0001752724-23-296934.txt : 20231229
0001752724-23-296934.hdr.sgml : 20231229
20231229093555
ACCESSION NUMBER: 0001752724-23-296934
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231031
FILED AS OF DATE: 20231229
DATE AS OF CHANGE: 20231229
PERIOD START: 20231031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: TRANSAMERICA FUNDS
CENTRAL INDEX KEY: 0000787623
ORGANIZATION NAME:
IRS NUMBER: 000000000
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04556
FILM NUMBER: 231524723
BUSINESS ADDRESS:
STREET 1: 1801 CALIFORNIA STREET
STREET 2: SUITE 5200
CITY: DENVER
STATE: CO
ZIP: 80202
BUSINESS PHONE: 720-482-8836
MAIL ADDRESS:
STREET 1: 1801 CALIFORNIA STREET
STREET 2: SUITE 5200
CITY: DENVER
STATE: CO
ZIP: 80202
FORMER COMPANY:
FORMER CONFORMED NAME: TRANSAMERICA IDEX MUTUAL FUNDS
DATE OF NAME CHANGE: 20040301
FORMER COMPANY:
FORMER CONFORMED NAME: IDEX MUTUAL FDS
DATE OF NAME CHANGE: 20010504
FORMER COMPANY:
FORMER CONFORMED NAME: IDEX MUTUAL FUNDS /
DATE OF NAME CHANGE: 20010423
0000787623
S000054678
Transamerica Balanced II
C000171790
R
TBLRX
C000171792
I3
TBLTX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000787623
XXXXXXXX
S000054678
C000171792
C000171790
TRANSAMERICA FUNDS
811-04556
0000787623
54930088ZHZE1VMYEY52
1801 CALIFORNIA STREET
SUITE 5200
DENVER
80202
720-493-4256
Transamerica Balanced II
S000054678
549300QB8W7E44V15T39
2023-10-31
2023-10-31
N
106986967.38
9530501.72
97456465.66
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
8361735.46000000
0.00000000
0.00000000
59196.57000000
USD
N
Securities Portfolio VaR
Designated Reference Portfolio is the Fund's Securities Portfolio
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International, Inc.
438516106
3341.00000000
NS
USD
612271.66000000
0.628251451408
Long
EC
CORP
US
N
1
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89175JAA8
19175.50000000
PA
USD
18169.81000000
0.018644027235
Long
ABS-MBS
CORP
US
N
2
2057-10-25
Variable
2.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TL2
115000.00000000
PA
USD
96820.12000000
0.099347046236
Long
DBT
UST
US
N
2
2052-11-15
Fixed
4.00000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp.
126650DX5
31000.00000000
PA
USD
29214.82000000
0.029977302995
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31410KN34
30571.22000000
PA
USD
30637.30000000
0.031436908564
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828R36
103000.00000000
PA
USD
94868.63000000
0.097344623938
Long
DBT
UST
US
N
2
2026-05-15
Fixed
1.63000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PCB0
106000.00000000
PA
USD
94562.49000000
0.097030493933
Long
DBT
CORP
US
N
2
2027-04-22
Fixed
1.58000000
N
N
N
N
N
N
SKYWORKS SOLUTIONS INC
549300WZ3ORQ2BVKBD96
Skyworks Solutions, Inc.
83088MAK8
39000.00000000
PA
USD
34802.27000000
0.035710580887
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.80000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SN9
241000.00000000
PA
USD
107047.31000000
0.109841157562
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RN0
166000.00000000
PA
USD
115065.23000000
0.118068338740
Long
DBT
UST
US
N
2
2045-08-15
Fixed
2.88000000
N
N
N
N
N
N
ARROW ELECTRONICS INC
549300YNNLBXT8N8R512
Arrow Electronics, Inc.
04273WAC5
85000.00000000
PA
USD
64511.06000000
0.066194746098
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
2.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RY6
140000.00000000
PA
USD
92941.41000000
0.095367105066
Long
DBT
UST
US
N
2
2047-08-15
Fixed
2.75000000
N
N
N
N
N
N
Salesforce Inc
RCGZFPDMRW58VJ54VR07
Salesforce, Inc.
79466L302
1016.00000000
NS
USD
204043.28000000
0.209368643340
Long
EC
CORP
US
N
1
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
Intuit, Inc.
461202103
788.00000000
NS
USD
390020.60000000
0.400199819846
Long
EC
CORP
US
N
1
N
N
N
Dow Inc
5493003S21INSLK2IP73
Dow, Inc.
260557103
5290.00000000
NS
USD
255718.60000000
0.262392647084
Long
EC
CORP
US
N
1
N
N
N
Citigroup Capital XIII
N/A
Citigroup Capital XIII
173080201
2950.00000000
NS
USD
84576.50000000
0.086783877731
Long
EP
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138AMVS1
2539.77000000
PA
USD
2459.92000000
0.002524121907
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Fixed
4.00000000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group
125523CL2
61000.00000000
PA
USD
49291.53000000
0.050577998767
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
Warner Bros Discovery Inc
5493006ZCRFWKF6B1K26
Warner Bros Discovery, Inc.
934423104
4018.00000000
NS
USD
39938.92000000
0.040981293267
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797GD3
466000.00000000
PA
USD
460639.68000000
0.472662000289
Long
STIV
UST
US
N
2
2024-01-18
None
0.00000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BX9
103000.00000000
PA
USD
95398.93000000
0.097888764335
Long
DBT
CORP
NL
N
2
2026-09-12
Fixed
2.50000000
N
N
N
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service, Inc.
911312106
3217.00000000
NS
USD
454401.25000000
0.466260752349
Long
EC
CORP
US
N
1
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AN2
41000.00000000
PA
USD
39440.95000000
0.040470326656
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
1.80000000
N
N
N
N
N
N
Accenture PLC
5493000EWHDSR3MZWH98
Accenture PLC
000000000
1365.00000000
NS
USD
405527.85000000
0.416111796435
Long
EC
CORP
IE
N
1
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDC3
139000.00000000
PA
USD
108298.65000000
0.111125156516
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
34000.00000000
PA
USD
31365.85000000
0.032184473126
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
5.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31410KXL3
869.43000000
PA
USD
872.09000000
0.000894850838
Long
ABS-MBS
USGSE
US
N
2
2038-10-01
Fixed
6.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PDR4
141000.00000000
PA
USD
130496.03000000
0.133901870046
Long
DBT
CORP
US
N
2
2034-06-01
Fixed
5.35000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Inflation-Indexed Bonds
912810SM1
263882.84000000
PA
USD
147800.16000000
0.151657623739
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
33960.24000000
PA
USD
33341.27000000
0.034211449978
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
5.50000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co.
369604BH5
79000.00000000
PA
USD
63009.46000000
0.064653955561
Long
DBT
CORP
US
N
2
2044-03-11
Fixed
4.50000000
N
N
N
N
N
N
CROWDSTRIKE HOLDINGS INC
549300YBY08K9KM4HX32
Crowdstrike Holdings, Inc.
22788CAA3
15000.00000000
PA
USD
12540.61000000
0.012867909702
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
23147.72000000
PA
USD
20823.99000000
0.021367479170
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
140000.00000000
PA
USD
118704.69000000
0.121802785680
Long
DBT
UST
US
N
2
2032-08-15
Fixed
2.75000000
N
N
N
N
N
N
Chipotle Mexican Grill Inc
N/A
Chipotle Mexican Grill, Inc.
169656105
167.00000000
NS
USD
324347.40000000
0.332812602841
Long
EC
CORP
US
N
1
N
N
N
Hertz Vehicle Financing LLC
549300MNOMKDMDFI8J66
Hertz Vehicle Financing III LLC
42806MCA5
100000.00000000
PA
USD
98886.35000000
0.101467203156
Long
ABS-O
CORP
US
N
2
2028-02-25
Fixed
5.94000000
N
N
N
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
Progressive Corp.
743315103
2689.00000000
NS
USD
425104.01000000
0.436198878259
Long
EC
CORP
US
N
1
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AZ1
262000.00000000
PA
USD
252198.34000000
0.258780511166
Long
DBT
CORP
CH
N
2
2033-08-12
Fixed
6.54000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BQ1
16000.00000000
PA
USD
15774.22000000
0.016185914288
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.25000000
N
N
N
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals, Inc.
92532F100
1035.00000000
NS
USD
374783.85000000
0.384565403087
Long
EC
CORP
US
N
1
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837BH5
200000.00000000
PA
USD
187813.65000000
0.192715433222
Long
DBT
CORP
NL
N
2
2034-09-11
Fixed
6.11000000
N
N
N
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International, Inc.
609207105
6739.00000000
NS
USD
446189.19000000
0.457834364275
Long
EC
CORP
US
N
1
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW U.S. Capital LLC
05565EAH8
65000.00000000
PA
USD
61042.34000000
0.062635495332
Long
DBT
CORP
US
N
2
2026-04-11
Fixed
2.80000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818108
776.00000000
NS
USD
161105.36000000
0.165310078617
Long
EC
CORP
US
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
3392.00000000
NS
USD
503169.28000000
0.516301588193
Long
EC
CORP
US
N
1
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592TAA3
310000.00000000
PA
USD
291769.77000000
0.299384723244
Long
ABS-MBS
CORP
US
N
2
2035-02-10
Fixed
3.18000000
N
N
N
N
N
N
GLOBAL ATLANTIC FIN CO
N/A
Global Atlantic Fin Co.
37959GAD9
124000.00000000
PA
USD
115568.41000000
0.118584651328
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
7.95000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324P102
1970.00000000
NS
USD
1055053.20000000
1.082589228795
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHC8
25000.00000000
PA
USD
22160.16000000
0.022738522118
Long
DBT
UST
US
N
2
2033-05-15
Fixed
3.38000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172109
1819.00000000
NS
USD
162182.04000000
0.166414859087
Long
EC
CORP
US
N
1
N
N
N
Orange Lake Timeshare Trust
N/A
Orange Lake Timeshare Trust
68504LAA9
16273.99000000
PA
USD
15750.64000000
0.016161718869
Long
ABS-O
CORP
US
N
2
2029-03-08
Fixed
2.61000000
N
N
N
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
United Rentals, Inc.
911363109
110.00000000
NS
USD
44689.70000000
0.045856064753
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PDK9
92000.00000000
PA
USD
86392.93000000
0.088647715074
Long
DBT
CORP
US
N
2
2033-09-14
Fixed
5.72000000
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
17000.00000000
PA
USD
10549.34000000
0.010824669177
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp.
054989AB4
103000.00000000
PA
USD
97417.99000000
0.099960520156
Long
DBT
CORP
US
N
2
2033-08-02
Fixed
6.42000000
N
N
N
N
N
N
VITERRA FINANCE BV
213800HBZGEIZLKJBI17
Viterra Finance BV
92852LAC3
200000.00000000
PA
USD
190513.25000000
0.195485490582
Long
DBT
CORP
NL
N
2
2027-04-21
Fixed
4.90000000
N
N
N
N
N
N
BRE Grand Islander Timeshare Issuer
N/A
BRE Grand Islander Timeshare Issuer LLC
05584AAA8
11594.23000000
PA
USD
11166.41000000
0.011457844201
Long
ABS-O
CORP
US
N
2
2029-05-25
Fixed
2.94000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746101
12246.00000000
NS
USD
487023.42000000
0.499734334404
Long
EC
CORP
US
N
1
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBP5
87000.00000000
PA
USD
61541.17000000
0.063147344389
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
3.14000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796YT0
128000.00000000
PA
USD
127981.26000000
0.131321466598
Long
STIV
UST
US
N
2
2023-11-02
None
0.00000000
N
N
N
N
N
N
GM Financial Securitized Term Auto Receivables Tr
N/A
GM Financial Consumer Automobile Receivables Trust
38013JAB9
94702.56000000
PA
USD
94311.75000000
0.096773209823
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
166863.91000000
PA
USD
166295.91000000
0.170636097742
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
6.78000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0526B3
938000.00000000
PA
USD
890284.92000000
0.913520630951
Long
ABS-MBS
USGSE
US
N
2
2053-11-01
Fixed
5.50000000
N
N
N
N
N
N
NextEra Energy Inc
N/A
NextEra Energy, Inc.
65339F101
7102.00000000
NS
USD
414046.60000000
0.424852878868
Long
EC
CORP
US
N
1
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
902653104
3262.00000000
NS
USD
103764.22000000
0.106472381588
Long
EC
US
N
1
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp.
565849106
1090.00000000
NS
USD
29767.90000000
0.030544817933
Long
EC
CORP
US
N
1
N
N
N
ARCELORMITTAL SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LBE3
101000.00000000
PA
USD
101692.90000000
0.104347001824
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
82000.00000000
PA
USD
70509.13000000
0.072349360837
Long
DBT
CORP
US
N
2
2034-01-26
Fixed
5.12000000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries, Inc.
446413AZ9
108000.00000000
PA
USD
89982.26000000
0.092330723662
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
246000.00000000
PA
USD
129399.84000000
0.132777070380
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
157.66000000
PA
USD
154.35000000
0.000158378409
Long
ABS-MBS
USGSE
US
N
2
2025-02-01
Fixed
4.50000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287Y109
5188.00000000
NS
USD
732441.84000000
0.751557975183
Long
EC
CORP
US
N
1
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0426B4
746000.00000000
PA
USD
666949.67000000
0.684356512913
Long
ABS-MBS
USGSE
US
N
2
2053-11-01
Fixed
4.50000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECC7
203000.00000000
PA
USD
205337.27000000
0.210696405425
Long
DBT
CORP
GB
N
2
2026-11-02
Fixed
7.33000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CAT2
101000.00000000
PA
USD
66162.83000000
0.067889625949
Long
DBT
CORP
US
N
2
2046-09-01
Fixed
3.75000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBV8
200000.00000000
PA
USD
195486.26000000
0.200588292091
Long
DBT
CORP
IT
N
2
2033-11-21
Fixed
8.25000000
N
N
N
N
N
N
LKQ CORP
DS830JTTZQN6GK0I2E41
LKQ Corp.
501889AF6
47000.00000000
PA
USD
43972.28000000
0.045119920676
Long
DBT
CORP
US
Y
2
2033-06-15
Fixed
6.25000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAQ5
40000.00000000
PA
USD
40246.54000000
0.041296941898
Long
DBT
CORP
US
N
2
2029-10-30
Fixed
7.16000000
N
N
N
N
N
N
Seagate Technology Holdings PLC
635400RUXIFEZSRU8X70
Seagate Technology Holdings PLC
000000000
3105.00000000
NS
USD
211916.25000000
0.217447091442
Long
EC
CORP
IE
N
1
N
N
N
ALCON FINANCE CORP
549300CUZUI9VU7XNK42
Alcon Finance Corp.
01400EAA1
200000.00000000
PA
USD
183009.96000000
0.187786370827
Long
DBT
CORP
US
N
2
2026-09-23
Fixed
2.75000000
N
N
N
N
N
N
Air Products and Chemicals Inc
7QEON6Y1RL5XR3R1W237
Air Products & Chemicals, Inc.
009158106
639.00000000
NS
USD
180479.16000000
0.185189519010
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RK6
346000.00000000
PA
USD
224724.30000000
0.230589421110
Long
DBT
UST
US
N
2
2045-02-15
Fixed
2.50000000
N
N
N
N
N
N
Ventas Inc
ORQTRC074CWLT3DKHT41
Ventas, Inc.
92276F100
4887.00000000
NS
USD
207502.02000000
0.212917653636
Long
EC
US
N
1
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AU4
200000.00000000
PA
USD
186554.56000000
0.191423481999
Long
DBT
CORP
GB
N
2
2028-03-15
Fixed
4.50000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAE4
64000.00000000
PA
USD
41980.17000000
0.043075818228
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
3.60000000
N
N
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp. of America Holdings
50540RAW2
51000.00000000
PA
USD
43069.59000000
0.044193671203
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.95000000
N
N
N
N
N
N
FOUNDRY JV HOLDCO LLC
21380048QROAMGM6EP30
Foundry JV Holdco LLC
350930AA1
200000.00000000
PA
USD
185948.32000000
0.190801419629
Long
DBT
CORP
US
N
2
2034-01-25
Fixed
5.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAJ0
351000.00000000
PA
USD
321356.95000000
0.329744104532
Long
DBT
UST
US
N
2
2025-08-31
Fixed
0.25000000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556102
731.00000000
NS
USD
325126.87000000
0.333612416372
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp.
22160K105
852.00000000
NS
USD
470678.88000000
0.482963215228
Long
EC
CORP
US
N
1
N
N
N
Expedia Group Inc
N/A
Expedia Group, Inc.
30212P303
1523.00000000
NS
USD
145126.67000000
0.148914357828
Long
EC
CORP
US
N
1
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64829HAD9
19161.14000000
PA
USD
16898.06000000
0.017339085596
Long
ABS-MBS
CORP
US
N
2
2056-09-25
Variable
3.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TQ1
107000.00000000
PA
USD
89445.31000000
0.091779759705
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
69000.00000000
PA
USD
64260.24000000
0.065937379900
Long
DBT
US
N
2
2033-03-08
Fixed
5.50000000
N
N
N
N
N
N
Uber Technologies Inc
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353T100
2667.00000000
NS
USD
115427.76000000
0.118440330478
Long
EC
CORP
US
N
1
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0304B1
246000.00000000
PA
USD
219747.19000000
0.225482412595
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Fixed
3.00000000
N
N
N
N
N
N
Teradyne Inc
C3X4YJ278QNZHRJULN75
Teradyne, Inc.
880770102
1443.00000000
NS
USD
120158.61000000
0.123294651808
Long
EC
CORP
US
N
1
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BK8
24000.00000000
PA
USD
17788.18000000
0.018252437003
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
4.15000000
N
N
N
N
N
N
KIMCO REALTY OP LLC
549300EA7I6T15IBYS12
Kimco Realty OP LLC
49447BAA1
69000.00000000
PA
USD
68022.95000000
0.069798293565
Long
DBT
US
N
2
2034-03-01
Fixed
6.40000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SL3
184000.00000000
PA
USD
101602.50000000
0.104254242457
Long
DBT
UST
US
N
2
2050-02-15
Fixed
2.00000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc.
96950FAN4
28000.00000000
PA
USD
23342.53000000
0.023951751012
Long
DBT
CORP
US
N
2
2044-03-04
Fixed
5.40000000
N
N
N
N
N
N
JM SMUCKER CO
5493000WDH6A0LHDJD55
J M Smucker Co.
832696AY4
42000.00000000
PA
USD
39983.71000000
0.041027252249
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
6.50000000
N
N
N
N
N
N
Cognizant Technology Solutions Corp
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp.
192446102
4004.00000000
NS
USD
258137.88000000
0.264875068320
Long
EC
CORP
US
N
1
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp.
574599106
2561.00000000
NS
USD
133402.49000000
0.136884186284
Long
EC
CORP
US
N
1
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp.
125896BN9
26000.00000000
PA
USD
21305.44000000
0.021861494622
Long
DBT
CORP
US
N
2
2044-03-01
Fixed
4.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RT7
95000.00000000
PA
USD
57345.12000000
0.058841780903
Long
DBT
UST
US
N
2
2046-08-15
Fixed
2.25000000
N
N
N
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources, Inc.
26875P101
3455.00000000
NS
USD
436193.75000000
0.447578051436
Long
EC
CORP
US
N
1
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE, Inc.
654106103
2621.00000000
NS
USD
269360.17000000
0.276390250945
Long
EC
CORP
US
N
1
N
N
N
Fairway Finance Co LLC
549300GKD6SUOVFV4H89
Fairway Finance Co. LLC
30601WYA1
475000.00000000
PA
USD
474295.75000000
0.486674482588
Long
STIV
CORP
US
N
2
2023-11-10
None
0.00000000
N
N
N
N
N
N
BioMarin Pharmaceutical Inc
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical, Inc.
09061G101
641.00000000
NS
USD
52209.45000000
0.053572074101
Long
EC
CORP
US
N
1
N
N
N
WEYERHAEUSER CO
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co.
962166BY9
104000.00000000
PA
USD
91119.27000000
0.093497408697
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
200000.00000000
PA
USD
174455.04000000
0.179008174386
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
4.25000000
N
N
N
N
N
N
State Street Global Advisors
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
857492706
432382.50000000
NS
USD
432382.50000000
0.443667330917
Long
STIV
RF
US
N
1
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SC3
189000.00000000
PA
USD
134566.52000000
0.138078596518
Long
DBT
UST
US
N
2
2048-05-15
Fixed
3.13000000
N
N
N
N
N
N
Burlington Stores Inc
5299003Z37DVGKKC1W09
Burlington Stores, Inc.
122017106
716.00000000
NS
USD
86657.48000000
0.088919169613
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFV8
143800.00000000
PA
USD
135773.04000000
0.139316605707
Long
DBT
UST
US
N
2
2032-11-15
Fixed
4.13000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCA5
40000.00000000
PA
USD
31395.20000000
0.032214589137
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967424
4328.00000000
NS
USD
170912.72000000
0.175373402721
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QX9
408500.00000000
PA
USD
287481.88000000
0.294984922809
Long
DBT
UST
US
N
2
2042-08-15
Fixed
2.75000000
N
N
N
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
Chubb Ltd.
000000000
932.00000000
NS
USD
200025.84000000
0.205246351430
Long
EC
CORP
CH
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128282A7
108000.00000000
PA
USD
98440.31000000
0.101009521875
Long
DBT
UST
US
N
2
2026-08-15
Fixed
1.50000000
N
N
N
N
N
N
Standard Chartered Bank/New York
RILFO74KP1CM8P6PCT96
Standard Chartered Bank
85324TC79
465000.00000000
PA
USD
455914.05000000
0.467813035197
Long
STIV
CORP
GB
N
2
2024-03-07
None
0.00000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc.
693475BU8
88000.00000000
PA
USD
88082.82000000
0.090381709826
Long
DBT
CORP
US
N
2
2034-10-20
Fixed
6.88000000
N
N
N
N
N
N
GTA Funding LLC
254900AKBBBSYOV90641
GTA Funding LLC
40060WBM3
450000.00000000
PA
USD
442123.90000000
0.453662973519
Long
STIV
CORP
US
N
2
2024-02-21
None
0.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GYN8
128000.00000000
PA
USD
96512.02000000
0.099030905077
Long
DBT
CORP
US
N
2
2032-10-21
Fixed
2.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XKUQ1
205484.96000000
PA
USD
189702.75000000
0.194653837193
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.00000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV/NXP Funding LLC/NXP USA, Inc.
62954HAY4
75000.00000000
PA
USD
63030.87000000
0.064675924345
Long
DBT
CORP
XX
N
2
2030-05-01
Fixed
3.40000000
N
N
N
N
N
N
PHYSICIANS REALTY LP
549300P6Q1UMT0X60U20
Physicians Realty LP
71951QAC6
94000.00000000
PA
USD
69189.28000000
0.070995063828
Long
DBT
US
N
2
2031-11-01
Fixed
2.63000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DA5
50000.00000000
PA
USD
31089.92000000
0.031901341577
Long
DBT
CORP
US
N
2
2041-08-15
Fixed
2.80000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PEX6
74000.00000000
PA
USD
62263.35000000
0.063888372698
Long
DBT
CORP
US
N
2
2063-04-15
Fixed
5.20000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030N101
12216.00000000
NS
USD
504398.64000000
0.517563033487
Long
EC
CORP
US
N
1
N
N
N
Qorvo Inc
254900YAUJV2EUEVBR11
Qorvo, Inc.
74736K101
1140.00000000
NS
USD
99658.80000000
0.102259813471
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Future
000000000
1.00000000
NC
USD
-2827.13000000
-0.00290091578
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-Mini Standard & Poor's 500 Index Futures
ESZ3 Index
2023-12-15
213439.63000000
USD
-2827.13000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SU3
262000.00000000
PA
USD
138726.95000000
0.142347610351
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.88000000
N
N
N
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG Industries, Inc.
693506107
902.00000000
NS
USD
110738.54000000
0.113628725657
Long
EC
CORP
US
N
1
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64829DAG1
22052.73000000
PA
USD
19607.31000000
0.020119044813
Long
ABS-MBS
CORP
US
N
2
2054-11-25
Variable
3.75000000
N
N
N
N
N
N
FMC CORP
CKDHZ2X64EEBQCSP7013
FMC Corp.
302491AX3
46000.00000000
PA
USD
40655.40000000
0.041716472811
Long
DBT
CORP
US
N
2
2033-05-18
Fixed
5.65000000
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAK7
49000.00000000
PA
USD
44059.91000000
0.045209837748
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
1.95000000
N
N
N
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903202
1059.00000000
NS
USD
199685.04000000
0.204896656827
Long
EC
CORP
US
N
1
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
82652QAA9
49700.41000000
PA
USD
46357.84000000
0.047567741848
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
39491.07000000
PA
USD
36159.65000000
0.037103387399
Long
ABS-MBS
CORP
US
N
2
2057-02-25
Variable
4.00000000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax, Inc.
294429AV7
79000.00000000
PA
USD
76127.31000000
0.078114170757
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.10000000
N
N
N
N
N
N
Sun Communities Inc
549300H5GEOJYN41ZG57
Sun Communities, Inc.
866674104
836.00000000
NS
USD
92996.64000000
0.095423776524
Long
EC
US
N
1
N
N
N
Alinghi Funding Co LLC
549300VRDDZC1N8S3N22
Alinghi Funding Co. LLC
01626FDA3
450000.00000000
PA
USD
438417.00000000
0.449859326449
Long
STIV
CORP
US
N
2
2024-04-10
None
0.00000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAQ7
42000.00000000
PA
USD
39493.08000000
0.040523817206
Long
DBT
CORP
US
N
2
2028-04-10
Fixed
4.55000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFG5
76000.00000000
PA
USD
69572.87000000
0.071388665214
Long
DBT
CORP
US
N
2
2034-07-21
Fixed
5.42000000
N
N
N
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
Nucor Corp.
670346105
604.00000000
NS
USD
89265.16000000
0.091594907937
Long
EC
CORP
US
N
1
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings, Inc.
18453HAA4
35000.00000000
PA
USD
31096.18000000
0.031907764958
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.13000000
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BY7
30000.00000000
PA
USD
21107.87000000
0.021658768206
Long
DBT
CORP
NL
N
2
2046-09-12
Fixed
3.75000000
N
N
N
N
N
N
Cintas Corp
N/A
Cintas Corp.
172908105
190.00000000
NS
USD
96352.80000000
0.098867529565
Long
EC
CORP
US
N
1
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc.
693475BS3
80000.00000000
PA
USD
74717.46000000
0.076667524821
Long
DBT
CORP
US
N
2
2034-08-18
Fixed
5.94000000
N
N
N
N
N
N
FleetCor Technologies Inc
549300DG6RR0NQSFLN74
FleetCor Technologies, Inc.
339041105
895.00000000
NS
USD
201527.15000000
0.206786844397
Long
EC
CORP
US
N
1
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
4290.00000000
NS
USD
302702.40000000
0.310602685978
Long
EC
CORP
IE
N
1
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp.
89832Q109
9253.00000000
NS
USD
262415.08000000
0.269263899755
Long
EC
CORP
US
N
1
N
N
N
AMER AIRLINE 16-2 AA PTT
N/A
American Airlines Pass-Through Trust
023765AA8
44038.55000000
PA
USD
38842.30000000
0.039856052378
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.20000000
N
N
N
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices, Inc.
007903107
4387.00000000
NS
USD
432119.50000000
0.443397466831
Long
EC
CORP
US
N
1
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448108
2473.00000000
NS
USD
403791.44000000
0.414330067549
Long
EC
CORP
US
N
1
N
N
N
TRIMBLE INC
549300E2MI7NSZFQWS19
Trimble, Inc.
896239AE0
70000.00000000
PA
USD
66970.60000000
0.068718478088
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.10000000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508104
3774.00000000
NS
USD
535945.74000000
0.549933487091
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDK4
135000.00000000
PA
USD
121099.22000000
0.124259810962
Long
DBT
UST
US
N
2
2026-11-30
Fixed
1.25000000
N
N
N
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group, Inc.
12572Q105
1987.00000000
NS
USD
424145.02000000
0.435214859401
Long
EC
CORP
US
N
1
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust
45254NJV0
9517.51000000
PA
USD
9146.49000000
0.009385205935
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Floating
6.24000000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp.
15135B101
2572.00000000
NS
USD
177416.56000000
0.182046987645
Long
EC
CORP
US
N
1
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
82650BAA4
86710.74000000
PA
USD
86153.90000000
0.088402446586
Long
ABS-O
CORP
US
N
2
2040-04-20
Fixed
5.80000000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet, Inc.
02079K305
9828.00000000
NS
USD
1219458.24000000
1.251285106371
Long
EC
CORP
US
N
1
N
N
N
CORPORATE OFFICE PROP LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAL0
35000.00000000
PA
USD
31643.62000000
0.032469492696
Long
DBT
US
N
2
2026-03-15
Fixed
2.25000000
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd. Finance Corp.
120568BC3
94000.00000000
PA
USD
74555.98000000
0.076501830325
Long
DBT
CORP
US
N
2
2031-05-14
Fixed
2.75000000
N
N
N
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis, Inc.
74340W103
3816.00000000
NS
USD
384462.00000000
0.394496144915
Long
EC
US
N
1
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0226B6
1994000.00000000
PA
USD
1530548.88000000
1.570494958579
Long
ABS-MBS
USGSE
US
N
2
2053-11-01
Fixed
2.50000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAH4
121000.00000000
PA
USD
114354.61000000
0.117339172137
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
2.88000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa, Inc.
92826C839
2965.00000000
NS
USD
697071.50000000
0.715264498131
Long
EC
CORP
US
N
1
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co.
842587107
3397.00000000
NS
USD
228618.10000000
0.234584846117
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138ELS79
7351.42000000
PA
USD
7372.96000000
0.007565388248
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SH2
190300.00000000
PA
USD
128727.54000000
0.132087223898
Long
DBT
UST
US
N
2
2049-05-15
Fixed
2.88000000
N
N
N
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co.
277432100
1906.00000000
NS
USD
142435.38000000
0.146152827352
Long
EC
CORP
US
N
1
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp.
101137107
8243.00000000
NS
USD
421959.17000000
0.432971960497
Long
EC
CORP
US
N
1
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
036752103
608.00000000
NS
USD
273654.72000000
0.280796885200
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp.
526057104
624.00000000
NS
USD
66568.32000000
0.068305698907
Long
EC
CORP
US
N
1
N
N
N
Baker Hughes Co
N/A
Baker Hughes Co.
05722G100
2393.00000000
NS
USD
82367.06000000
0.084516773148
Long
EC
CORP
US
N
1
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
000000000
2653.00000000
NS
USD
457456.79000000
0.469396039454
Long
EC
CORP
NL
N
1
N
N
N
Leidos Holdings Inc
549300IUTGTP6EJP8124
Leidos Holdings, Inc.
525327102
1422.00000000
NS
USD
140948.64000000
0.144627284650
Long
EC
CORP
US
N
1
N
N
N
Raymond James Financial Inc
RGUZHJ05YTITL6D76949
Raymond James Financial, Inc.
754730109
1298.00000000
NS
USD
123881.12000000
0.127114316285
Long
EC
CORP
US
N
1
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric & Gas Co.
74456QBL9
49000.00000000
PA
USD
47138.13000000
0.048368396781
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.00000000
N
N
N
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen, Inc.
09062X103
773.00000000
NS
USD
183618.42000000
0.188410711138
Long
EC
CORP
US
N
1
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co.
742718109
2551.00000000
NS
USD
382726.53000000
0.392715380563
Long
EC
CORP
US
N
1
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BN1
200000.00000000
PA
USD
168353.08000000
0.172746958203
Long
DBT
CORP
US
N
2
2027-11-24
Fixed
1.63000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0326B5
1268000.00000000
PA
USD
1057591.25000000
1.085193519832
Long
ABS-MBS
USGSE
US
N
2
2053-11-01
Fixed
3.50000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AU0
41000.00000000
PA
USD
37745.34000000
0.038730462616
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
Toll Brothers Inc
529900JB6IS9MSZGVR44
Toll Brothers, Inc.
889478103
999.00000000
NS
USD
70639.29000000
0.072482917907
Long
EC
CORP
US
N
1
N
N
N
321 Henderson Receivables LLC
N/A
JGWPT XXVIII LLC
46617FAA2
106324.17000000
PA
USD
88264.82000000
0.090568459878
Long
ABS-O
CORP
US
N
2
2067-04-15
Fixed
3.22000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp.
857477103
738.00000000
NS
USD
47696.94000000
0.048941791267
Long
EC
CORP
US
N
1
N
N
N
Laurel Road Prime Student Loan Trust
549300XLHGW4YH0MCQ51
Laurel Road Prime Student Loan Trust
51888RAB6
2819.04000000
PA
USD
2793.71000000
0.002866623554
Long
ABS-O
CORP
US
N
2
2043-05-26
Fixed
3.54000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138XCST0
13429.27000000
PA
USD
12753.49000000
0.013086345696
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
3.50000000
N
N
N
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661107
2851.00000000
NS
USD
543315.07000000
0.557495150599
Long
EC
CORP
US
N
1
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAK8
47000.00000000
PA
USD
43607.19000000
0.044745302125
Long
DBT
CORP
US
N
2
2033-10-28
Fixed
6.12000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680BG7
100000.00000000
PA
USD
96564.00000000
0.099084241713
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
6.10000000
N
N
N
N
N
N
CARGILL INC
QXZYQNMR4JZ5RIRN4T31
Cargill, Inc.
141781BZ6
49000.00000000
PA
USD
46455.56000000
0.047668012261
Long
DBT
CORP
US
N
2
2032-10-11
Fixed
5.13000000
N
N
N
N
N
N
APTIV PLC / APTIV CORP
N/A
Aptiv PLC/Aptiv Corp.
00217GAB9
54000.00000000
PA
USD
43376.43000000
0.044508519477
Long
DBT
CORP
JE
N
2
2032-03-01
Fixed
3.25000000
N
N
N
N
N
N
SENSATA TECH INC
5493002MMDDCUNV7NY90
Sensata Technologies, Inc.
81728UAA2
50000.00000000
PA
USD
42261.07000000
0.043364049489
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.38000000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp.
852060AD4
24000.00000000
PA
USD
24567.84000000
0.025209040604
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
423.79000000
PA
USD
418.44000000
0.000429360943
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Floating
4.25000000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
000000000
1379.00000000
NS
USD
116842.67000000
0.119892168476
Long
EC
CORP
LR
N
1
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp.
655844108
721.00000000
NS
USD
137559.59000000
0.141149783206
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128284V9
529000.00000000
PA
USD
484406.95000000
0.497049576669
Long
DBT
UST
US
N
2
2028-08-15
Fixed
2.88000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918104
13046.00000000
NS
USD
4410983.06000000
4.526106123516
Long
EC
CORP
US
N
1
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307LB18
450000.00000000
PA
USD
443599.97000000
0.455177567743
Long
STIV
CORP
CA
N
2
2024-02-01
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Inflation-Indexed Bonds
912810PZ5
389942.35000000
PA
USD
389679.60000000
0.399849920024
Long
DBT
UST
US
N
2
2029-01-15
Fixed
2.50000000
N
N
N
N
N
N
Becton Dickinson & Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co.
075887109
459.00000000
NS
USD
116026.02000000
0.119054204576
Long
EC
CORP
US
N
1
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89175MAA1
75678.14000000
PA
USD
71332.58000000
0.073194302211
Long
ABS-MBS
CORP
US
N
2
2058-05-25
Variable
3.75000000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc.
30303M8M7
76000.00000000
PA
USD
73381.26000000
0.075296451090
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.80000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GLH0
300000.00000000
PA
USD
271648.92000000
0.278738735455
Long
DBT
CORP
US
N
2
2034-04-25
Fixed
5.29000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAP7
43000.00000000
PA
USD
39149.41000000
0.040171177699
Long
DBT
CORP
US
N
2
2034-06-08
Fixed
5.87000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CL1
67000.00000000
PA
USD
46934.64000000
0.048159595858
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
4.63000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BX6
28000.00000000
PA
USD
24870.06000000
0.025519148300
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.13000000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866F104
1978.00000000
NS
USD
212516.32000000
0.218062822780
Long
EC
CORP
US
N
1
N
N
N
Chase Issuance Trust
5493008SHVCX2Y068L12
Chase Issuance Trust
161571HT4
100000.00000000
PA
USD
98977.29000000
0.101560516616
Long
ABS-O
CORP
US
N
2
2028-09-15
Fixed
5.16000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHT1
239900.00000000
PA
USD
221345.23000000
0.227122160136
Long
DBT
UST
US
N
2
2033-08-15
Fixed
3.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SX7
95000.00000000
PA
USD
57048.24000000
0.058537152577
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 Bonds
912810TN8
69300.00000000
PA
USD
54422.16000000
0.055842534029
Long
DBT
UST
US
N
2
2053-02-15
Fixed
3.63000000
N
N
N
N
N
N
Constellation Energy Corp
549300F8Y20RYGNGV346
Constellation Energy Corp.
21037T109
793.00000000
NS
USD
89545.56000000
0.091882626148
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAE1
262000.00000000
PA
USD
198188.67000000
0.203361232790
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.63000000
N
N
N
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
Stryker Corp.
863667101
935.00000000
NS
USD
252655.70000000
0.259249807890
Long
EC
CORP
US
N
1
N
N
N
Trane Technologies PLC
549300BURLR9SLYY2705
Trane Technologies PLC
000000000
2159.00000000
NS
USD
410879.29000000
0.421602904658
Long
EC
CORP
IE
N
1
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CAN5
7000.00000000
PA
USD
6930.77000000
0.007111657449
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
9887.84000000
PA
USD
9911.75000000
0.010170438598
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
6.00000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036P108
280.00000000
NS
USD
65562.00000000
0.067273114775
Long
EC
CORP
US
N
1
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp.
67066G104
4402.00000000
NS
USD
1795135.60000000
1.841987176369
Long
EC
CORP
US
N
1
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co., Inc.
086516101
2397.00000000
NS
USD
160167.54000000
0.164347782279
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31410GH22
22180.66000000
PA
USD
21831.06000000
0.022400832876
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
5.50000000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp.
166764100
1851.00000000
NS
USD
269746.23000000
0.276786386796
Long
EC
CORP
US
N
1
N
N
N
Lloyds Bank PLC
H7FNTJ4851HG0EXQ1Z70
Lloyds Bank PLC
53943RAV1
450000.00000000
PA
USD
443767.50000000
0.455349470140
Long
STIV
CORP
GB
N
2
2024-01-29
None
0.00000000
N
N
N
N
N
N
TAKE-TWO INTERACTIVE SOF
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054AF6
114000.00000000
PA
USD
110138.49000000
0.113013014841
Long
DBT
CORP
US
N
2
2025-04-14
Fixed
3.55000000
N
N
N
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe, Inc.
00724F101
1296.00000000
NS
USD
689549.76000000
0.707546446847
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFW9
105000.00000000
PA
USD
55644.99000000
0.057097278895
Long
DBT
CORP
US
N
2
2056-10-30
Fixed
2.99000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAT4
65000.00000000
PA
USD
63699.05000000
0.065361543298
Long
DBT
CORP
IT
N
2
2024-06-26
Fixed
5.02000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co.
369604BF9
48000.00000000
PA
USD
35463.08000000
0.036388637490
Long
DBT
CORP
US
N
2
2042-10-09
Fixed
4.13000000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet, Inc.
02079K107
7237.00000000
NS
USD
906796.10000000
0.930462739294
Long
EC
CORP
US
N
1
N
N
N
GXO LOGISTICS INC
5493007CNWMXN78JRN66
GXO Logistics, Inc.
36262GAD3
153000.00000000
PA
USD
113723.09000000
0.116691169980
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.65000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group, Inc.
30212PBH7
6000.00000000
PA
USD
4722.01000000
0.004845250613
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
150000.00000000
PA
USD
143450.90000000
0.147194851597
Long
DBT
CORP
IE
N
2
2026-04-03
Fixed
4.45000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Countrywide Alternative Loan Trust
02151BBG2
139651.11000000
PA
USD
51576.56000000
0.052922666188
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Fixed
6.50000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co.
37045VAF7
15000.00000000
PA
USD
12949.38000000
0.013287348266
Long
DBT
CORP
US
N
2
2043-10-02
Fixed
6.25000000
N
N
N
N
N
N
GE HEALTHCARE TECH INC
549300OI9J7XOWZMUN85
GE HealthCare Technologies, Inc.
36267VAH6
100000.00000000
PA
USD
97795.13000000
0.100347503203
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.86000000
N
N
N
N
N
N
Trafigura Securitisation Finance Plc
N/A
Trafigura Securitisation Finance PLC
892725AS1
130000.00000000
PA
USD
123343.09000000
0.126562244141
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
3330.26000000
PA
USD
3340.02000000
0.003427191800
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
6.00000000
N
N
N
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive, Inc.
67103H107
87.00000000
NS
USD
80948.28000000
0.083060964146
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp.
126650100
1233.00000000
NS
USD
85089.33000000
0.087310092176
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31416TL56
15162.27000000
PA
USD
14551.75000000
0.014931538817
Long
ABS-MBS
USGSE
US
N
2
2039-08-01
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828XB1
43000.00000000
PA
USD
41046.52000000
0.042117800724
Long
DBT
UST
US
N
2
2025-05-15
Fixed
2.13000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese U.S. Holdings LLC
15089QAY0
61000.00000000
PA
USD
58040.37000000
0.059555176362
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
6.70000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AE7
69000.00000000
PA
USD
65268.09000000
0.066971533964
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
20997.21000000
PA
USD
19933.99000000
0.020454250895
Long
ABS-MBS
CORP
US
N
2
2064-09-25
Variable
3.00000000
N
N
N
N
N
N
Linde PLC
5299003QR1WT0EF88V51
Linde PLC
000000000
1102.00000000
NS
USD
421140.32000000
0.432131739180
Long
EC
CORP
IE
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746RG8
40000.00000000
PA
USD
39312.14000000
0.040338154819
Long
DBT
CORP
US
N
2
2024-06-15
Variable
5.90000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas & Electric Co.
694308JG3
69000.00000000
PA
USD
51234.21000000
0.052571381132
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.50000000
N
N
N
N
N
N
Entergy Arkansas LLC
549300A0I5ONUIFMLP35
Entergy Arkansas LLC
29364DAS9
48000.00000000
PA
USD
47326.21000000
0.048561385516
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
3.70000000
N
N
N
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp.
87612E106
765.00000000
NS
USD
84754.35000000
0.086966369471
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDJ7
178000.00000000
PA
USD
136920.94000000
0.140494464962
Long
DBT
UST
US
N
2
2031-11-15
Fixed
1.38000000
N
N
N
N
N
N
BXG Receivables Note Trust
N/A
BXG Receivables Note Trust
123919AA0
91689.07000000
PA
USD
89683.33000000
0.092023991833
Long
ABS-O
CORP
US
N
2
2038-11-15
Fixed
5.77000000
N
N
N
N
N
N
Black Hills Corp
3MGELCRSTNSAMJ962671
Black Hills Corp.
092113AH2
71000.00000000
PA
USD
70847.05000000
0.072696100274
Long
DBT
CORP
US
N
2
2023-11-30
Fixed
4.25000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart, Inc.
931142103
2844.00000000
NS
USD
464738.04000000
0.476867324145
Long
EC
CORP
US
N
1
N
N
N
CONSTELLATION INSURC INC
549300K609B872PZT291
Constellation Insurance, Inc.
67740QAH9
224000.00000000
PA
USD
191930.26000000
0.196939483389
Long
DBT
CORP
US
N
2
2030-01-24
Fixed
6.80000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBL4
596000.00000000
PA
USD
462249.22000000
0.474313547971
Long
DBT
UST
US
N
2
2031-02-15
Fixed
1.13000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64828MAA5
67783.97000000
PA
USD
62052.41000000
0.063671927336
Long
ABS-MBS
CORP
US
N
2
2057-04-25
Variable
4.00000000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co.
191216100
13183.00000000
NS
USD
744707.67000000
0.764143933351
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31416CCW4
9131.58000000
PA
USD
8578.95000000
0.008802853604
Long
ABS-MBS
USGSE
US
N
2
2039-04-01
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828Z94
126300.00000000
PA
USD
103383.46000000
0.106081684062
Long
DBT
UST
US
N
2
2030-02-15
Fixed
1.50000000
N
N
N
N
N
N
DTE Electric Co
9N0FWODEJVKHC2DYLO03
DTE Electric Co.
23338VAD8
101000.00000000
PA
USD
77293.59000000
0.079310889715
Long
DBT
CORP
US
N
2
2044-07-01
Fixed
4.30000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RAY5
41000.00000000
PA
USD
40854.75000000
0.041921025683
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.90000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust
17323CAK3
157700.00000000
PA
USD
147310.01000000
0.151154681223
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
3.77000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DK3
23000.00000000
PA
USD
22299.34000000
0.022881334603
Long
DBT
CORP
US
N
2
2029-07-27
Fixed
6.34000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231G102
9032.00000000
NS
USD
956037.20000000
0.980988991880
Long
EC
CORP
US
N
1
N
N
N
Corning Inc
549300X2937PB0CJ7I56
Corning, Inc.
219350105
2088.00000000
NS
USD
55874.88000000
0.057333168837
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFM8
45000.00000000
PA
USD
43815.23000000
0.044958771799
Long
DBT
UST
US
N
2
2027-09-30
Fixed
4.13000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738BD9
71000.00000000
PA
USD
69631.15000000
0.071448466275
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
347000.00000000
PA
USD
319307.77000000
0.327641442604
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
63000.00000000
PA
USD
60107.76000000
0.061676523556
Long
DBT
CORP
US
N
2
2027-04-06
Fixed
4.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XKTV2
167910.08000000
PA
USD
154929.27000000
0.158972797700
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
5.00000000
N
N
N
N
N
N
BB-UBS Trust
N/A
BB-UBS Trust
05490AAA1
35265.55000000
PA
USD
31419.87000000
0.032239903004
Long
ABS-MBS
CORP
US
N
2
2030-06-05
Fixed
2.89000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0224B8
402000.00000000
PA
USD
350148.28000000
0.359286864784
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31419B6K6
1188.46000000
PA
USD
1156.02000000
0.001186191180
Long
ABS-MBS
USGSE
US
N
2
2025-10-01
Fixed
4.00000000
N
N
N
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
Ovintiv, Inc.
69047QAC6
67000.00000000
PA
USD
63723.34000000
0.065386467248
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
6.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SD1
108100.00000000
PA
USD
75032.38000000
0.076990663976
Long
DBT
UST
US
N
2
2048-08-15
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797FT9
508000.00000000
PA
USD
505321.57000000
0.518510051208
Long
STIV
UST
US
N
2
2023-12-07
None
0.00000000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA Tower Trust
78403DAN0
300000.00000000
PA
USD
286448.76000000
0.293924839219
Long
DBT
US
N
2
2025-01-15
Fixed
2.84000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17327CAR4
82000.00000000
PA
USD
76383.10000000
0.078376636668
Long
DBT
CORP
US
N
2
2034-05-25
Fixed
6.17000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CER8
37000.00000000
PA
USD
36364.06000000
0.037313132334
Long
DBT
UST
US
N
2
2024-05-31
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XKP38
205401.35000000
PA
USD
195030.49000000
0.200120626865
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
5.50000000
N
N
N
N
N
N
Liberty Street Funding LLC
549300F33VRHM10B9391
Liberty Street Funding LLC
53127UYL8
250000.00000000
PA
USD
249256.02000000
0.255761399012
Long
STIV
CORP
US
N
2
2023-11-20
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128285M8
318500.00000000
PA
USD
293866.02000000
0.301535683661
Long
DBT
UST
US
N
2
2028-11-15
Fixed
3.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TR9
224000.00000000
PA
USD
175980.00000000
0.180572934600
Long
DBT
UST
US
N
2
2053-05-15
Fixed
3.63000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust
17322AAD4
50979.31000000
PA
USD
50788.43000000
0.052113966637
Long
ABS-MBS
CORP
US
N
2
2047-03-11
Fixed
4.02000000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
JGWPT XXVI LLC
46616YAA2
101948.73000000
PA
USD
85898.39000000
0.088140267983
Long
ABS-O
CORP
US
N
2
2059-10-15
Fixed
3.84000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RAZ2
28000.00000000
PA
USD
23790.31000000
0.024411217705
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
28428.01000000
PA
USD
27281.37000000
0.027993391526
Long
ABS-MBS
CORP
US
N
2
2058-01-25
Variable
3.00000000
N
N
N
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos., Inc.
872540109
2276.00000000
NS
USD
200447.32000000
0.205678831714
Long
EC
CORP
US
N
1
N
N
N
Monster Beverage Corp
52990090AP0E7HCB6F33
Monster Beverage Corp.
61174X109
1930.00000000
NS
USD
98623.00000000
0.101196979935
Long
EC
CORP
US
N
1
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370CR9
63000.00000000
PA
USD
59500.94000000
0.061053866048
Long
DBT
CORP
US
N
2
2026-12-08
Fixed
4.35000000
N
N
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway, Inc.
084670702
2490.00000000
NS
USD
849911.70000000
0.872093702807
Long
EC
CORP
US
N
1
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co. LLC
68233JAS3
20000.00000000
PA
USD
18209.26000000
0.018684506847
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
5.30000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDU2
17000.00000000
PA
USD
9077.40000000
0.009314312743
Long
DBT
CORP
US
N
2
2056-11-01
Fixed
2.94000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31410FRW7
35801.23000000
PA
USD
35191.84000000
0.036110318347
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
5.50000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017BC7
70000.00000000
PA
USD
67073.76000000
0.068824330480
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.98000000
N
N
N
N
N
N
NBCUniversal Media LLC
VTBDOQJ6KOGQ6K786R46
NBCUniversal Media LLC
63946BAJ9
24000.00000000
PA
USD
18728.07000000
0.019216857366
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.45000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust
62848PAA8
88001.30000000
PA
USD
85117.26000000
0.087338751127
Long
ABS-O
CORP
US
N
2
2040-10-20
Fixed
4.93000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix, Inc.
64110L106
711.00000000
NS
USD
292711.59000000
0.300351123978
Long
EC
CORP
US
N
1
N
N
N
Cadence Design Systems Inc
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems, Inc.
127387108
496.00000000
NS
USD
118965.60000000
0.122070505219
Long
EC
CORP
US
N
1
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp.
808513CE3
141000.00000000
PA
USD
129599.84000000
0.132982290217
Long
DBT
CORP
US
N
2
2034-05-19
Fixed
5.85000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Trust
N/A
IndyMac INDX Mortgage Loan Trust
45669JAC9
81842.09000000
PA
USD
58923.45000000
0.060461304030
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Variable
3.34000000
N
N
N
N
N
N
Intuitive Surgical Inc
54930052SRG011710797
Intuitive Surgical, Inc.
46120E602
762.00000000
NS
USD
199811.64000000
0.205026560984
Long
EC
CORP
US
N
1
N
N
N
CARLISLE COS INC
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos., Inc.
142339AL4
77000.00000000
PA
USD
56424.35000000
0.057896979556
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.20000000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard, Inc.
57636Q104
2398.00000000
NS
USD
902487.30000000
0.926041483125
Long
EC
CORP
US
N
1
N
N
N
Starbird Funding Corp
549300A8DDPP6QJBB522
Starbird Funding Corp.
85520LB12
333000.00000000
PA
USD
328239.38000000
0.336806160347
Long
STIV
CORP
US
N
2
2024-02-01
None
0.00000000
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AH1
46000.00000000
PA
USD
37598.06000000
0.038579338728
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.40000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp.
871829BC0
104000.00000000
PA
USD
97215.05000000
0.099752283587
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.30000000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
824253.05000000
PA
USD
824253.05000000
0.845765382951
Long
RA
CORP
US
N
2
Repurchase
N
2.50000000
2023-11-01
841600.00000000
USD
840909.63000000
USD
UST
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505104
25073.00000000
NS
USD
660422.82000000
0.677659317447
Long
EC
CORP
US
N
1
N
N
N
RACKSPACE TECHNOLOGY
549300QTYCKLMFSE8I97
Rackspace Technology Global, Inc.
750098AB1
78000.00000000
PA
USD
34190.28000000
0.035082618447
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.50000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp.
126650DP2
50000.00000000
PA
USD
30430.03000000
0.031224228986
Long
DBT
CORP
US
N
2
2040-08-21
Fixed
2.70000000
N
N
N
N
N
N
SONOCO PRODUCTS CO
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co.
835495AN2
64000.00000000
PA
USD
56441.75000000
0.057914833682
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.25000000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla, Inc.
88160R101
4079.00000000
NS
USD
819226.36000000
0.840607500438
Long
EC
CORP
US
N
1
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
U.S. Bancorp
902973304
8611.00000000
NS
USD
274518.68000000
0.281683393852
Long
EC
CORP
US
N
1
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAH4
147000.00000000
PA
USD
144644.61000000
0.148419716455
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
5.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAP5
43000.00000000
PA
USD
41747.14000000
0.042836706335
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.55000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128283W8
134000.00000000
PA
USD
123175.31000000
0.126390085219
Long
DBT
UST
US
N
2
2028-02-15
Fixed
2.75000000
N
N
N
N
N
N
Baidu Inc
254900AL64IANZYI1E02
Baidu, Inc.
056752AM0
200000.00000000
PA
USD
198342.00000000
0.203518564578
Long
DBT
CORP
KY
N
2
2024-05-14
Fixed
4.38000000
N
N
N
N
N
N
HEICO CORP
529900O1DTDLCJ7L0I14
HEICO Corp.
422806AB5
108000.00000000
PA
USD
99354.27000000
0.101947335486
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.35000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U3F8
114000.00000000
PA
USD
104617.05000000
0.107347469756
Long
DBT
CORP
US
N
2
2034-07-25
Fixed
5.56000000
N
N
N
N
N
N
Carlisle Cos Inc
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos., Inc.
142339AH3
44000.00000000
PA
USD
40379.09000000
0.041432951345
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.75000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933YBM6
87000.00000000
PA
USD
74816.57000000
0.076769221511
Long
DBT
CORP
US
N
2
2053-05-17
Fixed
5.00000000
N
N
N
N
N
N
Anglesea Funding LLC
549300JC7SH8MD7E2Z33
Anglesea Funding LLC
0347M2AV8
475000.00000000
PA
USD
468409.38000000
0.480634483128
Long
STIV
CORP
IE
N
2
2024-01-29
None
0.00000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCK9
91000.00000000
PA
USD
90217.19000000
0.092571785144
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
21774.10000000
PA
USD
21417.49000000
0.021976469036
Long
ABS-MBS
USGSE
US
N
2
2027-06-25
Fixed
2.89000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QW1
58000.00000000
PA
USD
42697.97000000
0.043812352223
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
117734.00000000
PA
USD
99862.13000000
0.102468450218
Long
ABS-MBS
CORP
US
N
2
2060-10-25
Variable
2.00000000
N
N
N
N
N
N
Highwoods Realty LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AQ5
47000.00000000
PA
USD
40540.33000000
0.041598399578
Long
DBT
US
N
2
2028-03-15
Fixed
4.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGM7
93000.00000000
PA
USD
83452.97000000
0.085631024514
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
69112.67000000
PA
USD
1081.63000000
0.001109859661
Long
ABS-MBS
USGA
US
N
2
2053-02-16
Variable
0.64000000
N
N
N
N
N
N
PG&E Corp
8YQ2GSDWYZXO2EDN3511
PG&E Corp.
69331C108
21100.00000000
NS
USD
343930.00000000
0.352906292743
Long
EC
CORP
US
N
1
N
N
N
AutoNation Inc
N/A
AutoNation, Inc.
05329W102
707.00000000
NS
USD
91966.56000000
0.094366812275
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31417SBN9
28640.59000000
PA
USD
27474.15000000
0.028191202927
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
5.00000000
N
N
N
N
N
N
Bedford Row Funding Corp
5493000JWH1Z48FX0180
Bedford Row Funding Corp.
07644AA95
500000.00000000
PA
USD
494691.67000000
0.507602719480
Long
STIV
CORP
US
N
2
2024-01-09
None
0.00000000
N
N
N
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
Intuit, Inc.
46124HAH9
33000.00000000
PA
USD
30181.64000000
0.030969356210
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
5.50000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp.
31428X106
731.00000000
NS
USD
175513.10000000
0.180093848890
Long
EC
CORP
US
N
1
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare, Inc.
60855RAJ9
16000.00000000
PA
USD
14239.36000000
0.014610995692
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.38000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAP5
56000.00000000
PA
USD
50756.53000000
0.052081234073
Long
DBT
US
N
2
2026-01-15
Fixed
1.88000000
N
N
N
N
N
N
Kenvue Inc
5493008HSF8L4M2LIJ82
Kenvue, Inc.
49177J102
8328.00000000
NS
USD
154900.80000000
0.158943584656
Long
EC
CORP
US
N
1
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA Communications Corp.
78410G104
903.00000000
NS
USD
188392.89000000
0.193309790914
Long
EC
US
N
1
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89173FAA8
4116.98000000
PA
USD
4076.68000000
0.004183078026
Long
ABS-MBS
CORP
US
N
2
2056-10-25
Variable
2.75000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
3137FWG79
245000.00000000
PA
USD
189014.90000000
0.193948034868
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Fixed
1.38000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBF5
75000.00000000
PA
USD
58356.14000000
0.059879187701
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
5.15000000
N
N
N
N
N
N
Domino's Pizza Inc
25490005ZWM1IF9UXU57
Domino's Pizza, Inc.
25754A201
130.00000000
NS
USD
44068.70000000
0.045218857160
Long
EC
CORP
US
N
1
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp.
701094104
345.00000000
NS
USD
127273.95000000
0.130595696384
Long
EC
CORP
US
N
1
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
826943AA0
71649.41000000
PA
USD
69964.88000000
0.071790906356
Long
ABS-O
CORP
US
N
2
2040-01-20
Fixed
5.20000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0206B0
550000.00000000
PA
USD
404250.00000000
0.414800595591
Long
ABS-MBS
USGSE
US
N
2
2053-11-01
Fixed
2.00000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp.
126408103
3929.00000000
NS
USD
117280.65000000
0.120341579397
Long
EC
CORP
US
N
1
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VBD4
114000.00000000
PA
USD
84880.67000000
0.087095986320
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.05000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAV3
60000.00000000
PA
USD
49615.83000000
0.050910762732
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.38000000
N
N
N
N
N
N
INFOR INC
549300Q3IIYBYI4RHD64
Infor, Inc.
45674CAA1
68000.00000000
PA
USD
62694.78000000
0.064331062670
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
1.75000000
N
N
N
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow, Inc.
81762P102
400.00000000
NS
USD
232740.00000000
0.238814324348
Long
EC
CORP
US
N
1
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189T107
2263.00000000
NS
USD
60829.44000000
0.062417038816
Long
EC
CORP
US
N
1
N
N
N
Accelerated Assets
N/A
Accelerated Assets LLC
00439KAA4
35353.26000000
PA
USD
31810.99000000
0.032641230917
Long
ABS-O
CORP
US
Y
2
2040-10-20
Fixed
1.35000000
N
N
N
N
N
N
Dexcom Inc
549300YSK3QDSFR5EU59
Dexcom, Inc.
252131107
638.00000000
NS
USD
56673.54000000
0.058152673212
Long
EC
CORP
US
N
1
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64828AAA1
11776.04000000
PA
USD
10789.65000000
0.011071251072
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
108788.92000000
PA
USD
92977.60000000
0.095404239595
Long
ABS-MBS
CORP
US
N
2
2060-10-25
Fixed
1.75000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAY5
47000.00000000
PA
USD
44311.82000000
0.045468322393
Long
DBT
CORP
US
N
2
2026-05-14
Fixed
3.20000000
N
N
N
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co.
244199105
1392.00000000
NS
USD
508581.12000000
0.521854672807
Long
EC
CORP
US
N
1
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
826944AA8
105000.00000000
PA
USD
104525.07000000
0.107253089153
Long
ABS-O
CORP
US
N
2
2040-09-20
Fixed
6.10000000
N
N
N
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices, Inc.
032654105
2610.00000000
NS
USD
410631.30000000
0.421348442321
Long
EC
CORP
US
N
1
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64830WAD3
87829.41000000
PA
USD
77807.77000000
0.079838489394
Long
ABS-MBS
CORP
US
N
2
2058-12-25
Variable
3.50000000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp.
808513105
4163.00000000
NS
USD
216642.52000000
0.222296713237
Long
EC
CORP
US
N
1
N
N
N
ADVANCED MICRO DEVICES
R2I72C950HOYXII45366
Advanced Micro Devices, Inc.
007903BF3
115000.00000000
PA
USD
100889.69000000
0.103522828697
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
3.92000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YB0
108000.00000000
PA
USD
90631.41000000
0.092996815948
Long
DBT
UST
US
N
2
2029-08-15
Fixed
1.63000000
N
N
N
N
N
N
Aflac Inc
549300N0B7DOGLXWPP39
Aflac, Inc.
001055102
2008.00000000
NS
USD
156844.88000000
0.160938403560
Long
EC
CORP
US
N
1
N
N
N
Manhattan Asset Funding Co LLC
549300S0NSJYSOB32S63
Manhattan Asset Funding Co. LLC
56274LA95
300000.00000000
PA
USD
296793.61000000
0.304539681374
Long
STIV
CORP
US
N
2
2024-01-09
None
0.00000000
N
N
N
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc.
30303M102
4298.00000000
NS
USD
1294858.46000000
1.328653210672
Long
EC
CORP
US
N
1
N
N
N
Fontainebleau Miami Beach Trust
N/A
Fontainebleau Miami Beach Trust
34461LAG9
150000.00000000
PA
USD
143260.70000000
0.146999687532
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
11388.87000000
PA
USD
10902.98000000
0.011187538893
Long
ABS-MBS
USGSE
US
N
2
2029-01-01
Fixed
3.50000000
N
N
N
N
N
N
Sarepta Therapeutics Inc
549300IKDPIED8J8IG21
Sarepta Therapeutics, Inc.
803607100
516.00000000
NS
USD
34731.96000000
0.035638435854
Long
EC
CORP
US
N
1
N
N
N
Macquarie Bank Ltd
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
55607KC12
500000.00000000
PA
USD
490402.78000000
0.503201892946
Long
STIV
CORP
US
N
2
2024-03-01
None
0.00000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389X105
2621.00000000
NS
USD
271011.40000000
0.278084576702
Long
EC
CORP
US
N
1
N
N
N
RTX Corp
I07WOS4YJ0N7YRFE7309
RTX Corp.
75513E101
5261.00000000
NS
USD
428192.79000000
0.439368272900
Long
EC
CORP
US
N
1
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAT7
110000.00000000
PA
USD
95211.52000000
0.097696463087
Long
DBT
US
N
2
2026-11-15
Fixed
1.63000000
N
N
N
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525BJ1
65000.00000000
PA
USD
41784.67000000
0.042875215838
Long
DBT
CORP
US
N
2
2050-05-20
Fixed
3.25000000
N
N
N
N
N
Globe Life Inc
5493001JFHKQOPP6XA71
Globe Life, Inc.
37959E102
1532.00000000
NS
USD
178263.52000000
0.182916052611
Long
EC
CORP
US
N
1
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAW1
80000.00000000
PA
USD
63294.05000000
0.064945973128
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
Blackstone Inc
5299004LW4QWGZUB8Y96
Blackstone, Inc.
09260D107
487.00000000
NS
USD
44974.45000000
0.046148246496
Long
EC
CORP
US
N
1
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp.
125896BM1
17000.00000000
PA
USD
16875.95000000
0.017316398543
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
120000.00000000
PA
USD
69660.94000000
0.071479033769
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd.
67077MBA5
50000.00000000
PA
USD
47922.91000000
0.049173658900
Long
DBT
CORP
CA
N
2
2028-03-27
Fixed
4.90000000
N
N
N
N
N
N
Dover Corp
549300FMC2ALGA7N9E80
Dover Corp.
260003108
995.00000000
NS
USD
129300.25000000
0.132674881162
Long
EC
CORP
US
N
1
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89175TAA6
120022.92000000
PA
USD
107715.72000000
0.110527012518
Long
ABS-MBS
CORP
US
N
2
2058-06-25
Variable
3.00000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV/NXP Funding LLC/NXP USA, Inc.
62954HAN8
39000.00000000
PA
USD
22230.64000000
0.022810841589
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
67000.00000000
PA
USD
61480.36000000
0.063084947297
Long
DBT
US
N
2
2026-10-15
Fixed
3.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TJ7
105600.00000000
PA
USD
73000.12000000
0.074905363646
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RE0
242300.00000000
PA
USD
193489.80000000
0.198539726112
Long
DBT
UST
US
N
2
2044-02-15
Fixed
3.63000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BS4
52000.00000000
PA
USD
51724.78000000
0.053074754609
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
207833.87000000
PA
USD
159697.13000000
0.163865094961
Long
ABS-O
CORP
US
N
2
2049-01-20
Fixed
2.70000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBZ7
57000.00000000
PA
USD
38998.49000000
0.040016318810
Long
DBT
CORP
US
N
2
2041-03-25
Fixed
3.65000000
N
N
N
N
N
N
ELEMENT FLEET MANAGEMENT
5493000PGBS1C22ELQ16
Element Fleet Management Corp.
286181AH5
126000.00000000
PA
USD
125272.62000000
0.128542133301
Long
DBT
CORP
CA
N
2
2026-06-26
Fixed
6.27000000
N
N
N
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
000000000
1573.00000000
NS
USD
141947.52000000
0.145652234604
Long
EC
CORP
NL
N
1
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209S103
1752.00000000
NS
USD
70377.84000000
0.072214644275
Long
EC
CORP
US
N
1
N
N
N
LKQ Corp
DS830JTTZQN6GK0I2E41
LKQ Corp.
501889208
1016.00000000
NS
USD
44622.72000000
0.045787336630
Long
EC
CORP
US
N
1
N
N
N
CIM Trust
N/A
CIM Trust
12567RAA8
154145.17000000
PA
USD
129008.62000000
0.132375639857
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
1.43000000
N
N
N
N
N
N
TSMC GLOBAL LTD
549300N2ZLI21P85T117
TSMC Global Ltd.
872882AG0
200000.00000000
PA
USD
150247.27000000
0.154168601315
Long
DBT
CORP
VG
N
2
2030-09-28
Fixed
1.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140QRW66
198618.85000000
PA
USD
183299.87000000
0.188083847242
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Inflation-Indexed Bonds
912810PV4
105512.52000000
PA
USD
102005.05000000
0.104667298684
Long
DBT
UST
US
N
2
2028-01-15
Fixed
1.75000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64828YAR2
29982.86000000
PA
USD
27007.60000000
0.027712476352
Long
ABS-MBS
CORP
US
N
2
2054-05-25
Variable
3.75000000
N
N
N
N
N
N
TRITON CONTAINER/TAL INT
N/A
Triton Container International Ltd./TAL International Container Corp.
89681LAA0
160000.00000000
PA
USD
115604.62000000
0.118621806380
Long
DBT
CORP
BM
N
2
2032-03-15
Fixed
3.25000000
N
N
N
N
N
N
KLA CORP
549300H0BF5JCG96TJ81
KLA Corp.
482480AJ9
80000.00000000
PA
USD
50775.25000000
0.052100442650
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.30000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
U.S. Bancorp
91159HJN1
113000.00000000
PA
USD
104346.41000000
0.107069766272
Long
DBT
CORP
US
N
2
2034-06-12
Fixed
5.84000000
N
N
N
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498101
1841.00000000
NS
USD
222503.26000000
0.228310413776
Long
EC
CORP
US
N
1
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762EAF9
56000.00000000
PA
USD
44178.64000000
0.045331666504
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.90000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
28622HAC5
49000.00000000
PA
USD
40924.81000000
0.041992914192
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
5.13000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co. LLC
65480CAF2
91000.00000000
PA
USD
89943.85000000
0.092291311193
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
7.05000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320BH4
94000.00000000
PA
USD
74055.21000000
0.075987990636
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
3.70000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
036752AN3
61000.00000000
PA
USD
48728.35000000
0.050000120228
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHE4
259000.00000000
PA
USD
246393.98000000
0.252824662100
Long
DBT
UST
US
N
2
2028-05-31
Fixed
3.63000000
N
N
N
N
N
N
Veridian Auto Receivables Trust
N/A
Veridian Auto Receivables Trust
92347BAB0
98011.94000000
PA
USD
97722.20000000
0.100272669789
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
5.97000000
N
N
N
N
N
N
MOHAWK INDUSTRIES INC
549300JI1115MG3Q6322
Mohawk Industries, Inc.
608190AM6
46000.00000000
PA
USD
45245.01000000
0.046425867892
Long
DBT
CORP
US
N
2
2028-09-18
Fixed
5.85000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SF6
96000.00000000
PA
USD
66600.00000000
0.068338205730
Long
DBT
UST
US
N
2
2049-02-15
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RZ3
183000.00000000
PA
USD
121323.28000000
0.124489718746
Long
DBT
UST
US
N
2
2047-11-15
Fixed
2.75000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BG2
82000.00000000
PA
USD
61884.50000000
0.063499635022
Long
DBT
CORP
US
N
2
2031-09-23
Fixed
2.63000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
3414.00000000
NS
USD
241779.48000000
0.248089727410
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEY7
77000.00000000
PA
USD
75595.60000000
0.077568583559
Long
DBT
CORP
US
N
2
2033-10-18
Fixed
6.34000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CE3
91000.00000000
PA
USD
62198.77000000
0.063822107213
Long
DBT
CORP
US
N
2
2039-03-01
Fixed
3.50000000
N
N
N
N
N
N
WORKDAY INC
549300J0DYC0N31V7G13
Workday, Inc.
98138HAG6
73000.00000000
PA
USD
67796.92000000
0.069566364366
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.50000000
N
N
N
N
N
N
ADT SEC CORP
5493009JEEDYLVRA0J13
ADT Security Corp.
00109LAA1
79000.00000000
PA
USD
67754.35000000
0.069522683324
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.13000000
N
N
N
N
N
Columbia Funding Co LLC
549300O1V8MCLCRCFD82
Columbia Funding Co. LLC
19767CC53
500000.00000000
PA
USD
490151.00000000
0.502943541693
Long
STIV
CORP
US
N
2
2024-03-05
None
0.00000000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AC7
118000.00000000
PA
USD
105194.64000000
0.107940134384
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
7087.37000000
PA
USD
6920.41000000
0.007101027061
Long
ABS-MBS
CORP
US
N
2
2057-07-25
Variable
2.75000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CY9
85000.00000000
PA
USD
79775.05000000
0.081857113799
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP/PAA Finance Corp.
72650RBM3
52000.00000000
PA
USD
44223.60000000
0.045377799923
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.55000000
N
N
N
N
N
N
CSL FINANCE PLC
2549007CCNBNAF4HBC02
CSL Finance PLC
12661PAD1
48000.00000000
PA
USD
39665.94000000
0.040701188711
Long
DBT
CORP
GB
N
2
2042-04-27
Fixed
4.63000000
N
N
N
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron, Inc.
883203101
3258.00000000
NS
USD
247608.00000000
0.254070367033
Long
EC
CORP
US
N
1
N
N
N
Neurocrine Biosciences Inc
549300FECER0XBN49756
Neurocrine Biosciences, Inc.
64125C109
354.00000000
NS
USD
39272.76000000
0.040297747034
Long
EC
CORP
US
N
1
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp.
512807108
796.00000000
NS
USD
468223.12000000
0.480443361894
Long
EC
CORP
US
N
1
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0306B9
1720000.00000000
PA
USD
1377881.25000000
1.413842827839
Long
ABS-MBS
USGSE
US
N
2
2053-11-01
Fixed
3.00000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bonds
91087BAE0
116000.00000000
PA
USD
106913.53000000
0.109703886013
Long
DBT
NUSS
MX
N
2
2028-01-11
Fixed
3.75000000
N
N
N
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332102
130.00000000
NS
USD
322026.90000000
0.330431539682
Long
EC
CORP
US
N
1
N
N
N
Australia & New Zealand Banking Group Ltd
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
05253AA83
400000.00000000
PA
USD
395886.07000000
0.406218373833
Long
STIV
CORP
AU
N
2
2024-01-08
None
0.00000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris, Inc.
92556VAC0
76000.00000000
PA
USD
65184.22000000
0.066885475025
Long
DBT
CORP
US
N
2
2027-06-22
Fixed
2.30000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
03523TBT4
90000.00000000
PA
USD
70093.45000000
0.071922831928
Long
DBT
CORP
US
N
2
2048-10-06
Fixed
4.44000000
N
N
N
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
Otis Worldwide Corp.
68902V107
3900.00000000
NS
USD
301119.00000000
0.308977960529
Long
EC
CORP
US
N
1
N
N
N
Orange Lake Timeshare Trust
N/A
Orange Lake Timeshare Trust
68504UAA9
38396.89000000
PA
USD
36964.08000000
0.037928812367
Long
ABS-O
CORP
US
N
2
2038-04-09
Fixed
3.06000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418MGR7
1245.08000000
PA
USD
1248.89000000
0.001281485011
Long
ABS-MBS
USGSE
US
N
2
2038-10-01
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QU5
144500.00000000
PA
USD
108933.81000000
0.111776893674
Long
DBT
UST
US
N
2
2042-02-15
Fixed
3.13000000
N
N
N
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278X109
1767.00000000
NS
USD
283285.44000000
0.290678959145
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128283F5
136300.00000000
PA
USD
123346.18000000
0.126565414787
Long
DBT
UST
US
N
2
2027-11-15
Fixed
2.25000000
N
N
N
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp.
58155Q103
256.00000000
NS
USD
116572.16000000
0.119614598385
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810FG8
115000.00000000
PA
USD
116882.23000000
0.119932760959
Long
DBT
UST
US
N
2
2029-02-15
Fixed
5.25000000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana, Inc.
444859102
332.00000000
NS
USD
173865.08000000
0.178402816911
Long
EC
CORP
US
N
1
N
N
N
SCHLUMBERGER HLDGS CORP
529900IKZG65COT1D505
Schlumberger Holdings Corp.
806851AK7
90000.00000000
PA
USD
82999.56000000
0.085165780882
Long
DBT
CORP
US
Y
2
2028-05-17
Fixed
3.90000000
N
N
N
N
N
N
Keysight Technologies Inc
549300GLKVIO8YRCYN02
Keysight Technologies, Inc.
49338L103
547.00000000
NS
USD
66761.35000000
0.068503766833
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828M56
44000.00000000
PA
USD
41612.66000000
0.042698716517
Long
DBT
UST
US
N
2
2025-11-15
Fixed
2.25000000
N
N
N
N
N
N
Church & Dwight Co Inc
POOXSI30AWAQGYJZC921
Church & Dwight Co., Inc.
171340102
1705.00000000
NS
USD
155052.70000000
0.159099449123
Long
EC
CORP
US
N
1
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0606B6
339000.00000000
PA
USD
329921.23000000
0.338531905262
Long
ABS-MBS
USGSE
US
N
2
2053-11-01
Fixed
6.00000000
N
N
N
N
N
N
Britannia Funding Co LLC
549300X2ZBE7GS6QP587
Britannia Funding Co. LLC
11042LB74
500000.00000000
PA
USD
492324.75000000
0.505174024797
Long
STIV
CORP
US
N
2
2024-02-07
None
0.00000000
N
N
N
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
Chevron USA, Inc.
166756AS5
47000.00000000
PA
USD
41795.38000000
0.042886205360
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.25000000
N
N
N
N
N
N
BROADSTONE NET LEASE LLC
54930089IBT6J4WBTI50
Broadstone Net Lease LLC
11135EAA2
96000.00000000
PA
USD
66718.90000000
0.068460208923
Long
DBT
US
N
2
2031-09-15
Fixed
2.60000000
N
N
N
N
N
N
GMAC Mortgage Corporation Loan Trust
N/A
GMACM Mortgage Loan Trust
76112BKN9
10540.48000000
PA
USD
8683.95000000
0.008910594018
Long
ABS-MBS
CORP
US
N
2
2035-03-18
Variable
0.00000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833100
24129.00000000
NS
USD
4120509.33000000
4.228051265859
Long
EC
CORP
US
N
1
N
N
N
KENVUE INC
5493008HSF8L4M2LIJ82
Kenvue, Inc.
49177JAH5
112000.00000000
PA
USD
107932.80000000
0.110749758129
Long
DBT
CORP
US
Y
2
2030-03-22
Fixed
5.00000000
N
N
N
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp.
235851102
1727.00000000
NS
USD
331618.54000000
0.340273513670
Long
EC
CORP
US
N
1
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122EC8
58000.00000000
PA
USD
57824.28000000
0.059333446589
Long
DBT
CORP
US
N
2
2063-11-15
Fixed
6.40000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBQ5
104000.00000000
PA
USD
78390.94000000
0.080436879656
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
73000.00000000
PA
USD
54349.90000000
0.055768388102
Long
DBT
CORP
US
N
2
2031-02-10
Fixed
1.80000000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings, Inc.
29452EAC5
127000.00000000
PA
USD
117180.91000000
0.120239236264
Long
DBT
CORP
US
N
2
2033-01-11
Fixed
5.59000000
N
N
N
N
N
N
VERALTO CORP
635400FJE6GSOJUSNY27
Veralto Corp.
92338CAE3
70000.00000000
PA
USD
65472.94000000
0.067181730382
Long
DBT
CORP
US
N
2
2033-09-18
Fixed
5.45000000
N
N
N
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals, Inc.
75886F107
447.00000000
NS
USD
348610.83000000
0.357709288592
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEQ0
56000.00000000
PA
USD
53959.06000000
0.055367347496
Long
DBT
UST
US
N
2
2025-05-15
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XKS76
197930.91000000
PA
USD
177167.01000000
0.181790924594
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.50000000
N
N
N
N
N
N
AON CORP/AON GLOBAL HOLD
N/A
Aon Corp./Aon Global Holdings PLC
03740LAF9
107000.00000000
PA
USD
97245.10000000
0.099783117868
Long
DBT
CORP
US
N
2
2032-09-12
Fixed
5.00000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAD9
20000.00000000
PA
USD
15481.48000000
0.015885534012
Long
DBT
CORP
US
N
2
2032-05-19
Fixed
4.20000000
N
N
N
N
N
N
SCHLUMBERGER INVESTMENT
529900EZ29I5KXPV2J32
Schlumberger Investment SA
806854AH8
26000.00000000
PA
USD
25950.87000000
0.026628166560
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
91282CHQ7
124000.00000000
PA
USD
120342.97000000
0.123483823453
Long
DBT
UST
US
N
2
2028-07-31
Fixed
4.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEP2
183200.00000000
PA
USD
157544.84000000
0.161656631946
Long
DBT
UST
US
N
2
2032-05-15
Fixed
2.88000000
N
N
N
N
N
N
Appalachian Power Co
3SCHO1ABYYIG382BEI70
Appalachian Power Co.
037735CU9
66000.00000000
PA
USD
63420.16000000
0.065075374497
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.40000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65558JC54
450000.00000000
PA
USD
441426.96000000
0.452947843953
Long
STIV
CORP
SE
N
2
2024-03-05
None
0.00000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EH6
80000.00000000
PA
USD
67254.38000000
0.069009664514
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.75000000
N
N
N
N
N
N
Howmet Aerospace Inc
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
443201108
4034.00000000
NS
USD
177899.40000000
0.182542429376
Long
EC
CORP
US
N
1
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RHL1
100000.00000000
PA
USD
98668.77000000
0.101243944495
Long
ABS-O
CORP
US
N
2
2028-08-21
Fixed
5.90000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89179YAR4
137140.03000000
PA
USD
121025.25000000
0.124183910405
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
127282.37000000
PA
USD
115141.08000000
0.118146168363
Long
ABS-MBS
CORP
US
N
2
2063-01-25
Fixed
3.75000000
N
N
N
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
Digital Realty Trust, Inc.
253868103
1485.00000000
NS
USD
184674.60000000
0.189494456575
Long
EC
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RS9
239000.00000000
PA
USD
152567.89000000
0.156549787606
Long
DBT
UST
US
N
2
2046-05-15
Fixed
2.50000000
N
N
N
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd.
88032WAL0
97000.00000000
PA
USD
95868.37000000
0.098370456337
Long
DBT
CORP
KY
N
2
2024-04-11
Fixed
3.28000000
N
N
N
N
N
N
Cooperatieve Rabobank UA/NY
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21687AB10
450000.00000000
PA
USD
443683.44000000
0.455263216242
Long
STIV
CORP
US
N
2
2024-02-01
None
0.00000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64830MAG8
74256.96000000
PA
USD
66875.83000000
0.068621234668
Long
ABS-MBS
CORP
US
N
2
2059-08-25
Variable
3.50000000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86960JAQ8
500000.00000000
PA
USD
493638.19000000
0.506521744511
Long
STIV
CORP
SE
N
2
2024-01-24
None
0.00000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773100
5613.00000000
NS
USD
133084.23000000
0.136557619957
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDY4
143100.00000000
PA
USD
113976.91000000
0.116951614475
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.88000000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax, Inc.
294429AQ8
52000.00000000
PA
USD
50096.53000000
0.051404008611
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.60000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte. Ltd.
716973AF9
75000.00000000
PA
USD
66143.18000000
0.067869463100
Long
DBT
CORP
SG
N
2
2043-05-19
Fixed
5.11000000
N
N
N
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-Mobile U.S., Inc.
872590104
679.00000000
NS
USD
97680.94000000
0.100230332937
Long
EC
CORP
US
N
1
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591CS9
79000.00000000
PA
USD
82185.31000000
0.084330279621
Long
DBT
USGA
US
N
2
2036-04-01
Fixed
5.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZQ6
210000.00000000
PA
USD
160297.27000000
0.164480898126
Long
DBT
UST
US
N
2
2030-05-15
Fixed
0.63000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBE7
63000.00000000
PA
USD
54438.01000000
0.055858797701
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
3.15000000
N
N
N
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
Travelers Cos., Inc.
89417E109
2023.00000000
NS
USD
338731.12000000
0.347571726212
Long
EC
CORP
US
N
1
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications, Inc.
16119P108
648.00000000
NS
USD
261014.40000000
0.267826663148
Long
EC
CORP
US
N
1
N
N
N
GoodLeap Sustainable Home Improvement Loan Trust
N/A
GoodLeap Sustainable Home Solutions Trust
38237GAA7
76573.71000000
PA
USD
53951.05000000
0.055359128442
Long
ABS-O
CORP
US
N
2
2048-07-20
Fixed
1.93000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DS6
48000.00000000
PA
USD
43006.51000000
0.044128944866
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
27853.03000000
PA
USD
25762.65000000
0.026435034171
Long
ABS-MBS
CORP
US
N
2
2034-01-19
Floating
6.15000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
3137BLMZ8
188000.00000000
PA
USD
180453.47000000
0.185163158522
Long
ABS-MBS
USGSE
US
N
2
2025-07-25
Fixed
3.01000000
N
N
N
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361702
2398.00000000
NS
USD
74937.50000000
0.076893307686
Long
EC
CORP
US
N
1
N
N
N
First National Master Note Trust
N/A
First National Master Note Trust
32113CBY5
95000.00000000
PA
USD
94800.82000000
0.097275044152
Long
ABS-O
CORP
US
N
2
2029-09-17
Fixed
5.77000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DC6
62000.00000000
PA
USD
61167.34000000
0.062763757730
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.55000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX Trust
67448GAA1
89613.33000000
PA
USD
88156.57000000
0.090457384641
Long
ABS-MBS
CORP
US
N
2
2063-03-25
Variable
6.11000000
N
N
N
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings, Inc.
09857L108
138.00000000
NS
USD
384959.28000000
0.395006403518
Long
EC
CORP
US
N
1
N
N
N
Aptiv PLC
N/A
Aptiv PLC
000000000
1324.00000000
NS
USD
115452.80000000
0.118466024001
Long
EC
CORP
JE
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933Y105
2820.00000000
NS
USD
289614.00000000
0.297172689404
Long
EC
CORP
US
N
1
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0204B2
477000.00000000
PA
USD
403548.69000000
0.414080981971
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCJ8
204000.00000000
PA
USD
183759.38000000
0.188555350079
Long
DBT
UST
US
N
2
2026-06-30
Fixed
0.88000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
549300TPZNMN50BJ3745
Charter Communications Operating LLC/Charter Communications Operating Capital
161175BT0
44000.00000000
PA
USD
29171.90000000
0.029933262818
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
14688.28000000
PA
USD
14908.65000000
0.015297753616
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
6.50000000
N
N
N
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409V104
610.00000000
NS
USD
213079.10000000
0.218640290879
Long
EC
CORP
US
N
1
N
N
N
Equity LifeStyle Properties Inc
529900PEQG66LENB6798
Equity LifeStyle Properties, Inc.
29472R108
1656.00000000
NS
USD
108964.80000000
0.111808692488
Long
EC
US
N
1
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
3137FBTA4
344760.68000000
PA
USD
337353.94000000
0.346158602936
Long
ABS-MBS
USGSE
US
N
2
2024-08-25
Variable
3.06000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PAQ1
16000.00000000
PA
USD
15021.65000000
0.015413702824
Long
DBT
CORP
US
N
2
2026-12-06
Fixed
3.70000000
N
N
N
N
N
N
Whirlpool Corp
WHENKOULSSK7WUM60H03
Whirlpool Corp.
963320106
245.00000000
NS
USD
25617.20000000
0.026285788045
Long
EC
CORP
US
N
1
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co.
532457108
1209.00000000
NS
USD
669701.37000000
0.687180030041
Long
EC
CORP
US
N
1
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding Ltd.
12549BAY4
334805.52000000
PA
USD
332959.40000000
0.341649369023
Long
ABS-CBDO
CORP
KY
N
2
2030-10-18
Floating
6.66000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TT5
63000.00000000
PA
USD
54307.97000000
0.055725363763
Long
DBT
UST
US
N
2
2053-08-15
Fixed
4.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828P46
67000.00000000
PA
USD
62129.41000000
0.063750936974
Long
DBT
UST
US
N
2
2026-02-15
Fixed
1.63000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABF1
135000.00000000
PA
USD
117729.33000000
0.120801969579
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.88000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135106
17445.00000000
NS
USD
2321755.05000000
2.382350964891
Long
EC
CORP
US
N
1
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12656TAB4
136093.22000000
PA
USD
106792.31000000
0.109579502269
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
5042.04000000
PA
USD
4658.48000000
0.004780062531
Long
ABS-MBS
CORP
US
N
2
2028-10-25
Floating
6.08000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0406B8
845000.00000000
PA
USD
730819.73000000
0.749893529434
Long
ABS-MBS
USGSE
US
N
2
2053-11-01
Fixed
4.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDW3
70000.00000000
PA
USD
66967.08000000
0.068714866218
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
48693.45000000
PA
USD
45411.63000000
0.046596836538
Long
DBT
CORP
US
N
2
2026-09-03
Fixed
3.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCB5
373900.00000000
PA
USD
298258.28000000
0.306042578068
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
23052.08000000
PA
USD
20639.41000000
0.021178081782
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
209531.00000000
PA
USD
179867.22000000
0.184561607874
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
25990.07000000
PA
USD
24063.15000000
0.024691178606
Long
ABS-MBS
CORP
US
N
2
2057-12-25
Variable
3.50000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAK9
77000.00000000
PA
USD
58881.40000000
0.060418156559
Long
DBT
CORP
GB
N
2
2030-09-02
Fixed
2.20000000
N
N
N
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions, Inc.
620076307
378.00000000
NS
USD
105257.88000000
0.108005024897
Long
EC
CORP
US
N
1
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp.
756109BT0
75000.00000000
PA
USD
66815.08000000
0.068558899142
Long
DBT
US
N
2
2033-07-15
Fixed
4.90000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CR7
61000.00000000
PA
USD
60413.53000000
0.061990273904
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
3.60000000
N
N
N
N
N
N
INVITATION HOMES OP
549300147YMUQB3GW319
Invitation Homes Operating Partnership LP
46188BAD4
48000.00000000
PA
USD
40123.58000000
0.041170772742
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
179682.34000000
PA
USD
179082.56000000
0.183756468888
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
6.87000000
N
N
N
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
Baxter International, Inc.
071813109
2587.00000000
NS
USD
83896.41000000
0.086086037936
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TF5
182000.00000000
PA
USD
120838.05000000
0.123991824638
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.38000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122108
8623.00000000
NS
USD
444343.19000000
0.455940185179
Long
EC
CORP
US
N
1
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAK7
47000.00000000
PA
USD
45249.61000000
0.046430587948
Long
DBT
CORP
KY
N
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co.
025816109
294.00000000
NS
USD
42932.82000000
0.044053331617
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128UGL47
412.40000000
PA
USD
406.18000000
0.000416780967
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Floating
4.40000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172CW7
77000.00000000
PA
USD
75399.79000000
0.077367663078
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
177000.00000000
PA
USD
132196.59000000
0.135646813276
Long
DBT
CORP
US
N
2
2030-10-30
Fixed
1.68000000
N
N
N
N
N
N
Public Service Enterprise Group Inc
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc.
744573106
5934.00000000
NS
USD
365831.10000000
0.375378993607
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services, Inc.
760759BC3
66000.00000000
PA
USD
60606.59000000
0.062188372612
Long
DBT
CORP
US
N
2
2034-04-01
Fixed
5.00000000
N
N
N
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
Eaton Corp. PLC
000000000
1810.00000000
NS
USD
376317.10000000
0.386138669662
Long
EC
CORP
IE
N
1
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0324B7
243000.00000000
PA
USD
221886.06000000
0.227677105359
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Fixed
3.50000000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
5207.00000000
NS
USD
618591.60000000
0.634736336692
Long
EC
CORP
US
N
1
N
N
N
2023-11-15
TRANSAMERICA FUNDS
Vincent Toner
Vincent Toner
Treasurer