0001752724-23-148932.txt : 20230629
0001752724-23-148932.hdr.sgml : 20230629
20230629084048
ACCESSION NUMBER: 0001752724-23-148932
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: 231054477
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
S000044275
Transamerica Core Bond (formerly Transamerica Intermediate Bond)
C000137931
I2
C000171829
R
TMBRX
C000171830
R4
TMBFX
C000171831
I3
TMBTX
C000228029
R6
TAGMX
C000240465
I
TABGX
C000240466
A
TABDX
C000240467
C
TABEX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000787623
XXXXXXXX
S000044275
C000240465
C000240467
C000137931
C000240466
C000171829
C000171830
C000171831
C000228029
TRANSAMERICA FUNDS
811-04556
0000787623
54930088ZHZE1VMYEY52
1801 CALIFORNIA STREET
SUITE 5200
DENVER
80202
720-493-4256
Transamerica Core Bond
S000044275
549300ZF0O00XTDBKY49
2023-10-31
2023-04-30
N
3241115328.34
746735411.78
2494379916.56
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
540519865.08000000
0.00000000
0.00000000
0.00000000
USD
ACMBS
UST
Securities Portfolio VaR
Designated Reference Portfolio is the Fund's Securities Portfolio
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89175JAA8
1806726.26000000
PA
USD
1724191.93000000
0.069123068164
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
5195000.00000000
PA
USD
5509946.88000000
0.220894453303
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
11917000.00000000
PA
USD
11026068.40000000
0.442036448690
Long
ABS-MBS
CORP
US
N
2
2032-02-10
Fixed
3.61000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828R36
4019000.00000000
PA
USD
3773935.21000000
0.151297530297
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
7011000.00000000
PA
USD
6344677.79000000
0.254358918939
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
2526000.00000000
PA
USD
2273744.24000000
0.091154688381
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
2588000.00000000
PA
USD
2365499.62000000
0.094833172937
Long
DBT
CORP
US
N
2
2026-05-28
Fixed
1.20000000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XCF6
2475000.00000000
PA
USD
2474664.79000000
0.099209618132
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
28081000.00000000
PA
USD
16349504.03000000
0.655453642865
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128LXG20
182538.69000000
PA
USD
186142.95000000
0.007462493935
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RN0
6203000.00000000
PA
USD
5295568.96000000
0.212300015921
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
47497000.00000000
PA
USD
45339226.01000000
1.817655189933
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
5137000.00000000
PA
USD
4273267.34000000
0.171315817275
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
2.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128286B1
2275400.00000000
PA
USD
2164296.50000000
0.086766914920
Long
DBT
UST
US
N
2
2029-02-15
Fixed
2.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RY6
5574000.00000000
PA
USD
4634693.93000000
0.185805454062
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
5715000.00000000
PA
USD
5410249.23000000
0.216897562158
Long
DBT
CORP
US
N
2
2028-04-24
Fixed
3.71000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust, Inc.
17322GAA7
226692.66000000
PA
USD
216730.29000000
0.008688744186
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Variable
4.00000000
N
N
N
N
N
N
Citigroup Capital XIII
N/A
Citigroup Capital XIII
173080201
184306.00000000
NS
USD
5376206.02000000
0.215532765650
Long
EP
CORP
US
N
1
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group
125523CL2
4530000.00000000
PA
USD
3922435.13000000
0.157250910495
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
18008000.00000000
PA
USD
17814075.81000000
0.714168507039
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
8855000.00000000
PA
USD
8686708.25000000
0.348251210344
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
3121000.00000000
PA
USD
2963157.05000000
0.118793333378
Long
DBT
CORP
NL
N
2
2026-09-12
Fixed
2.50000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AN2
2477000.00000000
PA
USD
2353357.77000000
0.094346404666
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
1.80000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDC3
3109000.00000000
PA
USD
2512367.17000000
0.100721111219
Long
DBT
CORP
MX
N
2
2030-01-23
Fixed
6.84000000
N
N
N
N
N
N
CLEVELAND ELECTRIC ILLUM
N/A
Cleveland Electric Illuminating Co.
186108CE4
614000.00000000
PA
USD
632998.65000000
0.025376994330
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
5.95000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp.
655844CP1
8190000.00000000
PA
USD
7423579.55000000
0.297612224213
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
7580699.00000000
PA
USD
5424419.51000000
0.217465650440
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
1805917.10000000
PA
USD
1882086.73000000
0.075453090265
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
4688000.00000000
PA
USD
4227969.89000000
0.169499836890
Long
DBT
CORP
US
N
2
2044-03-11
Fixed
4.50000000
N
N
N
N
N
N
Thunder Bay Funding LLC
549300D7DHGDB5EMW139
Thunder Bay Funding LLC
88602USC5
9450000.00000000
PA
USD
9432058.61000000
0.378132398652
Long
STIV
CORP
US
N
2
2023-05-12
None
0.00000000
N
N
N
N
N
N
CROWDSTRIKE HOLDINGS INC
549300YBY08K9KM4HX32
Crowdstrike Holdings, Inc.
22788CAA3
570000.00000000
PA
USD
495793.70000000
0.019876430880
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
1297220.96000000
PA
USD
1211018.29000000
0.048549873335
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
33334600.00000000
PA
USD
31480362.88000000
1.262051649430
Long
DBT
UST
US
N
2
2032-08-15
Fixed
2.75000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFE0
8589000.00000000
PA
USD
8657942.44000000
0.347097985456
Long
DBT
CORP
US
N
2
2034-04-21
Fixed
5.25000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AZ1
8211000.00000000
PA
USD
8331417.35000000
0.334007554129
Long
DBT
CORP
CH
N
2
2033-08-12
Fixed
6.54000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BQ1
1795000.00000000
PA
USD
1798016.32000000
0.072082697108
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.25000000
N
N
N
N
N
N
Diameter Capital CLO 1 Ltd.
25490018I1ROE4V49X69
Diameter Capital CLO 1 Ltd.
25255DAA8
4000000.00000000
PA
USD
3903928.00000000
0.156508957359
Long
ABS-CBDO
CORP
KY
N
2
2036-07-15
Floating
6.50000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAZ3
3650000.00000000
PA
USD
3821543.43000000
0.153206149738
Long
DBT
US
N
2
2028-01-15
Fixed
6.60000000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW U.S. Capital LLC
05565EAH8
4981000.00000000
PA
USD
4773890.52000000
0.191385862606
Long
DBT
CORP
US
N
2
2026-04-11
Fixed
2.80000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128QHTK6
11820.05000000
PA
USD
11907.42000000
0.000477369943
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Floating
5.69000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Countrywide Alternative Loan Trust
12667GWF6
277950.88000000
PA
USD
242316.52000000
0.009714499318
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
5.64000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46642MAG3
4800000.00000000
PA
USD
768000.00000000
0.030789215183
Long
ABS-MBS
CORP
US
N
2
2027-06-10
Fixed
3.77000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592TAA3
17005000.00000000
PA
USD
15833612.28000000
0.634771478670
Long
ABS-MBS
CORP
US
N
2
2035-02-10
Fixed
3.18000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust
12669FJC8
20111.76000000
PA
USD
18524.80000000
0.000742661527
Long
ABS-MBS
CORP
US
N
2
2034-02-25
Variable
4.17000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F032658
73532000.00000000
PA
USD
68228163.31000000
2.735275523068
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
47214000.00000000
PA
USD
39165963.41000000
1.570168327205
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
6853000.00000000
PA
USD
6951246.73000000
0.278676342919
Long
DBT
CORP
US
N
2
2034-04-24
Fixed
5.39000000
N
N
N
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
20259BAA9
7251000.00000000
PA
USD
7173229.69000000
0.287575667298
Long
DBT
CORP
DE
N
2
2023-09-19
Fixed
8.13000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PDK9
6018000.00000000
PA
USD
6202495.93000000
0.248658830550
Long
DBT
CORP
US
N
2
2033-09-14
Fixed
5.72000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
641000.00000000
PA
USD
429075.66000000
0.017201696387
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128QHXK1
13285.34000000
PA
USD
13392.52000000
0.000536907786
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Floating
5.56000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31406F6E6
23983.11000000
PA
USD
24458.23000000
0.000980533471
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
6.00000000
N
N
N
N
N
N
VITERRA FINANCE BV
213800HBZGEIZLKJBI17
Viterra Finance BV
92852LAC3
5002000.00000000
PA
USD
4828417.34000000
0.193571849578
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
2483000.00000000
PA
USD
2122764.40000000
0.085101887884
Long
DBT
CORP
XX
N
2
2029-02-02
Fixed
3.00000000
N
N
N
N
N
N
GM Financial Securitized Term Auto Receivables Tr
N/A
GM Financial Consumer Automobile Receivables Trust
38013JAB9
3250000.00000000
PA
USD
3246028.83000000
0.130133698096
Long
ABS-O
CORP
US
N
2
2026-03-16
Fixed
5.19000000
N
N
N
N
N
N
Palmer Square CLO Ltd
549300PACXK2KP6J2T91
Palmer Square CLO Ltd.
69689CAW6
6697600.07000000
PA
USD
6640282.01000000
0.266209728755
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
6.35000000
N
N
N
N
N
N
Wellfleet CLO Ltd
254900SGJWAIVC8ISP96
Wellfleet CLO Ltd.
94949LAL4
3461897.28000000
PA
USD
3432543.85000000
0.137611108364
Long
ABS-CBDO
CORP
KY
N
2
2028-10-20
Floating
6.39000000
N
N
N
N
N
N
ARCELORMITTAL SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LBE3
5937000.00000000
PA
USD
6191124.74000000
0.248202958133
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
7666000.00000000
PA
USD
7420309.91000000
0.297481143940
Long
DBT
CORP
US
N
2
2034-01-26
Fixed
5.12000000
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group, Inc.
30212PAP0
2801000.00000000
PA
USD
2638526.93000000
0.105778871633
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
6384000.00000000
PA
USD
5442939.48000000
0.218208118332
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
9922000.00000000
PA
USD
6752386.14000000
0.270703997220
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
12848.21000000
PA
USD
12826.10000000
0.000514199938
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
3314000.00000000
PA
USD
2494244.55000000
0.099994573137
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
3.50000000
N
N
N
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
7149000.00000000
PA
USD
7413006.85000000
0.297188363359
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
565000.00000000
PA
USD
559026.48000000
0.022411440867
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
7191000.00000000
PA
USD
5647628.60000000
0.226414130522
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
9500000.00000000
PA
USD
10182091.74000000
0.408201319791
Long
DBT
CORP
IT
N
2
2033-11-21
Fixed
8.25000000
N
N
N
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
Diageo Capital PLC
25243YBH1
2774000.00000000
PA
USD
3017928.53000000
0.120989128799
Long
DBT
CORP
GB
N
2
2033-01-24
Fixed
5.50000000
N
N
N
N
N
N
ALCON FINANCE CORP
549300CUZUI9VU7XNK42
Alcon Finance Corp.
01400EAA1
3484000.00000000
PA
USD
3276280.33000000
0.131346484480
Long
DBT
CORP
US
N
2
2026-09-23
Fixed
2.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RK6
27484200.00000000
PA
USD
22001316.75000000
0.882035515277
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
2352000.00000000
PA
USD
2056586.24000000
0.082448797248
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.72000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VAN3
6515000.00000000
PA
USD
5337400.72000000
0.213977056364
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
3182000.00000000
PA
USD
3061423.17000000
0.122732834307
Long
DBT
CORP
GB
N
2
2028-03-15
Fixed
4.50000000
N
N
N
N
N
N
Cancara Asset Securitisation LLC
N/A
Cancara Asset Securitisation LLC
13738KSF5
1636000.00000000
PA
USD
1632195.94000000
0.065434937523
Long
STIV
CORP
JE
N
2
2023-05-15
None
0.00000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAE4
2726000.00000000
PA
USD
2131161.56000000
0.085438531069
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
3.60000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64829GAA7
889618.28000000
PA
USD
844793.08000000
0.033867859278
Long
ABS-MBS
CORP
US
N
2
2035-11-26
Variable
3.75000000
N
N
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp. of America Holdings
50540RAW2
2929000.00000000
PA
USD
2645982.94000000
0.106077783998
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.95000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust, Inc.
17324VAH7
180236.30000000
PA
USD
168721.49000000
0.006764065444
Long
ABS-MBS
CORP
US
N
2
2042-09-25
Variable
3.75000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64829HAD9
1827401.60000000
PA
USD
1678172.15000000
0.067278129480
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
4257000.00000000
PA
USD
4296909.38000000
0.172263629588
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.88000000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DU8
4093000.00000000
PA
USD
4163459.48000000
0.166913606558
Long
DBT
US
N
2
2033-03-08
Fixed
5.50000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BK8
1594000.00000000
PA
USD
1412468.00000000
0.056626017176
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
9112000.00000000
PA
USD
6458485.91000000
0.258921500575
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
1095000.00000000
PA
USD
1033249.93000000
0.041423117751
Long
DBT
CORP
US
N
2
2044-03-04
Fixed
5.40000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89173UAA5
1216954.85000000
PA
USD
1156737.86000000
0.046373764169
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Variable
2.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFG1
3682000.00000000
PA
USD
3620585.38000000
0.145149716607
Long
DBT
UST
US
N
2
2024-08-31
Fixed
3.25000000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
55783385.81000000
PA
USD
55783385.81000000
2.236362850729
Long
RA
CORP
US
N
2
Repurchase
N
2.10000000
2023-05-01
59386900.00000000
USD
56899064.58000000
USD
UST
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp.
125896BN9
974000.00000000
PA
USD
903207.29000000
0.036209692196
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
3501000.00000000
PA
USD
2645579.87000000
0.106061624872
Long
DBT
UST
US
N
2
2046-08-15
Fixed
2.25000000
N
N
N
N
N
N
WEYERHAEUSER CO
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co.
962166BY9
5505000.00000000
PA
USD
5197130.18000000
0.208353593031
Long
DBT
US
N
2
2030-04-15
Fixed
4.00000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital, Inc.
045054AL7
3037000.00000000
PA
USD
2826022.68000000
0.113295599489
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
4.25000000
N
N
N
N
N
N
Korea Development Bank/New York NY
549300ML2LNRZUCS7149
Korea Development Bank
5006E1TE4
17364000.00000000
PA
USD
17250787.76000000
0.691586219303
Long
STIV
CORP
US
N
2
2023-06-14
None
0.00000000
N
N
N
N
N
N
State Street Global Advisors
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
857492706
15420107.50000000
NS
USD
15420107.50000000
0.618194020791
Long
STIV
RF
US
N
1
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162CZ1
2411000.00000000
PA
USD
1950353.45000000
0.078189911530
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
14080000.00000000
PA
USD
12564749.96000000
0.503722383129
Long
DBT
UST
US
N
2
2048-05-15
Fixed
3.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFV8
28415900.00000000
PA
USD
29934374.66000000
1.200072790085
Long
DBT
UST
US
N
2
2032-11-15
Fixed
4.13000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCA5
3184000.00000000
PA
USD
2812590.92000000
0.112757118565
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
6139000.00000000
PA
USD
5134328.09000000
0.205835849459
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.15000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QX9
21721500.00000000
PA
USD
18554912.58000000
0.743868744966
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
4457000.00000000
PA
USD
4151277.66000000
0.166425235884
Long
DBT
UST
US
N
2
2026-08-15
Fixed
1.50000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co. LLC
65480CAD7
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
2.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418MFD9
298744.98000000
PA
USD
310075.10000000
0.012430949188
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
6.00000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV/NXP Funding LLC/NXP USA, Inc.
62954HAY4
1216000.00000000
PA
USD
1091553.49000000
0.043760514697
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
7157000.00000000
PA
USD
5679139.91000000
0.227677422845
Long
DBT
US
N
2
2031-11-01
Fixed
2.63000000
N
N
N
N
N
N
Cooperatieve Rabobank UA/NY
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21687BUX7
5000000.00000000
PA
USD
4934226.10000000
0.197813735880
Long
STIV
CORP
US
N
2
2023-07-31
None
0.00000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PEX6
4467000.00000000
PA
USD
4550590.17000000
0.182433723900
Long
DBT
CORP
US
N
2
2063-04-15
Fixed
5.20000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SU3
1946000.00000000
PA
USD
1330121.40000000
0.053324731776
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.88000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64829DAG1
804896.75000000
PA
USD
740044.21000000
0.029668464097
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
3332000.00000000
PA
USD
2979789.07000000
0.119460113121
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
1.95000000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
05253CUA2
22900000.00000000
PA
USD
22667819.42000000
0.908755689921
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
2207335.33000000
PA
USD
2057644.66000000
0.082491229437
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
1632480.02000000
PA
USD
1552953.76000000
0.062258108706
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
4636000.00000000
PA
USD
4685799.31000000
0.187854275080
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.10000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAQ7
4115000.00000000
PA
USD
4064462.12000000
0.162944790126
Long
DBT
CORP
US
N
2
2028-04-10
Fixed
4.55000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings, Inc.
18453HAA4
2020000.00000000
PA
USD
1824487.03000000
0.073143911153
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.13000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust
12669GTQ4
64243.59000000
PA
USD
57540.32000000
0.002306798560
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Floating
5.60000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BY7
2857000.00000000
PA
USD
2408242.55000000
0.096546742299
Long
DBT
CORP
NL
N
2
2046-09-12
Fixed
3.75000000
N
N
N
N
N
N
American Tower Trust I
5493004YGM0MQZJOEJ36
American Tower Trust #1
03027WAK8
2800000.00000000
PA
USD
2655299.64000000
0.106451291656
Long
DBT
US
N
2
2028-03-23
Fixed
3.65000000
N
N
N
N
N
N
AMER AIRLINE 16-2 AA PTT
N/A
American Airlines Pass-Through Trust
023765AA8
161.17000000
PA
USD
146.94000000
0.000005890842
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.20000000
N
N
N
N
N
N
TRIMBLE INC
549300E2MI7NSZFQWS19
Trimble, Inc.
896239AE0
4169000.00000000
PA
USD
4262100.77000000
0.170868148099
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.10000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDK4
12997000.00000000
PA
USD
11939978.42000000
0.478675214658
Long
DBT
UST
US
N
2
2026-11-30
Fixed
1.25000000
N
N
N
N
N
N
New Residential Advance Receivables Trust Advance
549300RNWDDBV4LFKJ17
NRZ Advance Receivables Trust
62942QCW1
7645000.00000000
PA
USD
7469171.12000000
0.299439995904
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
5122.38000000
PA
USD
4919.14000000
0.000197208932
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Floating
5.82000000
N
N
N
N
N
N
MASTR Adjustable Rate Mortgages Trust
N/A
MASTR Adjustable Rate Mortgages Trust
57645WAA8
186159.97000000
PA
USD
109084.36000000
0.004373205511
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
4.29000000
N
N
N
N
N
N
CORPORATE OFFICE PROP LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAL0
1209000.00000000
PA
USD
1078377.44000000
0.043232285220
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
11073000.00000000
PA
USD
10957678.36000000
0.439294683510
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
21091000.00000000
PA
USD
20709948.90000000
0.830264418122
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
6218000.00000000
PA
USD
5328384.52000000
0.213615595788
Long
DBT
CORP
US
N
2
2031-05-14
Fixed
2.75000000
N
N
N
N
N
N
CIFC Funding Ltd
254900S2BZHNDNVF2L25
CIFC Funding Ltd.
12548JAC6
9938304.73000000
PA
USD
9857357.24000000
0.395182673439
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
6.47000000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
321 Henderson Receivables VI LLC
88576XAA4
3825974.76000000
PA
USD
3809883.09000000
0.152738685262
Long
ABS-O
CORP
US
N
2
2059-07-15
Fixed
5.56000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAH4
8743000.00000000
PA
USD
8199474.44000000
0.328717946515
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
2.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SH2
3692500.00000000
PA
USD
3159683.77000000
0.126672113939
Long
DBT
UST
US
N
2
2049-05-15
Fixed
2.88000000
N
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp.
72147KAH1
6300000.00000000
PA
USD
5075343.00000000
0.203471129891
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128QHTC4
1872.58000000
PA
USD
1815.22000000
0.000072772394
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Floating
3.82000000
N
N
N
N
N
N
Fontainebleau Miami Beach Trust
N/A
Fontainebleau Miami Beach Trust
34461LAA2
3800000.00000000
PA
USD
3612685.84000000
0.144833023069
Long
ABS-MBS
CORP
US
N
2
2036-12-10
Fixed
3.14000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust
61762TAH9
1035000.00000000
PA
USD
701405.63000000
0.028119438636
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
4.50000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW LLC
55400UAA1
6745583.59000000
PA
USD
6478941.46000000
0.259741566109
Long
ABS-O
CORP
US
N
2
2039-11-21
Fixed
4.15000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Certificates
N/A
WaMu Mortgage Pass-Through Certificates Trust
92927BAB8
13144.49000000
PA
USD
171.87000000
0.000006890289
Long
ABS-MBS
CORP
US
N
2
2047-07-25
Floating
4.27000000
N
N
N
N
N
N
HarborView Mortgage Loan Trust
N/A
HarborView Mortgage Loan Trust
41161PDW0
111507.24000000
PA
USD
98168.99000000
0.003935606975
Long
ABS-MBS
CORP
US
N
2
2034-06-19
Floating
5.51000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric & Gas Co.
74456QBL9
1955000.00000000
PA
USD
1888513.60000000
0.075710744280
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.00000000
N
N
N
N
N
N
GoodLeap Sustainable Home Improvement Loan Trust
N/A
GoodLeap Sustainable Home Solutions Trust
38237HAA5
3533836.94000000
PA
USD
2788230.92000000
0.111780523146
Long
ABS-O
CORP
US
N
2
2048-10-20
Fixed
2.31000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
82653GAA0
814769.12000000
PA
USD
807761.86000000
0.032383273078
Long
ABS-O
CORP
US
N
2
2035-09-20
Fixed
3.69000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BN1
3463000.00000000
PA
USD
3030184.98000000
0.121480491399
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
2446000.00000000
PA
USD
1992904.40000000
0.079895784389
Long
DBT
US
N
2
2031-02-01
Fixed
2.20000000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
JG Wentworth XXII LLC
46616MAA8
460748.00000000
PA
USD
451752.86000000
0.018110828146
Long
ABS-O
CORP
US
N
2
2048-12-15
Fixed
3.82000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AU0
2888000.00000000
PA
USD
2792055.27000000
0.111933841812
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
JGWPT XXVIII LLC
46617FAA2
916375.13000000
PA
USD
805879.62000000
0.032307813843
Long
ABS-O
CORP
US
N
2
2067-04-15
Fixed
3.22000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128QSU46
51265.03000000
PA
USD
50725.72000000
0.002033600401
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Floating
3.96000000
N
N
N
N
N
N
Laurel Road Prime Student Loan Trust
549300XLHGW4YH0MCQ51
Laurel Road Prime Student Loan Trust
51888RAB6
204026.14000000
PA
USD
200166.39000000
0.008024695383
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
31415MM77
294090.17000000
PA
USD
312952.00000000
0.012546284466
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
6.50000000
N
N
N
N
N
N
Structured Adjustable Rate Mortgage Loan Trust
N/A
Structured Adjustable Rate Mortgage Loan Trust
86363GAF1
476200.80000000
PA
USD
233690.35000000
0.009368675094
Long
ABS-MBS
CORP
US
N
2
2047-04-25
Variable
4.21000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680BG7
5869000.00000000
PA
USD
6126057.50000000
0.245594404418
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
6.10000000
N
N
N
N
N
N
CARGILL INC
QXZYQNMR4JZ5RIRN4T31
Cargill, Inc.
141781BZ6
2894000.00000000
PA
USD
2996776.65000000
0.120141147308
Long
DBT
CORP
US
N
2
2032-10-11
Fixed
5.13000000
N
N
N
N
N
N
GE HEALTHCARE TECH INC
549300OI9J7XOWZMUN85
GE HealthCare Technologies, Inc.
36267VAG8
2577000.00000000
PA
USD
2708496.60000000
0.108583964376
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
3121000.00000000
PA
USD
2722464.78000000
0.109143950443
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
4143000.00000000
PA
USD
3773755.13000000
0.151290310868
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.38000000
N
N
N
N
N
N
RAAC Series
N/A
RAAC Trust
74919LAD0
391284.30000000
PA
USD
349200.50000000
0.013999491323
Long
ABS-O
CORP
US
N
2
2046-11-25
Floating
5.37000000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp.
852060AD4
822000.00000000
PA
USD
885735.59000000
0.035509249578
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138ABBJ7
11314.49000000
PA
USD
11141.55000000
0.000446666120
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Floating
4.25000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GZM9
8768000.00000000
PA
USD
7542657.62000000
0.302386078797
Long
DBT
CORP
US
N
2
2033-02-24
Fixed
3.10000000
N
N
N
N
N
N
Structured Adjustable Rate Mortgage Loan Trust
N/A
Structured Adjustable Rate Mortgage Loan Trust
863579UL0
189004.66000000
PA
USD
112104.81000000
0.004494295726
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Variable
4.19000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128284V9
12179700.00000000
PA
USD
11777198.92000000
0.472149364329
Long
DBT
UST
US
N
2
2028-08-15
Fixed
2.88000000
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
466247BL6
11811.46000000
PA
USD
10460.40000000
0.000419358732
Long
ABS-MBS
CORP
US
N
2
2034-02-25
Variable
2.97000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Inflation-Indexed Bonds
912810PZ5
13415655.04000000
PA
USD
14276536.55000000
0.572348119675
Long
DBT
UST
US
N
2
2029-01-15
Fixed
2.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GLH0
9128000.00000000
PA
USD
9170247.21000000
0.367636347178
Long
DBT
CORP
US
N
2
2034-04-25
Fixed
5.29000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BX6
3196000.00000000
PA
USD
3023038.74000000
0.121193997751
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.13000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31298T5K4
138473.92000000
PA
USD
142388.98000000
0.005708391855
Long
ABS-MBS
USGSE
US
N
2
2031-05-01
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SX7
3830000.00000000
PA
USD
2941619.55000000
0.117929892333
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
9737000.00000000
PA
USD
7972929.40000000
0.319635727784
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.63000000
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CAN5
4753000.00000000
PA
USD
4675428.28000000
0.187438499202
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
324378.82000000
PA
USD
341462.35000000
0.013689267931
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
6.00000000
N
N
N
N
N
N
TAKE-TWO INTERACTIVE SOF
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054AF6
6520000.00000000
PA
USD
6336636.54000000
0.254036544230
Long
DBT
CORP
US
N
2
2025-04-14
Fixed
3.55000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust
43283AAA3
1361872.73000000
PA
USD
1338936.48000000
0.053678129426
Long
ABS-O
CORP
US
N
2
2028-12-26
Fixed
2.66000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFW9
9757000.00000000
PA
USD
6291611.29000000
0.252231476377
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
2745000.00000000
PA
USD
2665908.01000000
0.106876582524
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
2703000.00000000
PA
USD
2275701.98000000
0.091233174421
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
6903000.00000000
PA
USD
7367360.39000000
0.295358391121
Long
DBT
CORP
US
N
2
2032-11-02
Fixed
6.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418QGR8
3535.84000000
PA
USD
3531.83000000
0.000141591502
Long
ABS-MBS
USGSE
US
N
2
2025-04-01
Fixed
4.50000000
N
N
N
N
N
N
GXO LOGISTICS INC
5493007CNWMXN78JRN66
GXO Logistics, Inc.
36262GAD3
9977000.00000000
PA
USD
7875247.97000000
0.315719667149
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
402000.00000000
PA
USD
337988.46000000
0.013549999250
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.95000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
00774MAL9
6232000.00000000
PA
USD
6022445.63000000
0.241440591708
Long
DBT
CORP
IE
N
2
2026-04-03
Fixed
4.45000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bonds
168863DL9
825000.00000000
PA
USD
635078.32000000
0.025460368558
Long
DBT
NUSS
CL
N
2
2050-01-25
Fixed
3.50000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Countrywide Alternative Loan Trust
02151BBG2
4666297.94000000
PA
USD
1973826.76000000
0.079130959437
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Fixed
6.50000000
N
N
N
N
N
N
Columbia Funding Co LLC
549300O1V8MCLCRCFD82
Columbia Funding Co. LLC
19767DVA9
15070000.00000000
PA
USD
14841220.67000000
0.594986376031
Long
STIV
CORP
US
N
2
2023-08-10
None
0.00000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co.
37045VAF7
1445000.00000000
PA
USD
1399777.55000000
0.056117255463
Long
DBT
CORP
US
N
2
2043-10-02
Fixed
6.25000000
N
N
N
N
N
N
Trafigura Securitisation Finance Plc
N/A
Trafigura Securitisation Finance PLC
892725AS1
4500000.00000000
PA
USD
4129956.00000000
0.165570447892
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
76547.13000000
PA
USD
80005.04000000
0.003207411969
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
6.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300DT2BKPLXAJ4C66
Wells Fargo Commercial Mortgage Trust
94989CBC4
3000000.00000000
PA
USD
2822053.80000000
0.113136486597
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Fixed
3.78000000
N
N
N
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BorgWarner, Inc.
099724AJ5
3645000.00000000
PA
USD
3545366.04000000
0.142134163944
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.38000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31416TL56
633707.69000000
PA
USD
642684.74000000
0.025765310878
Long
ABS-MBS
USGSE
US
N
2
2039-08-01
Fixed
5.00000000
N
N
N
N
N
N
HALEON US CAPITAL LLC
549300N8C3A3L0UVQB07
Haleon U.S. Capital LLC
36264FAK7
2762000.00000000
PA
USD
2632655.79000000
0.105543496903
Long
DBT
CORP
US
N
2
2027-03-24
Fixed
3.38000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AE7
4138000.00000000
PA
USD
4209173.60000000
0.168746291294
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
994239.35000000
PA
USD
948311.56000000
0.038017927970
Long
ABS-MBS
CORP
US
N
2
2064-09-25
Variable
3.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746RG8
2943000.00000000
PA
USD
2774954.70000000
0.111248277841
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
4892000.00000000
PA
USD
3958199.87000000
0.158684723354
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
1493000.00000000
PA
USD
1472020.47000000
0.059013483079
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
29337000.00000000
PA
USD
24894048.94000000
0.998005507289
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
9317000.00000000
PA
USD
7208434.79000000
0.288987044120
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
4781000.00000000
PA
USD
4730462.01000000
0.189644808258
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
10038000.00000000
PA
USD
9519493.84000000
0.381637687859
Long
DBT
CORP
US
N
2
2030-01-24
Fixed
6.80000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investors Trust
N/A
Merrill Lynch Mortgage Investors Trust
59020UAB1
44203.01000000
PA
USD
40069.81000000
0.001606403649
Long
ABS-MBS
CORP
US
N
2
2034-02-25
Variable
4.06000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
3137BFE98
17140000.00000000
PA
USD
16701872.46000000
0.669580136895
Long
ABS-MBS
USGSE
US
N
2
2024-10-25
Fixed
3.17000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBL4
5731000.00000000
PA
USD
4857694.12000000
0.194745559317
Long
DBT
UST
US
N
2
2031-02-15
Fixed
1.13000000
N
N
N
N
N
N
Lexington Parker Capital Co LLC
5493005MSQJBO8BDMA02
Lexington Parker Capital Co. LLC
52953BV83
3825000.00000000
PA
USD
3768601.64000000
0.151083706815
Long
STIV
CORP
US
N
2
2023-08-08
None
0.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89177BAA3
6695395.17000000
PA
USD
6369009.39000000
0.255334375798
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.75000000
N
N
N
N
N
N
New Residential Advance Receivables Trust Advance
N/A
New Residential Advance Receivables Trust Advance Receivables Backed
62942QCR2
11450000.00000000
PA
USD
11247791.86000000
0.450925369681
Long
ABS-O
CORP
US
N
2
2053-08-15
Fixed
1.43000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust
55389PAA7
334672.58000000
PA
USD
316913.01000000
0.012705081848
Long
ABS-O
CORP
US
N
2
2036-11-20
Fixed
2.89000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64828MAA5
2567921.44000000
PA
USD
2471950.26000000
0.099100792288
Long
ABS-MBS
CORP
US
N
2
2057-04-25
Variable
4.00000000
N
N
N
N
N
N
Orange Lake Timeshare Trust
N/A
Orange Lake Timeshare Trust
68504WAB3
516681.49000000
PA
USD
503229.33000000
0.020174526208
Long
ABS-O
CORP
US
N
2
2030-11-08
Fixed
3.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31416CCW4
2556402.76000000
PA
USD
2544353.33000000
0.102003440338
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
2244700.00000000
PA
USD
1976475.88000000
0.079237162987
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
7295000.00000000
PA
USD
6513439.60000000
0.261124600817
Long
DBT
CORP
US
N
2
2044-07-01
Fixed
4.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31402RN21
15983.25000000
PA
USD
16259.40000000
0.000651841361
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Floating
3.95000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RAY5
2863000.00000000
PA
USD
2845164.08000000
0.114062980587
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
22415000.00000000
PA
USD
22006105.57000000
0.882227499664
Long
STIV
CORP
US
N
2
2023-09-01
None
0.00000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investors Trust
N/A
Merrill Lynch Mortgage Investors Trust
59020UXK6
40472.95000000
PA
USD
34847.86000000
0.001397055026
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Variable
3.79000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFM8
3536000.00000000
PA
USD
3609620.62000000
0.144710138020
Long
DBT
UST
US
N
2
2027-09-30
Fixed
4.13000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738BD9
4235000.00000000
PA
USD
4335505.53000000
0.173810954025
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
27621100.00000000
PA
USD
26730966.96000000
1.071647778373
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
3395000.00000000
PA
USD
3388401.44000000
0.135841433676
Long
DBT
CORP
US
N
2
2027-04-06
Fixed
4.60000000
N
N
N
N
N
N
Liberty Street Funding LLC
549300F33VRHM10B9391
Liberty Street Funding LLC
53127USR2
10900000.00000000
PA
USD
10859304.85000000
0.435350877302
Long
STIV
CORP
US
N
2
2023-05-25
None
0.00000000
N
N
N
N
N
N
BB-UBS Trust
N/A
BB-UBS Trust
05490AAA1
1725041.10000000
PA
USD
1591062.16000000
0.063785879185
Long
ABS-MBS
CORP
US
N
2
2030-06-05
Fixed
2.89000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SD1
3727300.00000000
PA
USD
3254398.81000000
0.130469251632
Long
DBT
UST
US
N
2
2048-08-15
Fixed
3.00000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F042657
41726000.00000000
PA
USD
40707298.93000000
1.631960659230
Long
ABS-MBS
USGSE
US
N
2
2053-05-15
Fixed
4.50000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/Ford Credit
N/A
Ford Credit Auto Owner Trust
34532PAA8
5440000.00000000
PA
USD
5362033.92000000
0.214964604405
Long
ABS-O
CORP
US
N
2
2030-07-15
Fixed
3.52000000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA Tower Trust
78403DAN0
13134000.00000000
PA
USD
12530773.77000000
0.502360273461
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
1347000.00000000
PA
USD
1314587.81000000
0.052701988228
Long
DBT
UST
US
N
2
2024-05-31
Fixed
2.50000000
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46629AAM3
152496.33000000
PA
USD
54582.25000000
0.002188209167
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128285M8
13172000.00000000
PA
USD
12878202.62000000
0.516288739117
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
5667000.00000000
PA
USD
4910626.59000000
0.196867628599
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.26000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128285Z9
2462000.00000000
PA
USD
2418241.79000000
0.096947613069
Long
DBT
UST
US
N
2
2024-01-31
Fixed
2.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust
17322AAD4
4165000.00000000
PA
USD
4095399.93000000
0.164185090763
Long
ABS-MBS
CORP
US
N
2
2047-03-11
Fixed
4.02000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RAZ2
1293000.00000000
PA
USD
1246831.52000000
0.049985630164
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
2557912.30000000
PA
USD
2482252.84000000
0.099513823997
Long
ABS-MBS
CORP
US
N
2
2058-01-25
Variable
3.00000000
N
N
N
N
N
N
Lexington Parker Capital Co LLC
5493005MSQJBO8BDMA02
Lexington Parker Capital Co. LLC
52953BW58
10000000.00000000
PA
USD
9811752.80000000
0.393354385787
Long
STIV
CORP
US
N
2
2023-09-05
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31402DGM6
117822.14000000
PA
USD
122291.30000000
0.004902673373
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
6.00000000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co. LLC
68233JAS3
707000.00000000
PA
USD
730282.61000000
0.029277120343
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
5.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138ELMZ3
143026.05000000
PA
USD
139997.93000000
0.005612534364
Long
ABS-MBS
USGSE
US
N
2
2028-07-01
Fixed
3.50000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CT4
10038000.00000000
PA
USD
9376497.71000000
0.375904955285
Long
DBT
CORP
DE
N
2
2034-02-10
Fixed
7.08000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDU2
1620000.00000000
PA
USD
1075976.54000000
0.043136032841
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
1280763.16000000
PA
USD
1262641.64000000
0.050619459835
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
122163.01000000
PA
USD
126663.55000000
0.005077957417
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
4561000.00000000
PA
USD
4290510.12000000
0.172007082462
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
3353000.00000000
PA
USD
3071817.72000000
0.123149553105
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
5298000.00000000
PA
USD
5280667.06000000
0.211702596903
Long
ABS-O
CORP
US
N
2
2040-10-20
Fixed
4.93000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Trust
N/A
IndyMac INDX Mortgage Loan Trust
45669JAC9
280258.73000000
PA
USD
209496.26000000
0.008398731027
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Variable
3.22000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397B28
6702000.00000000
PA
USD
6224257.31000000
0.249531246971
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.38000000
N
N
N
N
N
N
CARLISLE COS INC
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos., Inc.
142339AL4
3830000.00000000
PA
USD
3026567.72000000
0.121335474997
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.20000000
N
N
N
N
N
N
Fontainebleau Miami Beach Trust
N/A
Fontainebleau Miami Beach Trust
34461LAJ3
4570000.00000000
PA
USD
4332829.34000000
0.173703665236
Long
ABS-MBS
CORP
US
N
2
2036-12-10
Fixed
3.75000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AM0
4526000.00000000
PA
USD
4210054.06000000
0.168781589045
Long
DBT
CORP
CH
N
2
2025-09-11
Fixed
2.59000000
N
N
N
N
N
N
Orange Lake Timeshare Trust
N/A
Orange Lake Timeshare Trust
68504WAA5
631504.89000000
PA
USD
615582.76000000
0.024678789141
Long
ABS-O
CORP
US
N
2
2030-11-08
Fixed
3.10000000
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AH1
3125000.00000000
PA
USD
2739986.75000000
0.109846408392
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31410K3E2
19757.15000000
PA
USD
20399.14000000
0.000817804050
Long
ABS-MBS
USGSE
US
N
2
2038-10-01
Fixed
6.00000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp.
871829BC0
5932000.00000000
PA
USD
5715581.78000000
0.229138381930
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.30000000
N
N
N
N
N
N
RACKSPACE TECHNOLOGY
549300QTYCKLMFSE8I97
Rackspace Technology Global, Inc.
750098AB1
2902000.00000000
PA
USD
1204330.00000000
0.048281738960
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
3472000.00000000
PA
USD
2483719.12000000
0.099572607344
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
3740000.00000000
PA
USD
3405898.28000000
0.136542884160
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.25000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
00774MAP0
4363000.00000000
PA
USD
4335618.68000000
0.173815490223
Long
DBT
CORP
IE
N
2
2023-09-15
Fixed
4.50000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAH4
8463000.00000000
PA
USD
8345616.07000000
0.334576782574
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
5.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
3137B7YY9
6760930.38000000
PA
USD
6676778.43000000
0.267672874756
Long
ABS-MBS
USGSE
US
N
2
2024-01-25
Fixed
3.49000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89180YAA8
13720167.75000000
PA
USD
12882303.17000000
0.516453130674
Long
ABS-MBS
CORP
US
N
2
2062-09-25
Fixed
3.75000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAP5
2532000.00000000
PA
USD
2581485.41000000
0.103492070027
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
98151000.00000000
PA
USD
87975159.74000000
3.526935057323
Long
ABS-MBS
USGSE
US
N
2
2053-05-15
Fixed
3.00000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana, Inc.
444859BX9
2986000.00000000
PA
USD
3042872.91000000
0.121989152085
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
5.50000000
N
N
N
N
N
N
Baidu Inc
254900AL64IANZYI1E02
Baidu, Inc.
056752AM0
4652000.00000000
PA
USD
4617615.95000000
0.185120795727
Long
DBT
CORP
KY
N
2
2024-05-14
Fixed
4.38000000
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
82653EAB3
1762594.99000000
PA
USD
1687854.44000000
0.067666293686
Long
ABS-O
CORP
US
N
2
2036-01-20
Fixed
3.42000000
N
N
N
N
N
N
Carlisle Cos Inc
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos., Inc.
142339AH3
3740000.00000000
PA
USD
3580264.08000000
0.143533230693
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.75000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Countrywide Alternative Loan Trust
12668ACZ6
322671.01000000
PA
USD
272371.92000000
0.010919424029
Long
ABS-MBS
CORP
US
N
2
2035-11-20
Floating
5.59000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796YH6
45305000.00000000
PA
USD
44519057.47000000
1.784774531515
Long
STIV
UST
US
N
2
2023-09-07
None
0.00000000
N
N
N
N
N
Honda Auto Receivables Owner Trust
549300O8F12G9LCGR139
Honda Auto Receivables Owner Trust
43815PAB5
3990248.72000000
PA
USD
3957594.92000000
0.158660470833
Long
ABS-O
CORP
US
N
2
2025-03-18
Fixed
3.81000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BV0
2893000.00000000
PA
USD
2719196.89000000
0.109012940328
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
5.50000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
82653EAA5
775541.80000000
PA
USD
744890.06000000
0.029862734824
Long
ABS-O
CORP
US
N
2
2036-01-20
Fixed
3.20000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796ZZ5
23209000.00000000
PA
USD
22954861.45000000
0.920263240479
Long
STIV
UST
US
N
2
2023-07-20
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGH8
5089000.00000000
PA
USD
5073892.03000000
0.203412960323
Long
DBT
UST
US
N
2
2028-01-31
Fixed
3.50000000
N
N
N
N
N
N
DBS Bank Ltd
ATUEL7OJR5057F2PV266
DBS Bank Ltd.
23305EUT8
23785000.00000000
PA
USD
23486498.25000000
0.941576625680
Long
STIV
CORP
SG
N
2
2023-07-27
None
0.00000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCK9
5825000.00000000
PA
USD
6533447.80000000
0.261926732035
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
2434590.71000000
PA
USD
2397542.08000000
0.096117759130
Long
ABS-MBS
USGSE
US
N
2
2027-06-25
Fixed
2.89000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64830GAB2
791242.05000000
PA
USD
752355.91000000
0.030162041676
Long
ABS-MBS
CORP
US
N
2
2057-12-25
Variable
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QW1
3570000.00000000
PA
USD
3182320.31000000
0.127579615634
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
4018712.64000000
PA
USD
3579476.59000000
0.143501660121
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
2790000.00000000
PA
USD
2471955.29000000
0.099100993941
Long
DBT
US
N
2
2028-03-15
Fixed
4.13000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128JM3C9
5529.80000000
PA
USD
5474.14000000
0.000219458951
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Floating
4.00000000
N
N
N
N
N
N
Municipal Electric Authority of Georgia
JA0WNILDDF2KUPS83B16
Municipal Electric Authority of Georgia
626207YF5
267000.00000000
PA
USD
296287.76000000
0.011878213019
Long
DBT
MUN
US
N
2
2057-04-01
Fixed
6.64000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGM7
8808800.00000000
PA
USD
8844585.75000000
0.354580538885
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
2348983.32000000
PA
USD
37401.22000000
0.001499419545
Long
ABS-MBS
USGA
US
N
2
2053-02-16
Variable
0.64000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31413NJ63
666.72000000
PA
USD
656.36000000
0.000026313553
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Floating
5.17000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31403V4K2
1029.33000000
PA
USD
1048.67000000
0.000042041310
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31406H3D7
3258.14000000
PA
USD
3244.68000000
0.000130079623
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Floating
5.16000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31417SBN9
1284183.85000000
PA
USD
1306691.07000000
0.052385406943
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
5.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBB4
4041000.00000000
PA
USD
4088262.36000000
0.163898944697
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
7.60000000
N
N
N
N
N
N
BXG Receivables Note Trust
549300R4HW4HQYM9LE23
BXG Receivables Note Trust
05606XAA2
183836.74000000
PA
USD
177381.70000000
0.007111254337
Long
ABS-O
CORP
US
N
2
2030-05-02
Fixed
2.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138X4FZ8
359474.53000000
PA
USD
351633.66000000
0.014097037009
Long
ABS-MBS
USGSE
US
N
2
2028-10-01
Fixed
3.50000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64829KBV1
1833916.39000000
PA
USD
1740801.67000000
0.069788954699
Long
ABS-MBS
CORP
US
N
2
2057-03-25
Variable
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796ZP7
33991000.00000000
PA
USD
33820483.13000000
1.355867360279
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
1520000.00000000
PA
USD
1424800.42000000
0.057120425422
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.38000000
N
N
N
N
N
N
Standard Chartered Bank/New York
RILFO74KP1CM8P6PCT96
Standard Chartered Bank
85324UTM5
25000000.00000000
PA
USD
24815012.50000000
0.994836926614
Long
STIV
CORP
GB
N
2
2023-06-21
None
0.00000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAP5
1100000.00000000
PA
USD
997202.80000000
0.039977983841
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
23182000.00000000
PA
USD
21457838.75000000
0.860247414900
Long
ABS-MBS
USGSE
US
N
2
2038-05-15
Fixed
2.50000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89173FAA8
320942.74000000
PA
USD
315249.54000000
0.012638393129
Long
ABS-MBS
CORP
US
N
2
2056-10-25
Variable
2.75000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBF5
1668000.00000000
PA
USD
1452303.66000000
0.058223033723
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
5.15000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCB6
1410000.00000000
PA
USD
1333759.75000000
0.053470593679
Long
DBT
CORP
MX
N
2
2026-08-04
Fixed
6.88000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
826943AA0
6692151.90000000
PA
USD
6715809.33000000
0.269237628374
Long
ABS-O
CORP
US
N
2
2040-01-20
Fixed
5.20000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128QHTU4
4541.95000000
PA
USD
4405.57000000
0.000176619847
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Floating
3.91000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital, Inc.
045054AQ6
3822000.00000000
PA
USD
3795034.07000000
0.152143386210
Long
DBT
CORP
US
N
2
2033-05-30
Fixed
5.55000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAV3
7847000.00000000
PA
USD
6945850.52000000
0.278460008192
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.38000000
N
N
N
N
N
N
ALCON FINANCE CORP
549300CUZUI9VU7XNK42
Alcon Finance Corp.
01400EAF0
2593000.00000000
PA
USD
2774847.35000000
0.111243974166
Long
DBT
CORP
US
N
2
2052-12-06
Fixed
5.75000000
N
N
N
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer U.S. Finance II LLC
07274NAL7
4174000.00000000
PA
USD
4041200.06000000
0.162012211258
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.38000000
N
N
N
N
N
N
INFOR INC
549300Q3IIYBYI4RHD64
Infor, Inc.
45674CAA1
5112000.00000000
PA
USD
4677749.25000000
0.187531547177
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
1.75000000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
JG Wentworth XXI LLC
466159AA8
328939.56000000
PA
USD
321520.49000000
0.012889796292
Long
ABS-O
CORP
US
N
2
2048-01-15
Fixed
4.07000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
466247K77
6693.97000000
PA
USD
6404.22000000
0.000256745973
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Variable
4.18000000
N
N
N
N
N
N
Accelerated Assets
N/A
Accelerated Assets LLC
00439KAA4
726513.04000000
PA
USD
663029.46000000
0.026580933225
Long
ABS-O
CORP
US
N
2
2040-10-20
Fixed
1.35000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128QJG42
127348.47000000
PA
USD
127126.35000000
0.005096511127
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Floating
3.98000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F020455
39804000.00000000
PA
USD
35823600.00000000
1.436172563857
Long
ABS-MBS
USGSE
US
N
2
2038-05-15
Fixed
2.00000000
N
N
N
N
N
N
STELLANTIS FIN US INC
549300QZ0AI8Q7LNON33
Stellantis Finance U.S., Inc.
85855CAE0
3512000.00000000
PA
USD
3691508.54000000
0.147993034881
Long
DBT
CORP
US
N
2
2032-09-12
Fixed
6.38000000
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64828AAA1
305312.08000000
PA
USD
288946.71000000
0.011583909414
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
2212293.96000000
PA
USD
1937167.55000000
0.077661287165
Long
ABS-MBS
CORP
US
N
2
2060-10-25
Fixed
1.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31371MSG3
2165.73000000
PA
USD
2182.35000000
0.000087490681
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
5.50000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAY5
2346000.00000000
PA
USD
2257175.30000000
0.090490437523
Long
DBT
CORP
US
N
2
2026-05-14
Fixed
3.20000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64828GAD2
1955552.63000000
PA
USD
1830656.37000000
0.073391240758
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828VS6
7762000.00000000
PA
USD
7701965.74000000
0.308772761072
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
5366442.90000000
PA
USD
5019198.63000000
0.201220295139
Long
ABS-MBS
CORP
US
N
2
2058-12-25
Variable
3.50000000
N
N
N
N
N
N
ADVANCED MICRO DEVICES
R2I72C950HOYXII45366
Advanced Micro Devices, Inc.
007903BF3
6496000.00000000
PA
USD
6296365.12000000
0.252422058011
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
3.92000000
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83369CTC8
21000000.00000000
PA
USD
20866597.50000000
0.836544479911
Long
STIV
CORP
US
N
2
2023-06-12
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YB0
14913000.00000000
PA
USD
13349465.16000000
0.535181712752
Long
DBT
UST
US
N
2
2029-08-15
Fixed
1.63000000
N
N
N
N
N
N
Manhattan West
N/A
Manhattan West Mortgage Trust
563136AA8
5765000.00000000
PA
USD
4978735.29000000
0.199598114823
Long
ABS-MBS
CORP
US
N
2
2039-09-10
Fixed
2.13000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CD8
535000.00000000
PA
USD
575259.30000000
0.023062216632
Long
DBT
CORP
US
N
2
2037-04-01
Fixed
5.75000000
N
N
N
N
N
N
SPRINT LLC
549300ZTTY7CXOLJ6539
Sprint LLC
85207UAF2
2873000.00000000
PA
USD
2895093.37000000
0.116064652011
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31402CTT9
208786.73000000
PA
USD
218072.05000000
0.008742535511
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
6.00000000
N
N
N
N
N
N
Fontainebleau Miami Beach Trust
N/A
Fontainebleau Miami Beach Trust
34461LAG9
6050000.00000000
PA
USD
5726819.29000000
0.229588895098
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
262565.45000000
PA
USD
255933.87000000
0.010260420567
Long
ABS-MBS
USGSE
US
N
2
2029-01-01
Fixed
3.50000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F030454
13045000.00000000
PA
USD
12374405.47000000
0.496091448934
Long
ABS-MBS
USGSE
US
N
2
2038-05-15
Fixed
3.00000000
N
N
N
N
N
N
Anglesea Funding LLC
549300JC7SH8MD7E2Z33
Anglesea Funding LLC
0347M3V35
18132000.00000000
PA
USD
17876973.42000000
0.716690080020
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
6278000.00000000
PA
USD
5510103.92000000
0.220900749056
Long
DBT
US
N
2
2026-11-15
Fixed
1.63000000
N
N
N
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525BJ1
3819000.00000000
PA
USD
2930279.67000000
0.117475275139
Long
DBT
CORP
US
N
2
2050-05-20
Fixed
3.25000000
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89178BAA2
9767174.65000000
PA
USD
9148597.99000000
0.366768427265
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
2.90000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468V4
1138000.00000000
PA
USD
1016904.29000000
0.040767819017
Long
DBT
CORP
US
N
2
2026-12-10
Fixed
0.99000000
N
N
N
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Peruvian Government International Bonds
715638AS1
390000.00000000
PA
USD
410843.41000000
0.016470763225
Long
DBT
NUSS
PE
N
2
2025-07-21
Fixed
7.35000000
N
N
N
N
N
N
MUNICH RE
529900MUF4C20K50JS49
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
62582PAA8
3400000.00000000
PA
USD
3410329.20000000
0.136720520292
Long
DBT
CORP
DE
N
2
2042-05-23
Fixed
5.88000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12649FEQ7
87923.55000000
PA
USD
87186.03000000
0.003495298748
Long
ABS-MBS
CORP
US
N
2
2036-12-27
Floating
5.15000000
N
N
N
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp.
125896BM1
723000.00000000
PA
USD
714058.54000000
0.028626695366
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
25814000.00000000
PA
USD
19241513.46000000
0.771394659340
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
51248000.00000000
PA
USD
51606335.75000000
2.068904396134
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
2986000.00000000
PA
USD
2992713.69000000
0.119978262739
Long
DBT
CORP
CA
N
2
2028-03-27
Fixed
4.90000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89175TAA6
2318394.67000000
PA
USD
2152209.82000000
0.086282358421
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
1240000.00000000
PA
USD
826065.78000000
0.033117079500
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
5018000.00000000
PA
USD
4686873.67000000
0.187897346305
Long
DBT
US
N
2
2026-10-15
Fixed
3.25000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABW4
4213000.00000000
PA
USD
3808126.49000000
0.152668262950
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TJ7
29090100.00000000
PA
USD
25526562.75000000
1.023363064324
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.00000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RE0
9479600.00000000
PA
USD
9199285.29000000
0.368800487404
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
3178000.00000000
PA
USD
3152389.23000000
0.126379674927
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
4669468.99000000
PA
USD
3819786.73000000
0.153135723417
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
2474000.00000000
PA
USD
2371190.43000000
0.095061318216
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.78000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBZ7
3404000.00000000
PA
USD
2637151.99000000
0.105723750118
Long
DBT
CORP
US
N
2
2041-03-25
Fixed
3.65000000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust
12567RAA8
5499742.56000000
PA
USD
4777087.94000000
0.191514047570
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
5908000.00000000
PA
USD
4732265.46000000
0.189717108792
Long
DBT
CORP
VG
N
2
2030-09-28
Fixed
1.38000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CB3
3026000.00000000
PA
USD
2890752.36000000
0.115890620382
Long
DBT
CORP
DE
N
2
2025-11-26
Fixed
3.96000000
N
N
N
N
N
N
Manhattan Asset Funding Co LLC
549300S0NSJYSOB32S63
Manhattan Asset Funding Co. LLC
56274MSQ6
9000000.00000000
PA
USD
8967695.04000000
0.359516005579
Long
STIV
CORP
US
N
2
2023-05-24
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Inflation-Indexed Bonds
912810PV4
4472289.06000000
PA
USD
4554921.58000000
0.182607370663
Long
DBT
UST
US
N
2
2028-01-15
Fixed
1.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31402RDH9
903764.79000000
PA
USD
937893.87000000
0.037600281487
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
6.00000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64828YAR2
241032.55000000
PA
USD
221056.09000000
0.008862166045
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
9412000.00000000
PA
USD
7417207.92000000
0.297356784776
Long
DBT
CORP
BM
N
2
2032-03-15
Fixed
3.25000000
N
N
N
N
N
N
KLA CORP
549300H0BF5JCG96TJ81
KLA Corp.
482480AJ9
4337000.00000000
PA
USD
3308895.54000000
0.132654032292
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.30000000
N
N
N
N
N
N
ICG US CLO Ltd
213800MAPH9PBACGJG35
Bavarian Sky U.K. 5 PLC
44928XAY0
7305000.00000000
PA
USD
7040938.86000000
0.282272111527
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
6.45000000
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762EAF9
3740000.00000000
PA
USD
3241196.84000000
0.129939983018
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
4316000.00000000
PA
USD
4285212.76000000
0.171794710643
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
5.13000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320BH4
5651000.00000000
PA
USD
4842691.53000000
0.194144103624
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
4034000.00000000
PA
USD
3464329.49000000
0.138885398611
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.25000000
N
N
N
N
N
N
Residential Accredit Loans, Inc.
N/A
Residential Accredit Loans, Inc. Trust
74923LAB8
263855.53000000
PA
USD
235183.33000000
0.009428528847
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
5.40000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bonds
455780BV7
3205000.00000000
PA
USD
3243987.51000000
0.130051861324
Long
DBT
NUSS
ID
N
2
2026-01-08
Fixed
4.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RZ3
10582000.00000000
PA
USD
8804141.35000000
0.352959117877
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
4976000.00000000
PA
USD
4118576.04000000
0.165114223886
Long
DBT
CORP
US
N
2
2031-09-23
Fixed
2.63000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CE3
7305000.00000000
PA
USD
5679249.97000000
0.227681835164
Long
DBT
CORP
US
N
2
2039-03-01
Fixed
3.50000000
N
N
N
N
N
N
WORKDAY INC
549300J0DYC0N31V7G13
Workday, Inc.
98138HAG6
6126000.00000000
PA
USD
5871787.05000000
0.235400670564
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.50000000
N
N
N
N
N
N
Thunder Bay Funding LLC
549300D7DHGDB5EMW139
Thunder Bay Funding LLC
88602USJ0
9000000.00000000
PA
USD
8975455.02000000
0.359827104139
Long
STIV
CORP
US
N
2
2023-05-18
None
0.00000000
N
N
N
N
N
N
ADT SEC CORP
5493009JEEDYLVRA0J13
ADT Security Corp.
00109LAA1
5015000.00000000
PA
USD
4356781.25000000
0.174663900277
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.13000000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AC7
6748000.00000000
PA
USD
6450345.72000000
0.258595159349
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
565740.90000000
PA
USD
550127.47000000
0.022054678453
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
15253000.00000000
PA
USD
14729345.29000000
0.590501278181
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
5153000.00000000
PA
USD
5180132.14000000
0.207672139500
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
3097000.00000000
PA
USD
2789899.16000000
0.111847403095
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.55000000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co.
80414L2G9
323000.00000000
PA
USD
315564.54000000
0.012651021518
Long
DBT
CORP
SA
N
2
2023-11-24
Fixed
1.25000000
N
N
N
N
N
N
CSL Finance PLC
2549007CCNBNAF4HBC02
CSL Finance PLC
12661PAD1
2753000.00000000
PA
USD
2610414.75000000
0.104651850853
Long
DBT
CORP
GB
N
2
2042-04-27
Fixed
4.63000000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc.
459506AQ4
4965000.00000000
PA
USD
4029961.36000000
0.161561650382
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
2481000.00000000
PA
USD
2396001.21000000
0.096055985461
Long
DBT
NUSS
MX
N
2
2028-01-11
Fixed
3.75000000
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WBE4
2100000.00000000
PA
USD
1885451.40000000
0.075587980302
Long
DBT
CORP
MX
N
2
2042-07-16
Fixed
4.38000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris, Inc.
92556VAC0
2488000.00000000
PA
USD
2190030.63000000
0.087798599381
Long
DBT
CORP
US
N
2
2027-06-22
Fixed
2.30000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Certificates
N/A
WaMu Mortgage Pass-Through Certificates Trust
92922FR75
18790.19000000
PA
USD
17304.60000000
0.000693743558
Long
ABS-MBS
CORP
US
N
2
2045-07-25
Floating
5.60000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
03523TBT4
4846000.00000000
PA
USD
4553068.41000000
0.182533076848
Long
DBT
CORP
US
N
2
2048-10-06
Fixed
4.44000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64829EAA2
1024745.76000000
PA
USD
963867.46000000
0.038641565929
Long
ABS-MBS
CORP
US
N
2
2055-08-25
Variable
3.75000000
N
N
N
N
N
N
Orange Lake Timeshare Trust
N/A
Orange Lake Timeshare Trust
68504UAA9
420637.52000000
PA
USD
402731.74000000
0.016145565369
Long
ABS-O
CORP
US
N
2
2038-04-09
Fixed
3.06000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QU5
18089000.00000000
PA
USD
16487840.95000000
0.660999587133
Long
DBT
UST
US
N
2
2042-02-15
Fixed
3.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128283F5
70991400.00000000
PA
USD
67011999.08000000
2.686519348360
Long
DBT
UST
US
N
2
2027-11-15
Fixed
2.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810FG8
25842100.00000000
PA
USD
28067952.69000000
1.125247701990
Long
DBT
UST
US
N
2
2029-02-15
Fixed
5.25000000
N
N
N
N
N
N
SCHLUMBERGER HLDGS CORP
529900IKZG65COT1D505
Schlumberger Holdings Corp.
806851AK7
5457000.00000000
PA
USD
5276924.68000000
0.211552564425
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
1956500.00000000
PA
USD
1879004.25000000
0.075329513260
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
4089000.00000000
PA
USD
3878361.01000000
0.155483973562
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.25000000
N
N
N
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
2332K1TL4
25000000.00000000
PA
USD
24818401.50000000
0.994972792044
Long
STIV
CORP
NO
N
2
2023-06-20
None
0.00000000
N
N
N
N
N
N
BROADSTONE NET LEASE LLC
54930089IBT6J4WBTI50
Broadstone Net Lease LLC
11135EAA2
6211000.00000000
PA
USD
4549812.40000000
0.182402543004
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
3513.49000000
PA
USD
3130.45000000
0.000125500128
Long
ABS-MBS
CORP
US
N
2
2035-03-18
Variable
3.75000000
N
N
N
N
N
N
Glencove Funding LLC
549300XUUQZO7I38ZR06
Glencove Funding LLC
37828XTL3
7000000.00000000
PA
USD
6947606.54000000
0.278530407251
Long
STIV
CORP
IE
N
2
2023-06-20
None
0.00000000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
Toronto-Dominion Bank
89119BW69
14000000.00000000
PA
USD
13731981.34000000
0.550516833816
Long
STIV
CORP
CA
N
2
2023-09-06
None
0.00000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBQ5
8341000.00000000
PA
USD
7095445.89000000
0.284457305115
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
5842000.00000000
PA
USD
4675345.47000000
0.187435179338
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
7468000.00000000
PA
USD
7414613.81000000
0.297252786585
Long
DBT
CORP
US
N
2
2033-01-11
Fixed
5.59000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEQ0
2275000.00000000
PA
USD
2215725.58000000
0.088828713111
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
6254000.00000000
PA
USD
6314680.50000000
0.253156323865
Long
DBT
CORP
US
N
2
2032-09-12
Fixed
5.00000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAD9
4116000.00000000
PA
USD
3541379.11000000
0.141974327426
Long
DBT
CORP
US
N
2
2032-05-19
Fixed
4.20000000
N
N
N
N
N
SCHLUMBERGER INVESTMENT
529900EZ29I5KXPV2J32
Schlumberger Investment SA
806854AH8
1121000.00000000
PA
USD
1109941.50000000
0.044497692297
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
31651000.00000000
PA
USD
30235359.65000000
1.212139315637
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
4135000.00000000
PA
USD
4008582.17000000
0.160704556005
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.40000000
N
N
N
N
N
N
Bear Stearns Alt-A Trust
N/A
Bear Stearns ALT-A Trust
07386HMW8
25719.04000000
PA
USD
23241.46000000
0.000931753011
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Variable
3.91000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
3137BHCY1
10286671.13000000
PA
USD
9961724.45000000
0.399366767823
Long
ABS-MBS
USGSE
US
N
2
2025-01-25
Fixed
2.81000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EH6
4632000.00000000
PA
USD
4289970.94000000
0.171985466669
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.75000000
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Countrywide Alternative Loan Trust
12668ALH6
438802.80000000
PA
USD
362708.78000000
0.014541039943
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.50000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89179YAR4
4179087.18000000
PA
USD
3771381.29000000
0.151195143328
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
8297442.82000000
PA
USD
7774775.28000000
0.311691704554
Long
ABS-MBS
CORP
US
N
2
2063-01-25
Fixed
3.75000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12591UAF0
12640000.00000000
PA
USD
12412526.77000000
0.497619736576
Long
ABS-MBS
CORP
US
N
2
2047-03-10
Fixed
3.96000000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86960KUQ3
25000000.00000000
PA
USD
24701723.00000000
0.990295136518
Long
STIV
CORP
SE
N
2
2023-07-24
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFZ9
5843100.00000000
PA
USD
5917051.73000000
0.237215337195
Long
DBT
UST
US
N
2
2027-11-30
Fixed
3.88000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Countrywide Alternative Loan Trust
02150EBG7
689322.62000000
PA
USD
377639.81000000
0.015139626786
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
5.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CW3
2508000.00000000
PA
USD
2500363.37000000
0.100239877389
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.81000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RS9
15026000.00000000
PA
USD
11949191.79000000
0.479044579803
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
2683000.00000000
PA
USD
2638841.42000000
0.105791479576
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
1333141.38000000
PA
USD
1251114.12000000
0.050157320129
Long
ABS-MBS
CORP
US
N
2
2059-08-25
Variable
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDY4
15629800.00000000
PA
USD
13786582.53000000
0.552705802290
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.88000000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax, Inc.
294429AQ8
4000000.00000000
PA
USD
3839216.24000000
0.153914654881
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.60000000
N
N
N
N
N
N
Manhattan West
N/A
Manhattan West Mortgage Trust
563136AE0
5024000.00000000
PA
USD
4229831.70000000
0.169574477084
Long
ABS-MBS
CORP
US
N
2
2039-09-10
Variable
2.41000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591CS9
2768000.00000000
PA
USD
3194520.26000000
0.128068713141
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
2059000.00000000
PA
USD
1694653.53000000
0.067938870047
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
3650000.00000000
PA
USD
3450200.72000000
0.138318974471
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
1440000.00000000
PA
USD
1320351.74000000
0.052933064896
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
3.15000000
N
N
N
N
N
N
GoodLeap Sustainable Home Improvement Loan Trust
N/A
GoodLeap Sustainable Home Solutions Trust
38237GAA7
9067014.33000000
PA
USD
6856454.48000000
0.274876109869
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
2796000.00000000
PA
USD
2875943.57000000
0.115296934156
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
12594.27000000
PA
USD
11794.97000000
0.000472861809
Long
ABS-MBS
CORP
US
N
2
2034-01-19
Floating
5.65000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128QSNS1
9748.22000000
PA
USD
9898.15000000
0.000396818060
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Floating
4.05000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
3137BLMZ8
12812000.00000000
PA
USD
12413445.59000000
0.497656572184
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
12004000.00000000
PA
USD
11248385.41000000
0.450949165174
Long
DBT
CORP
US
N
2
2028-10-27
Fixed
3.52000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZT0
3253000.00000000
PA
USD
3007627.22000000
0.120576148005
Long
DBT
UST
US
N
2
2025-05-31
Fixed
0.25000000
N
N
N
N
N
N
Victory Receivables Corp
549300D0F37QF0LP7F94
Victory Receivables Corp.
92646LXR6
25000000.00000000
PA
USD
24346250.00000000
0.976044179892
Long
STIV
CORP
US
N
2
2023-10-25
None
0.00000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBE0
2070000.00000000
PA
USD
1813410.15000000
0.072699837661
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
7343000.00000000
PA
USD
7404607.77000000
0.296851643201
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.55000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397C43
4750000.00000000
PA
USD
4794156.00000000
0.192198308211
Long
DBT
CORP
US
N
2
2026-03-06
Fixed
6.95000000
N
N
N
N
N
N
SCE Trust III
N/A
SCE Trust III
78409B207
7998.00000000
NS
USD
171157.20000000
0.006861713360
Long
EP
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCJ8
11400100.00000000
PA
USD
10438216.56000000
0.418469395568
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
15000000.00000000
PA
USD
14789752.50000000
0.592923010717
Long
STIV
CORP
IE
N
2
2023-08-03
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828Z78
39542000.00000000
PA
USD
36556270.18000000
1.465545402178
Long
DBT
UST
US
N
2
2027-01-31
Fixed
1.50000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
549300TPZNMN50BJ3745
Charter Communications Operating LLC/Charter Communications Operating Capital
161175BT0
3602000.00000000
PA
USD
2694262.68000000
0.108013324759
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
499499.59000000
PA
USD
525467.39000000
0.021066052789
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
6.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300NYO16WLNMVJJ46
Wells Fargo Commercial Mortgage Trust
94989KAX1
6250000.00000000
PA
USD
5990402.50000000
0.240155978655
Long
ABS-MBS
CORP
US
N
2
2048-06-15
Variable
4.01000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
3137FBTA4
4834840.24000000
PA
USD
4720960.41000000
0.189263887936
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
1889000.00000000
PA
USD
1833875.69000000
0.073520303696
Long
DBT
CORP
US
N
2
2026-12-06
Fixed
3.70000000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding Ltd.
12549BAY4
6146731.89000000
PA
USD
6090833.51000000
0.244182270293
Long
ABS-CBDO
CORP
KY
N
2
2030-10-18
Floating
6.26000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABF1
6794000.00000000
PA
USD
6388542.84000000
0.256117474230
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.88000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12656TAB4
6095613.90000000
PA
USD
4989521.48000000
0.200030534517
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
4191.00000000
PA
USD
3888.66000000
0.000155896861
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
2709000.00000000
PA
USD
2699663.35000000
0.108229838288
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
4041000.00000000
PA
USD
3990598.26000000
0.159983578824
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
3749452.31000000
PA
USD
3511058.01000000
0.140758750769
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
5106900.00000000
PA
USD
4467540.07000000
0.179104235098
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
726975.07000000
PA
USD
670070.66000000
0.026863215805
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
7832530.09000000
PA
USD
7244248.96000000
0.290422838634
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
7238737.48000000
PA
USD
6877431.10000000
0.275717065164
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
4157000.00000000
PA
USD
3403262.03000000
0.136437196571
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
1695000.00000000
PA
USD
872542.85000000
0.034980350996
Long
DBT
US
N
2
2031-10-15
Fixed
3.45000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp.
756109BT0
4314000.00000000
PA
USD
4227877.20000000
0.169496120936
Long
DBT
US
N
2
2033-07-15
Fixed
4.90000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CR7
3749000.00000000
PA
USD
3694791.15000000
0.148124635123
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
3.60000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796Y37
9291000.00000000
PA
USD
9168902.70000000
0.367582445606
Long
STIV
UST
US
N
2
2023-08-03
None
0.00000000
N
N
N
N
N
N
INVITATION HOMES OP
549300147YMUQB3GW319
Invitation Homes Operating Partnership LP
46188BAD4
2844000.00000000
PA
USD
2562620.70000000
0.102735781465
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
3600000.00000000
PA
USD
3567434.40000000
0.143018887231
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
6.44000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TF5
14282000.00000000
PA
USD
11512630.94000000
0.461542801221
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
3015000.00000000
PA
USD
2925910.37000000
0.117300109360
Long
DBT
CORP
US
N
2
2025-02-04
Fixed
1.84000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAK7
3257000.00000000
PA
USD
3193232.70000000
0.128017094701
Long
DBT
CORP
KY
N
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128UGL47
12953.49000000
PA
USD
12740.11000000
0.000510752588
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
12773000.00000000
PA
USD
12577040.85000000
0.504215126432
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
4540000.00000000
PA
USD
4730967.25000000
0.189665063392
Long
DBT
CORP
US
N
2
2029-11-17
Fixed
5.63000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFX7
5851000.00000000
PA
USD
4718615.72000000
0.189169889024
Long
DBT
CORP
US
N
2
2030-10-30
Fixed
1.68000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services, Inc.
760759BC3
3988000.00000000
PA
USD
4070550.48000000
0.163188873233
Long
DBT
CORP
US
N
2
2034-04-01
Fixed
5.00000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp.
458140CH1
3087000.00000000
PA
USD
3170195.98000000
0.127093549741
Long
DBT
CORP
US
N
2
2043-02-10
Fixed
5.63000000
N
N
N
N
N
N
Lloyds Bank PLC
H7FNTJ4851HG0EXQ1Z70
Lloyds Bank PLC
53943SUJ4
21925000.00000000
PA
USD
21670006.77000000
0.868753257117
Long
STIV
CORP
GB
N
2
2023-07-18
None
0.00000000
N
N
N
N
N
N
KENVUE INC
5493008HSF8L4M2LIJ82
Kenvue, Inc.
49177JAG7
6669000.00000000
PA
USD
6903812.62000000
0.276774703571
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
134318000.00000000
PA
USD
116006780.32000000
4.650726200521
Long
ABS-MBS
USGSE
US
N
2
2053-05-15
Fixed
2.50000000
N
N
N
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bonds
698299BF0
735000.00000000
PA
USD
706660.90000000
0.028330123062
Long
DBT
NUSS
PA
N
2
2028-03-17
Fixed
3.88000000
N
N
N
N
N
N
2023-05-26
TRANSAMERICA FUNDS
Vincent Toner
Vincent Toner
Treasurer