0001752724-21-283416.txt : 20211228 0001752724-21-283416.hdr.sgml : 20211228 20211228104849 ACCESSION NUMBER: 0001752724-21-283416 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20211031 FILED AS OF DATE: 20211228 PERIOD START: 20211031 FILER: COMPANY DATA: COMPANY CONFORMED NAME: TRANSAMERICA FUNDS CENTRAL INDEX KEY: 0000787623 IRS NUMBER: 000000000 FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-04556 FILM NUMBER: 211522966 BUSINESS ADDRESS: STREET 1: 1801 CALIFORNIA STREET STREET 2: SUITE 5200 CITY: DENVER STATE: CO ZIP: 80202 BUSINESS PHONE: 720-482-8836 MAIL ADDRESS: STREET 1: 1801 CALIFORNIA STREET STREET 2: SUITE 5200 CITY: DENVER STATE: CO ZIP: 80202 FORMER COMPANY: FORMER CONFORMED NAME: TRANSAMERICA IDEX MUTUAL FUNDS DATE OF NAME CHANGE: 20040301 FORMER COMPANY: FORMER CONFORMED NAME: IDEX MUTUAL FDS DATE OF NAME CHANGE: 20010504 FORMER COMPANY: FORMER CONFORMED NAME: IDEX MUTUAL FUNDS / DATE OF NAME CHANGE: 20010423 0000787623 S000054678 Transamerica Balanced II C000171790 R TBLRX C000171792 I3 TBLTX NPORT-P 1 primary_doc.xml NPORT-P false 0000787623 XXXXXXXX S000054678 C000171792 C000171790 TRANSAMERICA FUNDS 811-04556 0000787623 54930088ZHZE1VMYEY52 1801 CALIFORNIA STREET SUITE 5200 DENVER 80202 720-493-4256 Transamerica Balanced II S000054678 549300QB8W7E44V15T39 2021-10-31 2021-10-31 N 147774392.03 12737551.46 135036840.57 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 9658586.51000000 0.00000000 0.00000000 1811749.70000000 USD ACMBS AMBS UST Honeywell International Inc ISRPG12PN4EIEOEMW547 438516106 1155.00000000 NS USD 252506.10000000 0.186990527128 Long EC CORP US N 1 N N N Nokia OYJ 549300A0JPRWG1KI7U06 654902AD7 92000.00000000 PA USD 93265.00000000 0.069066337457 Long DBT CORP FI N 2 2022-06-12 Fixed 3.38000000 N N N N N N ELEMENT FLEET MANAGEMENT 5493000PGBS1C22ELQ16 286181AF9 42000.00000000 PA USD 42282.85000000 0.031312084777 Long DBT CORP CA N 2 2024-04-06 Fixed 1.60000000 N N N N N N Towd Point Mortgage Trust N/A 89175JAA8 37882.29000000 PA USD 38538.73000000 0.028539419196 Long ABS-MBS CORP US N 2 2057-10-25 Variable 2.75000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEF8 185000.00000000 PA USD 179854.29000000 0.133189053624 Long DBT CORP US N 2 2036-09-16 Fixed 2.48000000 N N N N N N One Market Plaza Trust N/A 68245HAA2 195000.00000000 PA USD 196276.57000000 0.145350386732 Long ABS-MBS CORP US N 2 2032-02-10 Fixed 3.61000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DW7 40000.00000000 PA USD 39456.49000000 0.029219055950 Long DBT CORP US N 2 2050-05-11 Fixed 2.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KN34 42977.38000000 PA USD 50791.43000000 0.037613017148 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828R36 479000.00000000 PA USD 489459.42000000 0.362463619508 Long DBT UST US N 2 2026-05-15 Fixed 1.63000000 N N N N N N SKYWORKS SOLUTIONS INC 549300WZ3ORQ2BVKBD96 83088MAK8 39000.00000000 PA USD 39047.02000000 0.028915827588 Long DBT CORP US N 2 2026-06-01 Fixed 1.80000000 N N N N N N ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 04636NAA1 40000.00000000 PA USD 39648.15000000 0.029360987588 Long DBT CORP US N 2 2026-05-28 Fixed 1.20000000 N N N N N N Macquarie Bank Ltd 4ZHCHI4KYZG2WVRT8631 55607KZ74 500000.00000000 PA USD 499937.17000000 0.370222798378 Long STIV CORP US N 2 2021-12-07 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SN9 910000.00000000 PA USD 768061.33000000 0.568779102619 Long DBT UST US N 2 2050-05-15 Fixed 1.25000000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671DAZ8 118000.00000000 PA USD 121540.00000000 0.090005067866 Long DBT CORP US Y 2 2023-03-15 Fixed 3.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RN0 166000.00000000 PA USD 194284.84000000 0.143875433681 Long DBT UST US N 2 2045-08-15 Fixed 2.88000000 N N N N N N Cisco Systems Inc/Delaware 549300LKFJ962MZ46593 17275R102 4069.00000000 NS USD 227741.93000000 0.168651702038 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912810RY6 140000.00000000 PA USD 162640.63000000 0.120441673037 Long DBT UST US N 2 2047-08-15 Fixed 2.75000000 N N N N N N salesforce.com Inc RCGZFPDMRW58VJ54VR07 79466L302 1401.00000000 NS USD 419865.69000000 0.310926772447 Long EC CORP US N 1 N N N Intuit Inc VI90HBPH7XSFMB9E4M29 461202103 1576.00000000 NS USD 986560.24000000 0.730585991078 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AMVS1 6160.48000000 PA USD 6517.63000000 0.004826556939 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 4.00000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523CL2 61000.00000000 PA USD 61650.03000000 0.045654230163 Long DBT CORP US N 2 2030-03-15 Fixed 2.40000000 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582BX9 103000.00000000 PA USD 108303.31000000 0.080202787285 Long DBT CORP NL N 2 2026-09-12 Fixed 2.50000000 N N N N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312106 3048.00000000 NS USD 650656.56000000 0.481836332406 Long EC CORP US N 1 N N N Dollar General Corp OPX52SQVOZI8IVSWYU66 256677105 316.00000000 NS USD 70000.32000000 0.051837942671 Long EC CORP US N 1 N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AN2 41000.00000000 PA USD 41150.70000000 0.030473683941 Long DBT CORP US N 2 2024-10-01 Fixed 1.80000000 N N N N N N Accenture PLC N/A 000000000 3090.00000000 NS USD 1108661.10000000 0.821006397454 Long EC CORP IE N 1 N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDC3 139000.00000000 PA USD 145310.60000000 0.107608115967 Long DBT CORP MX N 2 2030-01-23 Fixed 6.84000000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671DBL8 49000.00000000 PA USD 52982.23000000 0.039235389228 Long DBT CORP US N 2 2024-11-14 Fixed 4.55000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAE0 23000.00000000 PA USD 24671.77000000 0.018270399319 Long DBT CORP US N 2 2023-10-02 Fixed 4.88000000 N N N N N N CLEVELAND ELECTRIC ILLUM N/A 186108CE4 34000.00000000 PA USD 45179.09000000 0.033456862445 Long DBT CORP US N 2 2036-12-15 Fixed 5.95000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045V100 3380.00000000 NS USD 183973.40000000 0.136239413795 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KXL3 1309.92000000 PA USD 1529.09000000 0.001132350248 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.00000000 N N N N N N Comerica Inc I9Q57JVPWHHZ3ZGBW498 200340107 262.00000000 NS USD 22293.58000000 0.016509257700 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912810SM1 180880.00000000 PA USD 210831.18000000 0.156128638014 Long DBT UST US N 2 2050-02-15 Fixed 0.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138Y3DW8 55021.24000000 PA USD 64337.63000000 0.047644501847 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 5.50000000 N N N N N N JETBLUE 2019-1 CLASS AA N/A 477143AH4 81696.11000000 PA USD 84003.72000000 0.062208001642 Long DBT CORP US N 2 2032-05-15 Fixed 2.75000000 N N N N N N Concord Minutemen Capital Co LLC 549300B4YYZ4SNU1JB49 2063C0YG1 400000.00000000 PA USD 399981.60000000 0.296201835226 Long STIV CORP US N 2 2021-11-16 None 0.00000000 N N N N N N CROWDSTRIKE HOLDINGS INC 549300YBY08K9KM4HX32 22788CAA3 15000.00000000 PA USD 14812.50000000 0.010969228795 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 64829NAA2 37008.96000000 PA USD 39111.57000000 0.028963629358 Long ABS-MBS CORP US N 2 2057-05-25 Variable 4.00000000 N N N N N N Ionic Capital II Trust 254900ABXGHL7TZDR053 46221MAD9 350000.00000000 PA USD 349910.60000000 0.259122324339 Long STIV CORP US N 2 2022-01-13 None 0.00000000 N N N N N N Progressive Corp/The 529900TACNVLY9DCR586 743315103 5598.00000000 NS USD 531138.24000000 0.393328396723 Long EC CORP US N 1 N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CD9 150000.00000000 PA USD 158803.12000000 0.117599848552 Long DBT CORP DE N 2 2031-09-18 Fixed 3.55000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BQ1 16000.00000000 PA USD 17943.30000000 0.013287707209 Long DBT CORP US N 2 2025-04-15 Fixed 5.25000000 N N N N N N Vertex Pharmaceuticals Inc 54930015RAQRRZ5ZGJ91 92532F100 1521.00000000 NS USD 281278.53000000 0.208297623680 Long EC CORP US N 1 N N N Mondelez International Inc 549300DV9GIB88LZ5P30 609207105 6487.00000000 NS USD 394020.38000000 0.291787321398 Long EC CORP US N 1 N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565EAH8 65000.00000000 PA USD 68576.14000000 0.050783282332 Long DBT CORP US N 2 2026-04-11 Fixed 2.80000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAD9 41000.00000000 PA USD 43862.91000000 0.032482180281 Long DBT CORP GB N 2 2030-04-15 Fixed 3.40000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818108 1235.00000000 NS USD 298129.00000000 0.220776048033 Long EC CORP US N 1 N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 5957.00000000 NS USD 970276.16000000 0.718527000412 Long EC CORP US N 1 N N N INTUIT INC VI90HBPH7XSFMB9E4M29 46124HAC0 49000.00000000 PA USD 48038.75000000 0.035574551209 Long DBT CORP US N 2 2027-07-15 Fixed 1.35000000 N N N N N N Liberty Street Funding LLC 549300F33VRHM10B9391 53127TZ14 360000.00000000 PA USD 359967.99000000 0.266570210381 Long STIV CORP US N 2 2021-12-01 None 0.00000000 N N N N N N COMM Mortgage Trust N/A 12592TAA3 310000.00000000 PA USD 325742.30000000 0.241224764016 Long ABS-MBS CORP US N 2 2035-02-10 Fixed 3.18000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 580135101 1128.00000000 NS USD 276980.40000000 0.205114692280 Long EC CORP US N 1 N N N ENSTAR GROUP LTD 213800AMAL5QFXVUCN04 29359UAC3 155000.00000000 PA USD 151325.10000000 0.112062085695 Long DBT CORP BM N 2 2031-09-01 Fixed 3.10000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324P102 2458.00000000 NS USD 1131835.26000000 0.838167758681 Long EC CORP US N 1 N N N REINSURANCE GRP OF AMER LORM1GNEU1DKEW527V90 759351AE9 161000.00000000 PA USD 156621.13000000 0.115984000617 Long DBT CORP US N 2 2065-12-15 Variable 2.78000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172109 4572.00000000 NS USD 432236.88000000 0.320088116824 Long EC CORP US N 1 N N N Commerzbank AG 851WYGNLUQLFZBSYGB56 20259BAA9 255000.00000000 PA USD 285650.50000000 0.211535236454 Long DBT CORP DE N 2 2023-09-19 Fixed 8.13000000 N N N N N Orange Lake Timeshare Trust N/A 68504LAA9 50810.43000000 PA USD 51313.50000000 0.037999630162 Long ABS-O CORP US N 2 2029-03-08 Fixed 2.61000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDD1 17000.00000000 PA USD 16320.00000000 0.012085590814 Long DBT CORP MX N 2 2050-01-23 Fixed 7.69000000 N N N N N N BRE Grand Islander Timeshare Issuer N/A 05584AAA8 25577.41000000 PA USD 26041.21000000 0.019284522571 Long ABS-O CORP US N 2 2029-05-25 Fixed 2.94000000 N N N N N N Amphenol Corp 549300D3L3G0R4U4VT04 032095101 1210.00000000 NS USD 92891.70000000 0.068789894378 Long EC CORP US N 1 N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 949746101 19034.00000000 NS USD 973779.44000000 0.721121314664 Long EC CORP US N 1 N N N Palmer Square CLO Ltd 549300PACXK2KP6J2T91 69689CAW6 250000.00000000 PA USD 249999.75000000 0.185134478076 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 1.23000000 N N N N N N NextEra Energy Inc N/A 65339F101 8560.00000000 NS USD 730424.80000000 0.540907797395 Long EC CORP US N 1 N N N CNO GLOBAL FUNDING 6354008GTNR4833ULD48 18977W2A7 150000.00000000 PA USD 148930.02000000 0.110288436378 Long DBT CORP US N 2 2026-10-07 Fixed 1.75000000 N N N N N N Hilton Worldwide Holdings Inc 549300HVGPK36ICB0B89 43300A203 1584.00000000 NS USD 228016.80000000 0.168855253897 Long EC CORP US N 1 N N N PUBLIC SERVICE ENTERPRIS PUSS41EMO3E6XXNV3U28 744573AL0 6000.00000000 PA USD 6113.42000000 0.004527223811 Long DBT CORP US N 2 2022-11-15 Fixed 2.65000000 N N N N N N UDR Inc P3CH2EG5X6Z1XWU1OO74 902653104 612.00000000 NS USD 33984.36000000 0.025166732172 Long EC US N 1 N N N DR Horton Inc 529900ZIUEYVSB8QDD25 23331A109 290.00000000 NS USD 25888.30000000 0.019171286806 Long EC CORP US N 1 N N N EXPEDIA GROUP INC N/A 30212PAP0 65000.00000000 PA USD 70186.35000000 0.051975705077 Long DBT CORP US N 2 2028-02-15 Fixed 3.80000000 N N N N N N Sheffield Receivables Co LLC 549300MYF6MOTU9T3G29 82124LYA4 500000.00000000 PA USD 499985.34000000 0.370258470125 Long STIV CORP US N 2 2021-11-10 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418NYJ3 1105.91000000 PA USD 1156.12000000 0.000856151547 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 4.50000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287Y109 7337.00000000 NS USD 841333.79000000 0.623040191438 Long EC CORP US N 1 N N N COMM Mortgage Trust 549300BCCWSDWINK2593 12626LBN1 120000.00000000 PA USD 127172.98000000 0.094176507287 Long ABS-MBS CORP US N 2 2050-08-10 Variable 4.72000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CAT2 169000.00000000 PA USD 183709.65000000 0.136044096725 Long DBT CORP US N 2 2046-09-01 Fixed 3.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828VB3 204000.00000000 PA USD 208295.16000000 0.154250617180 Long DBT UST US N 2 2023-05-15 Fixed 1.75000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AQ3 78000.00000000 PA USD 91628.87000000 0.067854719951 Long DBT CORP US N 2 2029-01-23 Fixed 4.75000000 N N N N N N Seagate Technology Holdings PLC 635400RUXIFEZSRU8X70 000000000 3654.00000000 NS USD 325461.78000000 0.241017028113 Long EC CORP IE N 1 N N N ALCON FINANCE CORP 549300CUZUI9VU7XNK42 01400EAA1 200000.00000000 PA USD 208305.23000000 0.154258074404 Long DBT CORP US N 2 2026-09-23 Fixed 2.75000000 N N N N N N Air Products and Chemicals Inc 7QEON6Y1RL5XR3R1W237 009158106 419.00000000 NS USD 125620.39000000 0.093026754380 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912810RK6 242000.00000000 PA USD 264800.94000000 0.196095331379 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAQ7 74000.00000000 PA USD 75983.70000000 0.056268866836 Long DBT CORP US N 2 2030-02-15 Fixed 2.72000000 N N N N N N Ventas Inc ORQTRC074CWLT3DKHT41 92276F100 4239.00000000 NS USD 226235.43000000 0.167536080557 Long EC US N 1 N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 26442UAE4 64000.00000000 PA USD 71329.57000000 0.052822303675 Long DBT CORP US N 2 2047-09-15 Fixed 3.60000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAD0 75000.00000000 PA USD 80642.43000000 0.059718836474 Long DBT CORP XX N 2 2030-05-01 Fixed 3.40000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAJ0 249000.00000000 PA USD 241928.79000000 0.179157620230 Long DBT UST US N 2 2025-08-31 Fixed 0.25000000 N N N N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556102 1511.00000000 NS USD 956568.77000000 0.708376148288 Long EC CORP US N 1 N N N New Residential Mortgage Loan Trust N/A 64829HAD9 29311.35000000 PA USD 30599.35000000 0.022660001426 Long ABS-MBS CORP US N 2 2056-09-25 Variable 3.25000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558BK8 24000.00000000 PA USD 28535.30000000 0.021131492620 Long DBT CORP US N 2 2047-03-01 Fixed 4.15000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SL3 301000.00000000 PA USD 303962.97000000 0.225096328318 Long DBT UST US N 2 2050-02-15 Fixed 2.00000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96950FAN4 28000.00000000 PA USD 35263.87000000 0.026114258783 Long DBT CORP US N 2 2044-03-04 Fixed 5.40000000 N N N N N N Arrow Electronics Inc 549300YNNLBXT8N8R512 042735BF6 83000.00000000 PA USD 89711.63000000 0.066434929624 Long DBT CORP US N 2 2028-01-12 Fixed 3.88000000 N N N N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599106 2688.00000000 NS USD 176198.40000000 0.130481725769 Long EC CORP US N 1 N N N CMS Energy Corp 549300IA9XFBAGNIBW29 125896BN9 26000.00000000 PA USD 33285.69000000 0.024649340031 Long DBT CORP US N 2 2044-03-01 Fixed 4.88000000 N N N N N N VB-S1 Issuer LLC N/A 91823AAG6 145000.00000000 PA USD 146009.27000000 0.108125508108 Long ABS-O CORP US N 2 2048-02-15 Fixed 3.41000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RT7 95000.00000000 PA USD 100169.34000000 0.074179268099 Long DBT UST US N 2 2046-08-15 Fixed 2.25000000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BR3 31000.00000000 PA USD 31854.02000000 0.023589133058 Long DBT CORP US N 2 2023-04-24 Fixed 2.50000000 N N N N N N EOG Resources Inc XWTZDRYZPBUHIQBKDB46 26875P101 2749.00000000 NS USD 254172.54000000 0.188224590361 Long EC CORP US N 1 N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 654106103 3961.00000000 NS USD 662635.69000000 0.490707341198 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 4.00000000 NC USD 44954.38000000 0.033290456004 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME E-Mini Standard & Poor's 500 Index Future ESZ1 Index 2021-12-17 874445.62000000 USD 44954.38000000 N N N WEYERHAEUSER CO 08IRJODWFYBI7QWRGS31 962166BY9 69000.00000000 PA USD 77447.81000000 0.057353096883 Long DBT US N 2 2030-04-15 Fixed 4.00000000 N N N N N N CORPORATE OFFICE PROP LP H0TWO5VRNEP6CQAWPX27 22003BAN6 25000.00000000 PA USD 24260.28000000 0.017965675068 Long DBT US N 2 2029-01-15 Fixed 2.00000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AL7 200000.00000000 PA USD 216750.49000000 0.160512115867 Long DBT CORP US N 2 2029-11-01 Fixed 4.25000000 N N N N N N HUNTINGTON INGALLS INDUS 5TZLZ6WJTBVJ0QWBG121 446413AX4 108000.00000000 PA USD 105911.80000000 0.078431781692 Long DBT CORP US N 2 2028-08-16 Fixed 2.04000000 N N N N N N State Street Global Advisors 5493008BJIBKQ5KTIF74 857492706 959270.00000000 NS USD 959270.00000000 0.710376513513 Long STIV RF US N 1 N N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 595112103 930.00000000 NS USD 64263.00000000 0.047589235447 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912810SC3 17000.00000000 PA USD 21174.30000000 0.015680387596 Long DBT UST US N 2 2048-05-15 Fixed 3.13000000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 969457100 11297.00000000 NS USD 317332.73000000 0.234997152377 Long EC CORP US N 1 N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCA5 40000.00000000 PA USD 45922.96000000 0.034007726933 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 723787AR8 90000.00000000 PA USD 86825.20000000 0.064297416640 Long DBT CORP US N 2 2031-01-15 Fixed 2.15000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967424 7976.00000000 NS USD 551620.16000000 0.408496050167 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912810QX9 153500.00000000 PA USD 173263.13000000 0.128308044877 Long DBT UST US N 2 2042-08-15 Fixed 2.75000000 N N N N N Linde PLC 8945002PAZHZLBGKGF02 000000000 789.00000000 NS USD 251848.80000000 0.186503771072 Long EC CORP IE N 1 N N N Chubb Ltd E0JAN6VLUDI1HITHT809 000000000 2108.00000000 NS USD 411861.04000000 0.304999019720 Long EC CORP CH N 1 N N N United States Treasury 254900HROIFWPRGM1V77 9128282A7 537000.00000000 PA USD 545243.79000000 0.403774101718 Long DBT UST US N 2 2026-08-15 Fixed 1.50000000 N N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 65480CAD7 100000.00000000 PA USD 97922.85000000 0.072515655421 Long DBT CORP US N 2 2028-09-15 Fixed 2.45000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCD1 424000.00000000 PA USD 422310.62000000 0.312737337616 Long DBT UST US N 2 2023-05-31 Fixed 0.13000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GFD1 110000.00000000 PA USD 156509.47000000 0.115901312071 Long DBT CORP US N 2 2037-10-01 Fixed 6.75000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761JVL0 61000.00000000 PA USD 65414.49000000 0.048441958301 Long DBT CORP US N 2 2024-10-23 Fixed 3.70000000 N N N N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 98389B100 724.00000000 NS USD 46763.16000000 0.034629927509 Long EC CORP US N 1 N N N PHYSICIANS REALTY LP 549300P6Q1UMT0X60U20 71951QAC6 94000.00000000 PA USD 93912.24000000 0.069545643695 Long DBT US N 2 2031-11-01 Fixed 2.63000000 N N N N N N Cheniere Energy Inc MIHC87W9WTYSYZWV1J40 16411R208 1000.00000000 NS USD 103400.00000000 0.076571696704 Long EC CORP US N 1 N N N SVB Financial Group 549300D2KJ20JMXE7542 78486Q101 210.00000000 NS USD 150654.00000000 0.111565110205 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912828ZR4 357000.00000000 PA USD 357055.78000000 0.264413606311 Long DBT UST US N 2 2022-05-31 Fixed 0.13000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030N101 12311.00000000 NS USD 633154.73000000 0.468875550795 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912810SU3 307000.00000000 PA USD 301579.53000000 0.223331298871 Long DBT UST US N 2 2051-02-15 Fixed 1.88000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017AX2 70000.00000000 PA USD 69274.54000000 0.051300474527 Long DBT CORP US N 2 2024-09-01 Fixed 0.98000000 N N N N N N Celanese Corp 549300FHJQTDPPN41627 150870103 730.00000000 NS USD 117902.30000000 0.087311210409 Long EC CORP US N 1 N N N PPG Industries Inc 549300BKPEP01R3V6C59 693506107 2578.00000000 NS USD 413949.46000000 0.306545575453 Long EC CORP US N 1 N N N New Residential Mortgage Loan Trust N/A 64829DAG1 32998.11000000 PA USD 34749.37000000 0.025733251646 Long ABS-MBS CORP US N 2 2054-11-25 Variable 3.75000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAK7 49000.00000000 PA USD 48372.57000000 0.035821757822 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 82652QAA9 137072.02000000 PA USD 136254.92000000 0.100902034900 Long ABS-O CORP US N 2 2037-11-20 Fixed 0.99000000 N N N N N N Fox Corp 549300DDU6FDRBIELS05 35137L105 488.00000000 NS USD 19393.12000000 0.014361354959 Long EC CORP US N 1 N N N NATIONAL RETAIL PROP INC 5493008JKH5SOTI0JS97 637417AN6 70000.00000000 PA USD 70854.95000000 0.052470829220 Long DBT US N 2 2030-04-15 Fixed 2.50000000 N N N N N N New Residential Mortgage Loan Trust N/A 64829JAA1 62365.86000000 PA USD 66224.45000000 0.049041764988 Long ABS-MBS CORP US N 2 2057-02-25 Variable 4.00000000 N N N N N N Sun Communities Inc 549300H5GEOJYN41ZG57 866674104 1063.00000000 NS USD 208326.74000000 0.154274003390 Long EC US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 9127965G0 225000.00000000 PA USD 224988.33000000 0.166612554803 Long STIV UST US N 2 2021-12-02 None 0.00000000 N N N N N N CLEAR CHANNEL WORLDWIDE N/A 18453HAA4 35000.00000000 PA USD 35917.00000000 0.026597926794 Long DBT CORP US N 2 2027-08-15 Fixed 5.13000000 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582BY7 30000.00000000 PA USD 34871.36000000 0.025823589957 Long DBT CORP NL N 2 2046-09-12 Fixed 3.75000000 N N N N N N Cintas Corp N/A 172908105 218.00000000 NS USD 94415.80000000 0.069918549339 Long EC CORP US N 1 N N N American Tower Trust I 5493004YGM0MQZJOEJ36 03027WAK8 120000.00000000 PA USD 127233.88000000 0.094221606091 Long DBT US N 2 2028-03-23 Fixed 3.65000000 N N N N N N FleetCor Technologies Inc 549300DG6RR0NQSFLN74 339041105 942.00000000 NS USD 233060.22000000 0.172590101350 Long EC CORP US N 1 N N N Medtronic PLC 549300GX3ZBSQWUXY261 000000000 5258.00000000 NS USD 630223.88000000 0.466705143085 Long EC CORP IE N 1 N N N Truist Financial Corp 549300DRQQI75D2JP341 89832Q109 5249.00000000 NS USD 333154.03000000 0.246713436565 Long EC CORP US N 1 N N N AMER AIRLINE 16-2 AA PTT N/A 023765AA8 49725.02000000 PA USD 50585.50000000 0.037460518023 Long DBT CORP US N 2 2028-06-15 Fixed 3.20000000 N N N N N N ZoomInfo Technologies Inc N/A 98980F104 1819.00000000 NS USD 122273.18000000 0.090548015996 Long EC CORP US N 1 N N N Advanced Micro Devices Inc R2I72C950HOYXII45366 007903107 5169.00000000 NS USD 621468.87000000 0.460221719774 Long EC CORP US N 1 N N N Cabot Oil & Gas Corp FCNMH6O7VWU7LHXMK351 127097103 993.00000000 NS USD 21170.76000000 0.015677766090 Long EC CORP US N 1 N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 882508104 4085.00000000 NS USD 765855.80000000 0.567145822404 Long EC CORP US N 1 N N N New Residential Advance Receivables Trust Advance 549300RNWDDBV4LFKJ17 62942QCW1 455000.00000000 PA USD 455273.86000000 0.337147890959 Long ABS-O CORP US N 2 2053-09-15 Fixed 1.48000000 N N N N N N Welk Resorts LLC 549300MEV7EEC7NFNW78 94945PAA3 36006.18000000 PA USD 36486.95000000 0.027019996799 Long ABS-O CORP US N 2 2033-06-15 Fixed 2.82000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174467X1 60000.00000000 PA USD 67585.11000000 0.050049386311 Long DBT CORP US N 2 2025-11-24 Fixed 5.00000000 N N N N N N PayPal Holdings Inc 5493005X2GO78EFZ3E94 70450Y103 1100.00000000 NS USD 255849.00000000 0.189466073791 Long EC CORP US N 1 N N N Impac CMB Trust N/A 45254NJV0 19602.46000000 PA USD 19977.74000000 0.014794288666 Long ABS-MBS CORP US N 2 2034-10-25 Floating 0.89000000 N N N N N N Centene Corp 549300Z7JJ4TQSQGT333 15135B101 2834.00000000 NS USD 201894.16000000 0.149510429263 Long EC CORP US N 1 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 3.00000000 NC USD -2818.92000000 -0.00208751921 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year US Treasury Note Future TUZ1 Comdty 2021-12-31 660568.92000000 USD -2818.92000000 N N N Mont Blanc Capital Corp 549300NC8BUDZTUFIQ67 6117P4YK0 333000.00000000 PA USD 332981.74000000 0.246585849161 Long STIV CORP US N 2 2021-11-19 None 0.00000000 N N N N N N EXPERIAN FINANCE PLC 635400RKRK5EGXSPC782 30217AAC7 200000.00000000 PA USD 205505.83000000 0.152185010499 Long DBT CORP GB N 2 2030-03-08 Fixed 2.75000000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K305 812.00000000 NS USD 2404267.04000000 1.780452674878 Long EC CORP US N 1 N N N CORPORATE OFFICE PROP LP H0TWO5VRNEP6CQAWPX27 22003BAL0 35000.00000000 PA USD 35594.22000000 0.026358895727 Long DBT US N 2 2026-03-15 Fixed 2.25000000 N N N N N N Estee Lauder Cos Inc/The 549300VFZ8XJ9NUPU221 518439104 823.00000000 NS USD 266923.59000000 0.197667235750 Long EC CORP US N 1 N N N Phillips 66 5493005JBO5YSIGK1814 718546104 456.00000000 NS USD 34099.68000000 0.025252131089 Long EC CORP US N 1 N N N Lloyds Bank PLC H7FNTJ4851HG0EXQ1Z70 53943RZ85 500000.00000000 PA USD 499950.00000000 0.370232299489 Long STIV CORP GB N 2 2021-12-08 None 0.00000000 N N N N N N Microchip Technology Inc 5493007PTFULNYZJ1R12 595017104 1998.00000000 NS USD 148031.82000000 0.109623284560 Long EC CORP US N 1 N N N BUNGE LTD FINANCE CORP 549300QHC068L40NNM71 120568BC3 94000.00000000 PA USD 94745.74000000 0.070162882662 Long DBT CORP US N 2 2031-05-14 Fixed 2.75000000 N N N N N N Prologis Inc 529900DFH19P073LZ636 74340W103 3853.00000000 NS USD 558530.88000000 0.413613705446 Long EC US N 1 N N N UMBS, TBA N/A 01F0226B6 2855000.00000000 PA USD 2931951.16000000 2.171223162230 Long ABS-MBS USGSE US N 2 2051-11-15 Fixed 2.50000000 N N N N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826C839 4376.00000000 NS USD 926705.52000000 0.686261257363 Long EC CORP US N 1 N N N Western Digital Corp 549300QQXOOYEF89IC56 958102AM7 120000.00000000 PA USD 131550.00000000 0.097417859781 Long DBT CORP US N 2 2026-02-15 Fixed 4.75000000 N N N N N N BMKAUPTHING BANK HF N/A 486MMB1E6 710000.00000000 PA USD 0.01000000 0.000000007405 Long DBT CORP US N 3 2020-02-28 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ELS79 10895.16000000 PA USD 12855.01000000 0.009519631787 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SH2 190300.00000000 PA USD 228226.20000000 0.169010322691 Long DBT UST US N 2 2049-05-15 Fixed 2.88000000 N N N N N N Eastman Chemical Co FDPVHDGJ1IQZFK9KH630 277432100 3374.00000000 NS USD 350997.22000000 0.259927008450 Long EC CORP US N 1 N N N General Electric Co 3C7474T6CDKPR9K6YT90 36962G4B7 2000.00000000 PA USD 3042.18000000 0.002252851878 Long DBT CORP US N 2 2039-01-10 Fixed 6.88000000 N N N N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 101137107 7328.00000000 NS USD 316056.64000000 0.234052158407 Long EC CORP US N 1 N N N FLOWSERVE CORPORATION 6Y0GK87T6V7NJKZJVM41 34355JAB4 77000.00000000 PA USD 75627.12000000 0.056004805563 Long DBT CORP US N 2 2032-01-15 Fixed 2.80000000 N N N N N N Zimmer Biomet Holdings Inc 2P2YLDVPES3BXQ1FRB91 98956P102 2563.00000000 NS USD 366816.56000000 0.271641841183 Long EC CORP US N 1 N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAG3 41000.00000000 PA USD 41102.50000000 0.030437989978 Long DBT CORP US N 2 2032-03-01 Fixed 3.50000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 036752103 1645.00000000 NS USD 715788.85000000 0.530069310699 Long EC CORP US N 1 N N N Lennar Corp 529900G61XVRLX5TJX09 526057104 3432.00000000 NS USD 342959.76000000 0.253974958650 Long EC CORP US N 1 N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAG6 120000.00000000 PA USD 129455.65000000 0.095866912654 Long DBT CORP KY N 2 2026-05-01 Fixed 4.38000000 N N N N N N NXP Semiconductors NV 724500M9BY5293JDF951 000000000 1888.00000000 NS USD 379223.68000000 0.280829793113 Long EC CORP NL N 1 N N N Leidos Holdings Inc 549300IUTGTP6EJP8124 525327102 2429.00000000 NS USD 242851.42000000 0.179840863408 Long EC CORP US N 1 N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 026874DC8 31000.00000000 PA USD 34636.42000000 0.025649607806 Long DBT CORP US N 2 2035-01-15 Fixed 3.88000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353AU2 34000.00000000 PA USD 44341.70000000 0.032836742782 Long DBT CORP GB N 2 2048-08-17 Fixed 4.38000000 N N N N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 74456QBL9 49000.00000000 PA USD 51764.61000000 0.038333694554 Long DBT CORP US N 2 2025-05-15 Fixed 3.00000000 N N N N N N Biogen Inc W8J5WZB5IY3K0NDQT671 09062X103 668.00000000 NS USD 178142.24000000 0.131921214424 Long EC CORP US N 1 N N N Fiserv Inc GI7UBEJLXYLGR2C7GV83 337738108 887.00000000 NS USD 87360.63000000 0.064693923251 Long EC CORP US N 1 N N N Edison International 549300I7ROF15MAEVP56 281020107 1122.00000000 NS USD 70607.46000000 0.052287553309 Long EC CORP US N 1 N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718109 6404.00000000 NS USD 915707.96000000 0.678117139096 Long EC CORP US N 1 N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668BN1 200000.00000000 PA USD 195558.00000000 0.144818257872 Long DBT CORP US N 2 2027-11-24 Fixed 1.63000000 N N N N N N UMBS, TBA N/A 01F0326B5 1121000.00000000 PA USD 1184669.30000000 0.877293407487 Long ABS-MBS USGSE US N 2 2051-11-15 Fixed 3.50000000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DM6 73000.00000000 PA USD 71605.73000000 0.053026810830 Long DBT US N 2 2031-02-01 Fixed 2.20000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AU0 41000.00000000 PA USD 45477.70000000 0.033677994692 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N Toll Brothers Inc 529900JB6IS9MSZGVR44 889478103 1666.00000000 NS USD 100243.22000000 0.074233979095 Long EC CORP US N 1 N N N 321 Henderson Receivables LLC N/A 46617FAA2 130761.86000000 PA USD 138228.74000000 0.102363724903 Long ABS-O CORP US N 2 2067-04-15 Fixed 3.22000000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 857477103 5380.00000000 NS USD 530199.00000000 0.392632853199 Long EC CORP US N 1 N N N Laurel Road Prime Student Loan Trust 549300XLHGW4YH0MCQ51 51888RAB6 23477.87000000 PA USD 23833.60000000 0.017649702036 Long ABS-O CORP US N 2 2043-05-26 Fixed 3.54000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138XCST0 21966.20000000 PA USD 23580.37000000 0.017462175433 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 3.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKC2 160000.00000000 PA USD 155681.81000000 0.115288397849 Long DBT CORP US N 2 2036-09-21 Fixed 2.48000000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661107 3896.00000000 NS USD 910962.72000000 0.674603105459 Long EC CORP US N 1 N N N COMM Mortgage Trust N/A 12624UAC8 86109.12000000 PA USD 85444.85000000 0.063275214111 Long ABS-MBS CORP US N 2 2028-02-10 Fixed 3.37000000 N N N N N N SENSATA TECH INC 5493002MMDDCUNV7NY90 81728UAA2 50000.00000000 PA USD 52769.24000000 0.039077661901 Long DBT CORP US N 2 2030-02-15 Fixed 4.38000000 N N N N N N Sprint Capital Corp 549300L17W0GQBR1PO80 852060AD4 24000.00000000 PA USD 30387.36000000 0.022503014637 Long DBT CORP US N 2 2028-11-15 Fixed 6.88000000 N N N N N N Workday Inc 549300J0DYC0N31V7G13 98138H101 847.00000000 NS USD 245613.06000000 0.181885964573 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ABBJ7 495.53000000 PA USD 495.95000000 0.000367270144 Long ABS-MBS USGSE US N 2 2041-03-01 Floating 2.13000000 N N N N N N Royal Caribbean Cruises Ltd K2NEH8QNVW44JIWK7Z55 000000000 457.00000000 NS USD 38584.51000000 0.028573321056 Long EC CORP LR N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746TD3 35000.00000000 PA USD 35656.25000000 0.026404831340 Long DBT CORP US N 2 2026-03-15 Fixed 3.90000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844108 1587.00000000 NS USD 465070.35000000 0.344402570466 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 9128284V9 204000.00000000 PA USD 223180.78000000 0.165273994161 Long DBT UST US N 2 2028-08-15 Fixed 2.88000000 N N N N N N Ocwen Master Advance Receivables Trust 549300THGK42AVJMPW70 67575NBW2 118000.00000000 PA USD 117963.61000000 0.087356612833 Long ABS-O CORP US N 2 2052-08-15 Fixed 1.28000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918104 18298.00000000 NS USD 6067982.76000000 4.493575778570 Long EC CORP US N 1 N N N Magna International Inc 95RWVLFZX6VGDZNNTN43 559222401 1885.00000000 NS USD 153250.50000000 0.113487918817 Long EC CORP CA N 1 N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BFY1 167000.00000000 PA USD 183159.38000000 0.135636600520 Long DBT CORP US N 2 2026-06-03 Fixed 4.10000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9127964W6 125000.00000000 PA USD 124999.71000000 0.092567116849 Long STIV UST US N 2 2021-11-04 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810PZ5 347477.51000000 PA USD 446909.01000000 0.330953396209 Long DBT UST US N 2 2029-01-15 Fixed 2.50000000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887109 905.00000000 NS USD 216828.95000000 0.160570218530 Long EC CORP US N 1 N N N Towd Point Mortgage Trust N/A 89175MAA1 124749.83000000 PA USD 129928.71000000 0.096217231869 Long ABS-MBS CORP US N 2 2058-05-25 Variable 3.75000000 N N N N N N Dollar Tree Inc 549300PMSTQITB1WHR43 256746108 1459.00000000 NS USD 157221.84000000 0.116428849591 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912828U65 103000.00000000 PA USD 103137.22000000 0.076377097956 Long DBT UST US N 2 2021-11-30 Fixed 1.75000000 N N N N N N Victory Receivables Corp 549300D0F37QF0LP7F94 92646KY89 250000.00000000 PA USD 249993.96000000 0.185130190357 Long STIV CORP US N 2 2021-11-08 None 0.00000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BX6 28000.00000000 PA USD 31026.24000000 0.022976129972 Long DBT CORP US N 2 2029-06-15 Fixed 4.13000000 N N N N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866F104 1964.00000000 NS USD 271935.44000000 0.201378704398 Long EC CORP US N 1 N N N Applied Materials Inc 41BNNE1AFPNAZELZ6K07 038222105 4141.00000000 NS USD 565867.65000000 0.419046867218 Long EC CORP US N 1 N N N America Movil SAB de CV 5493000FNR3UCEAONM59 02364WBD6 200000.00000000 PA USD 203354.87000000 0.150592141479 Long DBT CORP MX N 2 2022-07-16 Fixed 3.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SX7 95000.00000000 PA USD 104262.50000000 0.077210411292 Long DBT UST US N 2 2051-05-15 Fixed 2.38000000 N N N N N N Natixis SA/New York NY 2549003L5ZG5M2ZSE107 63873JZ29 350000.00000000 PA USD 349973.55000000 0.259168941247 Long STIV CORP FR N 2 2021-12-02 None 0.00000000 N N N N N N Moderna Inc 549300EI6OKH5K5Q2G38 60770K107 318.00000000 NS USD 109776.78000000 0.081293948774 Long EC CORP US N 1 N N N FAIRFAX FINL HLDGS LTD GLS7OQD0WOEDI8YAP031 303901BH4 151000.00000000 PA USD 155931.73000000 0.115473473269 Long DBT CORP CA Y 2 2031-03-03 Fixed 3.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAE1 462000.00000000 PA USD 428378.67000000 0.317230963188 Long DBT UST US N 2 2030-08-15 Fixed 0.63000000 N N N N N N Manhattan Asset Funding Co LLC 549300S0NSJYSOB32S63 56274MAR3 535000.00000000 PA USD 534831.30000000 0.396063250400 Long STIV CORP US N 2 2022-01-25 None 0.00000000 N N N N N N D.R. HORTON INC 529900ZIUEYVSB8QDD25 23331ABE8 74000.00000000 PA USD 75684.39000000 0.056047216211 Long DBT CORP US N 2 2022-09-15 Fixed 4.38000000 N N N N N N Trane Technologies PLC 549300BURLR9SLYY2705 000000000 2843.00000000 NS USD 514383.99000000 0.380921226999 Long EC CORP IE N 1 N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CAN5 7000.00000000 PA USD 7417.00000000 0.005492575188 Long DBT CORP US N 2 2024-04-15 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MY63 14680.65000000 PA USD 17350.06000000 0.012848390059 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 6.00000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036P108 1220.00000000 NS USD 264508.20000000 0.195878546094 Long EC CORP US N 1 N N N NVIDIA Corp 549300S4KLFTLO7GSQ80 67066G104 4871.00000000 NS USD 1245368.57000000 0.922243563121 Long EC CORP US N 1 N N N Best Buy Co Inc HL5XPTVRV0O8TUN5LL90 086516101 3112.00000000 NS USD 380410.88000000 0.281708960602 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GH22 32988.92000000 PA USD 38015.37000000 0.028151850887 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 5.50000000 N N N N N N Chevron Corp N/A 166764100 4364.00000000 NS USD 499634.36000000 0.369998555868 Long EC CORP US N 1 N N N Johnson Controls International plc 549300XQ6S1GYKGBL205 000000000 4263.00000000 NS USD 312776.31000000 0.231622947248 Long EC CORP IE N 1 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFW9 105000.00000000 PA USD 99553.90000000 0.073723510991 Long DBT CORP US N 2 2056-10-30 Fixed 2.99000000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HAT4 65000.00000000 PA USD 69704.47000000 0.051618854310 Long DBT CORP IT N 2 2024-06-26 Fixed 5.02000000 N N N N N N Cedar Springs Capital Co LLC N/A 15060XYF3 250000.00000000 PA USD 249989.26000000 0.185126709825 Long STIV CORP US N 2 2021-11-15 None 0.00000000 N N N N N N Morgan Stanley ReRemic Trust N/A 61763PAG8 8316.38000000 PA USD 8295.34000000 0.006143019908 Long ABS-MBS CORP US N 2 2048-07-26 Variable 3.00000000 N N N N N N Entergy Corp 4XM3TW50JULSLG8BNC79 29364G103 3346.00000000 NS USD 344704.92000000 0.255267317085 Long EC CORP US N 1 N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 026874DN4 46000.00000000 PA USD 52374.59000000 0.038785408321 Long DBT CORP US N 2 2029-03-15 Fixed 4.25000000 N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BS1 122000.00000000 PA USD 121791.38000000 0.090191224473 Long DBT CORP US N 2 2032-04-15 Fixed 2.70000000 N N N N N N MVW Owner Trust N/A 553894AA4 13887.58000000 PA USD 14000.24000000 0.010367718869 Long ABS-O CORP US N 2 2033-12-20 Fixed 2.25000000 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233JAR5 8000.00000000 PA USD 8094.91000000 0.005994593746 Long DBT CORP US N 2 2022-06-01 Fixed 4.10000000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K107 621.00000000 NS USD 1841519.61000000 1.363716451174 Long EC CORP US N 1 N N N EXPEDIA GROUP INC N/A 30212PBH7 22000.00000000 PA USD 22214.43000000 0.016450644065 Long DBT CORP US N 2 2031-03-15 Fixed 2.95000000 N N N N N N Countrywide Alternative Loan Trust N/A 02151BBG2 147641.34000000 PA USD 83862.58000000 0.062103482017 Long ABS-MBS CORP US N 2 2037-09-25 Fixed 6.50000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAF7 15000.00000000 PA USD 20436.71000000 0.015134173691 Long DBT CORP US N 2 2043-10-02 Fixed 6.25000000 N N N N N N CROWN CASTLE TOWERS LLC N/A 22822RBF6 105000.00000000 PA USD 107303.39000000 0.079462307876 Long DBT CORP US N 2 2023-07-15 Fixed 3.72000000 N N N N N N Trafigura Securitisation Finance Plc N/A 892725AS1 130000.00000000 PA USD 128457.55000000 0.095127781024 Long ABS-O CORP IE N 2 2025-01-15 Fixed 1.08000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KFF6 5102.94000000 PA USD 6030.70000000 0.004465966453 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 6.00000000 N N N N N N BorgWarner Inc 549300DSFX2IE88NSX47 099724AJ5 36000.00000000 PA USD 38164.40000000 0.028262213362 Long DBT CORP US N 2 2025-03-15 Fixed 3.38000000 N N N N N N O'Reilly Automotive Inc 549300K2RLMQL149Q332 67103H107 851.00000000 NS USD 529594.32000000 0.392185064286 Long EC CORP US N 1 N N N CVS Health Corp 549300EJG376EN5NQE29 126650100 1729.00000000 NS USD 154365.12000000 0.114313338010 Long EC CORP US N 1 N N N DuPont de Nemours Inc 5493004JF0SDFLM8GD76 26614N102 3221.00000000 NS USD 224181.60000000 0.166015140056 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416TL56 21278.02000000 PA USD 23881.26000000 0.017684996108 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 5.00000000 N N N N N N Illumina Inc SQ95QG8SR5Q56LSNF682 452327109 390.00000000 NS USD 161873.40000000 0.119873509567 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912828XB1 110000.00000000 PA USD 114576.17000000 0.084848082579 Long DBT UST US N 2 2025-05-15 Fixed 2.13000000 N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687106 1148.00000000 NS USD 194092.36000000 0.143732894801 Long EC CORP US N 1 N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17326QAA1 45884.68000000 PA USD 46875.93000000 0.034713438053 Long ABS-MBS CORP US N 2 2064-09-25 Variable 3.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746RG8 40000.00000000 PA USD 42646.40000000 0.031581307604 Long DBT CORP US N 2 2024-06-15 Fixed 5.90000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JG3 69000.00000000 PA USD 65933.04000000 0.048825964619 Long DBT CORP US N 2 2031-02-01 Fixed 2.50000000 N N N N N N Entergy Arkansas LLC 549300A0I5ONUIFMLP35 29364DAS9 48000.00000000 PA USD 51030.12000000 0.037789776319 Long DBT CORP US N 2 2024-06-01 Fixed 3.70000000 N N N N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 87612E106 1866.00000000 NS USD 484450.92000000 0.358754631665 Long EC CORP US N 1 N N N GLOBAL ATLANTIC FIN CO N/A 37959GAB3 159000.00000000 PA USD 159613.26000000 0.118199788536 Long DBT CORP US N 2 2031-06-15 Fixed 3.13000000 N N N N N N Black Hills Corp 3MGELCRSTNSAMJ962671 092113AH2 71000.00000000 PA USD 75472.79000000 0.055890518232 Long DBT CORP US N 2 2023-11-30 Fixed 4.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBL4 835000.00000000 PA USD 805775.00000000 0.596707532995 Long DBT UST US N 2 2031-02-15 Fixed 1.13000000 N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AY5 200000.00000000 PA USD 199036.54000000 0.147394251198 Long DBT CORP IT N 2 2032-06-03 Fixed 3.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828J27 93000.00000000 PA USD 96483.87000000 0.071450035110 Long DBT UST US N 2 2025-02-15 Fixed 2.00000000 N N N N N N Britannia Funding Co LLC 549300X2ZBE7GS6QP587 11042MBA5 350000.00000000 PA USD 349823.05000000 0.259057490180 Long STIV CORP US N 2 2022-02-10 None 0.00000000 N N N N N N New Residential Advance Receivables Trust Advance N/A 62942QCR2 200000.00000000 PA USD 199196.78000000 0.147512915112 Long ABS-O CORP US N 2 2053-08-15 Fixed 1.43000000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAJ9 56000.00000000 PA USD 59465.60000000 0.044036575314 Long DBT CORP US N 2 2030-05-01 Fixed 3.20000000 N N N N N N New Residential Mortgage Loan Trust N/A 64828MAA5 108445.75000000 PA USD 115416.33000000 0.085470253534 Long ABS-MBS CORP US N 2 2057-04-25 Variable 4.00000000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216100 12854.00000000 NS USD 724579.98000000 0.536579482266 Long EC CORP US N 1 N N N Fortinet Inc 549300O0QJWDBAS0QX03 34959E109 295.00000000 NS USD 99220.30000000 0.073476467296 Long EC CORP US N 1 N N N Lyft Inc 549300H7I5VN334XVZ52 55087P104 2247.00000000 NS USD 103069.89000000 0.076327237489 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416CCW4 13251.57000000 PA USD 14873.45000000 0.011014364626 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 5.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828Z94 237300.00000000 PA USD 237661.51000000 0.175997534448 Long DBT UST US N 2 2030-02-15 Fixed 1.50000000 N N N N N N DTE Electric Co 9N0FWODEJVKHC2DYLO03 23338VAD8 139000.00000000 PA USD 170238.82000000 0.126068426424 Long DBT CORP US N 2 2044-07-01 Fixed 4.30000000 N N N N N N Mont Blanc Capital Corp 549300NC8BUDZTUFIQ67 6117P5AL1 275000.00000000 PA USD 274920.75000000 0.203589441843 Long STIV CORP US N 2 2022-01-20 None 0.00000000 N N N N N N Stanley Black & Decker Inc 549300DJ09SMTO561131 854502101 2501.00000000 NS USD 449504.73000000 0.332875627201 Long EC CORP US N 1 N N N Citigroup Commercial Mortgage Trust N/A 17323CAK3 157700.00000000 PA USD 163937.29000000 0.121401899887 Long ABS-MBS CORP US N 2 2048-02-10 Fixed 3.77000000 N N N N N N SMITH & NEPHEW PLC 213800ZTMDN8S67S1H61 83192PAA6 71000.00000000 PA USD 69053.57000000 0.051136837701 Long DBT CORP GB N 2 2030-10-14 Fixed 2.03000000 N N N N N N KEYSIGHT TECHNOLOGIES 549300GLKVIO8YRCYN02 49338LAE3 86000.00000000 PA USD 97313.19000000 0.072064178626 Long DBT CORP US N 2 2027-04-06 Fixed 4.60000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHD4 134000.00000000 PA USD 143304.37000000 0.106122425106 Long DBT CORP US N 2 2028-12-20 Fixed 3.42000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CT5 65000.00000000 PA USD 66316.67000000 0.049110057462 Long DBT CORP US N 2 2027-02-21 Fixed 2.20000000 N N N N N LMA-Americas LLC N/A 53944QYH7 475000.00000000 PA USD 474976.69000000 0.351738598144 Long STIV CORP US N 2 2021-11-17 None 0.00000000 N N N N N N COMM Mortgage Trust N/A 12624NAC4 132000.00000000 PA USD 131262.90000000 0.097205251134 Long ABS-MBS CORP US N 2 2030-10-05 Fixed 3.40000000 N N N N N N BB-UBS Trust N/A 05490AAA1 41795.96000000 PA USD 41830.78000000 0.030977309468 Long ABS-MBS CORP US N 2 2030-06-05 Fixed 2.89000000 N N N N N N UMBS, TBA N/A 01F0224B8 319000.00000000 PA USD 331367.48000000 0.245390427235 Long ABS-MBS USGSE US N 2 2036-11-15 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419B6K6 4087.91000000 PA USD 4326.61000000 0.003204021940 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SD1 108100.00000000 PA USD 131839.77000000 0.097632445667 Long DBT UST US N 2 2048-08-15 Fixed 3.00000000 N N N N N N Lam Research Corp 549300I4GMO6D34U1T02 512807AS7 70000.00000000 PA USD 76869.09000000 0.056924532353 Long DBT CORP US N 2 2026-03-15 Fixed 3.75000000 N N N N N N Host Hotels & Resorts Inc N6EL63S0K3PB1YFTDI24 44107P104 4082.00000000 NS USD 68700.06000000 0.050875049882 Long EC US N 1 N N N SBA Tower Trust N/A 78403DAN0 300000.00000000 PA USD 311190.99000000 0.230448956511 Long DBT US N 2 2025-01-15 Fixed 2.84000000 N N N N N N Ionic Capital III Trust 254900X889N3JUSUDE39 46220WY59 250000.00000000 PA USD 249995.87000000 0.185131604786 Long STIV CORP US N 2 2021-11-05 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796A90 225000.00000000 PA USD 224969.58000000 0.166598669704 Long STIV UST US N 2 2021-12-30 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128285M8 260500.00000000 PA USD 289857.13000000 0.214650408567 Long DBT UST US N 2 2028-11-15 Fixed 3.13000000 N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBR5 128000.00000000 PA USD 125717.44000000 0.093098623656 Long DBT CORP US N 2 2028-03-25 Fixed 2.26000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128285Z9 282000.00000000 PA USD 294029.06000000 0.217739883989 Long DBT UST US N 2 2024-01-31 Fixed 2.50000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBL6 83000.00000000 PA USD 78813.91000000 0.058364746736 Long DBT CORP US N 2 2032-02-04 Fixed 2.45000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17322AAD4 65000.00000000 PA USD 68845.79000000 0.050982968580 Long ABS-MBS CORP US N 2 2047-03-10 Fixed 4.02000000 N N N N N N HEALTH CARE SERVICE CORP 549300TMJ1FKCKECR148 42218SAF5 75000.00000000 PA USD 74638.72000000 0.055272857158 Long DBT CORP US N 2 2030-06-01 Fixed 2.20000000 N N N N N N 321 Henderson Receivables LLC N/A 46616YAA2 126140.45000000 PA USD 139471.65000000 0.103284147800 Long ABS-O CORP US N 2 2059-10-15 Fixed 3.84000000 N N N N N N CYRUSONE LP/CYRUSONE FIN N/A 23283PAQ7 61000.00000000 PA USD 63701.08000000 0.047173111967 Long DBT US N 2 2024-11-15 Fixed 2.90000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAZ2 28000.00000000 PA USD 34443.77000000 0.025506943034 Long DBT CORP US N 2 2043-10-01 Fixed 5.95000000 N N N N N N BIOGEN INC W8J5WZB5IY3K0NDQT671 09062XAH6 42000.00000000 PA USD 41380.51000000 0.030643867129 Long DBT CORP US N 2 2030-05-01 Fixed 2.25000000 N N N N N N Towd Point Mortgage Trust N/A 89176EAA8 66965.99000000 PA USD 67943.58000000 0.050314847202 Long ABS-MBS CORP US N 2 2058-01-25 Variable 3.00000000 N N N N N N TJX Cos Inc/The V167QI9I69W364E2DY52 872540109 4450.00000000 NS USD 291430.50000000 0.215815549867 Long EC CORP US N 1 N N N SBA Tower Trust N/A 78403DAM2 78000.00000000 PA USD 78738.39000000 0.058308821257 Long DBT CORP US N 2 2023-03-15 Fixed 3.45000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CR9 63000.00000000 PA USD 67354.56000000 0.049878655125 Long DBT CORP US N 2 2026-12-08 Fixed 4.35000000 N N N N N N Berkshire Hathaway Inc 5493000C01ZX7D35SD85 084670702 3851.00000000 NS USD 1105275.51000000 0.818499237196 Long EC CORP US N 1 N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233JAS3 20000.00000000 PA USD 27378.33000000 0.020274711615 Long DBT CORP US N 2 2042-06-01 Fixed 5.30000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAG4 200000.00000000 PA USD 196353.45000000 0.145407319344 Long DBT CORP ES N 2 2030-12-03 Fixed 2.75000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17322AAC6 23006.67000000 PA USD 24065.33000000 0.017821307058 Long ABS-MBS CORP US N 2 2047-03-10 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410FRW7 51574.09000000 PA USD 60266.58000000 0.044629731964 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 5.50000000 N N N N N N GXO LOGISTICS INC 5493007CNWMXN78JRN66 36262GAC5 153000.00000000 PA USD 151278.75000000 0.112027761728 Long DBT CORP US N 2 2031-07-15 Fixed 2.65000000 N N N N N N NBCUniversal Media LLC VTBDOQJ6KOGQ6K786R46 63946BAJ9 24000.00000000 PA USD 29034.66000000 0.021501288002 Long DBT CORP US N 2 2043-01-15 Fixed 4.45000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110L106 1094.00000000 NS USD 755199.14000000 0.559254153764 Long EC CORP US N 1 N N N Kimco Realty Corp 549300EA7I6T15IBYS12 49446R109 5502.00000000 NS USD 124345.20000000 0.092082426895 Long EC US N 1 N N N IndyMac INDX Mortgage Loan Trust N/A 45669JAC9 92106.46000000 PA USD 80017.44000000 0.059256007221 Long ABS-MBS CORP US N 2 2037-08-25 Variable 3.08000000 N N N N N N Intuitive Surgical Inc 54930052SRG011710797 46120E602 421.00000000 NS USD 152035.73000000 0.112588334678 Long EC CORP US N 1 N N N CARLISLE COS INC XR64VGX1ZPX6G7ZN7Z11 142339AL4 77000.00000000 PA USD 74373.18000000 0.055076214524 Long DBT CORP US N 2 2032-03-01 Fixed 2.20000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 91533BAC4 76000.00000000 PA USD 76760.03000000 0.056843769208 Long DBT CORP US N 2 2027-06-22 Fixed 2.30000000 N N N N N N Mastercard Inc AR5L2ODV9HN37376R084 57636Q104 2978.00000000 NS USD 999178.56000000 0.739930344772 Long EC CORP US N 1 N N N BOARDWALK PIPELINES LP 549300W6AQ2GHHCGL606 096630AH1 46000.00000000 PA USD 47795.57000000 0.035394467019 Long DBT CORP US N 2 2031-02-15 Fixed 3.40000000 N N N N N N Southwest Airlines Co UDTZ87G0STFETI6HGH41 844741108 4179.00000000 NS USD 197583.12000000 0.146317937509 Long EC CORP US N 1 N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 871829BC0 104000.00000000 PA USD 111446.12000000 0.082530159569 Long DBT CORP US N 2 2026-07-15 Fixed 3.30000000 N N N N N N Booz Allen Hamilton Holding Corp 529900JPV47PIUWMA015 099502106 1153.00000000 NS USD 100149.58000000 0.074164635056 Long EC CORP US N 1 N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDT5 17000.00000000 PA USD 16368.37000000 0.012121410669 Long DBT CORP US N 2 2056-11-01 Fixed 2.94000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505104 10024.00000000 NS USD 478946.72000000 0.354678558812 Long EC CORP US N 1 N N N RACKSPACE TECHNOLOGY 549300QTYCKLMFSE8I97 750098AB1 78000.00000000 PA USD 74517.30000000 0.055182940955 Long DBT CORP US N 2 2028-02-15 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796J59 495000.00000000 PA USD 494966.82000000 0.366542062085 Long STIV UST US N 2 2021-12-09 None 0.00000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DP2 50000.00000000 PA USD 47864.07000000 0.035445193917 Long DBT CORP US N 2 2040-08-21 Fixed 2.70000000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBD2 12000.00000000 PA USD 12185.76000000 0.009024026294 Long DBT CORP KY N 2 2031-01-15 Fixed 4.13000000 N N N N N N Tesla Inc 54930043XZGB27CTOV49 88160R101 1679.00000000 NS USD 1870406.00000000 1.385107939511 Long EC CORP US N 1 N N N US Bancorp N1GZ7BBF3NP8GI976H15 902973304 7777.00000000 NS USD 469497.49000000 0.347681038758 Long EC CORP US N 1 N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBQ9 200000.00000000 PA USD 201732.33000000 0.149390587893 Long DBT CORP IT N 2 2032-06-01 Fixed 4.20000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137B4WB8 50000.00000000 PA USD 51835.08000000 0.038385880313 Long ABS-MBS USGSE US N 2 2023-07-25 Variable 3.06000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAH4 147000.00000000 PA USD 163166.75000000 0.120831285233 Long DBT CORP US N 2 2024-12-15 Fixed 5.50000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076102 1741.00000000 NS USD 647199.34000000 0.479276127365 Long EC CORP US N 1 N N N Baidu Inc 254900AL64IANZYI1E02 056752AM0 200000.00000000 PA USD 214625.95000000 0.158938811878 Long DBT CORP KY N 2 2024-05-14 Fixed 4.38000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140100 1902.00000000 NS USD 93198.00000000 0.069016721367 Long EC CORP US N 1 N N N Carlisle Cos Inc XR64VGX1ZPX6G7ZN7Z11 142339AH3 72000.00000000 PA USD 78681.97000000 0.058267040066 Long DBT CORP US N 2 2027-12-01 Fixed 3.75000000 N N N N N N Camden Property Trust 5493002MYX22OHYJBD89 133131102 1482.00000000 NS USD 241714.20000000 0.178998708041 Long EC US N 1 N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FBU61 126696.06000000 PA USD 133119.73000000 0.098580305521 Long ABS-MBS USGSE US N 2 2027-06-25 Fixed 2.89000000 N N N N N N Koninklijke Philips NV H1FJE8H61JGM1JSGM897 500472AE5 37000.00000000 PA USD 47764.22000000 0.035371251132 Long DBT CORP NL N 2 2042-03-15 Fixed 5.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QW1 58000.00000000 PA USD 67961.95000000 0.050328450897 Long DBT UST US N 2 2042-05-15 Fixed 3.00000000 N N N N N N Credit Suisse Mortgage Trust N/A 12657GAA3 169554.38000000 PA USD 170491.68000000 0.126255679028 Long ABS-MBS CORP US N 2 2060-10-25 Variable 2.00000000 N N N N N N Evergy Inc 549300PGTHDQY6PSUI61 30034W106 3729.00000000 NS USD 237723.75000000 0.176043625573 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378BM71 91196.44000000 PA USD 1959.19000000 0.001450855923 Long ABS-MBS USGA US N 2 2053-02-16 Variable 0.67000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417SBN9 39897.66000000 PA USD 45292.30000000 0.033540698826 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5.00000000 N N N N N N BXG Receivables Note Trust 549300R4HW4HQYM9LE23 05606XAA2 21498.75000000 PA USD 21655.82000000 0.016036971769 Long ABS-O CORP US N 2 2030-05-02 Fixed 2.88000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824100 4180.00000000 NS USD 538760.20000000 0.398972752713 Long EC CORP US N 1 N N N FedEx Corp 549300E707U7WNPZN687 31428X106 1133.00000000 NS USD 266855.49000000 0.197616805068 Long EC CORP US N 1 N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAJ9 49000.00000000 PA USD 50715.00000000 0.037556417778 Long DBT CORP US N 2 2028-06-15 Fixed 4.38000000 N N N N N N SBA TOWER TRUST N/A 78403DAP5 56000.00000000 PA USD 56759.73000000 0.042032773989 Long DBT US N 2 2026-01-15 Fixed 1.88000000 N N N N N N Anglesea Funding LLC 549300JC7SH8MD7E2Z33 0347M2Z25 525000.00000000 PA USD 524951.90000000 0.388747172833 Long STIV CORP IE N 2 2021-12-02 None 0.00000000 N N N N N N SBA Communications Corp 5299001HX8ZN8Y8QIT49 78410G104 415.00000000 NS USD 143311.95000000 0.106128038389 Long EC US N 1 N N N Towd Point Mortgage Trust N/A 89173FAA8 40120.40000000 PA USD 40624.50000000 0.030084012502 Long ABS-O CORP US N 2 2056-10-25 Variable 2.75000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AHAG5 36278.03000000 PA USD 37798.40000000 0.027991176215 Long ABS-MBS USGSE US N 2 2023-10-25 Variable 3.33000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FWG79 245000.00000000 PA USD 240028.80000000 0.177750604195 Long ABS-MBS USGSE US N 2 2030-06-25 Fixed 1.38000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBF5 133000.00000000 PA USD 154852.55000000 0.114674298766 Long DBT CORP US N 2 2045-03-15 Fixed 5.15000000 N N N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 701094104 1061.00000000 NS USD 314681.99000000 0.233034176948 Long EC CORP US N 1 N N N UMBS, TBA N/A 01F0206B0 1499000.00000000 PA USD 1498707.22000000 1.109850625706 Long ABS-MBS USGSE US N 2 2051-11-15 Fixed 2.00000000 N N N N N N HOLCIM FINANCE US LLC 529900FB2F1WKLFNGY62 50587KAB7 200000.00000000 PA USD 253000.33000000 0.187356523547 Long DBT CORP US N 2 2046-09-22 Fixed 4.75000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141G104 1164.00000000 NS USD 481139.40000000 0.356302323106 Long EC CORP US N 1 N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604BY8 91000.00000000 PA USD 115761.79000000 0.085726080017 Long DBT CORP US N 2 2050-05-01 Fixed 4.35000000 N N N N N N Starbird Funding Corp 549300A8DDPP6QJBB522 85520LY25 450000.00000000 PA USD 449995.85000000 0.333239320544 Long STIV CORP US N 2 2021-11-02 None 0.00000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAV3 60000.00000000 PA USD 61500.00000000 0.045543127149 Long DBT CORP US N 2 2030-02-15 Fixed 3.38000000 N N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26884TAL6 111000.00000000 PA USD 118850.93000000 0.088013707591 Long DBT CORP US N 2 2024-11-15 Fixed 3.85000000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAL7 200000.00000000 PA USD 225232.42000000 0.166793312883 Long DBT CORP US N 2 2028-12-15 Fixed 4.38000000 N N N N N N INFOR INC 549300Q3IIYBYI4RHD64 45674CAA1 68000.00000000 PA USD 68540.56000000 0.050756933967 Long DBT CORP US N 2 2025-07-15 Fixed 1.75000000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671D857 2584.00000000 NS USD 97468.48000000 0.072179176873 Long EC CORP US N 1 N N N CenterPoint Energy Inc 21TPXMRRHFKOBHDC8J74 15189T107 12100.00000000 NS USD 315084.00000000 0.233331880892 Long EC CORP US N 1 N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DQ8 67000.00000000 PA USD 64024.99000000 0.047412979842 Long DBT CORP US N 2 2030-11-13 Fixed 1.45000000 N N N N N Accelerated Assets N/A 00439KAA4 78235.87000000 PA USD 77497.82000000 0.057390131221 Long ABS-O CORP US N 2 2040-10-20 Fixed 1.35000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBP0 193000.00000000 PA USD 199347.66000000 0.147624647583 Long DBT CORP US N 2 2031-05-13 Fixed 2.96000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAZ8 160000.00000000 PA USD 165969.67000000 0.122906955834 Long DBT CORP IE N 2 2041-10-29 Fixed 3.85000000 N N N N N N Dexcom Inc 549300YSK3QDSFR5EU59 252131107 197.00000000 NS USD 122772.37000000 0.090917685486 Long EC CORP US N 1 N N N New Residential Mortgage Loan Trust N/A 64828AAA1 17423.41000000 PA USD 18185.29000000 0.013466910158 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 89179JAA4 160110.36000000 PA USD 161028.58000000 0.119247887702 Long ABS-O CORP US N 2 2060-10-25 Fixed 1.75000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAY5 47000.00000000 PA USD 50117.12000000 0.037113664529 Long DBT CORP US N 2 2026-05-14 Fixed 3.20000000 N N N N N N La Fayette Asset Securitization LLC 549300WQLPP9XYITNS62 50286LZG1 450000.00000000 PA USD 449938.80000000 0.333197072814 Long STIV CORP US N 2 2021-12-16 None 0.00000000 N N N N N N FirstEnergy Corp 549300SVYJS666PQJH88 337932107 1949.00000000 NS USD 75094.97000000 0.055610727919 Long EC CORP US N 1 N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BK0 145000.00000000 PA USD 149226.75000000 0.110508176413 Long DBT CORP US N 2 2026-06-01 Fixed 4.00000000 N N N N N N ELEMENT FLEET MANAGEMENT 5493000PGBS1C22ELQ16 286181AD4 56000.00000000 PA USD 60037.74000000 0.044460267099 Long DBT CORP CA N 2 2025-06-15 Fixed 3.85000000 N N N N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199105 2042.00000000 NS USD 698997.02000000 0.517634311532 Long EC CORP US N 1 N N N Analog Devices Inc GYVOE5EZ4GDAVTU4CQ61 032654105 3189.00000000 NS USD 553259.61000000 0.409710126262 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912828VS6 651000.00000000 PA USD 674751.33000000 0.499679440922 Long DBT UST US N 2 2023-08-15 Fixed 2.50000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBN4 52000.00000000 PA USD 58949.26000000 0.043654205586 Long DBT CORP US N 2 2030-04-02 Fixed 4.91000000 N N N N N N New Residential Mortgage Loan Trust N/A 64830WAD3 139758.91000000 PA USD 145768.32000000 0.107947075320 Long ABS-MBS CORP US N 2 2058-12-25 Variable 3.50000000 N N N N N N JEFFERIES GRP LLC / CAP N/A 47233JGT9 102000.00000000 PA USD 100183.17000000 0.074189509749 Long DBT CORP US N 2 2031-10-15 Fixed 2.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828YB0 342000.00000000 PA USD 346101.33000000 0.256301412665 Long DBT UST US N 2 2029-08-15 Fixed 1.63000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114CD8 20000.00000000 PA USD 26926.97000000 0.019940462088 Long DBT CORP US N 2 2037-04-01 Fixed 5.75000000 N N N N N N Life Storage LP X0MIGH67XZCB7HL1A534 53227JAB0 47000.00000000 PA USD 52217.69000000 0.038669217807 Long DBT US N 2 2029-06-15 Fixed 4.00000000 N N N N N N Facebook Inc BQ4BKCS1HXDV9HN80Z93 30303M102 5100.00000000 NS USD 1650207.00000000 1.222042068693 Long EC CORP US N 1 N N N Sprint Corp 549300ZTTY7CXOLJ6539 85207UAF2 42000.00000000 PA USD 46567.50000000 0.034485033716 Long DBT CORP US N 2 2023-09-15 Fixed 7.88000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081103 2151.00000000 NS USD 94084.74000000 0.069673386612 Long EC CORP US N 1 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 40433HA70 350000.00000000 PA USD 349877.50000000 0.259097812510 Long STIV CORP US N 2 2022-01-07 None 0.00000000 N N N N N N Fontainebleau Miami Beach Trust N/A 34461LAG9 150000.00000000 PA USD 154937.10000000 0.114736911309 Long ABS-MBS CORP US N 2 2036-12-10 Fixed 3.45000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128283U2 237000.00000000 PA USD 243202.74000000 0.180101029447 Long DBT UST US N 2 2023-01-31 Fixed 2.38000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343V104 5011.00000000 NS USD 265532.89000000 0.196637368646 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138XKSX3 23916.18000000 PA USD 25673.44000000 0.019012174671 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 3.50000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389X105 3467.00000000 NS USD 332623.98000000 0.246320914052 Long EC CORP US N 1 N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 75513E101 4669.00000000 NS USD 414887.34000000 0.307240111845 Long EC CORP US N 1 N N N Carter's Inc 5299003WAQK4R3L3ZU36 146229109 953.00000000 NS USD 93889.56000000 0.069528848278 Long EC CORP US N 1 N N N Voya Financial Inc 549300T065Z4KJ686G75 929089100 772.00000000 NS USD 53862.44000000 0.039887218756 Long EC CORP US N 1 N N SBA TOWER TRUST N/A 78403DAT7 110000.00000000 PA USD 108531.79000000 0.080371985557 Long DBT US N 2 2026-11-15 Fixed 1.63000000 N N N N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525BJ1 39000.00000000 PA USD 42556.98000000 0.031515088638 Long DBT CORP US N 2 2050-05-20 Fixed 3.25000000 N N N N N Avery Dennison Corp 549300PW7VPFCYKLIV37 053611109 704.00000000 NS USD 153274.88000000 0.113505973150 Long EC CORP US N 1 N N N CORPORATE OFFICE PROP LP H0TWO5VRNEP6CQAWPX27 22003BAM8 18000.00000000 PA USD 18079.62000000 0.013388657438 Long DBT US N 2 2031-04-15 Fixed 2.75000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAW1 80000.00000000 PA USD 81310.40000000 0.060213494078 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828XG0 173000.00000000 PA USD 175311.17000000 0.129824697660 Long DBT UST US N 2 2022-06-30 Fixed 2.13000000 N N N N N Republic of Peru 254900STKLK2DBJJZ530 715638AS1 100000.00000000 PA USD 119992.00000000 0.088858714032 Long DBT NUSS PE N 2 2025-07-21 Fixed 7.35000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140BD1 68000.00000000 PA USD 71314.23000000 0.052810943812 Long DBT CORP US N 2 2024-05-11 Fixed 2.88000000 N N N N N N Columbia Funding Co LLC 549300O1V8MCLCRCFD82 19767DAR5 315000.00000000 PA USD 314862.17000000 0.233167607203 Long STIV CORP US N 2 2022-01-25 None 0.00000000 N N N N N N CMS Energy Corp 549300IA9XFBAGNIBW29 125896BM1 17000.00000000 PA USD 17980.38000000 0.013315166382 Long DBT CORP US N 2 2024-03-01 Fixed 3.88000000 N N N N N N Towd Point Mortgage Trust N/A 89175TAA6 174631.43000000 PA USD 179819.33000000 0.133163164393 Long ABS-MBS CORP US N 2 2058-06-25 Variable 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RE0 242300.00000000 PA USD 313787.96000000 0.232372113177 Long DBT UST US N 2 2044-02-15 Fixed 3.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796J67 175000.00000000 PA USD 174983.59000000 0.129582112008 Long STIV UST US N 2 2021-12-16 None 0.00000000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 494550BS4 52000.00000000 PA USD 55150.83000000 0.040841321351 Long DBT CORP US N 2 2024-02-01 Fixed 4.15000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BP7 60000.00000000 PA USD 62549.40000000 0.046320248412 Long DBT CORP US N 2 2027-03-01 Fixed 3.40000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209S103 7650.00000000 NS USD 337441.50000000 0.249888473823 Long EC CORP US N 1 N N N CIM Trust N/A 12567RAA8 249382.69000000 PA USD 246705.54000000 0.182694988240 Long ABS-MBS CORP US N 2 2061-07-25 Variable 1.43000000 N N N N N N TSMC GLOBAL LTD 549300N2ZLI21P85T117 872882AG0 200000.00000000 PA USD 185916.10000000 0.137678058235 Long DBT CORP VG N 2 2030-09-28 Fixed 1.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810PV4 94021.32000000 PA USD 113554.62000000 0.084091585318 Long DBT UST US N 2 2028-01-15 Fixed 1.75000000 N N N N N N New Residential Mortgage Loan Trust N/A 64828YAR2 42176.88000000 PA USD 44184.44000000 0.032720285674 Long ABS-MBS CORP US N 2 2054-05-25 Variable 3.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796J75 50000.00000000 PA USD 49994.04000000 0.037022519031 Long STIV UST US N 2 2021-12-23 None 0.00000000 N N N N N N BP Capital Markets PLC 549300CRVT18MXX0AG93 05565QDB1 174000.00000000 PA USD 185469.70000000 0.137347481781 Long DBT CORP GB N 2 2026-05-04 Fixed 3.12000000 N N N N N N KLA CORP 549300H0BF5JCG96TJ81 482480AJ9 56000.00000000 PA USD 59885.12000000 0.044347246090 Long DBT CORP US N 2 2050-03-01 Fixed 3.30000000 N N N N N N ABIOMED Inc 5493001EZN4ZTB4Z5887 003654100 93.00000000 NS USD 30879.72000000 0.022867626248 Long EC CORP US N 1 N N N Yum! Brands Inc 549300JE8XHZZ7OHN517 988498101 1539.00000000 NS USD 192282.66000000 0.142392742001 Long EC CORP US N 1 N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DJ6 86000.00000000 PA USD 94804.96000000 0.070206737361 Long DBT CORP US N 2 2030-04-01 Fixed 3.75000000 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74762EAF9 56000.00000000 PA USD 57874.72000000 0.042858467182 Long DBT CORP US N 2 2030-10-01 Fixed 2.90000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810FT0 67000.00000000 PA USD 92072.66000000 0.068183363600 Long DBT UST US N 2 2036-02-15 Fixed 4.50000000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 744320BH4 111000.00000000 PA USD 114533.47000000 0.084816461579 Long DBT CORP US N 2 2050-10-01 Fixed 3.70000000 N N N N N N ANTHEM INC 8MYN82XMYQH89CTMTH67 036752AN3 61000.00000000 PA USD 60941.77000000 0.045129736257 Long DBT CORP US N 2 2030-05-15 Fixed 2.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RZ3 183000.00000000 PA USD 212751.80000000 0.157550931362 Long DBT UST US N 2 2047-11-15 Fixed 2.75000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BG2 82000.00000000 PA USD 79923.96000000 0.059186781668 Long DBT CORP US N 2 2031-09-23 Fixed 2.63000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 4223.00000000 NS USD 434039.94000000 0.321423352448 Long EC CORP US N 1 N N N VSE VOI Mortgage LLC N/A 918290AA5 13746.02000000 PA USD 13740.30000000 0.010175223251 Long ABS-O CORP US N 2 2033-07-20 Fixed 2.54000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CE3 91000.00000000 PA USD 92237.66000000 0.068305552477 Long DBT CORP US N 2 2039-03-01 Fixed 3.50000000 N N N N N N DENTSPLY SIRONA INC 9NHEHR1SOZCYXDO8HO28 24906PAA7 69000.00000000 PA USD 73200.29000000 0.054207644144 Long DBT CORP US N 2 2030-06-01 Fixed 3.25000000 N N N N N N Westrock Co N/A 96145D105 2219.00000000 NS USD 106733.90000000 0.079040578518 Long EC CORP US N 1 N N N Pioneer Natural Resources Co FY8JBF7CCL2VE4F1B628 723787107 2155.00000000 NS USD 402941.90000000 0.298394051800 Long EC CORP US N 1 N N N Ingersoll Rand Inc 5299004C02FMZCUOIR50 45687V106 2347.00000000 NS USD 126174.72000000 0.093437257171 Long EC CORP US N 1 N N N ADT SEC CORP 5493009JEEDYLVRA0J13 00109LAA1 79000.00000000 PA USD 77864.77000000 0.057661871879 Long DBT CORP US N 2 2029-08-01 Fixed 4.13000000 N N N N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525103 747.00000000 NS USD 99380.88000000 0.073595382993 Long EC CORP US N 1 N N N Towd Point Mortgage Trust N/A 89169DAA9 25543.64000000 PA USD 25873.61000000 0.019160408293 Long ABS-O CORP US N 2 2057-07-25 Variable 2.75000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CY9 85000.00000000 PA USD 99204.70000000 0.073464914893 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N Shopify Inc 549300HGQ43STJLLP808 82509L107 84.00000000 NS USD 123205.32000000 0.091238301695 Long EC CORP CA N 1 N N N PLAINS ALL AMER PIPELINE N/A 72650RBM3 52000.00000000 PA USD 54281.94000000 0.040197874721 Long DBT CORP US N 2 2029-12-15 Fixed 3.55000000 N N N N N N PIEDMONT OPERATING PARTN 549300WKGDPAS39FBD10 720198AF7 61000.00000000 PA USD 59766.18000000 0.044259166422 Long DBT US N 2 2032-04-01 Fixed 2.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828B25 491308.57000000 PA USD 525959.26000000 0.389493161851 Long DBT UST US N 2 2024-01-15 Fixed 0.63000000 N N N N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 42824CBG3 55000.00000000 PA USD 58506.09000000 0.043326021071 Long DBT CORP US N 2 2023-10-02 Fixed 4.45000000 N N N N N N Lam Research Corp 549300I4GMO6D34U1T02 512807108 1019.00000000 NS USD 574277.83000000 0.425274930586 Long EC CORP US N 1 N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AQ4 74000.00000000 PA USD 73017.14000000 0.054072014490 Long DBT CORP US N 2 2030-11-01 Fixed 2.30000000 N N N N N N UMBS, TBA N/A 01F0306B9 1813000.00000000 PA USD 1891681.35000000 1.400863158538 Long ABS-MBS USGSE US N 2 2051-11-15 Fixed 3.00000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BAE0 116000.00000000 PA USD 125580.44000000 0.092997169861 Long DBT NUSS MX N 2 2028-01-11 Fixed 3.75000000 N N N N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332102 48.00000000 NS USD 85672.32000000 0.063443664438 Long EC CORP US N 1 N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 03523TBT4 90000.00000000 PA USD 108678.81000000 0.080480859550 Long DBT CORP US N 2 2048-10-06 Fixed 4.44000000 N N N N N N MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 556079AC5 231000.00000000 PA USD 241981.90000000 0.179196950238 Long DBT CORP AU N 2 2030-06-03 Fixed 3.62000000 N N N N N N Otis Worldwide Corp 549300ZLBKR8VSU25153 68902V107 3626.00000000 NS USD 291204.06000000 0.215647862295 Long EC CORP US N 1 N N N Orange Lake Timeshare Trust N/A 68504UAA9 84903.92000000 PA USD 86966.52000000 0.064402069563 Long ABS-O CORP US N 2 2038-04-09 Fixed 3.06000000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807102 746.00000000 NS USD 266486.12000000 0.197343272306 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MGR7 1872.08000000 PA USD 2212.42000000 0.001638382526 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QU5 64500.00000000 PA USD 76966.64000000 0.056996771899 Long DBT UST US N 2 2042-02-15 Fixed 3.13000000 N N N N N N Hartford Financial Services Group Inc/The IU7C3FTM7Y3BQM112U94 416515104 5032.00000000 NS USD 366983.76000000 0.271765659245 Long EC CORP US N 1 N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 25278X109 3253.00000000 NS USD 348689.07000000 0.258217734159 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 9128283F5 71300.00000000 PA USD 75043.25000000 0.055572427260 Long DBT UST US N 2 2027-11-15 Fixed 2.25000000 N N N N N N McKesson Corp 549300WZWOM80UCFSF54 58155Q103 419.00000000 NS USD 87101.72000000 0.064502190389 Long EC CORP US N 1 N N N Regions Financial Corp CW05CS5KW59QTC0DG824 7591EP100 11284.00000000 NS USD 267205.12000000 0.197875719597 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912810FG8 98000.00000000 PA USD 123713.52000000 0.091614643439 Long DBT UST US N 2 2029-02-15 Fixed 5.25000000 N N N N N N SCHLUMBERGER HLDGS CORP 529900IKZG65COT1D505 806851AK7 90000.00000000 PA USD 98610.61000000 0.073024968285 Long DBT CORP US N 2 2028-05-17 Fixed 3.90000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828M56 300000.00000000 PA USD 314472.66000000 0.232879159992 Long DBT UST US N 2 2025-11-15 Fixed 2.25000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703TAD8 60000.00000000 PA USD 70709.42000000 0.052363058630 Long DBT CORP US N 2 2026-06-15 Fixed 6.02000000 N N N N N N CHEVRON USA INC VA8TZDWPEZYU430RZ444 166756AS5 47000.00000000 PA USD 51426.48000000 0.038083296219 Long DBT CORP US N 2 2029-10-15 Fixed 3.25000000 N N N N N N BROADSTONE NET LEASE LLC 54930089IBT6J4WBTI50 11135EAA2 115000.00000000 PA USD 112844.35000000 0.083565602930 Long DBT US N 2 2031-09-15 Fixed 2.60000000 N N N N N N GMAC Mortgage Corporation Loan Trust N/A 76112BKN9 20660.70000000 PA USD 20336.00000000 0.015059594044 Long ABS-MBS CORP US N 2 2035-03-18 Variable 3.77000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833100 33404.00000000 NS USD 5003919.20000000 3.705595583307 Long EC CORP US N 1 N N N Danaher Corp S4BKK9OTCEWQ3YHPFM11 235851102 819.00000000 NS USD 255339.63000000 0.189088865617 Long EC CORP US N 1 N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525AU7 82000.00000000 PA USD 88776.66000000 0.065742548200 Long DBT CORP US N 2 2027-05-20 Fixed 3.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SP4 102000.00000000 PA USD 88811.72000000 0.065768511485 Long DBT UST US N 2 2050-08-15 Fixed 1.38000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBQ5 104000.00000000 PA USD 118895.80000000 0.088046935560 Long DBT CORP US N 2 2048-02-15 Fixed 4.25000000 N N N N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 817826AE0 123000.00000000 PA USD 116770.16000000 0.086472816978 Long DBT CORP US N 2 2031-02-10 Fixed 1.80000000 N N N N N N Regeneron Pharmaceuticals Inc 549300RCBFWIRX3HYQ56 75886F107 537.00000000 NS USD 343647.78000000 0.254484464053 Long EC CORP US N 1 N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 92556HAD9 44000.00000000 PA USD 50109.69000000 0.037108162327 Long DBT CORP US N 2 2032-05-19 Fixed 4.20000000 N N N N N SCHLUMBERGER INVESTMENT 529900EZ29I5KXPV2J32 806854AH8 26000.00000000 PA USD 27397.14000000 0.020288641147 Long DBT CORP LU N 2 2023-12-01 Fixed 3.65000000 N N N N N N Appalachian Power Co 3SCHO1ABYYIG382BEI70 037735CU9 86000.00000000 PA USD 91655.71000000 0.067874596008 Long DBT CORP US N 2 2025-06-01 Fixed 3.40000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828TY6 207000.00000000 PA USD 210137.34000000 0.155614822675 Long DBT UST US N 2 2022-11-15 Fixed 1.63000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBD2 252000.00000000 PA USD 251685.00000000 0.186382470841 Long DBT UST US N 2 2022-12-31 Fixed 0.13000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 744320102 1601.00000000 NS USD 176190.05000000 0.130475542271 Long EC CORP US N 1 N N N BB-UBS Trust N/A 05490AAE3 315000.00000000 PA USD 272486.50000000 0.201786785628 Long ABS-MBS CORP US N 2 2030-06-05 Variable 3.56000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RS9 113000.00000000 PA USD 124511.88000000 0.092205859878 Long DBT UST US N 2 2046-05-15 Fixed 2.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBE5 62000.00000000 PA USD 63573.79000000 0.047078848802 Long DBT CORP US N 2 2030-10-15 Fixed 2.74000000 N N N N N N Tencent Holdings Ltd 254900N4SLUMW4XUYY11 88032WAL0 97000.00000000 PA USD 101508.56000000 0.075171012274 Long DBT CORP KY N 2 2024-04-11 Fixed 3.28000000 N N N N N N New Residential Mortgage Loan Trust N/A 64830MAG8 124229.92000000 PA USD 128512.46000000 0.095168444002 Long ABS-MBS CORP US N 2 2059-08-25 Variable 3.50000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773100 5894.00000000 NS USD 256565.82000000 0.189996906708 Long EC CORP US N 1 N N N EQUIFAX INC 5493004MCF8JDC86VS77 294429AQ8 52000.00000000 PA USD 54138.49000000 0.040091644451 Long DBT CORP US N 2 2024-12-01 Fixed 2.60000000 N N N N N N T-Mobile US Inc 549300QHIJYOHPACPG31 872590104 4169.00000000 NS USD 479560.07000000 0.355132768195 Long EC CORP US N 1 N N N Kimberly-Clark Corp MP3J6QPYPGN75NVW2S34 494368103 1873.00000000 NS USD 242534.77000000 0.179606371843 Long EC CORP US N 1 N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591CS9 79000.00000000 PA USD 115557.82000000 0.085575032348 Long DBT USGA US N 2 2036-04-01 Fixed 5.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828ZQ6 210000.00000000 PA USD 195234.38000000 0.144578604754 Long DBT UST US N 2 2030-05-15 Fixed 0.63000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325CX1 200000.00000000 PA USD 213898.00000000 0.158399736765 Long DBT NUSS CO N 2 2026-01-28 Fixed 4.50000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBE7 63000.00000000 PA USD 66996.35000000 0.049613386774 Long DBT CORP US N 2 2029-08-01 Fixed 3.15000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AT7 200000.00000000 PA USD 216793.35000000 0.160543855354 Long DBT CORP GB N 2 2027-09-11 Fixed 4.00000000 N N N N N N Travelers Cos Inc/The 549300Y650407RU8B149 89417E109 519.00000000 NS USD 83496.72000000 0.061832548545 Long EC CORP US N 1 N N N GS Mortgage Securities Trust N/A 36197QAC3 285000.00000000 PA USD 285296.60000000 0.211273159824 Long ABS-MBS CORP US N 2 2031-04-10 Variable 3.56000000 N N N N N N Charter Communications Inc 0J0XRGZE3PBRFEZ7MV65 16119P108 466.00000000 NS USD 314498.74000000 0.232898473240 Long EC CORP US N 1 N N N GoodLeap Sustainable Home Improvement Loan Trust N/A 38237GAA7 97092.77000000 PA USD 95648.93000000 0.070831729768 Long ABS-O CORP US N 2 2048-07-20 Fixed 1.93000000 N N N N N N Structured Asset Mortgage Investments Inc N/A 86359LAA7 39911.59000000 PA USD 40052.80000000 0.029660646554 Long ABS-MBS CORP US N 2 2034-01-19 Floating 0.78000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137BLMZ8 188000.00000000 PA USD 199983.14000000 0.148095245087 Long ABS-MBS USGSE US N 2 2025-07-25 Fixed 3.01000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LS8 219000.00000000 PA USD 235312.13000000 0.174257727748 Long DBT CORP US N 2 2028-10-27 Fixed 3.52000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBE0 31000.00000000 PA USD 30372.46000000 0.022491980611 Long DBT CORP US N 2 2028-02-15 Fixed 1.95000000 N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DC6 62000.00000000 PA USD 68432.50000000 0.050676911360 Long DBT CORP US N 2 2026-03-15 Fixed 5.55000000 N N N N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 09857L108 143.00000000 NS USD 346171.54000000 0.256353405884 Long EC CORP US N 1 N N N T Rowe Price Group Inc 549300SIV6FPS9Y7IH33 74144T108 2081.00000000 NS USD 451327.28000000 0.334225295922 Long EC CORP US N 1 N N N Aptiv PLC N/A 000000000 526.00000000 NS USD 90940.14000000 0.067344688765 Long EC CORP JE N 1 N N N SCE Trust III N/A 78409B207 320.00000000 NS USD 8246.40000000 0.006106777946 Long EP CORP US N 1 N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933Y105 4252.00000000 NS USD 374388.60000000 0.277249229484 Long EC CORP US N 1 N N N Equinix Inc 549300EVUN2BTLJ3GT74 29444U700 320.00000000 NS USD 267862.40000000 0.198362460843 Long EC US N 1 N N N UMBS, TBA N/A 01F0204B2 1060000.00000000 PA USD 1087535.15000000 0.805361814901 Long ABS-MBS USGSE US N 2 2036-11-15 Fixed 2.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCJ8 435000.00000000 PA USD 429409.57000000 0.317994384486 Long DBT UST US N 2 2026-06-30 Fixed 0.88000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital 549300TPZNMN50BJ3745 161175BT0 44000.00000000 PA USD 49957.67000000 0.036995585641 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EH3N0 21642.11000000 PA USD 25091.32000000 0.018581092310 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 6.50000000 N N N N N N S&P Global Inc Y6X4K52KMJMZE7I7MY94 78409V104 1654.00000000 NS USD 784260.64000000 0.580775317824 Long EC CORP US N 1 N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 883556BG6 36000.00000000 PA USD 49864.52000000 0.036926604465 Long DBT CORP US N 2 2044-02-01 Fixed 5.30000000 N N N N N N Equity LifeStyle Properties Inc 529900PEQG66LENB6798 29472R108 1980.00000000 NS USD 167329.80000000 0.123914184672 Long EC US N 1 N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FBTA4 405000.00000000 PA USD 424105.39000000 0.314066434174 Long ABS-MBS USGSE US N 2 2024-08-25 Variable 3.06000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PAQ1 16000.00000000 PA USD 17502.01000000 0.012960914907 Long DBT CORP US N 2 2026-12-06 Fixed 3.70000000 N N N N N N Waters Corp 5T547R1474YC9HOD8Q74 941848103 144.00000000 NS USD 52927.20000000 0.039194637386 Long EC CORP US N 1 N N N Eli Lilly & Co FRDRIPF3EKNDJ2CQJL29 532457108 2984.00000000 NS USD 760203.84000000 0.562960327560 Long EC CORP US N 1 N N N CIFC Funding Ltd N/A 12549BAY4 350000.00000000 PA USD 350070.35000000 0.259240625389 Long ABS-CBDO CORP KY N 2 2030-10-18 Floating 1.14000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828P46 253000.00000000 PA USD 258682.62000000 0.191564478928 Long DBT UST US N 2 2026-02-15 Fixed 1.63000000 N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 135000.00000000 PA USD 147682.76000000 0.109364792138 Long DBT CORP US N 2 2030-04-15 Fixed 3.88000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135106 1018.00000000 NS USD 3433133.74000000 2.542368234852 Long EC CORP US N 1 N N N Credit Suisse Mortgage Trust N/A 12656TAB4 184834.62000000 PA USD 180250.07000000 0.133482144012 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 5899292M9 11011.46000000 PA USD 10883.48000000 0.008059637617 Long ABS-MBS CORP US N 2 2028-10-25 Floating 0.73000000 N N N N N N UMBS, TBA N/A 01F0406B8 456000.00000000 PA USD 488239.74000000 0.361560399324 Long ABS-MBS USGSE US N 2 2051-11-15 Fixed 4.00000000 N N N N N N UNITED AIR 2014-2 A PTT N/A 90932QAA4 58332.44000000 PA USD 61441.91000000 0.045500109259 Long DBT CORP US N 2 2026-09-03 Fixed 3.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCB5 920900.00000000 PA USD 927806.75000000 0.687076760744 Long DBT UST US N 2 2031-05-15 Fixed 1.63000000 N N N N N N Towd Point Mortgage Trust N/A 89172PAJ8 12271.93000000 PA USD 12323.91000000 0.009126331709 Long ABS-O CORP US N 2 2055-08-25 Variable 2.75000000 N N N N N N Nationstar Mortgage Loan Trust N/A 63861HAA6 34827.49000000 PA USD 35501.45000000 0.026290195957 Long ABS-MBS CORP US N 2 2052-12-25 Variable 3.75000000 N N N N N N Citigroup Mortgage Loan Trust Inc N/A 17323MAA3 6114.67000000 PA USD 6145.91000000 0.004551283911 Long ABS-MBS CORP US N 2 2058-06-25 Variable 3.50000000 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAS2 42000.00000000 PA USD 41224.42000000 0.030528276451 Long DBT CORP US N 2 2030-05-15 Fixed 2.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828ZZ6 186711.00000000 PA USD 207843.62000000 0.153916234356 Long DBT UST US N 2 2030-07-15 Fixed 0.13000000 N N N N N N Korea Development Bank/New York NY 549300ML2LNRZUCS7149 5006E0Z82 490000.00000000 PA USD 489951.00000000 0.362827653499 Long STIV CORP US N 2 2021-12-08 None 0.00000000 N N N N N N DTE Energy Co 549300IX8SD6XXD71I78 233331107 1434.00000000 NS USD 162543.90000000 0.120370040733 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 9128285R7 220000.00000000 PA USD 220667.20000000 0.163412591014 Long DBT UST US N 2 2021-12-15 Fixed 2.63000000 N N N N N N New Residential Mortgage Loan Trust N/A 64829VAA4 45209.64000000 PA USD 46333.26000000 0.034311569942 Long ABS-MBS CORP US N 2 2057-12-25 Variable 3.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJZ4 85000.00000000 PA USD 94190.76000000 0.069751898520 Long DBT CORP US N 2 2026-12-15 Fixed 4.13000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAK9 77000.00000000 PA USD 74558.64000000 0.055213554823 Long DBT CORP GB N 2 2030-09-02 Fixed 2.20000000 N N N N N N OFFICE PPTY INCOME TRST N/A 67623CAF6 76000.00000000 PA USD 74282.73000000 0.055009232803 Long DBT US N 2 2031-10-15 Fixed 3.45000000 N N N N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 620076307 204.00000000 NS USD 50712.36000000 0.037554462756 Long EC CORP US N 1 N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114CR7 61000.00000000 PA USD 64536.73000000 0.047791943093 Long DBT CORP US N 2 2024-04-01 Fixed 3.60000000 N N N N N N Octagon Investment Partners 33 Ltd 549300IDWDG12HO3TO90 675711AA3 200000.00000000 PA USD 200008.80000000 0.148114247308 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 1.32000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122108 11331.00000000 NS USD 661730.40000000 0.490036938961 Long EC CORP US N 1 N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAK7 47000.00000000 PA USD 52649.68000000 0.038989123099 Long DBT CORP KY N 2 2026-01-15 Fixed 5.50000000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 36186CBY8 110000.00000000 PA USD 157583.40000000 0.116696598746 Long DBT CORP US N 2 2031-11-01 Fixed 8.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128UGL47 2339.86000000 PA USD 2405.33000000 0.001781239837 Long ABS-MBS USGSE US N 2 2041-02-01 Floating 2.28000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040H105 1781.00000000 NS USD 268984.43000000 0.199193367428 Long EC CORP US N 1 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFX7 221000.00000000 PA USD 208724.61000000 0.154568641504 Long DBT CORP US N 2 2030-10-30 Fixed 1.68000000 N N N N N N AMER AIRLINE 21-1A EETC N/A 02379KAA2 24000.00000000 PA USD 24052.56000000 0.017811850379 Long DBT CORP US N 2 2034-07-11 Fixed 2.88000000 N N N N N N Bluemountain CLO Ltd 549300261OAC6YQ54P29 09628BAL2 114306.90000000 PA USD 114365.77000000 0.084692273247 Long ABS-CBDO CORP KY N 2 2027-07-18 Floating 1.05000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJE0 71000.00000000 PA USD 68413.31000000 0.050662700423 Long DBT CORP US N 2 2041-06-19 Fixed 2.68000000 N N N N N N Eaton Corp PLC 549300VDIGTMXUNT7H71 000000000 3501.00000000 NS USD 576824.76000000 0.427161030697 Long EC CORP IE N 1 N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825C104 4782.00000000 NS USD 356211.18000000 0.263788147365 Long EC CORP US N 1 N N N 2021-11-18 TRANSAMERICA FUNDS Vincent Toner Vincent Toner Treasurer