0001752724-20-159881.txt : 20200819
0001752724-20-159881.hdr.sgml : 20200819
20200819095847
ACCESSION NUMBER: 0001752724-20-159881
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200630
FILED AS OF DATE: 20200819
PERIOD START: 20200630
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: UBS FUNDS
CENTRAL INDEX KEY: 0000886244
IRS NUMBER: 367056204
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0630
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-06637
FILM NUMBER: 201115572
BUSINESS ADDRESS:
STREET 1: C/O UBS ASSET MANAGEMENT (AMERICAS) INC
STREET 2: ONE NORTH WACKER DR.
CITY: CHICAGO
STATE: IL
ZIP: 60606
BUSINESS PHONE: 312-525-7100
MAIL ADDRESS:
STREET 1: C/O UBS ASSET MANAGEMENT (AMERICAS) INC
STREET 2: ONE NORTH WACKER DR.
CITY: CHICAGO
STATE: IL
ZIP: 60606
FORMER COMPANY:
FORMER CONFORMED NAME: BRINSON FUNDS INC
DATE OF NAME CHANGE: 19920929
0000886244
S000053041
UBS Total Return Bond Fund
C000166868
Class A
UTBAX
C000166870
Class P
UTBPX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000886244
XXXXXXXX
S000053041
C000166868
C000166870
UBS FUNDS
811-06637
0000886244
549300N85N4CCOEZQJ49
ONE NORTH WACKER DR.
CHICAGO
60606
312-525-7100
UBS Total Return Bond Fund
S000053041
549300OHZ6UI1RKLNQ71
2020-06-30
2020-06-30
N
41763039.00
3963150.02
37799888.98
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
596320.51000000
USD
EUR
GBP
UST
CPS Auto Trust
N/A
CPS Auto Trust
12655CAD8
150000.00000000
PA
USD
153891.95000000
0.407122756581
Long
ABS-O
CORP
US
N
2
2024-06-17
Fixed
4.40000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AS5
200000.00000000
PA
USD
223744.02000000
0.591917135307
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044CK5
25000.00000000
PA
USD
37314.92000000
0.098717009512
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
6.90000000
N
N
N
N
N
N
Vista Point Securitization Trust
N/A
Vista Point Securitization Trust 2020-1
92838WAA2
100000.00000000
PA
USD
99998.61000000
0.264547364286
Long
ABS-MBS
CORP
US
N
3
2065-03-25
Variable
1.76000000
N
N
N
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAD5
50000.00000000
PA
USD
65631.46000000
0.173628711012
Long
DBT
CORP
US
N
2
2045-09-15
Fixed
5.20000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2012-C6
46634SAJ4
150000.00000000
PA
USD
119441.85000000
0.315984658217
Long
ABS-MBS
CORP
US
N
2
2045-05-15
Variable
5.32000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687EX0
50000.00000000
PA
USD
64316.48000000
0.170149917726
Long
DBT
CORP
US
N
2
2045-10-15
Fixed
4.95000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCC3
88000.00000000
PA
USD
106278.03000000
0.281159635300
Long
DBT
CORP
US
N
2
2047-11-01
Fixed
3.97000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBK8
105000.00000000
PA
USD
106660.55000000
0.282171595944
Long
DBT
CORP
US
N
2
2021-04-15
Fixed
2.85000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CC6
60000.00000000
PA
USD
62082.60000000
0.164240164919
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.53000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RGQ9
316000.00000000
PA
USD
369186.05000000
0.976685540519
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.30000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128287D6
451147.50000000
PA
USD
493841.52000000
1.306462884748
Long
DBT
UST
US
N
2
2029-07-15
Fixed
0.25000000
N
N
N
N
N
N
Alabama Power Co
0RL818ELFOHP5JHOFU19
Alabama Power Co
010392FB9
100000.00000000
PA
USD
144329.42000000
0.381824983867
Long
DBT
CORP
US
N
2
2039-03-01
Fixed
6.00000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BF6
45000.00000000
PA
USD
52356.32000000
0.138509189875
Long
DBT
CORP
US
N
2
2026-11-30
Fixed
3.75000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAJ9
70000.00000000
PA
USD
78100.78000000
0.206616426945
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AAYW5
34205.79000000
PA
USD
37480.85000000
0.099155979055
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPAH7
34579.48000000
PA
USD
38456.44000000
0.101736912561
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
4.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KU4
50000.00000000
PA
USD
56509.82000000
0.149497317386
Long
DBT
CORP
US
N
2
2028-07-25
Fixed
4.13000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-4
92537KAA2
128103.69000000
PA
USD
130193.54000000
0.344428366096
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.64000000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAK1
50000.00000000
PA
USD
70344.65000000
0.186097504247
Long
DBT
CORP
US
N
2
2049-01-25
Fixed
5.58000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
369604BQ5
99000.00000000
PA
USD
77724.90000000
0.205622032490
Long
DBT
CORP
US
N
2
2021-01-21
Fixed
5.00000000
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BD6
155000.00000000
PA
USD
186048.44000000
0.492193085800
Long
DBT
NUSS
CO
N
2
2024-05-21
Fixed
8.13000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300AGZIS1CJS4RM30
Wells Fargo Commercial Mortgage Trust 2018-C44
95001JBC0
150000.00000000
PA
USD
139843.02000000
0.369956165940
Long
ABS-MBS
CORP
US
N
2
2051-05-15
Variable
5.00000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659AR2
100000.00000000
PA
USD
128012.67000000
0.338658851796
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
4.45000000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QPF2
65416.80000000
PA
USD
69962.58000000
0.185086734082
Long
ABS-MBS
USGA
US
N
2
2044-09-20
Fixed
3.00000000
N
N
N
N
N
N
ROYAL BK SCOTLND GRP PLC
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group PLC
780097BD2
250000.00000000
PA
USD
269536.07000000
0.713060480528
Long
DBT
CORP
GB
N
2
2023-09-12
Fixed
3.88000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables 2015-4
03065MAG2
562439.30000000
PA
USD
562836.49000000
1.488989796498
Long
ABS-O
CORP
US
N
2
2021-12-08
Fixed
3.72000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust
26209BAG4
150000.00000000
PA
USD
153608.00000000
0.406371563898
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
4.09000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
516.25000000
0.001365744751
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
20000.00000000
GBP
25309.36000000
USD
2020-09-17
516.25000000
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ2T6
64948.91000000
PA
USD
69104.90000000
0.182817732709
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.00000000
N
N
N
N
N
N
AEP Texas Inc
5493001L78U618KXNZ75
AEP Texas Inc
0010EPAF5
50000.00000000
PA
USD
67874.34000000
0.179562273412
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
6.65000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179M2Q2
15506.61000000
PA
USD
16860.00000000
0.044603305604
Long
ABS-MBS
USGA
US
N
2
2043-02-20
Fixed
3.50000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DQ7
50000.00000000
PA
USD
52904.42000000
0.139959194134
Long
DBT
CORP
US
N
2
2025-06-30
Fixed
2.50000000
N
N
N
N
N
N
Ashford Hospitality Trust
N/A
Ashford Hospitality Trust 2018-ASHF
04410RAL0
100000.00000000
PA
USD
87221.77000000
0.230746100990
Long
ABS-MBS
CORP
US
N
2
2035-04-15
Floating
2.28000000
N
N
N
N
N
N
SoFi Consumer Loan Program Trust
N/A
Sofi Consumer Loan Program 2018-3 Trust
83405XAC8
125000.00000000
PA
USD
126823.16000000
0.335511990702
Long
ABS-O
CORP
US
N
2
2027-08-25
Fixed
4.02000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F030678
400000.00000000
PA
USD
421156.25000000
1.114173245913
Long
ABS-MBS
USGSE
US
N
2
2050-07-15
Fixed
3.00000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
44.22000000
0.000116984470
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
12000000.00000000
THB
388290.45000000
USD
2020-07-15
44.22000000
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
74432QBN4
50000.00000000
PA
USD
75821.51000000
0.200586594421
Long
DBT
CORP
US
N
2
2040-06-21
Fixed
6.63000000
N
N
N
N
N
N
Nabors Industries Inc
549300VFQWRKICUFNU92
Nabors Industries Inc
629568AX4
150000.00000000
PA
USD
116955.00000000
0.309405670640
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
4.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CUH5
201066.92000000
PA
USD
211545.08000000
0.559644712480
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
3.00000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063A7D0
250000.00000000
PA
USD
417960.00000000
1.105717533247
Long
DBT
MUN
US
N
2
2039-10-01
Fixed
7.30000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2017-3
80284YAG9
225000.00000000
PA
USD
228520.08000000
0.604552251782
Long
ABS-O
CORP
US
N
2
2023-11-15
Fixed
3.20000000
N
N
N
N
N
N
NOVA Chemicals Corp
5493007M1XGU5E55ZJ25
NOVA Chemicals Corp
66977WAN9
210000.00000000
PA
USD
202650.00000000
0.536112685693
Long
DBT
CORP
CA
N
2
2023-08-01
Fixed
5.25000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J6DP9
110984.45000000
PA
USD
124397.58000000
0.329095093548
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
4.00000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-3
92537JAA5
124593.41000000
PA
USD
127059.00000000
0.336135907878
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Variable
2.78000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAH4
40000.00000000
PA
USD
48554.80000000
0.128452229120
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
5.55000000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002BB6
25000.00000000
PA
USD
25826.00000000
0.068322951989
Long
DBT
CORP
US
N
2
2053-08-15
Fixed
5.75000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust I LLC 2018-3
03464NAA0
90899.35000000
PA
USD
92656.91000000
0.245124820469
Long
ABS-MBS
CORP
US
N
2
2048-09-25
Variable
3.65000000
N
N
N
N
N
N
Quicken Loans Inc
549300FGXN1K3HLB1R50
Quicken Loans LLC
74840LAA0
110000.00000000
PA
USD
112451.90000000
0.297492672688
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QGD7
11079.35000000
PA
USD
12082.05000000
0.031963189115
Long
ABS-MBS
USGA
US
N
2
2044-06-20
Fixed
4.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2020-GC47
36258RBA0
100000.00000000
PA
USD
105376.02000000
0.278773358450
Long
ABS-MBS
CORP
US
N
2
2053-05-12
Fixed
2.38000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F022675
850000.00000000
PA
USD
885759.76000000
2.343286670679
Long
ABS-MBS
USGSE
US
N
2
2050-07-15
Fixed
2.50000000
N
N
N
N
N
N
Bank
N/A
BANK 2018-BNK15
06036FBC4
150000.00000000
PA
USD
179012.45000000
0.473579300972
Long
ABS-MBS
CORP
US
N
2
2061-11-15
Fixed
4.41000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT SEP20 XCBT 20200921
000000000
5.00000000
NC
USD
3359.89000000
0.008888623989
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US 10 Year Ultra Bond
UXYU0 Comdty
2020-09-21
784061.99000000
USD
3359.89000000
N
N
N
BROADCOM CRP / CAYMN FI
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAP4
30000.00000000
PA
USD
32045.85000000
0.084777629947
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
3.13000000
N
N
N
N
N
N
State Street Global Advisors
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
857492706
1086752.50000000
NS
USD
1086752.50000000
2.875015057782
Long
STIV
RF
US
N
2
N
N
Benchmark Mortgage Trust
N/A
Benchmark 2018-B5 Mortgage Trust
08160BAC8
100000.00000000
PA
USD
115968.39000000
0.306795583609
Long
ABS-MBS
CORP
US
N
2
2051-07-15
Fixed
3.94000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2017-1
26208EAG9
48915.67000000
PA
USD
49653.98000000
0.131360121259
Long
ABS-O
CORP
US
N
2
2023-03-15
Fixed
3.84000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AV0
50000.00000000
PA
USD
60820.38000000
0.160900948762
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
4.40000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
59022CAJ2
125000.00000000
PA
USD
177500.28000000
0.469578839487
Long
DBT
CORP
US
N
2
2037-01-29
Fixed
6.11000000
N
N
N
N
N
N
Republic of Ecuador
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
200000.00000000
PA
USD
82300.00000000
0.217725507192
Long
DBT
NUSS
EC
N
2
2029-01-31
Fixed
10.65000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2018-4
80285MAH2
225000.00000000
PA
USD
231015.78000000
0.611154652126
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
3.98000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BF9
75000.00000000
PA
USD
85833.20000000
0.227072624592
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.65000000
N
N
N
N
N
N
Benchmark Mortgage Trust
N/A
Benchmark 2018-B4 Mortgage Trust
08161HAQ3
100000.00000000
PA
USD
64113.00000000
0.169611609266
Long
ABS-MBS
CORP
US
N
2
2051-07-15
Variable
2.96000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAN3
50000.00000000
PA
USD
55763.98000000
0.147524189897
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.50000000
N
N
N
N
N
N
Invitation Homes Trust
N/A
Invitation Homes 2018-SFR2 Trust
46185HAG7
150000.00000000
PA
USD
145302.33000000
0.384398827406
Long
ABS-O
CORP
US
N
2
2037-06-17
Floating
1.63000000
N
N
N
N
N
N
Hilton USA Trust
N/A
Hilton USA Trust 2016-SFP
43289VAQ6
125000.00000000
PA
USD
118847.28000000
0.314411717089
Long
ABS-MBS
CORP
US
N
2
2035-11-05
Fixed
5.52000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2018-1
301656AG9
100000.00000000
PA
USD
100989.43000000
0.267168588916
Long
ABS-O
CORP
US
N
2
2023-11-15
Fixed
3.53000000
N
N
N
N
N
N
Smithfield Foods Inc
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248AY4
80000.00000000
PA
USD
79385.24000000
0.210014479254
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
3.35000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZM5
375000.00000000
PA
USD
374736.33000000
0.991368864068
Long
DBT
UST
US
N
2
2022-04-30
Fixed
0.13000000
N
N
N
N
N
N
Residential Mortgage Loan Trust
N/A
Residential Mortgage Loan Trust 2019-3
76119NAA5
163952.69000000
PA
USD
165374.86000000
0.437500914586
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
2.63000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CX6
120000.00000000
PA
USD
140291.05000000
0.371141433971
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EQB50
129537.71000000
PA
USD
141174.75000000
0.373479271525
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
3.00000000
N
N
N
N
N
N
Deephaven Residential Mortgage Trust
N/A
Deephaven Residential Mortgage Trust 2018-3
24381KAA2
116390.87000000
PA
USD
118351.68000000
0.313100602127
Long
ABS-MBS
CORP
US
N
2
2058-08-25
Variable
3.79000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804GA6
50000.00000000
PA
USD
65823.68000000
0.174137231024
Long
DBT
CORP
US
N
2
2048-12-01
Fixed
4.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31405XRA3
24934.99000000
PA
USD
28589.75000000
0.075634481400
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
5.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2015-GC33
29425AAD5
143000.00000000
PA
USD
158326.17000000
0.418853531775
Long
ABS-MBS
CORP
US
N
2
2058-09-10
Fixed
3.78000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EKMW2
60878.23000000
PA
USD
66071.09000000
0.174791756756
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3.00000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RAN7
100000.00000000
PA
USD
103569.30000000
0.273993661872
Long
DBT
CORP
US
N
2
2025-04-24
Fixed
1.60000000
N
N
N
N
N
Public Service New Hampshire Funding Llc.
N/A
PSNH Funding LLC 3
69363PAC4
175000.00000000
PA
USD
197845.10000000
0.523401272698
Long
ABS-O
CORP
US
N
2
2035-02-01
Fixed
3.81000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9KD2
142237.27000000
PA
USD
161299.51000000
0.426719533714
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
4.50000000
N
N
N
N
N
N
Eaton Corp
0NZWDMRCE180888QQE14
Eaton Corp
278062AC8
190000.00000000
PA
USD
199854.57000000
0.528717346513
Long
DBT
CORP
US
N
2
2022-11-02
Fixed
2.75000000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RD89
10669.23000000
PA
USD
11569.39000000
0.030606941745
Long
ABS-MBS
USGA
US
N
2
2045-05-20
Fixed
4.00000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAV3
50000.00000000
PA
USD
60769.05000000
0.160765154712
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
4.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERTY6
171214.82000000
PA
USD
187882.20000000
0.497044316980
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148LAF3
80000.00000000
PA
USD
105743.62000000
0.279745848078
Long
DBT
CORP
US
N
2
2045-05-22
Fixed
5.15000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C30
46644UBA5
170000.00000000
PA
USD
187491.62000000
0.496011033522
Long
ABS-MBS
CORP
US
N
2
2048-07-15
Fixed
3.82000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
567.57000000
0.001501512346
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
55000.00000000
EUR
62464.81000000
USD
2020-09-17
567.57000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286T2
200000.00000000
PA
USD
230796.88000000
0.610575549896
Long
DBT
UST
US
N
2
2029-05-15
Fixed
2.38000000
N
N
N
N
N
N
New Residential Advance Receivables Trust Advance
N/A
New Residential Advance Receivables Trust Advance Receivables Backed 2019-T5
62942QCL5
300000.00000000
PA
USD
298173.42000000
0.788820888224
Long
ABS-O
CORP
US
N
2
2051-10-15
Fixed
2.42000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X0Y36
94052.93000000
PA
USD
101052.65000000
0.267335838085
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2F9
70000.00000000
PA
USD
75900.75000000
0.200796224666
Long
DBT
CORP
US
N
2
2027-06-17
Fixed
3.20000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CF5
50000.00000000
PA
USD
66307.92000000
0.175418292987
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
4.66000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BD4
50000.00000000
PA
USD
67541.41000000
0.178681503630
Long
DBT
CORP
US
N
2
2046-03-01
Fixed
4.75000000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JBB9
50000.00000000
PA
USD
59858.67000000
0.158356734940
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
3.75000000
N
N
N
N
N
N
Cosmopolitan Hotel Trust
N/A
CHT 2017-COSMO Mortgage Trust
12546DAN7
475000.00000000
PA
USD
434571.23000000
1.149662715226
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Floating
3.18000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBC3
100000.00000000
PA
USD
104070.85000000
0.275320517621
Long
DBT
CORP
US
N
2
2022-05-19
Fixed
4.63000000
N
N
N
N
N
N
Bank
N/A
BANK 2018-BNK14
06035RAZ9
250000.00000000
PA
USD
145706.90000000
0.385469121555
Long
ABS-MBS
CORP
US
N
2
2060-09-15
Variable
3.00000000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAH5
70000.00000000
PA
USD
73084.47000000
0.193345726593
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.75000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EMDC2
155182.38000000
PA
USD
173918.43000000
0.460103018006
Long
ABS-MBS
USGSE
US
N
2
2043-12-01
Fixed
4.00000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HA2
50000.00000000
PA
USD
77254.76000000
0.204378272224
Long
DBT
CORP
US
N
2
2043-09-13
Fixed
6.68000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Trust 2015-SRCH
05547HAJ0
135000.00000000
PA
USD
147409.89000000
0.389974399337
Long
ABS-MBS
CORP
US
N
2
2035-08-10
Fixed
4.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2017-P8
17326DAM4
300000.00000000
PA
USD
184390.38000000
0.487806670801
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Fixed
3.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2017-SLP
36255MAN7
225000.00000000
PA
USD
195753.42000000
0.517867711472
Long
ABS-MBS
CORP
US
N
2
2032-10-10
Variable
4.74000000
N
N
N
N
N
N
SoFi Consumer Loan Program Trust
N/A
Sofi Consumer Loan Program 2018-2 Trust
78471WAC9
125000.00000000
PA
USD
128809.84000000
0.340767773334
Long
ABS-O
CORP
US
N
2
2027-04-26
Fixed
3.79000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
25160PAC1
150000.00000000
PA
USD
151692.58000000
0.401304300338
Long
DBT
CORP
DE
N
2
2021-02-04
Fixed
4.25000000
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAA6
65000.00000000
PA
USD
72729.93000000
0.192407787331
Long
DBT
CORP
XX
N
2
2026-06-18
Fixed
3.88000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31400HMP5
30200.54000000
PA
USD
34488.05000000
0.091238495484
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
5.50000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
165000.00000000
PA
USD
201816.64000000
0.533908023134
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2017-K64 Mortgage Trust
30296CAE3
50000.00000000
PA
USD
53760.11000000
0.142222930941
Long
ABS-MBS
USGSE
US
N
2
2050-05-25
Variable
4.12000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YB0
200000.00000000
PA
USD
218187.50000000
0.577217303774
Long
DBT
UST
US
N
2
2029-08-15
Fixed
1.63000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CA4
150000.00000000
PA
USD
168335.09000000
0.445332233883
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.20000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LAP6
50000.00000000
PA
USD
69084.34000000
0.182763341015
Long
DBT
CORP
US
N
2
2043-09-01
Fixed
5.15000000
N
N
N
N
N
N
OneMain Direct Auto Receivables Trust
N/A
OneMain Direct Auto Receivables Trust 2018-1
68268XAC5
300000.00000000
PA
USD
302070.00000000
0.799129331199
Long
ABS-O
CORP
US
N
2
2025-10-14
Fixed
3.85000000
N
N
N
N
N
N
TEACHERS INSUR & ANNUITY
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BF3
60000.00000000
PA
USD
71185.97000000
0.188323225069
Long
DBT
CORP
US
N
2
2047-05-15
Fixed
4.27000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942AS1
100000.00000000
PA
USD
151625.00000000
0.401125516744
Long
DBT
NUSS
UY
N
2
2036-03-21
Fixed
7.63000000
N
N
N
N
N
N
NCR Corp
549300YKTY8JX1DV2R67
NCR Corp
62886EAJ7
40000.00000000
PA
USD
39950.00000000
0.105688141097
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
5.00000000
N
N
N
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
GE Capital International Funding Co Unlimited Co
36164QMS4
200000.00000000
PA
USD
201295.38000000
0.532529024374
Long
DBT
CORP
IE
N
2
2020-11-15
Fixed
2.34000000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508BA1
220000.00000000
PA
USD
225567.67000000
0.596741620377
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
1.85000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3131XYNZ8
293527.77000000
PA
USD
309874.79000000
0.819776984434
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
Dupont De Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26078JAD2
100000.00000000
PA
USD
120234.99000000
0.318082918348
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.73000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419BW68
106015.24000000
PA
USD
115680.83000000
0.306034840634
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.00000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2018-2
26208JAG8
200000.00000000
PA
USD
205178.84000000
0.542802758252
Long
ABS-O
CORP
US
N
2
2024-08-15
Fixed
4.14000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAW5
200000.00000000
PA
USD
219495.72000000
0.580678213409
Long
DBT
CORP
GB
N
2
2028-05-09
Fixed
4.84000000
N
N
N
N
N
N
TEVA PHARM FIN IV BV
549300P1YOE2RRPSGG38
Teva Pharmaceutical Finance IV BV
88166JAA1
57000.00000000
PA
USD
56763.10000000
0.150167372264
Long
DBT
CORP
CW
N
2
2021-11-10
Fixed
3.65000000
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT SEP20 XCBT 20200921
000000000
10.00000000
NC
USD
-15878.47000000
-0.04200665776
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury Ultra Long Bond
WNU0 Comdty
2020-09-21
2197440.97000000
USD
-15878.47000000
N
N
N
POWERLONG REAL ESTATE
549300R3K12EPXCGDP22
Powerlong Real Estate Holdings Ltd
000000000
200000.00000000
PA
USD
199840.03000000
0.528678880791
Long
DBT
CORP
KY
N
2
2020-07-19
Fixed
5.95000000
N
N
N
N
N
N
Invitation Homes Trust
N/A
Invitation Homes 2018-SFR1 Trust
46185JAE8
100000.00000000
PA
USD
98311.00000000
0.260082774454
Long
ABS-O
CORP
US
N
2
2037-03-17
Floating
1.44000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPSH8
20783.49000000
PA
USD
23259.72000000
0.061533831520
Long
ABS-MBS
USGSE
US
N
2
2044-12-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WBQU2
102982.57000000
PA
USD
116941.80000000
0.309370749903
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810SG4
66242.80000000
PA
USD
88470.45000000
0.234049496935
Long
DBT
UST
US
N
2
2049-02-15
Fixed
1.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31405MW37
92081.31000000
PA
USD
102745.78000000
0.271815031135
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
5.50000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AH2
100000.00000000
PA
USD
135562.00000000
0.358630682941
Long
DBT
CORP
GB
N
2
2037-09-15
Fixed
6.50000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust
26208KAG5
300000.00000000
PA
USD
308755.83000000
0.816816764100
Long
ABS-O
CORP
US
N
2
2024-09-16
Fixed
4.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPZL1
101811.57000000
PA
USD
111276.97000000
0.294384383136
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
3.50000000
N
N
N
N
N
N
Rosslyn Portfolio Trust 2017 ROSS
N/A
Rosslyn Portfolio Trust 2017-ROSS
77846EAL9
275000.00000000
PA
USD
260015.61000000
0.687874004438
Long
ABS-MBS
CORP
US
N
2
2033-06-15
Floating
3.99000000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAM7
25000.00000000
PA
USD
27052.75000000
0.071568331891
Long
DBT
CORP
US
N
2
2025-04-07
Fixed
3.05000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-1
92537DAA8
124695.23000000
PA
USD
127117.98000000
0.336291940082
Long
ABS-MBS
CORP
US
N
2
2059-02-25
Variable
3.84000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GEM7
350000.00000000
PA
USD
378462.52000000
1.001226538523
Long
DBT
CORP
US
N
2
2022-01-24
Fixed
5.70000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Securities Trust
N/A
JPMDB Commercial Mortgage Securities Trust 2016-C2
46590LAE2
175000.00000000
PA
USD
105356.39000000
0.278721427080
Long
ABS-MBS
CORP
US
N
2
2049-06-15
Variable
3.55000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAM8
150000.00000000
PA
USD
167520.97000000
0.443178470943
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
3.51000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2017-2
80285LAF8
100000.00000000
PA
USD
101708.68000000
0.269071372283
Long
ABS-O
CORP
US
N
2
2023-07-17
Fixed
3.49000000
N
N
N
N
N
N
HPEFS Equipment Trust
549300NXXXDG2TJQD265
HPEFS Equipment Trust 2019-1
40438DAF6
200000.00000000
PA
USD
196675.38000000
0.520306766255
Long
ABS-O
CORP
US
N
2
2029-09-20
Fixed
2.72000000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RAY0
210000.00000000
PA
USD
225007.71000000
0.595260240364
Long
DBT
US
N
2
2026-10-01
Fixed
2.75000000
N
N
N
N
N
N
ICE Futures Europe - Financial Products Division
N/A
LONG GILT FUTURE SEP20 IFLL 20200928
000000000
-3.00000000
NC
-1365.46000000
-0.00361233865
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Short
United Kingdom Gilt
G U0 Comdty
2020-09-28
-411818.02000000
GBP
-1365.46000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JPF83
110528.74000000
PA
USD
119597.87000000
0.316397410752
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
4.50000000
N
N
N
N
N
N
Residential Mortgage Loan Trust
N/A
Residential Mortgage Loan Trust 2020-2
76123MAA1
125000.00000000
PA
USD
124998.74000000
0.330685468589
Long
ABS-MBS
CORP
US
N
3
2060-05-25
Variable
1.65000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BN1
100000.00000000
PA
USD
107467.48000000
0.284306337663
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
2.13000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525AU7
60000.00000000
PA
USD
68051.96000000
0.180032168972
Long
DBT
CORP
US
N
2
2027-05-20
Fixed
3.25000000
N
N
N
N
N
N
FORTUNE STAR BVI LTD
2549008CU8NYQQRSNU62
Fortune Star BVI Ltd
000000000
200000.00000000
PA
USD
201000.02000000
0.531747646418
Long
DBT
CORP
VG
N
2
2021-01-31
Fixed
6.88000000
N
N
N
N
N
N
SoFi Consumer Loan Program Trust
N/A
Sofi Consumer Loan Program 2017-6 LLC
83405QAC3
225000.00000000
PA
USD
225443.34000000
0.596412704067
Long
ABS-O
CORP
US
N
2
2026-11-25
Fixed
3.52000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SL3
35000.00000000
PA
USD
40061.33000000
0.105982665772
Long
DBT
UST
US
N
2
2050-02-15
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QPH8
42594.77000000
PA
USD
46412.15000000
0.122783826229
Long
ABS-MBS
USGA
US
N
2
2044-09-20
Fixed
4.00000000
N
N
N
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123AY6
100000.00000000
PA
USD
97250.00000000
0.257275887903
Long
DBT
NUSS
TR
N
2
2036-03-17
Fixed
6.88000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAG8
90000.00000000
PA
USD
95625.23000000
0.252977541946
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.50000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2020-3 Mortgage Loan Trust
12597QAA4
100000.00000000
PA
USD
100174.59000000
0.265012921209
Long
ABS-MBS
CORP
US
N
2
2065-04-27
Variable
1.51000000
N
N
N
N
N
N
AEP Texas Inc
5493001L78U618KXNZ75
AEP Texas Inc
00108WAJ9
50000.00000000
PA
USD
59068.18000000
0.156265485412
Long
DBT
CORP
US
N
2
2049-05-01
Fixed
4.15000000
N
N
N
N
N
N
SHIRE ACQ INV IRELAND DA
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAB5
100000.00000000
PA
USD
101998.74000000
0.269838729034
Long
DBT
CORP
IE
N
2
2021-09-23
Fixed
2.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EMNW7
21248.76000000
PA
USD
24128.81000000
0.063833018167
Long
ABS-MBS
USGSE
US
N
2
2044-02-01
Fixed
4.50000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBQ7
50000.00000000
PA
USD
59233.69000000
0.156703343841
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
4.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFH7
150000.00000000
PA
USD
166447.05000000
0.440337404398
Long
DBT
CORP
US
N
2
2024-08-26
Fixed
4.20000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467Y9
140000.00000000
PA
USD
161440.32000000
0.427092048035
Long
DBT
CORP
US
N
2
2026-09-08
Fixed
4.35000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAD5
100000.00000000
PA
USD
102786.26000000
0.271922121396
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
4.42000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
5493003R0K8V08JVGR27
Americredit Automobile Receivables Trust 2018-1
03066HAG2
100000.00000000
PA
USD
103560.67000000
0.273970831117
Long
ABS-O
CORP
US
N
2
2024-03-18
Fixed
3.82000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C26
46643TBE1
200000.00000000
PA
USD
210396.42000000
0.556605920486
Long
ABS-MBS
CORP
US
N
2
2048-01-15
Fixed
3.80000000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust 2020-1
40438FAF1
200000.00000000
PA
USD
193016.92000000
0.510628272220
Long
ABS-O
CORP
US
N
2
2030-02-20
Fixed
2.26000000
N
N
N
N
N
N
Seagate HDD Cayman
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WAN1
80000.00000000
PA
USD
88195.39000000
0.233321822840
Long
DBT
CORP
KY
N
2
2034-12-01
Fixed
5.75000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCM1
50000.00000000
PA
USD
67102.56000000
0.177520521384
Long
DBT
CORP
US
N
2
2048-10-15
Fixed
4.70000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2016-3
33843PAG1
52675.73000000
PA
USD
52870.43000000
0.139869273235
Long
ABS-O
CORP
US
N
2
2022-07-15
Fixed
2.72000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
285.58000000
0.000755504864
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
120000.00000000
AUD
83119.20000000
USD
2020-09-17
285.58000000
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDU5
190000.00000000
PA
USD
257143.26000000
0.680275172596
Long
DBT
CORP
US
N
2
2037-03-16
Fixed
5.25000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAK6
170000.00000000
PA
USD
184838.28000000
0.488991594916
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.60000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE SEP20 XEUR 20200908
000000000
-2.00000000
NC
-7529.63000000
-0.01991971458
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Euro-Bund (FGBL)
RXU0 Comdty
2020-09-08
-346338.06000000
EUR
-7529.63000000
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24
61765LAW0
75000.00000000
PA
USD
80097.81000000
0.211899590610
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
4.04000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2020-NQM
64830UAA3
100000.00000000
PA
USD
100075.01000000
0.264749481282
Long
ABS-MBS
CORP
US
N
2
2060-05-24
Variable
1.65000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBU8
100000.00000000
PA
USD
109191.74000000
0.288867885452
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
2.80000000
N
N
N
N
N
N
retl
N/A
RETL 2019-RVP
74952PAJ6
200000.00000000
PA
USD
175826.76000000
0.465151524897
Long
ABS-MBS
CORP
US
N
2
2036-03-15
Floating
2.28000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFA7
50000.00000000
PA
USD
64579.42000000
0.170845528234
Long
DBT
CORP
US
N
2
2045-12-09
Fixed
4.88000000
N
N
N
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713AT3
35000.00000000
PA
USD
46771.61000000
0.123734781403
Long
DBT
CORP
US
N
2
2037-06-15
Fixed
7.25000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3131XXLS8
188863.45000000
PA
USD
199909.47000000
0.528862585035
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.50000000
N
N
N
N
N
N
SoFi Consumer Loan Program Trust
N/A
Sofi Consumer Loan Program 2018-2 Trust
78471WAB1
92867.45000000
PA
USD
93616.96000000
0.247664642744
Long
ABS-O
CORP
US
N
2
2027-04-26
Fixed
3.35000000
N
N
N
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
GE Capital International Funding Co Unlimited Co
36164Q6M5
200000.00000000
PA
USD
209854.36000000
0.555171895110
Long
DBT
CORP
IE
N
2
2025-11-15
Fixed
3.37000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WQAW2
69720.50000000
PA
USD
75369.05000000
0.199389606778
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.00000000
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AL3
70000.00000000
PA
USD
73591.00000000
0.194685756984
Long
DBT
CORP
CO
N
2
2026-06-26
Fixed
5.38000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YDY8
50000.00000000
PA
USD
62900.99000000
0.166405224188
Long
DBT
CORP
US
N
2
2045-01-27
Fixed
4.30000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GGS7
305000.00000000
PA
USD
329055.96000000
0.870520969450
Long
DBT
CORP
US
N
2
2022-01-24
Fixed
5.75000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CC0
50000.00000000
PA
USD
63851.36000000
0.168919437921
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
4.13000000
N
N
N
N
N
N
Cenovus Energy Inc
549300EIRQ0Z2B9C1W06
Cenovus Energy Inc
15135UAR0
80000.00000000
PA
USD
68656.64000000
0.181631856210
Long
DBT
CORP
CA
N
2
2047-06-15
Fixed
5.40000000
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-ASH8
46649JAL2
100000.00000000
PA
USD
82283.68000000
0.217682332462
Long
ABS-MBS
CORP
US
N
2
2035-02-15
Floating
2.23000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179T7M1
21531.19000000
PA
USD
23458.31000000
0.062059203434
Long
ABS-MBS
USGA
US
N
2
2048-08-20
Fixed
5.00000000
N
N
N
N
N
N
Duke Energy Ohio Inc
L6KC0HABGHNFU1Z6QY21
Duke Energy Ohio Inc
26442EAG5
100000.00000000
PA
USD
126840.34000000
0.335557440571
Long
DBT
CORP
US
N
2
2049-02-01
Fixed
4.30000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818EF1
40000.00000000
PA
USD
47525.77000000
0.125729919537
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
4.05000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAS8
250000.00000000
PA
USD
278125.00000000
0.735782584301
Long
DBT
CORP
NL
N
2
2027-01-17
Fixed
7.38000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32
61691GAV2
273000.00000000
PA
USD
294156.38000000
0.778193767065
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
3.99000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE24 Mortgage Trust
12593JBL9
150000.00000000
PA
USD
112460.37000000
0.297515080162
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Variable
3.46000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335BMH6
88628.68000000
PA
USD
98560.47000000
0.260742749938
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
4.50000000
N
N
N
N
N
N
Sunac China Holdings Ltd
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
200000.00000000
PA
USD
200500.00000000
0.530424838300
Long
DBT
CORP
KY
N
2
2020-07-27
Fixed
8.63000000
N
N
N
N
N
N
VNO Mortgage Trust
N/A
VNDO 2013-PENN Mortgage Trust
91830MAL0
500000.00000000
PA
USD
491048.95000000
1.299075111728
Long
ABS-MBS
CORP
US
N
2
2029-12-13
Variable
4.08000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
N/A
CSAIL 2017-C8 Commercial Mortgage Trust
12595BAK7
141000.00000000
PA
USD
112423.67000000
0.297417989929
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Fixed
4.47000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31387WG92
29367.02000000
PA
USD
33060.77000000
0.087462611378
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CRC0
357807.36000000
PA
USD
378025.48000000
1.000070344651
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZC7
400000.00000000
PA
USD
416031.25000000
1.100615005033
Long
DBT
UST
US
N
2
2025-02-28
Fixed
1.13000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2020-2 Mortgage Loan Trust
19688JAA5
98877.75000000
PA
USD
98978.72000000
0.261849234669
Long
ABS-MBS
CORP
US
N
2
2065-03-25
Variable
1.85000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAP3
110000.00000000
PA
USD
129836.30000000
0.343483283955
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
6.40000000
N
N
N
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
Illinois Tool Works Inc
452308AX7
80000.00000000
PA
USD
88242.17000000
0.233445579818
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
2.65000000
N
N
N
N
N
N
SoFi Consumer Loan Program Trust
N/A
Sofi Consumer Loan Program 2018-1 Trust
83405RAC1
100000.00000000
PA
USD
100608.73000000
0.266161443101
Long
ABS-O
CORP
US
N
2
2027-02-25
Fixed
3.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J73M5
76552.35000000
PA
USD
82905.17000000
0.219326490730
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
3.50000000
N
N
N
N
N
N
LYB INTL FINANCE BV
549300J6QSW38QNOJK61
LYB International Finance BV
50247VAC3
50000.00000000
PA
USD
58978.11000000
0.156027204289
Long
DBT
CORP
NL
N
2
2044-03-15
Fixed
4.88000000
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I 2017-HR2
61691NAK1
175000.00000000
PA
USD
151012.19000000
0.399504321507
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Variable
4.37000000
N
N
N
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
2673676.43000000
NS
USD
2673676.43000000
7.073238843147
Long
STIV
RF
US
N
2
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAU5
150000.00000000
PA
USD
167041.16000000
0.441909128591
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.40000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) SEP20 XCBT 20200930
000000000
19.00000000
NC
USD
7495.70000000
0.019829952421
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
5 Year US Treasury Note
FVU0 Comdty
2020-09-30
2381605.87000000
USD
7495.70000000
N
N
N
Dell Equipment Finance Trust 2018-1
N/A
Dell Equipment Finance Trust 2018-1
24704AAG1
120000.00000000
PA
USD
121267.26000000
0.320813799384
Long
ABS-O
CORP
US
N
2
2024-06-24
Fixed
3.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J5NB1
60657.07000000
PA
USD
66144.01000000
0.174984667375
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.50000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C29
46644RBH7
100000.00000000
PA
USD
62009.16000000
0.164045878634
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
3.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERT91
19242.31000000
PA
USD
21559.66000000
0.057036305083
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
4.50000000
N
N
N
N
N
N
SUNOCO LOGISTICS PARTNER
5493006LL0CKP8WQW329
Sunoco Logistics Partners Operations LP
86765BAV1
50000.00000000
PA
USD
49184.36000000
0.130117736657
Long
DBT
CORP
US
N
2
2047-10-01
Fixed
5.40000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BA1
250000.00000000
PA
USD
258280.60000000
0.683284017412
Long
DBT
CORP
US
N
2
2022-02-12
Fixed
2.38000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJY7
350000.00000000
PA
USD
388052.74000000
1.026597565419
Long
DBT
CORP
US
N
2
2024-09-10
Fixed
3.88000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HHA1
97000.00000000
PA
USD
88299.10000000
0.233596188726
Long
DBT
CORP
US
N
2
2019-10-30
Variable
4.23000000
N
N
N
N
N
N
Drive Auto Receivables Trust 2018-1
N/A
Drive Auto Receivables Trust 2018-1
26208GAF6
113488.64000000
PA
USD
113624.74000000
0.300595433124
Long
ABS-O
CORP
US
N
2
2023-03-15
Fixed
3.22000000
N
N
N
N
N
N
KINDER MORGAN INC/DELAWA
549300WR7IX8XE0TBO16
Kinder Morgan Inc
28336LBV0
100000.00000000
PA
USD
101103.71000000
0.267470917847
Long
DBT
CORP
US
N
2
2020-09-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225BEA2
7568.87000000
PA
USD
8813.16000000
0.023315306573
Long
ABS-MBS
USGA
US
N
2
2029-05-15
Fixed
6.50000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2017-COR2 Mortgage Trust
12595EAH8
200000.00000000
PA
USD
180021.88000000
0.476249758551
Long
ABS-MBS
CORP
US
N
2
2050-09-10
Variable
4.71000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132A86Y0
238447.83000000
PA
USD
250195.11000000
0.661893769403
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
2.50000000
N
N
N
N
N
N
INEOS Group Holdings SA
213800WOJR3Q33H3EB73
INEOS Group Holdings SA
44986UAD1
200000.00000000
PA
USD
193444.00000000
0.511758116809
Long
DBT
CORP
LU
N
2
2024-08-01
Fixed
5.63000000
N
N
N
N
N
Southern Copper Corp
2549007U6NAP46Q9TU15
Southern Copper Corp
84265VAE5
40000.00000000
PA
USD
54237.50000000
0.143485871158
Long
DBT
CORP
US
N
2
2040-04-16
Fixed
6.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418B3S3
126514.49000000
PA
USD
133958.21000000
0.354387839792
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
3.00000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833BX7
100000.00000000
PA
USD
136922.90000000
0.362230958065
Long
DBT
CORP
US
N
2
2046-02-23
Fixed
4.65000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91086QBB3
150000.00000000
PA
USD
157828.13000000
0.417535961768
Long
DBT
NUSS
MX
N
2
2044-03-08
Fixed
4.75000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2019-5
03464KAA6
146228.86000000
PA
USD
148145.96000000
0.391921680189
Long
ABS-MBS
CORP
US
N
2
2049-10-25
Variable
2.59000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust I LLC 2019-4
03463UAA5
189128.33000000
PA
USD
190695.64000000
0.504487301803
Long
ABS-MBS
CORP
US
N
2
2049-07-26
Variable
2.99000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BL7
50000.00000000
PA
USD
56718.75000000
0.150050043877
Long
DBT
NUSS
PA
N
2
2060-07-23
Fixed
3.87000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YY0
185000.00000000
PA
USD
197379.10000000
0.522168464845
Long
DBT
UST
US
N
2
2024-12-31
Fixed
1.75000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBR3
150000.00000000
PA
USD
155437.50000000
0.411211525203
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
5.50000000
N
N
N
N
N
N
Benchmark Mortgage Trust
N/A
BENCHMARK 2019-B10 Mortgage Trust
08162VAJ7
200000.00000000
PA
USD
183170.64000000
0.484579835927
Long
ABS-MBS
CORP
US
N
2
2062-03-15
Fixed
3.75000000
N
N
N
N
N
N
YALE UNIVERSITY
9SFB6DIM0FRWV0EV8S84
Yale University
98459LAB9
100000.00000000
PA
USD
101049.96000000
0.267328721662
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
1.48000000
N
N
N
N
N
N
INTL LEASE FINANCE CORP
N/A
International Lease Finance Corp
459745GN9
120000.00000000
PA
USD
126249.41000000
0.333994129101
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
5.88000000
N
N
N
N
N
N
Starwood Retail Property Trust
5493007115G809OI4R97
Starwood Retail Property Trust 2014-STAR
85571XAN7
125000.00000000
PA
USD
85578.38000000
0.226398495628
Long
ABS-MBS
CORP
US
N
2
2027-11-15
Floating
2.93000000
N
N
N
N
N
N
Liberty Mutual Group Inc
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBE3
45000.00000000
PA
USD
48843.50000000
0.129215987977
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132L8QW0
116933.32000000
PA
USD
124994.40000000
0.330673987074
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.00000000
N
N
N
N
N
N
Liberty Mutual Group Inc
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBG8
155000.00000000
PA
USD
181518.92000000
0.480210193463
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.57000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109BB6
60000.00000000
PA
USD
76585.01000000
0.202606441623
Long
DBT
CORP
CA
N
2
2044-03-15
Fixed
5.00000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24
61765LAU4
100000.00000000
PA
USD
109785.03000000
0.290437440327
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Fixed
3.73000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AM1
200000.00000000
PA
USD
221965.24000000
0.587211354291
Long
DBT
CORP
GB
N
2
2025-12-10
Fixed
4.58000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174824M3
350000.00000000
PA
USD
380622.59000000
1.006941026206
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
4.88000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAJ5
140000.00000000
PA
USD
145985.00000000
0.386204838001
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
5.50000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34
61767EAK0
100000.00000000
PA
USD
86476.93000000
0.228775619012
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Variable
4.32000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335AYK8
92328.89000000
PA
USD
100879.00000000
0.266876445201
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
4.00000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780AX4
100000.00000000
PA
USD
136937.50000000
0.362269582517
Long
DBT
NUSS
ID
N
2
2037-02-17
Fixed
6.63000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AT5
60000.00000000
PA
USD
66408.59000000
0.175684616521
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.20000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3131XXKH3
75915.38000000
PA
USD
80368.07000000
0.212614566255
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.50000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2017-K724 Mortgage Trust
30295XAS7
265000.00000000
PA
USD
277129.29000000
0.733148423125
Long
ABS-MBS
USGSE
US
N
2
2023-11-25
Variable
3.60000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H030674
425000.00000000
PA
USD
450151.36000000
1.190880111415
Long
ABS-MBS
USGA
US
N
2
2050-07-21
Fixed
3.00000000
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK7
06541XAL4
100000.00000000
PA
USD
89792.65000000
0.237547390807
Long
ABS-MBS
CORP
US
N
2
2060-09-15
Variable
4.18000000
N
N
N
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAF0
100000.00000000
PA
USD
114568.35000000
0.303091763207
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
4.05000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) SEP20 XCBT 20200930
000000000
10.00000000
NC
USD
579.15000000
0.001532147357
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
2 Year US Treasury Note
TUU0 Comdty
2020-09-30
2207702.11000000
USD
579.15000000
N
N
N
ADT SEC CORP
5493009JEEDYLVRA0J13
ADT Security Corp/The
00101JAF3
140000.00000000
PA
USD
139160.00000000
0.368149229416
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
3.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HB0
300000.00000000
PA
USD
355452.16000000
0.940352391479
Long
DBT
CORP
US
N
2
2025-09-13
Fixed
5.50000000
N
N
N
N
N
N
Drive Auto Receivables Trust 2018-1
N/A
Drive Auto Receivables Trust 2018-1
26208GAG4
225000.00000000
PA
USD
227695.01000000
0.602369520504
Long
ABS-O
CORP
US
N
2
2024-05-15
Fixed
3.81000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCL3
50000.00000000
PA
USD
63674.39000000
0.168451261943
Long
DBT
CORP
US
N
2
2038-10-15
Fixed
4.60000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Z94
385000.00000000
PA
USD
416145.90000000
1.100918312802
Long
DBT
UST
US
N
2
2030-02-15
Fixed
1.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)SEP20 XCBT 20200921
000000000
5.00000000
NC
USD
1617.70000000
0.004279642199
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
10 Year US Treasury Note
TYU0 Comdty
2020-09-21
694241.68000000
USD
1617.70000000
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I 2017-HR2
61691NAN5
100000.00000000
PA
USD
64484.47000000
0.170594337020
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Fixed
2.73000000
N
N
N
N
N
N
2020-07-29
UBS FUNDS
Joanne Kilkeary
Joanne Kilkeary
Vice President and Treasurer