0001145549-21-006781.txt : 20210212
0001145549-21-006781.hdr.sgml : 20210212
20210212170351
ACCESSION NUMBER: 0001145549-21-006781
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20201231
FILED AS OF DATE: 20210212
PERIOD START: 20201231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: LoCorr Investment Trust
CENTRAL INDEX KEY: 0001506768
IRS NUMBER: 000000000
STATE OF INCORPORATION: OH
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22509
FILM NUMBER: 21629214
BUSINESS ADDRESS:
STREET 1: 687 EXCELSIOR BLVD
CITY: EXCELSIOR
STATE: MN
ZIP: 55331
BUSINESS PHONE: 952-767-2920
MAIL ADDRESS:
STREET 1: 687 EXCELSIOR BLVD
CITY: EXCELSIOR
STATE: MN
ZIP: 55331
0001506768
S000035412
LoCorr Long/Short Commodities Strategy Fund
C000108780
Class A
LCSAX
C000108781
Class C
LCSCX
C000108782
Class I
LCSIX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001506768
XXXXXXXX
S000035412
C000108782
C000108781
C000108780
LoCorr Investment Trust
811-22509
0001506768
54930075F5KEPQITLS33
687 Excelsior Blvd
Excelsior
55331
952-767-2920
LoCorr Long/Short Commodities Strategy Fund
S000035412
5493004RVCIUQZ231D58
2020-12-31
2020-12-31
N
479132044.630000000000
1079145.210000000000
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0.000000000000
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0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
59200892.940000000000
USD
N
Onslow Bay Financial LLC
N/A
OBX 2018-1 Trust
67112FAD2
463277.970000000000
PA
USD
462091.560000000000
0.0966611772
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Floating
.798000000000
N
N
N
N
N
N
OMERS FINANCE TRUST
529900M039WCPES03P17
OMERS Finance Trust
682142AA2
920000.000000000000
PA
USD
982517.450000000000
0.2055248386
Long
DBT
NUSS
CA
N
2
2024-05-02
Fixed
2.500000000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AX1
335000.000000000000
PA
USD
353471.280000000000
0.0739397837
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
2.750000000000
N
N
N
N
N
N
OneMain Financial Issuance Tru
N/A
OneMain Financial Issuance Trust 2016-3
68268HAA4
752000.000000000000
PA
USD
767364.490000000000
0.1605187399
Long
ABS-O
CORP
US
N
2
2031-06-18
Fixed
3.830000000000
N
N
N
N
N
N
OneMain Financial Issuance Tru
N/A
OneMain Financial Issuance Trust 2018-2
68269CAA4
500000.000000000000
PA
USD
528296.850000000000
0.1105101236
Long
ABS-O
CORP
US
N
2
2033-03-14
Fixed
3.570000000000
N
N
N
N
N
N
PFS Financing Corp.
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PFS Financing Corp
69335PDV4
1150000.000000000000
PA
USD
1156903.340000000000
0.2420032054
Long
ABS-O
CORP
US
N
2
2024-08-15
Fixed
.930000000000
N
N
N
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp
69335PDX0
900000.000000000000
PA
USD
904726.530000000000
0.1892523884
Long
ABS-O
CORP
US
N
2
2026-02-15
Fixed
.970000000000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
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Parker-Hannifin Corp
701094AM6
610000.000000000000
PA
USD
654221.410000000000
0.1368512587
Long
DBT
CORP
US
N
2
2024-06-14
Fixed
2.700000000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBC5
5000.000000000000
PA
USD
5094.510000000000
0.0010656791
Long
DBT
USGSE
MX
N
2
2022-12-20
Fixed
2.000000000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AY0
890000.000000000000
PA
USD
892155.520000000000
0.1866227610
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
.900000000000
N
N
N
N
N
N
PHOENIX 2012 LLC
N/A
Phoenix 2012 LLC
719160AA1
8402.360000000000
PA
USD
8585.110000000000
0.0017958494
Long
DBT
USGSE
US
N
2
2024-07-03
Fixed
1.607000000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2019-SFR4 Trust
74331AAC6
600000.000000000000
PA
USD
620856.660000000000
0.1298719578
Long
ABS-O
CORP
US
N
2
2036-10-17
Fixed
2.937000000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2017-SFR1 Trust
74333JAA9
322906.690000000000
PA
USD
326808.050000000000
0.0683623194
Long
ABS-O
CORP
US
N
2
2034-08-17
Fixed
2.768000000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513EBW0
300000.000000000000
PA
USD
310912.650000000000
0.0650372899
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
2.500000000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78013X6D5
280000.000000000000
PA
USD
289469.440000000000
0.0605517591
Long
DBT
CORP
CA
N
2
2022-04-29
Fixed
2.800000000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78015K7C2
645000.000000000000
PA
USD
686155.820000000000
0.1435313583
Long
DBT
CORP
CA
N
2
2024-11-01
Fixed
2.250000000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAA1
1150000.000000000000
PA
USD
1155496.780000000000
0.2417089785
Long
DBT
CORP
GB
N
2
2023-09-02
Fixed
.750000000000
N
N
N
N
N
N
Social Professional Loan Progr
549300MIP15HTYPHSM46
Sofi Professional Loan Program 2016-A LLC
78469PAB0
317177.370000000000
PA
USD
322195.210000000000
0.0673973969
Long
ABS-O
CORP
US
N
2
2036-12-26
Fixed
2.760000000000
N
N
N
N
N
N
Social Professional Loan Progr
549300JC8TEF7BQ48X56
SoFi Professional Loan Program 2015-d LLC
78470NAB2
55967.720000000000
PA
USD
56765.220000000000
0.0118742549
Long
ABS-O
CORP
US
N
2
2036-10-27
Fixed
2.720000000000
N
N
N
N
N
N
SAFINA LTD
N/A
Safina Ltd
78657AAC3
3197.090000000000
PA
USD
3215.000000000000
0.0006725197
Long
DBT
USGSE
KY
N
2
2022-01-15
Fixed
1.550000000000
N
N
N
N
N
N
SAN DIEGO CNTY CA WTR AUTH
549300Y0QN5OFKA1G520
San Diego County Water Authority
797412DM2
335000.000000000000
PA
USD
338339.950000000000
0.0707745838
Long
DBT
MUN
US
N
2
2025-05-01
Fixed
.743000000000
N
N
N
N
N
N
SANTANDER UK PLC
PTCQB104N23FMNK2RZ28
Santander UK PLC
80283LAY9
610000.000000000000
PA
USD
630303.040000000000
0.1318479693
Long
DBT
CORP
GB
N
2
2023-01-13
Fixed
2.100000000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2020-4
80286WAD8
1800000.000000000000
PA
USD
1805408.100000000000
0.3776586445
Long
ABS-O
CORP
US
N
2
2024-07-15
Fixed
.480000000000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2A2
1000000.000000000000
PA
USD
1027361.480000000000
0.2149053967
Long
DBT
CORP
SA
N
2
2022-04-16
Fixed
2.750000000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513AT2
645000.000000000000
PA
USD
675675.660000000000
0.1413390988
Long
DBT
CORP
US
N
2
2023-01-25
Fixed
2.650000000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2019-5
81743AAD1
291506.220000000000
PA
USD
296085.320000000000
0.0619356813
Long
ABS-MBS
CORP
US
N
2
2049-12-25
Variable
3.500000000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2017-CH1
81746HAL5
81427.440000000000
PA
USD
81690.690000000000
0.0170882114
Long
ABS-MBS
CORP
US
N
2
2047-08-25
Variable
3.500000000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2017-1
81746TAD7
282399.950000000000
PA
USD
284334.190000000000
0.0594775579
Long
ABS-MBS
CORP
US
N
2
2047-02-25
Variable
3.500000000000
N
N
N
N
N
N
Sequoia Mortgage Trust
5493003EWUCLH0O45S72
Sequoia Mortgage Trust 2018-CH4
81747LAK7
29190.860000000000
PA
USD
29196.260000000000
0.0061073283
Long
ABS-MBS
CORP
US
N
2
2048-10-25
Variable
4.500000000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2020-1
81748MAD0
346704.040000000000
PA
USD
349907.270000000000
0.0731942575
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
3.500000000000
N
N
N
N
N
N
Shellpoint Co-Originator Trust
N/A
Shellpoint Co-Originator Trust 2017-2
82281FAD6
63333.190000000000
PA
USD
63319.480000000000
0.0132452873
Long
ABS-MBS
CORP
US
N
2
2047-10-25
Variable
3.500000000000
N
N
N
N
N
N
STIT - Government & Agency Por
5493007T1J7WZ5QI1A47
STIT-Government and Agency Portfolio
825252885
14321696.360000000000
NS
USD
14321696.360000000000
2.9958392423
Long
STIV
RF
US
N
1
N
N
N
Small Business Administration
N/A
United States Small Business Administration
83162CVD2
8996.450000000000
PA
USD
9272.390000000000
0.0019396159
Long
ABS-MBS
USGA
US
N
2
2032-11-01
Fixed
2.090000000000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
SoFi Professional Loan Program 2015-C LLC
834016AB3
144211.640000000000
PA
USD
144812.600000000000
0.0302921706
Long
ABS-O
CORP
US
N
2
2033-08-25
Fixed
2.510000000000
N
N
N
N
N
N
Social Professional Loan Progr
549300THMTEP636GV478
Sofi Professional Loan Program 2017-B LLC
83403YAB0
406752.640000000000
PA
USD
414174.170000000000
0.0866377279
Long
ABS-O
CORP
US
N
2
2040-05-25
Fixed
2.740000000000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
SoFi Professional Loan Program 2016-D LLC
83404LAC5
509290.180000000000
PA
USD
519044.720000000000
0.1085747457
Long
ABS-O
CORP
US
N
2
2033-04-25
Fixed
2.340000000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477BL6
550000.000000000000
PA
USD
567635.570000000000
0.1187390707
Long
DBT
CORP
US
N
2
2023-03-30
Variable
2.825000000000
N
N
N
N
N
N
SVENSKA HANDELSBANKEN AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86959LAF0
610000.000000000000
PA
USD
614151.710000000000
0.1284694039
Long
DBT
CORP
SE
N
2
2023-06-30
Fixed
.625000000000
N
N
N
N
N
N
Synchrony Card Issuance Trust
N/A
Synchrony Card Issuance Trust
87166PAA9
1035000.000000000000
PA
USD
1057661.220000000000
0.2212435530
Long
ABS-O
CORP
US
N
2
2024-09-15
Fixed
3.380000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABA2
1880000.000000000000
PA
USD
2077362.400000000000
0.4345465538
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.500000000000
N
N
N
N
N
N
TAGUA LEASING LLC
N/A
Tagua Leasing LLC
873782AC0
8904.730000000000
PA
USD
9086.660000000000
0.0019007645
Long
DBT
USGSE
US
N
2
2024-11-16
Fixed
1.581000000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2020-A
88167HAB2
1934819.400000000000
PA
USD
1938305.560000000000
0.4054583839
Long
ABS-O
CORP
US
N
2
2023-05-22
Fixed
.550000000000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
321 Henderson Receivables I LLC
88576NAG3
86138.370000000000
PA
USD
85400.760000000000
0.0178642908
Long
ABS-O
CORP
US
N
2
2041-12-15
Floating
.358630000000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
321 Henderson Receivables I LLC
88576PAC7
43842.440000000000
PA
USD
43030.340000000000
0.0090011670
Long
ABS-O
CORP
US
N
2
2045-09-15
Floating
.508630000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TGW9
510000.000000000000
PA
USD
539527.050000000000
0.1128592778
Long
DBT
CORP
US
N
2
2023-03-30
Fixed
2.900000000000
N
N
N
N
N
N
Toyota Auto Receivables Owner
N/A
Toyota Auto Receivables 2019-A Owner Trust
89239AAD5
557627.660000000000
PA
USD
567351.630000000000
0.1186796756
Long
ABS-O
CORP
US
N
2
2023-07-17
Fixed
2.910000000000
N
N
N
N
N
N
Toyota Auto Receivables Owner
N/A
Toyota Auto Receivables 2020-B Owner Trust
89239RAB2
1273443.940000000000
PA
USD
1279841.720000000000
0.2677196857
Long
ABS-O
CORP
US
N
2
2022-12-15
Fixed
1.380000000000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
893526DM2
545000.000000000000
PA
USD
563190.790000000000
0.1178093033
Long
DBT
CORP
CA
N
2
2022-08-01
Fixed
2.500000000000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes 2017-SFR1 Trust
89613DAA1
1211154.520000000000
PA
USD
1226587.410000000000
0.2565798495
Long
ABS-O
CORP
US
N
2
2034-09-17
Fixed
2.716000000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAA0
1700000.000000000000
PA
USD
1744944.090000000000
0.3650106698
Long
DBT
CORP
US
N
2
2025-08-05
Fixed
1.200000000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AB4
200000.000000000000
PA
USD
201933.810000000000
0.0422408922
Long
DBT
CORP
CH
N
2
2024-07-30
Variable
1.008000000000
N
N
N
N
N
N
UBS AG LONDON
BFM8T61CT2L1QCEMIK50
UBS AG/London
902674YA2
475000.000000000000
PA
USD
483451.580000000000
0.1011293061
Long
DBT
CORP
CH
N
2
2022-04-21
Fixed
1.750000000000
N
N
N
N
N
N
UBS-Barclays Commercial Mortga
N/A
UBS-Barclays Commercial Mortgage Trust 2012-C4
90270RBE3
870000.000000000000
PA
USD
901808.070000000000
0.1886418995
Long
ABS-MBS
CORP
US
N
2
2045-12-10
Fixed
2.850200000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2017-C6
90276UAU5
1000000.000000000000
PA
USD
1107480.800000000000
0.2316649060
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Fixed
3.504200000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283P3
440000.000000000000
PA
USD
474856.250000000000
0.0993313189
Long
DBT
UST
US
N
2
2024-12-31
Fixed
2.250000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285U0
15710000.000000000000
PA
USD
16861862.070000000000
3.5271958585
Long
DBT
UST
US
N
2
2023-12-31
Fixed
2.625000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286G0
2025000.000000000000
PA
USD
2164614.250000000000
0.4527980591
Long
DBT
UST
US
N
2
2024-02-29
Fixed
2.375000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286R6
1585000.000000000000
PA
USD
1692978.130000000000
0.3541403330
Long
DBT
UST
US
N
2
2024-04-30
Fixed
2.250000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Q29
10500000.000000000000
PA
USD
10819921.880000000000
2.2633315043
Long
DBT
UST
US
N
2
2023-03-31
Fixed
1.500000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828SV3
21395000.000000000000
PA
USD
21871372.940000000000
4.5750947158
Long
DBT
UST
US
N
2
2022-05-15
Fixed
1.750000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828UN8
11500000.000000000000
PA
USD
11952812.500000000000
2.5003116840
Long
DBT
UST
US
N
2
2023-02-15
Fixed
2.000000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828W71
3080000.000000000000
PA
USD
3272379.700000000000
0.6845225087
Long
DBT
UST
US
N
2
2024-03-31
Fixed
2.125000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828WJ5
14180000.000000000000
PA
USD
15280057.740000000000
3.1963110690
Long
DBT
UST
US
N
2
2024-05-15
Fixed
2.500000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828X70
4195000.000000000000
PA
USD
4446372.290000000000
0.9301004754
Long
DBT
UST
US
N
2
2024-04-30
Fixed
2.000000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828XB1
2320000.000000000000
PA
USD
2503968.760000000000
0.5237848705
Long
DBT
UST
US
N
2
2025-05-15
Fixed
2.125000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YA2
3495000.000000000000
PA
USD
3572818.340000000000
0.7473688256
Long
DBT
UST
US
N
2
2022-08-15
Fixed
1.500000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YH7
500000.000000000000
PA
USD
523574.220000000000
0.1095222350
Long
DBT
UST
US
N
2
2024-09-30
Fixed
1.500000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Z52
5655000.000000000000
PA
USD
5909475.000000000000
1.2361550379
Long
DBT
UST
US
N
2
2025-01-31
Fixed
1.375000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZT0
3265000.000000000000
PA
USD
3258750.590000000000
0.6816715460
Long
DBT
UST
US
N
2
2025-05-31
Fixed
.250000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAB7
14005000.000000000000
PA
USD
13963969.690000000000
2.9210093082
Long
DBT
UST
US
N
2
2025-07-31
Fixed
.250000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAT8
7650000.000000000000
PA
USD
7617128.870000000000
1.5933652697
Long
DBT
UST
US
N
2
2025-10-31
Fixed
.250000000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDW9
285000.000000000000
PA
USD
293800.880000000000
0.0614578178
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.250000000000
N
N
N
N
N
N
VNO Mortgage Trust
N/A
VNDO 2012-6AVE Mortgage Trust
91830CAA6
1000000.000000000000
PA
USD
1034083.400000000000
0.2163115005
Long
ABS-MBS
CORP
US
N
2
2030-11-15
Fixed
2.995600000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VBR4
855000.000000000000
PA
USD
963449.350000000000
0.2015361378
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
5.150000000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCR3
455000.000000000000
PA
USD
502556.940000000000
0.1051258011
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
3.500000000000
N
N
N
N
N
N
Verizon Owner Trust
549300WANFF5OIMC3D47
Verizon Owner Trust 2019-C
92348AAA3
200000.000000000000
PA
USD
204290.960000000000
0.0427339653
Long
ABS-O
CORP
US
N
2
2024-04-22
Fixed
1.940000000000
N
N
N
N
N
N
Verizon Owner Trust
549300XY7L2MRX0BQH89
Verizon Owner Trust 2020-A
92348TAA2
1715000.000000000000
PA
USD
1756172.010000000000
0.3673593471
Long
ABS-O
CORP
US
N
2
2024-07-22
Fixed
1.850000000000
N
N
N
N
N
N
Verizon Owner Trust
549300DBBHVB9QKK8Q94
Verizon Owner Trust 2018-A
92348XAA3
1097041.750000000000
PA
USD
1111604.540000000000
0.2325275176
Long
ABS-O
CORP
US
N
2
2023-04-20
Fixed
3.230000000000
N
N
N
N
N
N
Verizon Owner Trust
549300P0XXSIS1ESEJ26
Verizon Owner Trust 2019-B
92349GAA9
1215000.000000000000
PA
USD
1239049.220000000000
0.2591866343
Long
ABS-O
CORP
US
N
2
2023-12-20
Fixed
2.330000000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2018-2
92535TAA5
193862.240000000000
PA
USD
194097.030000000000
0.0406015799
Long
ABS-MBS
CORP
US
N
2
2058-06-01
Variable
3.677000000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2018-3
92537BAA2
147385.020000000000
PA
USD
151141.100000000000
0.0316159781
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Variable
4.108000000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBH2
920000.000000000000
PA
USD
1005336.640000000000
0.2102981995
Long
DBT
CORP
GB
N
2
2024-01-16
Fixed
3.750000000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2012-C10
92890NAU3
975000.000000000000
PA
USD
1010021.030000000000
0.2112780889
Long
ABS-MBS
CORP
US
N
2
2045-12-15
Fixed
2.875000000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
549300GADFYEKC4OLM57
WFRBS Commercial Mortgage Trust 2013-C14
92890PAE4
200000.000000000000
PA
USD
211359.040000000000
0.0442124795
Long
ABS-MBS
CORP
US
N
2
2046-06-15
Fixed
3.337000000000
N
N
N
N
N
N
VOYA FINANCIAL INC
549300T065Z4KJ686G75
Voya Financial Inc
929089AD2
970000.000000000000
PA
USD
1048298.400000000000
0.2192850208
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.125000000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2011-C3
92935VAG3
981728.670000000000
PA
USD
983088.560000000000
0.2056443045
Long
ABS-MBS
CORP
US
N
2
2044-03-15
Fixed
4.375000000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2013-C13
92937UAF5
185000.000000000000
PA
USD
194237.940000000000
0.0406310557
Long
ABS-MBS
CORP
US
N
2
2045-05-15
Fixed
3.345000000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2013-C17
92938GAE8
180897.110000000000
PA
USD
188643.380000000000
0.0394607752
Long
ABS-MBS
CORP
US
N
2
2046-12-15
Fixed
3.558000000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2013-UBS1
92938JAE2
772216.130000000000
PA
USD
837429.940000000000
0.1751751618
Long
ABS-MBS
CORP
US
N
2
2046-03-15
Variable
4.079000000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo and Co
94974BFJ4
1075000.000000000000
PA
USD
1139228.080000000000
0.2383058614
Long
DBT
CORP
US
N
2
2023-02-13
Fixed
3.450000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2012-LC5
94988HAE1
185000.000000000000
PA
USD
192078.160000000000
0.0401792689
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Fixed
3.539000000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2R3
740000.000000000000
PA
USD
760633.750000000000
0.1591107911
Long
DBT
CORP
US
N
2
2024-06-02
Variable
1.654000000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RCN0
2660000.000000000000
PA
USD
2956460.170000000000
0.6184378703
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.400000000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBM0
1600000.000000000000
PA
USD
1658239.730000000000
0.3468736895
Long
DBT
CORP
US
N
2
2022-11-21
Fixed
2.300000000000
N
N
N
N
N
N
ADOBE INC
FU4LY2G4933NH2E1CP29
Adobe Inc
00724PAA7
655000.000000000000
PA
USD
674155.820000000000
0.1410211759
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
1.700000000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBC7
1065000.000000000000
PA
USD
1137206.500000000000
0.2378829835
Long
DBT
CORP
US
N
2
2023-07-03
Fixed
3.875000000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAA0
350000.000000000000
PA
USD
379841.420000000000
0.0794559390
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.250000000000
N
N
N
N
N
N
AIR PRODUCTS & CHEMICALS
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals Inc
009158BB1
260000.000000000000
PA
USD
271005.200000000000
0.0566893748
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
1.500000000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AM1
1145000.000000000000
PA
USD
1260129.560000000000
0.2635962592
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
4.000000000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CG2
905000.000000000000
PA
USD
965458.270000000000
0.2019563674
Long
DBT
CORP
US
N
2
2024-07-30
Fixed
2.500000000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DQ7
800000.000000000000
PA
USD
859997.260000000000
0.1798958360
Long
DBT
CORP
US
N
2
2025-06-30
Fixed
2.500000000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBB5
1860000.000000000000
PA
USD
1899207.630000000000
0.3972798057
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
1.300000000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2020-3
03066PAC3
2150000.000000000000
PA
USD
2154931.890000000000
0.4507726849
Long
ABS-O
CORP
US
N
2
2025-06-18
Fixed
.530000000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2020-1
03464RAD5
377000.000000000000
PA
USD
375240.280000000000
0.0784934639
Long
ABS-MBS
CORP
US
N
2
2059-12-25
Variable
3.161000000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AJ2
850000.000000000000
PA
USD
909117.800000000000
0.1901709625
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.375000000000
N
N
N
N
N
N
AON CORP
LTS3U8DGK38SETRUWX71
Aon Corp
037389BD4
775000.000000000000
PA
USD
801018.680000000000
0.1675585863
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
2.200000000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833AK6
320000.000000000000
PA
USD
335668.460000000000
0.0702157565
Long
DBT
CORP
US
N
2
2023-05-03
Fixed
2.400000000000
N
N
N
N
N
N
ARLINGTON TX
N/A
City of Arlington TX
041796XL2
560000.000000000000
PA
USD
563432.800000000000
0.1178599274
Long
DBT
MUN
US
N
2
2025-08-15
Fixed
.708000000000
N
N
N
N
N
N
Asset Backed Securities Corp H
N/A
Asset Backed Securities Corp Home Equity Loan Trust Series 2002-HE1
04541GCG5
409370.740000000000
PA
USD
409740.570000000000
0.0857102991
Long
ABS-MBS
CORP
US
N
2
2032-03-15
Floating
1.808630000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DAZ8
240000.000000000000
PA
USD
259829.320000000000
0.0543515833
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.222000000000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAN0
1165000.000000000000
PA
USD
1192516.050000000000
0.2494527387
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.668000000000
N
N
N
N
N
N
BHP Trust
N/A
BHP Trust 2019-BXHP
05550TAA7
1920765.680000000000
PA
USD
1897096.080000000000
0.3968381077
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Floating
1.134020000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QBR8
535000.000000000000
PA
USD
539327.960000000000
0.1128176318
Long
DBT
CORP
GB
N
2
2021-03-11
Fixed
4.742000000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAE9
1310000.000000000000
PA
USD
1398457.370000000000
0.2925319294
Long
DBT
CORP
ES
N
2
2025-05-28
Fixed
2.746000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GEU9
2525000.000000000000
PA
USD
2677030.250000000000
0.5599861968
Long
DBT
CORP
US
N
2
2023-01-11
Fixed
3.300000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGQ6
625000.000000000000
PA
USD
649019.390000000000
0.1357630904
Long
DBT
CORP
US
N
2
2023-07-21
Variable
2.816000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJD2
3495000.000000000000
PA
USD
3569551.740000000000
0.7466855121
Long
DBT
CORP
US
N
2
2026-06-19
Variable
1.319000000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367WJM6
845000.000000000000
PA
USD
872463.990000000000
0.1825036499
Long
DBT
CORP
CA
N
2
2022-03-26
Fixed
2.900000000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RAL1
650000.000000000000
PA
USD
690328.590000000000
0.1444042262
Long
DBT
CORP
US
N
2
2024-10-24
Fixed
2.100000000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBQ7
1150000.000000000000
PA
USD
1158153.500000000000
0.2422647162
Long
DBT
CORP
GB
N
2
2024-12-10
Variable
1.007000000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY INC
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670BQ0
765000.000000000000
PA
USD
766657.030000000000
0.1603707521
Long
DBT
CORP
US
N
2
2021-03-15
Fixed
2.200000000000
N
N
N
N
N
N
BIRMINGHAM AL WTRWKS BRD WTR R
N/A
Water Works Board of the City of Birmingham/The
091096ND5
270000.000000000000
PA
USD
283381.200000000000
0.0592782097
Long
DBT
MUN
US
N
2
2024-01-01
Fixed
2.201000000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2J2
1150000.000000000000
PA
USD
1225811.500000000000
0.2564175432
Long
DBT
CORP
FR
N
2
2025-11-19
Variable
2.819000000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CZ9
735000.000000000000
PA
USD
773213.190000000000
0.1617421819
Long
DBT
CORP
US
N
2
2023-02-20
Fixed
3.250000000000
N
N
N
N
N
N
WISCONSIN ST GEN FUND ANNUAL A
549300VTAT608CNZ5827
State of Wisconsin
977100GY6
710000.000000000000
PA
USD
757229.200000000000
0.1583986209
Long
DBT
MUN
US
N
2
2026-05-01
Fixed
2.096000000000
N
N
N
N
N
N
N/A
N/A
LCLSCSDB FUND LIMITED
000000000
1.000000000000
NC
USD
-13099027.72
0.9502380208
N/A
DO
US
N
2
DEUTSCHE BANK SECURITIES INC.
9J6MBOOO7BECTDTUZW19
Custom Basket Swap - Termination 12/16/2022
CUSTOM1
Proprietary total return swap
BOA Comdty
1465036.48742588
USD
95822.5758971828
USD
BOA Comdty
746546.969529064
USD
65284.9017748003
USD
BOA Comdty
3680154.8904
USD
80891.1095999968
USD
LHA Comdty
-15221877.9941748
USD
-1009244.79414989
USD
LHA Comdty
4351292.2029243
USD
178317.560053671
USD
LHA Comdty
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189989.536441003
USD
WZA Comdty
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USD
HOA Comdty
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USD
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USD
HOA Comdty
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USD
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USD
FNA Comdty
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GBP
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USD
FNA Comdty
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GBP
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USD
HHA Comdty
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USD
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USD
C A Comdty
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USD
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USD
C A Comdty
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USD
1899080.66069403
USD
C A Comdty
989215.627713605
USD
92293.0843085278
USD
C A Comdty
1342989.446
USD
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IJA Comdty
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EUR
12782.9592234744
USD
IJA Comdty
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EUR
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USD
LAA Comdty
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USD
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USD
LAA Comdty
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USD
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S A Comdty
12561919.8861026
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USD
S A Comdty
6655732.29986048
USD
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S A Comdty
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USD
LHA Comdty
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DTG Comdty
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EUR
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DTG Comdty
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EUR
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QSA Comdty
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QSA Comdty
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QSA Comdty
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HOA Comdty
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USD
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HOA Comdty
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USD
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LTA Comdty
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HHA Comdty
89520
USD
-15735
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HHA Comdty
89520
USD
-14985
USD
HHA Comdty
89520
USD
-14340
USD
HHA Comdty
89520
USD
-12570
USD
BOA Comdty
23232
USD
96
USD
KWA Comdty
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USD
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USD
KWA Comdty
2833424.81878832
USD
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YWA Comdty
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ZAR
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USD
CAA Comdty
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EUR
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USD
CAA Comdty
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EUR
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COA Comdty
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COA Comdty
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COA Comdty
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USD
LAA Comdty
0
USD
0
USD
LAA Comdty
0
USD
0
USD
LAA Comdty
0
USD
0
USD
LAA Comdty
0
USD
0
USD
DTG Comdty
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EUR
-827999.560208654
USD
DTG Comdty
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EUR
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USD
DTG Comdty
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EUR
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USD
LCA Comdty
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USD
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USD
LCA Comdty
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USD
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CLA Comdty
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USD
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USD
CLA Comdty
24705725.2005281
USD
75448.133735463
USD
CLA Comdty
2032608.43046519
USD
18932.1676951416
USD
LLA Comdty
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USD
9887.3116438351
USD
LLA Comdty
0
USD
0
USD
LLA Comdty
0
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0
USD
LLA Comdty
0
USD
0
USD
QSA Comdty
552475.972343943
USD
-2750.0478087659
USD
GBP
1759377.78449382
GBP
1759377.78449382
GBP
GBP
-95221.4325605255
GBP
-95221.4325605255
GBP
S A Comdty
3278673.22700002
USD
336545.522999985
USD
LXA Comdty
0
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0
USD
LXA Comdty
0
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0
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LXA Comdty
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0
USD
EUR
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EUR
-88363995.4587119
EUR
EUR
5579206.00622296
EUR
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EUR
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EUR
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EUR
EUR
724.193929407777
EUR
724.193929407777
EUR
HHA Comdty
89520
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-10380
USD
HHA Comdty
89520
USD
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HHA Comdty
89520
USD
-9554.99999999999
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HHA Comdty
89520
USD
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COA Comdty
7564047.19378455
USD
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USD
COA Comdty
2120156.14079698
USD
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USD
COA Comdty
251425.895628311
USD
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USD
DTG Comdty
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EUR
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USD
DTG Comdty
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EUR
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DTG Comdty
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EUR
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USD
LCA Comdty
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USD
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USD
XBA Comdty
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USD
53733.7341450416
USD
XBA Comdty
6277292.88540876
USD
71521.4774636654
USD
CLA Comdty
2168754.29507852
USD
26143.9522627029
USD
CLA Comdty
39985058.3389427
USD
1278000.93857406
USD
CLA Comdty
189005.976395809
USD
1203.60836832071
USD
LAA Comdty
0
USD
0
USD
LAA Comdty
9305513.02864295
USD
-31562.566096209
USD
LAA Comdty
0
USD
0
USD
LAA Comdty
0
USD
0
USD
GBP
7312.061424253
GBP
7312.061424253
GBP
GBP
-3.42966169012681
GBP
-3.42966169012681
GBP
GBP
0.0197148861483909
GBP
0.0197148861483909
GBP
NRA Comdty
1222717.5
USD
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USD
NRA Comdty
694934.999999999
USD
-41312.4999999987
USD
NRA Comdty
1352982.5
USD
-38452.5000000019
USD
LLA Comdty
0
USD
0
USD
LLA Comdty
0
USD
0
USD
LLA Comdty
-209456.041676188
USD
466.977145278885
USD
LLA Comdty
0
USD
0
USD
LXA Comdty
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0
USD
LXA Comdty
-5641299.21428573
USD
-471275.785714275
USD
LXA Comdty
0
USD
0
USD
LXA Comdty
6102320.02776085
USD
81094.6439573914
USD
TRY
47.516705418698
TRY
47.516705418698
TRY
TRY
0.0889552350546778
TRY
0.0889552350546778
TRY
TRY
0.0197644536743786
TRY
0.0197644536743786
TRY
HHA Comdty
89520
USD
-7005
USD
HHA Comdty
89520
USD
-3479.99999999999
USD
RSA Comdty
841389.335824264
CAD
29267.5298077111
USD
FCA Comdty
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USD
-61562.5009999946
USD
LNA Comdty
0
USD
0
USD
LNA Comdty
0
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0
USD
LNA Comdty
0
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0
USD
LNA Comdty
0
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0
USD
COA Comdty
-951019.523686207
USD
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USD
DTG Comdty
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EUR
-410525.633727113
USD
EUR
20.9756279775906
EUR
20.9756279775906
EUR
EUR/USD
1476781.88525481
EUR
-1972.83743470133
USD
USD/EUR
-704.136442416434
EUR
4.88464065200688
USD
LBA Comdty
231683.758695142
USD
428.662160684849
USD
XBA Comdty
1617144.13150838
USD
12368.5558308507
USD
XBA Comdty
687202.762959739
USD
5852.79233201896
USD
CTA Comdty
-1890896.85300529
USD
-82451.976270386
USD
CTA Comdty
7214389.09714504
USD
399881.61550043
USD
CTA Comdty
2878282.60405
USD
194462.395950003
USD
QWA Comdty
1272199.24685147
USD
33957.5410144255
USD
QWA Comdty
636289.53704123
USD
13895.7572686867
USD
CCA Comdty
-3067662.2990092
USD
-15178.2907759161
USD
SMA Comdty
11331391.8890044
USD
543295.229543844
USD
SMA Comdty
-1291866.40490268
USD
-2426.94802136859
USD
SMA Comdty
1084893.70133
USD
258626.29867
USD
HGA Comdty
-28519038.1663911
USD
-584669.2296682
USD
HGA Comdty
13599664.0372517
USD
45914.1407679822
USD
HGA Comdty
19905792.7167102
USD
900200.410770494
USD
NRA Comdty
1398522.5
USD
-28392.5000000002
USD
NRA Comdty
1352982.5
USD
4011.24999999814
USD
NRA Comdty
1398522.5
USD
43275
USD
CCA Comdty
799403.135054598
USD
-4311.28571275552
USD
MWA Comdty
-29411.9462955426
USD
49.3282118164243
USD
MWA Comdty
148897.207367875
USD
-49.3282118164061
USD
LXA Comdty
0
USD
0
USD
LXA Comdty
0
USD
0
USD
LXA Comdty
0
USD
0
USD
LXA Comdty
0
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0
USD
LNA Comdty
0
USD
0
USD
LNA Comdty
0
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0
USD
LNA Comdty
0
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0
USD
LNA Comdty
0
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0
USD
NGA Comdty
3265168.14683165
USD
-71164.9279320887
USD
NGA Comdty
-16553024.8591859
USD
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USD
NGA Comdty
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USD
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USD
NGA Comdty
17883972.4734804
USD
93252.5354068652
USD
NGA Comdty
-100241.057218094
USD
-930.767679655517
USD
NGA Comdty
27880
USD
-1430
USD
JPY
80048778.3986366
JPY
80048778.3986366
JPY
JPY
-6489598.88678997
JPY
-6489598.88678997
JPY
KCA Comdty
-22438670.6860996
USD
-1947103.47129587
USD
KCA Comdty
9048016.45762892
USD
289934.907254599
USD
KCA Comdty
14068098.2361631
USD
1032989.65718807
USD
PLA Comdty
2369248.81200637
USD
30655.0172333168
USD
LNA Comdty
0
USD
0
USD
LNA Comdty
1366660.88311826
USD
12511.0183916863
USD
LNA Comdty
0
USD
0
USD
LNA Comdty
0
USD
0
USD
LNA Comdty
1986307.77777778
USD
8212.22222222365
USD
LNA Comdty
0
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0
USD
LNA Comdty
0
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0
USD
LNA Comdty
0
USD
0
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NGA Comdty
7394330
USD
-674540.000000005
USD
NGA Comdty
180200
USD
-14059.9999999998
USD
NGA Comdty
83940
USD
-3660
USD
CLA Comdty
856234.375
USD
-3394.37500000023
USD
ENA Comdty
-2626470.77252311
USD
5120.2683865428
USD
CAD
229192.471661105
CAD
229192.471661105
CAD
CAD
2272.42484949747
CAD
2272.42484949747
CAD
CAD
-4.82578636495018
CAD
-4.82578636495018
CAD
CAD
920.581178094575
CAD
920.581178094575
CAD
NGA Comdty
27880
USD
-1160
USD
NGA Comdty
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USD
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USD
NGA Comdty
308240
USD
-4915.00000000012
USD
FCA Comdty
5833025.00000001
USD
57412.4999999907
USD
SBA Comdty
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USD
-2254939.6728124
USD
SBA Comdty
50889525.8633748
USD
2733785.24003591
USD
LNA Comdty
0
USD
0
USD
LNA Comdty
0
USD
0
USD
SIA Comdty
12249255.550572
USD
1106801.75263101
USD
W A Comdty
-12293802.1851212
USD
-394302.545229241
USD
LPA Comdty
0
USD
0
USD
LPA Comdty
0
USD
0
USD
LPA Comdty
0
USD
0
USD
LPA Comdty
0
USD
0
USD
LXA Comdty
0
USD
0
USD
LXA Comdty
0
USD
0
USD
LXA Comdty
0
USD
0
USD
LXA Comdty
0
USD
0
USD
USD
63096276.335017
USD
63096276.335017
USD
USD
843817.562195044
USD
843817.562195044
USD
USD
-1748.34508844891
USD
-1748.34508844891
USD
W A Comdty
7068116.15064581
USD
156123.790398979
USD
W A Comdty
-402839.224935656
USD
-12127.0534573609
USD
KOA Comdty
8308035.72886357
MYR
47193.0334805115
USD
DFA Comdty
177819.49861965
USD
-124.48119334798
USD
DFA Comdty
-178084.710299652
USD
-828.713958516077
USD
GCA Comdty
28773353.1310096
USD
871363.130452365
USD
NRA Comdty
531830
USD
-22754.9999999997
USD
NRA Comdty
592610
USD
-52654.9999999998
USD
NRA Comdty
1398522.5
USD
59897.5
USD
CAD
-0.210182704740928
CAD
-0.210182704740928
CAD
LPA Comdty
6346980.0558618
USD
428360.825600563
USD
LPA Comdty
0
USD
0
USD
LPA Comdty
0
USD
0
USD
LPA Comdty
0
USD
0
USD
SMA Comdty
2167186.50001
USD
94883.4999900018
USD
MYR
150683.793759868
MYR
150683.793759868
MYR
MYR
1642251.57243966
MYR
1642251.57243966
MYR
NGA Comdty
1784540
USD
-87404.9999999998
USD
NGA Comdty
-7103479.99999999
USD
658579.999999992
USD
AUD
4.76664996137637
AUD
4.76664996137637
AUD
AUD
-9.57485631011786
AUD
-9.57485631011786
AUD
SBA Comdty
3671676.52544001
USD
188913.074559988
USD
SBA Comdty
1717728.996032
USD
44075.8039680019
USD
LPA Comdty
0
USD
0
USD
LPA Comdty
0
USD
0
USD
LPA Comdty
0
USD
0
USD
LPA Comdty
0
USD
0
USD
USD
-240.247882526272
USD
-240.247882526272
USD
LPA Comdty
0
USD
0
USD
LPA Comdty
0
USD
0
USD
LPA Comdty
0
USD
0
USD
LPA Comdty
0
USD
0
USD
NRA Comdty
1352982.5
USD
56761.2499999981
USD
NRA Comdty
1398522.5
USD
74339.9999999998
USD
NRA Comdty
1219412.5
USD
-19899.9999999991
USD
LPA Comdty
0
USD
0
USD
LPA Comdty
0
USD
0
USD
LPA Comdty
0
USD
0
USD
PAA Comdty
7512282.16830442
USD
164766.093109219
USD
NRA Comdty
1287567.5
USD
35622.4999999984
USD
NRA Comdty
592610
USD
-13459.9999999997
USD
FXDA Curncy
-23249266.25
USD
-488983.749999963
USD
ZAR
6456627.15302406
ZAR
6456627.15302406
ZAR
ZAR
-669092.262471101
ZAR
-669092.262471101
ZAR
ZAR
35697.0231885955
ZAR
35697.0231885955
ZAR
ZAR
19744.1551850377
ZAR
19744.1551850377
ZAR
ZAR
-17.2186385196165
ZAR
-17.2186385196165
ZAR
QCA Comdty
745359.146188524
GBP
4411.65256241942
USD
QCA Comdty
537667.643156655
GBP
6462.32898286928
USD
Y
2022-12-16
0.000000000000
USD
0.000000000000
USD
361945098
USD
-13099027.72
N
N
N
NOMURA GALAXY OPTION
N/A
NOMURA GALAXY OPTION
N/A
1
NS
USD
23285174.580000000000
4.8708363882
Long
DO
US
N
2
Nomura Securities
549300R5F7LQRD9R8R24
Call
Purchased
Numura Galaxy Option
Numura Galaxy Option
19743
0.000100000000
USD
2022-08-22
XXXX
4361893.720000000000
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DT2
745000.000000000000
PA
USD
746349.030000000000
0.1561226866
Long
DBT
CORP
US
N
2
2023-11-13
Fixed
.537000000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LAT8
715000.000000000000
PA
USD
784521.550000000000
0.1641076858
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
3.400000000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2020-FOX
12433AAA7
2000000.000000000000
PA
USD
2003206.800000000000
0.4190345467
Long
ABS-MBS
CORP
US
N
2
2032-11-15
Floating
1.159000000000
N
N
N
N
N
N
CDP FINANCIAL INC
549300OXMGVYFCBFV096
CDP Financial Inc
125094AR3
990000.000000000000
PA
USD
1018781.100000000000
0.2131105368
Long
DBT
NUSS
CA
N
2
2022-03-07
Fixed
2.750000000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
Comm 2014-UBS2 Mortgage Trust
12591UAF0
1150000.000000000000
PA
USD
1256614.660000000000
0.2628610059
Long
ABS-MBS
CORP
US
N
2
2047-03-10
Fixed
3.961000000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
Comm 2014-UBS2 Mortgage Trust
12591UAH6
1150000.000000000000
PA
USD
1252215.570000000000
0.2619407960
Long
ABS-MBS
CORP
US
N
2
2047-03-10
Fixed
4.199000000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2013-CCRE6 Mortgage Trust
12624XAD0
440000.000000000000
PA
USD
456186.940000000000
0.0954260377
Long
ABS-MBS
CORP
US
N
2
2046-03-10
Fixed
3.101000000000
N
N
N
N
N
N
COMM Mortgage Trust
549300C72XVZH4MIKU63
COMM 2013-CCRE9 Mortgage Trust
12625UBF9
946086.000000000000
PA
USD
1021919.430000000000
0.2137670185
Long
ABS-MBS
CORP
US
N
2
2045-07-10
Variable
4.219175000000
N
N
N
N
N
N
COMM Mortgage Trust
549300YJIXJB9DCDOI21
COMM 2013-CCRE10 Mortgage Trust
12626BAD6
200000.000000000000
PA
USD
217037.300000000000
0.0454002685
Long
ABS-MBS
CORP
US
N
2
2046-08-10
Variable
4.210000000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE27 Mortgage Trust
12635QBJ8
1000000.000000000000
PA
USD
1105643.600000000000
0.2312805971
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Fixed
3.984000000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CF5
1690000.000000000000
PA
USD
1843153.060000000000
0.3855542059
Long
DBT
CORP
US
N
2
2024-08-12
Fixed
3.375000000000
N
N
N
N
N
N
CAMDEN PROPERTY TRUST
5493002MYX22OHYJBD89
Camden Property Trust
133131AT9
375000.000000000000
PA
USD
390801.990000000000
0.0817486915
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
2.950000000000
N
N
N
N
N
N
Capital One Multi-Asset Execut
R42WS16M9R97TJJKGU15
Capital One Multi-Asset Execution Trust
14041NEX5
1210000.000000000000
PA
USD
1256512.160000000000
0.2628395647
Long
ABS-O
CORP
US
N
2
2025-05-15
Fixed
2.750000000000
N
N
N
N
N
N
CAPITAL ONE BANK USA NA
LKE37K2B8CFZUR7F9816
Capital One Bank USA NA
140420NB2
799000.000000000000
PA
USD
844345.060000000000
0.1766216795
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.375000000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2018-4
14315EAC4
770267.570000000000
PA
USD
786499.030000000000
0.1645213387
Long
ABS-O
CORP
US
N
2
2023-09-15
Fixed
3.360000000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAN4
1020000.000000000000
PA
USD
1079326.070000000000
0.2257754469
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.242000000000
N
N
N
N
N
N
Chase Issuance Trust
5493008SHVCX2Y068L12
Chase Issuance Trust
161571HP2
1050000.000000000000
PA
USD
1077809.040000000000
0.2254581117
Long
ABS-O
CORP
US
N
2
2025-01-15
Fixed
1.530000000000
N
N
N
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764BV1
675000.000000000000
PA
USD
689212.400000000000
0.1441707394
Long
DBT
CORP
US
N
2
2023-05-11
Fixed
1.141000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967FT3
1270000.000000000000
PA
USD
1324201.470000000000
0.2769989412
Long
DBT
CORP
US
N
2
2022-01-14
Fixed
4.500000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LV1
1205000.000000000000
PA
USD
1239086.990000000000
0.2591945351
Long
DBT
CORP
US
N
2
2023-01-24
Variable
3.142000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LZ2
1425000.000000000000
PA
USD
1549751.240000000000
0.3241798642
Long
DBT
CORP
US
N
2
2024-06-01
Variable
4.044000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MT5
1000000.000000000000
PA
USD
1006487.210000000000
0.2105388779
Long
DBT
CORP
US
N
2
2024-10-30
Variable
.776000000000
N
N
N
N
N
N
Citibank Credit Card Issuance
R8AG6FXVDQAMDKCSJJ64
Citibank Credit Card Issuance Trust
17305EGM1
1085000.000000000000
PA
USD
1163358.920000000000
0.2433535957
Long
ABS-O
CORP
US
N
2
2025-05-23
Fixed
3.290000000000
N
N
N
N
N
N
Citibank Credit Card Issuance
R8AG6FXVDQAMDKCSJJ64
Citibank Credit Card Issuance Trust
17305EGR0
1500000.000000000000
PA
USD
1586027.850000000000
0.3317682733
Long
ABS-O
CORP
US
N
2
2024-12-07
Fixed
3.210000000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCR0
1920000.000000000000
PA
USD
2112400.260000000000
0.4418758390
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
3.700000000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2020-R01
20754CAA7
714658.700000000000
PA
USD
715225.350000000000
0.1496121770
Long
ABS-MBS
CORP
US
N
2
2040-01-25
Floating
.948000000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2020-R02
20754WAA3
1009284.950000000000
PA
USD
1009284.950000000000
0.2111241143
Long
ABS-MBS
CORP
US
N
2
2040-01-25
Floating
.898000000000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21685WDF1
895000.000000000000
PA
USD
950168.580000000000
0.1987580415
Long
DBT
CORP
NL
N
2
2022-11-09
Fixed
3.950000000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2D2
900000.000000000000
PA
USD
913614.010000000000
0.1911114881
Long
DBT
CORP
CH
N
2
2023-05-05
Fixed
1.000000000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAS0
505000.000000000000
PA
USD
515493.660000000000
0.1078319284
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
1.350000000000
N
N
N
N
N
N
CUMMINS INC
ZUNI8PYC725B6H8JU438
Cummins Inc
231021AU0
1030000.000000000000
PA
USD
1037453.140000000000
0.2170163890
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
.750000000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AJ0
948000.000000000000
PA
USD
971453.520000000000
0.2032104650
Long
ABS-O
CORP
US
N
2
2049-05-20
Fixed
3.787000000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAX9
815000.000000000000
PA
USD
848302.600000000000
0.1774495252
Long
DBT
CORP
DK
N
2
2023-01-12
Variable
5.000000000000
N
N
N
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
Diageo Capital PLC
25243YBC2
800000.000000000000
PA
USD
822012.300000000000
0.1719500710
Long
DBT
CORP
GB
N
2
2025-09-29
Fixed
1.375000000000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust 2018-1
252724AA7
591109.590000000000
PA
USD
617327.490000000000
0.1291337195
Long
ABS-O
CORP
US
N
2
2031-01-21
Fixed
3.700000000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAL3
335000.000000000000
PA
USD
352135.300000000000
0.0736603209
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.875000000000
N
N
N
N
N
N
Discover Card Execution Note T
549300CKCX1QE4RUW216
Discover Card Execution Note Trust
254683CE3
1225000.000000000000
PA
USD
1229679.260000000000
0.2572266085
Long
ABS-O
CORP
US
N
2
2025-08-15
Floating
.488630000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAF7
485000.000000000000
PA
USD
485475.300000000000
0.1015526316
Long
ABS-O
CORP
US
N
2
2047-07-25
Floating
1.464750000000
N
N
N
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26078JAB6
780000.000000000000
PA
USD
860527.430000000000
0.1800067380
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
4.205000000000
N
N
N
N
N
N
DRAGON 2012 LLC
N/A
Dragon 2012 LLC
26144YAA5
7526.040000000000
PA
USD
7706.950000000000
0.0016121542
Long
DBT
USGSE
US
N
2
2024-03-12
Fixed
1.972000000000
N
N
N
N
N
N
EL PASO TX WTR & SWR REVENUE
N/A
City of El Paso TX Water & Sewer Revenue
283822TJ3
550000.000000000000
PA
USD
553113.000000000000
0.1157012123
Long
DBT
MUN
US
N
2
2025-03-01
Fixed
.770000000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAP8
220000.000000000000
PA
USD
232751.860000000000
0.0486874696
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.900000000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAJ1
220000.000000000000
PA
USD
231105.690000000000
0.0483431207
Long
DBT
CORP
NO
N
2
2026-01-22
Fixed
1.750000000000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449WAA5
925000.000000000000
PA
USD
950058.060000000000
0.1987349227
Long
DBT
CORP
US
N
2
2025-07-07
Fixed
1.400000000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAJ7
125000.000000000000
PA
USD
124757.420000000000
0.0260969906
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
.800000000000
N
N
N
N
N
N
EXELON GENERATION CO LLC
S2PEWKCZFFECR4533P43
Exelon Generation Co LLC
30161MAR4
265000.000000000000
PA
USD
273593.960000000000
0.0572308965
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.400000000000
N
N
N
N
N
N
EXELON GENERATION CO LLC
S2PEWKCZFFECR4533P43
Exelon Generation Co LLC
30161MAS2
220000.000000000000
PA
USD
239890.620000000000
0.0501807688
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.250000000000
N
N
N
N
N
N
FRESB Multifamily Mortgage Pas
N/A
FRESB 2016-SB17 Mortgage Trust
30294UAC9
592156.010000000000
PA
USD
600825.230000000000
0.1256817458
Long
ABS-MBS
USGSE
US
N
2
2023-05-25
Variable
2.150000000000
N
N
N
N
N
N
FRESB Multifamily Mortgage Pas
N/A
FRESB 2017-SB32 Mortgage Trust
302952AB2
1006289.650000000000
PA
USD
1036043.220000000000
0.2167214593
Long
ABS-MBS
USGSE
US
N
2
2024-04-25
Variable
2.440000000000
N
N
N
N
N
N
FRESB Multifamily Mortgage Pas
N/A
FRESB 2016-SB23 Mortgage Trust
30295LAE4
862057.490000000000
PA
USD
903598.490000000000
0.1890164229
Long
ABS-MBS
USGSE
US
N
2
2026-09-25
Variable
2.310000000000
N
N
N
N
N
N
FRESB Multifamily Mortgage Pas
N/A
FRESB 2019-SB69 Mortgage Trust
30312XAE7
1627047.830000000000
PA
USD
1693724.580000000000
0.3542964768
Long
ABS-MBS
USGSE
US
N
2
2024-10-25
Variable
2.250000000000
N
N
N
N
N
N
FRESB Multifamily Mortgage Pas
N/A
FRESB 2019-SB67 Mortgage Trust
30314KAS2
1379618.560000000000
PA
USD
1420022.070000000000
0.2970428736
Long
ABS-MBS
USGSE
US
N
2
2024-07-25
Variable
2.090000000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
30711XAF1
1113880.330000000000
PA
USD
1084933.810000000000
0.2269484844
Long
ABS-MBS
CORP
US
N
2
2024-05-25
Floating
2.748000000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
30711XAK0
488809.890000000000
PA
USD
474410.230000000000
0.0992380196
Long
ABS-MBS
CORP
US
N
2
2024-07-25
Floating
3.148000000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
30711XHU1
173481.890000000000
PA
USD
169352.470000000000
0.0354254666
Long
ABS-MBS
CORP
US
N
2
2029-09-25
Floating
.998000000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
30711XZL1
385000.000000000000
PA
USD
375422.010000000000
0.0785314785
Long
ABS-MBS
CORP
US
N
2
2030-07-25
Floating
.598000000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130A0F70
2325000.000000000000
PA
USD
2540117.790000000000
0.5313465922
Long
DBT
USGSE
US
N
2
2023-12-08
Fixed
3.375000000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AEBM1
1000000.000000000000
PA
USD
1037820.800000000000
0.2170932968
Long
DBT
USGSE
US
N
2
2022-06-10
Fixed
2.750000000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW 2019-2 LLC
55400DAA9
745599.220000000000
PA
USD
766936.180000000000
0.1604291452
Long
ABS-O
CORP
US
N
2
2038-10-20
Fixed
2.220000000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AGLD5
2420000.000000000000
PA
USD
2441895.920000000000
0.5108003577
Long
DBT
USGSE
US
N
2
2021-07-07
Fixed
1.875000000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
313379Q69
5575000.000000000000
PA
USD
5735906.820000000000
1.1998477212
Long
DBT
USGSE
US
N
2
2022-06-10
Fixed
2.125000000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
313383QR5
2345000.000000000000
PA
USD
2518614.070000000000
0.5268484038
Long
DBT
USGSE
US
N
2
2023-06-09
Fixed
3.250000000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
313383YJ4
2235000.000000000000
PA
USD
2426156.710000000000
0.5075080003
Long
DBT
USGSE
US
N
2
2023-09-08
Fixed
3.375000000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
N/A
Federal Farm Credit Banks
3133EJUS6
1600000.000000000000
PA
USD
1707489.500000000000
0.3571758485
Long
DBT
USGSE
US
N
2
2023-07-17
Fixed
2.875000000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
N/A
Federal Farm Credit Banks
3133EKSN7
2450000.000000000000
PA
USD
2544243.860000000000
0.5322096912
Long
DBT
USGSE
US
N
2
2023-06-26
Fixed
1.770000000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3134GV5J3
2460000.000000000000
PA
USD
2460016.800000000000
0.5145909172
Long
DBT
USGSE
US
N
2
2022-07-08
Fixed
.320000000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3134GWAK2
2465000.000000000000
PA
USD
2468578.880000000000
0.5163819492
Long
DBT
USGSE
US
N
2
2023-07-20
Fixed
.410000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G04Z3
3000000.000000000000
PA
USD
3015913.980000000000
0.6308745295
Long
DBT
USGSE
US
N
2
2025-06-17
Fixed
.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G05G4
3350000.000000000000
PA
USD
3357999.700000000000
0.7024326605
Long
DBT
USGSE
US
N
2
2023-07-10
Fixed
.250000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G05X7
2720000.000000000000
PA
USD
2719403.880000000000
0.5688499920
Long
DBT
USGSE
US
N
2
2025-08-25
Fixed
.375000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G0T94
220000.000000000000
PA
USD
230076.220000000000
0.0481277742
Long
DBT
USGSE
US
N
2
2023-01-19
Fixed
2.375000000000
N
N
N
N
N
N
Fanniemae-Aces
N/A
Fannie Mae-Aces
3136AV7F0
2865734.440000000000
PA
USD
3028034.160000000000
0.6334098514
Long
ABS-MBS
USGSE
US
N
2
2026-12-25
Fixed
2.595000000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137BJPH0
146913.990000000000
PA
USD
146548.250000000000
0.0306552371
Long
ABS-MBS
USGSE
US
N
2
2022-01-25
Floating
.453380000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137BLW87
2624149.790000000000
PA
USD
2751785.020000000000
0.5756235394
Long
ABS-MBS
USGSE
US
N
2
2025-01-25
Fixed
2.802000000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137BMTW6
371025.300000000000
PA
USD
386203.800000000000
0.0807868335
Long
ABS-MBS
USGSE
US
N
2
2025-01-25
Fixed
2.598000000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137BSRD7
806610.940000000000
PA
USD
858102.480000000000
0.1794994824
Long
ABS-MBS
USGSE
US
N
2
2025-09-25
Fixed
2.761000000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3137EAES4
3000000.000000000000
PA
USD
3006522.000000000000
0.6289098976
Long
DBT
USGSE
US
N
2
2023-06-26
Fixed
.250000000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3137EAEW5
885000.000000000000
PA
USD
886719.400000000000
0.1854856233
Long
DBT
USGSE
US
N
2
2023-09-08
Fixed
.250000000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3137EAEZ8
4000000.000000000000
PA
USD
4003384.520000000000
0.8374354647
Long
DBT
USGSE
US
N
2
2023-11-06
Fixed
.250000000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FQ3N1
1510000.000000000000
PA
USD
1576137.090000000000
0.3296993056
Long
ABS-MBS
USGSE
US
N
2
2026-02-25
Fixed
2.169000000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0AL3
48463.710000000000
PA
USD
48470.940000000000
0.0101392419
Long
ABS-MBS
CORP
US
N
2
2024-02-25
Floating
2.348000000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0NW5
422752.360000000000
PA
USD
422752.530000000000
0.0884321653
Long
ABS-MBS
CORP
US
N
2
2029-10-25
Floating
1.348000000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CZ1
680000.000000000000
PA
USD
701366.840000000000
0.1467132279
Long
DBT
CORP
US
N
2
2023-05-05
Fixed
1.625000000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AS7
105000.000000000000
PA
USD
112748.230000000000
0.0235848857
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
2.750000000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust 2017-2
33850RAE2
59127.090000000000
PA
USD
59057.010000000000
0.0123536559
Long
ABS-MBS
CORP
US
N
2
2047-10-25
Variable
3.500000000000
N
N
N
N
N
N
Ford Credit Auto Lease Trust
5493006E18I81G847N31
Ford Credit Auto Lease Trust 2019-B
34528DAD5
491000.000000000000
PA
USD
495543.220000000000
0.1036586580
Long
ABS-O
CORP
US
N
2
2022-10-15
Fixed
2.220000000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/F
N/A
Ford Credit Auto Owner Trust 2016-REV1
34530UAA9
795000.000000000000
PA
USD
796854.420000000000
0.1666874986
Long
ABS-O
CORP
US
N
2
2027-08-15
Fixed
2.310000000000
N
N
N
N
N
N
Freddie Mac - STACR
549300L8K4CLYS7FCQ06
STACR Trust 2018-DNA2
35563TAA9
197740.880000000000
PA
USD
197740.860000000000
0.0413638031
Long
ABS-MBS
CORP
US
N
2
2030-12-25
Floating
.948000000000
N
N
N
N
N
N
Freddie Mac - STACR
5493003FQV7GR462GO02
Freddie Mac Stacr Remic Trust 2020-DNA1
35565HAA3
48551.180000000000
PA
USD
48579.850000000000
0.0101620239
Long
ABS-MBS
CORP
US
N
2
2050-01-25
Floating
.848000000000
N
N
N
N
N
N
Freddie Mac - STACR
549300TCRXCIFPAC3B85
Freddie Mac STACR REMIC Trust 2020-HQA1
35565JAA9
1099649.750000000000
PA
USD
1099301.160000000000
0.2299538736
Long
ABS-MBS
CORP
US
N
2
2050-01-25
Floating
.898000000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac Stacr Remic Trust 2020-HQA2
35565LAA4
1010955.460000000000
PA
USD
1011593.880000000000
0.2116071006
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Floating
1.248000000000
N
N
N
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
GE Capital International Funding Co Unlimited Co
36164Q6M5
1665000.000000000000
PA
USD
1847932.480000000000
0.3865539739
Long
DBT
CORP
IE
N
2
2025-11-15
Fixed
3.373000000000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493005BBCF84ICNQ550
GS Mortgage Securities Corp II
36192CAE5
1720000.000000000000
PA
USD
1784821.470000000000
0.3733522947
Long
ABS-MBS
CORP
US
N
2
2046-02-10
Fixed
2.943000000000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493002EPQ51IPGGFX73
GS Mortgage Securities Trust 2015-GC28
36251FBA3
885000.000000000000
PA
USD
965353.130000000000
0.2019343740
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
3.759000000000
N
N
N
N
N
N
GM Financial Consumer Automobi
N/A
GM Financial Consumer Automobile Receivables Trust 2020-2
36258VAC8
278296.340000000000
PA
USD
279229.940000000000
0.0584098413
Long
ABS-O
CORP
US
N
2
2023-03-16
Floating
1.203130000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCX2
1375000.000000000000
PA
USD
1470292.880000000000
0.3075586157
Long
DBT
CORP
US
N
2
2025-06-20
Fixed
2.750000000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BW2
660000.000000000000
PA
USD
662005.770000000000
0.1384796057
Long
DBT
CORP
US
N
2
2023-09-29
Fixed
.750000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GRD8
1195000.000000000000
PA
USD
1275223.310000000000
0.2667535981
Long
DBT
CORP
US
N
2
2023-01-22
Fixed
3.625000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWT7
3385000.000000000000
PA
USD
3576654.470000000000
0.7481712744
Long
DBT
CORP
US
N
2
2023-02-23
Fixed
3.200000000000
N
N
N
N
N
N
HSBC BANK CANADA
DMB80L5QKUQ124HSYW98
HSBC Bank Canada
40427HTH6
870000.000000000000
PA
USD
889098.330000000000
0.1859832523
Long
DBT
CORP
CA
N
2
2022-09-10
Fixed
1.650000000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CG2
1045000.000000000000
PA
USD
1085904.050000000000
0.2271514410
Long
DBT
CORP
GB
N
2
2026-06-04
Variable
2.099000000000
N
N
N
N
N
N
HELIOS LEASING I LLC
549300H2L807705NLV88
Helios Leasing I LLC
42328BAA0
7919.570000000000
PA
USD
8093.330000000000
0.0016929779
Long
DBT
USGSE
US
N
2
2024-05-29
Fixed
2.018000000000
N
N
N
N
N
N
HELIOS LEASING I LLC
549300H2L807705NLV88
Helios Leasing I LLC
42328BAB8
8431.460000000000
PA
USD
8614.500000000000
0.0018019972
Long
DBT
USGSE
US
N
2
2024-07-24
Fixed
1.734000000000
N
N
N
N
N
N
HELIOS LEASING I LLC
549300H2L807705NLV88
Helios Leasing I LLC
42328BAC6
8349.310000000000
PA
USD
8545.510000000000
0.0017875658
Long
DBT
USGSE
US
N
2
2024-09-28
Fixed
1.562000000000
N
N
N
N
N
N
HIGHWOODS REALTY LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AN2
110000.000000000000
PA
USD
110766.160000000000
0.0231702726
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
3.200000000000
N
N
N
N
N
N
Honda Auto Receivables Owner T
N/A
Honda Auto Receivables 2017-4 Owner Trust
43813FAD5
695000.000000000000
PA
USD
698712.550000000000
0.1461579986
Long
ABS-O
CORP
US
N
2
2024-03-21
Fixed
2.210000000000
N
N
N
N
N
N
Honda Auto Receivables Owner T
N/A
Honda Auto Receivables 2020-3 Owner Trust
43813KAC6
2350000.000000000000
PA
USD
2353973.620000000000
0.4924086064
Long
ABS-O
CORP
US
N
2
2024-10-18
Fixed
.370000000000
N
N
N
N
N
N
Honda Auto Receivables Owner T
N/A
Honda Auto Receivables 2019-1 Owner Trust
43814WAC9
755368.490000000000
PA
USD
768214.210000000000
0.1606964859
Long
ABS-O
CORP
US
N
2
2023-03-20
Fixed
2.830000000000
N
N
N
N
N
N
HUNTINGTON NATIONAL BANK
2WHM8VNJH63UN14OL754
Huntington National Bank/The
44644AAH0
780000.000000000000
PA
USD
805222.960000000000
0.1684380454
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
3.125000000000
N
N
N
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust 2020-C
44891RAC4
2150000.000000000000
PA
USD
2153739.280000000000
0.4505232125
Long
ABS-O
CORP
US
N
2
2025-05-15
Fixed
.380000000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AP8
965000.000000000000
PA
USD
1054329.530000000000
0.2205466239
Long
DBT
CORP
NL
N
2
2024-04-09
Fixed
3.550000000000
N
N
N
N
N
N
Invitation Homes Trust
N/A
Invitation Homes 2018-SFR2 Trust
46185HAA0
542357.690000000000
PA
USD
543552.560000000000
0.1137013416
Long
ABS-O
CORP
US
N
2
2037-06-17
Floating
1.059000000000
N
N
N
N
N
N
Invitation Homes Trust
N/A
Invitation Homes 2018-SFR1 Trust
46185JAA6
391723.170000000000
PA
USD
388463.560000000000
0.0812595343
Long
ABS-O
CORP
US
N
2
2037-03-17
Floating
.853000000000
N
N
N
N
N
N
Invitation Homes Trust
N/A
Invitation Homes 2017-SFR2 Trust
46187BAA1
436287.230000000000
PA
USD
435223.040000000000
0.0910407699
Long
ABS-O
CORP
US
N
2
2036-12-17
Floating
1.003000000000
N
N
N
N
N
N
Invitation Homes Trust
N/A
Invitation Homes 2018-SFR3 Trust
46187VAA7
448108.720000000000
PA
USD
448108.630000000000
0.0937362017
Long
ABS-O
CORP
US
N
2
2037-07-17
Floating
1.153000000000
N
N
N
N
N
N
Invitation Homes Trust
N/A
Invitation Homes 2018-SFR4 Trust
46187XAG0
915000.000000000000
PA
USD
912777.010000000000
0.1909364029
Long
ABS-O
CORP
US
N
2
2038-01-17
Floating
1.803000000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3
46590RAE9
1500000.000000000000
PA
USD
1636311.300000000000
0.3422866595
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Fixed
2.870400000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase and Co
46625HJE1
910000.000000000000
PA
USD
957056.050000000000
0.2001987753
Long
DBT
CORP
US
N
2
2022-09-23
Fixed
3.250000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase and Co
46625HJH4
2650000.000000000000
PA
USD
2805323.630000000000
0.5868228460
Long
DBT
CORP
US
N
2
2023-01-25
Fixed
3.200000000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2
46635GAE0
141467.810000000000
PA
USD
141329.580000000000
0.0295635860
Long
ABS-MBS
CORP
US
N
2
2043-11-15
Fixed
4.069800000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8
46638UAD8
173065.790000000000
PA
USD
175750.650000000000
0.0367638498
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Fixed
2.379100000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10
46639JAH3
762000.000000000000
PA
USD
795655.790000000000
0.1664367669
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Fixed
3.371500000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
549300UOGMFS1M8XVM16
JPMBB Commercial Mortgage Securities Trust 2013-C15
46640NAJ7
1250000.000000000000
PA
USD
1363408.000000000000
0.2852002366
Long
ABS-MBS
CORP
US
N
2
2045-11-15
Fixed
4.419600000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C22
46642NBH8
1350000.000000000000
PA
USD
1467914.540000000000
0.3070611101
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Fixed
4.109500000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C23
46643ABF9
996815.720000000000
PA
USD
1049847.110000000000
0.2196089829
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Fixed
3.657000000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2016-1
46646BAE8
12243.520000000000
PA
USD
12247.360000000000
0.0025619257
Long
ABS-MBS
CORP
US
N
2
2046-05-25
Variable
3.500000000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2016-4
46647JAE0
56953.070000000000
PA
USD
57204.240000000000
0.0119660900
Long
ABS-MBS
CORP
US
N
2
2046-10-25
Variable
3.500000000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2018-1
46648RAE1
170626.250000000000
PA
USD
171110.150000000000
0.0357931413
Long
ABS-MBS
CORP
US
N
2
2048-06-25
Variable
3.500000000000
N
N
N
N
N
N
KKR Industrial Portfolio Trust
N/A
KKR Industrial Portfolio Trust 2020-AIP
48253QAL9
482102.870000000000
PA
USD
478477.940000000000
0.1000889108
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Floating
2.188630000000
N
N
N
N
N
N
KILROY REALTY LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAJ1
470000.000000000000
PA
USD
492158.290000000000
0.1029505920
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.800000000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBR0
1185000.000000000000
PA
USD
1226362.850000000000
0.2565328756
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.750000000000
N
N
N
N
N
N
MSN 41079 AND 41084 LTD
N/A
MSN 41079 and 41084 Ltd
553737AA5
8415.030000000000
PA
USD
8597.590000000000
0.0017984600
Long
DBT
USGSE
KY
N
2
2024-07-13
Fixed
1.717000000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust 2019-1
55389PAA7
582407.730000000000
PA
USD
604352.450000000000
0.1264195763
Long
ABS-O
CORP
US
N
2
2036-11-20
Fixed
2.890000000000
N
N
N
N
N
N
MASSACHUSETTS ST WTR RESOURCES
549300GBS2G3YGHOYO19
Massachusetts Water Resources Authority
576051VY9
1840000.000000000000
PA
USD
1969076.000000000000
0.4118950021
Long
DBT
MUN
US
N
2
2025-08-01
Fixed
2.083000000000
N
N
N
N
N
N
Merit
N/A
Merit 2020-Hill
590027AA6
2350000.000000000000
PA
USD
2354473.700000000000
0.4925132141
Long
ABS-MBS
CORP
US
N
2
2037-08-15
Floating
1.308630000000
N
N
N
N
N
N
MET LIFE GLOB FUNDING I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GEJ4
1145000.000000000000
PA
USD
1160181.620000000000
0.2426889621
Long
DBT
CORP
US
N
2
2025-07-02
Fixed
.950000000000
N
N
N
N
N
N
MIAMI-DADE CNTY FL AVIATION RE
N/A
County of Miami-Dade FL Aviation Revenue
59333PV21
650000.000000000000
PA
USD
677839.500000000000
0.1417917349
Long
DBT
MUN
US
N
2
2023-10-01
Fixed
2.368000000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BJ2
1350000.000000000000
PA
USD
1509212.100000000000
0.3156998110
Long
DBT
CORP
US
N
2
2025-11-03
Fixed
3.125000000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BV5
1295000.000000000000
PA
USD
1302721.800000000000
0.2725057837
Long
DBT
CORP
JP
N
2
2024-09-15
Variable
.848000000000
N
N
N
N
N
N
MONDELEZ INTERNATIONAL
549300DV9GIB88LZ5P30
Mondelez International Inc
609207AS4
440000.000000000000
PA
USD
457004.920000000000
0.0955971443
Long
DBT
CORP
US
N
2
2023-04-13
Fixed
2.125000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468J1
1000000.000000000000
PA
USD
1069576.940000000000
0.2237361056
Long
DBT
CORP
US
N
2
2025-07-22
Variable
2.720000000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Inc Trust 2004-HE6
61744CFB7
232712.300000000000
PA
USD
229697.370000000000
0.0480485257
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Floating
.973000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAN8
2440000.000000000000
PA
USD
2575102.700000000000
0.5386648011
Long
DBT
CORP
US
N
2
2023-01-23
Fixed
3.125000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BDQ6
640000.000000000000
PA
USD
709003.320000000000
0.1483106411
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
3.875000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174824M3
515000.000000000000
PA
USD
554909.670000000000
0.1160770431
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
4.875000000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust 2018-1
62848BAA9
1219716.020000000000
PA
USD
1267613.660000000000
0.2651617973
Long
ABS-O
CORP
US
N
2
2036-01-21
Fixed
3.450000000000
N
N
N
N
N
N
NATIONAL BANK OF CANADA
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307CAG6
505000.000000000000
PA
USD
520454.130000000000
0.1088695688
Long
DBT
CORP
CA
N
2
2022-10-07
Fixed
2.150000000000
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NatWest Markets PLC
63906YAA6
955000.000000000000
PA
USD
993460.260000000000
0.2078138761
Long
DBT
CORP
GB
N
2
2023-05-21
Fixed
2.375000000000
N
N
N
N
N
N
NEBRASKA ST PUBLIC PWR DIST RE
5493001J0BLQRMOJKP23
Nebraska Public Power District
63968A2A2
675000.000000000000
PA
USD
702816.750000000000
0.1470165228
Long
DBT
MUN
US
N
2
2024-01-01
Fixed
2.216000000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2014-2
64828YAR2
89300.870000000000
PA
USD
95184.330000000000
0.0199108363
Long
ABS-MBS
CORP
US
N
2
2054-05-25
Variable
3.750000000000
N
N
N
N
N
N
New Residential Mortgage Loan
549300RCJSGOC0A85G53
New Residential Mortgage Loan Trust 2015-1
64829CAD0
523211.360000000000
PA
USD
556306.680000000000
0.1163692722
Long
ABS-MBS
CORP
US
N
2
2052-05-28
Variable
3.750000000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2016-1
64829FAA9
204537.430000000000
PA
USD
216776.050000000000
0.0453456198
Long
ABS-MBS
CORP
US
N
2
2056-03-25
Variable
3.750000000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2017-1
64829JAA1
393654.860000000000
PA
USD
425441.510000000000
0.0889946511
Long
ABS-MBS
CORP
US
N
2
2057-02-25
Variable
4.000000000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2018-5
64829XAA0
830597.630000000000
PA
USD
887532.020000000000
0.1856556086
Long
ABS-MBS
CORP
US
N
2
2057-12-25
Variable
4.750000000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2017-6
64830BAA5
187391.570000000000
PA
USD
202409.390000000000
0.0423403749
Long
ABS-MBS
CORP
US
N
2
2057-08-27
Variable
4.000000000000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WDT7
500000.000000000000
PA
USD
500922.920000000000
0.1047839937
Long
DBT
CORP
US
N
2
2023-10-21
Fixed
.400000000000
N
N
N
N
N
N
NEW YORK NY
549300ABYZD2SFD5JB29
City of New York NY
64966QCB4
1660000.000000000000
PA
USD
1761758.000000000000
0.3685278349
Long
DBT
MUN
US
N
2
2025-08-01
Fixed
2.280000000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBF6
1065000.000000000000
PA
USD
1098963.580000000000
0.2298832580
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
2.900000000000
N
N
N
N
N
N
2021-02-11
LoCorr Investment Trust
Jon Essen
Jon Essen
Treasurer