0001752724-21-072151.txt : 20210414 0001752724-21-072151.hdr.sgml : 20210414 20210414082612 ACCESSION NUMBER: 0001752724-21-072151 CONFORMED SUBMISSION TYPE: NPORT-P/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20200630 FILED AS OF DATE: 20210414 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/A SEC ACT: 1940 Act SEC FILE NUMBER: 811-06637 FILM NUMBER: 21824584 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/A 1 primary_doc.xml NPORT-P/A false 0001752724-20-159881 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 GBP EUR USD UST SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 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 BROADCOM CRP / CAYMN FI N/A 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 Fannie Mae B1V7KEBTPIMZEU4LTD58 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 NXP BV/NXP FDG/NXP USA N/A 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 SoFi Consumer Loan Program Trust N/A 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 Fannie Mae B1V7KEBTPIMZEU4LTD58 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 Citigroup Inc 6SHGI4ZSSLCXXQSBB395 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 AT&T Inc 549300Z40J86GGSTL398 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 Chicago Board of Trade 549300EX04Q2QBFQTQ27 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 Drive Auto Receivables Trust 2018-1 N/A 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 General Electric Co 3C7474T6CDKPR9K6YT90 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 Ecopetrol SA 254900IDGKCJICKBPA66 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 SoFi Consumer Loan Program Trust N/A 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 Freddie Mac N/A 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 Citigroup Commercial Mortgage Trust N/A 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 DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 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 POWERLONG REAL ESTATE 549300R3K12EPXCGDP22 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 Public Service New Hampshire Funding Llc. N/A 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 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 ADT SEC CORP 5493009JEEDYLVRA0J13 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 McDonald's Corp UE2136O97NLB5BYP9H04 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 JPMBB Commercial Mortgage Securities Trust N/A 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 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 Morgan Stanley Capital I Trust N/A 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 Starwood Retail Property Trust 5493007115G809OI4R97 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 KINDER MORGAN INC/DELAWA 549300WR7IX8XE0TBO16 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 Exeter Automobile Receivables Trust N/A 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 Fannie Mae B1V7KEBTPIMZEU4LTD58 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 Gilead Sciences Inc 549300WTZWR07K8MNV44 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 AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 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 Fannie Mae B1V7KEBTPIMZEU4LTD58 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 ALLSTATE CORP OBT0W1ED8G0NWVOLOJ77 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 Comcast Corp 51M0QTTNCGUN7KFCFZ59 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 MPLX LP 5493000CZJ19CK4P3G36 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 United Mexican States 254900EGTWEU67VP6075 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 State Street Global Advisors 549300BZ5TGIFZUZDZ37 857492706 2673676.43000000 NS USD 2673676.43000000 7.073238843147 Long STIV RF US N 2 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 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 COMM Mortgage Trust N/A 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 Exelon Corp 3SOUA6IRML7435B56G12 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 Illinois Tool Works Inc 76NA4I14SZCFAYMNSV04 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 QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 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 Biogen Inc W8J5WZB5IY3K0NDQT671 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 FOX CORP 549300DDU6FDRBIELS05 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 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 VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 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 JPMDB Commercial Mortgage Securities Trust N/A 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 Republic of Ecuador 5299003Y2U5XK0A35H71 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 Abbott Laboratories HQD377W2YR662HK5JX27 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 NCR Corp 549300YKTY8JX1DV2R67 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 Bank of America Corp 9DJT3UXIJIZJI4WXO774 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 Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 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 Chicago Board of Trade 549300EX04Q2QBFQTQ27 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 United States Treasury 254900HROIFWPRGM1V77 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 CPS Auto Trust N/A 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 Fannie Mae B1V7KEBTPIMZEU4LTD58 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 United States Treasury 254900HROIFWPRGM1V77 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 Fannie Mae B1V7KEBTPIMZEU4LTD58 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 Drive Auto Receivables Trust N/A 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 Bank of America, National Association B4TYDEB6GKMZO031MB27 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 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 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 SUNOCO LOGISTICS PARTNER 5493006LL0CKP8WQW329 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 Morgan Stanley Capital I Trust N/A 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 JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 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 Fannie Mae B1V7KEBTPIMZEU4LTD58 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 JP Morgan Chase Commercial Mortgage Sec Trust N/A 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 Fannie Mae B1V7KEBTPIMZEU4LTD58 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 SoFi Consumer Loan Program Trust N/A 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 CCO HLDGS LLC/CAP CORP N/A 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 Santander Drive Auto Receivables Trust N/A 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 Amgen Inc 62QBXGPJ34PQ72Z12S66 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 FREMF Mortgage Trust N/A 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 Reynolds American Inc 02S2RPPVO9RP4NEU2740 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 Bank N/A 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 Nabors Industries Inc 549300VFQWRKICUFNU92 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 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 Citigroup Inc 6SHGI4ZSSLCXXQSBB395 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 ANHEUSER-BUSCH CO/INBEV N/A 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 BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 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 Alabama Power Co 0RL818ELFOHP5JHOFU19 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 Freddie Mac N/A 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 Dell Equipment Finance Trust 2018-1 N/A 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 Morgan Stanley IGJSJL3JD5P30I6NJZ34 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 Freddie Mac N/A 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 TEVA PHARM FIN IV BV 549300P1YOE2RRPSGG38 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 New Residential Mortgage Loan Trust N/A 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 Santander Drive Auto Receivables Trust N/A 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 Drive Auto Receivables Trust 2018-1 N/A 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 Dupont De Nemours Inc 5493004JF0SDFLM8GD76 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 Microsoft Corp INR2EJN1ERAN0W5ZP974 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 Flagship Credit Auto Trust N/A 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 ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 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 Freddie Mac N/A 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 Barclays PLC 213800LBQA1Y9L22JB70 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 Cosmopolitan Hotel Trust N/A 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 NOVA Chemicals Corp 5493007M1XGU5E55ZJ25 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 Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 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 Boston Properties LP BVHHEFJI6SHNOKQT2572 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 GS Mortgage Securities Trust N/A 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 Freddie Mac N/A 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 Rosslyn Portfolio Trust 2017 ROSS N/A 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 Fannie Mae B1V7KEBTPIMZEU4LTD58 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 Eaton Corp 0NZWDMRCE180888QQE14 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 Gilead Sciences Inc 549300WTZWR07K8MNV44 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 Bank of America Corp 9DJT3UXIJIZJI4WXO774 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 State of California N/A 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 HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 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 Biogen Inc W8J5WZB5IY3K0NDQT671 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 OneMain Direct Auto Receivables Trust N/A 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 Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 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 Fannie Mae B1V7KEBTPIMZEU4LTD58 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 Cenovus Energy Inc 549300EIRQ0Z2B9C1W06 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 BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 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 Vista Point Securitization Trust N/A 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 Morgan Stanley IGJSJL3JD5P30I6NJZ34 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 REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 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 Verus Securitization Trust N/A 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 Freddie Mac N/A 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 FISERV INC GI7UBEJLXYLGR2C7GV83 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 Fannie Mae B1V7KEBTPIMZEU4LTD58 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 Benchmark Mortgage Trust N/A 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 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 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 JPMBB Commercial Mortgage Securities Trust N/A 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 Hilton USA Trust N/A 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 Morgan Stanley IGJSJL3JD5P30I6NJZ34 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 JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 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 REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 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 Liberty Mutual Group Inc QUR0DG15Z6FFGYCHH861 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 Invitation Homes Trust N/A 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 TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 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 United States Treasury 254900HROIFWPRGM1V77 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 Chicago Board of Trade 549300EX04Q2QBFQTQ27 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 United States Treasury 254900HROIFWPRGM1V77 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 Morgan Stanley BAML Trust N/A 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 Exelon Corp 3SOUA6IRML7435B56G12 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 Drive Auto Receivables Trust N/A 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 Morgan Stanley BAML Trust N/A 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 Bank of America Corp 9DJT3UXIJIZJI4WXO774 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 United States Treasury 254900HROIFWPRGM1V77 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 ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 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 JP Morgan Chase Commercial Mortgage Sec Trust N/A 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 Benchmark Mortgage Trust N/A 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 MICROSOFT CORP INR2EJN1ERAN0W5ZP974 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 YALE UNIVERSITY 9SFB6DIM0FRWV0EV8S84 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 Smithfield Foods Inc CVTIPZRZJC0JQEZLL598 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 Drive Auto Receivables Trust N/A 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 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 GE CAPITAL INTL FUNDING 549300G6UZOB126GBY72 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 JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 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 Southern Copper Corp 2549007U6NAP46Q9TU15 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 Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 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 PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 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 Freddie Mac N/A 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 GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 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 General Motors Co 54930070NSV60J38I987 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 Morgan Stanley BAML Trust N/A 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 Duke Energy Ohio Inc L6KC0HABGHNFU1Z6QY21 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 Angel Oak Mortgage Trust N/A 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 VNO Mortgage Trust N/A 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 VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 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 Freddie Mac N/A 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 Sunac China Holdings Ltd 549300OLARYHDXP3WK18 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 Union Pacific Corp 549300LMMRSZZCZ8CL11 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 Fannie Mae B1V7KEBTPIMZEU4LTD58 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 Fannie Mae B1V7KEBTPIMZEU4LTD58 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 Fannie Mae B1V7KEBTPIMZEU4LTD58 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 Texas Instruments Inc WDJNR2L6D8RWOEB8T652 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 KINDER MORGAN INC 549300WR7IX8XE0TBO16 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 FREMF Mortgage Trust N/A 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 FORTUNE STAR BVI LTD 2549008CU8NYQQRSNU62 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 Residential Mortgage Loan Trust N/A 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 United States Treasury 254900HROIFWPRGM1V77 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 Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 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 Eurex Deutschland 529900LN3S50JPU47S06 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 Netflix Inc 549300Y7VHGU0I7CE873 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 Chicago Board of Trade 549300EX04Q2QBFQTQ27 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 UMBS, TBA N/A 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 Republic of Turkey 5493000PCHOG3B6S3Q85 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 Citigroup Inc 6SHGI4ZSSLCXXQSBB395 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 Angel Oak Mortgage Trust N/A 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 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 Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 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 FISERV INC GI7UBEJLXYLGR2C7GV83 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 Barclays Commercial Mortgage Securities LLC N/A 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 Apple Inc HWUPKR0MPOU8FGXBT394 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 DELL INT LLC / EMC CORP N/A 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 Republic of Colombia 549300MHDRBVRF6B9117 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 Synchrony Financial 549300RS7EWPM9MA6C78 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 Ashford Hospitality Trust N/A 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 Fannie Mae B1V7KEBTPIMZEU4LTD58 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 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 Santander Drive Auto Receivables Trust N/A 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 United States Treasury 254900HROIFWPRGM1V77 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 HPEFS Equipment Trust N/A 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 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 GS Mortgage Securities Trust N/A 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 Benchmark Mortgage Trust N/A 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 United States Treasury 254900HROIFWPRGM1V77 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 Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 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 CVS Health Corp 549300EJG376EN5NQE29 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 INTL LEASE FINANCE CORP N/A 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 Citigroup Commercial Mortgage Trust N/A 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 SoFi Consumer Loan Program Trust N/A 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 BURLINGTN NORTH SANTA FE N/A 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 HPEFS Equipment Trust 549300NXXXDG2TJQD265 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 FOX CORP 549300DDU6FDRBIELS05 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 Seagate HDD Cayman 529900BD50TRWEG1SF63 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 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 Quicken Loans Inc 549300FGXN1K3HLB1R50 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 retl N/A 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 KROGER CO 6CPEOKI6OYJ13Q6O7870 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 Verus Securitization Trust N/A 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 Fannie Mae B1V7KEBTPIMZEU4LTD58 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 Fannie Mae B1V7KEBTPIMZEU4LTD58 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 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 Fannie Mae B1V7KEBTPIMZEU4LTD58 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 ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 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 UMBS, TBA N/A 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 SHIRE ACQ INV IRELAND DA 549300XK5HGW68R8K327 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 ROYAL BK SCOTLND GRP PLC 2138005O9XJIJN4JPN90 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 Republic of Indonesia 529900FWX0GRR7WG5W79 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 COMM Mortgage Trust N/A 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 INEOS Group Holdings SA 213800WOJR3Q33H3EB73 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 Comcast Corp 51M0QTTNCGUN7KFCFZ59 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 Invitation Homes Trust N/A 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 AEP Texas Inc 5493001L78U618KXNZ75 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 AmeriCredit Automobile Receivables Trust 5493003R0K8V08JVGR27 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 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 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 Fannie Mae B1V7KEBTPIMZEU4LTD58 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 Residential Mortgage Loan Trust N/A 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 LYB INTL FINANCE BV 549300J6QSW38QNOJK61 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 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 SoFi Consumer Loan Program Trust N/A 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 WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 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 CSAIL Commercial Mortgage Trust N/A 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 Deephaven Residential Mortgage Trust N/A 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 GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 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 State Street Global Advisors 5493008BJIBKQ5KTIF74 857492706 1086752.50000000 NS USD 1086752.50000000 2.875015057782 Long STIV RF US N 2 N N Angel Oak Mortgage Trust N/A 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 Fannie Mae B1V7KEBTPIMZEU4LTD58 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 COLT Funding LLC N/A 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 AmeriCredit Automobile Receivables Trust N/A 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 ROGERS COMMUNICATIONS IN 54930030NVF3Y2OL0A78 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 Liberty Mutual Group Inc QUR0DG15Z6FFGYCHH861 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 COLT Funding LLC N/A 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 Bank N/A 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 Wells Fargo Commercial Mortgage Trust 549300AGZIS1CJS4RM30 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 GE CAPITAL INTL FUNDING 549300G6UZOB126GBY72 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 Bank N/A 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 AEP Texas Inc 5493001L78U618KXNZ75 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 Fannie Mae B1V7KEBTPIMZEU4LTD58 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 Fannie Mae B1V7KEBTPIMZEU4LTD58 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 New Residential Advance Receivables Trust Advance N/A 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 Ally Financial Inc 549300JBN1OSM8YNAI90 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 United States Treasury 254900HROIFWPRGM1V77 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 MetLife Inc C4BXATY60WC6XEOZDX54 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 JPMBB Commercial Mortgage Securities Trust N/A 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 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 Drive Auto Receivables Trust N/A 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 HOME DEPOT INC QEKMOTMBBKA8I816DO57 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 ICE Futures Europe - Financial Products Division N/A 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 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 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 Morgan Stanley BAML Trust N/A 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 Chicago Board of Trade 549300EX04Q2QBFQTQ27 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 2021-04-12 UBS FUNDS Joanne Kilkeary Joanne Kilkeary Vice President and Treasurer