0001752724-23-296977.txt : 20231229
0001752724-23-296977.hdr.sgml : 20231229
20231229093605
ACCESSION NUMBER: 0001752724-23-296977
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: 231524766
BUSINESS ADDRESS:
STREET 1: 1801 CALIFORNIA STREET
STREET 2: SUITE 5200
CITY: DENVER
STATE: CO
ZIP: 80202
BUSINESS PHONE: 720-482-8836
MAIL ADDRESS:
STREET 1: 1801 CALIFORNIA STREET
STREET 2: SUITE 5200
CITY: DENVER
STATE: CO
ZIP: 80202
FORMER COMPANY:
FORMER CONFORMED NAME: TRANSAMERICA IDEX MUTUAL FUNDS
DATE OF NAME CHANGE: 20040301
FORMER COMPANY:
FORMER CONFORMED NAME: IDEX MUTUAL FDS
DATE OF NAME CHANGE: 20010504
FORMER COMPANY:
FORMER CONFORMED NAME: IDEX MUTUAL FUNDS /
DATE OF NAME CHANGE: 20010423
0000787623
S000007792
Transamerica Multi-Managed Balanced
C000021228
A
IBALX
C000021230
C
IBLLX
C000081953
I
TBLIX
C000156741
R6
TAMMX
C000234683
R
TAAHX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000787623
XXXXXXXX
S000007792
C000081953
C000021228
C000021230
C000156741
C000234683
TRANSAMERICA FUNDS
811-04556
0000787623
54930088ZHZE1VMYEY52
1801 CALIFORNIA STREET
SUITE 5200
DENVER
80202
720-493-4256
Transamerica Multi-Managed Balanced
S000007792
549300MJHMS7743W9J94
2023-10-31
2023-10-31
N
1142049588.74
92074380.25
1049975208.49
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
88502812.94000000
0.00000000
0.00000000
810208.69000000
USD
N
Securities Portfolio VaR
Designated Reference Portfolio is the Fund's Securities Portfolio
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International, Inc.
438516106
36794.00000000
NS
USD
6742868.44000000
0.642193109463
Long
EC
CORP
US
N
1
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89175JAA8
190079.47000000
PA
USD
180110.47000000
0.017153783112
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
914000.00000000
PA
USD
769509.45000000
0.073288344694
Long
DBT
UST
US
N
2
2052-11-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31410K3K8
3216.74000000
PA
USD
3226.99000000
0.000307339637
Long
ABS-MBS
USGSE
US
N
2
2038-12-01
Fixed
6.00000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp.
126650DX5
323000.00000000
PA
USD
304399.53000000
0.028991115936
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
5.25000000
N
N
N
N
N
N
One Market Plaza Trust
N/A
One Market Plaza Trust
68245HAA2
938000.00000000
PA
USD
853580.00000000
0.081295252792
Long
ABS-MBS
CORP
US
N
2
2032-02-10
Fixed
3.61000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31410KN34
71332.84000000
PA
USD
71487.03000000
0.006808449325
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828R36
1957000.00000000
PA
USD
1802504.03000000
0.171671103796
Long
DBT
UST
US
N
2
2026-05-15
Fixed
1.63000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PCB0
1512000.00000000
PA
USD
1348853.57000000
0.128465277950
Long
DBT
CORP
US
N
2
2027-04-22
Fixed
1.58000000
N
N
N
N
N
N
SKYWORKS SOLUTIONS INC
549300WZ3ORQ2BVKBD96
Skyworks Solutions, Inc.
83088MAK8
379000.00000000
PA
USD
338206.64000000
0.032210916721
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
3216000.00000000
PA
USD
1428481.88000000
0.136049105583
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
1070000.00000000
PA
USD
741685.54000000
0.070638385935
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
886000.00000000
PA
USD
672432.94000000
0.064042744491
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
2.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128286B1
653500.00000000
PA
USD
585597.27000000
0.055772485413
Long
DBT
UST
US
N
2
2029-02-15
Fixed
2.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RY6
1308900.00000000
PA
USD
868935.76000000
0.082757740656
Long
DBT
UST
US
N
2
2047-08-15
Fixed
2.75000000
N
N
N
N
N
N
Salesforce Inc
RCGZFPDMRW58VJ54VR07
Salesforce, Inc.
79466L302
11192.00000000
NS
USD
2247689.36000000
0.214070707748
Long
EC
CORP
US
N
1
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
Intuit, Inc.
461202103
8669.00000000
NS
USD
4290721.55000000
0.408649796233
Long
EC
CORP
US
N
1
N
N
N
Dow Inc
5493003S21INSLK2IP73
Dow, Inc.
260557103
57158.00000000
NS
USD
2763017.72000000
0.263150758004
Long
EC
CORP
US
N
1
N
N
N
Citigroup Capital XIII
N/A
Citigroup Capital XIII
173080201
29988.00000000
NS
USD
859755.96000000
0.081883453347
Long
EP
CORP
US
N
1
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group
125523CL2
862000.00000000
PA
USD
696545.88000000
0.066339269191
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
43419.00000000
NS
USD
431584.86000000
0.041104290511
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797GD3
2967000.00000000
PA
USD
2932871.10000000
0.279327652337
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
714000.00000000
PA
USD
661309.10000000
0.062983306144
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
34762.00000000
NS
USD
4910132.50000000
0.467642708160
Long
EC
CORP
US
N
1
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AN2
417000.00000000
PA
USD
401143.34000000
0.038205029676
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
1.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418XDE5
314.01000000
PA
USD
312.76000000
0.000029787369
Long
ABS-MBS
USGSE
US
N
2
2025-07-01
Fixed
4.50000000
N
N
N
N
N
N
Accenture PLC
5493000EWHDSR3MZWH98
Accenture PLC
000000000
15033.00000000
NS
USD
4466153.97000000
0.425358040255
Long
EC
CORP
IE
N
1
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDC3
892000.00000000
PA
USD
694981.28000000
0.066190256148
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
117000.00000000
PA
USD
107935.42000000
0.010279806525
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
4347.15000000
PA
USD
4360.44000000
0.000415289805
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
1350000.00000000
PA
USD
1249430.06000000
0.118996148661
Long
DBT
CORP
US
N
2
2034-06-01
Fixed
5.35000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bonds
195325DS1
455000.00000000
PA
USD
336728.34000000
0.032070122920
Long
DBT
NUSS
CO
N
2
2031-04-15
Fixed
3.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Inflation-Indexed Bonds
912810SM1
2342706.48000000
PA
USD
1312144.42000000
0.124969085878
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
176119.38000000
PA
USD
172909.38000000
0.016467948824
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
826000.00000000
PA
USD
658807.80000000
0.062745081471
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
140000.00000000
PA
USD
117045.68000000
0.011147470821
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.00000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64829NAA2
335193.31000000
PA
USD
301544.26000000
0.028719179039
Long
ABS-MBS
CORP
US
N
2
2057-05-25
Variable
4.00000000
N
N
N
N
N
N
Chipotle Mexican Grill Inc
N/A
Chipotle Mexican Grill, Inc.
169656105
1837.00000000
NS
USD
3567821.40000000
0.339800537303
Long
EC
CORP
US
N
1
N
N
N
Hertz Vehicle Financing LLC
549300MNOMKDMDFI8J66
Hertz Vehicle Financing III LLC
42806MCA5
890000.00000000
PA
USD
880088.52000000
0.083819933354
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
29055.00000000
NS
USD
4593304.95000000
0.437467943324
Long
EC
CORP
US
N
1
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AZ1
1477000.00000000
PA
USD
1421744.09000000
0.135407396146
Long
DBT
CORP
CH
N
2
2033-08-12
Fixed
6.54000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BQ1
230000.00000000
PA
USD
226754.45000000
0.021596171811
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
11400.00000000
NS
USD
4128054.00000000
0.393157282821
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31417MLN1
46053.17000000
PA
USD
43988.54000000
0.004189483679
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
5.00000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837BH5
1305000.00000000
PA
USD
1225484.08000000
0.116715525289
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
72808.00000000
NS
USD
4820617.68000000
0.459117285915
Long
EC
CORP
US
N
1
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW U.S. Capital LLC
05565EAH8
806000.00000000
PA
USD
756925.00000000
0.072089797347
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
8543.00000000
NS
USD
1773612.23000000
0.168919438826
Long
EC
CORP
US
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
36653.00000000
NS
USD
5437106.02000000
0.517831847460
Long
EC
CORP
US
N
1
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592TAA3
3050000.00000000
PA
USD
2870638.04000000
0.273400554297
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
1299000.00000000
PA
USD
1210672.26000000
0.115304842458
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
21693.00000000
NS
USD
11617903.08000000
1.106493085366
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHC8
2412300.00000000
PA
USD
2138277.80000000
0.203650313141
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
19657.00000000
NS
USD
1752618.12000000
0.166919952569
Long
EC
CORP
US
N
1
N
N
N
Orange Lake Timeshare Trust
N/A
Orange Lake Timeshare Trust
68504LAA9
114904.26000000
PA
USD
111209.08000000
0.010591591030
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
1213.00000000
NS
USD
492805.51000000
0.046934966274
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PDK9
1013000.00000000
PA
USD
951261.32000000
0.090598455307
Long
DBT
CORP
US
N
2
2033-09-14
Fixed
5.72000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
95000.00000000
PA
USD
58952.21000000
0.005614628757
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp.
054989AB4
1076000.00000000
PA
USD
1017686.97000000
0.096924857060
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
878000.00000000
PA
USD
836353.18000000
0.079654564530
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
89855.21000000
PA
USD
86539.59000000
0.008242060317
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
132315.00000000
NS
USD
5262167.55000000
0.501170647406
Long
EC
CORP
US
N
1
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBP5
911000.00000000
PA
USD
644413.90000000
0.061374201484
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
1347000.00000000
PA
USD
1346802.76000000
0.128269958100
Long
STIV
UST
US
N
2
2023-11-02
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31410DUT5
6439.34000000
PA
USD
6459.81000000
0.000615234526
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
6.00000000
N
N
N
N
N
N
GM Financial Securitized Term Auto Receivables Tr
N/A
GM Financial Consumer Automobile Receivables Trust
38013JAB9
1000553.10000000
PA
USD
996424.12000000
0.094899775913
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
1334911.24000000
PA
USD
1330367.20000000
0.126704629713
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
10131000.00000000
PA
USD
9615646.57000000
0.915797486669
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
76734.00000000
NS
USD
4473592.20000000
0.426066459838
Long
EC
CORP
US
N
1
N
N
N
Wellfleet CLO Ltd
254900SGJWAIVC8ISP96
Wellfleet CLO Ltd.
94949LAL4
131267.83000000
PA
USD
130758.90000000
0.012453522611
Long
ABS-CBDO
CORP
KY
N
2
2028-10-20
Floating
6.82000000
N
N
N
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
902653104
35247.00000000
NS
USD
1121207.07000000
0.106784146990
Long
EC
US
N
1
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp.
565849106
11782.00000000
NS
USD
321766.42000000
0.030645144513
Long
EC
CORP
US
N
1
N
N
N
ARCELORMITTAL SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LBE3
1054000.00000000
PA
USD
1061230.84000000
0.101071990216
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
826000.00000000
PA
USD
710250.48000000
0.067644500008
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
1103000.00000000
PA
USD
918985.54000000
0.087524498918
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
2421000.00000000
PA
USD
1273483.82000000
0.121287037036
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
472.99000000
PA
USD
463.05000000
0.000044101041
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
56058.00000000
NS
USD
7914268.44000000
0.753757648371
Long
EC
CORP
US
N
1
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0426B4
7917000.00000000
PA
USD
7078070.42000000
0.674117861333
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
1291000.00000000
PA
USD
1305864.10000000
0.124370946041
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
1113000.00000000
PA
USD
729101.27000000
0.069439855732
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
1667000.00000000
PA
USD
1629377.99000000
0.155182520199
Long
DBT
CORP
IT
N
2
2033-11-21
Fixed
8.25000000
N
N
N
N
N
N
LKQ CORP
DS830JTTZQN6GK0I2E41
LKQ Corp.
501889AF6
475000.00000000
PA
USD
444400.69000000
0.042324874569
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
422000.00000000
PA
USD
424600.97000000
0.040439142426
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
33554.00000000
NS
USD
2290060.50000000
0.218106149695
Long
EC
CORP
IE
N
1
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
Diageo Capital PLC
25243YBH1
471000.00000000
PA
USD
460177.50000000
0.043827463379
Long
DBT
CORP
GB
N
2
2033-01-24
Fixed
5.50000000
N
N
N
N
N
N
ALCON FINANCE CORP
549300CUZUI9VU7XNK42
Alcon Finance Corp.
01400EAA1
600000.00000000
PA
USD
549029.89000000
0.052289795564
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
7030.00000000
NS
USD
1985553.20000000
0.189104769707
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RK6
3665000.00000000
PA
USD
2380388.88000000
0.226709055676
Long
DBT
UST
US
N
2
2045-02-15
Fixed
2.50000000
N
N
N
N
N
N
Ventas Inc
ORQTRC074CWLT3DKHT41
Ventas, Inc.
92276F100
52800.00000000
NS
USD
2241888.00000000
0.213518184226
Long
EC
US
N
1
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AU4
1293000.00000000
PA
USD
1206075.26000000
0.114867022597
Long
DBT
CORP
GB
N
2
2028-03-15
Fixed
4.50000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAE4
1237000.00000000
PA
USD
811398.06000000
0.077277830318
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
3.60000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64829GAA7
105509.37000000
PA
USD
96632.53000000
0.009203315394
Long
ABS-MBS
CORP
US
N
2
2035-11-26
Variable
3.75000000
N
N
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp. of America Holdings
50540RAW2
532000.00000000
PA
USD
449274.90000000
0.042789096006
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
709000.00000000
PA
USD
659186.81000000
0.062781178514
Long
DBT
CORP
US
N
2
2034-01-25
Fixed
5.88000000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556102
8054.00000000
NS
USD
3582177.58000000
0.341167824824
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp.
22160K105
9383.00000000
NS
USD
5183544.52000000
0.493682562986
Long
EC
CORP
US
N
1
N
N
N
Expedia Group Inc
N/A
Expedia Group, Inc.
30212P303
16464.00000000
NS
USD
1568854.56000000
0.149418247908
Long
EC
CORP
US
N
1
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64829HAD9
114966.82000000
PA
USD
101388.32000000
0.009656258469
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
730000.00000000
PA
USD
610234.38000000
0.058118932243
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
707000.00000000
PA
USD
658434.59000000
0.062709536822
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
28812.00000000
NS
USD
1246983.36000000
0.118763124111
Long
EC
CORP
US
N
1
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0304B1
2495000.00000000
PA
USD
2228736.72000000
0.212265651796
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
15594.00000000
NS
USD
1298512.38000000
0.123670765700
Long
EC
CORP
US
N
1
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BK8
177000.00000000
PA
USD
131187.81000000
0.012494372147
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
726000.00000000
PA
USD
715719.69000000
0.068165389450
Long
DBT
US
N
2
2034-03-01
Fixed
6.40000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SL3
1799000.00000000
PA
USD
993385.31000000
0.094610358603
Long
DBT
UST
US
N
2
2050-02-15
Fixed
2.00000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc.
96950FAN4
97000.00000000
PA
USD
80865.19000000
0.007701628509
Long
DBT
CORP
US
N
2
2044-03-04
Fixed
5.40000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89173UAA5
365495.30000000
PA
USD
344341.75000000
0.032795226707
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Variable
2.75000000
N
N
N
N
N
N
JM SMUCKER CO
5493000WDH6A0LHDJD55
J M Smucker Co.
832696AY4
437000.00000000
PA
USD
416021.03000000
0.039621985989
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
43259.00000000
NS
USD
2788907.73000000
0.265616531461
Long
EC
CORP
US
N
1
N
N
N
Macquarie Bank Ltd
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
55607KBC9
3000000.00000000
PA
USD
2951161.59000000
0.281069644896
Long
STIV
CORP
US
N
2
2024-02-12
None
0.00000000
N
N
N
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp.
574599106
27673.00000000
NS
USD
1441486.57000000
0.137287676732
Long
EC
CORP
US
N
1
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp.
125896BN9
141000.00000000
PA
USD
115541.02000000
0.011004166485
Long
DBT
CORP
US
N
2
2044-03-01
Fixed
4.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RT7
2031000.00000000
PA
USD
1225978.24000000
0.116762589257
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
37335.00000000
NS
USD
4713543.75000000
0.448919527993
Long
EC
CORP
US
N
1
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE, Inc.
654106103
28326.00000000
NS
USD
2911063.02000000
0.277250643297
Long
EC
CORP
US
N
1
N
N
N
Fairway Finance Co LLC
549300GKD6SUOVFV4H89
Fairway Finance Co. LLC
30601WYA1
4250000.00000000
PA
USD
4243698.78000000
0.404171331445
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
6924.00000000
NS
USD
563959.80000000
0.053711725328
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128K83G9
94497.79000000
PA
USD
91149.14000000
0.008681075444
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
5.00000000
N
N
N
N
N
N
WEYERHAEUSER CO
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co.
962166BY9
1001000.00000000
PA
USD
877023.00000000
0.083527972175
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
414000.00000000
PA
USD
361121.94000000
0.034393377775
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
649965.00000000
NS
USD
649965.00000000
0.061902890158
Long
STIV
RF
US
N
1
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SC3
363000.00000000
PA
USD
258453.16000000
0.024615167854
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
7731.00000000
NS
USD
935682.93000000
0.089114764085
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFV8
1917200.00000000
PA
USD
1810181.30000000
0.172402289631
Long
DBT
UST
US
N
2
2032-11-15
Fixed
4.13000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCA5
733000.00000000
PA
USD
575317.06000000
0.054793394677
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967424
46763.00000000
NS
USD
1846670.87000000
0.175877568829
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QX9
2565000.00000000
PA
USD
1805118.75000000
0.171920130628
Long
DBT
UST
US
N
2
2042-08-15
Fixed
2.75000000
N
N
N
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
Chubb Ltd.
000000000
10262.00000000
NS
USD
2202430.44000000
0.209760232640
Long
EC
CORP
CH
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Cash Management Bills - Reopening
912797FU6
3540000.00000000
PA
USD
3517628.93000000
0.335020189196
Long
STIV
UST
US
N
2
2023-12-14
None
0.00000000
N
N
N
N
N
N
Metlife Securitization Trust
N/A
MetLife Securitization Trust
59166EAB1
57149.27000000
PA
USD
54411.71000000
0.005182189975
Long
ABS-MBS
CORP
US
N
2
2058-04-25
Variable
3.75000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89173HAA4
17242.09000000
PA
USD
17147.18000000
0.001633103321
Long
ABS-MBS
CORP
US
N
2
2057-04-25
Variable
2.75000000
N
N
N
N
N
N
Standard Chartered Bank/New York
RILFO74KP1CM8P6PCT96
Standard Chartered Bank
85324TC79
2560000.00000000
PA
USD
2509978.44000000
0.239051209943
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
945000.00000000
PA
USD
945889.42000000
0.090086833703
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
4250000.00000000
PA
USD
4175614.63000000
0.397686973581
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
1288000.00000000
PA
USD
971152.23000000
0.092492872417
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
2089097.09000000
PA
USD
1928644.57000000
0.183684772212
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
656000.00000000
PA
USD
551309.98000000
0.052506952120
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
951000.00000000
PA
USD
699989.46000000
0.066667236934
Long
DBT
US
N
2
2031-11-01
Fixed
2.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418MWM0
72412.77000000
PA
USD
68886.83000000
0.006560805383
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128M9WN8
40908.87000000
PA
USD
40255.24000000
0.003833922903
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
5.50000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DA5
525000.00000000
PA
USD
326444.12000000
0.031090650270
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
769000.00000000
PA
USD
647034.03000000
0.061623743567
Long
DBT
CORP
US
N
2
2063-04-15
Fixed
5.20000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030N101
131982.00000000
NS
USD
5449536.78000000
0.519015757318
Long
EC
CORP
US
N
1
N
N
N
Qorvo Inc
254900YAUJV2EUEVBR11
Qorvo, Inc.
74736K101
12315.00000000
NS
USD
1076577.30000000
0.102533592345
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Future
000000000
32.00000000
NC
USD
-275893.16000000
-0.02627615945
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
7015493.16000000
USD
-275893.16000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SU3
2481000.00000000
PA
USD
1313670.12000000
0.125114394071
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
9743.00000000
NS
USD
1196148.11000000
0.113921557416
Long
EC
CORP
US
N
1
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64829DAG1
72458.98000000
PA
USD
64424.03000000
0.006135766776
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
476000.00000000
PA
USD
420695.04000000
0.040067140309
Long
DBT
CORP
US
N
2
2033-05-18
Fixed
5.65000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAK7
677000.00000000
PA
USD
608746.04000000
0.057977182230
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
11656.00000000
NS
USD
2197855.36000000
0.209324500448
Long
EC
CORP
US
N
1
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
82652QAA9
461321.66000000
PA
USD
430295.75000000
0.040981515232
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
320864.98000000
PA
USD
293797.16000000
0.027981342571
Long
ABS-MBS
CORP
US
N
2
2057-02-25
Variable
4.00000000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax, Inc.
294429AV7
840000.00000000
PA
USD
809454.96000000
0.077092768805
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
9034.00000000
NS
USD
1004942.16000000
0.095711036972
Long
EC
US
N
1
N
N
N
Alinghi Funding Co LLC
549300VRDDZC1N8S3N22
Alinghi Funding Co. LLC
01626FDA3
4235000.00000000
PA
USD
4125991.10000000
0.392960811516
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
710000.00000000
PA
USD
667621.07000000
0.063584460337
Long
DBT
CORP
US
N
2
2028-04-10
Fixed
4.55000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFG5
790000.00000000
PA
USD
723191.64000000
0.068877020538
Long
DBT
CORP
US
N
2
2034-07-21
Fixed
5.42000000
N
N
N
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
Nucor Corp.
670346105
6525.00000000
NS
USD
964329.75000000
0.091843097075
Long
EC
CORP
US
N
1
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings, Inc.
18453HAA4
827000.00000000
PA
USD
734758.40000000
0.069978642739
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.13000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BY7
351000.00000000
PA
USD
246962.05000000
0.023520750585
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
2098.00000000
NS
USD
1063937.76000000
0.101329798208
Long
EC
CORP
US
N
1
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc.
693475BS3
828000.00000000
PA
USD
773325.74000000
0.073651809466
Long
DBT
CORP
US
N
2
2034-08-18
Fixed
5.94000000
N
N
N
N
N
N
American Tower Trust I
5493004YGM0MQZJOEJ36
American Tower Trust #1
03027WAK8
508000.00000000
PA
USD
462046.98000000
0.044005513298
Long
DBT
US
N
2
2028-03-23
Fixed
3.65000000
N
N
N
N
N
N
FleetCor Technologies Inc
549300DG6RR0NQSFLN74
FleetCor Technologies, Inc.
339041105
9851.00000000
NS
USD
2218149.67000000
0.211257337512
Long
EC
CORP
US
N
1
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
46353.00000000
NS
USD
3270667.68000000
0.311499514803
Long
EC
CORP
IE
N
1
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp.
89832Q109
99984.00000000
NS
USD
2835546.24000000
0.270058399195
Long
EC
CORP
US
N
1
N
N
N
AMER AIRLINE 16-2 AA PTT
N/A
American Airlines Pass-Through Trust
023765AA8
535688.41000000
PA
USD
472480.82000000
0.044999235808
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31414GDN6
4751.10000000
PA
USD
4751.10000000
0.000452496398
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
6.00000000
N
N
N
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices, Inc.
007903107
47407.00000000
NS
USD
4669589.50000000
0.444733310105
Long
EC
CORP
US
N
1
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448108
26730.00000000
NS
USD
4364474.40000000
0.415674043035
Long
EC
CORP
US
N
1
N
N
N
TRIMBLE INC
549300E2MI7NSZFQWS19
Trimble, Inc.
896239AE0
722000.00000000
PA
USD
690753.89000000
0.065787638071
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
40773.00000000
NS
USD
5790173.73000000
0.551458137599
Long
EC
CORP
US
N
1
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group, Inc.
12572Q105
21917.00000000
NS
USD
4678402.82000000
0.445572693733
Long
EC
CORP
US
N
1
N
N
N
Thunder Bay Funding LLC
549300D7DHGDB5EMW139
Thunder Bay Funding LLC
88602UYF1
1500000.00000000
PA
USD
1496656.25000000
0.142542056031
Long
STIV
CORP
US
N
2
2023-11-15
None
0.00000000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp.
15135B101
27786.00000000
NS
USD
1916678.28000000
0.182545098636
Long
EC
CORP
US
N
1
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
82650BAA4
763054.37000000
PA
USD
758154.19000000
0.072206865825
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
106194.00000000
NS
USD
13176551.52000000
1.254939298895
Long
EC
CORP
US
N
1
N
N
N
CORPORATE OFFICE PROP LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAL0
314000.00000000
PA
USD
283888.51000000
0.027037639337
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
957000.00000000
PA
USD
759043.30000000
0.072291544968
Long
DBT
CORP
US
N
2
2031-05-14
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31410KHE7
2417.21000000
PA
USD
2424.91000000
0.000230949262
Long
ABS-MBS
USGSE
US
N
2
2038-03-01
Fixed
6.00000000
N
N
N
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis, Inc.
74340W103
41231.00000000
NS
USD
4154023.25000000
0.395630603123
Long
EC
US
N
1
N
N
N
321 Henderson Receivables LLC
N/A
321 Henderson Receivables VI LLC
88576XAA4
133478.55000000
PA
USD
130669.16000000
0.012444975742
Long
ABS-O
CORP
US
N
2
2059-07-15
Fixed
5.56000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0226B6
21233000.00000000
PA
USD
16297966.05000000
1.552223892356
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
969000.00000000
PA
USD
915781.96000000
0.087219388857
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
2.88000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa, Inc.
92826C839
32655.00000000
NS
USD
7677190.50000000
0.731178263822
Long
EC
CORP
US
N
1
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co.
842587107
36436.00000000
NS
USD
2452142.80000000
0.233542923696
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138ELS79
29405.66000000
PA
USD
29491.83000000
0.002808812033
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SH2
1191600.00000000
PA
USD
806052.23000000
0.076768691630
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
20596.00000000
NS
USD
1539139.08000000
0.146588135372
Long
EC
CORP
US
N
1
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp.
101137107
89070.00000000
NS
USD
4559493.30000000
0.434247710148
Long
EC
CORP
US
N
1
N
N
N
Victory Receivables Corp
549300D0F37QF0LP7F94
Victory Receivables Corp.
92646LY79
3710000.00000000
PA
USD
3706147.80000000
0.352974791217
Long
STIV
CORP
US
N
2
2023-11-07
None
0.00000000
N
N
N
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
036752103
6700.00000000
NS
USD
3015603.00000000
0.287207066949
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp.
526057104
6744.00000000
NS
USD
719449.92000000
0.068520657838
Long
EC
CORP
US
N
1
N
N
N
LMA-Americas LLC
N/A
LMA-Americas LLC
53944QBG4
4500000.00000000
PA
USD
4424481.00000000
0.421389092258
Long
STIV
CORP
US
N
2
2024-02-16
None
0.00000000
N
N
N
N
N
N
Baker Hughes Co
N/A
Baker Hughes Co.
05722G100
25850.00000000
NS
USD
889757.00000000
0.084740762715
Long
EC
CORP
US
N
1
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
000000000
28664.00000000
NS
USD
4942533.52000000
0.470728592450
Long
EC
CORP
NL
N
1
N
N
N
Leidos Holdings Inc
549300IUTGTP6EJP8124
Leidos Holdings, Inc.
525327102
15362.00000000
NS
USD
1522681.44000000
0.145020704078
Long
EC
CORP
US
N
1
N
N
N
Raymond James Financial Inc
RGUZHJ05YTITL6D76949
Raymond James Financial, Inc.
754730109
14019.00000000
NS
USD
1337973.36000000
0.127429043007
Long
EC
CORP
US
N
1
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric & Gas Co.
74456QBL9
424000.00000000
PA
USD
407889.13000000
0.038847501036
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.00000000
N
N
N
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen, Inc.
09062X103
8512.00000000
NS
USD
2021940.48000000
0.192570306770
Long
EC
CORP
US
N
1
N
N
N
GoodLeap Sustainable Home Improvement Loan Trust
N/A
GoodLeap Sustainable Home Solutions Trust
38237HAA5
860139.27000000
PA
USD
635510.12000000
0.060526202415
Long
ABS-O
CORP
US
N
2
2048-10-20
Fixed
2.31000000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co.
742718109
27562.00000000
NS
USD
4135126.86000000
0.393830904440
Long
EC
CORP
US
N
1
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BN1
644000.00000000
PA
USD
542096.92000000
0.051629497117
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
13262000.00000000
PA
USD
11061336.88000000
1.053485529044
Long
ABS-MBS
USGSE
US
N
2
2053-11-01
Fixed
3.50000000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
JG Wentworth XXII LLC
46616MAA8
208149.73000000
PA
USD
206200.74000000
0.019638629401
Long
ABS-O
CORP
US
N
2
2048-12-15
Fixed
3.82000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AU0
573000.00000000
PA
USD
527514.17000000
0.050240630991
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
10794.00000000
NS
USD
763243.74000000
0.072691596318
Long
EC
CORP
US
N
1
N
N
N
321 Henderson Receivables LLC
N/A
JGWPT XXVIII LLC
46617FAA2
614553.69000000
PA
USD
510170.64000000
0.048588827228
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
7972.00000000
NS
USD
515230.36000000
0.049070716702
Long
EC
CORP
US
N
1
N
N
N
Laurel Road Prime Student Loan Trust
549300XLHGW4YH0MCQ51
Laurel Road Prime Student Loan Trust
51888RAB6
16773.28000000
PA
USD
16622.60000000
0.001583142141
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
53717.34000000
PA
USD
51014.20000000
0.004858609954
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
31399.00000000
NS
USD
5983707.43000000
0.569890353754
Long
EC
CORP
US
N
1
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAK8
476000.00000000
PA
USD
441638.80000000
0.042061831215
Long
DBT
CORP
US
N
2
2033-10-28
Fixed
6.12000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680BG7
1043000.00000000
PA
USD
1007162.55000000
0.095922507679
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
6.10000000
N
N
N
N
N
N
CARGILL INC
QXZYQNMR4JZ5RIRN4T31
Cargill, Inc.
141781BZ6
527000.00000000
PA
USD
499634.24000000
0.047585336868
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
554000.00000000
PA
USD
445009.99000000
0.042382904510
Long
DBT
CORP
JE
N
2
2032-03-01
Fixed
3.25000000
N
N
N
N
N
N
SENSATA TECH INC
5493002MMDDCUNV7NY90
Sensata Technologies, Inc.
81728UAA2
403000.00000000
PA
USD
340624.18000000
0.032441164062
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.38000000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp.
852060AD4
135000.00000000
PA
USD
138194.10000000
0.013161653616
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.88000000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
000000000
14892.00000000
NS
USD
1261799.16000000
0.120174185999
Long
EC
CORP
LR
N
1
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp.
655844108
7947.00000000
NS
USD
1516208.13000000
0.144404183807
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128284V9
1164000.00000000
PA
USD
1065878.43000000
0.101514628286
Long
DBT
UST
US
N
2
2028-08-15
Fixed
2.88000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918104
143670.00000000
NS
USD
48576263.70000000
4.626420062799
Long
EC
CORP
US
N
1
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307LB18
4750000.00000000
PA
USD
4682444.17000000
0.445957593297
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
3954310.19000000
PA
USD
3951645.66000000
0.376356091843
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
5052.00000000
NS
USD
1277044.56000000
0.121626163139
Long
EC
CORP
US
N
1
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89175MAA1
566072.48000000
PA
USD
533567.69000000
0.050817170318
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
775000.00000000
PA
USD
748295.76000000
0.071267945561
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
3095000.00000000
PA
USD
2802511.36000000
0.266912145862
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
448000.00000000
PA
USD
407882.20000000
0.038846841020
Long
DBT
CORP
US
N
2
2034-06-08
Fixed
5.87000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CL1
698000.00000000
PA
USD
488960.91000000
0.046568805248
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
4.63000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BX6
520000.00000000
PA
USD
461872.60000000
0.043988905287
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
21372.00000000
NS
USD
2296207.68000000
0.218691609233
Long
EC
CORP
US
N
1
N
N
N
Chase Issuance Trust
5493008SHVCX2Y068L12
Chase Issuance Trust
161571HT4
990000.00000000
PA
USD
979875.17000000
0.093323648223
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
209700.00000000
PA
USD
193481.02000000
0.018427198893
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
1090000.00000000
PA
USD
654553.51000000
0.062339901428
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
502400.00000000
PA
USD
394541.00000000
0.037576220544
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
8564.00000000
NS
USD
967046.88000000
0.092101877471
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAE1
4776000.00000000
PA
USD
3612782.80000000
0.344082676503
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.63000000
N
N
N
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
Stryker Corp.
863667101
10297.00000000
NS
USD
2782455.34000000
0.265002003618
Long
EC
CORP
US
N
1
N
N
N
Trane Technologies PLC
549300BURLR9SLYY2705
Trane Technologies PLC
000000000
23782.00000000
NS
USD
4525952.42000000
0.431053265201
Long
EC
CORP
IE
N
1
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CAN5
604000.00000000
PA
USD
598026.23000000
0.056956223838
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
31388.40000000
PA
USD
31464.29000000
0.002996669801
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
3072.00000000
NS
USD
719308.80000000
0.068507217521
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138ABXV6
1525.67000000
PA
USD
1484.13000000
0.000141349051
Long
ABS-MBS
USGSE
US
N
2
2026-04-01
Fixed
4.00000000
N
N
N
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp.
67066G104
48500.00000000
NS
USD
19778300.00000000
1.883692094829
Long
EC
CORP
US
N
1
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co., Inc.
086516101
25895.00000000
NS
USD
1730303.90000000
0.164794738581
Long
EC
CORP
US
N
1
N
N
N
Chevron Corp
N/A
Chevron Corp.
166764100
19999.00000000
NS
USD
2914454.27000000
0.277573627113
Long
EC
CORP
US
N
1
N
N
N
Lloyds Bank PLC
H7FNTJ4851HG0EXQ1Z70
Lloyds Bank PLC
53943RAV1
4800000.00000000
PA
USD
4733520.00000000
0.450822072914
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
1217000.00000000
PA
USD
1175776.68000000
0.111981375416
Long
DBT
CORP
US
N
2
2025-04-14
Fixed
3.55000000
N
N
N
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe, Inc.
00724F101
14270.00000000
NS
USD
7592496.20000000
0.723111949559
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFW9
1656000.00000000
PA
USD
877601.06000000
0.083583026808
Long
DBT
CORP
US
N
2
2056-10-30
Fixed
2.99000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAT4
420000.00000000
PA
USD
411593.88000000
0.039200342700
Long
DBT
CORP
IT
N
2
2024-06-26
Fixed
5.02000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64829LAA6
144997.10000000
PA
USD
130474.23000000
0.012426410542
Long
ABS-MBS
CORP
US
N
2
2056-11-25
Variable
3.75000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co.
369604BF9
494000.00000000
PA
USD
364974.20000000
0.034760268342
Long
DBT
CORP
US
N
2
2042-10-09
Fixed
4.13000000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet, Inc.
02079K107
78188.00000000
NS
USD
9796956.40000000
0.933065497240
Long
EC
CORP
US
N
1
N
N
N
GXO LOGISTICS INC
5493007CNWMXN78JRN66
GXO Logistics, Inc.
36262GAD3
1760000.00000000
PA
USD
1308187.20000000
0.124592198884
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.65000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group, Inc.
30212PBH7
57000.00000000
PA
USD
44859.07000000
0.004272393256
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.95000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
00774MAL9
1120000.00000000
PA
USD
1071100.06000000
0.102011938123
Long
DBT
CORP
IE
N
2
2026-04-03
Fixed
4.45000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bonds
168863DL9
400000.00000000
PA
USD
252278.61000000
0.024027101588
Long
DBT
NUSS
CL
N
2
2050-01-25
Fixed
3.50000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co.
37045VAF7
262000.00000000
PA
USD
226182.55000000
0.021541703858
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
412000.00000000
PA
USD
402915.93000000
0.038373851757
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
1300000.00000000
PA
USD
1233430.90000000
0.117472383159
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
6650.21000000
PA
USD
6669.70000000
0.000635224522
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
968.00000000
NS
USD
900665.92000000
0.085779732008
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp.
126650100
13322.00000000
NS
USD
919351.22000000
0.087559326407
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31416TL56
64813.35000000
PA
USD
62203.59000000
0.005924291306
Long
ABS-MBS
USGSE
US
N
2
2039-08-01
Fixed
5.00000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese U.S. Holdings LLC
15089QAY0
642000.00000000
PA
USD
610851.14000000
0.058177672678
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
6.70000000
N
N
N
N
N
N
HALEON US CAPITAL LLC
549300N8C3A3L0UVQB07
Haleon U.S. Capital LLC
36264FAK7
448000.00000000
PA
USD
413294.06000000
0.039362268428
Long
DBT
CORP
US
N
2
2027-03-24
Fixed
3.38000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AE7
703000.00000000
PA
USD
664977.82000000
0.063332716298
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
145930.58000000
PA
USD
138541.21000000
0.013194712492
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
12129.00000000
NS
USD
4635218.64000000
0.441459817576
Long
EC
CORP
IE
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746RG8
513000.00000000
PA
USD
504178.25000000
0.048018109944
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
611000.00000000
PA
USD
453682.61000000
0.043208887822
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.50000000
N
N
N
N
N
N
Entergy Arkansas LLC
549300A0I5ONUIFMLP35
Entergy Arkansas LLC
29364DAS9
192000.00000000
PA
USD
189304.82000000
0.018029456168
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
3.70000000
N
N
N
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp.
87612E106
8263.00000000
NS
USD
915457.77000000
0.087188512890
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDJ7
2059000.00000000
PA
USD
1583821.41000000
0.150843695850
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
958150.73000000
PA
USD
937190.70000000
0.089258364618
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
587000.00000000
PA
USD
585735.47000000
0.055785647628
Long
DBT
CORP
US
N
2
2023-11-30
Fixed
4.25000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart, Inc.
931142103
30730.00000000
NS
USD
5021589.30000000
0.478257892128
Long
EC
CORP
US
N
1
N
N
N
CONSTELLATION INSURC INC
549300K609B872PZT291
Constellation Insurance, Inc.
67740QAH9
1642000.00000000
PA
USD
1406917.37000000
0.133995294233
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
1272000.00000000
PA
USD
986545.32000000
0.093958915603
Long
DBT
UST
US
N
2
2031-02-15
Fixed
1.13000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89177BAA3
648514.26000000
PA
USD
599117.84000000
0.057060189150
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.75000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust
55389PAA7
72359.84000000
PA
USD
69317.56000000
0.006601828256
Long
ABS-O
CORP
US
N
2
2036-11-20
Fixed
2.89000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64828MAA5
455901.87000000
PA
USD
417352.49000000
0.039748794697
Long
ABS-MBS
CORP
US
N
2
2057-04-25
Variable
4.00000000
N
N
N
N
N
N
Orange Lake Timeshare Trust
N/A
Orange Lake Timeshare Trust
68504WAB3
17984.32000000
PA
USD
17301.66000000
0.001647816049
Long
ABS-O
CORP
US
N
2
2030-11-08
Fixed
3.35000000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co.
191216100
142452.00000000
NS
USD
8047113.48000000
0.766409855673
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31416CCW4
196467.22000000
PA
USD
184577.40000000
0.017579215062
Long
ABS-MBS
USGSE
US
N
2
2039-04-01
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828Z94
2635100.00000000
PA
USD
2156973.46000000
0.205430894230
Long
DBT
UST
US
N
2
2030-02-15
Fixed
1.50000000
N
N
N
N
N
N
DTE Electric Co
9N0FWODEJVKHC2DYLO03
DTE Electric Co.
23338VAD8
1430000.00000000
PA
USD
1094354.78000000
0.104226725655
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
356000.00000000
PA
USD
354738.78000000
0.033785443421
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
1250000.00000000
PA
USD
1167644.38000000
0.111206852367
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
247000.00000000
PA
USD
239475.49000000
0.022807728036
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
97584.00000000
NS
USD
10329266.40000000
0.983762884730
Long
EC
CORP
US
N
1
N
N
N
Corning Inc
549300X2937PB0CJ7I56
Corning, Inc.
219350105
22558.00000000
NS
USD
603652.08000000
0.057492031727
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFM8
550000.00000000
PA
USD
535519.53000000
0.051003064231
Long
DBT
UST
US
N
2
2027-09-30
Fixed
4.13000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738BD9
733000.00000000
PA
USD
718868.07000000
0.068465242244
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
3936900.00000000
PA
USD
3622716.92000000
0.345028805509
Long
DBT
UST
US
N
2
2028-05-15
Fixed
2.88000000
N
N
N
N
N
N
KEYSIGHT TECHNOLOGIES
549300GLKVIO8YRCYN02
Keysight Technologies, Inc.
49338LAE3
724000.00000000
PA
USD
690762.17000000
0.065788426661
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
1722277.68000000
PA
USD
1589131.68000000
0.151349447791
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
403790.51000000
PA
USD
359757.48000000
0.034263426135
Long
ABS-MBS
CORP
US
N
2
2030-06-05
Fixed
2.89000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0224B8
3936000.00000000
PA
USD
3428317.52000000
0.326514139789
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Fixed
2.50000000
N
N
N
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
Ovintiv, Inc.
69047QAC6
689000.00000000
PA
USD
655304.24000000
0.062411401212
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
1736400.00000000
PA
USD
1205237.95000000
0.114787276904
Long
DBT
UST
US
N
2
2048-08-15
Fixed
3.00000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/Ford Credit
N/A
Ford Credit Auto Owner Trust
34532PAA8
770000.00000000
PA
USD
766133.37000000
0.072966805673
Long
ABS-O
CORP
US
N
2
2030-07-15
Fixed
3.52000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797FT9
4583000.00000000
PA
USD
4558836.13000000
0.434185121052
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
2715000.00000000
PA
USD
2592361.28000000
0.246897379960
Long
DBT
US
N
2
2025-01-15
Fixed
2.84000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17327CAR4
862000.00000000
PA
USD
802954.09000000
0.076473623711
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
367000.00000000
PA
USD
360692.19000000
0.034352448237
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
2127371.13000000
PA
USD
2019958.69000000
0.192381560408
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TR9
2295000.00000000
PA
USD
1803009.38000000
0.171719233503
Long
DBT
UST
US
N
2
2053-05-15
Fixed
3.63000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RAT6
559000.00000000
PA
USD
430533.69000000
0.041004176719
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
5.15000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust
17322AAD4
172545.21000000
PA
USD
171899.15000000
0.016371734171
Long
ABS-MBS
CORP
US
N
2
2047-03-11
Fixed
4.02000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31419A4H7
2287.67000000
PA
USD
2291.44000000
0.000218237533
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
6.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RAZ2
499000.00000000
PA
USD
423977.32000000
0.040379745785
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
236900.05000000
PA
USD
227344.76000000
0.021652393138
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
24589.00000000
NS
USD
2165553.23000000
0.206248034476
Long
EC
CORP
US
N
1
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
826525AA5
148027.30000000
PA
USD
138941.71000000
0.013232856249
Long
ABS-O
CORP
US
N
2
2037-07-20
Fixed
1.33000000
N
N
N
N
N
N
Monster Beverage Corp
52990090AP0E7HCB6F33
Monster Beverage Corp.
61174X109
20850.00000000
NS
USD
1065435.00000000
0.101472395860
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway, Inc.
084670702
27424.00000000
NS
USD
9360633.92000000
0.891509994170
Long
EC
CORP
US
N
1
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co. LLC
68233JAS3
70000.00000000
PA
USD
63732.41000000
0.006069896649
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
5.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138ELMZ3
12472.30000000
PA
USD
11996.13000000
0.001142515547
Long
ABS-MBS
USGSE
US
N
2
2028-07-01
Fixed
3.50000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CT4
907000.00000000
PA
USD
800563.07000000
0.076245902143
Long
DBT
CORP
DE
N
2
2034-02-10
Fixed
7.08000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDU2
372000.00000000
PA
USD
198634.86000000
0.018918052387
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
119107.94000000
PA
USD
117080.56000000
0.011150792804
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
5.50000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017BC7
684000.00000000
PA
USD
655406.47000000
0.062421137632
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.98000000
N
N
N
N
N
N
NBCUniversal Media LLC
VTBDOQJ6KOGQ6K786R46
NBCUniversal Media LLC
63946BAJ9
456000.00000000
PA
USD
355833.33000000
0.033889688739
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
796411.62000000
PA
USD
770311.06000000
0.073364690306
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
7841.00000000
NS
USD
3228061.29000000
0.307441667564
Long
EC
CORP
US
N
1
N
N
N
Cadence Design Systems Inc
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems, Inc.
127387108
5465.00000000
NS
USD
1310780.25000000
0.124839161858
Long
EC
CORP
US
N
1
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp.
808513CE3
1449000.00000000
PA
USD
1331845.15000000
0.126845390179
Long
DBT
CORP
US
N
2
2034-05-19
Fixed
5.85000000
N
N
N
N
N
N
Intuitive Surgical Inc
54930052SRG011710797
Intuitive Surgical, Inc.
46120E602
8399.00000000
NS
USD
2202385.78000000
0.209755979207
Long
EC
CORP
US
N
1
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397B28
1497000.00000000
PA
USD
1399293.47000000
0.133269191375
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.38000000
N
N
N
N
N
N
CARLISLE COS INC
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos., Inc.
142339AL4
784000.00000000
PA
USD
574502.51000000
0.054715816654
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.20000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AM0
772000.00000000
PA
USD
744484.48000000
0.070904957943
Long
DBT
CORP
CH
N
2
2025-09-11
Fixed
2.59000000
N
N
N
N
N
N
Orange Lake Timeshare Trust
N/A
Orange Lake Timeshare Trust
68504WAA5
21981.02000000
PA
USD
21155.15000000
0.002014823762
Long
ABS-O
CORP
US
N
2
2030-11-08
Fixed
3.10000000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard, Inc.
57636Q104
26410.00000000
NS
USD
9939403.50000000
0.946632208039
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31416AWL0
43495.28000000
PA
USD
42561.02000000
0.004053526183
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Fixed
5.50000000
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AH1
390000.00000000
PA
USD
318766.16000000
0.030359398719
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31410K3E2
1273.55000000
PA
USD
1273.83000000
0.000121320007
Long
ABS-MBS
USGSE
US
N
2
2038-10-01
Fixed
6.00000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp.
871829BC0
945000.00000000
PA
USD
883348.27000000
0.084130393066
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
9990672.05000000
PA
USD
9990672.05000000
0.951515042375
Long
RA
CORP
US
N
2
Repurchase
N
2.50000000
2023-11-01
8998500.00000000
USD
10190633.59000000
USD
UST
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505104
270912.00000000
NS
USD
7135822.08000000
0.679618149295
Long
EC
CORP
US
N
1
N
N
N
RACKSPACE TECHNOLOGY
549300QTYCKLMFSE8I97
Rackspace Technology Global, Inc.
750098AB1
763000.00000000
PA
USD
334451.05000000
0.031853233037
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.50000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp.
126650DP2
858000.00000000
PA
USD
522179.33000000
0.049732538994
Long
DBT
CORP
US
N
2
2040-08-21
Fixed
2.70000000
N
N
N
N
N
N
BB-UBS Trust
N/A
BB-UBS Trust
05538UAL7
3045000.00000000
PA
USD
14589.20000000
0.001389480426
Long
ABS-MBS
CORP
US
N
2
2036-11-05
Variable
0.60000000
N
N
N
N
N
N
SONOCO PRODUCTS CO
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co.
835495AN2
665000.00000000
PA
USD
586465.10000000
0.055855137841
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.25000000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla, Inc.
88160R101
44930.00000000
NS
USD
9023741.20000000
0.859424215641
Long
EC
CORP
US
N
1
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
U.S. Bancorp
902973304
93042.00000000
NS
USD
2966178.96000000
0.282499904380
Long
EC
CORP
US
N
1
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAH4
1296000.00000000
PA
USD
1275234.08000000
0.121453732401
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
5.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
3137B7YY9
956339.06000000
PA
USD
951401.39000000
0.090611795622
Long
ABS-MBS
USGSE
US
N
2
2024-01-25
Fixed
3.49000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAP5
445000.00000000
PA
USD
432034.35000000
0.041147100094
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
3108000.00000000
PA
USD
2856931.88000000
0.272095174904
Long
DBT
UST
US
N
2
2028-02-15
Fixed
2.75000000
N
N
N
N
N
N
Baidu Inc
254900AL64IANZYI1E02
Baidu, Inc.
056752AM0
1990000.00000000
PA
USD
1973502.90000000
0.187957094990
Long
DBT
CORP
KY
N
2
2024-05-14
Fixed
4.38000000
N
N
N
N
N
N
HEICO CORP
529900O1DTDLCJ7L0I14
HEICO Corp.
422806AB5
1138000.00000000
PA
USD
1046899.63000000
0.099707080846
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.35000000
N
N
N
N
N
N
Ridgefield Funding Co LLC
N/A
Ridgefield Funding Co. LLC
76582JB60
5000000.00000000
PA
USD
4924313.15000000
0.468993278144
Long
STIV
CORP
US
N
2
2024-02-06
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138ELS87
8952.37000000
PA
USD
8980.89000000
0.000855343052
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
6.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U3F8
1185000.00000000
PA
USD
1087466.74000000
0.103570706356
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
610000.00000000
PA
USD
559801.06000000
0.053315645500
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
911000.00000000
PA
USD
783424.12000000
0.074613582650
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
4250000.00000000
PA
USD
4191031.25000000
0.399155257772
Long
STIV
CORP
IE
N
2
2024-01-29
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGH8
4388000.00000000
PA
USD
4162086.54000000
0.396398553636
Long
DBT
UST
US
N
2
2028-01-31
Fixed
3.50000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCK9
951000.00000000
PA
USD
942819.25000000
0.089794429656
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
157766.73000000
PA
USD
155182.91000000
0.014779673724
Long
ABS-MBS
USGSE
US
N
2
2027-06-25
Fixed
2.89000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64830GAB2
166463.69000000
PA
USD
153464.96000000
0.014616055575
Long
ABS-MBS
CORP
US
N
2
2057-12-25
Variable
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QW1
226000.00000000
PA
USD
166374.84000000
0.015845596986
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
1111932.20000000
PA
USD
943142.34000000
0.089825200859
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
482000.00000000
PA
USD
415754.05000000
0.039596558722
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
1066000.00000000
PA
USD
956568.44000000
0.091103907241
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
220502.34000000
PA
USD
3450.91000000
0.000328665855
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
227973.00000000
NS
USD
3715959.90000000
0.353909298996
Long
EC
CORP
US
N
1
N
N
N
AutoNation Inc
N/A
AutoNation, Inc.
05329W102
7640.00000000
NS
USD
993811.20000000
0.094650920513
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31417SBN9
117950.83000000
PA
USD
113147.05000000
0.010776163959
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
5.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBB4
397000.00000000
PA
USD
397161.31000000
0.037825779769
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
7.60000000
N
N
N
N
N
N
Bedford Row Funding Corp
5493000JWH1Z48FX0180
Bedford Row Funding Corp.
07644AA95
4500000.00000000
PA
USD
4452224.99000000
0.424031439409
Long
STIV
CORP
US
N
2
2024-01-09
None
0.00000000
N
N
N
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
Intuit, Inc.
46124HAH9
341000.00000000
PA
USD
311876.97000000
0.029703269894
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
5.50000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW LLC
55389TAA9
383307.06000000
PA
USD
348296.48000000
0.033171876553
Long
ABS-O
CORP
US
N
2
2041-01-22
Fixed
1.14000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64829KBV1
725902.58000000
PA
USD
662678.35000000
0.063113713985
Long
ABS-MBS
CORP
US
N
2
2057-03-25
Variable
4.00000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp.
31428X106
8050.00000000
NS
USD
1932805.00000000
0.184081012996
Long
EC
CORP
US
N
1
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare, Inc.
60855RAJ9
362000.00000000
PA
USD
322165.45000000
0.030683148268
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.38000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAP5
746000.00000000
PA
USD
676149.48000000
0.064396709039
Long
DBT
US
N
2
2026-01-15
Fixed
1.88000000
N
N
N
N
N
N
Kenvue Inc
5493008HSF8L4M2LIJ82
Kenvue, Inc.
49177J102
90048.00000000
NS
USD
1674892.80000000
0.159517366358
Long
EC
CORP
US
N
1
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA Communications Corp.
78410G104
9942.00000000
NS
USD
2074199.46000000
0.197547470000
Long
EC
US
N
1
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89173FAA8
34702.35000000
PA
USD
34362.65000000
0.003272710605
Long
ABS-MBS
CORP
US
N
2
2056-10-25
Variable
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138EL6E8
27108.47000000
PA
USD
26086.84000000
0.002484519614
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
3137FWG79
2547000.00000000
PA
USD
1964983.50000000
0.187145704404
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Fixed
1.38000000
N
N
N
N
N
N
Domino's Pizza Inc
25490005ZWM1IF9UXU57
Domino's Pizza, Inc.
25754A201
1420.00000000
NS
USD
481365.80000000
0.045845444359
Long
EC
CORP
US
N
1
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp.
701094104
3809.00000000
NS
USD
1405178.19000000
0.133829654132
Long
EC
CORP
US
N
1
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCB6
340000.00000000
PA
USD
314567.73000000
0.029959538802
Long
DBT
CORP
MX
N
2
2026-08-04
Fixed
6.88000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
826943AA0
1074740.92000000
PA
USD
1049473.01000000
0.099952170443
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
6370000.00000000
PA
USD
4681950.00000000
0.445910528376
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
42458.00000000
NS
USD
1267371.30000000
0.120704878529
Long
EC
CORP
US
N
1
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VBD4
1176000.00000000
PA
USD
875611.16000000
0.083393508048
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.05000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital, Inc.
045054AQ6
628000.00000000
PA
USD
564007.06000000
0.053716226387
Long
DBT
CORP
US
N
2
2033-05-30
Fixed
5.55000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAV3
510000.00000000
PA
USD
421734.56000000
0.040166144551
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.38000000
N
N
N
N
N
N
ALCON FINANCE CORP
549300CUZUI9VU7XNK42
Alcon Finance Corp.
01400EAF0
200000.00000000
PA
USD
181400.77000000
0.017276671728
Long
DBT
CORP
US
N
2
2052-12-06
Fixed
5.75000000
N
N
N
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer U.S. Finance II LLC
07274NAL7
716000.00000000
PA
USD
656448.95000000
0.062520423786
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.38000000
N
N
N
N
N
N
INFOR INC
549300Q3IIYBYI4RHD64
Infor, Inc.
45674CAA1
945000.00000000
PA
USD
871273.06000000
0.082980345912
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
1.75000000
N
N
N
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow, Inc.
81762P102
4407.00000000
NS
USD
2564212.95000000
0.244216523329
Long
EC
CORP
US
N
1
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189T107
24458.00000000
NS
USD
657431.04000000
0.062613958375
Long
EC
CORP
US
N
1
N
N
N
Accelerated Assets
N/A
Accelerated Assets LLC
00439KAA4
207700.43000000
PA
USD
186889.62000000
0.017799431690
Long
ABS-O
CORP
US
Y
2
2040-10-20
Fixed
1.35000000
N
N
N
N
N
N
STELLANTIS FIN US INC
549300QZ0AI8Q7LNON33
Stellantis Finance U.S., Inc.
85855CAE0
661000.00000000
PA
USD
638326.15000000
0.060794402080
Long
DBT
CORP
US
N
2
2032-09-12
Fixed
6.38000000
N
N
N
N
N
Dexcom Inc
549300YSK3QDSFR5EU59
Dexcom, Inc.
252131107
6899.00000000
NS
USD
612838.17000000
0.058366918099
Long
EC
CORP
US
N
1
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64828AAA1
38272.12000000
PA
USD
35066.36000000
0.003339732187
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
970417.59000000
PA
USD
829377.68000000
0.078990215511
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
403000.00000000
PA
USD
379950.32000000
0.036186599162
Long
DBT
CORP
US
N
2
2026-05-14
Fixed
3.20000000
N
N
N
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co.
244199105
15327.00000000
NS
USD
5599872.72000000
0.533333803952
Long
EC
CORP
US
N
1
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
826944AA8
1510000.00000000
PA
USD
1503170.12000000
0.143162439250
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
28203.00000000
NS
USD
4437177.99000000
0.422598357953
Long
EC
CORP
US
N
1
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64830WAD3
864462.73000000
PA
USD
765824.51000000
0.072937389740
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
44921.00000000
NS
USD
2337688.84000000
0.222642289179
Long
EC
CORP
US
N
1
N
N
N
ADVANCED MICRO DEVICES
R2I72C950HOYXII45366
Advanced Micro Devices, Inc.
007903BF3
1238000.00000000
PA
USD
1086099.46000000
0.103440486138
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
3400000.00000000
PA
USD
2853210.95000000
0.271740792251
Long
DBT
UST
US
N
2
2029-08-15
Fixed
1.63000000
N
N
N
N
N
N
Aflac Inc
549300N0B7DOGLXWPP39
Aflac, Inc.
001055102
21696.00000000
NS
USD
1694674.56000000
0.161401387984
Long
EC
CORP
US
N
1
N
N
N
Manhattan Asset Funding Co LLC
549300S0NSJYSOB32S63
Manhattan Asset Funding Co. LLC
56274LA95
2800000.00000000
PA
USD
2770073.71000000
0.263822772918
Long
STIV
CORP
US
N
2
2024-01-09
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31416BMP0
22832.79000000
PA
USD
22472.66000000
0.002140303867
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.50000000
N
N
N
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc.
30303M102
47349.00000000
NS
USD
14264833.23000000
1.358587623274
Long
EC
CORP
US
N
1
N
N
N
Fontainebleau Miami Beach Trust
N/A
Fontainebleau Miami Beach Trust
34461LAG9
1250000.00000000
PA
USD
1193839.13000000
0.113701649367
Long
ABS-MBS
CORP
US
N
2
2036-12-10
Fixed
3.45000000
N
N
N
N
N
N
Sarepta Therapeutics Inc
549300IKDPIED8J8IG21
Sarepta Therapeutics, Inc.
803607100
5574.00000000
NS
USD
375185.94000000
0.035732837972
Long
EC
CORP
US
N
1
N
N
N
Macquarie Bank Ltd
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
55607KC12
1250000.00000000
PA
USD
1226006.95000000
0.116765323608
Long
STIV
CORP
US
N
2
2024-03-01
None
0.00000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389X105
28316.00000000
NS
USD
2927874.40000000
0.278851764910
Long
EC
CORP
US
N
1
N
N
N
RTX Corp
I07WOS4YJ0N7YRFE7309
RTX Corp.
75513E101
56844.00000000
NS
USD
4626533.16000000
0.440632609474
Long
EC
CORP
US
N
1
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAT7
2058000.00000000
PA
USD
1781321.04000000
0.169653628542
Long
DBT
US
N
2
2026-11-15
Fixed
1.63000000
N
N
N
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525BJ1
487000.00000000
PA
USD
313063.59000000
0.029816283991
Long
DBT
CORP
US
N
2
2050-05-20
Fixed
3.25000000
N
N
N
N
N
N
Globe Life Inc
5493001JFHKQOPP6XA71
Globe Life, Inc.
37959E102
16553.00000000
NS
USD
1926107.08000000
0.183443100791
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138EJCD8
13201.78000000
PA
USD
13026.68000000
0.001240665483
Long
ABS-MBS
USGSE
US
N
2
2026-06-01
Fixed
4.50000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAW1
875000.00000000
PA
USD
692278.71000000
0.065932862452
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
MUNICH RE
529900MUF4C20K50JS49
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
62582PAA8
600000.00000000
PA
USD
567931.20000000
0.054089962830
Long
DBT
CORP
DE
N
2
2042-05-23
Fixed
5.88000000
N
N
N
N
N
N
Blackstone Inc
5299004LW4QWGZUB8Y96
Blackstone, Inc.
09260D107
5269.00000000
NS
USD
486592.15000000
0.046343203731
Long
EC
CORP
US
N
1
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
2332K0DP4
4200000.00000000
PA
USD
4085727.91000000
0.389126131451
Long
STIV
CORP
NO
N
2
2024-04-23
None
0.00000000
N
N
N
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp.
125896BM1
65000.00000000
PA
USD
64525.70000000
0.006145449861
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
2299000.00000000
PA
USD
1334587.46000000
0.127106568727
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd.
67077MBA5
514000.00000000
PA
USD
492647.50000000
0.046919917348
Long
DBT
CORP
CA
N
2
2028-03-27
Fixed
4.90000000
N
N
N
N
N
N
Dover Corp
549300FMC2ALGA7N9E80
Dover Corp.
260003108
10753.00000000
NS
USD
1397352.35000000
0.133084318439
Long
EC
CORP
US
N
1
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCP5
385000.00000000
PA
USD
309757.06000000
0.029501368936
Long
DBT
CORP
MX
N
2
2029-01-23
Fixed
6.50000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89175TAA6
1201777.89000000
PA
USD
1078547.10000000
0.102721196774
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
401000.00000000
PA
USD
228576.63000000
0.021769716861
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
930000.00000000
PA
USD
853384.12000000
0.081276597113
Long
DBT
US
N
2
2026-10-15
Fixed
3.25000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABW4
830000.00000000
PA
USD
689066.99000000
0.065626977135
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TJ7
1598900.00000000
PA
USD
1105302.08000000
0.105269350272
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RE0
1985000.00000000
PA
USD
1585131.06000000
0.150968427366
Long
DBT
UST
US
N
2
2044-02-15
Fixed
3.63000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BS4
772000.00000000
PA
USD
767914.01000000
0.073136394439
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
1122302.88000000
PA
USD
862364.51000000
0.082131892546
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
601000.00000000
PA
USD
411194.58000000
0.039162313231
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
1327000.00000000
PA
USD
1319339.43000000
0.125654341105
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
17001.00000000
NS
USD
1534170.24000000
0.146114901341
Long
EC
CORP
NL
N
1
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209S103
18937.00000000
NS
USD
760699.29000000
0.072449262025
Long
EC
CORP
US
N
1
N
N
N
LKQ Corp
DS830JTTZQN6GK0I2E41
LKQ Corp.
501889208
10973.00000000
NS
USD
481934.16000000
0.045899575161
Long
EC
CORP
US
N
1
N
N
N
CIM Trust
N/A
CIM Trust
12567RAA8
1600738.36000000
PA
USD
1339705.00000000
0.127593964997
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
1.43000000
N
N
N
N
N
N
TSMC GLOBAL LTD
549300N2ZLI21P85T117
TSMC Global Ltd.
872882AG0
1611000.00000000
PA
USD
1210241.79000000
0.115263844347
Long
DBT
CORP
VG
N
2
2030-09-28
Fixed
1.38000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CB3
427000.00000000
PA
USD
411866.32000000
0.039226289979
Long
DBT
CORP
DE
N
2
2025-11-26
Fixed
3.96000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140QRW66
2019291.60000000
PA
USD
1863548.63000000
0.177485012496
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
1099005.00000000
PA
USD
1062471.67000000
0.101190167292
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
93696.45000000
PA
USD
84398.75000000
0.008038165979
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
1623000.00000000
PA
USD
1172664.40000000
0.111684960798
Long
DBT
CORP
BM
N
2
2032-03-15
Fixed
3.25000000
N
N
N
N
N
N
KLA CORP
549300H0BF5JCG96TJ81
KLA Corp.
482480AJ9
730000.00000000
PA
USD
463324.20000000
0.044127156170
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.30000000
N
N
N
N
N
N
ICG US CLO Ltd
25490053S2JSJU63Y978
ICG U.S. CLO Ltd.
44928XAY0
2200000.00000000
PA
USD
2153896.80000000
0.205137872073
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
6.88000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
U.S. Bancorp
91159HJN1
1170000.00000000
PA
USD
1080400.90000000
0.102897753324
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
19893.00000000
NS
USD
2404267.98000000
0.228983309373
Long
EC
CORP
US
N
1
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762EAF9
499000.00000000
PA
USD
393663.24000000
0.037492622379
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
496000.00000000
PA
USD
414259.28000000
0.039454196313
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
956000.00000000
PA
USD
944904.64000000
0.089993042917
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
7.05000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust
432917AA0
821726.31000000
PA
USD
815089.64000000
0.077629417667
Long
ABS-O
CORP
US
N
2
2038-01-25
Fixed
5.72000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320BH4
977000.00000000
PA
USD
769701.51000000
0.073306636554
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
3.70000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
036752AN3
721000.00000000
PA
USD
575953.11000000
0.054853972297
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
4552000.00000000
PA
USD
4330445.60000000
0.412433128419
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
778214.78000000
PA
USD
775914.22000000
0.073898337191
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
482000.00000000
PA
USD
474089.04000000
0.045152403234
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
351000.00000000
PA
USD
243506.25000000
0.023191619005
Long
DBT
UST
US
N
2
2049-02-15
Fixed
3.00000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bonds
455780BV7
1035000.00000000
PA
USD
1014288.65000000
0.096601199894
Long
DBT
NUSS
ID
N
2
2026-01-08
Fixed
4.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RZ3
1059000.00000000
PA
USD
702083.91000000
0.066866713073
Long
DBT
UST
US
N
2
2047-11-15
Fixed
2.75000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BG2
837000.00000000
PA
USD
631674.70000000
0.060160915695
Long
DBT
CORP
US
N
2
2031-09-23
Fixed
2.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138EHAQ5
56692.06000000
PA
USD
56872.64000000
0.005416569795
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
6.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
36889.00000000
NS
USD
2612478.98000000
0.248813396628
Long
EC
CORP
US
N
1
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazil Government International Bonds
105756BV1
330000.00000000
PA
USD
322955.72000000
0.030758413854
Long
DBT
NUSS
BR
N
2
2025-01-07
Fixed
4.25000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEY7
791000.00000000
PA
USD
776572.95000000
0.073961074863
Long
DBT
CORP
US
N
2
2033-10-18
Fixed
6.34000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CE3
1494000.00000000
PA
USD
1021153.44000000
0.097255004855
Long
DBT
CORP
US
N
2
2039-03-01
Fixed
3.50000000
N
N
N
N
N
N
WORKDAY INC
549300J0DYC0N31V7G13
Workday, Inc.
98138HAG6
944000.00000000
PA
USD
876716.33000000
0.083498764819
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
793000.00000000
PA
USD
680116.45000000
0.064774524626
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.13000000
N
N
N
N
N
N
Columbia Funding Co LLC
549300O1V8MCLCRCFD82
Columbia Funding Co. LLC
19767CC53
4750000.00000000
PA
USD
4656434.50000000
0.443480423380
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
1256000.00000000
PA
USD
1119698.88000000
0.106640506456
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
47839.76000000
PA
USD
46712.77000000
0.004448940281
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
872000.00000000
PA
USD
818398.13000000
0.077944519392
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
SENSATA TECHNOLOGIES BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAK9
200000.00000000
PA
USD
170107.84000000
0.016201129190
Long
DBT
CORP
NL
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP/PAA Finance Corp.
72650RBM3
637000.00000000
PA
USD
541739.05000000
0.051595413455
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.55000000
N
N
N
N
N
N
CSL FINANCE PLC
2549007CCNBNAF4HBC02
CSL Finance PLC
12661PAD1
513000.00000000
PA
USD
423929.71000000
0.040375211392
Long
DBT
CORP
GB
N
2
2042-04-27
Fixed
4.63000000
N
N
N
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron, Inc.
883203101
35207.00000000
NS
USD
2675732.00000000
0.254837636009
Long
EC
CORP
US
N
1
N
N
N
Neurocrine Biosciences Inc
549300FECER0XBN49756
Neurocrine Biosciences, Inc.
64125C109
3820.00000000
NS
USD
423790.80000000
0.040361981556
Long
EC
CORP
US
N
1
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp.
512807108
8769.00000000
NS
USD
5158101.18000000
0.491259330533
Long
EC
CORP
US
N
1
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0306B9
18102000.00000000
PA
USD
14501399.06000000
1.381118234291
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
1126000.00000000
PA
USD
1037798.57000000
0.098840292762
Long
DBT
NUSS
MX
N
2
2028-01-11
Fixed
3.75000000
N
N
N
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332102
1433.00000000
NS
USD
3549727.29000000
0.338077248043
Long
EC
CORP
US
N
1
N
N
N
Australia & New Zealand Banking Group Ltd
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
05253AA83
4000000.00000000
PA
USD
3958860.68000000
0.377043252830
Long
STIV
CORP
AU
N
2
2024-01-08
None
0.00000000
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WBE4
300000.00000000
PA
USD
232356.83000000
0.022129744409
Long
DBT
CORP
MX
N
2
2042-07-16
Fixed
4.38000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris, Inc.
92556VAC0
425000.00000000
PA
USD
364517.01000000
0.034716725409
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
888000.00000000
PA
USD
691588.67000000
0.065867142805
Long
DBT
CORP
US
N
2
2048-10-06
Fixed
4.44000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64829EAA2
160053.24000000
PA
USD
144604.84000000
0.013772214699
Long
ABS-MBS
CORP
US
N
2
2055-08-25
Variable
3.75000000
N
N
N
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
Otis Worldwide Corp.
68902V107
42139.00000000
NS
USD
3253552.19000000
0.309869429648
Long
EC
CORP
US
N
1
N
N
N
Orange Lake Timeshare Trust
N/A
Orange Lake Timeshare Trust
68504UAA9
165712.89000000
PA
USD
159529.16000000
0.015193612069
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
2791.99000000
PA
USD
2800.53000000
0.000266723440
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
2707600.00000000
PA
USD
2041170.80000000
0.194401809061
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
19090.00000000
NS
USD
3060508.80000000
0.291483910786
Long
EC
CORP
US
N
1
N
N
N
Houston Galleria Mall Trust
N/A
Houston Galleria Mall Trust
44217NAC0
700000.00000000
PA
USD
657303.22000000
0.062601784755
Long
ABS-MBS
CORP
US
N
2
2037-03-05
Fixed
3.09000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128283F5
997500.00000000
PA
USD
902698.54000000
0.085973319436
Long
DBT
UST
US
N
2
2027-11-15
Fixed
2.25000000
N
N
N
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp.
58155Q103
2820.00000000
NS
USD
1284115.20000000
0.122299573324
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810FG8
780000.00000000
PA
USD
792766.41000000
0.075503345563
Long
DBT
UST
US
N
2
2029-02-15
Fixed
5.25000000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana, Inc.
444859102
3648.00000000
NS
USD
1910421.12000000
0.181949164566
Long
EC
CORP
US
N
1
N
N
N
SCHLUMBERGER HLDGS CORP
529900IKZG65COT1D505
Schlumberger Holdings Corp.
806851AK7
1207000.00000000
PA
USD
1113116.34000000
0.106013583082
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
5905.00000000
NS
USD
720705.25000000
0.068640215899
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828M56
856100.00000000
PA
USD
809649.89000000
0.077111334006
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
18420.00000000
NS
USD
1675114.80000000
0.159538509714
Long
EC
CORP
US
N
1
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0606B6
3309000.00000000
PA
USD
3220381.54000000
0.306710245533
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
2500000.00000000
PA
USD
2461623.75000000
0.234445892635
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
654000.00000000
PA
USD
581578.28000000
0.055389715423
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.25000000
N
N
N
N
N
N
BROADSTONE NET LEASE LLC
54930089IBT6J4WBTI50
Broadstone Net Lease LLC
11135EAA2
1152000.00000000
PA
USD
800626.79000000
0.076251970858
Long
DBT
US
N
2
2031-09-15
Fixed
2.60000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833100
265736.00000000
NS
USD
45379736.72000000
4.321981733765
Long
EC
CORP
US
N
1
N
N
N
KENVUE INC
5493008HSF8L4M2LIJ82
Kenvue, Inc.
49177JAH5
1149000.00000000
PA
USD
1107274.83000000
0.105457235661
Long
DBT
CORP
US
Y
2
2030-03-22
Fixed
5.00000000
N
N
N
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp.
235851102
19013.00000000
NS
USD
3650876.26000000
0.347710710736
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138EJEX2
29248.30000000
PA
USD
26187.22000000
0.002494079840
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
4.00000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122EC8
610000.00000000
PA
USD
608151.90000000
0.057920596132
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
1656000.00000000
PA
USD
1248224.92000000
0.118881370713
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
4.25000000
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-Eleven, Inc.
817826AE0
1001000.00000000
PA
USD
745263.70000000
0.070979171124
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
1284000.00000000
PA
USD
1184726.71000000
0.112833779352
Long
DBT
CORP
US
N
2
2033-01-11
Fixed
5.59000000
N
N
N
N
N
N
VERALTO CORP
635400FJE6GSOJUSNY27
Veralto Corp.
92338CAE3
728000.00000000
PA
USD
680918.53000000
0.064850915002
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
4923.00000000
NS
USD
3839398.47000000
0.365665630860
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEQ0
494000.00000000
PA
USD
475996.02000000
0.045334024665
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
2056550.46000000
PA
USD
1840808.49000000
0.175319233741
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
1133000.00000000
PA
USD
1029707.47000000
0.098069693615
Long
DBT
CORP
US
N
2
2032-09-12
Fixed
5.00000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAD9
340000.00000000
PA
USD
263185.21000000
0.025065849924
Long
DBT
CORP
US
N
2
2032-05-19
Fixed
4.20000000
N
N
N
N
N
SCHLUMBERGER INVESTMENT
529900EZ29I5KXPV2J32
Schlumberger Investment SA
806854AH8
98000.00000000
PA
USD
97814.82000000
0.009315917100
Long
DBT
CORP
LU
N
2
2023-12-01
Fixed
3.65000000
N
N
N
N
N
N
Mackinac Funding Co LLC
549300DSZ0UOZX6UNF02
Mackinac Funding Co. LLC
55458EC73
3344000.00000000
PA
USD
3277171.53000000
0.312118943714
Long
STIV
CORP
US
N
2
2024-03-07
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEP2
2557700.00000000
PA
USD
2199522.10000000
0.209483241338
Long
DBT
UST
US
N
2
2032-05-15
Fixed
2.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31410G4B6
5507.68000000
PA
USD
5522.41000000
0.000525956227
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
6.00000000
N
N
N
N
N
N
Appalachian Power Co
3SCHO1ABYYIG382BEI70
Appalachian Power Co.
037735CU9
736000.00000000
PA
USD
707230.92000000
0.067356916075
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
4250000.00000000
PA
USD
4169032.40000000
0.397060079732
Long
STIV
CORP
SE
N
2
2024-03-05
None
0.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
3137BHCY1
1729373.92000000
PA
USD
1671775.22000000
0.159220446966
Long
ABS-MBS
USGSE
US
N
2
2025-01-25
Fixed
2.81000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EH6
836000.00000000
PA
USD
702808.29000000
0.066935703273
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
43592.00000000
NS
USD
1922407.20000000
0.183090722948
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
1115000.00000000
PA
USD
1100156.79000000
0.104779311083
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
1866440.78000000
PA
USD
1647122.79000000
0.156872541054
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
1341010.68000000
PA
USD
1213093.55000000
0.115535446950
Long
ABS-MBS
CORP
US
N
2
2063-01-25
Fixed
3.75000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12591UAF0
2140450.04000000
PA
USD
2129181.00000000
0.202783930780
Long
ABS-MBS
CORP
US
N
2
2047-03-10
Fixed
3.96000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140J6EV5
272119.21000000
PA
USD
272985.28000000
0.025999211961
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFZ9
1051400.00000000
PA
USD
1013163.54000000
0.096494044031
Long
DBT
UST
US
N
2
2027-11-30
Fixed
3.88000000
N
N
N
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
Digital Realty Trust, Inc.
253868103
16045.00000000
NS
USD
1995356.20000000
0.190038410799
Long
EC
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RS9
3575000.00000000
PA
USD
2282134.78000000
0.217351301397
Long
DBT
UST
US
N
2
2046-05-15
Fixed
2.50000000
N
N
N
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd.
88032WAL0
742000.00000000
PA
USD
733343.59000000
0.069843895748
Long
DBT
CORP
KY
N
2
2024-04-11
Fixed
3.28000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64830MAG8
754945.76000000
PA
USD
679904.30000000
0.064754319387
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
3000000.00000000
PA
USD
2961829.11000000
0.282085623170
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
60645.00000000
NS
USD
1437892.95000000
0.136945419127
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDY4
1897800.00000000
PA
USD
1511568.06000000
0.143962261944
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.88000000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax, Inc.
294429AQ8
879000.00000000
PA
USD
846824.03000000
0.080651811885
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
765000.00000000
PA
USD
674660.39000000
0.064254887595
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
7350.00000000
NS
USD
1057371.00000000
0.100704377727
Long
EC
CORP
US
N
1
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591CS9
774000.00000000
PA
USD
805208.01000000
0.076688287827
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
3776000.00000000
PA
USD
2882297.49000000
0.274511004326
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
575000.00000000
PA
USD
496854.86000000
0.047320627761
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
21860.00000000
NS
USD
3660238.40000000
0.348602364170
Long
EC
CORP
US
N
1
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications, Inc.
16119P108
7131.00000000
NS
USD
2872366.80000000
0.273565201994
Long
EC
CORP
US
N
1
N
N
N
GoodLeap Sustainable Home Improvement Loan Trust
N/A
GoodLeap Sustainable Home Solutions Trust
38237GAA7
735107.61000000
PA
USD
517930.06000000
0.049327837058
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
473000.00000000
PA
USD
423793.30000000
0.040362219657
Long
DBT
CORP
US
N
2
2043-03-02
Fixed
5.60000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
3137BLMZ8
2408000.00000000
PA
USD
2311340.23000000
0.220132838500
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
25907.00000000
NS
USD
809593.75000000
0.077105987213
Long
EC
CORP
US
N
1
N
N
N
First National Master Note Trust
N/A
First National Master Note Trust
32113CBY5
1005000.00000000
PA
USD
1002892.92000000
0.095515866650
Long
ABS-O
CORP
US
N
2
2029-09-17
Fixed
5.77000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31414KDN7
1116.60000000
PA
USD
1096.21000000
0.000104403417
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
5.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DC6
1184000.00000000
PA
USD
1168098.88000000
0.111250139103
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
806520.00000000
PA
USD
793409.13000000
0.075564558437
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
1519.00000000
NS
USD
4237341.64000000
0.403565875245
Long
EC
CORP
US
N
1
N
N
N
Aptiv PLC
N/A
Aptiv PLC
000000000
14306.00000000
NS
USD
1247483.20000000
0.118810729045
Long
EC
CORP
JE
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933Y105
30475.00000000
NS
USD
3129782.50000000
0.298081561801
Long
EC
CORP
US
N
1
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0204B2
5030000.00000000
PA
USD
4255450.57000000
0.405290575967
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
435200.00000000
PA
USD
392020.00000000
0.037336119636
Long
DBT
UST
US
N
2
2026-06-30
Fixed
0.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828Z78
1154000.00000000
PA
USD
1037923.83000000
0.098852222567
Long
DBT
UST
US
N
2
2027-01-31
Fixed
1.50000000
N
N
N
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
83050UZD3
3050000.00000000
PA
USD
3030843.83000000
0.288658608840
Long
STIV
CORP
SE
N
2
2023-12-13
None
0.00000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
549300TPZNMN50BJ3745
Charter Communications Operating LLC/Charter Communications Operating Capital
161175BT0
562000.00000000
PA
USD
372604.76000000
0.035487005501
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
46444.67000000
PA
USD
47141.49000000
0.004489771722
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
6720.00000000
NS
USD
2347363.20000000
0.223563678553
Long
EC
CORP
US
N
1
N
N
N
Equity LifeStyle Properties Inc
529900PEQG66LENB6798
Equity LifeStyle Properties, Inc.
29472R108
17891.00000000
NS
USD
1177227.80000000
0.112119580584
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
1549294.89000000
PA
USD
1516010.30000000
0.144385342410
Long
ABS-MBS
USGSE
US
N
2
2024-08-25
Variable
3.06000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138EKTR6
15699.64000000
PA
USD
15287.12000000
0.001455950566
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Floating
3.84000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PAQ1
152000.00000000
PA
USD
142705.71000000
0.013591340904
Long
DBT
CORP
US
N
2
2026-12-06
Fixed
3.70000000
N
N
N
N
N
N
Whirlpool Corp
WHENKOULSSK7WUM60H03
Whirlpool Corp.
963320106
2648.00000000
NS
USD
276874.88000000
0.026369658803
Long
EC
CORP
US
N
1
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co.
532457108
13312.00000000
NS
USD
7373916.16000000
0.702294311368
Long
EC
CORP
US
N
1
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding Ltd.
12549BAY4
2381902.16000000
PA
USD
2368768.35000000
0.225602312401
Long
ABS-CBDO
CORP
KY
N
2
2030-10-18
Floating
6.66000000
N
N
N
N
N
N
UBS-BAMLL Trust
N/A
UBS-BAMLL Trust
90269PAA9
17746.48000000
PA
USD
16296.63000000
0.001552096646
Long
ABS-MBS
CORP
US
N
2
2030-06-10
Fixed
3.66000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TT5
443000.00000000
PA
USD
381879.84000000
0.036370367310
Long
DBT
UST
US
N
2
2053-08-15
Fixed
4.13000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABF1
684000.00000000
PA
USD
596495.28000000
0.056810415634
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
188501.00000000
NS
USD
25087598.09000000
2.389351471077
Long
EC
CORP
US
N
1
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12656TAB4
1379490.41000000
PA
USD
1082485.71000000
0.103096311345
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
1.11000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0406B8
8632000.00000000
PA
USD
7465604.63000000
0.711026752787
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
755000.00000000
PA
USD
722287.78000000
0.068790936601
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
532307.97000000
PA
USD
496431.69000000
0.047280324905
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
6861600.00000000
PA
USD
5473466.14000000
0.521294797795
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
73696.82000000
PA
USD
65983.59000000
0.006284299806
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
3024430.32000000
PA
USD
2596254.85000000
0.247268204906
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
239108.65000000
PA
USD
221380.94000000
0.021084396870
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
683000.00000000
PA
USD
522285.70000000
0.049742669710
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
4164.00000000
NS
USD
1159507.44000000
0.110431887403
Long
EC
CORP
US
N
1
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp.
756109BT0
750000.00000000
PA
USD
668150.81000000
0.063634912957
Long
DBT
US
N
2
2033-07-15
Fixed
4.90000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CR7
833000.00000000
PA
USD
824991.38000000
0.078572462790
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
3.60000000
N
N
N
N
N
N
INVITATION HOMES OP
549300147YMUQB3GW319
Invitation Homes Operating Partnership LP
46188BAD4
513000.00000000
PA
USD
428820.73000000
0.040841033819
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
718729.37000000
PA
USD
716330.25000000
0.068223539394
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
27955.00000000
NS
USD
906580.65000000
0.086343052928
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TF5
3321000.00000000
PA
USD
2204962.37000000
0.210001374524
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
93115.00000000
NS
USD
4798215.95000000
0.456983737444
Long
EC
CORP
US
N
1
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAK7
1240000.00000000
PA
USD
1193819.54000000
0.113699783608
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
3168.00000000
NS
USD
462623.04000000
0.044060377450
Long
EC
CORP
US
N
1
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172CW7
807000.00000000
PA
USD
790228.99000000
0.075261680810
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
976000.00000000
PA
USD
728948.43000000
0.069425299198
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
64110.00000000
NS
USD
3952381.50000000
0.376426173498
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services, Inc.
760759BC3
685000.00000000
PA
USD
629022.96000000
0.059908363065
Long
DBT
CORP
US
N
2
2034-04-01
Fixed
5.00000000
N
N
N
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bonds
698299BF0
315000.00000000
PA
USD
282973.00000000
0.026950445849
Long
DBT
NUSS
PA
N
2
2028-03-17
Fixed
3.88000000
N
N
N
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
Eaton Corp. PLC
000000000
19940.00000000
NS
USD
4145725.40000000
0.394840313035
Long
EC
CORP
IE
N
1
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0324B7
3057000.00000000
PA
USD
2791381.43000000
0.265852127500
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Fixed
3.50000000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
56264.00000000
NS
USD
6684163.20000000
0.636602002214
Long
EC
CORP
US
N
1
N
N
N
2023-11-21
TRANSAMERICA FUNDS
Vincent Toner
Vincent Toner
Treasurer