0001752724-20-030278.txt : 20200221
0001752724-20-030278.hdr.sgml : 20200221
20200221162239
ACCESSION NUMBER: 0001752724-20-030278
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: 20640326
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
S000009444
MainStay VP Income Builder Portfolio
C000025818
Initial Class
C000025819
Service Class
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000887340
XXXXXXXX
S000009444
C000025819
C000025818
MAINSTAY VP FUNDS TRUST
811-03833-01
0000887340
549300AG6K4RXYNOVN04
51 MADISON AVE
NEW YORK
10010
212-576-7000
MainStay VP Income Builder Portfolio
S000009444
WZQNS9UOCVW6JX8S5652
2019-12-31
2019-12-31
N
636866158.18
10166314.52
626699843.66
0
0
0
0
0
0
0
0
0
0
0
0
0
3742629.98
USD
UST
AXA EQUITABLE HOLDINGS I
549300FIBAKMNHPZ4009
AXA Equitable Holdings Inc
054561AM7
830000.00000000
PA
USD
893335.96000000
0.142546063963
Long
DBT
CORP
US
N
2
2048-04-20
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ5Q9
1906902.82000000
PA
USD
2038048.84000000
0.325203342655
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QAJE1
3565427.29000000
PA
USD
3766102.27000000
0.600941951414
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.50000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AR0
825000.00000000
PA
USD
857583.91000000
0.136841251625
Long
DBT
US
N
2
2031-08-15
Fixed
3.38000000
N
N
N
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
Stryker Corp
863667AM3
1220000.00000000
PA
USD
1230379.92000000
0.196326827339
Long
DBT
CORP
US
N
2
2021-03-15
Fixed
2.63000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2018-1745
94990DAA4
940000.00000000
PA
USD
1004647.94000000
0.160307673627
Long
ABS-MBS
CORP
US
N
2
2036-06-15
Variable
3.75000000
N
N
N
N
N
N
Duke Energy Ohio Inc
L6KC0HABGHNFU1Z6QY21
Duke Energy Ohio Inc
26442EAG5
565000.00000000
PA
USD
658815.33000000
0.105124540346
Long
DBT
CORP
US
N
2
2049-02-01
Fixed
4.30000000
N
N
N
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
Entergy Corp
29364G103
32119.00000000
NS
USD
3847856.20000000
0.613987100671
Long
EC
CORP
US
N
1
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466LAF1
690000.00000000
PA
USD
756985.95000000
0.120789235494
Long
DBT
CORP
US
N
2
2028-04-11
Fixed
3.70000000
N
N
N
N
N
N
Allied Universal
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AA5
650000.00000000
PA
USD
698555.00000000
0.111465641338
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
6.63000000
N
N
N
N
N
N
Magellan Midstream Partners LP
MZF5TI8NFVZZNUSKDL39
Magellan Midstream Partners LP
559080106
33407.00000000
NS
USD
2100298.09000000
0.335136207747
Long
EC
CORP
US
N
1
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162100
8568.00000000
NS
USD
2065487.76000000
0.329581661922
Long
EC
CORP
US
N
1
N
N
N
MDC Holdings Inc
5299005FV4VNV75R8R35
MDC Holdings Inc
552676AP3
1100000.00000000
PA
USD
1101375.00000000
0.175742025651
Long
DBT
CORP
US
N
2
2020-02-01
Fixed
5.63000000
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAH6
305000.00000000
PA
USD
396500.00000000
0.063267927064
Long
DBT
CORP
KY
N
2
2036-11-21
Fixed
6.88000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2019-OC11
05606FAG8
350000.00000000
PA
USD
358811.08000000
0.057254056089
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Fixed
3.61000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZX4
780000.00000000
PA
USD
796056.54000000
0.127023574052
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.06000000
N
N
N
N
N
N
UAL 2007 PASS TRUST
N/A
UAL 2007-1 Pass Through Trust
909287AA2
420917.42000000
PA
USD
446938.58000000
0.071316210546
Long
DBT
CORP
US
N
2
2022-07-02
Fixed
6.64000000
N
N
N
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284V101
79689.00000000
NS
USD
2539688.43000000
0.405247975676
Long
EC
US
N
1
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136B6HH9
1840000.00000000
PA
USD
1874012.03000000
0.299028641694
Long
ABS-MBS
USGSE
US
N
2
2049-10-25
Fixed
3.00000000
N
N
N
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
Truist Bank
07330MAC1
760000.00000000
PA
USD
760052.37000000
0.121278531930
Long
DBT
CORP
US
N
2
2029-09-17
Variable
2.64000000
N
N
N
N
N
N
ALIMENTATION COUCHE-TARD
549300OSW32RVX8CCZ87
Alimentation Couche-Tard Inc
01626PAH9
1035000.00000000
PA
USD
1064629.37000000
0.169878671707
Long
DBT
CORP
CA
N
2
2027-07-26
Fixed
3.55000000
N
N
N
N
N
N
Chase Mortgage Finance Corporation
N/A
Chase Home Lending Mortgage Trust 2019-ATR2
16159GAC3
566596.95000000
PA
USD
576069.88000000
0.091921178188
Long
ABS-MBS
CORP
US
N
2
2049-07-25
Variable
3.50000000
N
N
N
N
N
N
FREMF Mortgage Trust
549300J7N4IBRYXP6K82
FREMF 2014-K41 Mortgage Trust
30287EAE0
330000.00000000
PA
USD
348378.39000000
0.055589353264
Long
ABS-MBS
USGSE
US
N
2
2047-11-25
Variable
3.83000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132Y2RH1
508254.05000000
PA
USD
523829.17000000
0.083585335994
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
3.50000000
N
N
N
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
000000000
20005.00000000
NS
1935208.30000000
0.308793486958
Long
EC
CORP
AU
N
1
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
000000000
3380462.00000000
NS
2798599.57000000
0.446561395907
Long
EC
CORP
GB
N
1
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
19543.00000000
NS
USD
2177285.63000000
0.347420803120
Long
EC
CORP
US
N
1
N
N
N
Navistar Financial Dealer Note Master Trust
549300S28N49H5RT4J50
Navistar Financial Dealer Note Master Owner Trust II
63938PBD0
1090000.00000000
PA
USD
1091800.14000000
0.174214203345
Long
ABS-O
CORP
US
N
2
2023-09-25
Floating
2.42000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CC2
545000.00000000
PA
USD
542955.60000000
0.086637264312
Long
DBT
CORP
US
N
2
2021-08-04
Fixed
1.55000000
N
N
N
N
N
N
Wells Fargo Bank NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
94988J5R4
1015000.00000000
PA
USD
1063794.07000000
0.169745386210
Long
DBT
CORP
US
N
2
2023-08-14
Fixed
3.55000000
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475105
9437.00000000
NS
USD
1506428.31000000
0.240374770352
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136B4GL6
1355599.06000000
PA
USD
1414854.33000000
0.225762674797
Long
ABS-MBS
USGSE
US
N
2
2049-04-25
Fixed
3.50000000
N
N
N
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032WAG1
440000.00000000
PA
USD
459966.12000000
0.073394963259
Long
DBT
CORP
KY
N
2
2028-01-19
Fixed
3.60000000
N
N
N
N
N
N
HUNTSMAN INTERNATIONAL L
3YTEJFW18LGIUQ2N5J61
Huntsman International LLC
44701QBE1
731000.00000000
PA
USD
776856.82000000
0.123959951140
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.50000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209S103
74720.00000000
NS
USD
3729275.20000000
0.595065602413
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967BL4
190000.00000000
PA
USD
255880.74000000
0.040829871363
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
6.63000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136AFML5
746000.00000000
PA
USD
766156.17000000
0.122252491005
Long
ABS-MBS
USGSE
US
N
2
2043-07-25
Fixed
3.00000000
N
N
N
N
N
N
CALIFORNIA INSTITUTE OF
549300CITPNHOTVPHC04
California Institute of Technology
13034VAD6
775000.00000000
PA
USD
751702.93000000
0.119946245017
Long
DBT
CORP
US
N
2
2119-09-01
Fixed
3.65000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BW8
551000.00000000
PA
USD
586374.18000000
0.093565394332
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
3.70000000
N
N
N
N
N
N
Lazard Ltd
254900RIBCDJSUFG1A11
Lazard Ltd
000000000
4411.00000000
NS
USD
176263.56000000
0.028125674800
Long
EC
CORP
BM
N
1
N
N
N
Smithfield Foods Inc
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248AY4
565000.00000000
PA
USD
566670.10000000
0.090421292702
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
3.35000000
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAP8
435000.00000000
PA
USD
510603.00000000
0.081474888683
Long
DBT
CORP
KY
N
2
2026-08-10
Fixed
6.25000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBH2
310000.00000000
PA
USD
324725.00000000
0.051815075954
Long
DBT
CORP
US
N
2
2024-05-21
Fixed
3.88000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCY5
675000.00000000
PA
USD
685711.61000000
0.109416272708
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
3.25000000
N
N
N
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
000000000
36116.00000000
NS
3429489.98000000
0.547230067901
Long
EC
CORP
CH
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT MAR20 XCBT 20200320
000000000
-23.00000000
NC
USD
38041.54000000
0.006070137145
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US 10 Year Ultra Bond
UXYH0 Comdty
2020-03-20
-3274213.42
USD
38041.54
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
46955.00000000
NS
2705862.39000000
0.431763693157
Long
EC
CORP
GB
N
1
N
N
N
EXPEDIA INC
CI7MUJI4USF3V0NJ1H64
Expedia Group Inc
30212PAM7
22000.00000000
PA
USD
24271.21000000
0.003872860388
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.00000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AM0
365000.00000000
PA
USD
366044.35000000
0.058408240197
Long
DBT
CORP
CH
N
2
2025-09-11
Variable
2.59000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GFD1
159000.00000000
PA
USD
220871.47000000
0.035243581474
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.75000000
N
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494AX1
965000.00000000
PA
USD
1034811.68000000
0.165120781578
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.95000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132VMQB4
657277.48000000
PA
USD
685821.45000000
0.109433799439
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
4.00000000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
46030.00000000
NS
USD
2547760.50000000
0.406536003762
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VEP5
985000.00000000
PA
USD
1007574.05000000
0.160774581355
Long
DBT
CORP
US
N
2
2025-05-15
Floating
3.01000000
N
N
N
N
N
N
World Omni Auto Receivables Trust
N/A
World Omni Auto Receivables Trust 2019-A
98162YAD5
665000.00000000
PA
USD
676820.04000000
0.107997480268
Long
ABS-O
CORP
US
N
2
2024-05-15
Fixed
3.04000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBJ3
165000.00000000
PA
USD
178114.97000000
0.028421096925
Long
DBT
CORP
US
N
2
2025-10-29
Fixed
4.20000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136B4GU6
950160.72000000
PA
USD
967704.58000000
0.154412768694
Long
ABS-MBS
USGSE
US
N
2
2049-03-25
Fixed
3.00000000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABC5
450000.00000000
PA
USD
509777.81000000
0.081343216398
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.13000000
N
N
N
N
N
N
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
529900MUF4C20K50JS49
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
000000000
13008.00000000
NS
3837452.22000000
0.612326978987
Long
EC
CORP
DE
N
1
N
N
N
Bayview Commercial Asset Trust
N/A
Bayview Commercial Asset Trust 2006-4
07325BAB4
48286.04000000
PA
USD
46547.26000000
0.007427361035
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
2.02000000
N
N
N
N
N
N
CINTAS CORPORATION NO. 2
549300QVUQTTKMTE0G41
Cintas Corp No 2
17252MAN0
1065000.00000000
PA
USD
1155418.60000000
0.184365547827
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.70000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-5
46591FAD6
351501.55000000
PA
USD
353612.32000000
0.056424510645
Long
ABS-MBS
CORP
US
N
2
2049-11-25
Variable
4.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GRD8
1330000.00000000
PA
USD
1385233.30000000
0.221036164922
Long
DBT
CORP
US
N
2
2023-01-22
Fixed
3.63000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHR3
1425000.00000000
PA
USD
1488107.81000000
0.237451441077
Long
DBT
CORP
US
N
2
2025-03-15
Variable
3.46000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)MAR20 XCBT 20200320
000000000
-11.00000000
NC
USD
18021.90000000
0.002875682861
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
10 Year US Treasury Note
TYH0 Comdty
2020-03-20
-1430662.53
USD
18021.9
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FLXB5
1196700.68000000
PA
USD
1243584.66000000
0.198433855151
Long
ABS-MBS
USGSE
US
N
2
2048-11-15
Fixed
3.50000000
N
N
N
N
N
N
Cinemark Holdings Inc
N/A
Cinemark Holdings Inc
17243V102
42993.00000000
NS
USD
1455313.05000000
0.232218511736
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132Y4CV2
3173604.78000000
PA
USD
3407452.51000000
0.543713636515
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
4.50000000
N
N
N
N
N
N
Pembina Pipeline Corp
5493002W3L9YICM6FU21
Pembina Pipeline Corp
000000000
67647.00000000
NS
2507296.68000000
0.400079353037
Long
EC
CORP
CA
N
1
N
N
Toyota Auto Loan Extended Note Trust 2019-1
549300R73PIC25YY4X12
Toyota Auto Loan Extended Note Trust 2019-1
89231XAA9
755000.00000000
PA
USD
766609.03000000
0.122324752073
Long
ABS-O
CORP
US
N
2
2031-11-25
Fixed
2.56000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JNRL6
492519.95000000
PA
USD
513080.56000000
0.081870223072
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
4.00000000
N
N
N
N
N
N
ROYAL BK SCOTLND GRP PLC
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group PLC
780097AZ4
70000.00000000
PA
USD
77853.99000000
0.012422851351
Long
DBT
CORP
GB
N
2
2023-12-19
Fixed
6.00000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912XAN4
420000.00000000
PA
USD
449978.59000000
0.071801292844
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.25000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RHJ4
320000.00000000
PA
USD
356004.08000000
0.056806154270
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.35000000
N
N
N
N
N
N
KERRY GROUP FIN SERVICES
635400SE9OHFJ8SLDG45
Kerry Group Financial Services Unltd Co
49245PAA4
1290000.00000000
PA
USD
1306173.66000000
0.208420932798
Long
DBT
CORP
IE
N
2
2023-04-09
Fixed
3.20000000
N
N
N
N
N
N
Sanofi
549300E9PC51EN656011
Sanofi
000000000
30109.00000000
NS
3026759.92000000
0.482968034956
Long
EC
CORP
FR
N
1
N
N
N
Taiwan Semiconductor Manufacturing Co Ltd
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co Ltd
874039100
28530.00000000
NS
USD
1657593.00000000
0.264495518352
Long
EC
CORP
TW
N
1
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
000000000
23481.00000000
NS
1857974.47000000
0.296469592069
Long
EC
CORP
CA
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KN0
255000.00000000
PA
USD
267921.47000000
0.042751162731
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.40000000
N
N
N
N
N
N
Prestige Brands, Inc.
N/A
Prestige Brands, Inc. Term Loan B4
74112CAT0
534437.60000000
PA
USD
537611.09000000
0.085784462121
Long
LON
CORP
US
N
2
2024-01-26
Variable
3.80000000
N
N
N
N
N
N
Freddie Mac - SLST
N/A
Seasoned Loans Structured Transaction Series 2019-1
35564CBB2
660324.59000000
PA
USD
685790.47000000
0.109428856084
Long
ABS-MBS
USGSE
US
N
2
2029-05-25
Fixed
3.50000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAH8
285000.00000000
PA
USD
297059.24000000
0.047400560731
Long
DBT
CORP
IE
N
2
2021-12-16
Fixed
4.45000000
N
N
N
N
N
N
AMERICAN AIRLINES GROUP
N/A
American Airlines Group Inc
02376RAB8
1400000.00000000
PA
USD
1402198.00000000
0.223743154587
Long
DBT
CORP
US
N
2
2020-03-01
Fixed
4.63000000
N
N
N
N
N
N
Vinci SA
213800WFQ334R8UXUG83
Vinci SA
000000000
14890.00000000
NS
1653509.13000000
0.263843871468
Long
EC
CORP
FR
N
1
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group Inc
69346VAA7
655000.00000000
PA
USD
700031.25000000
0.111701200675
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.50000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-34310.36000000
-0.00547476760
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
9193000.00000000
CAD
7046269.46000000
USD
2020-02-03
-34310.36
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JHDQ3
875688.09000000
PA
USD
912727.26000000
0.145640256533
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
4.00000000
N
N
N
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608102
19015.00000000
NS
USD
1460352.00000000
0.233022556934
Long
EC
CORP
US
N
1
N
N
N
HERC HOLDINGS INC
549300TP80QLITMSBP82
Herc Holdings Inc
42704LAA2
710000.00000000
PA
USD
747275.00000000
0.119239697848
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FGV36
881060.80000000
PA
USD
910685.50000000
0.145314461015
Long
ABS-MBS
USGSE
US
N
2
2045-03-15
Fixed
3.50000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C28
46644FAD3
900000.00000000
PA
USD
934152.21000000
0.149058950540
Long
ABS-MBS
CORP
US
N
2
2048-10-15
Fixed
3.23000000
N
N
N
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
Hasbro Inc
418056AW7
500000.00000000
PA
USD
503063.58000000
0.080271853438
Long
DBT
CORP
US
N
2
2022-11-19
Fixed
2.60000000
N
N
N
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
Evergy Inc
391164AF7
500000.00000000
PA
USD
531430.92000000
0.084798316989
Long
SN
CORP
US
N
2
2022-06-15
Variable
5.29000000
N
N
N
N
N
N
XPO Logistics Inc
54930096DB9LCLPN7H13
XPO Logistics Inc
983793AD2
277000.00000000
PA
USD
282263.00000000
0.045039583598
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
6.50000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RFW7
670000.00000000
PA
USD
771453.89000000
0.123097827102
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.90000000
N
N
N
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
000000000
36184.00000000
NS
2733574.27000000
0.436185567565
Long
EC
CORP
DE
N
1
N
N
N
Tokio Marine Holdings Inc
5299009QN2NZ191KLS29
Tokio Marine Holdings Inc
000000000
33300.00000000
NS
1875318.21000000
0.299237063639
Long
EC
CORP
JP
N
1
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CC2
1355000.00000000
PA
USD
1434001.39000000
0.228817894963
Long
DBT
CORP
US
N
2
2023-12-05
Fixed
4.00000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
228227BD5
1290000.00000000
PA
USD
1401345.36000000
0.223607102215
Long
DBT
US
N
2
2023-01-15
Fixed
5.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381T2E4
1636916.62000000
PA
USD
1678892.24000000
0.267894153315
Long
ABS-MBS
USGA
US
N
2
2049-04-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QAHP8
623238.62000000
PA
USD
664347.68000000
0.106007315419
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.00000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441C204
46570.00000000
NS
USD
4247649.70000000
0.677780558423
Long
EC
CORP
US
N
1
N
N
N
NXP BV/NXP FUNDING LLC
N/A
NXP BV / NXP Funding LLC
62947QAT5
590000.00000000
PA
USD
621876.39000000
0.099230340695
Long
DBT
CORP
NL
N
2
2022-06-15
Fixed
4.63000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2013-K35 Mortgage Trust
30291VAE6
820000.00000000
PA
USD
860597.13000000
0.137322059149
Long
ABS-MBS
USGSE
US
N
2
2023-08-25
Variable
3.94000000
N
N
N
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466LAE4
510000.00000000
PA
USD
530514.72000000
0.084652122601
Long
DBT
CORP
US
N
2
2023-04-11
Fixed
3.25000000
N
N
N
N
N
N
Ion Media Networks Inc
N/A
ION MEDIA CS UNSECURED ION MEDIA COMMON STOCK UNSECUR
000000000
8.00000000
NS
USD
3173.20000000
0.000506334895
Long
EC
CORP
US
Y
3
N
N
N
Simon Property Group Inc
529900GQL5X8H7AO3T64
Simon Property Group Inc
828806109
9948.00000000
NS
USD
1481854.08000000
0.236453558268
Long
EC
US
N
1
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
929089AB6
310000.00000000
PA
USD
327519.57000000
0.052260994368
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.65000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
32902.00000000
NS
USD
1770127.60000000
0.282452216624
Long
EC
CORP
US
N
1
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200101
23264.00000000
NS
USD
3118306.56000000
0.497575767976
Long
EC
CORP
US
N
1
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AP5
455000.00000000
PA
USD
499987.98000000
0.079781092186
Long
DBT
CORP
GB
N
2
2025-05-14
Fixed
4.88000000
N
N
N
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189T107
77044.00000000
NS
USD
2100989.88000000
0.335246593924
Long
EC
CORP
US
N
1
N
N
N
Rogers Communications Inc
54930030NVF3Y2OL0A78
Rogers Communications Inc
000000000
33014.00000000
NS
1639322.88000000
0.261580228012
Long
EC
CORP
CA
N
1
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBA5
790000.00000000
PA
USD
894006.13000000
0.142653000322
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
4.00000000
N
N
N
N
N
N
SPRINT SPECTRUM / SPEC I
N/A
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
85208NAD2
1545000.00000000
PA
USD
1636124.10000000
0.261069811417
Long
DBT
CORP
US
N
2
2025-03-20
Fixed
4.74000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761JQK8
645000.00000000
PA
USD
650676.00000000
0.103825779850
Long
DBT
CORP
US
N
2
2019-10-15
Variable
5.61000000
N
N
N
N
N
N
Quad/Graphics Inc
W2D68G5NJH4X0NW8PT65
Quad/Graphics Inc
747301109
6.00000000
NS
USD
28.02000000
0.000004471039
Long
EC
CORP
US
N
1
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B14 Mortgage Trust
08162YAE2
975000.00000000
PA
USD
1006377.74000000
0.160583690929
Long
ABS-MBS
CORP
US
N
2
2062-12-15
Fixed
3.05000000
N
N
N
N
N
N
MASSMUTUAL GLOBAL FUNDIN
549300K1IE3K7YU6VG29
MassMutual Global Funding II
57629WCG3
365000.00000000
PA
USD
374935.39000000
0.059826948066
Long
DBT
CORP
US
N
2
2025-01-11
Fixed
2.95000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-482063.36000000
-0.07692093190
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
13443000.00000000
GBP
17340394.56000000
USD
2020-02-03
-482063.36
N
N
N
Hudson Yards
N/A
Hudson Yards 2019-30HY Mortgage Trust
44421GAA1
760000.00000000
PA
USD
786479.92000000
0.125495470911
Long
ABS-MBS
CORP
US
N
2
2039-07-10
Fixed
3.23000000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932107
83357.00000000
NS
USD
4051150.20000000
0.646425915210
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379CTB2
798975.96000000
PA
USD
816808.14000000
0.130334824280
Long
ABS-MBS
USGA
US
N
2
2040-01-16
Fixed
3.00000000
N
N
N
N
N
N
US AIRWAYS 2012-1A PTT
N/A
US Airways 2012-1 Class A Pass Through Trust
90345WAA2
631822.75000000
PA
USD
701718.58000000
0.111970441208
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.90000000
N
N
N
N
N
N
Las Vegas Sands Corp
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834107
59686.00000000
NS
USD
4120721.44000000
0.657527121107
Long
EC
CORP
US
N
1
N
N
N
Hawaii Hotel Trust 2019-MAUI
N/A
Hawaii Hotel Trust 2019-MAUI
41975AAA0
640000.00000000
PA
USD
639232.83000000
0.101999838753
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Floating
2.89000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
J.P. Morgan Mortgage Trust 2019-2
46650TAD4
334811.40000000
PA
USD
336629.43000000
0.053714618474
Long
ABS-MBS
CORP
US
N
2
2049-08-25
Variable
4.00000000
N
N
N
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M Co
88579Y101
8731.00000000
NS
USD
1540323.02000000
0.245783214338
Long
EC
CORP
US
N
1
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAB9
1075000.00000000
PA
USD
1169384.44000000
0.186594021337
Long
DBT
CORP
GB
N
2
2026-03-24
Fixed
4.65000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAB2
485000.00000000
PA
USD
520938.50000000
0.083124083286
Long
DBT
CORP
XX
N
2
2030-01-15
Fixed
5.50000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AQ3
495000.00000000
PA
USD
573788.93000000
0.091557216074
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
4.75000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
YEN DENOM NIKKEI MAR20 XCME 20200312
000000000
210.00000000
NC
-44178.18000000
-0.00704933636
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Yen Denominated Nikkei 225 Index
NHH0 Index
2020-03-12
2464425180
JPY
-44178.18
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
6984.00000000
NS
USD
2053156.32000000
0.327613983116
Long
EC
CORP
US
N
1
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp
89832Q109
41888.00000000
NS
USD
2359132.16000000
0.376437330225
Long
EC
CORP
US
N
1
N
N
N
State Street Global Advisors
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
857492706
3136657.50000000
NS
USD
3136657.50000000
0.500503954441
Long
STIV
RF
US
N
1
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
101400.00000000
NS
USD
3972852.00000000
0.633932183036
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371NCX1
9644.58000000
PA
USD
10340.45000000
0.001649984455
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
6.00000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AS7
325000.00000000
PA
USD
330741.09000000
0.052775039493
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
2.75000000
N
N
N
N
N
N
DELTA AIR LINES 2019-1AA
N/A
Delta Air Lines 2019-1 Class AA Pass Through Trust
24737BAA3
920000.00000000
PA
USD
957032.39000000
0.152709849807
Long
DBT
CORP
US
N
2
2024-04-25
Fixed
3.20000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBV4
630000.00000000
PA
USD
648272.43000000
0.103442251750
Long
DBT
CORP
US
N
2
2029-07-31
Fixed
3.13000000
N
N
N
N
N
N
CROWN CASTLE TOWERS LLC
N/A
Crown Castle Towers LLC
22822RBH2
990000.00000000
PA
USD
1095889.41000000
0.174866711885
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.24000000
N
N
N
N
N
N
British American Tobacco PLC
213800FKA5MF17RJKT63
British American Tobacco PLC
110448107
24824.00000000
NS
USD
1054027.04000000
0.168186900102
Long
EC
CORP
GB
N
1
N
N
N
Snam SpA
8156002278562044AF79
Snam SpA
000000000
772423.00000000
NS
4060076.21000000
0.647850203103
Long
EC
CORP
IT
N
1
N
N
N
DLL Securitization Trust
N/A
DLL 2019-3 LLC
23291RAC4
1150000.00000000
PA
USD
1147863.65000000
0.183160034522
Long
ABS-O
CORP
US
N
2
2023-02-21
Fixed
2.08000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK21
06540BBD0
1860000.00000000
PA
USD
1890190.22000000
0.301610131089
Long
ABS-MBS
CORP
US
N
2
2052-10-17
Fixed
2.85000000
N
N
N
N
N
N
EXPEDIA GROUP INC
CI7MUJI4USF3V0NJ1H64
Expedia Group Inc
30212PAQ8
1305000.00000000
PA
USD
1256012.39000000
0.200416898568
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.25000000
N
N
N
N
N
N
Cemex SAB de CV
549300RIG2CXWN6IV731
Cemex SAB de CV
000000000
1515000.00000000
PA
1761470.62000000
0.281070856777
Long
DBT
CORP
MX
N
2
2026-03-19
Fixed
3.13000000
N
N
N
N
N
N
Ford Credit Floorplan Master Owner Trust
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust A
34528PAK2
930000.00000000
PA
USD
1012847.10000000
0.161615980959
Long
ABS-O
CORP
US
N
2
2030-11-15
Fixed
4.06000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBB1
1540000.00000000
PA
USD
1576724.69000000
0.251591683953
Long
DBT
CORP
US
N
2
2023-04-01
Variable
3.21000000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAS9
1000000.00000000
PA
USD
1063781.36000000
0.169743358126
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.65000000
N
N
N
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011104
31388.00000000
NS
USD
2393648.88000000
0.381945025870
Long
EC
CORP
US
N
1
N
N
N
DUQUESNE LIGHT HOLDINGS
4CUJ1D8WDXK9X7QI6B93
Duquesne Light Holdings Inc
266233AG0
865000.00000000
PA
USD
875459.38000000
0.139693569235
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
3.62000000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AG2
555000.00000000
PA
USD
571431.06000000
0.091180980142
Long
DBT
CORP
US
N
2
2024-08-08
Fixed
3.20000000
N
N
N
N
N
N
PRICOA GLOBAL FUNDING 1
635400IBXEBMD9ADYA79
Pricoa Global Funding I
74153WCG2
765000.00000000
PA
USD
769274.65000000
0.122750094448
Long
DBT
CORP
US
N
2
2020-11-24
Fixed
2.55000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467X1
1150000.00000000
PA
USD
1295366.22000000
0.206696432607
Long
DBT
CORP
US
N
2
2025-11-24
Fixed
5.00000000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
15282.00000000
NS
USD
1908721.80000000
0.304567141560
Long
EC
CORP
US
N
1
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AM1
508000.00000000
PA
USD
550216.38000000
0.087795838082
Long
DBT
CORP
GB
N
2
2025-12-10
Fixed
4.58000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAN8
1560000.00000000
PA
USD
1603813.89000000
0.255914199791
Long
DBT
CORP
US
N
2
2023-01-23
Fixed
3.13000000
N
N
N
N
N
N
Watsco Inc
549300F1Y3LN5BX5WN75
Watsco Inc
942622200
9685.00000000
NS
USD
1744752.75000000
0.278403252793
Long
EC
CORP
US
N
1
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F032617
3268000.00000000
PA
USD
3361827.32000000
0.536433406519
Long
ABS-MBS
USGSE
US
N
2
2050-01-15
Fixed
3.50000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571900BB4
920000.00000000
PA
USD
969060.54000000
0.154629133835
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
3.60000000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BAZ1
635000.00000000
PA
USD
626154.45000000
0.099912973704
Long
DBT
CORP
CL
N
2
2029-09-30
Fixed
3.00000000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAL4
415000.00000000
PA
USD
549116.81000000
0.087620384073
Long
DBT
CORP
US
N
2
2037-06-15
Fixed
6.63000000
N
N
N
N
N
N
Digital Realty Trust LP
CD4SPTZ3YBTHY0C1AH38
Digital Realty Trust LP
25389JAS5
45000.00000000
PA
USD
45476.48000000
0.007256500932
Long
DBT
US
N
2
2023-02-01
Fixed
2.75000000
N
N
N
N
N
N
MASSMUTUAL GLOBAL FUNDIN
549300K1IE3K7YU6VG29
MassMutual Global Funding II
57629WBR0
1270000.00000000
PA
USD
1288510.61000000
0.205602510202
Long
DBT
CORP
US
N
2
2022-10-17
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381TKF1
791816.18000000
PA
USD
803673.47000000
0.128238977260
Long
ABS-MBS
USGA
US
N
2
2048-10-20
Fixed
3.00000000
N
N
N
N
N
N
Cie Generale des Etablissements Michelin SCA
549300SOSI58J6VIW052
Cie Generale des Etablissements Michelin SCA
000000000
19438.00000000
NS
2378773.17000000
0.379571368026
Long
EC
CORP
FR
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXGT3
1552903.25000000
PA
USD
1624121.15000000
0.259154548454
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
3.50000000
N
N
N
N
N
N
EXPEDIA INC
CI7MUJI4USF3V0NJ1H64
Expedia Group Inc
30212PAP0
157000.00000000
PA
USD
160591.59000000
0.025624960916
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.80000000
N
N
N
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp
482480100
8949.00000000
NS
USD
1594443.33000000
0.254418976824
Long
EC
CORP
US
N
1
N
N
N
Santander Revolving Auto Loan Trust
N/A
Santander Revolving Auto Loan Trust 2019-A
80286JAA3
615000.00000000
PA
USD
612300.64000000
0.097702376375
Long
ABS-O
CORP
US
N
2
2032-01-26
Fixed
2.51000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) MAR20 XCBT 20200320
000000000
38.00000000
NC
USD
-113814.71000000
-0.01816096033
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury Long Bond
USH0 Comdty
2020-03-20
6038252.21
USD
-113814.71
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
000000000
17878.00000000
NS
1935582.60000000
0.308853212519
Long
EC
CORP
CH
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9D40
2577873.98000000
PA
USD
2733723.12000000
0.436209318967
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XAW6
1500000.00000000
PA
USD
1534104.20000000
0.244790901979
Long
DBT
CORP
US
N
2
2022-04-10
Fixed
3.45000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBC9
740000.00000000
PA
USD
741376.40000000
0.118298481721
Long
DBT
US
N
2
2024-11-18
Fixed
2.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J94Q1
1145740.53000000
PA
USD
1152253.86000000
0.183860562860
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
2.50000000
N
N
N
N
N
N
REYNOLDS GRP ISS/REYNOLD
N/A
Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
761735AP4
823741.56000000
PA
USD
824771.24000000
0.131605464456
Long
DBT
CORP
US
N
2
2020-10-15
Fixed
5.75000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric & Gas Co
74456QBS4
800000.00000000
PA
USD
827784.21000000
0.132086232089
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378UKQ9
2364333.68000000
PA
USD
2451328.63000000
0.391148754032
Long
ABS-MBS
USGA
US
N
2
2041-08-16
Fixed
3.25000000
N
N
N
N
N
N
American Tower Truste I
5493004YGM0MQZJOEJ36
American Tower Trust #1
03027WAJ1
825000.00000000
PA
USD
835814.93000000
0.133367662120
Long
ABS-O
CORP
US
N
2
2048-03-15
Fixed
3.07000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912XAU8
730000.00000000
PA
USD
729958.19000000
0.116476523392
Long
DBT
CORP
US
N
2
2020-01-15
Fixed
2.13000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BCY0
881000.00000000
PA
USD
1073086.90000000
0.171228206111
Long
DBT
CORP
US
N
2
2026-08-09
Fixed
6.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128285W6
3459878.45000000
PA
USD
3674034.82000000
0.586251114814
Long
DBT
UST
US
N
2
2029-01-15
Fixed
0.88000000
N
N
N
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAE3
1240000.00000000
PA
USD
1290635.71000000
0.205941603952
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
3.63000000
N
N
N
N
N
N
Santander Retail Auto Lease Trust
N/A
Santander Retail Auto Lease Trust 2019-B
80281GAD8
680000.00000000
PA
USD
682335.46000000
0.108877553888
Long
ABS-O
CORP
US
N
2
2023-01-20
Fixed
2.30000000
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DK7
685000.00000000
PA
USD
685896.33000000
0.109445747743
Long
DBT
CORP
US
N
2
2021-05-04
Floating
2.45000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703DAZ4
680000.00000000
PA
USD
748815.59000000
0.119485523664
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.90000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-38302.00000000
-0.00611169771
N/A
DFE
JP
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
19016305.63000000
USD
2059000000.00000000
JPY
2020-02-03
-38302
N
N
N
Cigna Holding Co
45RS2W538ZOGNWLVIX82
Cigna Holding Co
125509BN8
135000.00000000
PA
USD
137236.17000000
0.021898229493
Long
DBT
CORP
US
N
2
2020-12-15
Fixed
4.38000000
N
N
N
N
N
N
TRANSCONT GAS PIPE LINE
N/A
Transcontinental Gas Pipe Line Co LLC
893574AM5
840000.00000000
PA
USD
921163.43000000
0.146986382607
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.60000000
N
N
N
N
N
N
British American Tobacco PLC
213800FKA5MF17RJKT63
British American Tobacco PLC
000000000
69171.00000000
NS
2960826.11000000
0.472447239288
Long
EC
CORP
GB
N
1
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
000000000
83000.00000000
NS
3309152.82000000
0.528028346181
Long
EC
CORP
JP
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2H5
1125000.00000000
PA
USD
1126060.16000000
0.179680938393
Long
DBT
CORP
US
N
2
2025-10-30
Variable
2.41000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
74220.00000000
NS
USD
4557108.00000000
0.727159587815
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810PX0
485000.00000000
PA
USD
656284.57000000
0.104720717044
Long
DBT
UST
US
N
2
2038-05-15
Fixed
4.50000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913Q2G3
1735000.00000000
PA
USD
1758624.68000000
0.280616741457
Long
DBT
CORP
US
N
2
2021-03-15
Fixed
2.90000000
N
N
N
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
Siemens AG
000000000
15405.00000000
NS
2013786.48000000
0.321331894426
Long
EC
CORP
DE
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JM7A4
5038862.11000000
PA
USD
5242326.73000000
0.836497213623
Long
ABS-MBS
USGSE
US
N
2
2049-04-01
Fixed
4.00000000
N
N
N
N
N
N
Realogy Group LLC
LF6PBYTYG3BDVEF4FI12
Realogy Group LLC 2018 Term Loan B
75605NAQ3
877760.81000000
PA
USD
861668.82000000
0.137493064457
Long
LON
CORP
US
N
2
2025-02-08
Variable
4.05000000
N
N
N
N
N
N
JACKSON NATL LIFE GLOBAL
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LTA9
1895000.00000000
PA
USD
1902033.14000000
0.303499858702
Long
DBT
CORP
US
N
2
2021-06-11
Floating
2.37000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335BM60
4284753.21000000
PA
USD
4467871.99000000
0.712920552829
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
BCE Inc
5493001I9203PRB5KR45
BCE Inc
000000000
85494.00000000
NS
3960817.10000000
0.632011821938
Long
EC
CORP
CA
N
1
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103HAE7
1000000.00000000
PA
USD
1058255.39000000
0.168861601084
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.55000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GGQ1
1295000.00000000
PA
USD
1358999.34000000
0.216850116327
Long
DBT
CORP
US
N
2
2021-07-27
Fixed
5.25000000
N
N
N
N
N
N
Imperial Brands PLC
549300DFVPOB67JL3A42
Imperial Brands PLC
000000000
119660.00000000
NS
2962395.14000000
0.472697603161
Long
EC
CORP
GB
N
1
N
N
N
DUQUESNE LIGHT HOLDINGS
4CUJ1D8WDXK9X7QI6B93
Duquesne Light Holdings Inc
266233AC9
925000.00000000
PA
USD
951803.23000000
0.151875453557
Long
DBT
CORP
US
N
2
2020-09-15
Fixed
6.40000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBB8
1300000.00000000
PA
USD
1368986.40000000
0.218443711746
Long
DBT
CORP
US
N
2
2024-02-14
Fixed
3.80000000
N
N
N
N
N
N
GlaxoSmithKline PLC
5493000HZTVUYLO1D793
GlaxoSmithKline PLC
000000000
109855.00000000
NS
2588692.49000000
0.413067358511
Long
EC
CORP
GB
N
1
N
N
N
Level 3 Financing Inc.
N/A
Level 3 Financing Inc. 2019 Term Loan B
52729KAP1
718508.30000000
PA
USD
721502.32000000
0.115127253867
Long
LON
CORP
US
N
2
2027-03-01
Variable
3.55000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381VV56
978378.05000000
PA
USD
995575.88000000
0.158860081117
Long
ABS-MBS
USGA
US
N
2
2049-06-20
Fixed
3.00000000
N
N
N
N
N
N
Deutsche Post AG
8ER8GIG7CSMVD8VUFE78
Deutsche Post AG
000000000
74640.00000000
NS
2847442.52000000
0.454355071060
Long
EC
CORP
DE
N
1
N
N
N
UNITED AIR 2014-2 B PTT
N/A
United Airlines 2014-2 Class B Pass Through Trust
90932QAB2
313313.33000000
PA
USD
323057.12000000
0.051548938980
Long
DBT
CORP
US
N
2
2022-09-03
Fixed
4.63000000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040Q104
43134.00000000
NS
USD
3527498.52000000
0.562868900588
Long
EC
US
N
1
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703DBA8
318000.00000000
PA
USD
358573.28000000
0.057216111289
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.30000000
N
N
N
N
N
N
Liberty Mutual Group Inc
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBE3
295000.00000000
PA
USD
313495.96000000
0.050023302729
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4.25000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BX6
635000.00000000
PA
USD
757045.43000000
0.120798726481
Long
DBT
CORP
US
N
2
2047-06-06
Fixed
4.67000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHH5
1635000.00000000
PA
USD
1667848.54000000
0.266131954056
Long
DBT
CORP
US
N
2
2022-05-17
Variable
3.50000000
N
N
N
N
N
N
PPL Corp
9N3UAJSNOUXFKQLF3V18
PPL Corp
69351T106
86674.00000000
NS
USD
3109863.12000000
0.496228481857
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HS3
436000.00000000
PA
USD
556258.08000000
0.088759888107
Long
DBT
CORP
US
N
2
2044-05-06
Fixed
5.30000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
54930012YCNUERXJ1I74
Wells Fargo Commercial Mortgage Trust 2018-AUS
94990EAA2
1150000.00000000
PA
USD
1249786.08000000
0.199423391060
Long
ABS-MBS
CORP
US
N
2
2036-08-17
Variable
4.06000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AC1
465000.00000000
PA
USD
504525.00000000
0.080505046411
Long
DBT
CORP
CA
N
2
2027-08-15
Fixed
5.75000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFX2
150000.00000000
PA
USD
159532.68000000
0.025455994861
Long
DBT
CORP
US
N
2
2026-04-19
Fixed
3.50000000
N
N
N
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312106
13127.00000000
NS
USD
1536646.62000000
0.245196585821
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFH7
325000.00000000
PA
USD
348989.62000000
0.055686884803
Long
DBT
CORP
US
N
2
2024-08-26
Fixed
4.20000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAC7
1120000.00000000
PA
USD
1131045.84000000
0.180476483509
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
2.40000000
N
N
N
N
N
N
UPCB Finance IV Ltd
549300EGTRJCEFDLJ069
UPCB Finance IV Ltd
90320MAA3
765000.00000000
PA
USD
786420.00000000
0.125485909715
Long
DBT
CORP
KY
N
2
2025-01-15
Fixed
5.38000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214DY6
700000.00000000
PA
USD
700514.64000000
0.111778333294
Long
DBT
CORP
AU
N
2
2020-05-15
Floating
2.19000000
N
N
N
N
N
N
SCOR SE
96950056ULJ4JI7V3752
SCOR SE
000000000
41275.00000000
NS
1732477.36000000
0.276444517662
Long
EC
CORP
FR
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGL7
555000.00000000
PA
USD
593436.56000000
0.094692310202
Long
DBT
CORP
US
N
2
2028-04-24
Variable
3.71000000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
413875AW5
810000.00000000
PA
USD
903075.67000000
0.144100190727
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.40000000
N
N
N
N
N
N
Keycorp Student Loan Trust
549300O83C3TV9I4SN56
KeyCorp Student Loan Trust 2000-A
493268AW6
40052.57000000
PA
USD
39920.45000000
0.006369947336
Long
ABS-O
CORP
US
N
2
2029-05-25
Floating
2.23000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT MAR20 XCBT 20200320
000000000
153.00000000
NC
USD
-802489.56000000
-0.12805006545
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury Ultra Long Bond
WNH0 Comdty
2020-03-20
28595895.81
USD
-802489.56
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368103
14982.00000000
NS
USD
2060774.10000000
0.328829521955
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo Bank NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
94988J5N3
985000.00000000
PA
USD
991907.13000000
0.158274673280
Long
DBT
CORP
US
N
2
2021-01-15
Fixed
2.60000000
N
N
N
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032WAH9
675000.00000000
PA
USD
712534.35000000
0.113696270584
Long
DBT
CORP
KY
N
2
2038-01-19
Fixed
3.93000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CC1
465000.00000000
PA
USD
501439.67000000
0.080012732582
Long
DBT
CORP
GB
N
2
2030-05-22
Variable
3.97000000
N
N
N
N
N
N
MONDELEZ INTL HLDINGS NE
549300CW356R8I7N8D33
Mondelez International Holdings Netherlands BV
60920LAC8
1110000.00000000
PA
USD
1110128.84000000
0.177138841062
Long
DBT
CORP
NL
N
2
2021-10-28
Fixed
2.00000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
N/A
Level 3 Financing Inc
527298BP7
1050000.00000000
PA
USD
1057381.50000000
0.168722157935
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
3.40000000
N
N
N
N
N
N
Assicurazioni Generali SpA
549300X5UKJVE386ZB61
Assicurazioni Generali SpA
000000000
125969.00000000
NS
2599202.88000000
0.414744459615
Long
EC
CORP
IT
N
1
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AM4
560000.00000000
PA
USD
602000.00000000
0.096058744244
Long
DBT
CORP
US
N
2
2043-06-15
Variable
5.63000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBE3
340000.00000000
PA
USD
349418.53000000
0.055755324264
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
3.50000000
N
N
N
N
N
N
Four Times Square Trust
N/A
Four Times Square Trust Commercial Mortgage Pass-Through Certificates Series 200
350910AN5
445245.40000000
PA
USD
455429.63000000
0.072671093603
Long
ABS-MBS
CORP
US
N
2
2028-12-13
Fixed
5.40000000
N
N
N
N
N
N
Telefonica Emisiones SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAP8
175000.00000000
PA
USD
181632.19000000
0.028982325723
Long
DBT
CORP
ES
N
2
2021-02-16
Fixed
5.46000000
N
N
N
N
N
N
CK HUTCH INTL 17 II LTD
254900F7C0PB6TKONV55
CK Hutchison International 17 II Ltd
12563XAC5
925000.00000000
PA
USD
942094.00000000
0.150326190365
Long
DBT
CORP
KY
N
2
2027-09-29
Fixed
3.25000000
N
N
N
N
N
N
ArcelorMittal
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LBA1
800000.00000000
PA
USD
849549.12000000
0.135559172161
Long
DBT
CORP
LU
N
2
2026-03-11
Fixed
4.55000000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
15863.00000000
NS
USD
1911650.13000000
0.305034403524
Long
EC
CORP
US
N
1
N
N
N
SOUTHERN NATURAL GAS
N/A
Southern Natural Gas Co LLC
84346LAA8
315000.00000000
PA
USD
357884.62000000
0.057106224553
Long
DBT
CORP
US
N
2
2047-03-15
Fixed
4.80000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGY9
1150000.00000000
PA
USD
1158375.14000000
0.184837311149
Long
DBT
CORP
US
N
2
2022-01-23
Variable
2.74000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CB2
690000.00000000
PA
USD
738454.26000000
0.117832207470
Long
DBT
CORP
US
N
2
2029-07-26
Fixed
3.40000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SJ8
1120000.00000000
PA
USD
1089550.00000000
0.173855157460
Long
DBT
UST
US
N
2
2049-08-15
Fixed
2.25000000
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAK6
1080000.00000000
PA
USD
1122940.56000000
0.179183156236
Long
DBT
US
N
2
2026-10-15
Fixed
3.38000000
N
N
N
N
N
N
Protective Life Corp
549300ZWIT8J8Y2EXL07
Protective Life Corp
743674AY9
725000.00000000
PA
USD
1083077.38000000
0.172822347245
Long
DBT
CORP
US
N
2
2039-10-15
Fixed
8.45000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967ME8
565000.00000000
PA
USD
618567.72000000
0.098702389390
Long
DBT
CORP
US
N
2
2030-03-20
Variable
3.98000000
N
N
N
N
N
N
Darden Restaurants Inc
CY1NFSCCB5GUXC7WZC70
Darden Restaurants Inc
237194105
12202.00000000
NS
USD
1330140.02000000
0.212245149485
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R102
90727.00000000
NS
USD
3545611.16000000
0.565759062471
Long
EC
CORP
US
N
1
N
N
N
Kilroy Realty LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAM4
720000.00000000
PA
USD
749787.50000000
0.119640607475
Long
DBT
US
N
2
2024-12-15
Fixed
3.45000000
N
N
N
N
N
N
Bank
N/A
Bank 2019-BNK19
06540WBC6
1130000.00000000
PA
USD
1157580.48000000
0.184710510415
Long
ABS-MBS
CORP
US
N
2
2061-08-15
Fixed
2.93000000
N
N
N
N
N
N
SPECTRA ENERGY PARTNERS
2HKVXE7U4NF5B6UGSU72
Spectra Energy Partners LP
84756NAD1
795000.00000000
PA
USD
865700.34000000
0.138136358060
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
4.75000000
N
N
N
N
N
N
SOUTHERN CALIF GAS CO
XY0N0J73VHV5F4CUJV89
Southern California Gas Co
842434CS9
325000.00000000
PA
USD
371057.49000000
0.059208166996
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
4.30000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172109
43080.00000000
NS
USD
3665677.20000000
0.584917522651
Long
EC
CORP
US
N
1
N
N
N
Terna Rete Elettrica Nazionale SpA
8156009E94ED54DE7C31
Terna Rete Elettrica Nazionale SpA
000000000
496514.00000000
NS
3316019.18000000
0.529123983920
Long
EC
CORP
IT
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
55118.00000000
NS
USD
2809364.46000000
0.448279106564
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KG5
545000.00000000
PA
USD
581314.19000000
0.092757991864
Long
DBT
CORP
US
N
2
2026-01-12
Fixed
3.70000000
N
N
N
N
N
N
BRASKEM NETHERLANDS
N/A
Braskem Netherlands Finance BV
10554TAB1
745000.00000000
PA
USD
741468.70000000
0.118313209665
Long
DBT
CORP
NL
N
2
2028-01-10
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380YYX7
1980461.30000000
PA
USD
2019804.55000000
0.322292173906
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
3.00000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Citibank NA
17325FAJ7
1615000.00000000
PA
USD
1616946.82000000
0.258009769167
Long
DBT
CORP
US
N
2
2020-10-20
Fixed
2.13000000
N
N
N
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
Eaton Corp PLC
000000000
29039.00000000
NS
USD
2750574.08000000
0.438898159593
Long
EC
CORP
IE
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132VNG23
1828383.64000000
PA
USD
1902378.78000000
0.303555011102
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
4.00000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AU3
475000.00000000
PA
USD
550993.67000000
0.087919867153
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
4.45000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-3
46650QAC2
407928.55000000
PA
USD
412677.25000000
0.065849266467
Long
ABS-MBS
CORP
US
N
2
2049-09-25
Variable
4.00000000
N
N
N
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group Inc
976657AH9
480000.00000000
PA
USD
447036.81000000
0.071331884716
Long
DBT
CORP
US
N
2
2067-05-15
Variable
4.02000000
N
N
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAV4
1225000.00000000
PA
USD
1220258.81000000
0.194711842095
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.30000000
N
N
N
N
N
N
Textron Financial Corp
4E8B2CNXPE5P5AY03O18
Textron Financial Corp
883199AR2
1295000.00000000
PA
USD
1029525.00000000
0.164277207089
Long
DBT
CORP
US
N
2
2042-02-15
Variable
3.64000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FMWE8
948902.92000000
PA
USD
971672.70000000
0.155045945811
Long
ABS-MBS
USGSE
US
N
2
2049-03-25
Variable
3.00000000
N
N
N
N
N
N
ORBIA ADVANCE CORP SAB
549300MVHZ20SBIOEQ79
Orbia Advance Corp SAB de CV
59284BAF5
625000.00000000
PA
USD
637690.63000000
0.101753756036
Long
DBT
CORP
MX
N
2
2027-10-04
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335B6J0
1453634.55000000
PA
USD
1599561.32000000
0.255235634120
Long
ABS-MBS
USGSE
US
N
2
2044-12-01
Fixed
5.00000000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition Corp
N/A
JP Morgan Mortgage Acquisition Trust 2007-HE1
46630KAA4
156499.26000000
PA
USD
108221.68000000
0.017268502792
Long
ABS-O
CORP
US
N
2
2047-03-25
Floating
1.89000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CV35
3425903.82000000
PA
USD
3591466.48000000
0.573076013395
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC42
36257UAL1
475000.00000000
PA
USD
488126.96000000
0.077888476427
Long
ABS-MBS
CORP
US
N
2
2052-09-01
Fixed
3.00000000
N
N
N
N
N
N
Nestle Holdings Inc
549300EAEU8YV8MQXP30
Nestle Holdings Inc
641062AJ3
1615000.00000000
PA
USD
1651221.62000000
0.263478862601
Long
DBT
CORP
US
N
2
2021-09-24
Fixed
3.10000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
34858.00000000
NS
USD
1567564.26000000
0.250129990594
Long
EC
CORP
US
N
1
N
N
N
RELIANCE STAND LIFE II
N/A
Reliance Standard Life Global Funding II
75951AAL2
950000.00000000
PA
USD
949265.91000000
0.151470583502
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
2.50000000
N
N
N
N
N
N
CONNECTICUT LIGHT & PWR
549300O45IUXEDS1VZ32
Connecticut Light & Power Co/The
207597EL5
450000.00000000
PA
USD
516810.69000000
0.082465425072
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380F7L4
733228.76000000
PA
USD
734218.62000000
0.117156343252
Long
ABS-MBS
USGA
US
N
2
2047-01-20
Fixed
2.50000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAJ3
545000.00000000
PA
USD
577370.82000000
0.092128764007
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
4.20000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
17166.00000000
NS
USD
2504004.42000000
0.399554020211
Long
EC
CORP
US
N
1
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAF1
1445000.00000000
PA
USD
1491962.50000000
0.238066518620
Long
DBT
CORP
US
N
2
2021-04-01
Fixed
4.88000000
N
N
N
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co Ltd
796050888
1919.00000000
NS
USD
2289367.00000000
0.365305181285
Long
EC
CORP
KR
Y
1
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
Willis North America Inc
970648AJ0
1055000.00000000
PA
USD
1045672.95000000
0.166853871207
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBR9
1125000.00000000
PA
USD
1182439.34000000
0.188677139776
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCM1
555000.00000000
PA
USD
685295.05000000
0.109349803886
Long
DBT
CORP
US
N
2
2048-10-15
Fixed
4.70000000
N
N
N
N
N
N
MASTR Asset Backed Securities Trust
N/A
Mastr Asset Backed Securities Trust 2006-HE4
576449AA0
229232.59000000
PA
USD
104636.10000000
0.016696366060
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
1.84000000
N
N
N
N
N
N
BWay Holding Company
549300DNGHXL0OMHW304
BWAY Holding Company 2017 Term Loan B
05604XAP1
1280000.00000000
PA
USD
1273999.36000000
0.203287007789
Long
LON
CORP
US
N
2
2024-04-03
Variable
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ET5G7
2683819.84000000
PA
USD
2831788.92000000
0.451857288404
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.50000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBW2
160000.00000000
PA
USD
171748.82000000
0.027405275705
Long
DBT
CORP
US
N
2
2050-01-31
Fixed
4.20000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446HD4
1300000.00000000
PA
USD
1860295.76000000
0.296839991077
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
7.25000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAF3
1275000.00000000
PA
USD
1354718.44000000
0.216167030150
Long
DBT
CORP
US
N
2
2028-05-01
Variable
3.54000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBX5
250000.00000000
PA
USD
272467.23000000
0.043476511563
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
4.15000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC40
36257HBP0
788000.00000000
PA
USD
820183.89000000
0.130873479273
Long
ABS-MBS
CORP
US
N
2
2052-07-10
Fixed
3.16000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
36186CBY8
1130000.00000000
PA
USD
1568553.00000000
0.250287759901
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.00000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFE9
1085000.00000000
PA
USD
1130140.59000000
0.180332036370
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
3.35000000
N
N
N
N
N
N
People's United Financial Inc
ROPY7PEPIPIDJNF0BO69
People's United Financial Inc
712704105
86421.00000000
NS
USD
1460514.90000000
0.233048550239
Long
EC
CORP
US
N
1
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508104
22720.00000000
NS
USD
2914748.80000000
0.465094866304
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397WF6
305000.00000000
PA
USD
315520.23000000
0.050346307437
Long
DBT
CORP
US
N
2
2022-09-20
Fixed
4.25000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AK1
1190000.00000000
PA
USD
1279122.25000000
0.204104446959
Long
DBT
CORP
US
N
2
2025-12-03
Fixed
4.30000000
N
N
N
N
N
N
Telefonica Emisiones SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAM5
800000.00000000
PA
USD
807573.97000000
0.128861364522
Long
DBT
CORP
ES
N
2
2020-04-27
Fixed
5.13000000
N
N
N
N
N
N
Volkswagen Auto Lease Trust
N/A
Volkswagen Auto Lease Trust 2019-A
92867XAD8
1000000.00000000
PA
USD
1000968.20000000
0.159720512160
Long
ABS-O
CORP
US
N
2
2022-11-21
Fixed
1.99000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GN7
330000.00000000
PA
USD
349552.27000000
0.055776664624
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.70000000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20337YAA5
475000.00000000
PA
USD
475536.75000000
0.075879506722
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SK5
1660000.00000000
PA
USD
1659157.04000000
0.264745085990
Long
DBT
UST
US
N
2
2049-11-15
Fixed
2.38000000
N
N
N
N
N
N
One Bryant Park Trust
N/A
One Bryant Park Trust 2019-OBP
68236JAA9
1545000.00000000
PA
USD
1504133.21000000
0.240008550379
Long
ABS-MBS
CORP
US
N
2
2054-09-15
Fixed
2.52000000
N
N
N
N
N
N
Royal Dutch Shell PLC
21380068P1DRHMJ8KU70
Royal Dutch Shell PLC
780259206
61429.00000000
NS
USD
3623082.42000000
0.578120843120
Long
EC
CORP
GB
N
1
N
N
N
JBS Investments II GmbH
529900V1Q46CPWIWT649
JBS Investments II GmbH
46650CAA7
460000.00000000
PA
USD
500401.80000000
0.079847123796
Long
DBT
CORP
AT
N
2
2026-01-15
Fixed
7.00000000
N
N
N
N
N
N
WEIBO CORP
549300Q9ID4640FE0422
Weibo Corp
948596AD3
465000.00000000
PA
USD
472791.61000000
0.075441475657
Long
DBT
CORP
KY
N
2
2024-07-05
Fixed
3.50000000
N
N
N
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939U106
15889.00000000
NS
USD
1465442.47000000
0.233834822973
Long
EC
CORP
US
N
1
N
N
N
GAZPROM (GAZ CAPITAL SA)
213800568PRHV2JR9650
Gazprom PJSC Via Gaz Capital SA
368266AH5
640000.00000000
PA
USD
896112.64000000
0.142989127740
Long
DBT
CORP
LU
N
2
2037-08-16
Fixed
7.29000000
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MF5
780000.00000000
PA
USD
811827.92000000
0.129540150394
Long
DBT
CORP
US
N
2
2025-04-24
Variable
3.35000000
N
N
N
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
7815.00000000
NS
2535554.87000000
0.404588399957
Long
EC
CORP
CH
N
1
N
N
N
GRUBHUB HOLDINGS INC
N/A
GrubHub Holdings Inc
40010PAA6
70000.00000000
PA
USD
65541.00000000
0.010458116539
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FLX82
826118.89000000
PA
USD
870541.20000000
0.138908794825
Long
ABS-MBS
USGSE
US
N
2
2048-11-15
Fixed
3.50000000
N
N
N
N
N
N
Allianz SE
529900K9B0N5BT694847
Allianz SE
000000000
20198.00000000
NS
4948091.32000000
0.789547240207
Long
EC
CORP
DE
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) MAR20 XCBT 20200331
000000000
48.00000000
NC
USD
-19697.90000000
-0.00314311551
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
5 Year US Treasury Note
FVH0 Comdty
2020-03-31
5712947.9
USD
-19697.9
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B12 Mortgage Trust
08162FAE3
1119000.00000000
PA
USD
1162084.52000000
0.185429202154
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Fixed
3.12000000
N
N
N
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AM2
580000.00000000
PA
USD
624616.20000000
0.099667521273
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
4.75000000
N
N
N
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock Inc
09247X101
2973.00000000
NS
USD
1494527.10000000
0.238475741636
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCQ2
1945000.00000000
PA
USD
2002138.23000000
0.319473229529
Long
DBT
CORP
US
N
2
2021-10-01
Fixed
3.45000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2013-K33 Mortgage Trust
30265AAN4
1094000.00000000
PA
USD
1134165.44000000
0.180974265667
Long
ABS-MBS
USGSE
US
N
2
2046-08-25
Variable
3.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXD1
815000.00000000
PA
USD
823473.16000000
0.131398334997
Long
DBT
CORP
US
N
2
2026-05-15
Floating
3.08000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHU6
785000.00000000
PA
USD
890432.08000000
0.142082703387
Long
DBT
CORP
US
N
2
2040-04-23
Variable
4.08000000
N
N
N
N
N
N
National Grid PLC
8R95QZMKZLJX5Q2XR704
National Grid PLC
000000000
301086.00000000
NS
3766042.69000000
0.600932444470
Long
EC
CORP
GB
N
1
N
N
N
TIME WARNER ENT
N/A
Time Warner Entertainment Co LP
88731EAF7
355000.00000000
PA
USD
419031.49000000
0.066863187256
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
8.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381TKC8
1302803.51000000
PA
USD
1321913.81000000
0.210932525893
Long
ABS-MBS
USGA
US
N
2
2048-10-20
Fixed
3.00000000
N
N
N
N
N
N
Chase Mortgage Finance Corporation
N/A
Chase Home Lending Mortgage Trust 2019-ATR1
16158RAD8
643262.94000000
PA
USD
647125.73000000
0.103259277395
Long
ABS-MBS
CORP
US
N
2
2049-04-25
Variable
4.00000000
N
N
N
N
N
N
Sands China Ltd
549300EVO6UZDGY05787
Sands China Ltd
80007RAF2
460000.00000000
PA
USD
504776.40000000
0.080545161309
Long
DBT
CORP
KY
N
2
2025-08-08
Fixed
5.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QD3
3457000.00000000
PA
USD
4633865.44000000
0.739407467047
Long
DBT
UST
US
N
2
2039-11-15
Fixed
4.38000000
N
N
N
N
N
N
Micro Focus International PLC
213800F8E4X648142844
Micro Focus International PLC
000000000
7664.00000000
NS
107994.13000000
0.017232193544
Long
EC
CORP
GB
N
1
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136B4B64
747287.82000000
PA
USD
767444.56000000
0.122458074270
Long
ABS-MBS
USGSE
US
N
2
2048-05-25
Fixed
3.00000000
N
N
N
N
N
N
AIR LIQUIDE FINANCE
549300YGXL5Z3R14K812
Air Liquide Finance SA
00913RAB2
610000.00000000
PA
USD
607819.24000000
0.096987297212
Long
DBT
CORP
FR
N
2
2021-09-27
Fixed
1.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YP9
14230000.00000000
PA
USD
14210544.89000000
2.267520094948
Long
DBT
UST
US
N
2
2021-10-31
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J5MG1
1913578.96000000
PA
USD
2010882.63000000
0.320868538638
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
3.50000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
120111BM0
1000000.00000000
PA
USD
1027500.00000000
0.163954085898
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.38000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231G102
34799.00000000
NS
USD
2428274.22000000
0.387470053577
Long
EC
CORP
US
N
1
N
N
N
Digital Realty Trust LP
CD4SPTZ3YBTHY0C1AH38
Digital Realty Trust LP
25389JAR7
1295000.00000000
PA
USD
1372360.65000000
0.218982127390
Long
DBT
US
N
2
2027-08-15
Fixed
3.70000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWM2
310000.00000000
PA
USD
315596.08000000
0.050358410520
Long
DBT
CORP
US
N
2
2023-07-24
Variable
2.91000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AH0
145000.00000000
PA
USD
148826.55000000
0.023747660304
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
5.00000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2019-OC11
05606FAJ2
980000.00000000
PA
USD
1007149.33000000
0.160706810475
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Fixed
3.86000000
N
N
N
N
N
N
Hanesbrands Inc
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
410345102
97947.00000000
NS
USD
1454512.95000000
0.232090842963
Long
EC
CORP
US
N
1
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAS8
381000.00000000
PA
USD
464820.00000000
0.074169477574
Long
DBT
CORP
NL
N
2
2027-01-17
Fixed
7.38000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YS3
1175000.00000000
PA
USD
1158201.17000000
0.184809551449
Long
DBT
UST
US
N
2
2029-11-15
Fixed
1.75000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397VU4
150000.00000000
PA
USD
157038.90000000
0.025058072311
Long
DBT
CORP
US
N
2
2021-08-02
Fixed
5.88000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353REY0
815000.00000000
PA
USD
824859.61000000
0.131619565306
Long
DBT
CORP
US
N
2
2021-12-09
Fixed
2.55000000
N
N
N
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management Inc
94106LBD0
810000.00000000
PA
USD
818337.80000000
0.130578906039
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
2.40000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FLRR7
736577.10000000
PA
USD
759114.15000000
0.121128823898
Long
ABS-MBS
USGSE
US
N
2
2048-06-15
Fixed
3.50000000
N
N
N
N
N
N
Precision Castparts Corp
0XOOAY5P5J7Q734SEC89
Precision Castparts Corp
740189AM7
1455000.00000000
PA
USD
1536384.76000000
0.245154801862
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.25000000
N
N
N
N
N
N
DOW INC W/I
5493003S21INSLK2IP73
Dow Inc
260557103
55141.00000000
NS
USD
3017866.93000000
0.481549015933
Long
EC
CORP
US
N
1
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BZ2
780000.00000000
PA
USD
837720.00000000
0.133671646558
Long
DBT
NUSS
BR
N
2
2028-01-13
Fixed
4.63000000
N
N
N
N
N
N
New York State Thruway Authority
N/A
NEW YORK ST THRUWAY AUTH
650009S53
515000.00000000
PA
USD
513825.80000000
0.081989138053
Long
DBT
MUN
US
N
2
2035-01-01
Fixed
2.90000000
N
N
N
N
N
N
MainStay US Government Liquidity Fund
549300Y3ZLEL13IJCK58
MainStay US Government Liquidity Fund
56064L488
31151490.90000000
NS
USD
31151490.90000000
4.970719430544
Long
STIV
RF
US
N
1
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EUM9
135000.00000000
PA
USD
143072.74000000
0.022829547740
Long
DBT
CORP
US
N
2
2023-10-12
Fixed
3.65000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC
000000000
525000.00000000
PA
774297.73000000
0.123551607333
Long
DBT
CORP
GB
Y
2
2021-05-21
Fixed
10.00000000
N
N
N
N
N
N
Advanced Disposal Services Inc.
549300ML1GEF4BKIM713
Advanced Disposal Services Inc. Term Loan B3
00100UAG7
1636659.22000000
PA
USD
1642286.05000000
0.262053049257
Long
LON
CORP
US
N
2
2023-11-10
Variable
3.85000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHC6
734000.00000000
PA
USD
751135.11000000
0.119855640239
Long
DBT
CORP
US
N
2
2023-12-20
Variable
3.00000000
N
N
N
N
N
N
JACKSON NATL LIFE GLOBAL
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LST9
1295000.00000000
PA
USD
1295102.64000000
0.206654374195
Long
DBT
CORP
US
N
2
2020-01-30
Fixed
2.20000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
40308.00000000
NS
USD
3666012.60000000
0.584971041095
Long
EC
CORP
US
N
1
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
CommScope Inc
203372AL1
227000.00000000
PA
USD
227113.50000000
0.036239597360
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
5.00000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
13068.00000000
NS
USD
2060823.60000000
0.328837420473
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16
46641BAD5
655000.00000000
PA
USD
699410.90000000
0.111602213894
Long
ABS-MBS
CORP
US
N
2
2046-12-15
Fixed
4.17000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135FAC5
945000.00000000
PA
USD
962763.48000000
0.153624337031
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
3.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385XLY1
1802837.34000000
PA
USD
1986714.29000000
0.317012092806
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
5.00000000
N
N
N
N
N
N
Cisco Systems Inc
8E6NF1YAL0WT6CWXXV93
Cisco Systems Inc
17275R102
54209.00000000
NS
USD
2599863.64000000
0.414849894459
Long
EC
CORP
US
N
1
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AJ2
380000.00000000
PA
USD
383800.00000000
0.061241438606
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.00000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AT5
205000.00000000
PA
USD
212307.34000000
0.033877037332
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.20000000
N
N
N
N
N
N
CVS Pass-Through Trust
N/A
CVS Pass-Through Trust
126650AQ3
29661.01000000
PA
USD
31762.73000000
0.005068252421
Long
DBT
CORP
US
N
2
2026-01-10
Fixed
5.79000000
N
N
N
N
N
N
Orkla ASA
549300PZS8G8RG6RVZ52
Orkla ASA
000000000
239693.00000000
NS
2428791.51000000
0.387552595484
Long
EC
CORP
NO
N
1
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
000000000
24869.00000000
NS
USD
2349623.12000000
0.374920010555
Long
EC
CORP
NL
N
1
N
N
N
Unibail-Rodamco-Westfield
N/A
Unibail-Rodamco-Westfield
000000000
15652.00000000
NS
2469370.64000000
0.394027645767
Long
EC
XX
N
1
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381VH45
1319119.44000000
PA
USD
1357007.06000000
0.216532216136
Long
ABS-MBS
USGA
US
N
2
2048-12-20
Fixed
3.00000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAA9
920000.00000000
PA
USD
932518.86000000
0.148798323381
Long
DBT
US
N
2
2021-02-15
Fixed
3.40000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
7405.00000000
NS
USD
1617103.90000000
0.258034833797
Long
EC
CORP
US
N
1
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BE9
535000.00000000
PA
USD
562490.89000000
0.089754432794
Long
DBT
CORP
US
N
2
2023-11-30
Fixed
3.40000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LP4
430000.00000000
PA
USD
458441.27000000
0.073151649013
Long
DBT
CORP
US
N
2
2028-07-24
Variable
3.67000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174824M3
495000.00000000
PA
USD
530398.37000000
0.084633557095
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
4.88000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) MAR20 XCBT 20200331
000000000
135.00000000
NC
USD
-12555.33000000
-0.00200340404
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
2 Year US Treasury Note
TUH0 Comdty
2020-03-31
29105055.33
USD
-12555.33
N
N
N
BAE Systems PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
000000000
489195.00000000
NS
3659833.97000000
0.583985141694
Long
EC
CORP
GB
N
1
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077M108
47713.00000000
NS
USD
2285929.83000000
0.364756725747
Long
EC
CORP
CA
N
1
N
N
N
Leggett & Platt Inc
DKOVQUCDW4ZLYCUD4T55
Leggett & Platt Inc
524660107
33569.00000000
NS
USD
1706312.27000000
0.272269458379
Long
EC
CORP
US
N
1
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
4881.00000000
NS
USD
1542493.62000000
0.246129568341
Long
EC
CORP
US
N
1
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Citibank NA
17325FAQ1
1340000.00000000
PA
USD
1368776.34000000
0.218410193308
Long
DBT
CORP
US
N
2
2021-07-23
Fixed
3.40000000
N
N
N
N
N
N
TOTAL SA
529900S21EQ1BO4ESM68
TOTAL SA
000000000
74725.00000000
NS
4123896.25000000
0.658033712904
Long
EC
CORP
FR
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FM6K3
617438.83000000
PA
USD
642238.01000000
0.102479363366
Long
ABS-MBS
USGSE
US
N
2
2048-09-15
Fixed
3.50000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00772BAQ4
1600000.00000000
PA
USD
1632008.80000000
0.260413149374
Long
DBT
CORP
IE
N
2
2020-10-30
Fixed
4.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q9JA2
2645298.00000000
PA
USD
2794654.43000000
0.445931885618
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.50000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DF4
715000.00000000
PA
USD
738842.89000000
0.117894219613
Long
DBT
CORP
US
N
2
2025-01-13
Fixed
2.75000000
N
N
N
N
N
N
Allergan Funding SCS
222100FLFVOSKCBCAR54
Allergan Funding SCS
00507UAR2
1005000.00000000
PA
USD
1028079.37000000
0.164046533663
Long
DBT
CORP
LU
N
2
2022-03-15
Fixed
3.45000000
N
N
N
N
N
N
Coca-Cola European Partners PLC
549300LTH67W4GWMRF57
Coca-Cola European Partners PLC
000000000
25245.00000000
NS
USD
1284465.60000000
0.204957064054
Long
EC
CORP
GB
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967GK1
105000.00000000
PA
USD
109741.73000000
0.017511051121
Long
DBT
CORP
US
N
2
2022-07-30
Fixed
4.05000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
30625.00000000
NS
USD
2711537.50000000
0.432669247875
Long
EC
CORP
US
N
1
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
35137.00000000
NS
USD
2102949.45000000
0.335559274710
Long
EC
CORP
US
N
1
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612E106
16433.00000000
NS
USD
2106874.93000000
0.336185647932
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136B7UG4
1374281.87000000
PA
USD
1435743.47000000
0.229095871735
Long
ABS-MBS
USGSE
US
N
2
2059-12-25
Fixed
3.50000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBY1
320000.00000000
PA
USD
326175.26000000
0.052046488171
Long
DBT
CORP
US
N
2
2022-06-30
Fixed
3.15000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FNFU9
1565000.00000000
PA
USD
1592321.93000000
0.254080473468
Long
ABS-MBS
USGSE
US
N
2
2049-09-25
Fixed
3.00000000
N
N
N
N
N
N
Vail Resorts Inc
529900PSZHRNU9HKH870
Vail Resorts Inc
91879Q109
6180.00000000
NS
USD
1482149.40000000
0.236500681306
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EU4
735000.00000000
PA
USD
848925.00000000
0.135459583816
Long
DBT
CORP
US
N
2
2026-03-10
Variable
6.30000000
N
N
N
N
N
N
Diageo Capital PLC
213800L23DJLALFC4O95
Diageo Capital PLC
25243YAW9
950000.00000000
PA
USD
950623.72000000
0.151687243840
Long
DBT
CORP
GB
N
2
2020-05-18
Floating
2.14000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HCCF1
1666932.10000000
PA
USD
1743812.81000000
0.278253270308
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.00000000
N
N
N
N
N
N
Capital One Multi-Asset Execution Trust
R42WS16M9R97TJJKGU15
Capital One Multi-Asset Execution Trust
14041NFV8
700000.00000000
PA
USD
687067.08000000
0.109632559661
Long
ABS-O
CORP
US
N
2
2028-08-15
Fixed
2.06000000
N
N
N
N
N
N
US AIRWAYS 2010-1A PTT
N/A
US Airways 2010-1 Class A Pass Through Trust
90345KAA8
338435.43000000
PA
USD
367063.01000000
0.058570783719
Long
DBT
CORP
US
N
2
2023-04-22
Fixed
6.25000000
N
N
N
N
N
N
Sands China Ltd
549300EVO6UZDGY05787
Sands China Ltd
80007RAB1
355000.00000000
PA
USD
374652.80000000
0.059781856304
Long
DBT
CORP
KY
N
2
2023-08-08
Fixed
4.60000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AJ3
1295000.00000000
PA
USD
1311070.06000000
0.209202231860
Long
DBT
CORP
US
N
2
2021-03-14
Fixed
3.15000000
N
N
N
N
N
N
REYNOLDS GRP ISS/REYNOLD
N/A
Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
761735AT6
1060000.00000000
PA
USD
1085175.00000000
0.173157056121
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
5.13000000
N
N
N
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537101
23478.00000000
NS
USD
2218905.78000000
0.354061964822
Long
EC
CORP
US
N
1
N
N
N
Puget Energy Inc
SYBSJ96YIDMIUY7WDR33
Puget Energy Inc
745310AF9
350000.00000000
PA
USD
375491.22000000
0.059915639647
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
5.63000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353108
46450.00000000
NS
USD
2315997.00000000
0.369554424407
Long
EC
CORP
GB
N
1
N
N
N
SKY LTD
2138003TS48MQKF4BZ29
Sky Ltd
111013AL2
340000.00000000
PA
USD
364219.51000000
0.058117057740
Long
DBT
CORP
GB
N
2
2024-09-16
Fixed
3.75000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GG2
520000.00000000
PA
USD
547483.26000000
0.087359725000
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TFM2
1765000.00000000
PA
USD
1766047.12000000
0.281801110669
Long
DBT
CORP
US
N
2
2020-09-18
Floating
2.07000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903AR4
890000.00000000
PA
USD
894214.14000000
0.142686191650
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
2.30000000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
000000000
179322.00000000
NS
5050763.00000000
0.805930151586
Long
EC
CORP
FR
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FPLK9
1760000.00000000
PA
USD
1805722.51000000
0.288131954757
Long
ABS-MBS
USGSE
US
N
2
2049-10-25
Fixed
3.00000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830109
4881.00000000
NS
USD
1900563.78000000
0.303265398775
Long
EC
CORP
US
N
1
N
N
N
Alliant Holdings Intermediate, LLC
5493006Q26653NF8SI73
Alliant Holdings Intermediate, LLC 2018 Term Loan B
01881UAE5
1275000.00000000
PA
USD
1274203.13000000
0.203319522557
Long
LON
CORP
US
N
2
2025-05-09
Variable
4.80000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QBL1
1535000.00000000
PA
USD
1536074.24000000
0.245105253422
Long
DBT
CORP
CA
N
2
2021-07-13
Fixed
1.80000000
N
N
N
N
N
N
Enterprise Products Partners LP
K4CDIF4M54DJZ6TB4Q48
Enterprise Products Partners LP
293792107
111415.00000000
NS
USD
3137446.40000000
0.500629836075
Long
EC
CORP
US
N
1
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS Corp
000000000
62478.00000000
NS
2419155.09000000
0.386014950294
Long
EC
CORP
CA
N
1
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAC4
1486000.00000000
PA
USD
1592249.00000000
0.254068836319
Long
DBT
NUSS
MX
N
2
2027-03-28
Fixed
4.15000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CY4
400000.00000000
PA
USD
454747.64000000
0.072562271173
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122BM9
1400000.00000000
PA
USD
1479655.77000000
0.236102782690
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.63000000
N
N
N
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAC0
1330000.00000000
PA
USD
1293425.00000000
0.206386679857
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
6.63000000
N
N
N
N
N
MVW Owner Trust
N/A
MVW 2019-2 LLC
55400DAA9
873926.70000000
PA
USD
868455.48000000
0.138575984785
Long
ABS-O
CORP
US
N
2
2038-10-20
Fixed
2.22000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YM6
3135000.00000000
PA
USD
3108915.83000000
0.496077326562
Long
DBT
UST
US
N
2
2024-10-31
Fixed
1.50000000
N
N
N
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BK5
430000.00000000
PA
USD
453804.43000000
0.072411766907
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
5.05000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
000000000
26759.00000000
NS
1500372.35000000
0.239408444916
Long
EC
CORP
AU
N
1
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381VCJ7
767483.40000000
PA
USD
780814.66000000
0.124591487918
Long
ABS-MBS
USGA
US
N
2
2048-11-20
Fixed
3.00000000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599105
42411.00000000
NS
USD
1747757.31000000
0.278882678475
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-147454.23000000
-0.02352868466
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
22773000.00000000
EUR
25446208.61000000
USD
2020-02-03
-147454.23
N
N
N
PRINCIPAL LFE GLB FND II
635400WSLKBQWSOIIT41
Principal Life Global Funding II
74256LAW9
1470000.00000000
PA
USD
1478521.18000000
0.235921740679
Long
DBT
CORP
US
N
2
2021-11-21
Fixed
2.38000000
N
N
N
N
N
N
PEACHTREE FUNDING TRUST
N/A
Peachtree Corners Funding Trust
70466WAA7
425000.00000000
PA
USD
449345.93000000
0.071700341805
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.98000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWJ9
285000.00000000
PA
USD
289698.87000000
0.046226095782
Long
DBT
CORP
US
N
2
2023-06-05
Variable
2.91000000
N
N
N
N
N
N
Fortis Inc/Canada
549300MQYQ9Y065XPR71
Fortis Inc/Canada
000000000
36529.00000000
NS
1515677.12000000
0.241850566157
Long
EC
CORP
CA
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI FUT MAR20 XCME 20200320
000000000
415.00000000
NC
USD
1244095.30000000
0.198515335943
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
E-mini S&P 500 Index
ESH0 Index
2020-03-20
65801229.7
USD
1244095.3
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AN9
505000.00000000
PA
USD
515458.55000000
0.082249669473
Long
DBT
US
N
2
2024-09-01
Fixed
3.35000000
N
N
N
N
N
N
SIEMENS FINANCIERINGSMAT
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
82620KAR4
760000.00000000
PA
USD
773452.30000000
0.123416705433
Long
DBT
CORP
NL
N
2
2022-03-16
Fixed
2.70000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746U109
53674.00000000
NS
USD
4445280.68000000
0.709315747398
Long
EC
CORP
US
N
1
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
14912.00000000
NS
USD
2038023.04000000
0.325199225852
Long
EC
CORP
US
N
1
N
N
N
Grupo Televisa SAB
549300O4AF0C816ILN62
Grupo Televisa SAB
40049JBE6
480000.00000000
PA
USD
519401.16000000
0.082878776060
Long
DBT
CORP
MX
N
2
2049-05-24
Fixed
5.25000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
7994.00000000
NS
USD
1579694.34000000
0.252065539186
Long
EC
CORP
US
N
1
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912XAX2
500000.00000000
PA
USD
506629.72000000
0.080840888205
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.75000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HAP6
670000.00000000
PA
USD
679212.50000000
0.108379235589
Long
DBT
CORP
BM
N
2
2024-12-15
Fixed
3.63000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137F1AK4
865910.32000000
PA
USD
869259.92000000
0.138704346074
Long
ABS-MBS
USGSE
US
N
2
2040-06-15
Fixed
2.50000000
N
N
N
N
N
N
US BANK NA CINCINNATI
6BYL5QZYBDK8S7L73M02
US Bank NA/Cincinnati OH
90331HNT6
1300000.00000000
PA
USD
1300878.02000000
0.207575928598
Long
DBT
CORP
US
N
2
2021-05-21
Floating
2.18000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828Y38
1665852.50000000
PA
USD
1752509.73000000
0.279641003221
Long
DBT
UST
US
N
2
2028-07-15
Fixed
0.75000000
N
N
N
N
N
N
2020-01-15
MAINSTAY VP FUNDS TRUST
Jack Benintende
Jack Benintende
Treasurer