.00000000
PA
USD
11379.54000000
0.010879588906
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
200000.00000000
PA
USD
193059.47000000
0.184577554810
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
44000.00000000
PA
USD
37616.45000000
0.035963801007
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
15168.16000000
PA
USD
14707.54000000
0.014061375857
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
14206.00000000
NS
USD
564688.50000000
0.539879357170
Long
EC
CORP
US
N
1
N
N
N
Palmer Square CLO Ltd
549300PACXK2KP6J2T91
Palmer Square CLO Ltd.
69689CAW6
210616.35000000
PA
USD
208813.90000000
0.199639826382
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
6.35000000
N
N
N
N
N
N
NextEra Energy Inc
N/A
NextEra Energy, Inc.
65339F101
8014.00000000
NS
USD
614112.82000000
0.587132258744
Long
EC
CORP
US
N
1
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
902653104
3434.00000000
NS
USD
141927.22000000
0.135691759790
Long
EC
US
N
1
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp.
565849106
5232.00000000
NS
USD
126405.12000000
0.120851610983
Long
EC
CORP
US
N
1
N
N
N
ARCELORMITTAL SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LBE3
101000.00000000
PA
USD
105323.16000000
0.100695870229
Long
DBT
CORP
LU
N
2
2027-11-29
Fixed
6.55000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAM4
129000.00000000
PA
USD
124865.64000000
0.119379766819
Long
DBT
CORP
US
N
2
2034-01-26
Fixed
5.12000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group, Inc.
30212PAP0
65000.00000000
PA
USD
61229.65000000
0.058539573732
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
108000.00000000
PA
USD
92079.80000000
0.088034346781
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
364000.00000000
PA
USD
247719.06000000
0.236835718934
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
344.15000000
PA
USD
343.56000000
0.000328465963
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
57000.00000000
PA
USD
42900.40000000
0.041015604841
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
3.50000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287Y109
5340.00000000
NS
USD
806980.80000000
0.771526736516
Long
EC
CORP
US
N
1
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742AB7
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
2
2036-12-01
Fixed
7.00000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECC7
203000.00000000
PA
USD
210496.63000000
0.201248626970
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
120000.00000000
PA
USD
118731.29000000
0.113514924637
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
101000.00000000
PA
USD
79322.83000000
0.075837844173
Long
DBT
CORP
US
N
2
2046-09-01
Fixed
3.75000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBV8
200000.00000000
PA
USD
214359.83000000
0.204942100332
Long
DBT
CORP
IT
N
2
2033-11-21
Fixed
8.25000000
N
N
N
N
N
N
Seagate Technology Holdings PLC
635400RUXIFEZSRU8X70
Seagate Technology Holdings PLC
000000000
3378.00000000
NS
USD
198525.06000000
0.189803018434
Long
EC
CORP
IE
N
1
N
N
N
ALCON FINANCE CORP
549300CUZUI9VU7XNK42
Alcon Finance Corp.
01400EAA1
200000.00000000
PA
USD
188075.79000000
0.179812828850
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
399.00000000
NS
USD
117449.64000000
0.112289582917
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RK6
346000.00000000
PA
USD
276975.70000000
0.264806991585
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
42000.00000000
PA
USD
36724.75000000
0.035111277141
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.72000000
N
N
N
N
N
N
Ventas Inc
ORQTRC074CWLT3DKHT41
Ventas, Inc.
92276F100
4453.00000000
NS
USD
213966.65000000
0.204566194385
Long
EC
US
N
1
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VAN3
114000.00000000
PA
USD
93394.27000000
0.089291066581
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
200000.00000000
PA
USD
192421.32000000
0.183967441425
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
64000.00000000
PA
USD
50034.61000000
0.047836378964
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
3.60000000
N
N
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp. of America Holdings
50540RAW2
51000.00000000
PA
USD
46072.08000000
0.044047939587
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
66000.00000000
PA
USD
60593.67000000
0.057931535011
Long
DBT
UST
US
N
2
2025-08-31
Fixed
0.25000000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556102
1253.00000000
NS
USD
695289.70000000
0.664742696696
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp.
22160K105
1258.00000000
NS
USD
633050.76000000
0.605238175321
Long
EC
CORP
US
N
1
N
N
N
Expedia Group Inc
N/A
Expedia Group, Inc.
30212P303
1838.00000000
NS
USD
172698.48000000
0.165111108809
Long
EC
CORP
US
N
1
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64829HAD9
20624.83000000
PA
USD
18940.56000000
0.018108421469
Long
ABS-MBS
CORP
US
N
2
2056-09-25
Variable
3.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TQ1
107000.00000000
PA
USD
108003.13000000
0.103258097866
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128286G0
119000.00000000
PA
USD
116550.27000000
0.111429726027
Long
DBT
UST
US
N
2
2024-02-29
Fixed
2.38000000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DU8
69000.00000000
PA
USD
70187.81000000
0.067104164055
Long
DBT
US
N
2
2033-03-08
Fixed
5.50000000
N
N
N
N
N
Uber Technologies Inc
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353T100
2443.00000000
NS
USD
75855.15000000
0.072522513952
Long
EC
CORP
US
N
1
N
N
N
Teradyne Inc
C3X4YJ278QNZHRJULN75
Teradyne, Inc.
880770102
1506.00000000
NS
USD
137618.28000000
0.131572129663
Long
EC
CORP
US
N
1
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BK8
24000.00000000
PA
USD
21266.77000000
0.020332431272
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
184000.00000000
PA
USD
130417.19000000
0.124687413859
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
28000.00000000
PA
USD
26421.00000000
0.025260214252
Long
DBT
CORP
US
N
2
2044-03-04
Fixed
5.40000000
N
N
N
N
N
N
Cognizant Technology Solutions Corp
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp.
192446102
3465.00000000
NS
USD
206895.15000000
0.197805375147
Long
EC
CORP
US
N
1
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp.
574599106
2779.00000000
NS
USD
148704.29000000
0.142171084578
Long
EC
CORP
US
N
1
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp.
125896BN9
26000.00000000
PA
USD
24110.26000000
0.023050994787
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
95000.00000000
PA
USD
71788.09000000
0.068634137018
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
3792.00000000
NS
USD
453030.24000000
0.433126714551
Long
EC
CORP
US
N
1
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE, Inc.
654106103
2724.00000000
NS
USD
345185.28000000
0.330019837611
Long
EC
CORP
US
N
1
N
N
N
BioMarin Pharmaceutical Inc
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical, Inc.
09061G101
550.00000000
NS
USD
52822.00000000
0.050501307188
Long
EC
CORP
US
N
1
N
N
N
WEYERHAEUSER CO
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co.
962166BY9
122000.00000000
PA
USD
115177.09000000
0.110116875604
Long
DBT
US
N
2
2030-04-15
Fixed
4.00000000
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital, Inc.
045054AL7
200000.00000000
PA
USD
186106.20000000
0.177929771230
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
920340.00000000
NS
USD
920340.00000000
0.879905589681
Long
STIV
RF
US
N
1
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162CZ1
40000.00000000
PA
USD
32357.59000000
0.030935984863
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SC3
189000.00000000
PA
USD
168660.35000000
0.161250390858
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
538.00000000
NS
USD
103731.78000000
0.099174406251
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFV8
583800.00000000
PA
USD
614996.81000000
0.587977411342
Long
DBT
UST
US
N
2
2032-11-15
Fixed
4.13000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCA5
40000.00000000
PA
USD
35334.06000000
0.033781686007
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
90000.00000000
PA
USD
75271.14000000
0.071964161970
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.15000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967424
3027.00000000
NS
USD
142480.89000000
0.136221104737
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QX9
309500.00000000
PA
USD
264380.70000000
0.252765342953
Long
DBT
UST
US
N
2
2042-08-15
Fixed
2.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128282A7
108000.00000000
PA
USD
100591.88000000
0.096172455275
Long
DBT
UST
US
N
2
2026-08-15
Fixed
1.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCD1
93000.00000000
PA
USD
92659.86000000
0.088588922303
Long
DBT
UST
US
N
2
2023-05-31
Fixed
0.13000000
N
N
N
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp.
369550108
291.00000000
NS
USD
63536.94000000
0.060745494770
Long
EC
CORP
US
N
1
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV/NXP Funding LLC/NXP USA, Inc.
62954HAY4
75000.00000000
PA
USD
67324.43000000
0.064366584391
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
94000.00000000
PA
USD
74589.79000000
0.071312746543
Long
DBT
US
N
2
2031-11-01
Fixed
2.63000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PEX6
74000.00000000
PA
USD
75384.75000000
0.072072780604
Long
DBT
CORP
US
N
2
2063-04-15
Fixed
5.20000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030N101
12940.00000000
NS
USD
535327.80000000
0.511808596314
Long
EC
CORP
US
N
1
N
N
N
Qorvo Inc
254900YAUJV2EUEVBR11
Qorvo, Inc.
74736K101
681.00000000
NS
USD
62706.48000000
0.059951520374
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SU3
262000.00000000
PA
USD
179081.09000000
0.171213303884
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.88000000
N
N
N
N
N
N
Celanese Corp
549300FHJQTDPPN41627
Celanese Corp.
150870103
391.00000000
NS
USD
41539.84000000
0.039714819969
Long
EC
CORP
US
N
1
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG Industries, Inc.
693506107
1715.00000000
NS
USD
240545.90000000
0.229977706048
Long
EC
CORP
US
N
1
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64829DAG1
23823.58000000
PA
USD
21904.05000000
0.020941712879
Long
ABS-MBS
CORP
US
N
2
2054-11-25
Variable
3.75000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAK7
49000.00000000
PA
USD
43820.43000000
0.041895214050
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
1172.00000000
NS
USD
198466.48000000
0.189747012100
Long
EC
CORP
US
N
1
N
N
N
Australia & New Zealand Banking Group Ltd
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
05253CUA2
350000.00000000
PA
USD
346451.39000000
0.331230322069
Long
STIV
CORP
AU
N
2
2023-07-10
None
0.00000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
82652QAA9
62928.43000000
PA
USD
58660.93000000
0.056083708415
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
43532.80000000
PA
USD
41412.10000000
0.039592692125
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
79000.00000000
PA
USD
79848.61000000
0.076340524444
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
1056.00000000
NS
USD
146710.08000000
0.140264488617
Long
EC
US
N
1
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAQ7
70000.00000000
PA
USD
69140.30000000
0.066102675578
Long
DBT
CORP
US
N
2
2028-04-10
Fixed
4.55000000
N
N
N
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
Nucor Corp.
670346105
656.00000000
NS
USD
97206.08000000
0.092935407722
Long
EC
CORP
US
N
1
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings, Inc.
18453HAA4
35000.00000000
PA
USD
31612.40000000
0.030223534197
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
30000.00000000
PA
USD
25287.81000000
0.024176810059
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
247.00000000
NS
USD
112575.19000000
0.107629288024
Long
EC
CORP
US
N
1
N
N
N
FleetCor Technologies Inc
549300DG6RR0NQSFLN74
FleetCor Technologies, Inc.
339041105
1075.00000000
NS
USD
229964.00000000
0.219860713459
Long
EC
CORP
US
N
1
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
2617.00000000
NS
USD
238016.15000000
0.227559098615
Long
EC
CORP
IE
N
1
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp.
89832Q109
7806.00000000
NS
USD
254319.48000000
0.243146154700
Long
EC
CORP
US
N
1
N
N
N
AMER AIRLINE 16-2 AA PTT
N/A
American Airlines Pass-Through Trust
023765AA8
45460.17000000
PA
USD
41445.32000000
0.039624452630
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.20000000
N
N
N
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices, Inc.
007903107
5039.00000000
NS
USD
450335.43000000
0.430550298898
Long
EC
CORP
US
N
1
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448108
3223.00000000
NS
USD
615238.47000000
0.588208454201
Long
EC
CORP
US
N
1
N
N
N
TRIMBLE INC
549300E2MI7NSZFQWS19
Trimble, Inc.
896239AE0
70000.00000000
PA
USD
71563.22000000
0.068419146504
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.10000000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508104
4012.00000000
NS
USD
670806.40000000
0.641335051126
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDK4
243000.00000000
PA
USD
223237.27000000
0.213429517024
Long
DBT
UST
US
N
2
2026-11-30
Fixed
1.25000000
N
N
N
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group, Inc.
12572Q105
2097.00000000
NS
USD
389559.69000000
0.372444692988
Long
EC
CORP
US
N
1
N
N
N
New Residential Advance Receivables Trust Advance
549300RNWDDBV4LFKJ17
NRZ Advance Receivables Trust
62942QCW1
330000.00000000
PA
USD
322410.26000000
0.308245420110
Long
ABS-O
CORP
US
N
2
2053-09-15
Fixed
1.48000000
N
N
N
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust
45254NJV0
11952.20000000
PA
USD
11477.96000000
0.010973684901
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Floating
5.82000000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp.
15135B101
2793.00000000
NS
USD
192521.49000000
0.184063210536
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet, Inc.
02079K305
11795.00000000
NS
USD
1266075.30000000
1.210451282598
Long
EC
CORP
US
N
1
N
N
N
CORPORATE OFFICE PROP LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAL0
35000.00000000
PA
USD
31218.54000000
0.029846978125
Long
DBT
US
N
2
2026-03-15
Fixed
2.25000000
N
N
N
N
N
N
Manhattan Asset Funding Co LLC
549300S0NSJYSOB32S63
Manhattan Asset Funding Co. LLC
56274MUA8
350000.00000000
PA
USD
346354.87000000
0.331138042599
Long
STIV
CORP
US
N
2
2023-07-10
None
0.00000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65558KW18
500000.00000000
PA
USD
490966.50000000
0.469396274959
Long
STIV
CORP
SE
N
2
2023-09-01
None
0.00000000
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd. Finance Corp.
120568BC3
94000.00000000
PA
USD
80551.33000000
0.077012370996
Long
DBT
CORP
US
N
2
2031-05-14
Fixed
2.75000000
N
N
N
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis, Inc.
74340W103
3610.00000000
NS
USD
452152.50000000
0.432287537364
Long
EC
US
N
1
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAH4
121000.00000000
PA
USD
113477.80000000
0.108492242567
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
2.88000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa, Inc.
92826C839
3166.00000000
NS
USD
736823.18000000
0.704451436087
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138ELS79
7897.50000000
PA
USD
8228.89000000
0.007867360223
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
190300.00000000
PA
USD
162840.30000000
0.155686040154
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
2068.00000000
NS
USD
174270.36000000
0.166613929504
Long
EC
CORP
US
N
1
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp.
72147KAH1
102000.00000000
PA
USD
82172.22000000
0.078562048476
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.50000000
N
N
N
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp.
101137107
6015.00000000
NS
USD
313501.80000000
0.299728346257
Long
EC
CORP
US
N
1
N
N
N
ResMed Inc
529900T3QE5253CCXF22
ResMed, Inc.
761152107
84.00000000
NS
USD
20240.64000000
0.019351383482
Long
EC
CORP
US
N
1
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
036752103
739.00000000
NS
USD
346332.35000000
0.331116511998
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp.
526057104
1218.00000000
NS
USD
137402.58000000
0.131365906272
Long
EC
CORP
US
N
1
N
N
N
Baker Hughes Co
N/A
Baker Hughes Co.
05722G100
3220.00000000
NS
USD
94152.80000000
0.090016271165
Long
EC
CORP
US
N
1
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
000000000
2880.00000000
NS
USD
471571.20000000
0.450853092131
Long
EC
CORP
NL
N
1
N
N
N
Leidos Holdings Inc
549300IUTGTP6EJP8124
Leidos Holdings, Inc.
525327102
1541.00000000
NS
USD
143713.66000000
0.137399713961
Long
EC
CORP
US
N
1
N
N
N
Raymond James Financial Inc
RGUZHJ05YTITL6D76949
Raymond James Financial, Inc.
754730109
2294.00000000
NS
USD
207675.82000000
0.198551747027
Long
EC
CORP
US
N
1
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric & Gas Co.
74456QBL9
49000.00000000
PA
USD
47333.59000000
0.045254026143
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.00000000
N
N
N
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen, Inc.
09062X103
727.00000000
NS
USD
221175.21000000
0.211458052000
Long
EC
CORP
US
N
1
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co.
742718109
3092.00000000
NS
USD
483526.96000000
0.462283585267
Long
EC
CORP
US
N
1
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BN1
200000.00000000
PA
USD
175003.46000000
0.167314821335
Long
DBT
CORP
US
N
2
2027-11-24
Fixed
1.63000000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DM6
41000.00000000
PA
USD
33405.18000000
0.031937549825
Long
DBT
US
N
2
2031-02-01
Fixed
2.20000000
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AU0
41000.00000000
PA
USD
39637.90000000
0.037896440199
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
1308.00000000
NS
USD
83594.28000000
0.079921631394
Long
EC
CORP
US
N
1
N
N
N
321 Henderson Receivables LLC
N/A
JGWPT XXVIII LLC
46617FAA2
112026.30000000
PA
USD
98518.29000000
0.094189966813
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
1417.00000000
NS
USD
102392.42000000
0.097893889974
Long
EC
CORP
US
N
1
N
N
N
Laurel Road Prime Student Loan Trust
549300XLHGW4YH0MCQ51
Laurel Road Prime Student Loan Trust
51888RAB6
5411.83000000
PA
USD
5309.45000000
0.005076183511
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
14938.59000000
PA
USD
14536.31000000
0.013897668711
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
3070.00000000
NS
USD
638038.10000000
0.610006400481
Long
EC
CORP
US
N
1
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680BG7
100000.00000000
PA
USD
104379.92000000
0.099794070733
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
6.10000000
N
N
N
N
N
N
CARGILL INC
QXZYQNMR4JZ5RIRN4T31
Cargill, Inc.
141781BZ6
49000.00000000
PA
USD
50740.17000000
0.048510940744
Long
DBT
CORP
US
N
2
2032-10-11
Fixed
5.13000000
N
N
N
N
N
GE HEALTHCARE TECH INC
549300OI9J7XOWZMUN85
GE HealthCare Technologies, Inc.
36267VAG8
100000.00000000
PA
USD
105102.70000000
0.100485095965
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.86000000
N
N
N
N
N
N
APTIV PLC / APTIV CORP
N/A
Aptiv PLC/Aptiv Corp.
00217GAB9
54000.00000000
PA
USD
47104.49000000
0.045034991470
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
50000.00000000
PA
USD
45543.75000000
0.043542821348
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
24000.00000000
PA
USD
25860.89000000
0.024724712242
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.88000000
N
N
N
N
N
N
Workday Inc
549300J0DYC0N31V7G13
Workday, Inc.
98138H101
810.00000000
NS
USD
150773.40000000
0.144149289865
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138ABBJ7
437.70000000
PA
USD
431.01000000
0.000412073916
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Floating
4.25000000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
000000000
378.00000000
NS
USD
24732.54000000
0.023645935407
Long
EC
CORP
LR
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GZM9
149000.00000000
PA
USD
128177.01000000
0.122545654396
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
797.00000000
NS
USD
161814.91000000
0.154705699853
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128284V9
95000.00000000
PA
USD
91860.55000000
0.087824729356
Long
DBT
UST
US
N
2
2028-08-15
Fixed
2.88000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918104
13951.00000000
NS
USD
4286584.26000000
4.098256569325
Long
EC
CORP
US
N
1
N
N
N
Magna International Inc
95RWVLFZX6VGDZNNTN43
Magna International, Inc.
559222401
465.00000000
NS
USD
24254.40000000
0.023188802110
Long
EC
CORP
CA
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Inflation-Indexed Bonds
912810PZ5
381930.43000000
PA
USD
406438.88000000
0.388582309120
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
84614.89000000
PA
USD
81101.16000000
0.077538044650
Long
ABS-MBS
CORP
US
N
2
2058-05-25
Variable
3.75000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GLH0
160000.00000000
PA
USD
160740.53000000
0.153678521888
Long
DBT
CORP
US
N
2
2034-04-25
Fixed
5.29000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BX6
28000.00000000
PA
USD
26484.69000000
0.025321106082
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
2680.00000000
NS
USD
291932.40000000
0.279106580795
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SX7
95000.00000000
PA
USD
72964.45000000
0.069758814571
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
262000.00000000
PA
USD
214532.97000000
0.205107633563
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.63000000
N
N
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
Stryker Corp.
863667101
446.00000000
NS
USD
133643.90000000
0.127772360906
Long
EC
CORP
US
N
1
N
N
N
Trane Technologies PLC
549300BURLR9SLYY2705
Trane Technologies PLC
000000000
2259.00000000
NS
USD
419744.79000000
0.401303634483
Long
EC
CORP
IE
N
1
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CAN5
7000.00000000
PA
USD
6885.76000000
0.006583239577
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
10587.12000000
PA
USD
11144.69000000
0.010655056855
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
889.00000000
NS
USD
203998.83000000
0.195036302676
Long
EC
CORP
US
N
1
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp.
67066G104
3893.00000000
NS
USD
1080268.57000000
1.032807824390
Long
EC
CORP
US
N
1
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co., Inc.
086516101
2602.00000000
NS
USD
193901.04000000
0.185382151097
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31410GH22
23851.08000000
PA
USD
24682.98000000
0.023598552786
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
5.50000000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp.
166764100
2001.00000000
NS
USD
337328.58000000
0.322508315515
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Future
000000000
1.00000000
NC
USD
11640.37000000
0.011128959546
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-Mini Standard & Poor's 500 Index Futures
ESM3 Index
2023-06-16
197784.63000000
USD
11640.37000000
N
N
N
TAKE-TWO INTERACTIVE SOF
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054AF6
114000.00000000
PA
USD
110793.95000000
0.105926305395
Long
DBT
CORP
US
N
2
2025-04-14
Fixed
3.55000000
N
N
N
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe, Inc.
00724F101
1494.00000000
NS
USD
564074.64000000
0.539292466624
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFW9
105000.00000000
PA
USD
67707.20000000
0.064732537694
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
65000.00000000
PA
USD
63127.15000000
0.060353708570
Long
DBT
CORP
IT
N
2
2024-06-26
Fixed
5.02000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co.
369604BF9
48000.00000000
PA
USD
40412.02000000
0.038636549849
Long
DBT
CORP
US
N
2
2042-10-09
Fixed
4.13000000
N
N
N
N
N
N
NORTHERN TRUST CORP
549300GLF98S992BC502
Northern Trust Corp.
665859AX2
118000.00000000
PA
USD
125937.78000000
0.120404803196
Long
DBT
CORP
US
N
2
2032-11-02
Fixed
6.13000000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet, Inc.
02079K107
9024.00000000
NS
USD
976577.28000000
0.933672129243
Long
EC
CORP
US
N
1
N
N
N
GXO LOGISTICS INC
5493007CNWMXN78JRN66
GXO Logistics, Inc.
36262GAD3
153000.00000000
PA
USD
120769.06000000
0.115463166823
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
6000.00000000
PA
USD
5044.60000000
0.004822969487
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.95000000
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
00774MAL9
150000.00000000
PA
USD
144956.17000000
0.138587635267
Long
DBT
CORP
IE
N
2
2026-04-03
Fixed
4.45000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Countrywide Alternative Loan Trust
02151BBG2
141476.89000000
PA
USD
59844.20000000
0.057214992383
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Fixed
6.50000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co.
37045VAF7
15000.00000000
PA
USD
14530.56000000
0.013892171333
Long
DBT
CORP
US
N
2
2043-10-02
Fixed
6.25000000
N
N
N
N
N
N
M&T Bank Corp
549300WYXDDBYRASEG81
M&T Bank Corp.
55261F104
502.00000000
NS
USD
63151.60000000
0.060377084378
Long
EC
CORP
US
N
1
N
N
N
Trafigura Securitisation Finance Plc
N/A
Trafigura Securitisation Finance PLC
892725AS1
130000.00000000
PA
USD
119309.84000000
0.114068056500
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
3650.66000000
PA
USD
3815.57000000
0.003647935948
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
36000.00000000
PA
USD
35015.96000000
0.033477561479
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.38000000
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
511.00000000
NS
USD
79455.39000000
0.075964580254
Long
EC
CORP
US
N
1
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive, Inc.
67103H107
158.00000000
NS
USD
144934.98000000
0.138567376233
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp.
126650100
1341.00000000
NS
USD
98308.71000000
0.093989594544
Long
EC
CORP
US
N
1
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours, Inc.
26614N102
856.00000000
NS
USD
59680.32000000
0.057058312321
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31416TL56
15994.76000000
PA
USD
16221.34000000
0.015508668250
Long
ABS-MBS
USGSE
US
N
2
2039-08-01
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828XB1
43000.00000000
PA
USD
41353.91000000
0.039537058656
Long
DBT
UST
US
N
2
2025-05-15
Fixed
2.13000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AE7
69000.00000000
PA
USD
70186.80000000
0.067103198428
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
6.15000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust, Inc.
17326QAA1
24855.98000000
PA
USD
23707.79000000
0.022666206988
Long
ABS-MBS
CORP
US
N
2
2064-09-25
Variable
3.00000000
N
N
N
N
N
N
Linde PLC
5299003QR1WT0EF88V51
Linde PLC
000000000
1220.00000000
NS
USD
450729.00000000
0.430926577711
Long
EC
CORP
IE
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746RG8
40000.00000000
PA
USD
37716.00000000
0.036058977356
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
69000.00000000
PA
USD
55829.07000000
0.053376263945
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
48000.00000000
PA
USD
47325.51000000
0.045246301131
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
3.70000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDJ7
397000.00000000
PA
USD
336876.21000000
0.322075820033
Long
DBT
UST
US
N
2
2031-11-15
Fixed
1.38000000
N
N
N
N
N
GLOBAL ATLANTIC FIN CO
N/A
Global Atlantic Fin Co.
37959GAB3
159000.00000000
PA
USD
123016.11000000
0.117611494458
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
71000.00000000
PA
USD
70249.49000000
0.067163134193
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
224000.00000000
PA
USD
212429.43000000
0.203096510930
Long
DBT
CORP
US
N
2
2030-01-24
Fixed
6.80000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBL4
434000.00000000
PA
USD
367865.86000000
0.351703964259
Long
DBT
UST
US
N
2
2031-02-15
Fixed
1.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828J27
93000.00000000
PA
USD
89465.27000000
0.085534684089
Long
DBT
UST
US
N
2
2025-02-15
Fixed
2.00000000
N
N
N
N
N
N
New Residential Advance Receivables Trust Advance
N/A
New Residential Advance Receivables Trust Advance Receivables Backed
62942QCR2
330000.00000000
PA
USD
324172.17000000
0.309929921987
Long
ABS-O
CORP
US
N
2
2053-08-15
Fixed
1.43000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64828MAA5
73572.61000000
PA
USD
70822.97000000
0.067711418802
Long
ABS-MBS
CORP
US
N
2
2057-04-25
Variable
4.00000000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co.
191216100
12194.00000000
NS
USD
782245.10000000
0.747877779940
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31416CCW4
9581.07000000
PA
USD
9535.91000000
0.009116957332
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
126300.00000000
PA
USD
111208.14000000
0.106322298285
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
101000.00000000
PA
USD
90179.22000000
0.086217267261
Long
DBT
CORP
US
N
2
2044-07-01
Fixed
4.30000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RAY5
41000.00000000
PA
USD
40744.58000000
0.038954499088
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.90000000
N
N
N
N
N
N
Macquarie Bank Ltd
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
55607LW18
465000.00000000
PA
USD
456517.47000000
0.436460735858
Long
STIV
CORP
US
N
2
2023-09-01
None
0.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust
17323CAK3
157700.00000000
PA
USD
146879.78000000
0.140426732982
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
9100.00000000
NS
USD
1076894.00000000
1.029581513455
Long
EC
CORP
US
N
1
N
N
N
Corning Inc
549300X2937PB0CJ7I56
Corning, Inc.
219350105
2269.00000000
NS
USD
75376.18000000
0.072064587120
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFM8
45000.00000000
PA
USD
45936.91000000
0.043918708174
Long
DBT
UST
US
N
2
2027-09-30
Fixed
4.13000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738BD9
71000.00000000
PA
USD
72684.98000000
0.069491622865
Long
DBT
CORP
US
N
2
2028-03-02
Fixed
5.45000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128284N7
175000.00000000
PA
USD
169360.35000000
0.161919636911
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
130000.00000000
PA
USD
129747.33000000
0.124046983629
Long
DBT
CORP
US
N
2
2027-04-06
Fixed
4.60000000
N
N
N
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp.
125896100
1176.00000000
NS
USD
73217.76000000
0.070000995597
Long
EC
CORP
US
N
1
N
N
N
BB-UBS Trust
N/A
BB-UBS Trust
05490AAA1
38080.40000000
PA
USD
35122.81000000
0.033579717109
Long
ABS-MBS
CORP
US
N
2
2030-06-05
Fixed
2.89000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31419B6K6
1752.98000000
PA
USD
1735.77000000
0.001659510317
Long
ABS-MBS
USGSE
US
N
2
2025-10-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SD1
108100.00000000
PA
USD
94384.81000000
0.090238087989
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
1533.00000000
NS
USD
24788.61000000
0.023699542016
Long
EC
US
N
1
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F042657
712000.00000000
PA
USD
694617.19000000
0.664099732891
Long
ABS-MBS
USGSE
US
N
2
2053-05-15
Fixed
4.50000000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA Tower Trust
78403DAN0
300000.00000000
PA
USD
286221.42000000
0.273646508186
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
37000.00000000
PA
USD
36109.69000000
0.034523239316
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
195500.00000000
PA
USD
191139.43000000
0.182741870249
Long
DBT
UST
US
N
2
2028-11-15
Fixed
3.13000000
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBR5
128000.00000000
PA
USD
110915.86000000
0.106042859376
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.26000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust
17322AAD4
65000.00000000
PA
USD
63913.80000000
0.061105797724
Long
ABS-MBS
CORP
US
N
2
2047-03-11
Fixed
4.02000000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
JGWPT XXVI LLC
46616YAA2
107263.67000000
PA
USD
96819.86000000
0.092566155992
Long
ABS-O
CORP
US
N
2
2059-10-15
Fixed
3.84000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RAZ2
28000.00000000
PA
USD
27000.22000000
0.025813986679
Long
DBT
CORP
US
N
2
2043-10-01
Fixed
5.95000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89176EAA8
34257.75000000
PA
USD
33244.45000000
0.031783881370
Long
ABS-MBS
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
2339.00000000
NS
USD
184359.98000000
0.176260270025
Long
EC
CORP
US
N
1
N
N
N
Monster Beverage Corp
52990090AP0E7HCB6F33
Monster Beverage Corp.
61174X109
1386.00000000
NS
USD
77616.00000000
0.074206002399
Long
EC
CORP
US
N
1
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370CR9
63000.00000000
PA
USD
61235.67000000
0.058545329248
Long
DBT
CORP
US
N
2
2026-12-08
Fixed
4.35000000
N
N
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway, Inc.
084670702
2792.00000000
NS
USD
917311.60000000
0.877010240040
Long
EC
CORP
US
N
1
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co. LLC
68233JAS3
20000.00000000
PA
USD
20658.63000000
0.019751009422
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
5.30000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
3137B7MZ9
105717.83000000
PA
USD
104708.92000000
0.100108616378
Long
ABS-MBS
USGSE
US
N
2
2023-10-25
Variable
3.53000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CT4
200000.00000000
PA
USD
186820.04000000
0.178612249234
Long
DBT
CORP
DE
N
2
2034-02-10
Fixed
7.08000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDU2
17000.00000000
PA
USD
11291.11000000
0.010795044008
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
21150.22000000
PA
USD
20850.97000000
0.019934899116
Long
ABS-MBS
CORP
US
N
2
2047-03-11
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31410FRW7
39702.98000000
PA
USD
41165.65000000
0.039357069711
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
70000.00000000
PA
USD
65848.65000000
0.062955641619
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
24000.00000000
PA
USD
21987.36000000
0.021021362720
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.45000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW LLC
62848PAA8
100000.00000000
PA
USD
99672.84000000
0.095293792571
Long
ABS-O
CORP
US
N
2
2040-10-20
Fixed
4.93000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix, Inc.
64110L106
1066.00000000
NS
USD
351705.38000000
0.336253482172
Long
EC
CORP
US
N
1
N
N
N
Cadence Design Systems Inc
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems, Inc.
127387108
549.00000000
NS
USD
114988.05000000
0.109936140927
Long
EC
CORP
US
N
1
N
N
N
IndyMac INDX Mortgage Loan Trust
N/A
IndyMac INDX Mortgage Loan Trust
45669JAC9
82859.10000000
PA
USD
61938.02000000
0.059216822056
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Variable
3.22000000
N
N
N
N
N
N
Intuitive Surgical Inc
54930052SRG011710797
Intuitive Surgical, Inc.
46120E602
1095.00000000
NS
USD
329835.90000000
0.315344820487
Long
EC
CORP
US
N
1
N
N
N
CARLISLE COS INC
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos., Inc.
142339AL4
77000.00000000
PA
USD
60847.45000000
0.058174165387
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.20000000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard, Inc.
57636Q104
2656.00000000
NS
USD
1009359.68000000
0.965014260415
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T, Inc.
00206R102
923.00000000
NS
USD
16309.41000000
0.015592868965
Long
EC
CORP
US
N
1
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AH1
46000.00000000
PA
USD
40332.60000000
0.038560619104
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.40000000
N
N
N
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
Southwest Airlines Co.
844741108
1636.00000000
NS
USD
49554.44000000
0.047377304854
Long
EC
CORP
US
N
1
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp.
871829BC0
104000.00000000
PA
USD
100205.75000000
0.095803289592
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
527.00000000
NS
USD
50444.44000000
0.048228203407
Long
EC
CORP
US
N
1
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom, Inc.
11135F101
189.00000000
NS
USD
118408.50000000
0.113206316161
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505104
20664.00000000
NS
USD
605041.92000000
0.578459881564
Long
EC
CORP
US
N
1
N
N
N
RACKSPACE TECHNOLOGY
549300QTYCKLMFSE8I97
Rackspace Technology Global, Inc.
750098AB1
78000.00000000
PA
USD
32370.00000000
0.030947849640
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
50000.00000000
PA
USD
35767.84000000
0.034196408226
Long
DBT
CORP
US
N
2
2040-08-21
Fixed
2.70000000
N
N
N
N
N
N
SONOCO PRODUCTS CO
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co.
835495AN2
64000.00000000
PA
USD
58282.75000000
0.055722143454
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.25000000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla, Inc.
88160R101
4578.00000000
NS
USD
752211.18000000
0.719163376472
Long
EC
CORP
US
N
1
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
U.S. Bancorp
902973304
10472.00000000
NS
USD
358980.16000000
0.343208650464
Long
EC
CORP
US
N
1
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
3137B4WB8
32656.14000000
PA
USD
32493.27000000
0.031065703870
Long
ABS-MBS
USGSE
US
N
2
2023-07-25
Variable
3.06000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAH4
147000.00000000
PA
USD
144961.07000000
0.138592319989
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
5.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAP5
43000.00000000
PA
USD
43840.39000000
0.041914297123
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.55000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F030652
1690000.00000000
PA
USD
1514788.64000000
1.448237598628
Long
ABS-MBS
USGSE
US
N
2
2053-05-15
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128283W8
350000.00000000
PA
USD
337339.84000000
0.322519080815
Long
DBT
UST
US
N
2
2028-02-15
Fixed
2.75000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana, Inc.
444859BX9
50000.00000000
PA
USD
50952.33000000
0.048713779662
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
5.50000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot, Inc.
437076102
473.00000000
NS
USD
142155.42000000
0.135909934004
Long
EC
CORP
US
N
1
N
N
N
Baidu Inc
254900AL64IANZYI1E02
Baidu, Inc.
056752AM0
200000.00000000
PA
USD
198521.75000000
0.189799853856
Long
DBT
CORP
KY
N
2
2024-05-14
Fixed
4.38000000
N
N
N
N
N
Carlisle Cos Inc
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos., Inc.
142339AH3
72000.00000000
PA
USD
68924.87000000
0.065896710325
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796YH6
471000.00000000
PA
USD
462829.19000000
0.442495155430
Long
STIV
UST
US
N
2
2023-09-07
None
0.00000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BV0
50000.00000000
PA
USD
46996.14000000
0.044931401742
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796ZZ5
123000.00000000
PA
USD
121653.15000000
0.116308415028
Long
STIV
UST
US
N
2
2023-07-20
None
0.00000000
N
N
N
N
N
N
DBS Bank Ltd
ATUEL7OJR5057F2PV266
DBS Bank Ltd.
23305EUT8
450000.00000000
PA
USD
444352.50000000
0.424830224198
Long
STIV
CORP
SG
N
2
2023-07-27
None
0.00000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCK9
91000.00000000
PA
USD
102067.60000000
0.097583340684
Long
DBT
CORP
US
N
2
2052-11-09
Fixed
6.90000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
3137FBU61
36232.81000000
PA
USD
35681.43000000
0.034113794581
Long
ABS-MBS
USGSE
US
N
2
2027-06-25
Fixed
2.89000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QW1
58000.00000000
PA
USD
51701.56000000
0.049430092834
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
126906.71000000
PA
USD
113036.10000000
0.108069948307
Long
ABS-MBS
CORP
US
N
2
2060-10-25
Variable
2.00000000
N
N
N
N
N
N
Highwoods Realty LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AQ5
47000.00000000
PA
USD
41642.26000000
0.039812740227
Long
DBT
US
N
2
2028-03-15
Fixed
4.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGM7
158000.00000000
PA
USD
158641.88000000
0.151672074417
Long
DBT
UST
US
N
2
2033-02-15
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378BM71
70536.68000000
PA
USD
1123.11000000
0.001073767050
Long
ABS-MBS
USGA
US
N
2
2053-02-16
Variable
0.64000000
N
N
N
N
N
N
PG&E Corp
8YQ2GSDWYZXO2EDN3511
PG&E Corp.
69331C108
15487.00000000
NS
USD
264982.57000000
0.253340770270
Long
EC
CORP
US
N
1
N
N
N
AutoNation Inc
N/A
AutoNation, Inc.
05329W102
770.00000000
NS
USD
101409.00000000
0.096953675754
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31417SBN9
30720.03000000
PA
USD
31258.44000000
0.029885125150
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
5.00000000
N
N
N
N
N
N
BXG Receivables Note Trust
549300R4HW4HQYM9LE23
BXG Receivables Note Trust
05606XAA2
8461.11000000
PA
USD
8164.02000000
0.007805340235
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
3465.00000000
NS
USD
382778.55000000
0.365961477013
Long
EC
CORP
US
N
1
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp.
31428X106
645.00000000
NS
USD
146918.10000000
0.140463369423
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796ZP7
601000.00000000
PA
USD
597985.06000000
0.571713059130
Long
STIV
UST
US
N
2
2023-06-08
None
0.00000000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare, Inc.
60855RAJ9
16000.00000000
PA
USD
14997.90000000
0.014338979120
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
56000.00000000
PA
USD
50766.69000000
0.048536295608
Long
DBT
US
N
2
2026-01-15
Fixed
1.88000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F022451
377000.00000000
PA
USD
348960.63000000
0.333629320594
Long
ABS-MBS
USGSE
US
N
2
2038-05-15
Fixed
2.50000000
N
N
N
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA Communications Corp.
78410G104
997.00000000
NS
USD
260107.33000000
0.248679720086
Long
EC
US
N
1
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89173FAA8
9400.00000000
PA
USD
9233.25000000
0.008827594460
Long
ABS-MBS
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
17137.57000000
PA
USD
16957.95000000
0.016212915872
Long
ABS-MBS
USGSE
US
N
2
2023-10-25
Variable
3.33000000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307MV14
450000.00000000
PA
USD
443981.75000000
0.424475762806
Long
STIV
CORP
CA
N
2
2023-08-01
None
0.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
3137FWG79
245000.00000000
PA
USD
203291.54000000
0.194360086903
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Fixed
1.38000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBF5
75000.00000000
PA
USD
65301.42000000
0.062432453736
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
5.15000000
N
N
N
N
N
N
Domino's Pizza Inc
25490005ZWM1IF9UXU57
Domino's Pizza, Inc.
25754A201
229.00000000
NS
USD
72700.63000000
0.069506585294
Long
EC
CORP
US
N
1
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp.
701094104
972.00000000
NS
USD
315783.36000000
0.301909667723
Long
EC
CORP
US
N
1
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
826943AA0
95602.17000000
PA
USD
95940.13000000
0.091725076234
Long
ABS-O
CORP
US
N
2
2040-01-20
Fixed
5.20000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp.
126408103
3882.00000000
NS
USD
118944.48000000
0.113718748303
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141G104
301.00000000
NS
USD
103375.44000000
0.098833721767
Long
EC
CORP
US
N
1
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAV3
60000.00000000
PA
USD
53109.60000000
0.050776271710
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.38000000
N
N
N
N
N
N
INFOR INC
549300Q3IIYBYI4RHD64
Infor, Inc.
45674CAA1
68000.00000000
PA
USD
62223.58000000
0.059489836203
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
1.75000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671D857
2122.00000000
NS
USD
80445.02000000
0.076910731642
Long
EC
CORP
US
N
1
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189T107
5429.00000000
NS
USD
165421.63000000
0.158153961461
Long
EC
CORP
US
N
1
N
N
N
Accelerated Assets
N/A
Accelerated Assets LLC
00439KAA4
43052.62000000
PA
USD
39290.63000000
0.037564427232
Long
ABS-O
CORP
US
N
2
2040-10-20
Fixed
1.35000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F020455
674000.00000000
PA
USD
606600.00000000
0.579949508551
Long
ABS-MBS
USGSE
US
N
2
2038-05-15
Fixed
2.00000000
N
N
N
N
N
N
Victory Receivables Corp
549300D0F37QF0LP7F94
Victory Receivables Corp.
92646LS50
333000.00000000
PA
USD
332687.26000000
0.318070908240
Long
STIV
CORP
US
N
2
2023-05-05
None
0.00000000
N
N
N
N
N
N
STELLANTIS FIN US INC
549300QZ0AI8Q7LNON33
Stellantis Finance U.S., Inc.
85855CAE0
200000.00000000
PA
USD
210222.58000000
0.200986617140
Long
DBT
CORP
US
N
2
2032-09-12
Fixed
6.38000000
N
N
N
N
N
Dexcom Inc
549300YSK3QDSFR5EU59
Dexcom, Inc.
252131107
703.00000000
NS
USD
85302.02000000
0.081554343187
Long
EC
CORP
US
N
1
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64828AAA1
12677.32000000
PA
USD
11997.79000000
0.011470676581
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
117981.63000000
PA
USD
103309.14000000
0.098770334605
Long
ABS-MBS
CORP
US
N
2
2060-10-25
Fixed
1.75000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAY5
47000.00000000
PA
USD
45220.48000000
0.043233753960
Long
DBT
CORP
US
N
2
2026-05-14
Fixed
3.20000000
N
N
N
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co.
244199105
1148.00000000
NS
USD
433966.96000000
0.414900964687
Long
EC
CORP
US
N
1
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices, Inc.
032654105
3058.00000000
NS
USD
550073.04000000
0.525906015851
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828VS6
421000.00000000
PA
USD
417743.83000000
0.399390585079
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
94987.91000000
PA
USD
88841.57000000
0.084938385856
Long
ABS-MBS
CORP
US
N
2
2058-12-25
Variable
3.50000000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp.
808513105
1245.00000000
NS
USD
65038.80000000
0.062181371738
Long
EC
CORP
US
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156R108
595.00000000
NS
USD
36491.35000000
0.034888131386
Long
EC
CORP
US
N
1
N
N
N
ADVANCED MICRO DEVICES
R2I72C950HOYXII45366
Advanced Micro Devices, Inc.
007903BF3
115000.00000000
PA
USD
111465.82000000
0.106568657318
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
108000.00000000
PA
USD
96676.88000000
0.092429457705
Long
DBT
UST
US
N
2
2029-08-15
Fixed
1.63000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CD8
20000.00000000
PA
USD
21505.02000000
0.020560213947
Long
DBT
CORP
US
N
2
2037-04-01
Fixed
5.75000000
N
N
N
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc.
30303M102
4914.00000000
NS
USD
1180932.48000000
1.129049145085
Long
EC
CORP
US
N
1
N
N
N
SPRINT LLC
549300ZTTY7CXOLJ6539
Sprint LLC
85207UAF2
42000.00000000
PA
USD
42322.98000000
0.040463553332
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.88000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081103
3950.00000000
NS
USD
153615.50000000
0.146866524449
Long
EC
CORP
US
N
1
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
Ameren Corp.
023608102
1769.00000000
NS
USD
157387.93000000
0.150473215719
Long
EC
CORP
US
N
1
N
N
N
Fontainebleau Miami Beach Trust
N/A
Fontainebleau Miami Beach Trust
34461LAG9
150000.00000000
PA
USD
141987.26000000
0.135749161980
Long
ABS-MBS
CORP
US
N
2
2036-12-10
Fixed
3.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138XKSX3
13819.29000000
PA
USD
13470.26000000
0.012878454775
Long
ABS-MBS
USGSE
US
N
2
2029-01-01
Fixed
3.50000000
N
N
N
N
N
N
Sarepta Therapeutics Inc
549300IKDPIED8J8IG21
Sarepta Therapeutics, Inc.
803607100
561.00000000
NS
USD
68873.97000000
0.065848046576
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389X105
2590.00000000
NS
USD
245324.80000000
0.234546648855
Long
EC
CORP
US
N
1
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F030454
221000.00000000
PA
USD
209639.22000000
0.200428886601
Long
ABS-MBS
USGSE
US
N
2
2038-05-15
Fixed
3.00000000
N
N
N
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
75513E101
5715.00000000
NS
USD
570928.50000000
0.545845207703
Long
EC
CORP
US
N
1
N
N
N
Anglesea Funding LLC
549300JC7SH8MD7E2Z33
Anglesea Funding LLC
0347M3V35
475000.00000000
PA
USD
468319.13000000
0.447743899256
Long
STIV
CORP
IE
N
2
2023-08-03
None
0.00000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAT7
110000.00000000
PA
USD
96545.31000000
0.092303668129
Long
DBT
US
N
2
2026-11-15
Fixed
1.63000000
N
N
N
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525BJ1
65000.00000000
PA
USD
49873.84000000
0.047682672267
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
1286.00000000
NS
USD
139556.72000000
0.133425405834
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468V4
35000.00000000
PA
USD
31275.62000000
0.029901550360
Long
DBT
CORP
US
N
2
2026-12-10
Fixed
0.99000000
N
N
N
N
N
N
Avery Dennison Corp
549300PW7VPFCYKLIV37
Avery Dennison Corp.
053611109
246.00000000
NS
USD
42922.08000000
0.041036332347
Long
EC
CORP
US
N
1
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAW1
80000.00000000
PA
USD
68132.80000000
0.065139439294
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
100000.00000000
PA
USD
105344.46000000
0.100716234430
Long
DBT
NUSS
PE
N
2
2025-07-21
Fixed
7.35000000
N
N
N
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp.
125896BM1
17000.00000000
PA
USD
16789.76000000
0.016052115167
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
282000.00000000
PA
USD
210200.15000000
0.200965172584
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F052656
826000.00000000
PA
USD
831775.55000000
0.795232148776
Long
ABS-MBS
USGSE
US
N
2
2053-05-15
Fixed
5.50000000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd.
67077MBA5
50000.00000000
PA
USD
50112.42000000
0.047910770444
Long
DBT
CORP
CA
N
2
2028-03-27
Fixed
4.90000000
N
N
N
N
N
N
Dover Corp
549300FMC2ALGA7N9E80
Dover Corp.
260003108
951.00000000
NS
USD
138998.16000000
0.132891385726
Long
EC
CORP
US
N
1
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89175TAA6
125955.55000000
PA
USD
116926.93000000
0.111789837767
Long
ABS-MBS
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
39000.00000000
PA
USD
25981.10000000
0.024839640911
Long
DBT
CORP
XX
N
2
2051-11-30
Fixed
3.25000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAJ6
86000.00000000
PA
USD
80325.06000000
0.076796041990
Long
DBT
US
N
2
2026-10-15
Fixed
3.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TJ7
105600.00000000
PA
USD
92664.00000000
0.088592880416
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
242300.00000000
PA
USD
235135.11000000
0.224804634829
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
52000.00000000
PA
USD
51580.94000000
0.049314772178
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
220757.80000000
PA
USD
180587.50000000
0.172653530952
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
59000.00000000
PA
USD
56548.20000000
0.054063799537
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.78000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBZ7
57000.00000000
PA
USD
44159.13000000
0.042219033533
Long
DBT
CORP
US
N
2
2041-03-25
Fixed
3.65000000
N
N
N
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
000000000
1007.00000000
NS
USD
95272.27000000
0.091086558135
Long
EC
CORP
NL
N
1
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209S103
2205.00000000
NS
USD
104759.55000000
0.100157021989
Long
EC
CORP
US
N
1
N
N
N
LKQ Corp
DS830JTTZQN6GK0I2E41
LKQ Corp.
501889208
881.00000000
NS
USD
50860.13000000
0.048625630396
Long
EC
CORP
US
N
1
N
N
N
CIM Trust
N/A
CIM Trust
12567RAA8
168227.42000000
PA
USD
146122.69000000
0.139702905133
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
200000.00000000
PA
USD
160198.56000000
0.153160362912
Long
DBT
CORP
VG
N
2
2030-09-28
Fixed
1.38000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Inflation-Indexed Bonds
912810PV4
103343.88000000
PA
USD
105253.32000000
0.100629098594
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
32137.67000000
PA
USD
29474.14000000
0.028179216960
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
160000.00000000
PA
USD
126089.38000000
0.120549742770
Long
DBT
CORP
BM
N
2
2032-03-15
Fixed
3.25000000
N
N
N
N
N
N
KLA CORP
549300H0BF5JCG96TJ81
KLA Corp.
482480AJ9
80000.00000000
PA
USD
61035.66000000
0.058354106530
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.30000000
N
N
N
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498101
2179.00000000
NS
USD
306323.82000000
0.292865725134
Long
EC
CORP
US
N
1
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762EAF9
56000.00000000
PA
USD
48531.29000000
0.046399106140
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.90000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
28622HAC5
49000.00000000
PA
USD
48650.47000000
0.046513050061
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
5.13000000
N
N
N
N
N
N
DocuSign Inc
549300Q7PVDWRZ39JG09
DocuSign, Inc.
256163106
473.00000000
NS
USD
23385.12000000
0.022357713240
Long
EC
CORP
US
N
1
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320BH4
94000.00000000
PA
USD
80554.42000000
0.077015325240
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
61000.00000000
PA
USD
52385.75000000
0.050084223487
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SF6
96000.00000000
PA
USD
84030.00000000
0.080338208380
Long
DBT
UST
US
N
2
2049-02-15
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RZ3
183000.00000000
PA
USD
152254.57000000
0.145565385832
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
82000.00000000
PA
USD
67870.43000000
0.064888596313
Long
DBT
CORP
US
N
2
2031-09-23
Fixed
2.63000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
2999.00000000
NS
USD
269820.03000000
0.257965700290
Long
EC
CORP
US
N
1
N
N
N
Ulta Beauty Inc
529900CIV6HN8M28YM82
Ulta Beauty, Inc.
90384S303
69.00000000
NS
USD
38048.67000000
0.036377031763
Long
EC
CORP
US
N
1
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CE3
91000.00000000
PA
USD
70747.67000000
0.067639427048
Long
DBT
CORP
US
N
2
2039-03-01
Fixed
3.50000000
N
N
N
N
N
N
WORKDAY INC
549300J0DYC0N31V7G13
Workday, Inc.
98138HAG6
104000.00000000
PA
USD
99684.27000000
0.095304720403
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.50000000
N
N
N
N
N
N
ADT SEC CORP
5493009JEEDYLVRA0J13
ADT Security Corp.
00109LAA1
79000.00000000
PA
USD
68631.25000000
0.065615990288
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.13000000
N
N
N
N
N
N
CAFCO LLC
8O46YQAGJ63WE5QHIG35
CAFCO LLC
1247P3VU3
450000.00000000
PA
USD
441937.32000000
0.422521153222
Long
STIV
CORP
US
N
2
2023-08-28
None
0.00000000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AC7
118000.00000000
PA
USD
112795.02000000
0.107839459967
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
9977.79000000
PA
USD
9702.42000000
0.009276151847
Long
ABS-MBS
CORP
US
N
2
2057-07-25
Variable
2.75000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F032450
243000.00000000
PA
USD
234657.50000000
0.224348008247
Long
ABS-MBS
USGSE
US
N
2
2038-05-15
Fixed
3.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CY9
85000.00000000
PA
USD
85447.55000000
0.081693479441
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP/PAA Finance Corp.
72650RBM3
52000.00000000
PA
USD
46843.64000000
0.044785601709
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
48000.00000000
PA
USD
45513.95000000
0.043514330588
Long
DBT
CORP
GB
N
2
2042-04-27
Fixed
4.63000000
N
N
N
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron, Inc.
883203101
3533.00000000
NS
USD
236499.02000000
0.226108622522
Long
EC
CORP
US
N
1
N
N
N
Neurocrine Biosciences Inc
549300FECER0XBN49756
Neurocrine Biosciences, Inc.
64125C109
517.00000000
NS
USD
52237.68000000
0.049942658826
Long
EC
CORP
US
N
1
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp.
512807108
959.00000000
NS
USD
502592.72000000
0.480511706174
Long
EC
CORP
US
N
1
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc.
459506AQ4
74000.00000000
PA
USD
60063.88000000
0.057425020916
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
2.30000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bonds
91087BAE0
116000.00000000
PA
USD
112025.85000000
0.107104082843
Long
DBT
NUSS
MX
N
2
2028-01-11
Fixed
3.75000000
N
N
N
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332102
126.00000000
NS
USD
335577.06000000
0.320833747161
Long
EC
CORP
US
N
1
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris, Inc.
92556VAC0
76000.00000000
PA
USD
66898.04000000
0.063958927499
Long
DBT
CORP
US
N
2
2027-06-22
Fixed
2.30000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
03523TBT4
90000.00000000
PA
USD
84559.67000000
0.080844607747
Long
DBT
CORP
US
N
2
2048-10-06
Fixed
4.44000000
N
N
N
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
Otis Worldwide Corp.
68902V107
2704.00000000
NS
USD
230651.20000000
0.220517721870
Long
EC
CORP
US
N
1
N
N
N
Orange Lake Timeshare Trust
N/A
Orange Lake Timeshare Trust
68504UAA9
47012.45000000
PA
USD
45011.21000000
0.043033678072
Long
ABS-O
CORP
US
N
2
2038-04-09
Fixed
3.06000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418MGR7
1349.81000000
PA
USD
1407.00000000
0.001345184567
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
276500.00000000
PA
USD
252025.43000000
0.240952891973
Long
DBT
UST
US
N
2
2042-02-15
Fixed
3.13000000
N
N
N
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278X109
2569.00000000
NS
USD
365311.80000000
0.349262114866
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128283F5
136300.00000000
PA
USD
128659.75000000
0.123007185596
Long
DBT
UST
US
N
2
2027-11-15
Fixed
2.25000000
N
N
N
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp.
58155Q103
328.00000000
NS
USD
119470.72000000
0.114221868365
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810FG8
309000.00000000
PA
USD
335615.04000000
0.320870058540
Long
DBT
UST
US
N
2
2029-02-15
Fixed
5.25000000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana, Inc.
444859102
353.00000000
NS
USD
187262.97000000
0.179035719455
Long
EC
CORP
US
N
1
N
N
N
SCHLUMBERGER HLDGS CORP
529900IKZG65COT1D505
Schlumberger Holdings Corp.
806851AK7
90000.00000000
PA
USD
87030.09000000
0.083206491798
Long
DBT
CORP
US
Y
2
2028-05-17
Fixed
3.90000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828M56
44000.00000000
PA
USD
42257.19000000
0.040400653764
Long
DBT
UST
US
N
2
2025-11-15
Fixed
2.25000000
N
N
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
Chevron USA, Inc.
166756AS5
47000.00000000
PA
USD
44578.86000000
0.042620323028
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
123000.00000000
PA
USD
90102.55000000
0.086143965696
Long
DBT
US
N
2
2031-09-15
Fixed
2.60000000
N
N
N
N
N
N
GMAC Mortgage Corporation Loan Trust
N/A
GMACM Mortgage Loan Trust
76112BKN9
10540.48000000
PA
USD
9391.36000000
0.008978758022
Long
ABS-MBS
CORP
US
N
2
2035-03-18
Variable
3.75000000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
Toronto-Dominion Bank
89119BW69
500000.00000000
PA
USD
490427.91000000
0.468881347485
Long
STIV
CORP
CA
N
2
2023-09-06
None
0.00000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833100
26601.00000000
NS
USD
4513657.68000000
4.315353698132
Long
EC
CORP
US
N
1
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp.
235851102
1311.00000000
NS
USD
310589.01000000
0.296943527383
Long
EC
CORP
US
N
1
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBQ5
104000.00000000
PA
USD
88469.77000000
0.084582920595
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
123000.00000000
PA
USD
98436.75000000
0.094112009208
Long
DBT
CORP
US
N
2
2031-02-10
Fixed
1.80000000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings, Inc.
29452EAC5
127000.00000000
PA
USD
126092.12000000
0.120552362390
Long
DBT
CORP
US
N
2
2033-01-11
Fixed
5.59000000
N
N
N
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals, Inc.
75886F107
493.00000000
NS
USD
395282.47000000
0.377916047173
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEQ0
56000.00000000
PA
USD
54540.94000000
0.052144726918
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
107000.00000000
PA
USD
108038.19000000
0.103291617532
Long
DBT
CORP
US
N
2
2032-09-12
Fixed
5.00000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAD9
44000.00000000
PA
USD
37857.31000000
0.036194079013
Long
DBT
CORP
US
N
2
2032-05-19
Fixed
4.20000000
N
N
N
N
N
SCHLUMBERGER INVESTMENT
529900EZ29I5KXPV2J32
Schlumberger Investment SA
806854AH8
26000.00000000
PA
USD
25743.51000000
0.024612489239
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
183200.00000000
PA
USD
175006.09000000
0.167317335788
Long
DBT
UST
US
N
2
2032-05-15
Fixed
2.88000000
N
N
N
N
N
N
Appalachian Power Co
3SCHO1ABYYIG382BEI70
Appalachian Power Co.
037735CU9
66000.00000000
PA
USD
63982.21000000
0.061171202185
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.40000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EH6
80000.00000000
PA
USD
74092.76000000
0.070837553163
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
810.00000000
NS
USD
35874.90000000
0.034298764629
Long
EC
CORP
US
N
1
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89179YAR4
151764.90000000
PA
USD
136958.93000000
0.130941747684
Long
ABS-MBS
CORP
US
N
2
2061-11-25
Variable
2.25000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89181JAA0
136183.12000000
PA
USD
127604.75000000
0.121998536187
Long
ABS-MBS
CORP
US
N
2
2063-01-25
Fixed
3.75000000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86960KUQ3
500000.00000000
PA
USD
494034.46000000
0.472329446562
Long
STIV
CORP
SE
N
2
2023-07-24
None
0.00000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320102
453.00000000
NS
USD
39411.00000000
0.037679508871
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RS9
239000.00000000
PA
USD
190061.02000000
0.181710839340
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
97000.00000000
PA
USD
95403.51000000
0.091212032210
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
81850.58000000
PA
USD
76814.37000000
0.073439591380
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
4878.00000000
NS
USD
127803.60000000
0.122188649870
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDY4
364100.00000000
PA
USD
321161.80000000
0.307051810213
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.88000000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax, Inc.
294429AQ8
52000.00000000
PA
USD
49909.81000000
0.047717061954
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
1344.00000000
NS
USD
193401.60000000
0.184904653598
Long
EC
CORP
US
N
1
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp.
494368103
1180.00000000
NS
USD
170970.20000000
0.163458759424
Long
EC
CORP
US
N
1
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591CS9
79000.00000000
PA
USD
91173.09000000
0.087167472368
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
210000.00000000
PA
USD
172839.84000000
0.165246258269
Long
DBT
UST
US
N
2
2030-05-15
Fixed
0.63000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bonds
195325CX1
200000.00000000
PA
USD
189052.09000000
0.180746235882
Long
DBT
NUSS
CO
N
2
2026-01-28
Fixed
4.50000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBE7
63000.00000000
PA
USD
57765.39000000
0.055227513257
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
2096.00000000
NS
USD
379669.44000000
0.362988963303
Long
EC
CORP
US
N
1
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications, Inc.
16119P108
948.00000000
NS
USD
349527.60000000
0.334171381215
Long
EC
CORP
US
N
1
N
N
N
GoodLeap Sustainable Home Improvement Loan Trust
N/A
GoodLeap Sustainable Home Solutions Trust
38237GAA7
80345.71000000
PA
USD
60757.23000000
0.058087909131
Long
ABS-O
CORP
US
N
2
2048-07-20
Fixed
1.93000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DS6
48000.00000000
PA
USD
49372.42000000
0.047203281759
Long
DBT
CORP
US
N
2
2043-03-02
Fixed
5.60000000
N
N
N
N
N
N
Structured Asset Mortgage Investments Inc
N/A
Structured Asset Mortgage Investments II Trust
86359LAA7
29768.26000000
PA
USD
27879.01000000
0.026654167735
Long
ABS-MBS
CORP
US
N
2
2034-01-19
Floating
5.65000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
3137BLMZ8
188000.00000000
PA
USD
182151.71000000
0.174149018622
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
219000.00000000
PA
USD
205214.63000000
0.196198687464
Long
DBT
CORP
US
N
2
2028-10-27
Fixed
3.52000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBE0
31000.00000000
PA
USD
27157.35000000
0.025964213297
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
62000.00000000
PA
USD
62520.18000000
0.059773405317
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
150.00000000
NS
USD
402946.50000000
0.385243364074
Long
EC
CORP
US
N
1
N
N
N
Aptiv PLC
N/A
Aptiv PLC
000000000
779.00000000
NS
USD
80127.94000000
0.076607582301
Long
EC
CORP
JE
N
1
N
N
N
SCE Trust III
N/A
SCE Trust III
78409B207
320.00000000
NS
USD
6848.00000000
0.006547138533
Long
EP
CORP
US
N
1
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933Y105
3834.00000000
NS
USD
442711.98000000
0.423261779147
Long
EC
CORP
US
N
1
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444U700
262.00000000
NS
USD
189708.96000000
0.181374246818
Long
EC
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCJ8
69000.00000000
PA
USD
63178.13000000
0.060402448804
Long
DBT
UST
US
N
2
2026-06-30
Fixed
0.88000000
N
N
N
N
N
N
Glencove Funding LLC
549300XUUQZO7I38ZR06
Glencove Funding LLC
37828XV30
450000.00000000
PA
USD
443692.58000000
0.424199297261
Long
STIV
CORP
IE
N
2
2023-08-03
None
0.00000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
549300TPZNMN50BJ3745
Charter Communications Operating LLC/Charter Communications Operating Capital
161175BT0
44000.00000000
PA
USD
32911.59000000
0.031465645311
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
15487.40000000
PA
USD
16292.55000000
0.015576749695
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
4781.00000000
NS
USD
381523.80000000
0.364761853463
Long
EC
CORP
US
N
1
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409V104
847.00000000
NS
USD
307105.26000000
0.293612833186
Long
EC
CORP
US
N
1
N
N
N
Equity LifeStyle Properties Inc
529900PEQG66LENB6798
Equity LifeStyle Properties, Inc.
29472R108
1801.00000000
NS
USD
124088.90000000
0.118637152277
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
392406.87000000
PA
USD
383164.12000000
0.366330107300
Long
ABS-MBS
USGSE
US
N
2
2024-08-25
Variable
3.06000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PAQ1
16000.00000000
PA
USD
15533.09000000
0.014850655970
Long
DBT
CORP
US
N
2
2026-12-06
Fixed
3.70000000
N
N
N
N
N
N
Whirlpool Corp
WHENKOULSSK7WUM60H03
Whirlpool Corp.
963320106
172.00000000
NS
USD
24009.48000000
0.022954642477
Long
EC
CORP
US
N
1
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co.
532457108
1635.00000000
NS
USD
647231.10000000
0.618795513294
Long
EC
CORP
US
N
1
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding Ltd.
12549BAY4
347273.00000000
PA
USD
344114.90000000
0.328996483910
Long
ABS-CBDO
CORP
KY
N
2
2030-10-18
Floating
6.26000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828P46
67000.00000000
PA
USD
63121.33000000
0.060348144267
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
135000.00000000
PA
USD
126943.37000000
0.121366213394
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
18705.00000000
NS
USD
1972442.25000000
1.885784559073
Long
EC
CORP
US
N
1
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12656TAB4
145133.66000000
PA
USD
118798.13000000
0.113578828075
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
1.11000000
N
N
N
N
N
N
MLCC Mortgage Investors Inc
N/A
Merrill Lynch Mortgage Investors Trust
5899292M9
5715.00000000
PA
USD
5302.71000000
0.005069739628
Long
ABS-MBS
CORP
US
N
2
2028-10-25
Floating
5.66000000
N
N
N
N
N
N
Liberty Street Funding LLC
549300F33VRHM10B9391
Liberty Street Funding LLC
53127USP6
250000.00000000
PA
USD
249138.37000000
0.238192672672
Long
STIV
CORP
US
N
2
2023-05-23
None
0.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDW3
70000.00000000
PA
USD
69126.92000000
0.066089883418
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
51091.96000000
PA
USD
47843.48000000
0.045741514529
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
373900.00000000
PA
USD
327089.47000000
0.312719052718
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
25199.77000000
PA
USD
23227.24000000
0.022206769573
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
205224.25000000
PA
USD
189810.39000000
0.181471220571
Long
DBT
UST
US
N
2
2030-07-15
Fixed
0.13000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64829VAA4
28287.37000000
PA
USD
26875.47000000
0.025694717472
Long
ABS-MBS
CORP
US
N
2
2057-12-25
Variable
3.50000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAK9
77000.00000000
PA
USD
63038.53000000
0.060268982019
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
40000.00000000
PA
USD
20590.98000000
0.019686331572
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
514.00000000
NS
USD
149779.60000000
0.143199151683
Long
EC
CORP
US
N
1
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp.
756109BT0
75000.00000000
PA
USD
73502.73000000
0.070273445665
Long
DBT
US
N
2
2033-07-15
Fixed
4.90000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CR7
61000.00000000
PA
USD
60117.97000000
0.057476734514
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
48000.00000000
PA
USD
43250.98000000
0.041350782386
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
200000.00000000
PA
USD
198190.80000000
0.189483443883
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
6.44000000
N
N
N
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
Baxter International, Inc.
071813109
3838.00000000
NS
USD
182995.84000000
0.174956062438
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TF5
359000.00000000
PA
USD
289387.66000000
0.276673641935
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.38000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKG3
51000.00000000
PA
USD
49493.01000000
0.047318573732
Long
DBT
CORP
US
N
2
2025-02-04
Fixed
1.84000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122108
8375.00000000
NS
USD
559198.75000000
0.534630794997
Long
EC
CORP
US
N
1
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAK7
47000.00000000
PA
USD
46079.81000000
0.044055329976
Long
DBT
CORP
KY
N
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co.
025816109
1507.00000000
NS
USD
243139.38000000
0.232457243555
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128UGL47
446.67000000
PA
USD
439.31000000
0.000420009262
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Floating
4.40000000
N
N
N
N
N
N
LMA-Americas LLC
N/A
LMA-Americas LLC
53944RVB1
500000.00000000
PA
USD
492329.17000000
0.470699077130
Long
STIV
CORP
US
N
2
2023-08-11
None
0.00000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172CW7
77000.00000000
PA
USD
80238.87000000
0.076713638679
Long
DBT
CORP
US
N
2
2029-11-17
Fixed
5.63000000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040H105
666.00000000
NS
USD
64801.80000000
0.061954784146
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFX7
177000.00000000
PA
USD
142743.97000000
0.136472626525
Long
DBT
CORP
US
N
2
2030-10-30
Fixed
1.68000000
N
N
N
N
N
N
Public Service Enterprise Group Inc
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc.
744573106
5535.00000000
NS
USD
349812.00000000
0.334443286326
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services, Inc.
760759BC3
66000.00000000
PA
USD
67366.18000000
0.064406500138
Long
DBT
CORP
US
N
2
2034-04-01
Fixed
5.00000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp.
458140CH1
50000.00000000
PA
USD
51347.52000000
0.049091607301
Long
DBT
CORP
US
N
2
2043-02-10
Fixed
5.63000000
N
N
N
N
N
N
KENVUE INC
5493008HSF8L4M2LIJ82
Kenvue, Inc.
49177JAG7
112000.00000000
PA
USD
115943.47000000
0.110849585305
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
5.00000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F022659
2261000.00000000
PA
USD
1952763.82000000
1.866970685339
Long
ABS-MBS
USGSE
US
N
2
2053-05-15
Fixed
2.50000000
N
N
N
N
N
N
Chariot Funding LLC
549300EEWRNP448AMT79
Chariot Funding LLC
15963UUD6
450000.00000000
PA
USD
445127.45000000
0.425571127382
Long
STIV
CORP
US
N
2
2023-07-13
None
0.00000000
N
N
N
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
Eaton Corp. PLC
000000000
2245.00000000
NS
USD
375184.40000000
0.358700969990
Long
EC
CORP
IE
N
1
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
4836.00000000
NS
USD
497576.04000000
0.475715430044
Long
EC
CORP
US
N
1
N
N
N
2023-05-26
TRANSAMERICA FUNDS
Vincent Toner
Vincent Toner
Treasurer