0001752724-24-145482.txt : 20240626
0001752724-24-145482.hdr.sgml : 20240626
20240626112438
ACCESSION NUMBER: 0001752724-24-145482
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240430
FILED AS OF DATE: 20240626
DATE AS OF CHANGE: 20240626
PERIOD START: 20241031
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: 241071612
BUSINESS ADDRESS:
STREET 1: 1801 CALIFORNIA STREET
STREET 2: SUITE 5200
CITY: DENVER
STATE: CO
ZIP: 80202
BUSINESS PHONE: 720-482-8836
MAIL ADDRESS:
STREET 1: 1801 CALIFORNIA STREET
STREET 2: SUITE 5200
CITY: DENVER
STATE: CO
ZIP: 80202
FORMER COMPANY:
FORMER CONFORMED NAME: TRANSAMERICA IDEX MUTUAL FUNDS
DATE OF NAME CHANGE: 20040301
FORMER COMPANY:
FORMER CONFORMED NAME: IDEX MUTUAL FDS
DATE OF NAME CHANGE: 20010504
FORMER COMPANY:
FORMER CONFORMED NAME: IDEX MUTUAL FUNDS /
DATE OF NAME CHANGE: 20010423
0000787623
S000044275
Transamerica Core Bond (formerly Transamerica Intermediate Bond)
C000137931
I2
C000171829
R
TMBRX
C000171830
R4
TMBFX
C000171831
I3
TMBTX
C000228029
R6
TAGMX
C000240465
I
TABGX
C000240466
A
TABDX
C000240467
C
TABEX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000787623
XXXXXXXX
S000044275
C000240465
C000240467
C000137931
C000240466
C000171829
C000171830
C000171831
C000228029
TRANSAMERICA FUNDS
811-04556
0000787623
54930088ZHZE1VMYEY52
1801 CALIFORNIA STREET
SUITE 5200
DENVER
80202
720-493-4256
Transamerica Core Bond
S000044275
549300ZF0O00XTDBKY49
2024-10-31
2024-04-30
N
2641721873.71
534143405.23
2107578468.48
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
510675623.37000000
0.00000000
0.00000000
0.00000000
USD
N
Securities Portfolio VaR
Designated Reference Portfolio is the Fund's Securities Portfolio
SAFEHOLD GL HOLDINGS LLC
54930012UY5Z4Q8NL108
Safehold GL Holdings LLC
785931AA4
3263000.00000000
PA
USD
3157245.68000000
0.149804419015
Long
DBT
US
N
2
2034-04-01
Fixed
6.10000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89175JAA8
1381431.56000000
PA
USD
1317998.57000000
0.062536156528
Long
ABS-MBS
CORP
US
N
2
2057-10-25
Variable
2.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TL2
5195000.00000000
PA
USD
4548466.04000000
0.215814789723
Long
DBT
UST
US
N
2
2052-11-15
Fixed
4.00000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp.
126650DX5
1768000.00000000
PA
USD
1734874.75000000
0.082316021725
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
5.25000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PCB0
5841000.00000000
PA
USD
5389348.82000000
0.255712842990
Long
DBT
CORP
US
N
2
2027-04-22
Fixed
1.58000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CU1
3494000.00000000
PA
USD
3407985.97000000
0.161701498708
Long
DBT
CORP
US
N
2
2034-04-01
Fixed
5.60000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SN9
11421000.00000000
PA
USD
5389730.48000000
0.255730951924
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
Starbird Funding Corp
549300A8DDPP6QJBB522
Starbird Funding Corp.
85520LGB5
6981000.00000000
PA
USD
6905828.59000000
0.327666499410
Long
STIV
CORP
US
N
2
2024-07-11
None
0.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128LXG20
163774.43000000
PA
USD
160112.83000000
0.007597004448
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RN0
6203000.00000000
PA
USD
4530613.02000000
0.214967702875
Long
DBT
UST
US
N
2
2045-08-15
Fixed
2.88000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F040651
42121000.00000000
PA
USD
37678550.78000000
1.787765027186
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
ARROW ELECTRONICS INC
549300YNNLBXT8N8R512
Arrow Electronics, Inc.
04273WAC5
4878000.00000000
PA
USD
3977825.34000000
0.188739133535
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
2.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128286B1
2275400.00000000
PA
USD
2069547.41000000
0.098195509251
Long
DBT
UST
US
N
2
2029-02-15
Fixed
2.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RY6
5574000.00000000
PA
USD
3902670.94000000
0.185173221228
Long
DBT
UST
US
N
2
2047-08-15
Fixed
2.75000000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900LSNFNEGAD7J679
OBX Trust
67118TAA2
4573505.57000000
PA
USD
4547963.00000000
0.215790921572
Long
ABS-MBS
CORP
US
N
2
2064-01-25
Variable
6.07000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust, Inc.
17322GAA7
189651.57000000
PA
USD
176353.35000000
0.008367581688
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Variable
4.00000000
N
N
N
N
N
N
Citigroup Capital XIII
N/A
Citigroup Capital XIII
173080201
76306.00000000
NS
USD
2212874.00000000
0.104996043236
Long
EP
CORP
US
N
1
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group
125523CL2
2490000.00000000
PA
USD
2098155.17000000
0.099552885046
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PEB8
12280000.00000000
PA
USD
11985358.35000000
0.568679103969
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
5.01000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BX9
2963000.00000000
PA
USD
2782868.59000000
0.132041042913
Long
DBT
CORP
NL
N
2
2026-09-12
Fixed
2.50000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AN2
2352000.00000000
PA
USD
2310482.17000000
0.109627337940
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
1.80000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDC3
3109000.00000000
PA
USD
2695182.06000000
0.127880508380
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
583000.00000000
PA
USD
569426.87000000
0.027018062601
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
5.95000000
N
N
N
N
N
N
Columbia Funding Co LLC
549300O1V8MCLCRCFD82
Columbia Funding Co. LLC
19767CJ49
21256000.00000000
PA
USD
20846686.60000000
0.989129795724
Long
STIV
CORP
US
N
2
2024-09-04
None
0.00000000
N
N
N
N
N
N
Colombia Government International Bonds
549300MHDRBVRF6B9117
Colombia Government International Bonds
195325DS1
3584000.00000000
PA
USD
2771963.59000000
0.131523624456
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-Protected Indexed Bonds
912810SM1
12764323.60000000
PA
USD
7461533.81000000
0.354033499658
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
1577914.29000000
PA
USD
1570774.34000000
0.074529815306
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
3263000.00000000
PA
USD
2798903.31000000
0.132801855392
Long
DBT
CORP
US
N
2
2044-03-11
Fixed
4.50000000
N
N
N
N
N
N
CONSTELLATION SOFTWARE
549300B6PYHMCTDWQV29
Constellation Software, Inc.
21037XAC4
1316000.00000000
PA
USD
1286896.78000000
0.061060444450
Long
DBT
CORP
CA
N
2
2029-02-16
Fixed
5.16000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F060659
15022000.00000000
PA
USD
14882383.13000000
0.706136609031
Long
ABS-MBS
USGSE
US
N
2
2054-05-01
Fixed
6.00000000
N
N
N
N
N
N
CROWDSTRIKE HOLDINGS INC
549300YBY08K9KM4HX32
Crowdstrike Holdings, Inc.
22788CAA3
570000.00000000
PA
USD
500855.41000000
0.023764496434
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
1089165.95000000
PA
USD
1007336.48000000
0.047795918162
Long
ABS-MBS
CORP
US
N
2
2057-05-25
Variable
4.00000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300MNOMKDMDFI8J66
Hertz Vehicle Financing III LLC
42806MCA5
4730000.00000000
PA
USD
4708700.34000000
0.223417557657
Long
ABS-O
CORP
US
N
2
2028-02-25
Fixed
5.94000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AZ1
4015000.00000000
PA
USD
4107479.70000000
0.194890950037
Long
DBT
CORP
CH
N
2
2033-08-12
Fixed
6.54000000
N
N
N
N
N
N
Diameter Capital CLO
25490018I1ROE4V49X69
Diameter Capital CLO 1 Ltd.
25255DAA8
4000000.00000000
PA
USD
4010312.00000000
0.190280554673
Long
ABS-CBDO
CORP
KY
N
2
2036-07-15
Floating
6.83000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112CD3
4492000.00000000
PA
USD
4406278.36000000
0.209068294533
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.30000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837BH5
2975000.00000000
PA
USD
2991614.24000000
0.141945568563
Long
DBT
CORP
NL
N
2
2034-09-11
Fixed
6.11000000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EAH8
3457000.00000000
PA
USD
3289085.25000000
0.156059918963
Long
DBT
CORP
US
N
2
2026-04-11
Fixed
2.80000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128QHTK6
9938.08000000
PA
USD
10024.36000000
0.000475634010
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Floating
7.24000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust
12667GWF6
260646.54000000
PA
USD
234631.93000000
0.011132773156
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
5.74000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JPMorgan Chase Commercial Mortgage Securities Trust
46642MAG3
4800000.00000000
PA
USD
636000.00000000
0.030176812370
Long
ABS-MBS
CORP
US
N
2
2027-06-10
Fixed
3.77000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592TAA3
7005000.00000000
PA
USD
6292441.59000000
0.298562624552
Long
ABS-MBS
CORP
US
N
2
2035-02-10
Fixed
3.18000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust
12669FJC8
4173.43000000
PA
USD
3988.08000000
0.000189225694
Long
ABS-MBS
CORP
US
N
2
2034-02-25
Variable
6.12000000
N
N
N
N
N
N
GLOBAL ATLANTIC FIN CO
N/A
Global Atlantic Finance Co.
37959GAD9
3796000.00000000
PA
USD
4107115.19000000
0.194873654832
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
7.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797HS9
6179000.00000000
PA
USD
6152743.52000000
0.291934255925
Long
STIV
UST
US
N
2
2024-05-30
None
0.00000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F032658
67886000.00000000
PA
USD
58568241.22000000
2.778935261292
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.50000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F020653
30252000.00000000
PA
USD
22844532.79000000
1.083923238524
Long
ABS-MBS
USGSE
US
N
2
2054-05-01
Fixed
2.00000000
N
N
N
N
N
N
HSBC USA Inc
549300LBOHZ4QSIWU288
HSBC USA, Inc.
40434PGP5
3829000.00000000
PA
USD
3779771.81000000
0.179341925652
Long
STIV
CORP
US
N
2
2024-07-23
None
0.00000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
641000.00000000
PA
USD
446743.86000000
0.021197021448
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
5397000.00000000
PA
USD
5548602.32000000
0.263269074104
Long
DBT
CORP
US
N
2
2033-08-02
Fixed
6.42000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023DL6
3823000.00000000
PA
USD
3846530.91000000
0.182509499291
Long
DBT
CORP
US
N
2
2034-05-01
Fixed
6.53000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128QHXK1
7815.68000000
PA
USD
7849.33000000
0.000372433582
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Floating
6.98000000
N
N
N
N
N
N
Britannia Funding Co LLC
549300X2ZBE7GS6QP587
Britannia Funding Co. LLC
11042LJJ0
25000000.00000000
PA
USD
24466501.00000000
1.160882091267
Long
STIV
CORP
US
N
2
2024-09-18
None
0.00000000
N
N
N
N
N
N
VITERRA FINANCE BV
213800HBZGEIZLKJBI17
Viterra Finance BV
92852LAC3
4749000.00000000
PA
USD
4621329.64000000
0.219272008568
Long
DBT
CORP
NL
N
2
2027-04-21
Fixed
4.90000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GMA4
2693000.00000000
PA
USD
2618277.14000000
0.124231537717
Long
DBT
CORP
US
N
2
2035-01-23
Fixed
5.47000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PEC6
2704000.00000000
PA
USD
2620617.75000000
0.124342594555
Long
DBT
CORP
US
N
2
2035-01-23
Fixed
5.34000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBP5
4562000.00000000
PA
USD
3545564.55000000
0.168229302160
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
3.14000000
N
N
N
N
N
N
GM Financial Securitized Term Auto Receivables Tr
N/A
GM Financial Consumer Automobile Receivables Trust
38013JAB9
1466477.79000000
PA
USD
1464685.61000000
0.069496136533
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
3414674.99000000
PA
USD
3418496.01000000
0.162200177176
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
6.69000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QA9
9127000.00000000
PA
USD
7946194.38000000
0.377029586268
Long
DBT
UST
US
N
2
2039-02-15
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797HH3
5619000.00000000
PA
USD
5618177.21000000
0.266570250836
Long
STIV
UST
US
N
2
2024-05-02
None
0.00000000
N
N
N
N
N
N
ARCELORMITTAL SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LBE3
5637000.00000000
PA
USD
5780128.73000000
0.274254497113
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
3110000.00000000
PA
USD
2896750.72000000
0.137444501513
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
6062000.00000000
PA
USD
5228019.50000000
0.248058118745
Long
DBT
CORP
US
N
2
2028-08-16
Fixed
2.04000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TB4
9922000.00000000
PA
USD
5496245.37000000
0.260784851060
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
2216.85000000
PA
USD
2196.62000000
0.000104224826
Long
ABS-MBS
USGSE
US
N
2
2025-02-01
Fixed
4.50000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECC7
5894000.00000000
PA
USD
6002372.09000000
0.284799459653
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
5559000.00000000
PA
USD
3964138.30000000
0.188089713350
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
8073000.00000000
PA
USD
8749444.42000000
0.415142048130
Long
DBT
CORP
IT
N
2
2033-11-21
Fixed
8.25000000
N
N
N
N
N
N
LKQ CORP
DS830JTTZQN6GK0I2E41
LKQ Corp.
501889AF6
2608000.00000000
PA
USD
2624328.74000000
0.124518672934
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
6.25000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAQ5
2110000.00000000
PA
USD
2208693.37000000
0.104797681463
Long
DBT
CORP
US
N
2
2029-10-30
Fixed
7.16000000
N
N
N
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
Diageo Capital PLC
25243YBH1
2574000.00000000
PA
USD
2593887.34000000
0.123074294921
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
2035000.00000000
PA
USD
1904795.45000000
0.090378388206
Long
DBT
CORP
US
N
2
2026-09-23
Fixed
2.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RK6
25059200.00000000
PA
USD
17181214.00000000
0.815211118207
Long
DBT
UST
US
N
2
2045-02-15
Fixed
2.50000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AU4
3182000.00000000
PA
USD
3052756.39000000
0.144846630180
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
2588000.00000000
PA
USD
1818741.20000000
0.086295301797
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
3.60000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TV0
4455000.00000000
PA
USD
4427156.25000000
0.210058904862
Long
DBT
UST
US
N
2
2053-11-15
Fixed
4.75000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64829GAA7
761839.69000000
PA
USD
700769.33000000
0.033249975765
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
2781000.00000000
PA
USD
2440407.56000000
0.115792014223
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
3888000.00000000
PA
USD
3772015.13000000
0.178973888109
Long
DBT
CORP
US
N
2
2034-01-25
Fixed
5.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAJ0
5134000.00000000
PA
USD
4810517.90000000
0.228248578733
Long
DBT
UST
US
N
2
2025-08-31
Fixed
0.25000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust, Inc.
17324VAH7
150931.00000000
PA
USD
136922.17000000
0.006496658228
Long
ABS-MBS
CORP
US
N
2
2042-09-25
Variable
3.75000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64829HAD9
1576436.35000000
PA
USD
1416604.15000000
0.067214776160
Long
ABS-MBS
CORP
US
N
2
2056-09-25
Variable
3.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TQ1
4257000.00000000
PA
USD
3715562.81000000
0.176295348693
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.88000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BK8
1514000.00000000
PA
USD
1194429.07000000
0.056673053357
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
4.15000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SL3
6597000.00000000
PA
USD
3836310.13000000
0.182024545580
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
1040000.00000000
PA
USD
949473.95000000
0.045050467358
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
931973.05000000
PA
USD
888507.22000000
0.042157729037
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
2180000.00000000
PA
USD
2269484.42000000
0.107682084152
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
6.50000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278XAZ2
5687000.00000000
PA
USD
5528917.95000000
0.262335093695
Long
DBT
CORP
US
N
2
2034-04-18
Fixed
5.40000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJJ1
4395200.00000000
PA
USD
4329272.00000000
0.205414510764
Long
DBT
UST
US
N
2
2033-11-15
Fixed
4.50000000
N
N
N
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp.
125896BN9
925000.00000000
PA
USD
819747.26000000
0.038895218956
Long
DBT
CORP
US
N
2
2044-03-01
Fixed
4.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RT7
3501000.00000000
PA
USD
2242828.13000000
0.106417301350
Long
DBT
UST
US
N
2
2046-08-15
Fixed
2.25000000
N
N
N
N
N
N
WEYERHAEUSER CO
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co.
962166BY9
4521000.00000000
PA
USD
4165039.74000000
0.197622048350
Long
DBT
US
N
2
2030-04-15
Fixed
4.00000000
N
N
N
N
N
N
TYSON FOODS INC
WD6L6041MNRW1JE49D58
Tyson Foods, Inc.
902494BM4
3269000.00000000
PA
USD
3207761.33000000
0.152201276392
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.70000000
N
N
N
N
N
N
COPT DEFENSE PROP LP
H0TWO5VRNEP6CQAWPX27
COPT Defense Properties LP
22003BAN6
869000.00000000
PA
USD
723400.41000000
0.034323771134
Long
DBT
US
N
2
2029-01-15
Fixed
2.00000000
N
N
N
N
N
N
State Street Global Advisors
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
857509301
2920280.00000000
NS
USD
2920280.00000000
0.138560914512
Long
STIV
RF
US
N
1
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SC3
14080000.00000000
PA
USD
10539099.93000000
0.500057297396
Long
DBT
UST
US
N
2
2048-05-15
Fixed
3.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFV8
3184900.00000000
PA
USD
3056881.96000000
0.145042379475
Long
DBT
UST
US
N
2
2032-11-15
Fixed
4.13000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ADF9
4477000.00000000
PA
USD
4311321.77000000
0.204562811514
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
5.15000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QX9
12610500.00000000
PA
USD
9324873.57000000
0.442444905822
Long
DBT
UST
US
N
2
2042-08-15
Fixed
2.75000000
N
N
N
N
N
N
ZF NA CAPITAL
529900JYGMS9CW9IQX78
ZF North America Capital, Inc.
98877DAG0
2225000.00000000
PA
USD
2249917.78000000
0.106753689774
Long
DBT
CORP
US
N
2
2032-04-23
Fixed
6.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128282A7
4457000.00000000
PA
USD
4122376.82000000
0.195597785878
Long
DBT
UST
US
N
2
2026-08-15
Fixed
1.50000000
N
N
N
N
N
N
Glencove Funding LLC
549300XUUQZO7I38ZR06
Glencove Funding LLC
37828VFH1
10800000.00000000
PA
USD
10722585.60000000
0.508763292108
Long
STIV
CORP
IE
N
2
2024-06-17
None
0.00000000
N
N
N
N
N
N
Hin Timeshare Trust
N/A
HINNT LLC
40472QAA5
5558719.53000000
PA
USD
5504627.63000000
0.261182571008
Long
ABS-O
CORP
US
N
2
2043-03-15
Fixed
5.49000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GYN8
6270000.00000000
PA
USD
5076741.00000000
0.240880283981
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
31418MFD9
249853.71000000
PA
USD
253128.71000000
0.012010405011
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XKUQ1
11559071.87000000
PA
USD
10970125.37000000
0.520508514110
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
1216000.00000000
PA
USD
1079308.19000000
0.051210818773
Long
DBT
CORP
XX
N
2
2030-05-01
Fixed
3.40000000
N
N
N
N
N
N
DOC DR LLC
549300P6Q1UMT0X60U20
DOC DR LLC
71951QAC6
5181000.00000000
PA
USD
4170622.41000000
0.197886933861
Long
DBT
US
N
2
2031-11-01
Fixed
2.63000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DA5
2612000.00000000
PA
USD
1787397.48000000
0.084808110669
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
4241000.00000000
PA
USD
3864853.54000000
0.183378868108
Long
DBT
CORP
US
N
2
2063-04-15
Fixed
5.20000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SU3
1946000.00000000
PA
USD
1085199.06000000
0.051490327702
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.88000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64829DAG1
682446.59000000
PA
USD
624659.67000000
0.029638738454
Long
ABS-MBS
CORP
US
N
2
2054-11-25
Variable
3.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797FS1
6061000.00000000
PA
USD
6022795.81000000
0.285768520606
Long
STIV
UST
US
N
2
2024-06-13
None
0.00000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAK7
2440000.00000000
PA
USD
2270975.83000000
0.107752848302
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
1.95000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
82652QAA9
1389724.75000000
PA
USD
1313806.73000000
0.062337262865
Long
ABS-O
CORP
US
N
2
2037-11-20
Fixed
0.99000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CKF7
12885000.00000000
PA
USD
12442078.13000000
0.590349461055
Long
DBT
UST
US
N
2
2031-03-31
Fixed
4.13000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64829JAA1
1350430.67000000
PA
USD
1257040.29000000
0.059643819141
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
2209000.00000000
PA
USD
2175776.82000000
0.103235862983
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.10000000
N
N
N
N
N
N
MACQUARIE AIRFINANCE HLD
549300MCGUSL5B852H65
Macquarie Airfinance Holdings Ltd.
55609NAD0
813000.00000000
PA
USD
813701.62000000
0.038608366529
Long
DBT
CORP
GB
N
2
2031-03-26
Fixed
6.50000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAQ7
3907000.00000000
PA
USD
3759367.01000000
0.178373762411
Long
DBT
CORP
US
N
2
2028-04-10
Fixed
4.55000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust
12669GTQ4
56803.96000000
PA
USD
51203.03000000
0.002429472058
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Floating
6.01000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BY7
2713000.00000000
PA
USD
2059308.29000000
0.097709685347
Long
DBT
CORP
NL
N
2
2046-09-12
Fixed
3.75000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc.
693475BS3
3919000.00000000
PA
USD
3911206.21000000
0.185578201167
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
2659000.00000000
PA
USD
2471596.87000000
0.117271878934
Long
DBT
US
N
2
2028-03-23
Fixed
3.65000000
N
N
N
N
N
N
AMER AIRLINE 16-2 AA PTT
N/A
American Airlines Pass-Through Trust
023765AA8
151.09000000
PA
USD
138.09000000
0.000006552069
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.20000000
N
N
N
N
N
N
TRIMBLE INC
549300E2MI7NSZFQWS19
Trimble, Inc.
896239AE0
3959000.00000000
PA
USD
4014152.43000000
0.190462774697
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.10000000
N
N
N
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust
45254NJV0
3379.10000000
PA
USD
3282.59000000
0.000155751733
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Floating
6.23000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
82650BAA4
2533060.21000000
PA
USD
2520513.71000000
0.119592876265
Long
ABS-O
CORP
US
N
2
2040-04-20
Fixed
5.80000000
N
N
N
N
N
N
Alinghi Funding Co LLC
549300VRDDZC1N8S3N22
Alinghi Funding Co. LLC
01626FE79
10636000.00000000
PA
USD
10624914.95000000
0.504129032864
Long
STIV
CORP
US
N
2
2024-05-07
None
0.00000000
N
N
N
N
N
N
MASTR Adjustable Rate Mortgages Trust
N/A
MASTR Adjustable Rate Mortgages Trust
57645WAA8
147777.91000000
PA
USD
69253.90000000
0.003285946456
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
5.57000000
N
N
N
N
N
N
COPT DEFENSE PROP LP
H0TWO5VRNEP6CQAWPX27
COPT Defense Properties LP
22003BAL0
1148000.00000000
PA
USD
1076203.85000000
0.051063524613
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
4716000.00000000
PA
USD
3954655.37000000
0.187639769011
Long
DBT
CORP
US
N
2
2031-05-14
Fixed
2.75000000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
321 Henderson Receivables VI LLC
88576XAA4
2849145.12000000
PA
USD
2822057.44000000
0.133900468343
Long
ABS-O
CORP
US
N
2
2059-07-15
Fixed
5.56000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SH2
6794500.00000000
PA
USD
4824095.00000000
0.228892782505
Long
DBT
UST
US
N
2
2049-05-15
Fixed
2.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128QHTC4
1614.71000000
PA
USD
1591.07000000
0.000075492800
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Floating
5.82000000
N
N
N
N
N
N
Fontainebleau Miami Beach Trust
N/A
Fontainebleau Miami Beach Trust
34461LAA2
3800000.00000000
PA
USD
3711932.72000000
0.176123108843
Long
ABS-MBS
CORP
US
N
2
2036-12-10
Fixed
3.14000000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900LMIQVUH9BFZJ05
OBX Trust
67118XAA3
3000000.00000000
PA
USD
3000592.80000000
0.142371581645
Long
ABS-MBS
CORP
US
N
2
2064-02-25
Variable
6.45000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust
61762TAH9
1035000.00000000
PA
USD
633075.86000000
0.030038068307
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
4.21000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW LLC
55400UAA1
4487928.21000000
PA
USD
4300192.34000000
0.204034744343
Long
ABS-O
CORP
US
N
2
2039-11-21
Fixed
4.15000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
71708EH16
325000.00000000
PA
USD
320509.91000000
0.015207495938
Long
STIV
CORP
US
N
2
2024-08-01
None
0.00000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric & Gas Co.
74456QBL9
1856000.00000000
PA
USD
1811065.91000000
0.085931126033
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.00000000
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RHY3
4860000.00000000
PA
USD
4777074.31000000
0.226661753355
Long
ABS-O
CORP
US
N
2
2030-06-20
Fixed
5.36000000
N
N
N
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp.
55261FAT1
2130000.00000000
PA
USD
2081268.16000000
0.098751633266
Long
DBT
CORP
US
N
2
2032-03-13
Fixed
6.08000000
N
N
N
N
N
N
GoodLeap Sustainable Home Improvement Loan Trust
N/A
GoodLeap Sustainable Home Solutions Trust
38237HAA5
3215282.57000000
PA
USD
2490725.72000000
0.118179501131
Long
ABS-O
CORP
US
N
2
2048-10-20
Fixed
2.31000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BN1
3263000.00000000
PA
USD
2849728.94000000
0.135213420644
Long
DBT
CORP
US
N
2
2027-11-24
Fixed
1.63000000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
JG Wentworth XXII LLC
46616MAA8
319165.42000000
PA
USD
318832.24000000
0.015127894157
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
2742000.00000000
PA
USD
2612280.67000000
0.123947018299
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
JGWPT XXVIII LLC
46617FAA2
827314.66000000
PA
USD
726621.53000000
0.034476606250
Long
ABS-O
CORP
US
N
2
2067-04-15
Fixed
3.22000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128QSU46
49051.20000000
PA
USD
49139.95000000
0.002331583413
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Floating
5.96000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65558JJ32
16500000.00000000
PA
USD
16193232.00000000
0.768333527893
Long
STIV
CORP
SE
N
2
2024-09-03
None
0.00000000
N
N
N
N
N
N
Laurel Road Prime Student Loan Trust
549300XLHGW4YH0MCQ51
Laurel Road Prime Student Loan Trust
51888RAB6
16099.67000000
PA
USD
16068.71000000
0.000762425230
Long
ABS-O
CORP
US
N
2
2043-05-26
Fixed
3.54000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31415MM77
263105.55000000
PA
USD
273187.33000000
0.012962142766
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
6.50000000
N
N
N
N
N
N
Structured Adjustable Rate Mortgage Loan Trust
N/A
Structured Adjustable Rate Mortgage Loan Trust
86363GAF1
462404.77000000
PA
USD
210103.50000000
0.009968952669
Long
ABS-MBS
CORP
US
N
2
2047-04-25
Variable
4.80000000
N
N
N
N
N
N
CAFCO LLC
8O46YQAGJ63WE5QHIG35
CAFCO LLC
1247P2J39
23000000.00000000
PA
USD
22566427.00000000
1.070727725562
Long
STIV
CORP
US
N
2
2024-09-03
None
0.00000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
04635PGF0
21925000.00000000
PA
USD
21669037.90000000
1.028148570697
Long
STIV
CORP
GB
N
2
2024-07-15
None
0.00000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680BG7
5573000.00000000
PA
USD
5655199.86000000
0.268326894802
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
6.10000000
N
N
N
N
N
N
CARGILL INC
QXZYQNMR4JZ5RIRN4T31
Cargill, Inc.
141781BZ6
2748000.00000000
PA
USD
2684282.70000000
0.127363357528
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
2963000.00000000
PA
USD
2500838.87000000
0.118659348033
Long
DBT
CORP
JE
N
2
2032-03-01
Fixed
3.25000000
N
N
N
N
N
N
SENSATA TECH INC
5493002MMDDCUNV7NY90
Sensata Technologies, Inc.
81728UAA2
4143000.00000000
PA
USD
3709611.13000000
0.176012954463
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.38000000
N
N
N
N
N
N
RAAC Series
N/A
RAAC Trust
74919LAD0
370027.57000000
PA
USD
348054.44000000
0.016514423790
Long
ABS-O
CORP
US
N
2
2046-11-25
Floating
6.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138ABBJ7
10602.71000000
PA
USD
10606.17000000
0.000503239625
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Floating
6.25000000
N
N
N
N
N
N
Structured Adjustable Rate Mortgage Loan Trust
N/A
Structured Adjustable Rate Mortgage Loan Trust
863579UL0
186139.09000000
PA
USD
96467.79000000
0.004577186161
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Variable
4.75000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JPMorgan Mortgage Trust
466247BL6
11046.63000000
PA
USD
9966.98000000
0.000472911454
Long
ABS-MBS
CORP
US
N
2
2034-02-25
Variable
4.70000000
N
N
N
N
N
N
Nieuw Amsterdam Receivables Corp BV
724500BM7HQ28ZIB2058
Nieuw Amsterdam Receivables Corp. BV
65409RGR5
12000000.00000000
PA
USD
11845563.12000000
0.562046125311
Long
STIV
CORP
US
N
2
2024-07-25
None
0.00000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122EL8
1683000.00000000
PA
USD
1611001.51000000
0.076438506755
Long
DBT
CORP
US
N
2
2064-02-22
Fixed
5.65000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GLS6
14242000.00000000
PA
USD
14320420.01000000
0.679472685082
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
5.82000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Inflation-Protected Indexed Bonds
912810PZ5
21482278.57000000
PA
USD
21681330.79000000
1.028731841507
Long
DBT
UST
US
N
2
2029-01-15
Fixed
2.50000000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc.
30303M8M7
4275000.00000000
PA
USD
4196124.37000000
0.199096946223
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.80000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAP7
2475000.00000000
PA
USD
2427463.17000000
0.115177831160
Long
DBT
CORP
US
N
2
2034-06-08
Fixed
5.87000000
N
N
N
N
N
N
Chase Issuance Trust
5493008SHVCX2Y068L12
Chase Issuance Trust
161571HT4
5200000.00000000
PA
USD
5164216.72000000
0.245030816040
Long
ABS-O
CORP
US
N
2
2028-09-15
Fixed
5.16000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31298T5K4
108936.79000000
PA
USD
111529.71000000
0.005291841403
Long
ABS-MBS
USGSE
US
N
2
2031-05-01
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SX7
3830000.00000000
PA
USD
2413947.28000000
0.114536531669
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
2825900.00000000
PA
USD
2306972.04000000
0.109460789930
Long
DBT
UST
US
N
2
2053-02-15
Fixed
3.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAE1
28147000.00000000
PA
USD
21939266.97000000
1.040970350481
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418MY63
285461.44000000
PA
USD
289218.53000000
0.013722788229
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TX6
10350000.00000000
PA
USD
9467015.63000000
0.449189236442
Long
DBT
UST
US
N
2
2054-02-15
Fixed
4.25000000
N
N
N
N
N
N
TAKE-TWO INTERACTIVE SOF
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054AF6
6191000.00000000
PA
USD
6067157.84000000
0.287873402140
Long
DBT
CORP
US
N
2
2025-04-14
Fixed
3.55000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFW9
6899000.00000000
PA
USD
4070306.65000000
0.193127169919
Long
DBT
CORP
US
N
2
2056-10-30
Fixed
2.99000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAT4
2745000.00000000
PA
USD
2737365.39000000
0.129882015352
Long
DBT
CORP
IT
N
2
2024-06-26
Fixed
5.02000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co.
369604BF9
2586000.00000000
PA
USD
2106152.37000000
0.099932334738
Long
DBT
CORP
US
N
2
2042-10-09
Fixed
4.13000000
N
N
N
N
N
Korea Development Bank/New York NY
549300ML2LNRZUCS7149
Korea Development Bank
5006E0G83
22000000.00000000
PA
USD
21773143.26000000
1.033088142891
Long
STIV
CORP
US
N
2
2024-07-08
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418QGR8
1203.78000000
PA
USD
1194.13000000
0.000056658863
Long
ABS-MBS
USGSE
US
N
2
2025-04-01
Fixed
4.50000000
N
N
N
N
N
N
GXO LOGISTICS INC
5493007CNWMXN78JRN66
GXO Logistics, Inc.
36262GAD3
9473000.00000000
PA
USD
7517866.01000000
0.356706339642
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
382000.00000000
PA
USD
325540.13000000
0.015446168902
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
4711000.00000000
PA
USD
4600759.77000000
0.218296013116
Long
DBT
CORP
IE
N
2
2026-04-03
Fixed
4.45000000
N
N
N
N
N
N
Chile Government International Bonds
549300FLZTJM5YJF8D34
Chile Government International Bonds
168863DL9
825000.00000000
PA
USD
565779.20000000
0.026844988619
Long
DBT
NUSS
CL
N
2
2050-01-25
Fixed
3.50000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Countrywide Alternative Loan Trust
02151BBG2
4550618.92000000
PA
USD
1680557.22000000
0.079738773437
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Fixed
6.50000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co.
37045VAF7
1372000.00000000
PA
USD
1336607.79000000
0.063419123415
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
2447000.00000000
PA
USD
2482913.25000000
0.117808816475
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
4500000.00000000
PA
USD
4354227.00000000
0.206598571067
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
65531.44000000
PA
USD
66366.87000000
0.003148963181
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
6.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300DT2BKPLXAJ4C66
Wells Fargo Commercial Mortgage Trust
94989CBC4
3000000.00000000
PA
USD
2898809.10000000
0.137542167153
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Fixed
3.78000000
N
N
N
N
N
N
Liberty Street Funding LLC
549300F33VRHM10B9391
Liberty Street Funding LLC
53127TKX0
20000000.00000000
PA
USD
19448368.00000000
0.922782629015
Long
STIV
CORP
US
N
2
2024-10-31
None
0.00000000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900RDM4XSF0B1E373
OBX Trust
67448NAA6
1790000.00000000
PA
USD
1773890.54000000
0.084167235836
Long
ABS-MBS
CORP
US
N
2
2064-12-01
Variable
5.99000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31416TL56
568673.83000000
PA
USD
554679.67000000
0.026318340137
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
3200000.00000000
PA
USD
3303416.48000000
0.156739904558
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
6.70000000
N
N
N
N
N
N
HALEON US CAPITAL LLC
549300N8C3A3L0UVQB07
Haleon US Capital LLC
36264FAK7
2512000.00000000
PA
USD
2372169.65000000
0.112554274276
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
3929000.00000000
PA
USD
3926663.82000000
0.186311631036
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
767614.36000000
PA
USD
737529.02000000
0.034994142853
Long
ABS-MBS
CORP
US
N
2
2064-09-25
Variable
3.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746RG8
2794000.00000000
PA
USD
2781915.11000000
0.131995802367
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
2829000.00000000
PA
USD
2294050.70000000
0.108847700539
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
1418000.00000000
PA
USD
1415979.58000000
0.067185141676
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
3.70000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDJ7
16965000.00000000
PA
USD
13414278.43000000
0.636478244137
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
4947791.82000000
PA
USD
4874900.46000000
0.231303390735
Long
ABS-O
CORP
US
N
2
2038-11-15
Fixed
5.77000000
N
N
N
N
N
N
CONSTELLATION INSURC INC
549300K609B872PZT291
Constellation Insurance, Inc.
67740QAH9
10038000.00000000
PA
USD
9553684.07000000
0.453301464827
Long
DBT
CORP
US
N
2
2030-01-24
Fixed
6.80000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investors Trust
N/A
Merrill Lynch Mortgage Investors Trust
59020UAB1
37978.03000000
PA
USD
34158.29000000
0.001620736333
Long
ABS-MBS
CORP
US
N
2
2034-02-25
Variable
5.76000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
3137BFE98
9253692.82000000
PA
USD
9145801.24000000
0.433948314465
Long
ABS-MBS
USGSE
US
N
2
2024-10-25
Fixed
3.17000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBL4
29356000.00000000
PA
USD
23374715.00000000
1.109079227634
Long
DBT
UST
US
N
2
2031-02-15
Fixed
1.13000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp.
89233GG34
23000000.00000000
PA
USD
22782416.55000000
1.080975958462
Long
STIV
CORP
US
N
2
2024-07-03
None
0.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89177BAA3
5789125.19000000
PA
USD
5421541.21000000
0.257240301658
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
230419.35000000
PA
USD
223823.11000000
0.010619918230
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
2198470.89000000
PA
USD
2036433.25000000
0.096624314608
Long
ABS-MBS
CORP
US
N
2
2057-04-25
Variable
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31416CCW4
2241664.07000000
PA
USD
2129348.00000000
0.101032916773
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
17598700.00000000
PA
USD
14751285.25000000
0.699916300655
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
6927000.00000000
PA
USD
5694301.42000000
0.270182178512
Long
DBT
CORP
US
N
2
2044-07-01
Fixed
4.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31402RN21
14982.08000000
PA
USD
15373.62000000
0.000729444726
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Floating
5.95000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investors Trust
N/A
Merrill Lynch Mortgage Investors Trust
59020UXK6
36240.47000000
PA
USD
31699.16000000
0.001504055980
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Variable
5.30000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFM8
3536000.00000000
PA
USD
3456301.88000000
0.163993983222
Long
DBT
UST
US
N
2
2027-09-30
Fixed
4.13000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738BD9
4021000.00000000
PA
USD
4008977.57000000
0.190217238881
Long
DBT
CORP
US
N
2
2028-03-02
Fixed
5.45000000
N
N
N
N
N
N
KEYSIGHT TECHNOLOGIES
549300GLKVIO8YRCYN02
Keysight Technologies, Inc.
49338LAE3
4146000.00000000
PA
USD
4047295.93000000
0.192035361460
Long
DBT
CORP
US
N
2
2027-04-06
Fixed
4.60000000
N
N
N
N
N
N
GTA Funding LLC
254900AKBBBSYOV90641
GTA Funding LLC
40060WHW5
8700000.00000000
PA
USD
8540023.44000000
0.405205479545
Long
STIV
CORP
US
N
2
2024-08-30
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XKTV2
9744399.99000000
PA
USD
9243046.52000000
0.438562390830
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
5.00000000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
05253AH78
12773000.00000000
PA
USD
12587184.78000000
0.597234455003
Long
STIV
CORP
AU
N
2
2024-08-07
None
0.00000000
N
N
N
N
N
N
BB-UBS Trust
N/A
BB-UBS Trust
05490AAA1
1550583.64000000
PA
USD
1439406.79000000
0.068296711677
Long
ABS-MBS
CORP
US
N
2
2030-06-05
Fixed
2.89000000
N
N
N
N
N
N
ARROW ELECTRONICS INC
549300YNNLBXT8N8R512
Arrow Electronics, Inc.
04273WAE1
1627000.00000000
PA
USD
1568419.78000000
0.074418096571
Long
DBT
CORP
US
N
2
2034-04-10
Fixed
5.88000000
N
N
N
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
Ovintiv, Inc.
69047QAC6
3773000.00000000
PA
USD
3804800.69000000
0.180529491399
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
3727300.00000000
PA
USD
2720929.00000000
0.129102144508
Long
DBT
UST
US
N
2
2048-08-15
Fixed
3.00000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F042657
80063000.00000000
PA
USD
73845524.39000000
3.503809015626
Long
ABS-MBS
USGSE
US
N
2
2054-05-01
Fixed
4.50000000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA Tower Trust
78403DAN0
12471000.00000000
PA
USD
12192107.29000000
0.578488890085
Long
DBT
US
N
2
2025-01-15
Fixed
2.84000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17327CAR4
3584000.00000000
PA
USD
3558581.73000000
0.168846938950
Long
DBT
CORP
US
N
2
2034-05-25
Fixed
6.17000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XKP38
11758006.65000000
PA
USD
11419830.51000000
0.541846041833
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
5.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JPMorgan Mortgage Trust
46629AAM3
146150.62000000
PA
USD
45604.52000000
0.002163834973
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128285M8
11773000.00000000
PA
USD
10991659.07000000
0.521530241193
Long
DBT
UST
US
N
2
2028-11-15
Fixed
3.13000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAL5
7097000.00000000
PA
USD
6823747.83000000
0.323771946432
Long
DBT
CORP
KY
N
2
2026-04-15
Fixed
4.25000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PEH5
1981000.00000000
PA
USD
1984004.74000000
0.094136696197
Long
DBT
CORP
US
N
2
2035-04-22
Fixed
5.77000000
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFL4
2031000.00000000
PA
USD
1976667.24000000
0.093788547831
Long
DBT
CORP
US
N
2
2035-01-18
Fixed
5.47000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TR9
8755000.00000000
PA
USD
7147978.69000000
0.339155993330
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
29273RAZ2
1228000.00000000
PA
USD
1157462.78000000
0.054919083550
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
1729248.85000000
PA
USD
1678921.48000000
0.079661161143
Long
ABS-MBS
CORP
US
N
2
2058-01-25
Variable
3.00000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAP5
1216000.00000000
PA
USD
1204554.28000000
0.057153472481
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
6.38000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172DJ5
3296000.00000000
PA
USD
3178933.79000000
0.150833472515
Long
DBT
CORP
US
N
2
2034-02-13
Fixed
5.25000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust
43283YAA1
2500000.00000000
PA
USD
2506187.50000000
0.118913128857
Long
ABS-O
CORP
US
N
2
2039-09-15
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31402DGM6
99041.20000000
PA
USD
100339.69000000
0.004760899368
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
6.00000000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co. LLC
68233JAS3
671000.00000000
PA
USD
640472.85000000
0.030389039344
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
5.30000000
N
N
N
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
2332K0FL1
24000000.00000000
PA
USD
23820350.88000000
1.130223677848
Long
STIV
CORP
NO
N
2
2024-06-20
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138ELMZ3
97932.82000000
PA
USD
94506.73000000
0.004484138143
Long
ABS-MBS
USGSE
US
N
2
2028-07-01
Fixed
3.50000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDU2
1538000.00000000
PA
USD
896736.76000000
0.042548202755
Long
DBT
CORP
US
N
2
2056-11-01
Fixed
2.94000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAS1
3262000.00000000
PA
USD
3165531.86000000
0.150197580177
Long
DBT
CORP
US
N
2
2035-01-24
Fixed
5.71000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31410FRW7
104996.80000000
PA
USD
104521.85000000
0.004959333735
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
4331000.00000000
PA
USD
4262419.65000000
0.202242512615
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
3184000.00000000
PA
USD
2675928.16000000
0.126966952833
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.45000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW LLC
62848PAA8
3982734.15000000
PA
USD
3898350.37000000
0.184968219608
Long
ABS-O
CORP
US
N
2
2040-10-20
Fixed
4.93000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJN2
11102000.00000000
PA
USD
10928964.89000000
0.518555539138
Long
DBT
UST
US
N
2
2028-11-30
Fixed
4.38000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp.
808513CE3
7929000.00000000
PA
USD
7893046.03000000
0.374507813020
Long
DBT
CORP
US
N
2
2034-05-19
Fixed
5.85000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Trust
N/A
IndyMac INDX Mortgage Loan Trust
45669JAC9
269258.84000000
PA
USD
186533.07000000
0.008850587192
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Variable
3.35000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397B28
6364000.00000000
PA
USD
6109158.77000000
0.289866254631
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.38000000
N
N
N
N
N
N
GTA Funding LLC
254900AKBBBSYOV90641
GTA Funding LLC
40060WG22
400000.00000000
PA
USD
396232.60000000
0.018800372366
Long
STIV
CORP
US
N
2
2024-07-02
None
0.00000000
N
N
N
N
N
N
Fontainebleau Miami Beach Trust
N/A
Fontainebleau Miami Beach Trust
34461LAJ3
4570000.00000000
PA
USD
4458376.38000000
0.211540231914
Long
ABS-MBS
CORP
US
N
2
2036-12-10
Fixed
3.75000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AM0
4276000.00000000
PA
USD
4222896.01000000
0.200367202130
Long
DBT
CORP
CH
N
2
2025-09-11
Fixed
2.59000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HBA2
3400000.00000000
PA
USD
3358014.83000000
0.159330477143
Long
DBT
CORP
ES
N
2
2028-03-14
Fixed
5.55000000
N
N
N
N
N
N
Lloyds Bank PLC
H7FNTJ4851HG0EXQ1Z70
Lloyds Bank PLC
53943RH10
18825000.00000000
PA
USD
18563363.94000000
0.880791117276
Long
STIV
CORP
GB
N
2
2024-08-01
None
0.00000000
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AH1
2967000.00000000
PA
USD
2550760.96000000
0.121028042283
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
18253.43000000
PA
USD
18451.96000000
0.000875505243
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
3362000.00000000
PA
USD
3206698.13000000
0.152150829872
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.30000000
N
N
N
N
N
N
RACKSPACE TECHNOLOGY
549300QTYCKLMFSE8I97
Rackspace Technology Global, Inc.
750098AB1
2902000.00000000
PA
USD
928553.17000000
0.044057821992
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
3297000.00000000
PA
USD
2157355.16000000
0.102361795409
Long
DBT
CORP
US
N
2
2040-08-21
Fixed
2.70000000
N
N
N
N
N
N
SONOCO PRODUCTS CO
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co.
835495AN2
3551000.00000000
PA
USD
3256737.61000000
0.154525094021
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.25000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAH4
8036000.00000000
PA
USD
7994581.89000000
0.379325468046
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
5.50000000
N
N
N
N
N
N
CARDINAL HEALTH INC
CCU46N3GJMF4OK4N7U60
Cardinal Health, Inc.
14149YBP2
2765000.00000000
PA
USD
2709645.50000000
0.128566767051
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.45000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89180YAA8
11984917.46000000
PA
USD
11038893.99000000
0.523771435089
Long
ABS-MBS
CORP
US
N
2
2062-09-25
Fixed
3.75000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAP5
1275000.00000000
PA
USD
1273741.83000000
0.060436270774
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.55000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F030652
91246000.00000000
PA
USD
75366529.79000000
3.575977403316
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.00000000
N
N
N
N
N
N
Baidu Inc
254900AL64IANZYI1E02
Baidu, Inc.
056752AM0
4652000.00000000
PA
USD
4648955.08000000
0.220582775423
Long
DBT
CORP
KY
N
2
2024-05-14
Fixed
4.38000000
N
N
N
N
N
N
HEICO CORP
529900O1DTDLCJ7L0I14
HEICO Corp.
422806AB5
4482000.00000000
PA
USD
4401273.04000000
0.208830803019
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.35000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U3F8
4889000.00000000
PA
USD
4765141.68000000
0.226095576096
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
3551000.00000000
PA
USD
3348338.46000000
0.158871354498
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.75000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust
12668ACZ6
298480.15000000
PA
USD
251302.17000000
0.011923739673
Long
ABS-MBS
CORP
US
N
2
2035-11-20
Floating
6.07000000
N
N
N
N
N
N
Honda Auto Receivables Owner Trust
549300O8F12G9LCGR139
Honda Auto Receivables Owner Trust
43815PAB5
118841.13000000
PA
USD
118742.66000000
0.005634080143
Long
ABS-O
CORP
US
N
2
2025-03-18
Fixed
3.81000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933YBM6
4003000.00000000
PA
USD
3677474.76000000
0.174488153821
Long
DBT
CORP
US
N
2
2053-05-17
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGH8
5089000.00000000
PA
USD
4858802.24000000
0.230539565319
Long
DBT
UST
US
N
2
2028-01-31
Fixed
3.50000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCK9
4030000.00000000
PA
USD
4368974.42000000
0.207298303970
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
471927.62000000
PA
USD
468685.67000000
0.022238112459
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
672354.26000000
PA
USD
625637.67000000
0.029685142420
Long
ABS-MBS
CORP
US
N
2
2057-12-25
Variable
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QW1
3570000.00000000
PA
USD
2755175.38000000
0.130727060520
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
3474784.40000000
PA
USD
2983632.66000000
0.141566860006
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
2649000.00000000
PA
USD
2450043.49000000
0.116249218078
Long
DBT
US
N
2
2028-03-15
Fixed
4.13000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128JM3C9
5136.92000000
PA
USD
5160.18000000
0.000244839282
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Floating
6.00000000
N
N
N
N
N
N
Municipal Electric Authority of Georgia
JA0WNILDDF2KUPS83B16
Municipal Electric Authority of Georgia
626207YF5
264000.00000000
PA
USD
283038.78000000
0.013429572575
Long
DBT
MUN
US
N
2
2057-04-01
Fixed
6.64000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAR3
2225000.00000000
PA
USD
2219330.68000000
0.105302398614
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
6.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGM7
2544800.00000000
PA
USD
2326603.27000000
0.110392248962
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, Interest Only STRIPS
38378BM71
2253503.73000000
PA
USD
34998.94000000
0.001660623342
Long
ABS-MBS
USGA
US
N
2
2053-02-16
Variable
0.64000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31413NJ63
397.07000000
PA
USD
391.06000000
0.000018554943
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Floating
6.57000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31403V4K2
769.45000000
PA
USD
762.58000000
0.000036182757
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31406H3D7
2719.96000000
PA
USD
2750.44000000
0.000130502377
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Floating
7.34000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31417SBN9
1152056.65000000
PA
USD
1117899.44000000
0.053041889387
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
5.00000000
N
N
N
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
Intuit, Inc.
46124HAH9
1706000.00000000
PA
USD
1668661.80000000
0.079174361712
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138X4FZ8
272545.89000000
PA
USD
260430.39000000
0.012356853796
Long
ABS-MBS
USGSE
US
N
2
2028-10-01
Fixed
3.50000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64829KBV1
1560444.78000000
PA
USD
1447902.07000000
0.068699794178
Long
ABS-MBS
CORP
US
N
2
2057-03-25
Variable
4.00000000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare, Inc.
60855RAJ9
1520000.00000000
PA
USD
1406456.30000000
0.066733282818
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
1044000.00000000
PA
USD
971534.29000000
0.046097182360
Long
DBT
US
N
2
2026-01-15
Fixed
1.88000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp.
14448CBC7
2247000.00000000
PA
USD
2295159.73000000
0.108900321593
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.90000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F022451
19924000.00000000
PA
USD
17665319.53000000
0.838180869381
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
2.50000000
N
N
N
N
N
N
AMPHENOL CORP
549300D3L3G0R4U4VT04
Amphenol Corp.
032095AQ4
4196000.00000000
PA
USD
4140921.54000000
0.196477692381
Long
DBT
CORP
US
N
2
2034-04-05
Fixed
5.25000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc.
693475BW4
760000.00000000
PA
USD
744391.36000000
0.035319745913
Long
DBT
CORP
US
N
2
2035-01-22
Fixed
5.68000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBF5
1584000.00000000
PA
USD
1360050.77000000
0.064531441668
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
5.15000000
N
N
N
N
N
N
HIGHWOODS REALTY LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AU6
1613000.00000000
PA
USD
1695932.65000000
0.080468304044
Long
DBT
US
N
2
2034-02-01
Fixed
7.65000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCB6
1410000.00000000
PA
USD
1368529.50000000
0.064933738907
Long
DBT
CORP
MX
N
2
2026-08-04
Fixed
6.88000000
N
N
N
N
N
N
GXO LOGISTICS INC
5493007CNWMXN78JRN66
GXO Logistics, Inc.
36262GAG6
2535000.00000000
PA
USD
2529606.74000000
0.120024320699
Long
DBT
CORP
US
N
2
2034-05-06
Fixed
6.50000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital, Inc.
045054AS2
1406000.00000000
PA
USD
1368167.37000000
0.064916556629
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
5.80000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
826943AA0
3928124.49000000
PA
USD
3856909.56000000
0.183001943589
Long
ABS-O
CORP
US
N
2
2040-01-20
Fixed
5.20000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128QHTU4
4216.10000000
PA
USD
4154.18000000
0.000197106777
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Floating
5.91000000
N
N
N
N
N
N
HOLCIM FINANCE US LLC
529900FB2F1WKLFNGY62
Holcim Finance U.S. LLC
50587KAB7
1000000.00000000
PA
USD
837965.60000000
0.039759639440
Long
DBT
CORP
US
N
2
2046-09-22
Fixed
4.75000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VBD4
6186000.00000000
PA
USD
4959224.77000000
0.235304395265
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
1193000.00000000
PA
USD
1142354.84000000
0.054202244760
Long
DBT
CORP
US
N
2
2033-05-30
Fixed
5.55000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAV3
6767000.00000000
PA
USD
5895021.97000000
0.279705930676
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
1272000.00000000
PA
USD
1253048.99000000
0.059454440664
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 US Finance II LLC
07274NAL7
3666000.00000000
PA
USD
3408972.01000000
0.161748284155
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.38000000
N
N
N
N
N
N
INFOR INC
549300Q3IIYBYI4RHD64
Infor, Inc.
45674CAA1
4854000.00000000
PA
USD
4596663.05000000
0.218101632691
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
1.75000000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
JG Wentworth XXI LLC
466159AA8
244103.79000000
PA
USD
243859.00000000
0.011570577496
Long
ABS-O
CORP
US
N
2
2048-01-15
Fixed
4.07000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JPMorgan Mortgage Trust
466247K77
4261.31000000
PA
USD
4076.56000000
0.000193423877
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Variable
6.09000000
N
N
N
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
05523RAL1
2805000.00000000
PA
USD
2728153.29000000
0.129444921306
Long
DBT
CORP
GB
N
2
2034-03-26
Fixed
5.30000000
N
N
N
N
N
N
Accelerated Assets
N/A
Accelerated Assets LLC
00439KAA4
516392.12000000
PA
USD
469780.24000000
0.022290047418
Long
ABS-O
CORP
US
N
2
2040-10-20
Fixed
1.35000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128QJG42
117046.04000000
PA
USD
117863.43000000
0.005592362598
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Floating
5.98000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F020455
24912000.00000000
PA
USD
21493390.51000000
1.019814485270
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
2.00000000
N
N
N
N
N
N
STELLANTIS FIN US INC
549300QZ0AI8Q7LNON33
Stellantis Finance US, Inc.
85855CAE0
3312000.00000000
PA
USD
3463086.62000000
0.164315904332
Long
DBT
CORP
US
N
2
2032-09-12
Fixed
6.38000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHX2
2303000.00000000
PA
USD
2266925.67000000
0.107560677047
Long
DBT
UST
US
N
2
2028-08-31
Fixed
4.38000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64828AAA1
266243.58000000
PA
USD
244508.20000000
0.011601380620
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
2509147.06000000
PA
USD
2176309.46000000
0.103261135589
Long
ABS-MBS
CORP
US
N
2
2060-10-25
Fixed
1.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31371MSG3
1963.14000000
PA
USD
1937.77000000
0.000091942958
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
5.50000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64828GAD2
1677773.51000000
PA
USD
1526022.75000000
0.072406450000
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
3.50000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
826944AA8
4303224.01000000
PA
USD
4308762.69000000
0.204441388752
Long
ABS-O
CORP
US
N
2
2040-09-20
Fixed
6.10000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797JS7
16173000.00000000
PA
USD
15988769.31000000
0.758632219351
Long
STIV
UST
US
N
2
2024-07-18
None
0.00000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64830WAD3
4568117.13000000
PA
USD
4110702.43000000
0.195043861544
Long
ABS-MBS
CORP
US
N
2
2058-12-25
Variable
3.50000000
N
N
N
N
N
N
ADVANCED MICRO DEVICES
R2I72C950HOYXII45366
Advanced Micro Devices, Inc.
007903BF3
4749000.00000000
PA
USD
4339776.06000000
0.205912905493
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
8345000.00000000
PA
USD
7153555.64000000
0.339420607440
Long
DBT
UST
US
N
2
2029-08-15
Fixed
1.63000000
N
N
N
N
N
N
Manhattan West
N/A
Manhattan West Mortgage Trust
563136AA8
3465000.00000000
PA
USD
3028270.01000000
0.143684804873
Long
ABS-MBS
CORP
US
N
2
2039-09-10
Fixed
2.13000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
71708EF42
21000000.00000000
PA
USD
20890872.87000000
0.991226337829
Long
STIV
CORP
US
N
2
2024-06-04
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31402CTT9
173422.03000000
PA
USD
175700.03000000
0.008336583079
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
6.00000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare Receivables Funding LLC
826935AA6
6428414.54000000
PA
USD
6327510.29000000
0.300226557854
Long
ABS-O
CORP
US
N
2
2043-01-20
Fixed
5.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138XKSX3
182259.30000000
PA
USD
175342.71000000
0.008319629025
Long
ABS-MBS
USGSE
US
N
2
2029-01-01
Fixed
3.50000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F030454
9653000.00000000
PA
USD
8766884.81000000
0.415969556584
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
3.00000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAT7
5961000.00000000
PA
USD
5302494.89000000
0.251591813510
Long
DBT
US
N
2
2026-11-15
Fixed
1.63000000
N
N
N
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525BJ1
3626000.00000000
PA
USD
2504481.28000000
0.118832172441
Long
DBT
CORP
US
N
2
2050-05-20
Fixed
3.25000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89178BAA2
8221284.07000000
PA
USD
7603574.60000000
0.360773025237
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
2.90000000
N
N
N
N
N
N
MUNICH RE
529900MUF4C20K50JS49
Muenchener Rueckversicherungs-Gesellschaft AG
62582PAA8
2600000.00000000
PA
USD
2577250.00000000
0.122284889438
Long
DBT
CORP
DE
N
2
2042-05-23
Fixed
5.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TD0
7325000.00000000
PA
USD
4462241.23000000
0.211723610614
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F052656
46315000.00000000
PA
USD
44944344.63000000
2.132511092809
Long
ABS-MBS
USGSE
US
N
2
2054-05-01
Fixed
5.50000000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd.
67077MBA5
2835000.00000000
PA
USD
2773238.90000000
0.131584135133
Long
DBT
CORP
CA
N
2
2028-03-27
Fixed
4.90000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89175TAA6
2110210.04000000
PA
USD
1922826.55000000
0.091233924561
Long
ABS-MBS
CORP
US
N
2
2058-06-25
Variable
3.00000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV/NXP Funding LLC/NXP USA, Inc.
62954HAN8
1240000.00000000
PA
USD
790632.69000000
0.037513796132
Long
DBT
CORP
XX
N
2
2051-11-30
Fixed
3.25000000
N
N
N
N
N
N
Macquarie Bank Ltd
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
55607KKU9
800000.00000000
PA
USD
778159.74000000
0.036921981868
Long
STIV
CORP
US
N
2
2024-10-28
None
0.00000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAJ6
4765000.00000000
PA
USD
4477294.97000000
0.212437877733
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
4000000.00000000
PA
USD
3517120.00000000
0.166879670323
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
15695100.00000000
PA
USD
11321930.18000000
0.537200884774
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
13738600.00000000
PA
USD
11480854.25000000
0.544741485154
Long
DBT
UST
US
N
2
2044-02-15
Fixed
3.63000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YDU0
4354000.00000000
PA
USD
4246883.07000000
0.201505335792
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.05000000
N
N
N
N
N
N
GoodLeap Sustainable Home Improvement Loan Trust
N/A
GoodLeap Sustainable Home Solutions Trust
38237JAA1
4184557.84000000
PA
USD
3348327.52000000
0.158870835419
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
3232000.00000000
PA
USD
2408773.66000000
0.114291054687
Long
DBT
CORP
US
N
2
2041-03-25
Fixed
3.65000000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust
12567RAA8
4719590.04000000
PA
USD
3992323.87000000
0.189427057151
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
1.43000000
N
N
N
N
N
N
TSMC GLOBAL LTD
549300N2ZLI21P85T117
TSMC Global Ltd.
872882AG0
5908000.00000000
PA
USD
4658635.77000000
0.221042103042
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
2873000.00000000
PA
USD
2835028.74000000
0.134515928227
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
11477193.82000000
PA
USD
10886171.02000000
0.516525063375
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.00000000
N
N
N
N
N
N
Fixed Income Clearing Corp.
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
38355604.61000000
PA
USD
38355604.61000000
1.819889754219
Long
RA
CORP
US
N
2
Repurchase
N
2.50000000
2024-05-01
39200900.00000000
USD
39122892.17000000
USD
UST
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Inflation-Protected Indexed Bonds
912810PV4
4614912.95000000
PA
USD
4512207.83000000
0.214094416767
Long
DBT
UST
US
N
2
2028-01-15
Fixed
1.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31402RDH9
744110.50000000
PA
USD
749320.35000000
0.035553615735
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
6.00000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64828YAR2
209593.96000000
PA
USD
192071.21000000
0.009113359852
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
8937000.00000000
PA
USD
7078364.07000000
0.335852931497
Long
DBT
CORP
BM
N
2
2032-03-15
Fixed
3.25000000
N
N
N
N
N
N
KLA CORP
549300H0BF5JCG96TJ81
KLA Corp.
482480AJ9
3394000.00000000
PA
USD
2322056.42000000
0.110176510850
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.30000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CKH3
5482000.00000000
PA
USD
5425895.13000000
0.257446885662
Long
DBT
UST
US
N
2
2026-03-31
Fixed
4.50000000
N
N
N
N
N
N
ABN AMRO Funding USA LLC
549300WEQ09INLYV6558
ABN AMRO Funding USA LLC
00084BKF0
21600000.00000000
PA
USD
21052252.73000000
0.998883460086
Long
STIV
CORP
US
N
2
2024-10-15
None
0.00000000
N
N
N
N
N
N
ICG US CLO Ltd
25490053S2JSJU63Y978
ICG US CLO Ltd.
44928XAY0
7305000.00000000
PA
USD
7302742.76000000
0.346499210787
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
6.79000000
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762EAF9
3551000.00000000
PA
USD
3035301.12000000
0.144018415702
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
2303000.00000000
PA
USD
2078862.25000000
0.098637478086
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
5.13000000
N
N
N
N
N
N
GTA Funding LLC
254900AKBBBSYOV90641
GTA Funding LLC
40060WHK1
13609000.00000000
PA
USD
13381789.17000000
0.634936699635
Long
STIV
CORP
US
N
2
2024-08-19
None
0.00000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co. LLC
65480CAF2
4793000.00000000
PA
USD
4922366.09000000
0.233555531317
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
7.05000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320BH4
5366000.00000000
PA
USD
4589500.63000000
0.217761791489
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
3830000.00000000
PA
USD
3196699.93000000
0.151676437096
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
4960000.00000000
PA
USD
4747068.74000000
0.225238054525
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
2753964.98000000
PA
USD
2754765.83000000
0.130707628266
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
5.97000000
N
N
N
N
N
N
Residential Accredit Loans, Inc.
N/A
RALI Trust
74923LAB8
250358.54000000
PA
USD
215224.07000000
0.010211912544
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
5.81000000
N
N
N
N
N
N
MOHAWK INDUSTRIES INC
549300JI1115MG3Q6322
Mohawk Industries, Inc.
608190AM6
2411000.00000000
PA
USD
2435468.97000000
0.115557688903
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
4301000.00000000
PA
USD
3134017.76000000
0.148702304890
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
3205000.00000000
PA
USD
3171382.56000000
0.150475183127
Long
DBT
NUSS
ID
N
2
2026-01-08
Fixed
4.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RZ3
10582000.00000000
PA
USD
7393759.17000000
0.350817740861
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
3847000.00000000
PA
USD
3115521.19000000
0.147824682999
Long
DBT
CORP
US
N
2
2031-09-23
Fixed
2.63000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFR1
4097000.00000000
PA
USD
4098015.07000000
0.194441873993
Long
DBT
CORP
US
N
2
2035-04-19
Fixed
5.83000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CE3
3456000.00000000
PA
USD
2430264.70000000
0.115310757646
Long
DBT
CORP
US
N
2
2039-03-01
Fixed
3.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFK6
10683000.00000000
PA
USD
10477502.77000000
0.497134646548
Long
DBT
CORP
US
N
2
2030-01-16
Fixed
5.17000000
N
N
N
N
N
N
ADT SEC CORP
5493009JEEDYLVRA0J13
ADT Security Corp.
00109LAA1
5015000.00000000
PA
USD
4535987.26000000
0.215222698838
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.13000000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AC7
6407000.00000000
PA
USD
6076799.88000000
0.288330895901
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
255846.11000000
PA
USD
251439.65000000
0.011930262799
Long
ABS-MBS
CORP
US
N
2
2057-07-25
Variable
2.75000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F032450
10029000.00000000
PA
USD
9315217.32000000
0.441986737827
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
3.50000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP/PAA Finance Corp.
72650RBM3
2941000.00000000
PA
USD
2642842.98000000
0.125397133227
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
2614000.00000000
PA
USD
2272600.54000000
0.107829937247
Long
DBT
CORP
GB
N
2
2042-04-27
Fixed
4.63000000
N
N
N
N
N
N
COLT Funding LLC
213800Z2Q6LED8DB8K38
COLT Mortgage Loan Trust
12665LAA2
3835740.83000000
PA
USD
3814240.74000000
0.180977401175
Long
ABS-MBS
CORP
US
N
2
2069-04-25
Variable
6.13000000
N
N
N
N
N
N
GLOBAL ATLANTIC FIN CO
N/A
Global Atlantic Fin Co.
37959GAF4
899000.00000000
PA
USD
871612.06000000
0.041356090557
Long
DBT
CORP
US
N
2
2054-03-15
Fixed
6.75000000
N
N
N
N
N
N
Mexico Government International Bonds
254900EGTWEU67VP6075
Mexico Government International Bonds
91087BAE0
2481000.00000000
PA
USD
2321149.57000000
0.110133482796
Long
DBT
NUSS
MX
N
2
2028-01-11
Fixed
3.75000000
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WBE4
2100000.00000000
PA
USD
1739685.02000000
0.082544258542
Long
DBT
CORP
MX
N
2
2042-07-16
Fixed
4.38000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris, Inc.
92556VAC0
2362000.00000000
PA
USD
2123394.35000000
0.100750429070
Long
DBT
CORP
US
N
2
2027-06-22
Fixed
2.30000000
N
N
N
N
N
N
Sheffield Receivables Co LLC
549300MYF6MOTU9T3G29
Sheffield Receivables Co. LLC
82124LJ37
16355000.00000000
PA
USD
16044631.17000000
0.761282742728
Long
STIV
CORP
US
N
2
2024-09-03
None
0.00000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Certificates
N/A
WaMu Mortgage Pass-Through Certificates Trust
92922FR75
17080.59000000
PA
USD
16079.41000000
0.000762932922
Long
ABS-MBS
CORP
US
N
2
2045-07-25
Floating
6.01000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
03523TBT4
4601000.00000000
PA
USD
3854900.55000000
0.182906620448
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
854340.69000000
PA
USD
780958.98000000
0.037054799699
Long
ABS-MBS
CORP
US
N
2
2055-08-25
Variable
3.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QU5
4616000.00000000
PA
USD
3645197.50000000
0.172956668257
Long
DBT
UST
US
N
2
2042-02-15
Fixed
3.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810FG8
14343100.00000000
PA
USD
14653493.58000000
0.695276299276
Long
DBT
UST
US
N
2
2029-02-15
Fixed
5.25000000
N
N
N
N
N
N
SCHLUMBERGER HLDGS CORP
529900IKZG65COT1D505
Schlumberger Holdings Corp.
806851AK7
4260000.00000000
PA
USD
4034517.39000000
0.191429047617
Long
DBT
CORP
US
N
2
2028-05-17
Fixed
3.90000000
N
N
N
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
Chevron USA, Inc.
166756AS5
3883000.00000000
PA
USD
3549341.19000000
0.168408495488
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
5897000.00000000
PA
USD
4565016.78000000
0.216600086225
Long
DBT
US
N
2
2031-09-15
Fixed
2.60000000
N
N
N
N
N
N
GMAC Mortgage Corporation Loan Trust
N/A
GMACM Mortgage Loan Trust
76112BKN9
3372.60000000
PA
USD
2816.21000000
0.000133623020
Long
ABS-MBS
CORP
US
N
2
2035-03-18
Variable
4.10000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAX1
4281000.00000000
PA
USD
4178140.41000000
0.198243646558
Long
DBT
CORP
GB
N
2
2035-01-05
Fixed
5.68000000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT
549300N4PXZ37U8QKI55
American Homes 4 Rent LP
02666TAG2
4414000.00000000
PA
USD
4257981.65000000
0.202031939198
Long
DBT
US
N
2
2034-02-01
Fixed
5.50000000
N
N
N
N
N
N
KENVUE INC
5493008HSF8L4M2LIJ82
Kenvue, Inc.
49177JAH5
4684000.00000000
PA
USD
4627877.62000000
0.219582695933
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
5.00000000
N
N
N
N
N
N
La Fayette Asset Securitization LLC
549300WQLPP9XYITNS62
La Fayette Asset Securitization LLC
50286LG98
13000000.00000000
PA
USD
12863921.33000000
0.610365000515
Long
STIV
CORP
US
N
2
2024-07-09
None
0.00000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBQ5
7920000.00000000
PA
USD
6357949.17000000
0.301670816298
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
4552000.00000000
PA
USD
3571334.33000000
0.169452021996
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
4846000.00000000
PA
USD
4764132.84000000
0.226047708839
Long
DBT
CORP
US
N
2
2033-01-11
Fixed
5.59000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHK0
10962000.00000000
PA
USD
10638278.44000000
0.504763101308
Long
DBT
UST
US
N
2
2028-06-30
Fixed
4.00000000
N
N
N
N
N
N
VERALTO CORP
635400FJE6GSOJUSNY27
Veralto Corp.
92338CAE3
2548000.00000000
PA
USD
2500999.18000000
0.118666954393
Long
DBT
CORP
US
N
2
2033-09-18
Fixed
5.45000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEQ0
2275000.00000000
PA
USD
2218036.14000000
0.105240975516
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
11566473.75000000
PA
USD
10673499.64000000
0.506434270402
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.50000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAD9
2546000.00000000
PA
USD
2081072.78000000
0.098742362911
Long
DBT
CORP
US
N
2
2032-05-19
Fixed
4.20000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHQ7
9331000.00000000
PA
USD
9096996.06000000
0.431632615157
Long
DBT
UST
US
N
2
2028-07-31
Fixed
4.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEP2
8963000.00000000
PA
USD
7873085.22000000
0.373560716136
Long
DBT
UST
US
N
2
2032-05-15
Fixed
2.88000000
N
N
N
N
N
N
Appalachian Power Co
3SCHO1ABYYIG382BEI70
Appalachian Power Co.
037735CU9
2338000.00000000
PA
USD
2278021.14000000
0.108087132890
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.40000000
N
N
N
N
N
N
Bear Stearns Alt-A Trust
N/A
Bear Stearns ALT-A Trust
07386HMW8
23971.52000000
PA
USD
22150.26000000
0.001050981509
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Variable
5.22000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
3137BHCY1
5631682.84000000
PA
USD
5523576.49000000
0.262081653072
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
5952000.00000000
PA
USD
5302373.19000000
0.251586039110
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.75000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust
12668ALH6
399286.68000000
PA
USD
311674.32000000
0.014788266470
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.50000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RHL1
5935000.00000000
PA
USD
5951410.87000000
0.282381460951
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
3481456.19000000
PA
USD
3123584.43000000
0.148207266145
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
7254274.01000000
PA
USD
6705989.45000000
0.318184568228
Long
ABS-MBS
CORP
US
N
2
2063-01-25
Fixed
3.75000000
N
N
N
N
N
N
BRAVO Residential Funding Trust
N/A
BRAVO Residential Funding Trust
10569LAA3
3819488.66000000
PA
USD
3799352.32000000
0.180270978130
Long
ABS-MBS
CORP
US
N
2
2064-03-25
Variable
6.19000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFZ9
5843100.00000000
PA
USD
5658905.39000000
0.268502714116
Long
DBT
UST
US
N
2
2027-11-30
Fixed
3.88000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust
02150EBG7
668185.40000000
PA
USD
328847.71000000
0.015603106357
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RS9
15026000.00000000
PA
USD
10150180.35000000
0.481603911873
Long
DBT
UST
US
N
2
2046-05-15
Fixed
2.50000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64830MAG8
1097217.15000000
PA
USD
999471.67000000
0.047422750087
Long
ABS-MBS
CORP
US
N
2
2059-08-25
Variable
3.50000000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax, Inc.
294429AQ8
3798000.00000000
PA
USD
3728249.24000000
0.176897292117
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.60000000
N
N
N
N
N
N
Manhattan West
N/A
Manhattan West Mortgage Trust
563136AE0
5024000.00000000
PA
USD
4373332.21000000
0.207505071597
Long
ABS-MBS
CORP
US
N
2
2039-09-10
Variable
2.41000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd.
716973AF9
4186000.00000000
PA
USD
3895224.66000000
0.184819911488
Long
DBT
CORP
SG
N
2
2043-05-19
Fixed
5.11000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NCC7
4754000.00000000
PA
USD
4655371.80000000
0.220887234787
Long
DBT
CORP
CA
N
2
2034-04-05
Fixed
5.63000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591CS9
2768000.00000000
PA
USD
2967134.40000000
0.140784053565
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
19158000.00000000
PA
USD
15072706.12000000
0.715167019658
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
1367000.00000000
PA
USD
1219854.52000000
0.057879435486
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
3.15000000
N
N
N
N
N
N
Anglesea Funding LLC
549300JC7SH8MD7E2Z33
Anglesea Funding LLC
0347M2GS9
23467000.00000000
PA
USD
23160358.59000000
1.098908483663
Long
STIV
CORP
IE
N
2
2024-07-26
None
0.00000000
N
N
N
N
N
N
GoodLeap Sustainable Home Improvement Loan Trust
N/A
GoodLeap Sustainable Home Solutions Trust
38237GAA7
8290146.80000000
PA
USD
6271297.09000000
0.297559364160
Long
ABS-O
CORP
US
N
2
2048-07-20
Fixed
1.93000000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group
125523CV0
5057000.00000000
PA
USD
4877338.85000000
0.231419087020
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.25000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DS6
2655000.00000000
PA
USD
2559977.50000000
0.121465346998
Long
DBT
CORP
US
N
2
2043-03-02
Fixed
5.60000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CV9
3478000.00000000
PA
USD
3314889.56000000
0.157284277172
Long
DBT
CORP
US
N
2
2054-04-01
Fixed
6.00000000
N
N
N
N
N
N
Structured Asset Mortgage Investments Inc
N/A
Structured Asset Mortgage Investments II Trust
86359LAA7
11137.39000000
PA
USD
10532.48000000
0.000499743196
Long
ABS-MBS
CORP
US
N
2
2034-01-19
Floating
6.13000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128QSNS1
9267.41000000
PA
USD
9530.67000000
0.000452209497
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Floating
6.05000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
3137BLMZ8
12808092.08000000
PA
USD
12450546.50000000
0.590751266735
Long
ABS-MBS
USGSE
US
N
2
2025-07-25
Fixed
3.01000000
N
N
N
N
N
N
First National Master Note Trust
N/A
First National Master Note Trust
32113CBY5
5315000.00000000
PA
USD
5344335.61000000
0.253577064385
Long
ABS-O
CORP
US
N
2
2029-09-15
Fixed
5.77000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DC6
5628000.00000000
PA
USD
5600791.43000000
0.265745333507
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
3955279.84000000
PA
USD
3926414.21000000
0.186299787586
Long
ABS-MBS
CORP
US
N
2
2063-03-25
Variable
6.11000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397C43
885000.00000000
PA
USD
896611.27000000
0.042542248528
Long
DBT
CORP
US
N
2
2026-03-06
Fixed
6.95000000
N
N
N
N
N
N
Ridgefield Funding Co LLC
N/A
Ridgefield Funding Co. LLC
76582JH56
10916000.00000000
PA
USD
10756905.52000000
0.510391697432
Long
STIV
CORP
US
N
2
2024-08-05
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828Z78
5230000.00000000
PA
USD
4775235.18000000
0.226574490649
Long
DBT
UST
US
N
2
2027-01-31
Fixed
1.50000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
549300TPZNMN50BJ3745
Charter Communications Operating LLC/Charter Communications Operating Capital
161175BT0
3420000.00000000
PA
USD
2396360.21000000
0.113702063569
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
440200.98000000
PA
USD
448900.65000000
0.021299356427
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
6.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300NYO16WLNMVJJ46
Wells Fargo Commercial Mortgage Trust
94989KAX1
6250000.00000000
PA
USD
6050512.50000000
0.287083617074
Long
ABS-MBS
CORP
US
N
2
2048-06-15
Variable
4.01000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
3137FBTA4
4204234.78000000
PA
USD
4170124.14000000
0.197863292037
Long
ABS-MBS
USGSE
US
N
2
2024-08-25
Variable
3.06000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PAQ1
1794000.00000000
PA
USD
1713691.11000000
0.081310904226
Long
DBT
CORP
US
N
2
2026-12-06
Fixed
3.70000000
N
N
N
N
N
N
CIFC Funding Ltd
2549009RG3XZEWMXDF59
CIFC Funding Ltd.
12549BAY4
5107326.07000000
PA
USD
5114987.06000000
0.242694976082
Long
ABS-CBDO
CORP
KY
N
2
2030-10-18
Floating
6.59000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TT5
5766000.00000000
PA
USD
5157867.19000000
0.244729544694
Long
DBT
UST
US
N
2
2053-08-15
Fixed
4.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828P46
29888000.00000000
PA
USD
28121572.57000000
1.334307262603
Long
DBT
UST
US
N
2
2026-02-15
Fixed
1.63000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABF1
3584000.00000000
PA
USD
3278076.75000000
0.155537589656
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.88000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12656TAB4
5364714.34000000
PA
USD
4300771.32000000
0.204062215681
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
1.11000000
N
N
N
N
N
N
MLCC Mortgage Investors Inc
N/A
Merrill Lynch Mortgage Investors Trust
5899292M9
2798.30000000
PA
USD
2603.17000000
0.000123514736
Long
ABS-MBS
CORP
US
N
2
2028-10-25
Floating
6.07000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDW3
2832000.00000000
PA
USD
2782277.05000000
0.132012975631
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
3226493.27000000
PA
USD
3071437.68000000
0.145733016631
Long
DBT
CORP
US
N
2
2026-09-03
Fixed
3.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCB5
5106900.00000000
PA
USD
4177484.08000000
0.198212505132
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
609121.65000000
PA
USD
549730.71000000
0.026083522783
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-Protected Indexed Notes
912828ZZ6
16617230.52000000
PA
USD
14641354.07000000
0.694700306013
Long
DBT
UST
US
N
2
2030-07-15
Fixed
0.13000000
N
N
N
N
N
N
Atlantic Asset Securitization LLC
549300BUNY5BIX4CVW20
Atlantic Asset Securitization LLC
04821TFL4
8000000.00000000
PA
USD
7938494.00000000
0.376664220038
Long
STIV
CORP
US
N
2
2024-06-20
None
0.00000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64829VAA4
6287616.45000000
PA
USD
5887217.89000000
0.279335644107
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
2730000.00000000
PA
USD
2216515.06000000
0.105168803589
Long
DBT
CORP
GB
N
2
2030-09-02
Fixed
2.20000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW LLC
62847RAA5
4124467.03000000
PA
USD
4070842.36000000
0.193152588189
Long
ABS-O
CORP
US
N
2
2043-02-20
Fixed
5.32000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJZ5
4222000.00000000
PA
USD
3996386.88000000
0.189619838111
Long
DBT
UST
US
N
2
2034-02-15
Fixed
4.00000000
N
N
N
N
N
N
INVITATION HOMES OP
549300147YMUQB3GW319
Invitation Homes Operating Partnership LP
46188BAD4
2700000.00000000
PA
USD
2403141.48000000
0.114023820035
Long
DBT
US
N
2
2032-04-15
Fixed
4.15000000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAR8
4606000.00000000
PA
USD
4627432.45000000
0.219561573588
Long
DBT
US
N
2
2031-01-15
Fixed
5.90000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TW8
10386000.00000000
PA
USD
10179902.81000000
0.483014177751
Long
DBT
UST
US
N
2
2043-11-15
Fixed
4.75000000
N
N
N
N
N
N
Octagon Investment Partners 33 Ltd
549300IDWDG12HO3TO90
Octagon Investment Partners 33 Ltd.
675711AA3
2110461.71000000
PA
USD
2114266.87000000
0.100317350059
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
6.78000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TF5
14282000.00000000
PA
USD
10005210.54000000
0.474725410684
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.38000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAK7
3093000.00000000
PA
USD
3047152.18000000
0.144580722643
Long
DBT
CORP
KY
N
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128UGL47
10969.28000000
PA
USD
10959.98000000
0.000520027138
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Floating
6.40000000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86960JGW9
23450000.00000000
PA
USD
23136593.80000000
1.097780896228
Long
STIV
CORP
SE
N
2
2024-07-30
None
0.00000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172CW7
3698000.00000000
PA
USD
3729639.31000000
0.176963247906
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
5556000.00000000
PA
USD
4413582.23000000
0.209414847229
Long
DBT
CORP
US
N
2
2030-10-30
Fixed
1.68000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F022659
106683000.00000000
PA
USD
84406297.67000000
4.004894666193
Long
ABS-MBS
USGSE
US
N
2
2054-05-01
Fixed
2.50000000
N
N
N
N
N
N
Panama Government International Bonds
549300SHS4T08CL0LP14
Panama Government International Bonds
698299BF0
735000.00000000
PA
USD
660738.37000000
0.031350594052
Long
DBT
NUSS
PA
N
2
2028-03-17
Fixed
3.88000000
N
N
N
N
N
N
ELEMENT FLEET MANAGEMENT
5493000PGBS1C22ELQ16
Element Fleet Management Corp.
286181AK8
6728000.00000000
PA
USD
6828964.47000000
0.324019464619
Long
DBT
CORP
CA
N
2
2028-12-04
Fixed
6.32000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017BE3
4197000.00000000
PA
USD
4124065.67000000
0.195677918126
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
5.05000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECS2
968000.00000000
PA
USD
962927.68000000
0.045688817493
Long
DBT
CORP
GB
N
2
2055-03-12
Fixed
6.04000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CKP5
3982000.00000000
PA
USD
3964889.82000000
0.188125371334
Long
DBT
UST
US
N
2
2029-04-30
Fixed
4.63000000
N
N
N
N
N
N
2024-05-14
TRANSAMERICA FUNDS
Vincent Toner
Vincent Toner
Treasurer