0001752724-20-030259.txt : 20200221 0001752724-20-030259.hdr.sgml : 20200221 20200221161741 ACCESSION NUMBER: 0001752724-20-030259 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20191231 FILED AS OF DATE: 20200221 PERIOD START: 20191231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MAINSTAY VP FUNDS TRUST CENTRAL INDEX KEY: 0000887340 IRS NUMBER: 133186036 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-03833-01 FILM NUMBER: 20640246 BUSINESS ADDRESS: STREET 1: 51 MADISON AVE CITY: NEW YORK STATE: NY ZIP: 10010 BUSINESS PHONE: 2125767000 MAIL ADDRESS: STREET 1: 51 MADISON AVE CITY: NEW YORK STATE: NY ZIP: 10010 FORMER COMPANY: FORMER CONFORMED NAME: MAINSTAY VP SERIES FUND INC DATE OF NAME CHANGE: 20010518 FORMER COMPANY: FORMER CONFORMED NAME: NEW YORK LIFE MFA SERIES FUND INC DATE OF NAME CHANGE: 19920929 0000887340 S000009445 MainStay VP Bond Portfolio C000025820 Initial Class C000025821 Service Class NPORT-P 1 primary_doc.xml NPORT-P false 0000887340 XXXXXXXX S000009445 C000025820 C000025821 MAINSTAY VP FUNDS TRUST 811-03833-01 0000887340 549300AG6K4RXYNOVN04 51 MADISON AVE NEW YORK 10010 212-576-7000 MainStay VP Bond Portfolio S000009445 549300KB0UVVQINXSS10 2019-12-31 2019-12-31 N 806818623.82 38067444.85 768751178.97 0 0 0 0 0 0 0 0 0 0 2200000 0 0 1188084.22 USD N Wind River CLO Ltd N/A 87249LAC5 2243000.00000000 PA USD 2233799.21000000 0.290575061360 Long ABS-CBDO CORP KY N 2 2030-11-20 Floating 3.05000000 N N N N N N NewMarket Corp 54930082CG88ERDREQ47 651587AF4 5536000.00000000 PA USD 5817990.72000000 0.756810640316 Long DBT CORP US N 2 2022-12-15 Fixed 4.10000000 N N N N N N Freddie Mac - SLST N/A 35564CEE3 4234016.28000000 PA USD 4265058.39000000 0.554803492557 Long ABS-MBS CORP US N 2 2029-11-25 Fixed 2.75000000 N N N N N N Freddie Mac - SCRT N/A 35563PMT3 2219507.67000000 PA USD 2336899.65000000 0.303986480141 Long ABS-MBS CORP US N 2 2059-02-25 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7RH2 2292454.06000000 PA USD 2383731.14000000 0.310078371937 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.50000000 N N N N N N Sierra Receivables Funding Co LLC N/A 82653EAA5 523253.35000000 PA USD 527958.65000000 0.068677442642 Long ABS-O CORP US N 2 2036-01-20 Fixed 3.20000000 N N N N N N Social Professional Loan Program LLC N/A 83401CAB0 1250000.00000000 PA USD 1226404.88000000 0.159532097452 Long ABS-O CORP US N 2 2048-11-16 Fixed 2.37000000 N N N N N N Social Professional Loan Program LLC N/A 78471HAA6 901927.85000000 PA USD 909798.34000000 0.118347570044 Long ABS-O CORP US N 2 2048-06-15 Fixed 3.18000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179NTD0 1050172.72000000 PA USD 1104845.36000000 0.143719501214 Long ABS-MBS USGA US N 2 2043-11-20 Fixed 3.50000000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EH1 2000000.00000000 PA USD 2756532.24000000 0.358572749598 Long DBT USGA US N 2 2039-09-15 Fixed 5.25000000 N N N N N N ROYAL BANK OF CANADA 549300Q5LRI1216F6J80 000000000 3166000.00000000 PA USD 3166000.00000000 0.411836766773 Long RA CORP US N 2 Repurchase Y 1.55000000 2020-01-02 3104200.00000000 USD 3220293.98000000 USD UST N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CP3 3875000.00000000 PA USD 4165597.29000000 0.541865483130 Long DBT CORP US N 2 2024-01-16 Fixed 4.30000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CQ6 3600000.00000000 PA USD 3619237.72000000 0.470794428549 Long DBT CORP US N 2 2022-08-15 Floating 3.36000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CDL5 2534055.26000000 PA USD 2595322.99000000 0.337602472815 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 102.00000000 NC USD -628690.74000000 -0.08178078384 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long US Treasury Ultra Long Bond WNH0 Comdty 2020-03-20 19157628.24 USD -628690.74 N N N United States Treasury 254900HROIFWPRGM1V77 912828TY6 11900000.00000000 PA USD 11908832.06000000 1.549113989777 Long DBT UST US N 2 2022-11-15 Fixed 1.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179QWF4 212841.64000000 PA USD 225422.03000000 0.029323145923 Long ABS-MBS USGA US N 2 2044-12-20 Fixed 4.00000000 N N N N N N TRUIST BANK JJKC32MCHWDI71265Z06 86787EBD8 3400000.00000000 PA USD 3416253.70000000 0.444390043678 Long DBT CORP US N 2 2022-05-17 Floating 2.49000000 N N N N N N iShares Intermediate-Term Corporate Bond ETF 549300ZJOCMXQZ0RKQ84 464288638 123408.00000000 NS USD 7155195.84000000 0.930755755013 Long EC RF US N 1 N N N Lloyds Bank PLC H7FNTJ4851HG0EXQ1Z70 53947NAA2 8150000.00000000 PA USD 8374175.69000000 1.089321996386 Long DBT CORP GB N 2 2020-09-14 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LMTU7 2000000.00000000 PA USD 2137682.92000000 0.278072148502 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 3.46000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AQ3 3750000.00000000 PA USD 4346885.85000000 0.565447698672 Long DBT CORP US N 2 2029-01-23 Fixed 4.75000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3135G0V75 2525000.00000000 PA USD 2527878.63000000 0.328829236188 Long DBT USGSE US N 2 2024-07-02 Fixed 1.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H030617 6300000.00000000 PA USD 6472511.70000000 0.841951450230 Long ABS-MBS USGA US N 2 2050-01-21 Fixed 3.00000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RCP5 1500000.00000000 PA USD 1671491.67000000 0.217429477277 Long DBT CORP US N 2 2035-05-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SQW0 991707.92000000 PA USD 1030393.01000000 0.134034657531 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 3.50000000 N N N N N N iShares Long-Term Corporate Bond ETF 5493002XJCHL78PKW767 464289511 33238.00000000 NS USD 2215977.46000000 0.288256788492 Long EC RF US N 1 N N N Freddie Mac N/A 3132LBG87 6219834.95000000 PA USD 6532412.57000000 0.849743421369 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -18.00000000 NC USD 2499.39000000 0.000325123403 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short 10 Year US Treasury Note TYH0 Comdty 2020-03-20 -2314093.14 USD 2499.39 N N N Freddie Mac N/A 3128PHW98 13284.61000000 PA USD 13407.58000000 0.001744072772 Long ABS-MBS USGSE US N 2 2021-09-01 Fixed 5.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 382.00000000 NC USD -169962.33000000 -0.02210888706 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 5 Year US Treasury Note FVH0 Comdty 2020-03-31 45478743.58 USD -169962.33 N N N Freddie Mac N/A 3128PEL22 28171.48000000 PA USD 28565.75000000 0.003715864219 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 6.00000000 N N N N N N Seasoned Credit Risk Transfer Trust 2017-4 N/A 35563PCS6 1270535.00000000 PA USD 1357964.32000000 0.176645494296 Long ABS-MBS USGSE US N 2 2057-06-25 Fixed 4.50000000 N N N N N N PACKAGING CORP OF AMERIC 549300XZP8MFZFY8TJ84 695156AV1 1525000.00000000 PA USD 1585413.33000000 0.206232312010 Long DBT CORP US N 2 2049-12-15 Fixed 4.05000000 N N N N N N Freddie Mac N/A 31334W2U4 5290135.63000000 PA USD 5494991.00000000 0.714794481013 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 3.50000000 N N N N N N GS Mortgage Securities Trust 54930066YOFVQE068N73 36250PAH8 3000000.00000000 PA USD 3197493.90000000 0.415933527969 Long ABS-MBS CORP US N 2 2048-07-10 Variable 4.02000000 N N N N N N Evergy Inc 549300PGTHDQY6PSUI61 391164AE0 385000.00000000 PA USD 397131.63000000 0.051659319798 Long DBT CORP US N 2 2021-06-01 Fixed 4.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413Y7B1 6312.47000000 PA USD 7264.86000000 0.000945020989 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 7.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137FLMV3 1000000.00000000 PA USD 1075064.90000000 0.139845626180 Long ABS-MBS USGSE US N 2 2029-02-25 Fixed 3.42000000 N N N N N N Morgan Stanley BAML Trust N/A 61764XBL8 1000000.00000000 PA USD 1041095.00000000 0.135426784176 Long ABS-MBS CORP US N 2 2048-03-15 Fixed 3.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GSDM1 301081.85000000 PA USD 318578.17000000 0.041440999209 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.50000000 N N N N N N Freddie Mac N/A 3133KGLG1 2449449.77000000 PA USD 2501821.53000000 0.325439699923 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416H4E2 18741.27000000 PA USD 19475.92000000 0.002533449122 Long ABS-MBS USGSE US N 2 2023-12-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UV90 5884466.04000000 PA USD 6098033.03000000 0.793238852416 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 4.00000000 N N N N N N Benefit Street Partners CLO Ltd N/A 08186PAA1 1000000.00000000 PA USD 999959.00000000 0.130075767992 Long ABS-CBDO CORP KY N 2 2032-10-15 Floating 3.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179QGD7 343665.26000000 PA USD 364629.49000000 0.047431405632 Long ABS-MBS USGA US N 2 2044-06-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4MT0 7919883.10000000 PA USD 8232355.75000000 1.070873902402 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4.00000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162CD0 1750000.00000000 PA USD 2034302.74000000 0.264624340833 Long DBT CORP US N 2 2048-06-15 Fixed 4.56000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179ME30 794608.78000000 PA USD 839618.96000000 0.109218559004 Long ABS-MBS USGA US N 2 2042-06-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36295WJE8 254175.02000000 PA USD 276616.76000000 0.035982612783 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Freddie Mac N/A 31335BZ33 2112496.62000000 PA USD 2194545.33000000 0.285468873418 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Hilton Grand Vacations Trust N/A 43284BAA0 1495873.88000000 PA USD 1538458.87000000 0.200124424142 Long ABS-O CORP US N 2 2032-02-25 Fixed 3.54000000 N N N N N N Freddie Mac N/A 3128PHG21 11160.41000000 PA USD 11209.43000000 0.001458134999 Long ABS-MBS USGSE US N 2 2022-09-01 Fixed 5.50000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BAE0 1850000.00000000 PA USD 1922150.00000000 0.250035388898 Long DBT NUSS MX N 2 2028-01-11 Fixed 3.75000000 N N N N N N Freddie Mac N/A 31294L6W8 54802.28000000 PA USD 56763.69000000 0.007383883310 Long ABS-MBS USGSE US N 2 2025-03-01 Fixed 5.00000000 N N N N N N Freddie Mac N/A 3132VLLS4 5767253.18000000 PA USD 6046485.59000000 0.786533504651 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.00000000 N N N N N N Capital Automotive Reit N/A 12479RAD9 2080973.01000000 PA USD 2096824.61000000 0.272757254539 Long ABS-O CORP US N 2 2047-04-15 Fixed 3.87000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H1V98 3251214.83000000 PA USD 3421333.22000000 0.445050793233 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHW2 3625000.00000000 PA USD 3649252.05000000 0.474698725651 Long DBT CORP US N 2 2025-10-22 Variable 2.46000000 N N N N N N Freddie Mac - SLST N/A 35564CDD6 3700000.00000000 PA USD 3697646.80000000 0.480993968029 Long ABS-MBS USGSE US N 2 2029-09-25 Fixed 2.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179NLD8 1074200.72000000 PA USD 1131612.28000000 0.147201371647 Long ABS-MBS USGA US N 2 2043-08-20 Fixed 3.50000000 N N N N N N Freddie Mac - SCRT N/A 35563PKG3 3323846.18000000 PA USD 3454616.93000000 0.449380374886 Long ABS-MBS USGSE US N 2 2058-08-25 Fixed 3.50000000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 494550BH8 400000.00000000 PA USD 502347.96000000 0.065345975881 Long DBT CORP US N 2 2041-03-01 Fixed 6.38000000 N N N N N N RELIANCE STEEL & ALUM 549300E287ZOFT3C5Z56 759509AE2 3550000.00000000 PA USD 3752423.70000000 0.488119407508 Long DBT CORP US N 2 2023-04-15 Fixed 4.50000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AF5 500000.00000000 PA USD 532787.09000000 0.069305531435 Long DBT CORP CH N 2 2029-01-12 Variable 3.87000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410RQV4 12782.26000000 PA USD 14187.55000000 0.001845532129 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ABMY2 439767.29000000 PA USD 477534.17000000 0.062118170750 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796RT8 15000000.00000000 PA USD 14999625.00000000 1.951167739358 Long DBT UST US N 2 2020-01-02 None 0.00000000 N N N N N N VSE VOI Mortgage LLC N/A 918290AA5 1313986.48000000 PA USD 1311112.40000000 0.170550944943 Long ABS-O CORP US N 2 2033-07-20 Fixed 2.54000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NLU7 591.85000000 PA USD 692.14000000 0.000090034333 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 7.00000000 N N N N N N Taco Bell Funding, LLC N/A 87342RAD6 1980000.00000000 PA USD 2025896.40000000 0.263530834868 Long ABS-O CORP US N 2 2048-11-25 Fixed 4.32000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828YY0 1800000.00000000 PA USD 1805695.31000000 0.234886834569 Long DBT UST US N 2 2024-12-31 Fixed 1.75000000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 45905U4H4 1600000.00000000 PA USD 1600137.68000000 0.208147671674 Long DBT NUSS XX N 2 2022-09-23 Fixed 2.20000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RHK1 2000000.00000000 PA USD 2306839.90000000 0.300076274756 Long DBT CORP US N 2 2039-03-01 Fixed 4.85000000 N N N N N N Ohio Edison Co N/A 677347CE4 2500000.00000000 PA USD 3497221.08000000 0.454922369639 Long DBT CORP US N 2 2036-07-15 Fixed 6.88000000 N N N N N N ALBEMARLE CORP HDBLS2Q6GV1LSKQPBS54 012653AB7 2500000.00000000 PA USD 2504637.15000000 0.325805958874 Long DBT CORP US N 2 2022-11-15 Floating 2.94000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844AX6 1400000.00000000 PA USD 1694471.14000000 0.220418672042 Long DBT CORP US N 2 2029-05-17 Fixed 5.64000000 N N N N N N SBA Tower Trust N/A 78403DAN0 2000000.00000000 PA USD 2020386.00000000 0.262814035967 Long DBT US N 2 2025-01-15 Fixed 2.84000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SJ8 25905000.00000000 PA USD 25200707.81000000 3.278135825920 Long DBT UST US N 2 2049-08-15 Fixed 2.25000000 N N N N N VEREIT OPERATING PARTNER 5493005TQOUJE1LCS698 92340LAC3 4870000.00000000 PA USD 5121249.78000000 0.666177811507 Long DBT US N 2 2027-08-15 Fixed 3.95000000 N N N N N N TEXAS EASTERN TRANSMISSI 549300SIOULUXXIDGA69 882384AC4 2350000.00000000 PA USD 2373494.13000000 0.308746730402 Long DBT CORP US N 2 2022-10-15 Fixed 2.80000000 N N N N N N COMM Mortgage Trust N/A 12594MBC1 3000000.00000000 PA USD 3094313.70000000 0.402511733919 Long ABS-MBS CORP US N 2 2049-10-10 Fixed 3.09000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RDG6 400000.00000000 PA USD 409245.64000000 0.053235123560 Long ABS-O CORP US N 2 2023-03-20 Fixed 3.45000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBC6 2600000.00000000 PA USD 3117081.97000000 0.405473455556 Long DBT CORP US N 2 2045-02-15 Fixed 5.10000000 N N N N N N FIRSTENERGY TRANSMISSION 549300AINIIPOLYX2R63 33767BAB5 3455000.00000000 PA USD 3712897.51000000 0.482977797182 Long DBT CORP US N 2 2025-01-15 Fixed 4.35000000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 313381FD2 3000000.00000000 PA USD 3077658.81000000 0.400345247486 Long DBT USGSE US N 2 2027-12-10 Fixed 2.50000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 44328MAK0 1500000.00000000 PA USD 1541235.23000000 0.200485576108 Long DBT CORP GB N 2 2021-01-19 Fixed 4.75000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCL3 3000000.00000000 PA USD 3576801.00000000 0.465274213275 Long DBT CORP US N 2 2038-10-15 Fixed 4.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4K70 3232333.37000000 PA USD 3357541.55000000 0.436752702545 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 3.50000000 N N N N N N PARKER-HANNIFIN CORP 5493002CONDB4N2HKI23 701094AN4 1300000.00000000 PA USD 1358182.98000000 0.176673937829 Long DBT CORP US N 2 2029-06-14 Fixed 3.25000000 N N N N N N Freddie Mac N/A 312942NM3 116745.90000000 PA USD 126852.44000000 0.016501105100 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.50000000 N N N N N N ELFI Graduate Loan Program N/A 26857EAA6 2635163.69000000 PA USD 2601509.49000000 0.338407219548 Long ABS-O CORP US N 2 2044-03-25 Fixed 2.54000000 N N N N N N Freddie Mac N/A 3128MJ2U3 255943.03000000 PA USD 271377.89000000 0.035301134804 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17308CC53 1700000.00000000 PA USD 1726444.86000000 0.224577848753 Long DBT CORP US N 2 2030-11-05 Variable 2.98000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JAX60 2000000.00000000 PA USD 2100789.12000000 0.273272962366 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 3.08000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CZ1 3420000.00000000 PA USD 4052790.25000000 0.527191419131 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RDQ4 2000000.00000000 PA USD 1981524.80000000 0.257758928273 Long ABS-O CORP US N 2 2026-03-20 Fixed 2.36000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412DVT2 581.65000000 PA USD 590.92000000 0.000076867524 Long ABS-MBS USGSE US N 2 2022-02-01 Fixed 5.50000000 N N N N N N Freddie Mac N/A 31329PBT9 5332393.55000000 PA USD 5526428.37000000 0.718883888725 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3.50000000 N N N N N N MVW Owner Trust 5493004KX4H48P1FVD32 553891AA0 223604.15000000 PA USD 223319.55000000 0.029049653009 Long ABS-O CORP US N 2 2031-09-22 Fixed 2.25000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAP5 1500000.00000000 PA USD 1534477.41000000 0.199606511440 Long DBT CORP US N 2 2038-04-01 Fixed 5.15000000 N N N N N N CARPENTER TECHNOLOGY DX6I6ZD3X5WNNCDJKP85 144285AK9 1825000.00000000 PA USD 1892534.20000000 0.246182933018 Long DBT CORP US N 2 2023-03-01 Fixed 4.45000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBG4 1750000.00000000 PA USD 1755356.52000000 0.228338709327 Long DBT CORP US N 2 2021-09-09 Floating 2.79000000 N N N N N N Apidos CLO N/A 03762YAF4 1300000.00000000 PA USD 1294920.90000000 0.168444736791 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 3.14000000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AJ0 2611875.00000000 PA USD 2667638.53000000 0.347009357900 Long ABS-O CORP US N 2 2049-05-20 Fixed 3.79000000 N N N N N N Freddie Mac - SCRT N/A 35563PGG8 5833236.84000000 PA USD 6033197.87000000 0.784805023399 Long ABS-MBS USGSE US N 2 2057-08-25 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AMXW0 511016.91000000 PA USD 555028.00000000 0.072198653502 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N Navient Student Loan Trust N/A 63940YAB2 1600000.00000000 PA USD 1608080.48000000 0.209180879846 Long ABS-O CORP US N 2 2068-02-15 Fixed 3.13000000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 233851DV3 3000000.00000000 PA USD 3023139.00000000 0.393253250557 Long DBT CORP US N 2 2022-02-15 Floating 2.81000000 N N N N N N Freddie Mac N/A 3132LBGX2 4213782.72000000 PA USD 4378487.06000000 0.569558418871 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 3.50000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044BT7 1000000.00000000 PA USD 1342622.40000000 0.174649800446 Long DBT CORP US N 2 2029-06-01 Fixed 7.70000000 N N N N N N Freddie Mac N/A 3128MJZT0 229077.19000000 PA USD 242439.44000000 0.031536789358 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31374TAG4 13488.56000000 PA USD 14683.21000000 0.001910008127 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UKW1 308165.21000000 PA USD 317749.19000000 0.041333164578 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 3.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FL6P4 2800000.00000000 PA USD 3033902.20000000 0.394653339467 Long ABS-MBS USGSE US N 2 2029-01-25 Fixed 3.56000000 N N N N N N Kimco Realty Corp 549300EA7I6T15IBYS12 49446RAS8 975000.00000000 PA USD 1031480.81000000 0.134176159753 Long DBT US N 2 2027-04-01 Fixed 3.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31359MEU3 3000000.00000000 PA USD 4057188.66000000 0.527763569148 Long DBT USGSE US N 2 2029-05-15 Fixed 6.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RNX3 107220.13000000 PA USD 112817.29000000 0.014675397330 Long ABS-MBS USGA US N 2 2045-09-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3134A4KX1 1600000.00000000 PA USD 2304636.37000000 0.299789637147 Long DBT USGSE US N 2 2032-07-15 Fixed 6.25000000 N N N N N N Sierra Receivables Funding Co LLC N/A 82653GAA0 313217.28000000 PA USD 320467.23000000 0.041686730214 Long ABS-O CORP US N 2 2035-09-20 Fixed 3.69000000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NAW1 2750000.00000000 PA USD 2824375.59000000 0.367397887283 Long DBT CORP US N 2 2022-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408FQ77 475.03000000 PA USD 478.62000000 0.000062259416 Long ABS-MBS USGSE US N 2 2021-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGFA7 619206.12000000 PA USD 672369.36000000 0.087462546841 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N Fox Corp 549300DDU6FDRBIELS05 35137LAC9 1200000.00000000 PA USD 1368459.46000000 0.178010713665 Long DBT CORP US N 2 2029-01-25 Fixed 4.71000000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 268317AT1 3420000.00000000 PA USD 4079660.20000000 0.530686691819 Long DBT CORP FR N 2 2048-09-21 Fixed 5.00000000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AFFX0 12550000.00000000 PA USD 13724815.29000000 1.785339088310 Long DBT USGSE US N 2 2028-11-16 Fixed 3.25000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174467Y9 1556000.00000000 PA USD 1702083.10000000 0.221408844182 Long DBT CORP US N 2 2026-09-08 Fixed 4.35000000 N N N N N N SMB Private Education Loan Trust N/A 83192CAB3 3000000.00000000 PA USD 3011738.70000000 0.391770286978 Long ABS-O CORP US N 2 2037-06-15 Fixed 2.84000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EM4D0 1316265.10000000 PA USD 1353995.27000000 0.176129195901 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 3.00000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBU2 2575000.00000000 PA USD 2621771.63000000 0.341042941034 Long DBT CORP US N 2 2026-11-21 Fixed 2.95000000 N N N N N N ENRGY TRANS PT/REG FIN N/A 75886AAL2 4800000.00000000 PA USD 5094833.62000000 0.662741568322 Long DBT CORP US N 2 2022-03-01 Fixed 5.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179QL66 305261.06000000 PA USD 323622.39000000 0.042097156902 Long ABS-MBS USGA US N 2 2044-08-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179QPH8 314591.69000000 PA USD 333538.99000000 0.043387119151 Long ABS-MBS USGA US N 2 2044-09-20 Fixed 4.00000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3134GUFV7 2700000.00000000 PA USD 2700108.86000000 0.351233134187 Long DBT USGSE US N 2 2024-10-07 Fixed 2.25000000 N N N N N N JP Morgan Mortgage Trust N/A 46650HAL2 1601125.24000000 PA USD 1599646.28000000 0.208083749821 Long ABS-MBS CORP US N 2 2049-05-25 Floating 2.74000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36178GJ62 45298.48000000 PA USD 47989.82000000 0.006242568637 Long ABS-MBS USGA US N 2 2044-03-15 Fixed 4.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CH6 1925000.00000000 PA USD 1986839.12000000 0.258450220871 Long DBT CORP US N 2 2026-05-01 Fixed 3.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413HNX2 43482.23000000 PA USD 50128.52000000 0.006520773089 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 7.00000000 N N N N N N Highwoods Realty LP JUJNVZX73BIYHLR58F51 431282AM4 3590000.00000000 PA USD 3708410.05000000 0.482394063443 Long DBT US N 2 2023-01-15 Fixed 3.63000000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AERV4 3100000.00000000 PA USD 3311130.62000000 0.430715517657 Long DBT USGSE US N 2 2025-09-12 Fixed 3.13000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89114QCE6 3770000.00000000 PA USD 3790809.27000000 0.493112644728 Long DBT CORP CA N 2 2022-12-01 Floating 2.44000000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130A2UW4 3500000.00000000 PA USD 3683153.95000000 0.479108722140 Long DBT USGSE US N 2 2024-09-13 Fixed 2.88000000 N N N N N N Entergy Corp 4XM3TW50JULSLG8BNC79 29364GAH6 3700000.00000000 PA USD 3862491.27000000 0.502437118233 Long DBT CORP US N 2 2022-07-15 Fixed 4.00000000 N N N N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599BM7 3000000.00000000 PA USD 3028417.32000000 0.393939860236 Long DBT CORP US N 2 2047-05-15 Fixed 4.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300CFP9NBBMZH1008 95000KAZ8 1900000.00000000 PA USD 1903516.52000000 0.247611525298 Long ABS-MBS CORP US N 2 2049-11-15 Fixed 2.40000000 N N N N N N Kraft Heinz Foods Co 5493003STKEZ2S0RNU91 50077LAD8 1170000.00000000 PA USD 1170340.47000000 0.152239177254 Long DBT CORP US N 2 2026-06-01 Fixed 3.00000000 N N N N N N COMM Mortgage Trust N/A 200474BC7 1400000.00000000 PA USD 1451552.34000000 0.188819527008 Long ABS-MBS CORP US N 2 2048-02-10 Fixed 3.18000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HTSV2 3750000.00000000 PA USD 3865831.13000000 0.502871570900 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 2.91000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WDJ44 228985.74000000 PA USD 242761.74000000 0.031578714497 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TCX1 699802.09000000 PA USD 726986.96000000 0.094567264400 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416LMH6 164381.23000000 PA USD 171487.15000000 0.022307237333 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RZT9 593300.75000000 PA USD 618347.97000000 0.080435384935 Long ABS-MBS USGA US N 2 2046-02-20 Fixed 3.50000000 N N N N N N Bain Capital Credit CLO Ltd. 549300GXRBLOE2KMGY86 056828AJ5 1600000.00000000 PA USD 1597336.00000000 0.207783226055 Long ABS-CBDO CORP KY N 2 2029-01-15 Floating 3.14000000 N N N N N N DAYTON POWER & LIGHT CO/ 1ELKY8G44MKGCQWG6864 240019BT5 1025000.00000000 PA USD 1050559.40000000 0.136657923752 Long DBT CORP US N 2 2049-06-15 Fixed 3.95000000 N N N N N N Freddie Mac N/A 3131Y1W55 3029106.28000000 PA USD 3159310.29000000 0.410966561928 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175AY0 1700000.00000000 PA USD 1872001.60000000 0.243512029797 Long DBT CORP US N 2 2025-07-23 Fixed 4.91000000 N N N N N N COLT Funding LLC N/A 196860AA8 3092837.98000000 PA USD 3087599.02000000 0.401638280950 Long ABS-MBS CORP US N 2 2049-11-25 Fixed 2.58000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KJ9 1500000.00000000 PA USD 1651725.35000000 0.214858252603 Long DBT CORP US N 2 2026-03-09 Fixed 4.60000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668AW2 1975000.00000000 PA USD 1988815.86000000 0.258707357387 Long DBT CORP US N 2 2021-09-24 Floating 2.79000000 N N N N N N BX Trust N/A 05608BAA8 800000.00000000 PA USD 800491.28000000 0.104128787297 Long ABS-MBS CORP US N 2 2034-04-15 Floating 2.74000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFU8 1570000.00000000 PA USD 1724345.71000000 0.224304789009 Long DBT CORP US N 2 2026-03-03 Fixed 4.45000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TAK1 454087.57000000 PA USD 469549.26000000 0.061079484863 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBR42 4399832.61000000 PA USD 4540262.68000000 0.590602369687 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3128LXFL9 19968.90000000 PA USD 22289.97000000 0.002899503845 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 6.50000000 N N N N N N Telefonica Emisiones SAU 549300Y5MFC4SW5Z3K71 87938WAU7 750000.00000000 PA USD 890179.39000000 0.115795515421 Long DBT CORP ES N 2 2047-03-08 Fixed 5.21000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBH2 1800000.00000000 PA USD 1875161.92000000 0.243923127703 Long DBT CORP US N 2 2026-04-01 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411EUR6 9306.71000000 PA USD 9459.53000000 0.001230506080 Long ABS-MBS USGSE US N 2 2022-01-01 Fixed 5.50000000 N N N N N N AIMCO CLO Series 2015-A N/A 00900LAH7 2000000.00000000 PA USD 1979466.00000000 0.257491117301 Long ABS-CBDO CORP KY N 2 2028-01-15 Floating 3.30000000 N N N N N N Helmerich & Payne Inc 254900NAOGHJ88RZ4C73 423452AC5 2900000.00000000 PA USD 3168065.65000000 0.412105468800 Long DBT CORP US N 2 2025-03-15 Fixed 4.65000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CN3 1710000.00000000 PA USD 1698746.90000000 0.220974867612 Long DBT CORP US N 2 2048-03-15 Fixed 4.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FPDG1 1593064.53000000 PA USD 1679941.30000000 0.218528614453 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CUC6 210474.61000000 PA USD 222026.68000000 0.028881475056 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416CFC5 156225.08000000 PA USD 169352.21000000 0.022029521987 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 4.50000000 N N N N N N Highbridge Loan Management Ltd 549300Z5U2GIJ32SH058 40436VAA9 3000000.00000000 PA USD 2998842.00000000 0.390092670038 Long ABS-O CORP KY N 2 2030-05-06 Floating 3.17000000 N N N N N N AMERICAN CAMPUS CMNTYS RDKVCX5HITZ2GPIR7153 024836AE8 3000000.00000000 PA USD 3109616.40000000 0.404502325988 Long DBT US N 2 2026-07-15 Fixed 3.30000000 N N N N N N Fox Corp 549300DDU6FDRBIELS05 35137LAE5 1250000.00000000 PA USD 1592489.30000000 0.207152761981 Long DBT CORP US N 2 2049-01-25 Fixed 5.58000000 N N N N N N Palmer Square CLO Ltd 549300UP5H2PFBIITY41 69688XAS0 750000.00000000 PA USD 749992.50000000 0.097559850380 Long ABS-CBDO CORP KY N 2 2031-01-17 Floating 3.13000000 N N N N N N Freddie Mac N/A 312943G23 337072.06000000 PA USD 358788.89000000 0.046671653951 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179NQ50 357707.35000000 PA USD 379611.02000000 0.049380219554 Long ABS-MBS USGA US N 2 2043-10-20 Fixed 4.00000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAA9 4500000.00000000 PA USD 4627661.81000000 0.601971344772 Long DBT CORP US N 2 2021-02-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RVB2 1251670.43000000 PA USD 1307585.45000000 0.170092155403 Long ABS-MBS USGA US N 2 2045-12-20 Fixed 3.50000000 N N N N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494BJ1 1550000.00000000 PA USD 1677854.56000000 0.218257169016 Long DBT CORP US N 2 2026-03-01 Fixed 4.00000000 N N N N N N Dryden Senior Loan Fund N/A 26252WAA7 1875000.00000000 PA USD 1876880.63000000 0.244146699392 Long ABS-O CORP KY N 2 2032-10-20 Variable 3.26000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668BB7 1275000.00000000 PA USD 1307660.02000000 0.170101855551 Long DBT CORP US N 2 2026-09-26 Fixed 3.20000000 N N N N N N Freddie Mac N/A 3132GEZY9 166180.76000000 PA USD 180053.25000000 0.023421525055 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122CD8 1675000.00000000 PA USD 1988686.23000000 0.258690494974 Long DBT CORP US N 2 2049-10-26 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8PW7 1274288.18000000 PA USD 1305063.45000000 0.169764090865 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.00000000 N N N N N N Freddie Mac N/A 312941ZY6 119837.33000000 PA USD 130223.98000000 0.016939678736 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36297KZU8 883602.49000000 PA USD 961483.05000000 0.125070774042 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128287C8 29200000.00000000 PA USD 29312921.95000000 3.813057170107 Long DBT UST US N 2 2022-07-15 Fixed 1.75000000 N N N N N N SCHLUMBERGER HLDGS CORP 529900IKZG65COT1D505 806851AJ0 4725000.00000000 PA USD 4979621.75000000 0.647754681387 Long DBT CORP US N 2 2024-05-01 Fixed 3.75000000 N N N N N N Cedar Funding Ltd 549300PTCF9P2JDL1E69 15032EAA7 1250000.00000000 PA USD 1250003.75000000 0.162601864451 Long ABS-CBDO CORP KY N 2 2030-10-17 Floating 3.25000000 N N N N N N Morgan Stanley Mortgage Loan Trust N/A 61751DAE4 954311.07000000 PA USD 436192.11000000 0.056740350055 Long ABS-MBS CORP US N 2 2046-10-25 Variable 5.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WQAT9 510697.78000000 PA USD 508240.29000000 0.066112456657 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ARH56 185377.03000000 PA USD 200726.47000000 0.026110720281 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CE7 5900000.00000000 PA USD 5923533.92000000 0.770539816008 Long DBT CORP GB N 2 2025-11-07 Variable 2.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411EE29 2204.38000000 PA USD 2243.04000000 0.000291777113 Long ABS-MBS USGSE US N 2 2021-12-01 Fixed 5.50000000 N N N N N N Highbridge Loan Management Ltd 2549009NI8GVCM3ROT27 40436TAL0 1000000.00000000 PA USD 999994.00000000 0.130080320831 Long ABS-CBDO CORP KY N 2 2028-01-20 Floating 3.11000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FRUC7 146141.20000000 PA USD 155241.28000000 0.020193956672 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -101.00000000 NC USD 183672.74000000 0.023892352301 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short US 10 Year Ultra Bond UXYH0 Comdty 2020-03-20 -14394688.37 USD 183672.74 N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KR1 2750000.00000000 PA USD 3289358.68000000 0.427883399724 Long DBT CORP US N 2 2046-05-18 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGTN4 119291.28000000 PA USD 126439.57000000 0.016447398515 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.50000000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 313382GT4 1900000.00000000 PA USD 2034139.70000000 0.264603132410 Long DBT USGSE US N 2 2028-03-10 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413FHQ8 6343.51000000 PA USD 7086.02000000 0.000921757285 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.50000000 N N N N N N Magnetite CLO Ltd 549300WG00K34O9YA435 55954NAA7 1000000.00000000 PA USD 1000136.00000000 0.130098792347 Long ABS-CBDO CORP KY N 2 2032-10-25 Floating 3.17000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468J1 2075000.00000000 PA USD 2101233.00000000 0.273330702765 Long DBT CORP US N 2 2025-07-22 Variable 2.72000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410PF57 17738.49000000 PA USD 20404.22000000 0.002654203409 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.50000000 N N N N N N MVW Owner Trust N/A 55389PAA7 1114253.07000000 PA USD 1128256.33000000 0.146764825975 Long ABS-O CORP US N 2 2036-11-20 Fixed 2.89000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JQZR7 2523794.08000000 PA USD 2575639.85000000 0.335042068286 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828YS3 14165000.00000000 PA USD 13962484.69000000 1.816255385612 Long DBT UST US N 2 2029-11-15 Fixed 1.75000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 2.00000000 NC USD -7066.14000000 -0.00091917127 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long US Treasury Long Bond USH0 Comdty 2020-03-20 318878.64 USD -7066.14 N N N NextGear Floorplan Master Owner Trust N/A 65341KAX4 600000.00000000 PA USD 602187.96000000 0.078333273037 Long ABS-O CORP US N 2 2022-10-17 Fixed 2.56000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BTX6 86917.87000000 PA USD 90191.89000000 0.011732260381 Long ABS-MBS USGSE US N 2 2023-12-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X3XH0 1316194.77000000 PA USD 1355058.28000000 0.176267473412 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.00000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3134GTZ89 3000000.00000000 PA USD 3000883.44000000 0.390358222802 Long DBT USGSE US N 2 2024-08-12 Fixed 2.25000000 N N N N N N TICP CLO Ltd N/A 87250AAA9 1500000.00000000 PA USD 1498209.00000000 0.194888676724 Long ABS-CBDO CORP KY N 2 2032-07-15 Variable 3.67000000 N N N N N N FEDERAL FARM CREDIT BANK N/A 3133EK2V7 2300000.00000000 PA USD 2291921.64000000 0.298135691065 Long DBT USGSE US N 2 2028-10-16 Fixed 2.44000000 N N N N N N Cedar Funding Ltd 549300PPJP6KEORGHQ85 150323AN3 2600000.00000000 PA USD 2596833.20000000 0.337798922595 Long ABS-CBDO CORP KY N 2 2030-07-23 Floating 3.16000000 N N N N N N CSAIL Commercial Mortgage Trust N/A 12652UAT6 2000000.00000000 PA USD 2151095.40000000 0.279816858672 Long ABS-MBS CORP US N 2 2051-04-15 Fixed 3.77000000 N N N N N N Focus Brands Funding LLC N/A 34417MAA5 487500.00000000 PA USD 488821.13000000 0.063586390937 Long ABS-O CORP US N 2 2047-04-30 Fixed 3.86000000 N N N N N N OSCAR US Funding Trust N/A 68784XAD8 1300000.00000000 PA USD 1316692.05000000 0.171276751960 Long ABS-O CORP JP N 2 2022-09-12 Fixed 3.39000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBS7 3675000.00000000 PA USD 3902182.80000000 0.507600236168 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N Treman Park CLO Ltd 549300E4DX3Q8L455K94 89473LAH7 1245000.00000000 PA USD 1245178.04000000 0.161974130780 Long ABS-CBDO CORP KY N 2 2028-10-20 Floating 3.04000000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AEB25 4000000.00000000 PA USD 4359297.48000000 0.567062217171 Long DBT USGSE US N 2 2028-06-09 Fixed 3.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828YX2 10000000.00000000 PA USD 9952734.40000000 1.294662651878 Long DBT UST US N 2 2026-12-31 Fixed 1.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RBY4 215774.50000000 PA USD 228390.21000000 0.029709250047 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 4.00000000 N N N N N N Benefit Street Partners CLO Ltd 5493002BNZCV0YE1MG83 08180FAW1 1600000.00000000 PA USD 1602796.80000000 0.208493572933 Long ABS-CBDO CORP KY N 2 2029-01-20 Floating 3.22000000 N N N N N N Republic of Poland 259400R9L8QEP0TPXS31 857524AB8 350000.00000000 PA USD 373831.50000000 0.048628413227 Long DBT NUSS PL N 2 2022-03-23 Fixed 5.00000000 N N N N N N State Street Global Advisors 5493008BJIBKQ5KTIF74 857492706 26131668.75000000 NS USD 26131668.75000000 3.399236250279 Long STIV RF US N 1 N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818FC7 750000.00000000 PA USD 866670.19000000 0.112737412794 Long DBT CORP US N 2 2049-03-01 Fixed 4.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJQ68 253576.06000000 PA USD 269133.50000000 0.035009182081 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202F2M7 949325.58000000 PA USD 1007653.89000000 0.131076727758 Long ABS-MBS USGA US N 2 2042-01-20 Fixed 4.00000000 N N N N N N Shackleton CLO LTD N/A 81883MAC7 1500000.00000000 PA USD 1499958.00000000 0.195116188570 Long ABS-CBDO CORP KY N 2 2030-01-15 Variable 3.90000000 N N N N N N Appalachian Power Co 3SCHO1ABYYIG382BEI70 037735CG0 1750000.00000000 PA USD 2307873.93000000 0.300210782517 Long DBT CORP US N 2 2036-04-01 Fixed 6.38000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397VU4 3000000.00000000 PA USD 3140777.94000000 0.408555853430 Long DBT CORP US N 2 2021-08-02 Fixed 5.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GSRE4 1880863.18000000 PA USD 1955818.61000000 0.254415038767 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VCV4 3250000.00000000 PA USD 3680797.32000000 0.478802169114 Long DBT CORP US N 2 2036-01-15 Fixed 4.27000000 N N N N N N Sierra Receivables Funding Co LLC N/A 82653DAA7 623382.88000000 PA USD 633225.60000000 0.082370683430 Long ABS-O CORP US N 2 2035-06-20 Fixed 3.50000000 N N N N N N PNC BANK NA AD6GFRVSDT01YPT1CS68 69349LAS7 2425000.00000000 PA USD 2422015.67000000 0.315058465763 Long DBT CORP US N 2 2029-10-22 Fixed 2.70000000 N N N N N N Regatta VI Funding Ltd. 2549001NU08X5ZRD6A39 75887NAL3 2800000.00000000 PA USD 2800002.80000000 0.364227447917 Long ABS-CBDO CORP KY N 2 2028-07-20 Floating 3.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140K05Z7 2700000.00000000 PA USD 2746587.88000000 0.357279176297 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MBT6 2500000.00000000 PA USD 2506388.20000000 0.326033737386 Long DBT CORP JP N 2 2024-09-27 Fixed 2.45000000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 45905U6Y5 2600000.00000000 PA USD 2585998.90000000 0.336389584919 Long DBT NUSS XX N 2 2024-10-30 Fixed 2.30000000 N N N N N N TRUIST FIN CORP 549300DRQQI75D2JP341 05531GAB7 2335000.00000000 PA USD 2533877.81000000 0.329609616130 Long DBT CORP US N 2 2029-03-19 Fixed 3.88000000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AHSR5 5800000.00000000 PA USD 5802349.81000000 0.754776053517 Long DBT USGA US N 2 2021-12-20 Fixed 1.63000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DG2 2450000.00000000 PA USD 2490036.43000000 0.323906681136 Long DBT CORP US N 2 2029-08-15 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8SK0 1511474.42000000 PA USD 1547988.24000000 0.201364015086 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 3.00000000 N N N N N N ARIZONA PUBLIC SERVICE YG6VT0TPHRH4TFVAQV64 040555CH5 1275000.00000000 PA USD 1566008.07000000 0.203708054418 Long DBT CORP US N 2 2035-09-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EN4H9 1175047.49000000 PA USD 1273071.40000000 0.165602529768 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4.50000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3134GUKM1 2650000.00000000 PA USD 2650897.82000000 0.344831707907 Long DBT USGSE US N 2 2024-10-22 Fixed 2.30000000 N N N N N N GE CAPITAL INTL FUNDING 549300G6UZOB126GBY72 36164QNA2 3410000.00000000 PA USD 3647792.80000000 0.474508904804 Long DBT CORP IE N 2 2035-11-15 Fixed 4.42000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417DAJ2 1873131.39000000 PA USD 1929775.99000000 0.251027386076 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SNV5 849971.26000000 PA USD 883468.15000000 0.114922509931 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 3.50000000 N N N N N N Palmer Square CLO Ltd 5493006ZPBFJJGSXB826 69689AAU4 2200000.00000000 PA USD 2200050.60000000 0.286185005003 Long ABS-CBDO CORP KY N 2 2029-05-21 Floating 3.11000000 N N N N N N Ally Auto Receivables Trust N/A 02007JAC1 1283000.00000000 PA USD 1292954.16000000 0.168188901086 Long ABS-O CORP US N 2 2023-01-17 Fixed 3.00000000 N N N N N N ENTERGY MISSISSIPPI LLC 54930043I78H35DVVW89 29366WAA4 2500000.00000000 PA USD 2730515.30000000 0.355188437389 Long DBT CORP US N 2 2049-06-01 Fixed 3.85000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RBX6 775044.85000000 PA USD 806178.81000000 0.104868627464 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.50000000 N N N N N N Freddie Mac N/A 3132XUMF9 829226.64000000 PA USD 862691.24000000 0.112219826596 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SUV7 858853.80000000 PA USD 890169.77000000 0.115794264041 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 3.50000000 N N N N N N GM Financial Automobile Leasing Trust N/A 36255KAD3 1138131.63000000 PA USD 1141816.33000000 0.148528725709 Long ABS-O CORP US N 2 2021-06-21 Fixed 3.06000000 N N N N N N CYRUSONE LP/CYRUSONE FIN N/A 23283PAR5 1275000.00000000 PA USD 1278493.50000000 0.166307842508 Long DBT US N 2 2029-11-15 Fixed 3.45000000 N N N N N N Galaxy CLO Ltd 54930022KENWLYJ8SJ86 36320TAL7 1500000.00000000 PA USD 1496887.50000000 0.194716774549 Long ABS-CBDO CORP KY N 2 2028-07-16 Floating 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FCTD0 2414593.02000000 PA USD 2473753.91000000 0.321788633002 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AT5 2785000.00000000 PA USD 2884272.91000000 0.375189396634 Long DBT CORP US N 2 2026-07-01 Fixed 3.20000000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473QBD4 1125000.00000000 PA USD 1437458.28000000 0.186986156161 Long DBT CORP US N 2 2045-02-01 Fixed 5.65000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QB7 2925000.00000000 PA USD 3855287.12000000 0.501499994467 Long DBT UST US N 2 2039-05-15 Fixed 4.25000000 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AME 54930043TEPI4UKGHU90 87272HAA8 2400000.00000000 PA USD 2383636.80000000 0.310066100086 Long ABS-CBDO CORP KY N 2 2031-01-16 Floating 3.15000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YBB4 1375000.00000000 PA USD 1380403.76000000 0.179564441364 Long DBT CORP JP N 2 2023-09-13 Floating 2.74000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EMVC2 233446.03000000 PA USD 251333.48000000 0.032693735876 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 4.50000000 N N N N N N Freddie Mac - SCRT N/A 35563PKL2 2382141.75000000 PA USD 2520046.32000000 0.327810400678 Long ABS-MBS USGSE US N 2 2058-08-25 Fixed 4.00000000 N N N N N N OWENS CORNING JO5M6676RDJIZ2U8X907 690742AJ0 3378000.00000000 PA USD 3516304.41000000 0.457404750222 Long DBT CORP US N 2 2029-08-15 Fixed 3.95000000 N N N N N N JP Morgan Mortgage Acquisition Corp N/A 46630MAD4 612728.32000000 PA USD 450286.87000000 0.058573811958 Long ABS-O CORP US N 2 2030-10-25 Variable 4.59000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2H5 3625000.00000000 PA USD 3628416.06000000 0.471988357125 Long DBT CORP US N 2 2025-10-30 Variable 2.41000000 N N N N N N Freddie Mac N/A 3128KUMZ7 26391.27000000 PA USD 31194.76000000 0.004057848736 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.50000000 N N N N N N Cenovus Energy Inc 549300EIRQ0Z2B9C1W06 15135UAM1 2000000.00000000 PA USD 2118936.62000000 0.275633609152 Long DBT CORP CA N 2 2027-04-15 Fixed 4.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36181LUW6 1200133.24000000 PA USD 1267000.18000000 0.164812778784 Long ABS-MBS USGA US N 2 2043-08-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179S5L7 1320677.67000000 PA USD 1373877.39000000 0.178715483967 Long ABS-MBS USGA US N 2 2047-05-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179QYT2 165601.11000000 PA USD 175388.18000000 0.022814687612 Long ABS-MBS USGA US N 2 2045-01-20 Fixed 4.00000000 N N N N N N Freddie Mac N/A 312936X93 814804.17000000 PA USD 885175.73000000 0.115144633818 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 4.50000000 N N N N N N Westcott Park Clo Ltd 549300SXZQ1LGMMQ5793 95753TAE5 1850000.00000000 PA USD 1849977.80000000 0.240647149638 Long ABS-CBDO CORP KY N 2 2028-07-20 Variable 3.18000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JW5P1 3950313.64000000 PA USD 4102103.53000000 0.533606144903 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 3.50000000 N N N N N N Volkswagen Auto Loan Enhanced Trust N/A 92868LAD3 825000.00000000 PA USD 834491.96000000 0.108551633197 Long ABS-O CORP US N 2 2022-11-21 Fixed 3.02000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TEZ4 416127.74000000 PA USD 432291.76000000 0.056232988231 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LM3U5 2309600.00000000 PA USD 2460004.96000000 0.320000154444 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 3.36000000 N N N N N N BANCO DEL ESTADO -CHILE 5493004R4EJC0W0XVQ72 05965MAD5 3150000.00000000 PA USD 3151919.52000000 0.410005162427 Long DBT CORP CL N 2 2021-01-08 Fixed 2.67000000 N N N N N N WRKCo Inc 549300JEB576INN13W07 96145DAF2 1825000.00000000 PA USD 1925130.18000000 0.250423053995 Long DBT CORP US N 2 2025-03-15 Fixed 3.75000000 N N N N N N Dryden Senior Loan Fund N/A 26252HAA0 1650000.00000000 PA USD 1650013.20000000 0.214635534245 Long ABS-CBDO CORP KY N 2 2029-01-15 Floating 3.15000000 N N N N N N San Antonio Water System 549300S7VENCVRZAA322 79642BHT3 2000000.00000000 PA USD 2369180.00000000 0.308185543620 Long DBT MUN US N 2 2029-05-15 Fixed 5.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148LAF3 975000.00000000 PA USD 1198503.68000000 0.155902678628 Long DBT CORP US N 2 2045-05-22 Fixed 5.15000000 N N N N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 431282AS1 1410000.00000000 PA USD 1390678.18000000 0.180900949233 Long DBT US N 2 2030-02-15 Fixed 3.05000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AM0 1650000.00000000 PA USD 1654721.05000000 0.215247936558 Long DBT CORP CH N 2 2025-09-11 Variable 2.59000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHS1 3000000.00000000 PA USD 3616659.54000000 0.470459056055 Long DBT CORP US N 2 2050-03-15 Variable 4.33000000 N N N N N N Ingredion Inc PKSTQ48QDN0XSVS7YK88 219023AF5 1475000.00000000 PA USD 1505322.92000000 0.195814063272 Long DBT CORP US N 2 2020-11-01 Fixed 4.63000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3134GULD0 2800000.00000000 PA USD 2800180.52000000 0.364250565931 Long DBT USGSE US N 2 2022-10-21 Fixed 2.13000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3134GT3M3 2200000.00000000 PA USD 2200759.33000000 0.286277197382 Long DBT USGSE US N 2 2022-08-26 Fixed 2.05000000 N N N N N N Chase Funding Mortgage Loan Asset-Backed CTFS N/A 161551FS0 90949.81000000 PA USD 92101.52000000 0.011980667154 Long ABS-O CORP US N 2 2032-04-25 Variable 6.33000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36178STM0 193942.93000000 PA USD 203761.71000000 0.026505547643 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4ZJ8 6676839.75000000 PA USD 6860734.54000000 0.892451904814 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 3.00000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29273RAP4 1300000.00000000 PA USD 1467828.05000000 0.190936689289 Long DBT CORP US N 2 2041-06-01 Fixed 6.05000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWM2 500000.00000000 PA USD 509025.94000000 0.066214654874 Long DBT CORP US N 2 2023-07-24 Variable 2.91000000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887BT5 2500000.00000000 PA USD 2541631.73000000 0.330618254583 Long DBT CORP US N 2 2022-06-06 Fixed 2.89000000 N N N N N N Freddie Mac - SLST N/A 35564CEJ2 2500000.00000000 PA USD 2476866.50000000 0.322193522137 Long ABS-MBS CORP US N 2 2029-11-25 Fixed 2.75000000 N N N N N N Freddie Mac N/A 3128MBE60 6777.12000000 PA USD 6999.23000000 0.000910467546 Long ABS-MBS USGSE US N 2 2022-04-01 Fixed 4.50000000 N N N N N N Freddie Mac N/A 3128MMHY2 4759.91000000 PA USD 4954.23000000 0.000644451694 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TG41 658648.06000000 PA USD 684158.29000000 0.088996063839 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9QR5 4096357.65000000 PA USD 4195316.84000000 0.545731434925 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3.00000000 N N N N N N GRACE Mortgage Trust N/A 38406HAA0 1700000.00000000 PA USD 1718173.51000000 0.223501902436 Long ABS-MBS CORP US N 2 2028-06-10 Fixed 3.37000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CZ6 2369000.00000000 PA USD 2440261.98000000 0.317431965863 Long DBT CORP US N 2 2021-03-15 Fixed 4.85000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137FLN91 910000.00000000 PA USD 984572.59000000 0.128074286834 Long ABS-MBS USGSE US N 2 2029-03-25 Fixed 3.51000000 N N N N N N Shackleton CLO LTD N/A 81880XAA0 2000000.00000000 PA USD 1991480.00000000 0.259053911652 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 3.51000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JAF52 2195769.45000000 PA USD 2351915.78000000 0.305939794869 Long ABS-MBS USGSE US N 2 2046-06-01 Variable 4.00000000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AHN58 3800000.00000000 PA USD 3790439.16000000 0.493064500412 Long DBT USGA US N 2 2024-12-16 Fixed 2.15000000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887CC4 2300000.00000000 PA USD 2638920.62000000 0.343273700540 Long DBT CORP US N 2 2028-11-01 Fixed 4.85000000 N N N N N N CRED SUIS GP FUN LTD 549300PXR5FKNXF0OH19 225433AC5 1100000.00000000 PA USD 1164407.26000000 0.151467378763 Long DBT CORP GG N 2 2025-03-26 Fixed 3.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202F3N4 369603.73000000 PA USD 392332.32000000 0.051035020268 Long ABS-MBS USGA US N 2 2042-02-20 Fixed 4.00000000 N N N N N N Voya CLO Ltd 549300KSCKXTOBY0IP86 92917NAA6 1250000.00000000 PA USD 1249993.75000000 0.162600563640 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 3.17000000 N N N N N N Freddie Mac - SLST N/A 35564CBB2 3945040.22000000 PA USD 4097183.46000000 0.532966136779 Long ABS-MBS USGSE US N 2 2029-05-25 Fixed 3.50000000 N N N N N N ELARA HGV TIMESHARE ISSUER N/A 28416DAA8 499386.72000000 PA USD 502472.13000000 0.065362128052 Long ABS-O CORP US N 2 2030-03-25 Fixed 2.69000000 N N N N N N ARES CLO Ltd 549300X38KZ67Q2FQG11 04016DAJ4 2500000.00000000 PA USD 2499112.50000000 0.325087306317 Long ABS-CBDO CORP KY N 2 2029-01-15 Floating 3.20000000 N N N N N N JP Morgan Mortgage Trust 549300BV8AJIRLDGMR51 46641YAA1 1546818.96000000 PA USD 1561882.35000000 0.203171376217 Long ABS-MBS CORP US N 2 2029-06-25 Variable 3.00000000 N N N N N N Social Professional Loan Program LLC N/A 83401AAA6 373655.41000000 PA USD 375687.91000000 0.048869897084 Long ABS-O CORP US N 2 2048-02-25 Fixed 3.12000000 N N N N N N Apidos CLO N/A 03768RAC0 2200000.00000000 PA USD 2200000.00000000 0.286178422899 Long ABS-CBDO CORP KY N 2 2033-01-20 Floating 3.23000000 N N N N N N HEALTHPEAK PROPERTIES PZ9HF5U52KPF0MH0QN75 40414LAQ2 2050000.00000000 PA USD 2126249.77000000 0.276584911758 Long DBT US N 2 2026-07-15 Fixed 3.25000000 N N N N N N Mercedes-Benz Auto Lease Trust 549300U4TNYCTQL3R792 58772TAC4 900000.00000000 PA USD 908138.43000000 0.118131647123 Long ABS-O CORP US N 2 2021-11-15 Fixed 3.10000000 N N N N N N Palmer Square Loan Funding Ltd N/A 69689LAC0 3000000.00000000 PA USD 3002490.00000000 0.390567205896 Long ABS-CBDO CORP KY N 2 2027-08-20 Floating 3.50000000 N N N N N N Magnetite CLO Ltd 549300BDVLRWS2SODX97 55953TAJ6 1900000.00000000 PA USD 1898162.70000000 0.246915094496 Long ABS-CBDO CORP KY N 2 2028-11-15 Floating 2.99000000 N N N N N N Texas Transportation Commission State Highway Fund N/A 88283LHU3 2150000.00000000 PA USD 2590126.50000000 0.336926507673 Long DBT MUN US N 2 2030-04-01 Fixed 5.18000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCK6 1100000.00000000 PA USD 1094500.00000000 0.142373765392 Long DBT CORP MX N 2 2028-02-12 Fixed 5.35000000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAW3 2475000.00000000 PA USD 2554656.49000000 0.332312529708 Long DBT CORP US N 2 2024-07-15 Fixed 3.38000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 48126BAA1 1925000.00000000 PA USD 2591828.05000000 0.337147847171 Long DBT CORP US N 2 2042-01-06 Fixed 5.40000000 N N N N N N Sound Point CLO LTD 549300ZK5CJ7PM7YBH85 83610KAA1 1500000.00000000 PA USD 1485349.50000000 0.193215898802 Long ABS-CBDO CORP KY N 2 2030-07-25 Floating 3.22000000 N N N N N N OCTAGON INVESTMENT PARTNERS 31 LLC N/A 67575XAC5 1200000.00000000 PA USD 1196083.20000000 0.155587819924 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 3.67000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3135G0W66 3225000.00000000 PA USD 3210298.45000000 0.417599157935 Long DBT USGSE US N 2 2024-10-15 Fixed 1.63000000 N N N N N N Orange SA 969500MCOONR8990S771 35177PAX5 895000.00000000 PA USD 1152894.40000000 0.149969773255 Long DBT CORP FR N 2 2042-01-13 Fixed 5.38000000 N N N N N N BX Commercial Mortgage Trust 2019-XL N/A 056054AA7 2500000.00000000 PA USD 2502003.75000000 0.325463403301 Long ABS-MBS CORP US N 2 2036-10-15 Floating 2.66000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 139.00000000 NC USD -7717.28000000 -0.00100387228 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 2 Year US Treasury Note TUH0 Comdty 2020-03-31 29962217.28 USD -7717.28 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36182LDS3 333705.45000000 PA USD 353525.85000000 0.045987031912 Long ABS-MBS USGA US N 2 2044-07-15 Fixed 4.00000000 N N N N N N COLT Funding LLC N/A 19688CAA0 1223074.06000000 PA USD 1221844.38000000 0.158938862589 Long ABS-MBS CORP US N 2 2049-08-25 Variable 2.76000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4MS2 10672790.70000000 PA USD 11081844.72000000 1.441538565813 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 3.50000000 N N N N N N COLONY MORTGAGE CAPITAL LTD N/A 12564NAG7 6000000.00000000 PA USD 5943823.20000000 0.773179067896 Long ABS-MBS CORP US N 2 2038-11-15 Variable 3.22000000 N N N N N N Freddie Mac N/A 312942BZ7 587642.32000000 PA USD 635852.68000000 0.082712416890 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.50000000 N N N N N N 2020-01-15 MAINSTAY VP FUNDS TRUST Jack Benintende Jack Benintende Treasurer