0001752724-24-041455.txt : 20240227
0001752724-24-041455.hdr.sgml : 20240227
20240227090607
ACCESSION NUMBER: 0001752724-24-041455
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231231
FILED AS OF DATE: 20240227
DATE AS OF CHANGE: 20240227
PERIOD START: 20240630
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: VICTORY PORTFOLIOS
CENTRAL INDEX KEY: 0000802716
ORGANIZATION NAME:
IRS NUMBER: 316364605
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04852
FILM NUMBER: 24682366
BUSINESS ADDRESS:
STREET 1: 4900 TIEDEMAN ROAD
CITY: BROOKLYN
STATE: OH
ZIP: 44144
BUSINESS PHONE: 6144708000
MAIL ADDRESS:
STREET 1: 4900 TIEDEMAN ROAD
CITY: BROOKLYN
STATE: OH
ZIP: 44144
FORMER COMPANY:
FORMER CONFORMED NAME: SOCIETY FUNDS
DATE OF NAME CHANGE: 19940906
0000802716
S000046391
Victory Total Return Bond Fund, formerly Victory INCORE Total Return Bond Fund
C000144969
Class A
MUCAX
C000144970
Class C
MUCCX
C000144971
Class Y
MUCYX
C000155525
Class R6
MUCRX
NPORT-P
1
primary_doc.xml
NPORT-P
false
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Victory Portfolios
811-04852
0000802716
549300V07N3HJP1EW330
4900 Tiedeman Road 4th Floor
Brooklyn
44144
800-539-3863
Victory Total Return Bond Fund
S000046391
549300VQYIXD1I5A0C93
2024-06-30
2023-12-31
N
98933680.69
384332.69
98549348.00
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0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
132008.84000000
CAD
USD
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BBG US Agg
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CHURCH & DWIGHT CO., INC.
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CHURCH DWIGHT CO INC
17136MAA0
139000.00000000
PA
USD
118028.19000000
0.119765571660
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.30000000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KEYCORP
49326EEN9
150000.00000000
PA
USD
137866.64000000
0.139896044771
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
4.78900000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CEP2
268000.00000000
PA
USD
248486.25000000
0.252143981713
Long
DBT
UST
US
N
2
2032-05-15
Fixed
2.87500000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC.
J5OIVXX3P24RJRW5CK77
BAXTER INTERNATIONAL INC
071813CS6
390000.00000000
PA
USD
327231.03000000
0.332047889347
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.53900000
N
N
N
N
N
N
COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE
54930036474DURYNB481
CANADIAN PACIFIC RAILWAY CO
13645RBH6
92000.00000000
PA
USD
66589.21000000
0.067569406953
Long
DBT
CORP
CA
N
2
2051-12-02
Fixed
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N
N
N
N
N
N
CELANESE US HOLDINGS LLC
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CELANESE US HOLDINGS LLC
15089QAN4
100000.00000000
PA
USD
104957.56000000
0.106502541244
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
6.33000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST
N/A
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023 1
80287GAD2
195000.00000000
PA
USD
193471.21000000
0.196319117200
Long
ABS-MBS
CORP
US
N
2
2028-02-15
Fixed
4.98000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORPORATION
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP
14040HCS2
174000.00000000
PA
USD
171028.39000000
0.173545937614
Long
DBT
CORP
US
N
2
2028-05-10
Fixed
4.92700000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CBL4
298000.00000000
PA
USD
248830.00000000
0.252492791733
Long
DBT
UST
US
N
2
2031-02-15
Fixed
1.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3137BEWK6
121746.24000000
PA
USD
115112.30000000
0.116806759594
Long
ABS-MBS
USGSE
US
N
2
2037-04-15
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QPAV9
1426731.95000000
PA
USD
1350558.37000000
1.370438665915
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
Iberdrola International B.V.
549300ZMLFJKWC63XN87
IBERDROLA INTERNATIONAL
29266MAE9
50000.00000000
PA
USD
52458.57000000
0.053230763129
Long
DBT
CORP
NL
N
2
2033-09-15
Fixed
6.75000000
N
N
N
N
N
N
NEWCREST FINANCE PTY LIMITED
549300I0XDZ4K7PDSS04
NEWCREST FINANCE PTY LTD
65120FAB0
155000.00000000
PA
USD
160686.98000000
0.163052301472
Long
DBT
CORP
AU
Y
2
2041-11-15
Fixed
5.75000000
N
N
N
N
N
N
TYSON FOODS, INC.
WD6L6041MNRW1JE49D58
TYSON FOODS INC
902494BH5
135000.00000000
PA
USD
122692.22000000
0.124498256447
Long
DBT
CORP
US
N
2
2048-09-28
Fixed
5.10000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810SZ2
795000.00000000
PA
USD
520600.78000000
0.528264053050
Long
DBT
UST
US
N
2
2051-08-15
Fixed
2.00000000
N
N
N
N
N
N
HSBC US GOVERNMENT MONEY MARKET FUND
N/A
HSBC US GOVT MMKT-I
40428X107
71239.38000000
NS
USD
71239.38000000
0.072288027719
Long
STIV
RF
US
N
1
N
N
HILLENBRAND, INC.
U246OE781574J2BUD366
HILLENBRAND INC
431571AB4
420000.00000000
PA
USD
416150.77000000
0.422276532971
Long
DBT
CORP
US
N
2
2026-09-15
Variable
5.00000000
N
N
N
N
N
N
CONTINENTAL RESOURCES, INC.
XXRTID9RYWOZ0UPIVR53
CONTINENTAL RESOURCES INC OK
212015AU5
267000.00000000
PA
USD
245821.16000000
0.249439661437
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
2.26800000
N
N
N
N
N
N
REGIONS FINANCIAL CORPORATION
CW05CS5KW59QTC0DG824
REGIONS FINANCIAL CORP
7591EPAT7
228000.00000000
PA
USD
195321.16000000
0.198196298569
Long
DBT
CORP
US
N
2
2028-08-12
Fixed
1.80000000
N
N
N
N
N
N
ACUITY BRANDS LIGHTING, INC.
549300OTPVPFLUC38K21
ACUITY BRANDS LIGHTING
00510RAD5
107000.00000000
PA
USD
88795.96000000
0.090103041574
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
2.15000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CDJ7
299000.00000000
PA
USD
248403.59000000
0.252060104953
Long
DBT
UST
US
N
2
2031-11-15
Fixed
1.37500000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST
N/A
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021 4
80285VAE9
281964.38000000
PA
USD
276419.97000000
0.280488887658
Long
ABS-MBS
CORP
US
N
2
2027-02-16
Fixed
1.26000000
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST
N/A
CITIGROUP COMMERCIAL MORTGAGE TRUST 2015 GC29
17323VAZ8
345000.00000000
PA
USD
333833.85000000
0.338747903233
Long
ABS-MBS
CORP
US
N
2
2048-04-10
Fixed
3.19200000
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBX2
100000.00000000
PA
USD
74061.73000000
0.075151922872
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.60000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QFF46
1009943.62000000
PA
USD
893761.43000000
0.906917649013
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE
3136AFC51
115505.86000000
PA
USD
109051.91000000
0.110657160309
Long
ABS-MBS
USGSE
US
N
2
2042-09-25
Fixed
2.75000000
N
N
N
N
N
N
TRANE TECHNOLOGIES FINANCING LIMITED
549300A5OEF3CJI2CO89
TRANE TECHNOLOGIES FINANCING LTD
892938AA9
100000.00000000
PA
USD
103621.97000000
0.105147291283
Long
DBT
CORP
IE
N
2
2033-03-03
Fixed
5.25000000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST
N/A
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023 1
96042XAE5
250000.00000000
PA
USD
248902.75000000
0.252566612617
Long
ABS-MBS
CORP
US
Y
2
2028-01-18
Fixed
5.41000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015 P2
95000AAU1
420000.00000000
PA
USD
404931.57000000
0.410892185709
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Fixed
3.80900000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XAD82
349197.86000000
PA
USD
290567.75000000
0.294844923783
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
BANQUE CANADIENNE IMPERIALE DE COMMERCE
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BANK OF COMMERCE
13607LWW9
150000.00000000
PA
USD
160103.94000000
0.162460679090
Long
DBT
CORP
CA
N
2
2033-10-03
Fixed
6.09200000
N
N
N
N
N
N
CCG RECEIVABLES TRUST
N/A
CCG RECEIVABLES TRUST
12511QAC3
50000.00000000
PA
USD
51066.14000000
0.051817836481
Long
ABS-MBS
CORP
US
Y
2
2032-04-14
Fixed
6.21000000
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST
N/A
CITIGROUP COMMERCIAL MORTGAGE TRUST 2015 GC33
29425AAD5
463000.00000000
PA
USD
444195.11000000
0.450733687248
Long
ABS-MBS
CORP
US
N
2
2058-09-10
Fixed
3.77800000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CCB5
3483000.00000000
PA
USD
2988305.16000000
3.032293181685
Long
DBT
UST
US
N
2
2031-05-15
Fixed
1.62500000
N
N
N
N
N
N
B.A.T CAPITAL CORPORATION
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
05526DBQ7
167000.00000000
PA
USD
143144.97000000
0.145252072088
Long
DBT
CORP
US
N
2
2050-04-02
Fixed
5.28200000
N
N
N
N
N
N
CREDIT SUISSE FIRST BOSTON CORPORATION
N/A
CREDIT SUISSE FIRST BOSTON MORTGAGE
22540V2L5
58972.91000000
PA
USD
59706.97000000
0.060585859989
Long
ABS-MBS
CORP
US
N
2
2032-10-25
Floating
6.79043000
N
N
N
N
N
N
Deutsche Bank AG (New York Branch)
N/A
DEUTSCHE BANK AG NEW YORK NY
25160PAG2
100000.00000000
PA
USD
82089.05000000
0.083297405478
Long
DBT
CORP
US
N
2
2033-01-07
Fixed
3.74200000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CCE9
528000.00000000
PA
USD
471776.25000000
0.478720823196
Long
DBT
UST
US
N
2
2028-05-31
Fixed
1.25000000
N
N
N
N
N
N
CFCRE COMMERCIAL MORTGAGE TRUST
N/A
CFCRE COMMERCIAL MORTGAGE TRUST 2016 C3
12531WBA9
153283.69400000
PA
USD
147532.24000000
0.149703922952
Long
ABS-MBS
CORP
US
N
2
2048-01-10
Fixed
3.59700000
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST
N/A
CITIGROUP COMMERCIAL MORTGAGE TRUST 2016 P4
29429EAD3
244000.00000000
PA
USD
228581.44000000
0.231946171779
Long
ABS-MBS
CORP
US
N
2
2049-07-10
Fixed
2.90200000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140H2ZD3
483606.95000000
PA
USD
455719.47000000
0.462427686482
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
The Bank of New York Mellon Corporation
WFLLPEPC7FZXENRZV188
BANK OF NEW YORK MELLON CORP THE
064058AH3
250000.00000000
PA
USD
244161.18000000
0.247755246437
Long
DBT
CORP
US
N
2
2199-12-31
Fixed
4.70000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810SH2
3902000.00000000
PA
USD
3108796.56000000
3.154558221937
Long
DBT
UST
US
N
2
2049-05-15
Fixed
2.87500000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST
N/A
WESTLAKE AUTOMOBILE RECEIVABLES
96042WAF4
310000.00000000
PA
USD
302519.31000000
0.306972411425
Long
ABS-MBS
CORP
US
Y
2
2027-03-15
Fixed
3.11000000
N
N
N
N
N
N
CSAIL COMMERCIAL MORTGAGE TRUST
N/A
CSAIL 2015 C4 COMMERCIAL MORTGAGE TRUST
12635RAX6
338000.00000000
PA
USD
326725.09000000
0.331534501882
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Fixed
3.80790000
N
N
N
N
N
N
HPEFS EQUIPMENT TRUST
N/A
HPEFS EQUIPMENT TRUST 2023 2
44328UAE6
200000.00000000
PA
USD
202108.26000000
0.205083305066
Long
ABS-MBS
CORP
US
Y
2
2031-01-21
Fixed
6.48000000
N
N
N
N
N
N
PACKAGING CORPORATION OF AMERICA
549300XZP8MFZFY8TJ84
PACKAGING CORP OF AMERICA
695156AW9
150000.00000000
PA
USD
104892.82000000
0.106436848268
Long
DBT
CORP
US
N
2
2051-10-01
Fixed
3.05000000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST
N/A
DRIVE AUTO RECEIVABLES TRUST
262108AE3
54191.10000000
PA
USD
53813.53000000
0.054605668218
Long
ABS-MBS
CORP
US
N
2
2027-06-15
Fixed
1.02000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
STATOIL ASA
85771PAL6
100000.00000000
PA
USD
88287.39000000
0.089586985395
Long
DBT
CORP
NO
N
2
2043-05-15
Fixed
3.95000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORPORATION
54930036C8MWP850MI84
NORFOLK SOUTHERN CORP
655844CK2
239000.00000000
PA
USD
206157.00000000
0.209191642749
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
2.30000000
N
N
N
N
N
N
BANK
N/A
BANK
06540JBP6
290000.00000000
PA
USD
239508.79000000
0.243034372992
Long
ABS-MBS
CORP
US
N
2
2063-03-15
Fixed
2.68700000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31416VQQ0
51305.36000000
PA
USD
53750.88000000
0.054542096006
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
6.00000000
N
N
N
N
N
N
Compagnie des chemins de fer nationaux du Canada
3SU7BEP7TH9YEQOZCS77
CANADIAN NATL RAILWAY
136375CK6
85000.00000000
PA
USD
65707.83000000
0.066675052989
Long
DBT
CORP
CA
N
2
2046-08-02
Fixed
3.20000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017 RC1
95001FAX3
311000.00000000
PA
USD
295975.85000000
0.300332631322
Long
ABS-MBS
CORP
US
N
2
2060-01-15
Fixed
3.63100000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CAE1
613000.00000000
PA
USD
497487.81000000
0.504810858819
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.62500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CGP0
211000.00000000
PA
USD
211725.31000000
0.214841918588
Long
DBT
UST
US
N
2
2028-02-29
Fixed
4.00000000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST
N/A
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2021 1
96043FAE3
160229.90000000
PA
USD
158675.69000000
0.161011405169
Long
ABS-MBS
CORP
US
Y
2
2026-03-16
Fixed
0.95000000
N
N
N
N
N
N
FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST
N/A
FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202
35105NAC3
540000.00000000
PA
USD
537844.88000000
0.545761987182
Long
ABS-MBS
CORP
US
Y
2
2027-12-15
Fixed
5.39000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3133KPME5
1559568.48400000
PA
USD
1512092.85000000
1.534350942636
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.50000000
N
N
N
N
N
N
TESLA AUTO LEASE TRUST
N/A
TESLA AUTO LEASE TRUST 2023 A
88167PAE8
100000.00000000
PA
USD
100910.78000000
0.102396192413
Long
ABS-MBS
CORP
US
Y
2
2027-07-20
Fixed
6.41000000
N
N
N
N
N
N
OKLAHOMA GAS AND ELECTRIC COMPANY
549300VJ8YXGPO8EV472
OKLAHOMA G E CO
678858BM2
190000.00000000
PA
USD
180175.64000000
0.182827835654
Long
DBT
CORP
US
N
2
2041-05-15
Fixed
5.25000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORPORATION
54930036C8MWP850MI84
NORFOLK SOUTHERN CORP
655844CL0
125000.00000000
PA
USD
85169.10000000
0.086422793989
Long
DBT
CORP
US
N
2
2051-08-25
Fixed
2.90000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS
92343VGB4
375000.00000000
PA
USD
289308.21000000
0.293566843283
Long
DBT
CORP
US
N
2
2051-03-22
Fixed
3.55000000
N
N
N
N
N
N
ABBVIE INC.
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YAW9
142000.00000000
PA
USD
130575.60000000
0.132497680248
Long
DBT
CORP
US
N
2
2046-05-14
Fixed
4.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132DNZ48
1151262.24000000
PA
USD
1093844.98000000
1.109946440234
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.00000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAR1
150000.00000000
PA
USD
144770.22000000
0.146901245861
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CCT6
502000.00000000
PA
USD
487567.50000000
0.494744521293
Long
DBT
UST
US
N
2
2024-08-15
Fixed
0.37500000
N
N
N
N
N
N
INVESCO GOVERNMENT & AGENCY PORTFOLIO
N/A
INVESCO GVT & AGNCY-INST
825252885
71239.38000000
NS
USD
71239.38000000
0.072288027719
Long
STIV
RF
US
N
1
N
N
Suntory Holdings Limited
54930074QUY8RD0UZM08
SUNTORY HOLDINGS LTD
86803UAD3
200000.00000000
PA
USD
194771.81000000
0.197638862105
Long
DBT
CORP
JP
Y
2
2024-10-16
Fixed
2.25000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GKD0
400000.00000000
PA
USD
331831.19000000
0.336715763964
Long
DBT
CORP
US
N
2
2032-10-20
Fixed
2.57200000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418D7E6
1336054.47000000
PA
USD
1092673.06000000
1.108757269505
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
AVERY DENNISON CORPORATION
549300PW7VPFCYKLIV37
AVERY DENNISON CORP
053611AM1
150000.00000000
PA
USD
124071.22000000
0.125897555405
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
2.25000000
N
N
N
N
N
N
YUM! Brands, Inc.
549300JE8XHZZ7OHN517
YUM BRANDS INC
988498AN1
171000.00000000
PA
USD
154207.78000000
0.156477727280
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.62500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140J9EB3
40456.64000000
PA
USD
38641.70000000
0.039210508018
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.00000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL PLC
TINT358G1SSHR3L3PW36
ANGLO AMERICAN CAPITAL
034863AY6
200000.00000000
PA
USD
152649.98000000
0.154896996375
Long
DBT
CORP
GB
Y
2
2050-09-10
Fixed
3.95000000
N
N
N
N
N
N
AerCap Ireland Capital Designated Activity Company
549300TI38531ODB1G63
AERCAP IRELAND CAP GLOBA
00774MAN5
150000.00000000
PA
USD
152231.84000000
0.154472701331
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
6.50000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015 C28
94989JAZ9
193000.00000000
PA
USD
186914.49000000
0.189665881909
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Fixed
3.54000000
N
N
N
N
N
N
BROADCOM INC.
549300WV6GIDOZJTV909
BROADCOM INC
11135FBD2
165000.00000000
PA
USD
167568.72000000
0.170035341076
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
5.00000000
N
N
N
N
N
N
OGLETHORPE POWER CORP
3EERXCUSWMS9GV5D9M98
OGLETHORPE POWER CORP
677050AJ5
50000.00000000
PA
USD
39633.67000000
0.040217079873
Long
DBT
CORP
US
N
2
2042-12-01
Fixed
4.20000000
N
N
N
N
N
N
AMERICAN EXPRESS COMPANY
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO
025816CX5
299000.00000000
PA
USD
298245.33000000
0.302635518197
Long
DBT
CORP
US
N
2
2033-05-26
Fixed
4.98900000
N
N
N
N
N
N
CENTENE CORPORATION
549300Z7JJ4TQSQGT333
CENTENE CORP
15135BAR2
168000.00000000
PA
USD
162264.48000000
0.164653022361
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
DTE ENERGY COMPANY
549300IX8SD6XXD71I78
DTE ENERGY COMPANY
23333FA55
950000.00000000
PA
USD
948996.96000000
0.962966249152
Long
STIV
CORP
US
Y
2
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31394CJS2
160736.82000000
PA
USD
164384.56000000
0.166804310059
Long
ABS-MBS
USGSE
US
N
2
2035-03-25
Fixed
5.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CDY4
289000.00000000
PA
USD
248585.16000000
0.252244347674
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.87500000
N
N
N
N
N
N
CFCRE COMMERCIAL MORTGAGE TRUST
N/A
CFCRE COMMERCIAL MORTGAGE TRUST 2016 C4
12531YAN8
163000.00000000
PA
USD
154498.57000000
0.156772797725
Long
ABS-MBS
CORP
US
N
2
2058-05-10
Fixed
3.28300000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CHF1
1000000.00000000
PA
USD
991562.50000000
1.006158356319
Long
DBT
UST
US
N
2
2030-05-31
Fixed
3.75000000
N
N
N
N
N
N
VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC
928668BT8
200000.00000000
PA
USD
195695.02000000
0.198575661809
Long
DBT
CORP
US
Y
2
2029-06-08
Fixed
4.60000000
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL COMPANY, INC.
5493008B6JBRUJ90QL97
GENERAL MOTORS FINANCIAL CO INC
37045XEG7
256000.00000000
PA
USD
264189.47000000
0.268078354003
Long
DBT
CORP
US
N
2
2030-04-06
Fixed
5.85000000
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL GROUP INC
60687YBU2
200000.00000000
PA
USD
162867.54000000
0.165264959439
Long
DBT
CORP
JP
N
2
2031-09-13
Fixed
2.56400000
N
N
N
N
N
N
STATE STREET CORPORATION
549300ZFEEJ2IP5VME73
STATE STREET CORP
857477CC5
100000.00000000
PA
USD
100836.54000000
0.102320859596
Long
DBT
CORP
US
N
2
2034-05-18
Fixed
5.15900000
N
N
N
N
N
N
UNIVERSAL HEALTH SERVICES, INC.
549300YGMGQDO0NMJD09
UNIVERSAL HEALTH SERVICES INC
913903AX8
394000.00000000
PA
USD
358414.32000000
0.363690199147
Long
DBT
CORP
US
Y
2
2026-09-01
Fixed
1.65000000
N
N
N
N
N
N
ASHTEAD CAPITAL, INC.
213800J1134IW58IC398
ASHTEAD CAPITAL INC
045054AR4
250000.00000000
PA
USD
254690.70000000
0.258439761570
Long
DBT
CORP
US
Y
2
2033-10-15
Fixed
5.95000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL, INC.
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL
571900BB4
326000.00000000
PA
USD
323992.75000000
0.328761941682
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
3.60000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
3622ACJK7
194658.79000000
PA
USD
196051.43000000
0.198937318184
Long
ABS-MBS
USGA
US
N
2
2053-04-20
Fixed
5.50000000
N
N
N
N
N
N
GLOBE LIFE INC.
5493001JFHKQOPP6XA71
GLOBE LIFE INC
37959EAA0
250000.00000000
PA
USD
209435.72000000
0.212518625694
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.15000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140J9QR5
224199.30000000
PA
USD
202386.23000000
0.205365366800
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179YAL8
96634.79000000
PA
USD
84675.08000000
0.085921501987
Long
ABS-MBS
USGA
US
N
2
2053-07-20
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WJ5W4
10731.18000000
PA
USD
10355.08000000
0.010507507365
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
4.00000000
N
N
N
N
N
N
Sensata Technologies B.V.
PUCKW5P5O3XMOZVH7T53
SENSATA TECHNOLOGIES BV
81725WAK9
200000.00000000
PA
USD
186006.10000000
0.188744120356
Long
DBT
CORP
NL
Y
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST
N/A
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST
61691GAS9
405000.00000000
PA
USD
386073.47000000
0.391756493406
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
3.72000000
N
N
N
N
N
N
TAPESTRY, INC.
549300LJNVY5SW3VTN33
TAPESTRY INC
876030AF4
100000.00000000
PA
USD
106781.11000000
0.108352934004
Long
DBT
CORP
US
N
2
2033-11-27
Fixed
7.85000000
N
N
N
N
N
N
CHASE AUTO CREDIT LINKED NOTES
N/A
JPMORGAN CHASE BANK NA CACLN
48128U2N8
39018.64000000
PA
USD
38141.82000000
0.038703269756
Long
ABS-MBS
CORP
US
Y
2
2028-12-26
Fixed
0.96900000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WHST0
341827.29000000
PA
USD
308586.51000000
0.313128920954
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.00000000
N
N
N
N
N
N
HOLOGIC, INC.
549300DYP6F5ZJL0LB74
HOLOGIC INC
436440AP6
260000.00000000
PA
USD
235567.58000000
0.239035148157
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
Ferguson Finance Plc
2138003A7ZEU931DZL61
FERGUSON FINANCE PLC
314890AD6
200000.00000000
PA
USD
193646.10000000
0.196496581590
Long
DBT
CORP
GB
Y
2
2032-04-20
Fixed
4.65000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CFF3
272000.00000000
PA
USD
249262.50000000
0.252931658157
Long
DBT
UST
US
N
2
2032-08-15
Fixed
2.75000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140X92S3
467302.04000000
PA
USD
389921.16000000
0.395660821622
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
MASTER CREDIT CARD TRUST II
N/A
MASTER CREDIT CARD TRUST II
576339DV4
127000.00000000
PA
USD
133463.63000000
0.135428222214
Long
ABS-MBS
CORP
US
Y
2
2032-10-21
Fixed
7.47000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
9128284V9
500000.00000000
PA
USD
478476.57000000
0.485519772287
Long
DBT
UST
US
N
2
2028-08-15
Fixed
2.87500000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCZ2
250000.00000000
PA
USD
192217.86000000
0.195047317816
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.45000000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST
N/A
DRIVE AUTO RECEIVABLES TRUST 2021 2
262104AF9
250000.00000000
PA
USD
235421.41000000
0.238886826526
Long
ABS-MBS
CORP
US
N
2
2029-03-15
Fixed
1.39000000
N
N
N
N
N
N
JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST
N/A
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU
46590MAR1
376000.00000000
PA
USD
350535.04000000
0.355694935698
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Fixed
2.82180000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61761J3R8
287000.00000000
PA
USD
274741.70000000
0.278785913428
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.12500000
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST
N/A
CITIGROUP COMMERCIAL MORTGAGE TRUST
17328RBB4
257000.00000000
PA
USD
205789.01000000
0.208818235915
Long
ABS-MBS
CORP
US
N
2
2053-01-15
Variable
2.91800000
N
N
N
N
N
N
MARATHON OIL CORPORATION
1FRVQX2CRLGC1XLP5727
MARATHON OIL CORP
565849AE6
255000.00000000
PA
USD
269931.53000000
0.273904937453
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.60000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810TT5
1000000.00000000
PA
USD
1013593.75000000
1.028513907570
Long
DBT
UST
US
N
2
2053-08-15
Fixed
4.12500000
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBV6
150000.00000000
PA
USD
135382.10000000
0.137374932201
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.95000000
N
N
N
N
N
N
AMGEN INC.
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162DP2
240000.00000000
PA
USD
245393.01000000
0.249005209045
Long
DBT
CORP
US
N
2
2028-03-02
Fixed
5.15000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CHT1
3000000.00000000
PA
USD
2998125.00000000
3.042257570288
Long
DBT
UST
US
N
2
2033-08-15
Fixed
3.87500000
N
N
N
N
N
N
REGENCY CENTERS, L.P.
5493008PTR2GAOYBXW28
REGENCY CENTERS LP
75884RAY9
114000.00000000
PA
USD
97819.79000000
0.099259702864
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.65000000
N
N
N
N
N
N
PIONEER NATURAL RESOURCES COMPANY
FY8JBF7CCL2VE4F1B628
PIONEER NATURAL RESOURCE
723787AQ0
251000.00000000
PA
USD
213318.88000000
0.216458946029
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.90000000
N
N
N
N
N
N
CSAIL COMMERCIAL MORTGAGE TRUST
N/A
CSAIL 2015 C2 COMMERCIAL MORTGAGE TRUST
12634NAT5
212000.00000000
PA
USD
205674.80000000
0.208702344737
Long
ABS-MBS
CORP
US
N
2
2057-06-15
Fixed
3.50400000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CBJ9
500000.00000000
PA
USD
440859.38000000
0.447348855113
Long
DBT
UST
US
N
2
2028-01-31
Fixed
0.75000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORPORATION
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CO
14040HCG8
145000.00000000
PA
USD
110096.02000000
0.111716639667
Long
DBT
CORP
US
N
2
2032-07-29
Fixed
2.35900000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GFH7
160000.00000000
PA
USD
158355.99000000
0.160686999167
Long
DBT
CORP
US
N
2
2024-08-26
Fixed
4.20000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE
31397QHQ4
167130.64000000
PA
USD
165796.07000000
0.168236597567
Long
ABS-MBS
USGSE
US
N
2
2040-05-25
Fixed
4.50000000
N
N
N
N
N
N
ELEVANCE HEALTH, INC.
8MYN82XMYQH89CTMTH67
ANTHEM INC
036752AJ2
148000.00000000
PA
USD
143821.89000000
0.145938956389
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.37500000
N
N
N
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS HEALTH CORP
126650DR8
150000.00000000
PA
USD
124111.29000000
0.125938215238
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.12500000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC AND GAS COMPANY
549300RUHPVD434XUK18
PUB SVC ELEC GAS
74456QAZ9
159000.00000000
PA
USD
137238.83000000
0.139258993372
Long
DBT
CORP
US
N
2
2042-05-01
Fixed
3.95000000
N
N
N
N
N
N
O'Reilly Automotive, Inc.
549300K2RLMQL149Q332
O REILLY AUTOMOTIVE INC
67103HAL1
199000.00000000
PA
USD
196926.35000000
0.199825117057
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
4.70000000
N
N
N
N
N
N
RIO TINTO FINANCE (USA) LIMITED
213800RX94ZKEZXPKH58
RIO TINTO FINANCE USA LTD
767201AL0
75000.00000000
PA
USD
77305.63000000
0.078443573264
Long
DBT
CORP
AU
N
2
2040-11-02
Fixed
5.20000000
N
N
N
N
N
N
PHYSICIANS REALTY L.P.
549300P6Q1UMT0X60U20
PHYSICIANS REALTY LP
71951QAB8
138000.00000000
PA
USD
131234.42000000
0.133166198116
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.95000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WJXK9
584094.71000000
PA
USD
527519.55000000
0.535284667738
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.00000000
N
N
N
N
N
N
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST
N/A
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015 C3
46644YAU4
137674.29000000
PA
USD
132249.21000000
0.134195925882
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Fixed
3.80140000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QLHL3
1786531.11000000
PA
USD
1518703.80000000
1.541059206195
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132D6FA3
184527.99000000
PA
USD
186994.00000000
0.189746562300
Long
ABS-MBS
USGSE
US
N
2
2038-10-01
Fixed
5.50000000
N
N
N
N
N
N
LAD AUTO RECEIVABLES TRUST
N/A
LAD AUTO RECEIVABLES TRUST 2023 4
50571AAE1
50000.00000000
PA
USD
50918.66000000
0.051668185567
Long
ABS-MBS
CORP
US
Y
2
2028-10-16
Fixed
6.39000000
N
N
N
N
N
N
WarnerMedia Holdings, Inc.
549300DXR29GD4N0A520
WARNERMEDIA HOLDINGS INC
55903VBB8
100000.00000000
PA
USD
94822.10000000
0.096217886697
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.05400000
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TOTAL CAPITAL INTL SA
89153VAX7
195000.00000000
PA
USD
151952.46000000
0.154189208841
Long
DBT
CORP
FR
N
2
2041-06-29
Fixed
2.98600000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST
N/A
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2021 2
96042RAE8
337000.00000000
PA
USD
330554.15000000
0.335419925862
Long
ABS-MBS
CORP
US
Y
2
2026-07-15
Fixed
0.89000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING, LLC
549300TPZNMN50BJ3745
CHARTER COMMUNICATIONS OPERATING LLC
161175CD4
150000.00000000
PA
USD
130224.84000000
0.132141757041
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.25000000
N
N
N
N
N
N
CSAIL COMMERCIAL MORTGAGE TRUST
N/A
CSAIL 2015 C3 COMMERCIAL MORTGAGE TRUST
12635FAT1
348000.00000000
PA
USD
335175.72000000
0.340109525635
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Fixed
3.71820000
N
N
N
N
N
N
LYB INTERNATIONAL FINANCE III, LLC
N/A
LYB INTERNATIONAL FINANCE III LLC
50249AAL7
262000.00000000
PA
USD
274107.32000000
0.278142195319
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
5.62500000
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YEH4
500000.00000000
PA
USD
414688.53000000
0.420792768715
Long
DBT
CORP
US
N
2
2032-10-20
Fixed
2.51100000
N
N
N
N
N
N
ASHTEAD CAPITAL, INC.
213800J1134IW58IC398
ASHTEAD CAPITAL INC
045054AL7
250000.00000000
PA
USD
233294.65000000
0.236728760498
Long
DBT
CORP
US
Y
2
2029-11-01
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133KPL63
1137212.65000000
PA
USD
1076319.97000000
1.092163461091
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO COMPANY
94974BGQ7
155000.00000000
PA
USD
141378.60000000
0.143459701022
Long
DBT
CORP
US
N
2
2045-11-17
Fixed
4.90000000
N
N
N
N
N
N
KENTUCKY UTILITIES COMPANY
AGX0G2MXE54NFNNICD28
KENTUCKY UTILITIES CO
49167AA29
950000.00000000
PA
USD
949427.28000000
0.963402903487
Long
STIV
CORP
US
Y
2
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST
N/A
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023 2
959926AE6
500000.00000000
PA
USD
503364.92000000
0.510774480212
Long
ABS-MBS
CORP
US
Y
2
2028-03-15
Fixed
6.14000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
CREDIT SUISEE GROUP AG
225401AC2
250000.00000000
PA
USD
241707.58000000
0.245265529306
Long
DBT
CORP
CH
Y
2
2028-01-09
Fixed
4.28200000
N
N
N
N
N
N
UNIVERSAL HEALTH SERVICES, INC.
549300YGMGQDO0NMJD09
UNIVERSAL HEALTH SERVICES INC
913903AV2
102000.00000000
PA
USD
86354.98000000
0.087626130210
Long
DBT
CORP
US
Y
2
2030-10-15
Fixed
2.65000000
N
N
N
N
N
N
Northrop Grumman Corporation
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN CORP
666807BU5
116000.00000000
PA
USD
119489.15000000
0.121248037074
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.25000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC
404280CY3
340000.00000000
PA
USD
282954.74000000
0.287119849844
Long
DBT
CORP
GB
N
2
2032-11-22
Fixed
2.87100000
N
N
N
N
N
N
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST
N/A
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2016 C1
46645LAY3
419000.00000000
PA
USD
400689.87000000
0.406588047644
Long
ABS-MBS
CORP
US
N
2
2049-03-15
Fixed
3.57610000
N
N
N
N
N
N
EOG RESOURCES, INC.
XWTZDRYZPBUHIQBKDB46
EOG RESOURCES INC
26875PAT8
135000.00000000
PA
USD
133042.94000000
0.135001339633
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.95000000
N
N
N
N
N
N
7-ELEVEN, INC.
549300K23JPL0SS3LB18
7 ELEVEN INC
817826AB6
168000.00000000
PA
USD
167071.43000000
0.169530730938
Long
DBT
CORP
US
Y
2
2024-02-10
Fixed
0.80000000
N
N
N
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE INC
037833BX7
117000.00000000
PA
USD
115426.72000000
0.117125807874
Long
DBT
CORP
US
N
2
2046-02-23
Fixed
4.65000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015 C30
94989NBE6
181000.00000000
PA
USD
174843.40000000
0.177417104778
Long
ABS-MBS
CORP
US
N
2
2058-09-15
Fixed
3.66400000
N
N
N
N
N
N
Pentair Finance S.a r.l.
549300H2U8U8TZPV3T89
PENTAIR FINANCE SARL
709629AS8
100000.00000000
PA
USD
103846.60000000
0.105375227850
Long
DBT
CORP
LU
N
2
2032-07-15
Fixed
5.90000000
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967JL6
108000.00000000
PA
USD
106018.32000000
0.107578915692
Long
DBT
CORP
US
N
2
2025-03-26
Fixed
3.87500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO COMPANY
94974BGL8
160000.00000000
PA
USD
156672.86000000
0.158979093397
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
4.30000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DNJH7
1695909.99000000
PA
USD
1553431.05000000
1.576297643288
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.50000000
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST
N/A
GS MORTGAGE SECURITIES TRUST 2015 GC30
36250GAP0
162000.00000000
PA
USD
156368.44000000
0.158670192318
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Fixed
3.38200000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENABLE MIDSTREAM PARTNER
292480AM2
100000.00000000
PA
USD
95342.28000000
0.096745723776
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.15000000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE CO
46647PDK9
204000.00000000
PA
USD
210970.52000000
0.214076018037
Long
DBT
CORP
US
N
2
2033-09-14
Fixed
5.71700000
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967KJ9
232000.00000000
PA
USD
229042.62000000
0.232414140375
Long
DBT
CORP
US
N
2
2026-03-09
Fixed
4.60000000
N
N
N
N
N
N
MSILF Government Portfolio
N/A
MSILF GOVERNMENT-INST
61747C707
71239.36000000
NS
USD
71239.36000000
0.072288007425
Long
STIV
RF
US
N
1
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
3622ACS92
197319.42000000
PA
USD
201878.12000000
0.204849777392
Long
ABS-MBS
USGA
US
N
2
2053-09-20
Fixed
6.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WHWW8
111930.36000000
PA
USD
101340.40000000
0.102832136443
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.00000000
N
N
N
N
N
N
TEXAS INSTRUMENTS INCORPORATED
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENTS INC
882508BD5
160000.00000000
PA
USD
145407.76000000
0.147548170486
Long
DBT
CORP
US
N
2
2048-05-15
Fixed
4.15000000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT T INC
00206RHA3
312000.00000000
PA
USD
300607.81000000
0.305032774037
Long
DBT
CORP
US
N
2
2046-11-15
Fixed
5.15000000
N
N
N
N
N
N
SODEXO, INC.
549300WSZGQGJQXRFU84
SODEXO INC
833794AB6
200000.00000000
PA
USD
170030.18000000
0.172533033907
Long
DBT
CORP
US
Y
2
2031-04-16
Fixed
2.71800000
N
N
N
N
N
N
AFLAC INCORPORATED
549300N0B7DOGLXWPP39
AFLAC INC
001055AY8
35000.00000000
PA
USD
32920.09000000
0.033404675594
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
4.75000000
N
N
N
N
N
N
Reynolds American Inc.
02S2RPPVO9RP4NEU2740
REYNOLDS AMERICAN INC
761713AZ9
175000.00000000
PA
USD
174260.77000000
0.176825898432
Long
DBT
CORP
US
N
2
2043-09-15
Fixed
6.15000000
N
N
N
N
N
N
FISERV, INC.
GI7UBEJLXYLGR2C7GV83
FISERV INC
337738BE7
100000.00000000
PA
USD
104552.25000000
0.106091265058
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
5.60000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810SR0
804000.00000000
PA
USD
518705.63000000
0.526341006335
Long
DBT
UST
US
N
2
2040-05-15
Fixed
1.12500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CHZ7
500000.00000000
PA
USD
521484.38000000
0.529160659693
Long
DBT
UST
US
N
2
2030-09-30
Fixed
4.62500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CHC8
3120000.00000000
PA
USD
2996175.00000000
3.040278866177
Long
DBT
UST
US
N
2
2033-05-15
Fixed
3.37500000
N
N
N
N
N
N
NEWCREST FINANCE PTY LIMITED
549300I0XDZ4K7PDSS04
NEWCREST FINANCE PTY LTD
65120FAE4
110000.00000000
PA
USD
94161.72000000
0.095547785866
Long
DBT
CORP
AU
Y
2
2050-05-13
Fixed
4.20000000
N
N
N
N
N
N
EAGLE MATERIALS INC.
529900KRXRGXL61SG039
EAGLE MATERIALS INC
26969PAB4
150000.00000000
PA
USD
127279.86000000
0.129153426768
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DWBC6
679130.77000000
PA
USD
580809.59000000
0.589359140153
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.50000000
N
N
N
N
N
N
UNITED AUTO CREDIT SECURITIZATION TRUST
N/A
UNITED AUTO CREDIT SECURITIZATION TRUST 2022 1
90944DAE1
92831.12000000
PA
USD
92423.80000000
0.093784283585
Long
ABS-MBS
CORP
US
Y
2
2027-06-10
Fixed
2.61000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CEC1
2500000.00000000
PA
USD
2344335.95000000
2.378844708338
Long
DBT
UST
US
N
2
2027-02-28
Fixed
1.87500000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST
N/A
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021 3
80287EAE5
92141.12000000
PA
USD
91281.67000000
0.092625341367
Long
ABS-MBS
CORP
US
N
2
2027-09-15
Fixed
0.95000000
N
N
N
N
N
N
GENUINE PARTS COMPANY
549300D46DQVEU651W04
GENUINE PARTS CO
372460AD7
48000.00000000
PA
USD
53317.60000000
0.054102438100
Long
DBT
CORP
US
N
2
2033-11-01
Fixed
6.87500000
N
N
N
N
N
N
CSX Corporation
549300JVQR4N1MMP3Q88
CSX CORP
126408HR7
92000.00000000
PA
USD
69605.22000000
0.070629812791
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.35000000
N
N
N
N
N
N
THE GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC
38148LAC0
275000.00000000
PA
USD
269716.99000000
0.273687239412
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
3.50000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP, INC.
2138004JDDA4ZQUPFW65
CITIZENS FINANCIAL GROUP INC
174610AS4
300000.00000000
PA
USD
251905.19000000
0.255613248704
Long
DBT
CORP
US
N
2
2030-02-06
Fixed
2.50000000
N
N
N
N
N
N
THE BOEING COMPANY
RVHJWBXLJ1RFUBSY1F30
BOEING CO THE
097023CW3
250000.00000000
PA
USD
259293.35000000
0.263110162839
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
NVR, Inc.
529900RWXR4JI3JYTV70
NVR INC
62944TAF2
267000.00000000
PA
USD
237913.00000000
0.241415092873
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.00000000
N
N
N
N
N
N
CSAIL COMMERCIAL MORTGAGE TRUST
N/A
CSAIL 2016 C7 COMMERCIAL MORTGAGE TRUST
12637UAW9
137000.00000000
PA
USD
129602.38000000
0.131510134394
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Fixed
3.50200000
N
N
N
N
N
N
THE J. M. SMUCKER COMPANY
5493000WDH6A0LHDJD55
JM SMUCKER CO
832696AX6
100000.00000000
PA
USD
109080.74000000
0.110686414688
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
6.20000000
N
N
N
N
N
N
HCA INC.
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119BX6
193000.00000000
PA
USD
184681.77000000
0.187400296144
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133KPUA4
781955.89000000
PA
USD
758151.96000000
0.769311999912
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.50000000
N
N
N
N
N
N
MURPHY OIL USA, INC.
N32S6DTR2ZZ5222WHV58
MURPHY OIL USA INC
626738AF5
201000.00000000
PA
USD
176113.43000000
0.178705829692
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016 NXS6
95000KBB0
548000.00000000
PA
USD
513657.28000000
0.521218344336
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Fixed
2.91800000
N
N
N
N
N
N
SIMON PROPERTY GROUP, L.P.
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP LP
828807DW4
60000.00000000
PA
USD
65358.20000000
0.066320276416
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
6.25000000
N
N
N
N
N
N
TSMC ARIZONA CORPORATION
2549005GOBWLCSY63Q97
TSMC ARIZONA CORP
872898AC5
200000.00000000
PA
USD
171292.68000000
0.173814117978
Long
DBT
CORP
US
N
2
2031-10-25
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810TF5
5377000.00000000
PA
USD
4133568.75000000
4.194415116779
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.37500000
N
N
N
N
N
N
SPIRIT REALTY, L.P.
549300GTBVIBJRX5BW73
SPIRIT REALTY LP
84861TAE8
266000.00000000
PA
USD
251249.19000000
0.254947592347
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.20000000
N
N
N
N
N
N
TESLA AUTO LEASE TRUST
N/A
TESLA AUTO LEASE TRUST 2023 B
88167QAD8
89000.00000000
PA
USD
90782.96000000
0.092119290327
Long
ABS-MBS
CORP
US
Y
2
2027-03-22
Fixed
6.22000000
N
N
N
N
N
N
UL SOLUTIONS INC.
N/A
UL SOLUTIONS INC
903731AA5
100000.00000000
PA
USD
105069.41000000
0.106616037682
Long
DBT
CORP
US
Y
2
2028-10-20
Fixed
6.50000000
N
N
N
N
N
N
SANTANDER RETAIL AUTO LEASE TRUST
N/A
SANTANDER RETAIL AUTO LEASE TRUST 2021 A
80286TAF0
674000.00000000
PA
USD
668557.43000000
0.678398633342
Long
ABS-MBS
CORP
US
Y
2
2026-03-20
Fixed
1.14000000
N
N
N
N
N
N
DAIMLER TRUCKS RETAIL TRUST
N/A
DAIMLER TRUCKS RETAIL TRUST 2023 1
233868AD0
200000.00000000
PA
USD
204587.31000000
0.207598846823
Long
ABS-MBS
CORP
US
N
2
2030-12-16
Fixed
5.93000000
N
N
N
N
N
N
MERITAGE HOMES CORPORATION
52990044W9UMFJO2FB97
MERITAGE HOMES CORP
59001AAY8
41000.00000000
PA
USD
41049.07000000
0.041653314641
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
6.00000000
N
N
N
N
N
N
VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC
928668CC4
40000.00000000
PA
USD
42581.57000000
0.043208373128
Long
DBT
CORP
US
Y
2
2030-11-16
Fixed
6.45000000
N
N
N
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2015 CCRE25 MORTGAGE TRUST
12593PAW2
186000.00000000
PA
USD
179972.44000000
0.182621644538
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Fixed
3.75900000
N
N
N
N
N
N
ENTERPRISE FLEET FINANCING LLC
N/A
ENTERPRISE FLEET FINANCING 2023 3 LLC
29374LAC4
50000.00000000
PA
USD
52083.18000000
0.052849847367
Long
ABS-MBS
CORP
US
Y
2
2030-06-20
Fixed
6.28000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB COMPANY
HLYYNH7UQUORYSJQCN42
BRISTOL MYERS SQUIBB CO
110122DZ8
150000.00000000
PA
USD
163491.23000000
0.165897830191
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
5.90000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828ZV5
1107000.00000000
PA
USD
983240.86000000
0.997714221305
Long
DBT
UST
US
N
2
2027-06-30
Fixed
0.50000000
N
N
N
N
N
N
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST
N/A
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015 C2
46644FAD3
453000.00000000
PA
USD
436762.11000000
0.443191273066
Long
ABS-MBS
CORP
US
N
2
2048-10-15
Fixed
3.22740000
N
N
N
N
N
N
KEURIG DR PEPPER INC.
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER INC
49271VAR1
100000.00000000
PA
USD
91485.62000000
0.092832293522
Long
DBT
CORP
US
N
2
2052-04-15
Fixed
4.50000000
N
N
N
N
N
N
DELL EQUIPMENT FINANCE TRUST
N/A
DELL EQUIPMENT FINANCE TRUST 2023 3
24702EAC4
94000.00000000
PA
USD
95721.35000000
0.097130373708
Long
ABS-MBS
CORP
US
Y
2
2029-04-23
Fixed
5.93000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133KLKJ5
492284.73000000
PA
USD
405108.28000000
0.411071496891
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418EBS8
1245775.65000000
PA
USD
1061641.40000000
1.077268821707
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
APTIV PLC
N/A
APTIV PLC APTIV CORP
00217GAB9
185000.00000000
PA
USD
163552.09000000
0.165959586054
Long
DBT
CORP
JE
N
2
2032-03-01
Fixed
3.25000000
N
N
N
N
N
N
EMERGENT AUTO RECEIVABLES TRUST
N/A
ENT AUTO RECEIVABLES TRUST 2023 1
293601AG5
50000.00000000
PA
USD
50768.58000000
0.051515896381
Long
ABS-MBS
CORP
US
Y
2
2029-11-15
Fixed
6.26000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418EJ68
1855705.93000000
PA
USD
1799263.48000000
1.825748740620
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.50000000
N
N
N
N
N
N
KITE REALTY GROUP, L.P.
549300X6R2GYI8Y3OD81
RETAIL PROPERTIES OF AME
76131VAA1
100000.00000000
PA
USD
97504.10000000
0.098939365890
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.00000000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209SBC6
105000.00000000
PA
USD
104029.23000000
0.105560546174
Long
DBT
CORP
US
N
2
2026-02-14
Fixed
4.40000000
N
N
N
N
N
N
LENNAR CORPORATION
529900G61XVRLX5TJX09
LENNAR CORP
526057CV4
212000.00000000
PA
USD
212911.88000000
0.216045954966
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.00000000
N
N
N
N
N
N
U.S. BANCORP
N1GZ7BBF3NP8GI976H15
US BANCORP
91159HJM3
200000.00000000
PA
USD
205423.89000000
0.208447741328
Long
DBT
CORP
US
N
2
2029-06-12
Fixed
5.77500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CFA4
492000.00000000
PA
USD
486099.84000000
0.493255257254
Long
DBT
UST
US
N
2
2024-07-31
Fixed
3.00000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST
N/A
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022 2
80286MAD0
275000.00000000
PA
USD
269587.67000000
0.273556015814
Long
ABS-MBS
CORP
US
N
2
2027-09-15
Fixed
3.44000000
N
N
N
N
N
N
DANA INCORPORATED
KVWHW7YLZPFJM8QYNJ51
DANA INC
235825AG1
110000.00000000
PA
USD
109025.88000000
0.110630747146
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.62500000
N
N
N
N
N
N
DELL INTERNATIONAL L.L.C.
254900ZARLSVK41DKO78
DELL INTERNATIONAL LLC EMC CORP
24703DBJ9
196000.00000000
PA
USD
201068.91000000
0.204028655775
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.25000000
N
N
N
N
N
N
PHYSICIANS REALTY L.P.
549300P6Q1UMT0X60U20
PHYSICIANS REALTY LP
71951QAC6
128000.00000000
PA
USD
105414.93000000
0.106966643756
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
2.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3133KJJP8
188062.96000000
PA
USD
161328.72000000
0.163703487921
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
SABRA HEALTH CARE LIMITED PARTNERSHIP
549300OVKLRFSIQG0H81
SABRA HEALTH CARE LP
14162VAB2
145000.00000000
PA
USD
142739.48000000
0.144840613252
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.12500000
N
N
N
N
N
N
ESSENTIAL PROPERTIES, L.P.
254900XX9FNFCDE1NX02
ESSENTIAL PROPER
29670VAA7
131000.00000000
PA
USD
102841.06000000
0.104354886244
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.95000000
N
N
N
N
N
N
CINCINNATI FINANCIAL CORPORATION
254900Q4WEDMZBOZ0002
CINCINNATI FINANCIAL CORP
172062AE1
230000.00000000
PA
USD
241142.64000000
0.244692273357
Long
DBT
CORP
US
N
2
2034-11-01
Fixed
6.12500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QNT36
276355.20000000
PA
USD
254463.66000000
0.258209379528
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
31293VJE3
3565.29000000
PA
USD
3669.34000000
0.003723352893
Long
ABS-MBS
USGSE
US
N
2
2029-08-01
Fixed
7.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE CO
46647PCR5
376000.00000000
PA
USD
314097.96000000
0.318721499811
Long
DBT
CORP
US
N
2
2032-11-08
Fixed
2.54500000
N
N
N
N
N
N
SNAP-ON INCORPORATED
HHWAT5TDOYZMM26KKQ73
SNAP ON INC
833034AL5
115000.00000000
PA
USD
102157.54000000
0.103661304791
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.10000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WORLDWIDE INC.
549300CRGMZK3K53BF92
ANHEUSER BUSCH INBEV WORLDWIDE INC
035240AM2
250000.00000000
PA
USD
237485.03000000
0.240980823130
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.37500000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP
316773CX6
300000.00000000
PA
USD
299498.36000000
0.303906992870
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
3.65000000
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967KA8
108000.00000000
PA
USD
105504.07000000
0.107057095902
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45000000
N
N
N
N
N
N
THE BOEING COMPANY
RVHJWBXLJ1RFUBSY1F30
BOEING CO THE
097023DC6
250000.00000000
PA
USD
232419.92000000
0.235841154423
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.62500000
N
N
N
N
N
N
OLD REPUBLIC INTERNATIONAL CORPORATION
549300IV6O2YY2A1KH37
OLD REPUBLIC INTL CORP
680223AL8
104000.00000000
PA
USD
76309.22000000
0.077432496052
Long
DBT
CORP
US
N
2
2051-06-11
Fixed
3.85000000
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST
N/A
GM FINANCIAL SECURITIZED AUTOMOBILE RECEIVABLES TR
380149AF1
245000.00000000
PA
USD
230777.68000000
0.234174740557
Long
ABS-MBS
CORP
US
N
2
2027-01-19
Fixed
1.28000000
N
N
N
N
N
N
REALTY INCOME CORPORATION
549300CUWDAUZSH43859
REALTY INCOME CORP
756109BP8
303000.00000000
PA
USD
319112.31000000
0.323809661328
Long
DBT
CORP
US
N
2
2032-10-13
Fixed
5.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
31283GQ83
1697.23000000
PA
USD
1701.74000000
0.001726789709
Long
ABS-MBS
USGSE
US
N
2
2025-04-01
Fixed
9.00000000
N
N
N
N
N
N
REGENERON PHARMACEUTICALS, INC.
549300RCBFWIRX3HYQ56
REGENERON PHARMACEUTICALS INC
75886FAF4
146000.00000000
PA
USD
96523.70000000
0.097944534346
Long
DBT
CORP
US
N
2
2050-09-15
Fixed
2.80000000
N
N
N
N
N
N
T-MOBILE USA, INC.
549300V2JRLO5DIFGE82
T MOBILE USA INC
87264ABF1
492000.00000000
PA
USD
467099.29000000
0.473975018079
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
NIKE, INC.
787RXPR0UX0O0XUXPZ81
NIKE INC
654106AE3
198000.00000000
PA
USD
174375.89000000
0.176942713005
Long
DBT
CORP
US
N
2
2045-11-01
Fixed
3.87500000
N
N
N
N
N
N
THE ESTEE LAUDER COMPANIES INC.
549300VFZ8XJ9NUPU221
ESTEE LAUDER COS INC
29736RAK6
105000.00000000
PA
USD
90798.75000000
0.092135312757
Long
DBT
CORP
US
N
2
2047-03-15
Fixed
4.15000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CJF9
7531000.00000000
PA
USD
7861657.97000000
7.977382021847
Long
DBT
UST
US
N
2
2028-10-31
Fixed
4.87500000
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST
N/A
CITIGROUP COMMERCIAL MORTGAGE TRUST 2015 P1
17324DAU8
158000.00000000
PA
USD
152533.91000000
0.154779217818
Long
ABS-MBS
CORP
US
N
2
2048-09-15
Fixed
3.71700000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XKR85
92927.33000000
PA
USD
79330.36000000
0.080498107405
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810SU3
81000.00000000
PA
USD
51523.59000000
0.052282020171
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.87500000
N
N
N
N
N
N
AIR LEASE CORPORATION
5493004NW4M4P8TMMK63
AIR LEASE CORP
00914AAP7
146000.00000000
PA
USD
141372.52000000
0.143453531524
Long
DBT
CORP
US
N
2
2024-08-18
Fixed
0.80000000
N
N
N
N
N
N
SCF EQUIPMENT LEASING LLC
N/A
SCF EQUIPMENT LEASING 2023 1 LLC
784024AD3
43000.00000000
PA
USD
43774.13000000
0.044418487679
Long
ABS-MBS
CORP
US
Y
2
2032-05-20
Fixed
6.37000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC
345397ZX4
290000.00000000
PA
USD
285160.36000000
0.289357936695
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.06300000
N
N
N
N
N
N
CADENCE DESIGN SYSTEMS, INC.
GCT7RXJOGLXPV0NXZY22
CADENCE DESIGN SYSTEMS INC
127387AL2
342000.00000000
PA
USD
338413.39000000
0.343394854322
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
4.37500000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL INC.
ISRPG12PN4EIEOEMW547
HONEYWELL INTERNATIONAL INC
438516CA2
82000.00000000
PA
USD
62614.44000000
0.063536128113
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.80000000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST
N/A
FORD CREDIT AUTO OWNER TRUST FORD CREDIT
34531NAE6
100000.00000000
PA
USD
96133.53000000
0.097548621021
Long
ABS-MBS
CORP
US
Y
2
2031-08-15
Fixed
2.54000000
N
N
N
N
N
N
The Huntington National Bank
2WHM8VNJH63UN14OL754
HUNTINGTON NATIONAL BANK THE
44644MAJ0
250000.00000000
PA
USD
252803.44000000
0.256524720995
Long
DBT
CORP
US
N
2
2030-01-10
Fixed
5.65000000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCH2
100000.00000000
PA
USD
96536.16000000
0.097957177758
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
3.55000000
N
N
N
N
N
N
Pfizer Investment Enterprises Pte. Ltd.
5493000FQO8XF9C0RT95
PFIZER INVESTMENT ENTERPRISES PTE LTD
716973AE2
150000.00000000
PA
USD
150271.31000000
0.152483312218
Long
DBT
CORP
SG
N
2
2033-05-19
Fixed
4.75000000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE CO
46625HJB7
137000.00000000
PA
USD
145532.35000000
0.147674594457
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
5.60000000
N
N
N
N
N
N
THE PNC FINANCIAL SERVICES GROUP, INC.
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES
693475BE4
250000.00000000
PA
USD
234843.73000000
0.238300643044
Long
DBT
CORP
US
N
2
2033-06-06
Fixed
4.62600000
N
N
N
N
N
N
OTIS WORLDWIDE CORPORATION
549300ZLBKR8VSU25153
OTIS WORLDWIDE CORP
68902VAL1
75000.00000000
PA
USD
60114.78000000
0.060999672976
Long
DBT
CORP
US
N
2
2040-02-15
Fixed
3.11200000
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST
N/A
GS MORTGAGE SECURITIES TRUST 2016 GS2
36252TAR6
162000.00000000
PA
USD
153280.68000000
0.155536980315
Long
ABS-MBS
CORP
US
N
2
2049-05-10
Fixed
3.05000000
N
N
N
N
N
N
WISCONSIN PUBLIC SERVICE CORPORATION
549300BJRHJVYNUMQZ30
WISCONSIN PUBLIC SERVICE CORP
976843BN1
174000.00000000
PA
USD
115270.34000000
0.116967125951
Long
DBT
CORP
US
N
2
2051-12-01
Fixed
2.85000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CDH1
505000.00000000
PA
USD
487305.27000000
0.494478431252
Long
DBT
UST
US
N
2
2024-11-15
Fixed
0.75000000
N
N
N
N
N
N
CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.
VZFZPMWDHTQCFKYOBP05
CONS EDISON CO OF NY
209111ES8
250000.00000000
PA
USD
273949.03000000
0.277981575281
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
6.30000000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC.
J5OIVXX3P24RJRW5CK77
BAXTER INTERNATIONAL INC
071813BP3
109000.00000000
PA
USD
80123.25000000
0.081302668790
Long
DBT
CORP
US
N
2
2046-08-15
Fixed
3.50000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERATING, LP
L6D8A6MLSY454J2JXJ60
WESTERN MIDSTREAM OPERATING LP
958667AC1
188000.00000000
PA
USD
176053.44000000
0.178644956636
Long
DBT
CORP
US
N
2
2030-02-01
Variable
4.05000000
N
N
N
N
N
N
U S BANK NATIONAL ASSOCIATION
N/A
US BANK NA
90357PAV6
140000.00000000
PA
USD
140518.13000000
0.142586564854
Long
ABS-MBS
CORP
US
Y
2
2032-08-25
Fixed
6.78900000
N
N
N
N
N
N
Banco Santander, S.A.
5493006QMFDDMYWIAM13
BANCO SANTANDER SA
05964HAV7
200000.00000000
PA
USD
213349.56000000
0.216490077641
Long
DBT
CORP
ES
N
2
2033-08-08
Fixed
6.92100000
N
N
N
N
N
N
PULTEGROUP, INC.
N/A
PULTEGROUP INC
745867AX9
240000.00000000
PA
USD
241344.30000000
0.244896901803
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.00000000
N
N
N
N
N
AMEREN ILLINOIS COMPANY
RC71E2BZ6UOMFPDJSE79
AMEREN ILLINOIS CO
02361DAV2
225000.00000000
PA
USD
183200.15000000
0.185896866613
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
1.55000000
N
N
N
N
N
N
THE BOEING COMPANY
RVHJWBXLJ1RFUBSY1F30
BOEING CO THE
097023DB8
100000.00000000
PA
USD
94858.20000000
0.096254518091
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810QA9
2000000.00000000
PA
USD
1894062.50000000
1.921943207579
Long
DBT
UST
US
N
2
2039-02-15
Fixed
3.50000000
N
N
N
N
N
N
MICRON TECHNOLOGY, INC.
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC
595112BN2
100000.00000000
PA
USD
101973.11000000
0.103474159971
Long
DBT
CORP
US
N
2
2029-02-06
Fixed
5.32700000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EBU8
200000.00000000
PA
USD
183440.10000000
0.186140348691
Long
DBT
RF
GB
N
2
2027-11-24
Fixed
2.27900000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER OPERATING LP
29278NAQ6
200000.00000000
PA
USD
185632.96000000
0.188365487714
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.75000000
N
N
N
N
N
N
NEWMONT CORPORATION
549300VSP3RIX7FGDZ51
NEWMONT CORP
651639AZ9
104000.00000000
PA
USD
88929.82000000
0.090238872001
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
2.60000000
N
N
N
N
N
N
MARTIN MARIETTA MATERIALS, INC.
5299005MZ4WZECVATV08
MARTIN MARIETTA
573284AW6
50000.00000000
PA
USD
42590.70000000
0.043217637523
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.40000000
N
N
N
N
N
N
GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND
N/A
GLDMN SCHS FIN SQ GV-FST
38141W273
71239.38000000
NS
USD
71239.38000000
0.072288027719
Long
STIV
RF
US
N
1
N
N
SCF EQUIPMENT TRUST LLC
N/A
SCF EQUIPMENT TRUST LLC
784034AD2
250000.00000000
PA
USD
245006.84000000
0.248613354600
Long
ABS-MBS
CORP
US
Y
2
2027-06-21
Fixed
3.11000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810TC2
356000.00000000
PA
USD
258044.38000000
0.261842807930
Long
DBT
UST
US
N
2
2041-11-15
Fixed
2.00000000
N
N
N
N
N
N
SENSATA TECHNOLOGIES, INC.
5493002MMDDCUNV7NY90
SENSATA TECHNOLOGIES INC
81728UAB0
130000.00000000
PA
USD
114561.50000000
0.116247851786
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
ROSS STORES, INC.
549300ENZFLPGRDFZQ60
ROSS STORES INC
778296AA1
160000.00000000
PA
USD
157519.05000000
0.159837739362
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
3.37500000
N
N
N
N
N
N
2024-01-30
Victory Portfolios
Allan Shaer
Allan Shaer
Treasurer