0001752724-20-166857.txt : 20200824
0001752724-20-166857.hdr.sgml : 20200824
20200824141713
ACCESSION NUMBER: 0001752724-20-166857
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200630
FILED AS OF DATE: 20200824
PERIOD START: 20201231
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: 201126798
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
C000025821
C000025820
MAINSTAY VP FUNDS TRUST
811-03833-01
0000887340
549300AG6K4RXYNOVN04
51 MADISON AVE
NEW YORK
10010
212-576-7000
MainStay VP Bond Portfolio
S000009445
549300KB0UVVQINXSS10
2020-12-31
2020-06-30
N
881830914.16
45062719.21
836768194.95
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
6565077.50000000
0.00000000
0.00000000
889075.50000000
USD
N
Highbridge Loan Management Ltd
2549009NI8GVCM3ROT27
HPS Loan Management 10-2016 Ltd
40436TAL0
1000000.00000000
PA
USD
984328.00000000
0.117634490165
Long
ABS-CBDO
CORP
KY
N
2
2028-01-20
Floating
2.28000000
N
N
N
N
N
N
RELIANCE STEEL & ALUM
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509AE2
3550000.00000000
PA
USD
3807389.06000000
0.455011206565
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
4.50000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAP5
1500000.00000000
PA
USD
1437712.79000000
0.171817332288
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
5.15000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAK0
2600000.00000000
PA
USD
2641867.80000000
0.315722779133
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.10000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591EH1
2000000.00000000
PA
USD
3081720.34000000
0.368288417102
Long
DBT
USGA
US
N
2
2039-09-15
Fixed
5.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179S5L7
1093988.69000000
PA
USD
1166754.88000000
0.139435854163
Long
ABS-MBS
USGA
US
N
2
2047-05-20
Fixed
3.50000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044BT7
1000000.00000000
PA
USD
1410594.01000000
0.168576437119
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
7.70000000
N
N
N
N
N
N
Palmer Square CLO Ltd
5493006ZPBFJJGSXB826
Palmer Square CLO 2015-1 Ltd
69689AAU4
2200000.00000000
PA
USD
2180356.20000000
0.260568722993
Long
ABS-CBDO
CORP
KY
N
2
2029-05-21
Floating
1.59000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2L7
1475000.00000000
PA
USD
1510423.84000000
0.180506841573
Long
DBT
CORP
FR
N
2
2026-06-09
Fixed
2.22000000
N
N
N
N
N
N
Ingredion Inc
PKSTQ48QDN0XSVS7YK88
Ingredion Inc
219023AF5
1475000.00000000
PA
USD
1491383.99000000
0.178231438407
Long
DBT
CORP
US
N
2
2020-11-01
Fixed
4.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410RQV4
12552.62000000
PA
USD
14226.03000000
0.001700116004
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
6.50000000
N
N
N
N
N
N
ARES CLO Ltd
549300X38KZ67Q2FQG11
Ares XLI Clo Ltd
04016DAJ4
2500000.00000000
PA
USD
2469027.50000000
0.295067082484
Long
ABS-CBDO
CORP
KY
N
2
2029-01-15
Floating
2.42000000
N
N
N
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAL7
2825000.00000000
PA
USD
3301468.94000000
0.394550003205
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.38000000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CW6
1975000.00000000
PA
USD
2151617.32000000
0.257134213870
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
2.70000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
549300BV8AJIRLDGMR51
JP Morgan Mortgage Trust 2014-2
46641YAA1
1386993.06000000
PA
USD
1423274.44000000
0.170091842470
Long
ABS-MBS
CORP
US
N
2
2029-06-25
Variable
3.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXG4
2425000.00000000
PA
USD
2542843.97000000
0.303888697652
Long
DBT
CORP
US
N
2
2030-02-07
Fixed
2.60000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CM5
1825000.00000000
PA
USD
1782601.65000000
0.213034106788
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.70000000
N
N
N
N
N
N
Bain Capital Credit CLO 2017-1
N/A
Bain Capital Credit CLO 2017-1
05682QAC0
2750000.00000000
PA
USD
2708120.25000000
0.323640437858
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
2.39000000
N
N
N
N
N
N
AIMCO CLO Series 2015-A
N/A
AIMCO CLO Series 2015-A
00900LAH7
2000000.00000000
PA
USD
1932884.00000000
0.230993961250
Long
ABS-CBDO
CORP
KY
N
2
2028-01-15
Floating
2.52000000
N
N
N
N
N
N
TENNESSEE GAS PIPELINE
N/A
Tennessee Gas Pipeline Co LLC
880451AZ2
2275000.00000000
PA
USD
2331518.96000000
0.278633792975
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.90000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FK9
775000.00000000
PA
USD
849089.28000000
0.101472460966
Long
DBT
CORP
US
N
2
2050-02-05
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31359MEU3
3000000.00000000
PA
USD
4347963.63000000
0.519613873500
Long
DBT
USGSE
US
N
2
2029-05-15
Fixed
6.25000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Q5
2075000.00000000
PA
USD
2160509.01000000
0.258196836715
Long
DBT
CORP
US
N
2
2026-04-28
Fixed
2.19000000
N
N
N
N
N
N
PINNACLE WEST CAPITAL
TWSEY0NEDUDCKS27AH81
Pinnacle West Capital Corp
723484AH4
3100000.00000000
PA
USD
3138085.61000000
0.375024484551
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
1.30000000
N
N
N
N
N
N
DXC TECHNOLOGY CO
549300DOVZ3EDJB7O259
DXC Technology Co
23355LAJ5
750000.00000000
PA
USD
787139.35000000
0.094068985263
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796UB3
8000000.00000000
PA
USD
7999985.04000000
0.956057494570
Long
STIV
UST
US
N
2
2020-07-02
None
0.00000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RAP4
1300000.00000000
PA
USD
1342037.50000000
0.160383426150
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
6.05000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300WG00K34O9YA435
Magnetite XXIII Ltd
55954NAA7
1000000.00000000
PA
USD
980763.00000000
0.117208446248
Long
ABS-CBDO
CORP
KY
N
2
2032-10-25
Floating
2.29000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
312942BZ7
579113.13000000
PA
USD
640892.28000000
0.076591376664
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411EUR6
6283.01000000
PA
USD
6419.08000000
0.000767127627
Long
ABS-MBS
USGSE
US
N
2
2022-01-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374TAG4
10864.88000000
PA
USD
12082.05000000
0.001443894506
Long
ABS-MBS
USGSE
US
N
2
2028-07-01
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202F2M7
851707.32000000
PA
USD
938925.12000000
0.112208509556
Long
ABS-MBS
USGA
US
N
2
2042-01-20
Fixed
4.00000000
N
N
N
N
N
N
Octagon Investment Partners 29, Ltd.
5493003U22XL00FIHD56
Octagon Investment Partners 29 Ltd
67591JAL6
1200000.00000000
PA
USD
1159374.00000000
0.138553784309
Long
ABS-CBDO
CORP
KY
N
2
2033-01-24
Floating
2.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412DVT2
392.66000000
PA
USD
400.68000000
0.000047884229
Long
ABS-MBS
USGSE
US
N
2
2022-02-01
Fixed
5.50000000
N
N
N
N
N
N
INFOR INC
549300Q3IIYBYI4RHD64
Infor Inc
45674CAA1
1225000.00000000
PA
USD
1230117.90000000
0.147008204592
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
1.75000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
N/A
Federal Farm Credit Banks Funding Corp
3133ELQ31
5000000.00000000
PA
USD
4985685.20000000
0.595826326823
Long
DBT
USGSE
US
N
2
2030-07-01
Fixed
1.33000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G04Z3
3200000.00000000
PA
USD
3201220.99000000
0.382569630313
Long
DBT
USGSE
US
N
2
2025-06-17
Fixed
0.50000000
N
N
N
N
N
N
Apidos CLO
N/A
Apidos CLO XXXII
03768RAC0
2200000.00000000
PA
USD
2159082.20000000
0.258026322347
Long
ABS-CBDO
CORP
KY
N
2
2033-01-20
Variable
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128PEL22
17879.01000000
PA
USD
18075.25000000
0.002160126318
Long
ABS-MBS
USGSE
US
N
2
2021-07-01
Fixed
6.00000000
N
N
N
N
N
N
Ohio Edison Co
N/A
Ohio Edison Co
677347CE4
2500000.00000000
PA
USD
3525263.93000000
0.421295162898
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
6.88000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ2U3
212509.58000000
PA
USD
229684.42000000
0.027448990220
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413HNX2
42265.49000000
PA
USD
51076.24000000
0.006103989170
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
7.00000000
N
N
N
N
N
N
Driven Brands Funding, LLC
N/A
DRIVEN BRANDS FUNDING LLC
26208LAD0
2962500.00000000
PA
USD
3134265.75000000
0.374567982974
Long
ABS-O
CORP
US
N
2
2049-04-20
Fixed
4.64000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CN3
2500000.00000000
PA
USD
2463893.20000000
0.294453495588
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.95000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MBE60
3287.42000000
PA
USD
3462.07000000
0.000413743019
Long
ABS-MBS
USGSE
US
N
2
2022-04-01
Fixed
4.50000000
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 76 CLO Ltd
26252WAA7
1875000.00000000
PA
USD
1846895.63000000
0.220717713835
Long
ABS-O
CORP
KY
N
2
2032-10-20
Variable
2.47000000
N
N
N
N
N
N
TIAA Bank Mortgage Loan Trust
N/A
TIAA Bank Mortgage Loan Trust 2018-2
886312AA5
630695.81000000
PA
USD
647957.83000000
0.077435762247
Long
ABS-MBS
CORP
US
N
2
2048-07-25
Variable
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H022671
2000000.00000000
PA
USD
2105312.50000000
0.251600444747
Long
ABS-MBS
USGA
US
N
2
2050-07-21
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137F5MU0
2173506.88000000
PA
USD
2519085.78000000
0.301049417891
Long
ABS-MBS
USGSE
US
N
2
2048-06-15
Fixed
4.00000000
N
Y
N
N
N
N
MET TOWER GLOBAL FUNDING
635400OFJCY9IOGBGY57
MET Tower Global Funding
58989VAA2
3375000.00000000
PA
USD
3349242.51000000
0.400259298837
Long
DBT
CORP
US
N
2
2023-01-17
Floating
0.61000000
N
N
N
N
N
N
Palmer Square CLO Ltd
549300PACXK2KP6J2T91
Palmer Square CLO 2015-2 Ltd
69689CAW6
300000.00000000
PA
USD
293937.90000000
0.035127757218
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
2.24000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2019-B
83192CAB3
3000000.00000000
PA
USD
3098444.10000000
0.370287030350
Long
ABS-O
CORP
US
N
2
2037-06-15
Fixed
2.84000000
N
N
N
N
N
N
E.I. DU PONT DE NEMOURS
GLU7INWNWH88J9XBXD45
EI du Pont de Nemours and Co
263534CN7
950000.00000000
PA
USD
980836.64000000
0.117217246773
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
1.70000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3131Y02G6
0.00000000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJA8
2890000.00000000
PA
USD
3621347.50000000
0.432777861521
Long
DBT
CORP
US
N
2
2051-03-20
Fixed
4.08000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CUC6
173240.71000000
PA
USD
186628.32000000
0.022303467211
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128287C8
12925000.00000000
PA
USD
13340518.59000000
1.594290828751
Long
DBT
UST
US
N
2
2022-07-15
Fixed
1.75000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128KUMZ7
25976.68000000
PA
USD
31646.95000000
0.003782045038
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416LMH6
141085.43000000
PA
USD
150223.65000000
0.017952839377
Long
ABS-MBS
USGSE
US
N
2
2024-05-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FE5W0
6505187.61000000
PA
USD
7082905.45000000
0.846459687730
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
OCTAGON INVESTMENT PARTNERS 31 LLC
N/A
OCTAGON INVESTMENT PARTNERS 31 LLC
67575XAC5
1200000.00000000
PA
USD
1161682.80000000
0.138829703018
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
2.84000000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAD6
1970000.00000000
PA
USD
2011921.60000000
0.240439540142
Long
ABS-O
CORP
US
N
2
2048-11-25
Fixed
4.32000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QB7
350000.00000000
PA
USD
540763.67000000
0.064625265786
Long
DBT
UST
US
N
2
2039-05-15
Fixed
4.25000000
N
N
N
N
N
N
PACKAGING CORP OF AMERIC
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156AV1
1525000.00000000
PA
USD
1820056.68000000
0.217510260426
Long
DBT
CORP
US
N
2
2049-12-15
Fixed
4.05000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
N/A
Federal Farm Credit Banks Funding Corp
3133ELF82
4000000.00000000
PA
USD
4000441.92000000
0.478082453915
Long
DBT
USGSE
US
N
2
2027-06-04
Fixed
1.09000000
N
N
N
N
N
N
VSE VOI Mortgage LLC
N/A
VSE 2016-A VOI Mortgage LLC
918290AA5
1117230.28000000
PA
USD
1104905.44000000
0.132044387760
Long
ABS-O
CORP
US
N
2
2033-07-20
Fixed
2.54000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBH2
1800000.00000000
PA
USD
2014885.19000000
0.240793711109
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.25000000
N
N
N
N
N
N
Benefit Street Partners CLO Ltd
5493002BNZCV0YE1MG83
Benefit Street Partners CLO IV Ltd
08180FAW1
1600000.00000000
PA
USD
1583148.80000000
0.189198013207
Long
ABS-CBDO
CORP
KY
N
2
2029-01-20
Floating
2.39000000
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 57 Clo Ltd
26243KAC1
2000000.00000000
PA
USD
1944114.00000000
0.232336029468
Long
ABS-CBDO
CORP
KY
N
2
2031-05-15
Floating
1.40000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F020679
4000000.00000000
PA
USD
4093437.52000000
0.489196117240
Long
ABS-MBS
USGSE
US
N
2
2050-07-15
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132GEZY9
157576.67000000
PA
USD
175170.07000000
0.020934121427
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
312942NM3
100932.91000000
PA
USD
112251.81000000
0.013414923114
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.50000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAX9
1200000.00000000
PA
USD
1385640.78000000
0.165594341224
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.05000000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax Inc
294429AR6
2175000.00000000
PA
USD
2316862.22000000
0.276882203934
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
2.60000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QPH8
280709.09000000
PA
USD
305871.84000000
0.036553951482
Long
ABS-MBS
USGA
US
N
2
2044-09-20
Fixed
4.00000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAE9
1800000.00000000
PA
USD
1865367.09000000
0.222925190185
Long
DBT
CORP
ES
N
2
2025-05-28
Fixed
2.75000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KR1
1975000.00000000
PA
USD
2512213.17000000
0.300228090068
Long
DBT
CORP
US
N
2
2046-05-18
Fixed
4.75000000
N
N
N
N
N
N
MVW Owner Trust
5493004KX4H48P1FVD32
MVW Owner Trust 2014-1
553891AA0
182662.27000000
PA
USD
181274.51000000
0.021663647243
Long
ABS-O
CORP
US
N
2
2031-09-22
Fixed
2.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379BTK4
4450880.55000000
PA
USD
4822015.89000000
0.576266631440
Long
ABS-MBS
USGA
US
N
2
2044-04-20
Fixed
3.00000000
N
Y
N
N
N
N
Oaktree CLO Ltd
N/A
Oaktree CLO 2020-1 Ltd
67402FAC3
3000000.00000000
PA
USD
2999958.00000000
0.358517211589
Long
ABS-CBDO
CORP
KY
N
2
2029-07-15
Floating
2.93000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132WKH43
2777773.20000000
PA
USD
2975850.82000000
0.355636224937
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.50000000
N
N
N
N
N
N
Galaxy CLO Ltd
N/A
Galaxy XXVI CLO Ltd
36321LAA7
1500000.00000000
PA
USD
1461979.50000000
0.174717383956
Long
ABS-CBDO
CORP
KY
N
2
2031-11-22
Floating
1.56000000
N
N
N
N
N
N
HIGHWOODS REALTY LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AS1
1410000.00000000
PA
USD
1403585.23000000
0.167738835972
Long
DBT
US
N
2
2030-02-15
Fixed
3.05000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738BB3
2960000.00000000
PA
USD
3095255.54000000
0.369905973802
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
2.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZX1
5425000.00000000
PA
USD
5421609.38000000
0.647922496662
Long
DBT
UST
US
N
2
2022-06-30
Fixed
0.13000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
N/A
Federal Farm Credit Banks Funding Corp
3133ELC44
4000000.00000000
PA
USD
4002069.08000000
0.478276911593
Long
DBT
USGSE
US
N
2
2029-06-01
Fixed
1.37000000
N
N
N
N
N
N
Treman Park CLO Ltd
549300E4DX3Q8L455K94
Treman Park CLO Ltd
89473LAH7
1245000.00000000
PA
USD
1230280.37000000
0.147027620961
Long
ABS-CBDO
CORP
KY
N
2
2028-10-20
Floating
2.21000000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
89788JAA7
3225000.00000000
PA
USD
3310062.66000000
0.395577016427
Long
DBT
CORP
US
N
2
2025-03-10
Fixed
1.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZW3
5250000.00000000
PA
USD
5239746.12000000
0.626188489431
Long
DBT
UST
US
N
2
2025-06-30
Fixed
0.25000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
312936X93
705837.41000000
PA
USD
784610.74000000
0.093766797631
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
4.50000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AY0
1700000.00000000
PA
USD
1948341.39000000
0.232841233899
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.91000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411EE29
1580.87000000
PA
USD
1615.50000000
0.000193064221
Long
ABS-MBS
USGSE
US
N
2
2021-12-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6QE4
1215239.47000000
PA
USD
1336073.06000000
0.159670631372
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416H4E2
15624.49000000
PA
USD
16429.69000000
0.001963469703
Long
ABS-MBS
USGSE
US
N
2
2023-12-01
Fixed
5.00000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21
61764XBL8
1000000.00000000
PA
USD
1053743.90000000
0.125930204608
Long
ABS-MBS
CORP
US
N
2
2048-03-15
Fixed
3.65000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBK1
2875000.00000000
PA
USD
2986028.39000000
0.356852519971
Long
DBT
CORP
US
N
2
2026-04-22
Fixed
2.08000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300BDVLRWS2SODX97
Magnetite XVIII Ltd
55953TAJ6
1900000.00000000
PA
USD
1872058.60000000
0.223724875216
Long
ABS-CBDO
CORP
KY
N
2
2028-11-15
Floating
1.47000000
N
N
N
N
N
N
Psmc 2018-1 Trust
N/A
PSMC 2019-3 Trust
69375BAA5
1245703.99000000
PA
USD
1275915.55000000
0.152481363142
Long
ABS-MBS
CORP
US
N
2
2049-11-25
Variable
3.50000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
N/A
Federal Farm Credit Banks Funding Corp
3133ELB37
2525000.00000000
PA
USD
2525339.61000000
0.301796796919
Long
DBT
USGSE
US
N
2
2028-11-27
Fixed
1.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QDRP1
2595952.50000000
PA
USD
2736830.58000000
0.327071535046
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
3.00000000
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DV3
3000000.00000000
PA
USD
2964375.27000000
0.354264811675
Long
DBT
CORP
US
N
2
2022-02-15
Floating
1.29000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust 2019-1
55389PAA7
992480.48000000
PA
USD
1009553.72000000
0.120649150636
Long
ABS-O
CORP
US
N
2
2036-11-20
Fixed
2.89000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RHK1
2000000.00000000
PA
USD
2412246.28000000
0.288281305928
Long
DBT
CORP
US
N
2
2039-03-01
Fixed
4.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JAF52
1893247.63000000
PA
USD
2076431.25000000
0.248148921353
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Variable
4.00000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AEB25
4000000.00000000
PA
USD
4732816.72000000
0.565606669632
Long
DBT
USGSE
US
N
2
2028-06-09
Fixed
3.25000000
N
N
N
N
N
N
BANCO DEL ESTADO -CHILE
5493004R4EJC0W0XVQ72
Banco del Estado de Chile
05965MAG8
1275000.00000000
PA
USD
1308787.50000000
0.156409804758
Long
DBT
CORP
CL
N
2
2025-01-09
Fixed
2.70000000
N
N
N
N
N
N
MOHAWK INDUSTRIES INC
549300JI1115MG3Q6322
Mohawk Industries Inc
608190AL8
2400000.00000000
PA
USD
2614402.61000000
0.312440485403
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.63000000
N
N
N
N
N
N
Focus Brands Funding LLC
N/A
FOCUS Brands Funding LLC
34417MAA5
485000.00000000
PA
USD
457767.25000000
0.054706578567
Long
ABS-O
CORP
US
N
2
2047-04-30
Fixed
3.86000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36178GJ62
41502.81000000
PA
USD
45126.92000000
0.005393001344
Long
ABS-MBS
USGA
US
N
2
2044-03-15
Fixed
4.00000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBJ7
800000.00000000
PA
USD
874240.70000000
0.104478242035
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.63000000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2019-XL
N/A
BX Commercial Mortgage Trust 2019-XL
056054AA7
2388501.35000000
PA
USD
2370321.03000000
0.283270927875
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
1.10000000
N
N
N
N
N
N
Palmer Square CLO Ltd
5493006ZPBFJJGSXB826
Palmer Square CLO 2015-1 Ltd
69689AAW0
875000.00000000
PA
USD
860961.50000000
0.102891279233
Long
ABS-CBDO
CORP
KY
N
2
2029-05-21
Floating
2.02000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3133A3PM4
4928240.35000000
PA
USD
5236529.63000000
0.625804095041
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.00000000
N
N
N
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137AZ0
875000.00000000
PA
USD
906816.62000000
0.108371305873
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QC5Q5
7300267.39000000
PA
USD
7949042.66000000
0.949969502661
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.50000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3134GVX45
3325000.00000000
PA
USD
3325172.27000000
0.397382726789
Long
DBT
USGSE
US
N
2
2025-06-30
Fixed
0.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FRUC7
65314.65000000
PA
USD
70402.47000000
0.008413616868
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
4.50000000
N
N
N
N
N
N
Shackleton CLO LTD
N/A
Shackleton 2019-XV CLO Ltd
81883MAC7
1500000.00000000
PA
USD
1475238.00000000
0.176301872956
Long
ABS-CBDO
CORP
KY
N
2
2030-01-15
Variable
3.90000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2020-3
81748AAA2
3382866.58000000
PA
USD
3516849.75000000
0.420289606037
Long
ABS-MBS
CORP
US
N
2
2050-04-25
Variable
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJQ68
237148.14000000
PA
USD
258205.69000000
0.030857493336
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
4.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBP0
925000.00000000
PA
USD
981039.75000000
0.117241519924
Long
DBT
CORP
US
N
2
2031-05-13
Fixed
2.96000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F040677
1200000.00000000
PA
USD
1271648.44000000
0.151971411876
Long
ABS-MBS
USGSE
US
N
2
2050-07-15
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZV5
5095000.00000000
PA
USD
5099179.48000000
0.609389734310
Long
DBT
UST
US
N
2
2027-06-30
Fixed
0.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3133A4L20
2196343.64000000
PA
USD
2367431.85000000
0.282925649455
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
3.00000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668AW2
1975000.00000000
PA
USD
1967985.79000000
0.235188885270
Long
DBT
CORP
US
N
2
2021-09-24
Floating
1.16000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
N/A
Federal Farm Credit Banks Funding Corp
3133ELM35
3300000.00000000
PA
USD
3289410.70000000
0.393108954170
Long
DBT
USGSE
US
N
2
2028-06-22
Fixed
1.05000000
N
N
N
N
N
N
TICP CLO Ltd
N/A
TICP CLO XIII Ltd
87250AAA9
3500000.00000000
PA
USD
3458175.00000000
0.413277538614
Long
ABS-CBDO
CORP
KY
N
2
2032-07-15
Variable
2.52000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48126BAA1
1925000.00000000
PA
USD
2711920.38000000
0.324094581553
Long
DBT
CORP
US
N
2
2042-01-06
Fixed
5.40000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)SEP20 XCBT 20200921
000000000
-3.00000000
NC
USD
-4270.94000000
-0.00051040897
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
10 Year US Treasury Note
TYU0 Comdty
2020-09-21
-413244.69000000
USD
-4270.94000000
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QYT2
147434.68000000
PA
USD
160539.87000000
0.019185704113
Long
ABS-MBS
USGA
US
N
2
2045-01-20
Fixed
4.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) SEP20 XCBT 20200930
000000000
237.00000000
NC
USD
7975.82000000
0.000953169593
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
2 Year US Treasury Note
TUU0 Comdty
2020-09-30
52328290.04000000
USD
7975.82000000
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2020-NQM1
64830VAA1
1129875.66000000
PA
USD
1149002.53000000
0.137314316788
Long
ABS-MBS
CORP
US
N
2
2060-01-26
Variable
2.46000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JWBQ2
5330245.90000000
PA
USD
5822307.18000000
0.695808853053
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.50000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
5493007YBEOXQIHH3C54
Neuberger Berman Loan Advisers CLO 32 Ltd
64132DAC2
2000000.00000000
PA
USD
1961202.00000000
0.234378172095
Long
ABS-CBDO
CORP
KY
N
2
2032-01-19
Floating
2.99000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2019-1 Receivables Funding LLC
82653EAA5
418235.53000000
PA
USD
426358.12000000
0.050952954781
Long
ABS-O
CORP
US
N
2
2036-01-20
Fixed
3.20000000
N
N
N
N
N
N
RALPH LAUREN CORP
HO1QNWM0IXBZ0QSMMO20
Ralph Lauren Corp
731572AA1
925000.00000000
PA
USD
940319.58000000
0.112375157860
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
1.70000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128PHW98
9308.24000000
PA
USD
9414.75000000
0.001125132391
Long
ABS-MBS
USGSE
US
N
2
2021-09-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WQAT9
484018.29000000
PA
USD
512636.32000000
0.061263839028
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31408FQ77
234.90000000
PA
USD
236.51000000
0.000028264697
Long
ABS-MBS
USGSE
US
N
2
2021-01-01
Fixed
5.50000000
N
N
N
N
N
N
Palmer Square CLO Ltd
549300PACXK2KP6J2T91
Palmer Square CLO 2015-2 Ltd
69689CAY2
2000000.00000000
PA
USD
1942818.00000000
0.232181147864
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
2.69000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2018-3 Receivables Funding LLC
82653GAA0
251085.17000000
PA
USD
256426.68000000
0.030644888458
Long
ABS-O
CORP
US
N
2
2035-09-20
Fixed
3.69000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAA9
4500000.00000000
PA
USD
4596725.93000000
0.549342811753
Long
DBT
CORP
US
N
2
2021-02-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GYG29
885473.90000000
PA
USD
966545.25000000
0.115509319765
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ABMY2
367097.48000000
PA
USD
406286.51000000
0.048554248649
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
4.50000000
N
N
N
N
N
N
SCHLUMBERGER HLDGS CORP
529900IKZG65COT1D505
Schlumberger Holdings Corp
806851AJ0
4725000.00000000
PA
USD
5085982.49000000
0.607812596211
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
3.75000000
N
N
N
N
N
N
PSMC 2019-2 Trust
N/A
PSMC 2019-2 Trust
69374XAA8
1141633.28000000
PA
USD
1174853.10000000
0.140403651464
Long
ABS-MBS
CORP
US
N
2
2049-10-25
Variable
3.50000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2019-C
63940YAB2
1600000.00000000
PA
USD
1650597.28000000
0.197258606381
Long
ABS-O
CORP
US
N
2
2068-02-15
Fixed
3.13000000
N
N
N
N
N
N
Bain Capital Credit CLO Ltd.
549300GXRBLOE2KMGY86
Bain Capital Credit Clo 2016-2 Ltd
056828AJ5
1600000.00000000
PA
USD
1585214.40000000
0.189444867714
Long
ABS-CBDO
CORP
KY
N
2
2029-01-15
Floating
2.36000000
N
N
N
N
N
N
Social Professional Loan Program LLC
N/A
SoFi Professional Loan Program 2020-ATrust
83406TAB8
800000.00000000
PA
USD
828998.64000000
0.099071480608
Long
ABS-O
CORP
US
N
2
2046-05-15
Fixed
2.54000000
N
N
N
N
N
N
Lloyds Bank PLC
H7FNTJ4851HG0EXQ1Z70
Lloyds Bank PLC
53947NAA2
8150000.00000000
PA
USD
8230199.59000000
0.983569839254
Long
DBT
CORP
GB
N
2
2020-09-14
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3131XX5D9
2198894.25000000
PA
USD
2362482.04000000
0.282334110480
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
3.50000000
N
N
N
N
N
N
Grippen Park Clo Ltd
549300P7KR0IARP7PG22
Grippen Park CLO Ltd
39862EAB0
750000.00000000
PA
USD
729448.50000000
0.087174501182
Long
ABS-CBDO
CORP
KY
N
2
2030-01-20
Floating
2.79000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
312941ZY6
105370.70000000
PA
USD
117102.11000000
0.013994569906
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3133KHUV6
4417791.07000000
PA
USD
4737796.24000000
0.566201759172
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
4.00000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
268317AT1
3420000.00000000
PA
USD
4340999.81000000
0.518781645406
Long
DBT
CORP
FR
N
2
2048-09-21
Fixed
5.00000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F040677
-1200000.00000000
PA
USD
-1271648.44000000
-0.15197141187
Short
ABS-MBS
USGSE
US
N
2
2050-07-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WDJ44
181857.77000000
PA
USD
197445.23000000
0.023596168113
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
4.50000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AFFX0
12550000.00000000
PA
USD
14956157.03000000
1.787371594697
Long
DBT
USGSE
US
N
2
2028-11-16
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410PF57
17422.62000000
PA
USD
21002.24000000
0.002509923312
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RVB2
1096019.09000000
PA
USD
1173579.99000000
0.140251505384
Long
ABS-MBS
USGA
US
N
2
2045-12-20
Fixed
3.50000000
N
N
N
N
N
N
ENTERGY MISSISSIPPI LLC
54930043I78H35DVVW89
Entergy Mississippi LLC
29366WAA4
2500000.00000000
PA
USD
2978840.35000000
0.355993495926
Long
DBT
CORP
US
N
2
2049-06-01
Fixed
3.85000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300E610NX15ZSSH14
Neuberger Berman Loan Advisers CLO 24 Ltd
64130HAN1
1000000.00000000
PA
USD
972452.00000000
0.116215220161
Long
ABS-CBDO
CORP
KY
N
2
2030-04-19
Floating
2.64000000
N
N
N
N
N
N
GS Mortgage Securities Trust
54930066YOFVQE068N73
GS Mortgage Securities Trust 2015-GC32
36250PAH8
3000000.00000000
PA
USD
3202792.50000000
0.382757437403
Long
ABS-MBS
CORP
US
N
2
2048-07-10
Variable
4.02000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AMXW0
451412.26000000
PA
USD
502516.22000000
0.060054412086
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QWF4
189249.08000000
PA
USD
206059.22000000
0.024625603750
Long
ABS-MBS
USGA
US
N
2
2044-12-20
Fixed
4.00000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2020-1
81748MAA6
1137024.31000000
PA
USD
1168440.63000000
0.139637313780
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
3.50000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AW0
1875000.00000000
PA
USD
2264862.60000000
0.270667864011
Long
DBT
CORP
GB
N
2
2030-04-01
Fixed
5.63000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A29
825000.00000000
PA
USD
785812.50000000
0.093910416856
Long
DBT
CORP
US
N
2
2023-01-09
Fixed
3.09000000
N
N
N
N
N
N
Apidos CLO
N/A
Apidos Clo XXV
03762YAF4
1300000.00000000
PA
USD
1275652.30000000
0.152449902816
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Floating
2.31000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3134A4KX1
1600000.00000000
PA
USD
2515261.81000000
0.300592425139
Long
DBT
USGSE
US
N
2
2032-07-15
Fixed
6.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GSDM1
269782.98000000
PA
USD
292120.93000000
0.034910615838
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371NLU7
547.57000000
PA
USD
637.15000000
0.000076144146
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
7.00000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAE0
1850000.00000000
PA
USD
1924647.50000000
0.230009638465
Long
DBT
NUSS
MX
N
2
2028-01-11
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EGFA7
550769.13000000
PA
USD
612738.33000000
0.073226771009
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
4.50000000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA Tower Trust
78403DAN0
2000000.00000000
PA
USD
2062061.20000000
0.246431593892
Long
DBT
US
N
2
2025-01-15
Fixed
2.84000000
N
N
N
N
N
N
ARES CLO Ltd
549300VDFIIXSFET0S73
Ares XXXIV CLO Ltd
04015GAP4
2000000.00000000
PA
USD
1947900.00000000
0.232788484523
Long
ABS-CBDO
CORP
KY
N
2
2033-04-17
Floating
2.03000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2K9
1700000.00000000
PA
USD
1790598.29000000
0.213989764525
Long
DBT
CORP
FR
N
2
2031-01-13
Fixed
3.05000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148LAF3
975000.00000000
PA
USD
1283598.97000000
0.153399588768
Long
DBT
CORP
US
N
2
2045-05-22
Fixed
5.15000000
N
N
N
N
N
N
Galaxy CLO Ltd
54930022KENWLYJ8SJ86
Galaxy XXII CLO Ltd
36320TAL7
1500000.00000000
PA
USD
1478887.50000000
0.176738015250
Long
ABS-CBDO
CORP
KY
N
2
2028-07-16
Floating
2.18000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G0X57
2650000.00000000
PA
USD
2652186.75000000
0.316955970124
Long
DBT
USGSE
US
N
2
2025-01-24
Fixed
2.00000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
N/A
Federal Farm Credit Banks Funding Corp
3133EK2V7
2300000.00000000
PA
USD
2315191.68000000
0.276682562025
Long
DBT
USGSE
US
N
2
2028-10-16
Fixed
2.44000000
N
N
N
N
N
N
HEALTHPEAK PROPERTIES
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
40414LAQ2
2050000.00000000
PA
USD
2240368.95000000
0.267740691331
Long
DBT
US
N
2
2026-07-15
Fixed
3.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36295XDV4
2988219.60000000
PA
USD
3113297.12000000
0.372062076306
Long
ABS-MBS
USGA
US
N
2
2050-01-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179ME30
716637.57000000
PA
USD
779149.51000000
0.093114140176
Long
ABS-MBS
USGA
US
N
2
2042-06-20
Fixed
3.50000000
N
N
N
N
N
N
Highwoods Realty LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AP7
3590000.00000000
PA
USD
3792642.25000000
0.453248853492
Long
DBT
US
N
2
2027-03-01
Fixed
3.88000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467Y9
1556000.00000000
PA
USD
1794193.18000000
0.214419380519
Long
DBT
CORP
US
N
2
2026-09-08
Fixed
4.35000000
N
N
N
N
N
N
CYRUSONE LP/CYRUSONE FIN
N/A
CyrusOne LP / CyrusOne Finance Corp
23283PAR5
1275000.00000000
PA
USD
1327211.25000000
0.158611579408
Long
DBT
US
N
2
2029-11-15
Fixed
3.45000000
N
N
N
N
N
N
ARIZONA PUBLIC SERVICE
YG6VT0TPHRH4TFVAQV64
Arizona Public Service Co
040555CH5
1275000.00000000
PA
USD
1625706.32000000
0.194283952211
Long
DBT
CORP
US
N
2
2035-09-01
Fixed
5.50000000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
Orange SA
35177PAX5
895000.00000000
PA
USD
1253511.89000000
0.149803959754
Long
DBT
CORP
FR
N
2
2042-01-13
Fixed
5.38000000
N
N
N
N
N
N
NUCOR CORP
549300GGJCRSI2TIEJ46
Nucor Corp
670346AR6
1575000.00000000
PA
USD
1631009.91000000
0.194917770517
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36181LUW6
1103470.50000000
PA
USD
1214807.51000000
0.145178499533
Long
ABS-MBS
USGA
US
N
2
2043-08-20
Fixed
4.00000000
N
N
N
N
N
N
ELFI Graduate Loan Program 2018-A LLC
N/A
ELFI Graduate Loan Program 2020-A LLC
26857LAA0
3000000.00000000
PA
USD
3010320.00000000
0.359755547374
Long
ABS-O
CORP
US
N
2
2045-08-25
Fixed
1.73000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BH8
400000.00000000
PA
USD
491546.66000000
0.058743468378
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6.38000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAC8
3575000.00000000
PA
USD
3518914.11000000
0.420536312354
Long
DBT
CORP
US
N
2
2050-04-05
Fixed
3.58000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-4
35563PMT3
2066774.66000000
PA
USD
2300348.10000000
0.274908644219
Long
ABS-MBS
CORP
US
N
2
2059-02-25
Fixed
4.00000000
N
N
N
N
N
N
DAYTON POWER & LIGHT CO/
1ELKY8G44MKGCQWG6864
Dayton Power & Light Co/The
240019BV0
1025000.00000000
PA
USD
1101114.54000000
0.131591347119
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
3.95000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132DVK20
4094167.95000000
PA
USD
4442364.45000000
0.530895471028
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FPDG1
0.00000000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140K3XD9
3191001.34000000
PA
USD
3329436.58000000
0.397892343434
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
2.50000000
N
N
N
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
GE Capital International Funding Co Unlimited Co
36164QNA2
6160000.00000000
PA
USD
6263200.33000000
0.748498851629
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.42000000
N
N
N
N
N
N
WRKCo Inc
549300JEB576INN13W07
WRKCo Inc
96145DAF2
1825000.00000000
PA
USD
2017449.95000000
0.241100218934
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202F3N4
331776.13000000
PA
USD
365687.51000000
0.043702367299
Long
ABS-MBS
USGA
US
N
2
2042-02-20
Fixed
4.00000000
N
N
N
N
N
N
TICP CLO Ltd
N/A
TICP CLO XV Ltd
87250RAA2
2000000.00000000
PA
USD
1957698.00000000
0.233959418129
Long
ABS-CBDO
CORP
KY
N
2
2033-04-20
Floating
2.92000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36178STM0
174353.83000000
PA
USD
188835.03000000
0.022567185409
Long
ABS-MBS
USGA
US
N
2
2045-07-15
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
31346YVC4
3776168.44000000
PA
USD
4033596.38000000
0.482044657569
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.50000000
N
N
N
N
N
N
Galaxy CLO Ltd
549300MJK1HWQWCLYA68
Galaxy XV CLO Ltd
36318WAE0
1750000.00000000
PA
USD
1711668.00000000
0.204557009973
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
2.42000000
N
N
N
N
N
N
Westcott Park Clo Ltd
549300SXZQ1LGMMQ5793
Westcott Park CLO Ltd
95753TAE5
1850000.00000000
PA
USD
1829428.00000000
0.218630202610
Long
ABS-CBDO
CORP
KY
N
2
2028-07-20
Variable
2.35000000
N
N
N
N
N
N
Toyota Auto Loan Extended Note Trust 2020-1
549300XP7ILZSI1BWP36
Toyota Auto Loan Extended Note Trust 2020-1
89237JAA4
3250000.00000000
PA
USD
3298706.78000000
0.394219904617
Long
ABS-O
CORP
US
N
2
2033-05-25
Fixed
1.35000000
N
N
N
N
N
N
NIKE INC
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106AL7
1500000.00000000
PA
USD
1678841.01000000
0.200633941410
Long
DBT
CORP
US
N
2
2040-03-27
Fixed
3.25000000
N
N
N
N
N
N
TEXAS EASTERN TRANSMISSI
549300SIOULUXXIDGA69
Texas Eastern Transmission LP
882384AC4
2350000.00000000
PA
USD
2391745.05000000
0.285831257023
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
2.80000000
N
N
N
N
N
N
COLONY MORTGAGE CAPITAL LTD
N/A
CLNY Trust 2019-IKPR
12564NAG7
6000000.00000000
PA
USD
5248849.20000000
0.627276374947
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
1.66000000
N
N
N
N
N
N
Psmc 2018-1 Trust
N/A
PSMC 2018-3 Trust
69374JAM3
2200000.00000000
PA
USD
2279972.64000000
0.272473625761
Long
ABS-MBS
CORP
US
N
2
2048-08-25
Variable
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZU7
1925000.00000000
PA
USD
1929060.56000000
0.230537031837
Long
DBT
UST
US
N
2
2023-06-15
Fixed
0.25000000
N
N
N
N
N
N
VEREIT OPERATING PARTNER
5493005TQOUJE1LCS698
VEREIT Operating Partnership LP
92340LAC3
4870000.00000000
PA
USD
5068154.36000000
0.605682002564
Long
DBT
US
N
2
2027-08-15
Fixed
3.95000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NQ50
317183.58000000
PA
USD
347743.24000000
0.041557894061
Long
ABS-MBS
USGA
US
N
2
2043-10-20
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-2
35563PKG3
3141225.26000000
PA
USD
3423096.51000000
0.409085399117
Long
ABS-MBS
USGSE
US
N
2
2058-08-25
Fixed
3.50000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAA2
3275000.00000000
PA
USD
3289221.69000000
0.393086366074
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.72000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RNX3
94037.21000000
PA
USD
101852.62000000
0.012172142848
Long
ABS-MBS
USGA
US
N
2
2045-09-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36182LDS3
280427.63000000
PA
USD
303495.46000000
0.036269956462
Long
ABS-MBS
USGA
US
N
2
2044-07-15
Fixed
4.00000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G0V75
2525000.00000000
PA
USD
2665736.56000000
0.318575272828
Long
DBT
USGSE
US
N
2
2024-07-02
Fixed
1.75000000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust 2017-4
N/A
Seasoned Credit Risk Transfer Trust 2017-4
35563PCS6
1123967.53000000
PA
USD
1262507.66000000
0.150879020930
Long
ABS-MBS
USGSE
US
N
2
2057-06-25
Fixed
4.50000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300B54XJTQC6DWJ15
Magnetite VII Ltd
55951PBA4
470000.00000000
PA
USD
460972.71000000
0.055089654791
Long
ABS-CBDO
CORP
KY
N
2
2028-01-15
Floating
2.02000000
N
N
N
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
Diageo Capital PLC
25243YBE8
1150000.00000000
PA
USD
1192418.19000000
0.142502809881
Long
DBT
CORP
GB
N
2
2032-04-29
Fixed
2.13000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BW5
2000000.00000000
PA
USD
2878228.74000000
0.343969662968
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
5.30000000
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
Stryker Corp
863667AZ4
850000.00000000
PA
USD
852285.04000000
0.101854377967
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.90000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DL1
2325000.00000000
PA
USD
2778250.68000000
0.332021543931
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac - SLST
N/A
Seasoned Loans Structured Transaction Series 2019-1
35564CBB2
3744577.48000000
PA
USD
4074104.04000000
0.486885623113
Long
ABS-MBS
USGSE
US
N
2
2029-05-25
Fixed
3.50000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BE1
4225000.00000000
PA
USD
4509071.42000000
0.538867448262
Long
DBT
CORP
US
N
2
2025-05-13
Fixed
3.35000000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473QBD4
1125000.00000000
PA
USD
1526110.41000000
0.182381502931
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
5.65000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128LXFL9
4291.10000000
PA
USD
4775.26000000
0.000570678956
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
6.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CH6
1925000.00000000
PA
USD
1961542.43000000
0.234418856003
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.10000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3133A3BJ6
2382815.61000000
PA
USD
2605488.11000000
0.311375136593
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.50000000
N
N
N
N
N
N
Chase Funding Mortgage Loan Asset-Backed CTFS
N/A
Chase Funding Trust Series 2002-2
161551FS0
74786.64000000
PA
USD
76133.34000000
0.009098498300
Long
ABS-O
CORP
US
N
2
2032-04-25
Variable
6.33000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140H1V98
0.00000000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
N
San Antonio Water System
549300S7VENCVRZAA322
SAN ANTONIO TX WTR REVENUE
79642BHT3
2000000.00000000
PA
USD
2418560.00000000
0.289035842255
Long
DBT
MUN
US
N
2
2029-05-15
Fixed
5.50000000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BM1
800000.00000000
PA
USD
815957.14000000
0.097512924717
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.25000000
N
N
N
N
N
N
Voya CLO Ltd
549300KSCKXTOBY0IP86
Voya CLO 2019-1 Ltd
92917NAJ7
1500000.00000000
PA
USD
1454418.00000000
0.173813728673
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
2.28000000
N
N
N
N
N
N
AMERICAN CAMPUS CMNTYS
RDKVCX5HITZ2GPIR7153
American Campus Communities Operating Partnership LP
024836AE8
3000000.00000000
PA
USD
3076495.98000000
0.367664067368
Long
DBT
US
N
2
2026-07-15
Fixed
3.30000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H030674
3250000.00000000
PA
USD
3443349.59000000
0.411505792258
Long
ABS-MBS
USGA
US
N
2
2050-07-21
Fixed
3.00000000
N
N
N
N
N
N
Shackleton CLO LTD
N/A
Shackleton 2019-XIV Clo Ltd
81880XAA0
2000000.00000000
PA
USD
1955410.00000000
0.233685985175
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
2.37000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8T60
2357989.83000000
PA
USD
2558212.76000000
0.305725381944
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.00000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AJ0
2605312.50000000
PA
USD
2688656.45000000
0.321314369526
Long
ABS-O
CORP
US
N
2
2049-05-20
Fixed
3.79000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-2
35563PKL2
2200352.58000000
PA
USD
2446096.32000000
0.292326636547
Long
ABS-MBS
USGSE
US
N
2
2058-08-25
Fixed
4.00000000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAK1
1250000.00000000
PA
USD
1739334.54000000
0.207863366520
Long
DBT
CORP
US
N
2
2049-01-25
Fixed
5.58000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300Z5ZNFT7IECFZ07
Neuberger Berman CLO XIV Ltd
64129JBE9
1500000.00000000
PA
USD
1473091.50000000
0.176045350300
Long
ABS-CBDO
CORP
KY
N
2
2030-01-28
Floating
1.92000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
ANGGYXNX0JLX3X63JN86
Credit Suisse AG/New York NY
22550L2C4
3000000.00000000
PA
USD
3257297.13000000
0.389271144584
Long
DBT
CORP
CH
N
2
2025-04-09
Fixed
2.95000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBC6
2600000.00000000
PA
USD
3097645.93000000
0.370191643121
Long
DBT
CORP
US
N
2
2045-02-15
Fixed
5.10000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QGD7
303878.34000000
PA
USD
331385.62000000
0.039603037256
Long
ABS-MBS
USGA
US
N
2
2044-06-20
Fixed
4.00000000
N
N
N
N
N
N
Palmer Square CLO Ltd
549300UP5H2PFBIITY41
Palmer Square CLO 2014-1 Ltd
69688XAS0
750000.00000000
PA
USD
737662.50000000
0.088156135050
Long
ABS-CBDO
CORP
KY
N
2
2031-01-17
Floating
2.26000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
Capital Automotive LLC
12479RAD9
2070283.09000000
PA
USD
2072100.18000000
0.247631326394
Long
ABS-O
CORP
US
N
2
2047-04-15
Fixed
3.87000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZQ6
10683000.00000000
PA
USD
10653371.34000000
1.273156819809
Long
DBT
UST
US
N
2
2030-05-15
Fixed
0.63000000
N
N
N
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
Kimco Realty Corp
49446RAS8
975000.00000000
PA
USD
1041322.96000000
0.124445810235
Long
DBT
US
N
2
2027-04-01
Fixed
3.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9W49
6104404.06000000
PA
USD
6718211.96000000
0.802876113187
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
4.00000000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887CC4
2300000.00000000
PA
USD
2761400.29000000
0.330007797459
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
4.85000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAW1
2750000.00000000
PA
USD
2878036.43000000
0.343946680498
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
3.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468P7
2675000.00000000
PA
USD
3055850.10000000
0.365196731716
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.62000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CY9
1975000.00000000
PA
USD
2202184.13000000
0.263177322380
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844AX6
1400000.00000000
PA
USD
1793970.60000000
0.214392780560
Long
DBT
CORP
US
N
2
2029-05-17
Fixed
5.64000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFU8
1570000.00000000
PA
USD
1807453.87000000
0.216004131240
Long
DBT
CORP
US
N
2
2026-03-03
Fixed
4.45000000
N
N
N
N
N
N
Voya CLO Ltd
549300KSCKXTOBY0IP86
Voya CLO 2019-1 Ltd
92917NAL2
2000000.00000000
PA
USD
1880384.00000000
0.224719822209
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
2.77000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2020-2 Mortgage Loan Trust
19688JAA5
741583.16000000
PA
USD
742302.94000000
0.088710702017
Long
ABS-MBS
CORP
US
N
2
2065-03-25
Variable
1.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413FHQ8
4758.51000000
PA
USD
5455.50000000
0.000651972676
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
6.50000000
N
N
N
N
N
N
Sumitomo Mitsui Banking
5U0XI89JRFVHWIBS4F54
Sumitomo Mitsui Banking Corp
865622AW4
2500000.00000000
PA
USD
2609706.23000000
0.311879233191
Long
DBT
CORP
JP
N
2
2022-07-18
Fixed
3.20000000
N
N
N
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
Evergy Inc
391164AE0
385000.00000000
PA
USD
395581.34000000
0.047274901506
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
4.85000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NTD0
940413.73000000
PA
USD
1016692.78000000
0.121502321208
Long
ABS-MBS
USGA
US
N
2
2043-11-20
Fixed
3.50000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
N/A
Federal Farm Credit Banks Funding Corp
3133ELB78
3250000.00000000
PA
USD
3250498.32000000
0.388458636408
Long
DBT
USGSE
US
N
2
2030-05-28
Fixed
1.57000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AERV4
3100000.00000000
PA
USD
3516164.49000000
0.420207712389
Long
DBT
USGSE
US
N
2
2025-09-12
Fixed
3.13000000
N
N
N
N
N
N
ARES CLO Ltd
6354004TAEXDOTEJZN31
Ares XXXVIII CLO Ltd
04015UAJ7
1500000.00000000
PA
USD
1428070.50000000
0.170665007181
Long
ABS-CBDO
CORP
KY
N
2
2030-04-20
Floating
2.54000000
N
N
N
N
N
N
NSTAR ELEC CO
N/A
NSTAR ELEC CO
67021JG14
12000000.00000000
PA
USD
12000000.00000000
1.434088923601
Long
STIV
CORP
US
N
2
2020-07-01
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JQZR7
2364447.05000000
PA
USD
2503252.72000000
0.299157249893
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.00000000
N
N
N
N
N
N
Cedar Funding Ltd
549300PPJP6KEORGHQ85
Cedar Funding IV CLO Ltd
150323AN3
2600000.00000000
PA
USD
2564468.40000000
0.306472977280
Long
ABS-CBDO
CORP
KY
N
2
2030-07-23
Floating
2.27000000
N
N
N
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599BM7
3000000.00000000
PA
USD
3147751.38000000
0.376179615692
Long
DBT
CORP
US
N
2
2047-05-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416BTX6
63439.50000000
PA
USD
66660.80000000
0.007966459576
Long
ABS-MBS
USGSE
US
N
2
2023-12-01
Fixed
5.00000000
N
N
N
N
N
N
Social Professional Loan Program LLC
N/A
Sofi Professional Loan Program 2019-A LLC
78471HAA6
448983.80000000
PA
USD
451910.86000000
0.054006696565
Long
ABS-O
CORP
US
N
2
2048-06-15
Fixed
3.18000000
N
N
N
N
N
N
OWENS CORNING
JO5M6676RDJIZ2U8X907
Owens Corning
690742AJ0
3378000.00000000
PA
USD
3680088.90000000
0.439797894113
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.95000000
N
N
N
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764BY5
2425000.00000000
PA
USD
2539601.47000000
0.303501194874
Long
DBT
CORP
US
N
2
2030-05-11
Fixed
2.24000000
N
N
N
N
N
N
Regatta VI Funding Ltd.
2549001NU08X5ZRD6A39
Regatta VI Funding Ltd
75887NAL3
2800000.00000000
PA
USD
2766167.60000000
0.330577526332
Long
ABS-CBDO
CORP
KY
N
2
2028-07-20
Floating
2.22000000
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
Stryker Corp
863667AY7
970000.00000000
PA
USD
976471.30000000
0.116695556295
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
1.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413Y7B1
6150.89000000
PA
USD
7334.06000000
0.000876474517
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
7.00000000
N
N
N
N
N
N
NewMarket Corp
54930082CG88ERDREQ47
NewMarket Corp
651587AF4
5536000.00000000
PA
USD
5885549.63000000
0.703366794474
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
4.10000000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition Corp
N/A
JP Morgan Mortgage Acquisition Trust 2007-CH2
46630MAD4
594089.12000000
PA
USD
421417.00000000
0.050362454326
Long
ABS-O
CORP
US
N
2
2030-10-25
Variable
4.63000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2020-2
81748KAA0
4258862.99000000
PA
USD
4378802.79000000
0.523299381647
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Variable
3.50000000
N
N
N
N
N
N
Republic of Poland
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
857524AB8
350000.00000000
PA
USD
375375.00000000
0.044860094141
Long
DBT
NUSS
PL
N
2
2022-03-23
Fixed
5.00000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBC2
8270000.00000000
PA
USD
8104646.39000000
0.968565301467
Long
DBT
CORP
JP
N
2
2024-05-25
Floating
0.99000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FCTD0
2170425.45000000
PA
USD
2295715.71000000
0.274355039287
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.00000000
N
N
N
N
N
N
ELFI Graduate Loan Program
N/A
ELFI Graduate Loan Program 2019-A LLC
26857EAA6
2061061.71000000
PA
USD
2112337.63000000
0.252439999840
Long
ABS-O
CORP
US
N
2
2044-03-25
Fixed
2.54000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300Z5ZNFT7IECFZ07
Neuberger Berman CLO XIV Ltd
64129JBG4
1000000.00000000
PA
USD
968063.00000000
0.115690702137
Long
ABS-CBDO
CORP
KY
N
2
2030-01-28
Floating
2.39000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
549300LCO2FLSSVFFR64
RBC CAPITAL MARKETS TRIPARTY A REPO
000000000
2472000.00000000
PA
USD
2472000.00000000
0.295422318261
Long
RA
CORP
US
N
2
Repurchase
Y
0.07000000
2020-07-01
2191600.00000000
USD
2521492.18000000
USD
UST
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2018-2 Receivables Funding LLC
82653DAA7
508070.74000000
PA
USD
516317.80000000
0.061703803169
Long
ABS-O
CORP
US
N
2
2035-06-20
Fixed
3.50000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBG4
1750000.00000000
PA
USD
1736127.30000000
0.207480077574
Long
DBT
CORP
US
N
2
2021-09-09
Floating
1.21000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
N/A
Federal Farm Credit Banks Funding Corp
3133ELL93
4100000.00000000
PA
USD
4098816.37000000
0.489838929674
Long
DBT
USGSE
US
N
2
2024-06-17
Fixed
0.71000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCV4
3250000.00000000
PA
USD
4019239.71000000
0.480328929117
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
4.27000000
N
N
N
N
N
N
EMERSON ELECTRIC CO
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011BL7
1600000.00000000
PA
USD
1655099.36000000
0.197796638303
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.80000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2019-4 Mortgage Loan Trust
196860AA8
2299199.05000000
PA
USD
2321675.56000000
0.277457433732
Long
ABS-MBS
CORP
US
N
2
2049-11-25
Fixed
2.58000000
N
N
N
N
N
N
Cedar Funding Ltd
549300PTCF9P2JDL1E69
Cedar Funding VIII Clo Ltd
15032EAA7
1250000.00000000
PA
USD
1227497.50000000
0.146695047374
Long
ABS-CBDO
CORP
KY
N
2
2030-10-17
Floating
2.38000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AQ1
4000000.00000000
PA
USD
4051192.00000000
0.484147464548
Long
DBT
CORP
CH
N
2
2026-06-05
Fixed
2.19000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
312943G23
332388.80000000
PA
USD
361361.00000000
0.043185317293
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416CFC5
140064.91000000
PA
USD
152975.35000000
0.018281687918
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31294L6W8
44131.26000000
PA
USD
46413.08000000
0.005546706994
Long
ABS-MBS
USGSE
US
N
2
2025-03-01
Fixed
5.00000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB4 LP
12510HAA8
982474.42000000
PA
USD
988459.85000000
0.118128276859
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
2.69000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2019-IMC
05608BAA8
800000.00000000
PA
USD
768279.60000000
0.091815105382
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Floating
1.18000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2018-A
43284BAA0
1265564.86000000
PA
USD
1289143.98000000
0.154062258553
Long
ABS-O
CORP
US
N
2
2032-02-25
Fixed
3.54000000
N
N
N
N
N
N
Social Professional Loan Program LLC
N/A
Sofi Professional Loan Program 2019-C LLC
83401CAB0
1250000.00000000
PA
USD
1276000.38000000
0.152491500955
Long
ABS-O
CORP
US
N
2
2048-11-16
Fixed
2.37000000
N
N
N
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust 2020-1
24703NAB5
1900000.00000000
PA
USD
1932508.43000000
0.230949077852
Long
ABS-O
CORP
US
N
2
2022-06-22
Fixed
2.26000000
N
N
N
N
N
N
VULCAN MATERIALS CO
549300Q8LSNHAVWBNI21
Vulcan Materials Co
929160AZ2
800000.00000000
PA
USD
871462.89000000
0.104146273156
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KJ9
1500000.00000000
PA
USD
1713069.56000000
0.204724506779
Long
DBT
CORP
US
N
2
2026-03-09
Fixed
4.60000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2019-3 Ltd
69689LAC0
3000000.00000000
PA
USD
2941065.00000000
0.351479061674
Long
ABS-CBDO
CORP
KY
N
2
2027-08-20
Floating
1.98000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
N/A
Federal Farm Credit Banks Funding Corp
3133ELYB4
4000000.00000000
PA
USD
4000593.12000000
0.478100523435
Long
DBT
USGSE
US
N
2
2026-10-30
Fixed
1.25000000
N
N
N
N
N
N
NETAPP INC
QTX3D84DZDD5JYOCYH15
NetApp Inc
64110DAL8
875000.00000000
PA
USD
887468.75000000
0.106059092034
Long
DBT
CORP
US
N
2
2025-06-22
Fixed
1.88000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBB4
1375000.00000000
PA
USD
1367064.88000000
0.163374383521
Long
DBT
CORP
JP
N
2
2023-09-13
Floating
1.16000000
N
N
N
N
N
N
CARPENTER TECHNOLOGY
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp
144285AK9
1825000.00000000
PA
USD
1806476.36000000
0.215887311552
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
4.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140K8SN2
3782309.71000000
PA
USD
3986264.67000000
0.476388167482
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
N/A
Federal Farm Credit Banks Funding Corp
3133ELHN7
3800000.00000000
PA
USD
4152345.69000000
0.496236080082
Long
DBT
USGSE
US
N
2
2028-01-21
Fixed
2.03000000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BL3
875000.00000000
PA
USD
901161.67000000
0.107695497443
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
2.40000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABJ3
6540000.00000000
PA
USD
6563020.80000000
0.784329619553
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.55000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
313381FD2
3000000.00000000
PA
USD
3362427.72000000
0.401835029138
Long
DBT
USGSE
US
N
2
2027-12-10
Fixed
2.50000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G03U5
5600000.00000000
PA
USD
5645361.90000000
0.674662580876
Long
DBT
USGSE
US
N
2
2025-04-22
Fixed
0.63000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT SEP20 XCBT 20200921
000000000
-234.00000000
NC
USD
-191231.50000000
-0.02285358133
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US 10 Year Ultra Bond
UXYU0 Comdty
2020-09-21
-36660112.25000000
USD
-191231.50000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT SEP20 XCBT 20200921
000000000
74.00000000
NC
USD
-162884.21000000
-0.01946587011
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury Ultra Long Bond
WNU0 Comdty
2020-09-21
16306446.71000000
USD
-162884.21000000
N
N
N
Social Professional Loan Program LLC
N/A
Sofi Professional Loan Program 2018-D Trust
83401AAA6
168380.68000000
PA
USD
169539.49000000
0.020261225393
Long
ABS-O
CORP
US
N
2
2048-02-25
Fixed
3.12000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130A2UW4
3500000.00000000
PA
USD
3864542.54000000
0.461841470950
Long
DBT
USGSE
US
N
2
2024-09-13
Fixed
2.88000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DJ6
2450000.00000000
PA
USD
2822660.34000000
0.337328827390
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.75000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CP3
3875000.00000000
PA
USD
4273734.83000000
0.510742981842
Long
DBT
CORP
US
N
2
2024-01-16
Fixed
4.30000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2020-GC46
17328RAZ2
3750000.00000000
PA
USD
4044926.63000000
0.483398706405
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Fixed
2.72000000
N
N
N
N
N
N
FIRSTENERGY TRANSMISSION
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAB5
3455000.00000000
PA
USD
3907491.71000000
0.466974215031
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
4.35000000
N
N
N
N
N
N
Texas Transportation Commission State Highway Fund
N/A
TEXAS ST TRANSPRTN COMMISSIONST HIGHWAY FUND REVENUE
88283LHU3
2150000.00000000
PA
USD
2758600.50000000
0.329673201807
Long
DBT
MUN
US
N
2
2030-04-01
Fixed
5.18000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-1
46650HAL2
1108677.19000000
PA
USD
1105958.05000000
0.132170182456
Long
ABS-MBS
CORP
US
N
2
2049-05-25
Floating
1.13000000
N
N
N
N
N
N
AIR PRODUCTS & CHEMICALS
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals Inc
009158BC9
1750000.00000000
PA
USD
1836804.22000000
0.219511715560
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.05000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJD2
3750000.00000000
PA
USD
3759757.91000000
0.449318931179
Long
DBT
CORP
US
N
2
2026-06-19
Fixed
1.32000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SL3
35590000.00000000
PA
USD
40758891.58000000
4.870989579430
Long
DBT
UST
US
N
2
2050-02-15
Fixed
2.00000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-WEST Trust
12655QAA3
5000000.00000000
PA
USD
4655431.00000000
0.556358502641
Long
ABS-MBS
CORP
US
N
2
2035-02-15
Fixed
3.04000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QL66
271795.56000000
PA
USD
296230.62000000
0.035401754247
Long
ABS-MBS
USGA
US
N
2
2044-08-20
Fixed
4.00000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G0X24
625000.00000000
PA
USD
658458.31000000
0.078690647418
Long
DBT
USGSE
US
N
2
2025-01-07
Fixed
1.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RZT9
513150.96000000
PA
USD
553217.34000000
0.066113571636
Long
ABS-MBS
USGA
US
N
2
2046-02-20
Fixed
3.50000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBS7
1600000.00000000
PA
USD
1939470.70000000
0.231781120710
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.25000000
N
N
N
N
N
N
Wind River CLO Ltd
N/A
THL Credit Wind River 2017-4 Clo Ltd
87249LAC5
2243000.00000000
PA
USD
2195493.26000000
0.262377713834
Long
ABS-CBDO
CORP
KY
N
2
2030-11-20
Floating
1.53000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EN4H9
1039548.46000000
PA
USD
1156955.41000000
0.138264744881
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
4.50000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAK0
1575000.00000000
PA
USD
1585336.13000000
0.189459415351
Long
DBT
CORP
US
N
2
2023-07-02
Fixed
1.95000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36295WJE8
236775.19000000
PA
USD
264035.75000000
0.031554228709
Long
ABS-MBS
USGA
US
N
2
2040-06-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X3CP1
4035546.31000000
PA
USD
4269260.01000000
0.510208207693
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAC2
825000.00000000
PA
USD
891538.64000000
0.106545474048
Long
DBT
CORP
CA
N
2
2024-03-15
Fixed
3.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EMVC2
217328.54000000
PA
USD
241876.49000000
0.028906032932
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
4.50000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397WW9
1800000.00000000
PA
USD
1696878.00000000
0.202789495375
Long
DBT
CORP
US
N
2
2024-09-08
Fixed
3.66000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MMHY2
3526.34000000
PA
USD
3722.85000000
0.000444908162
Long
ABS-MBS
USGSE
US
N
2
2023-04-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SQW0
859337.42000000
PA
USD
919073.61000000
0.109836107006
Long
ABS-MBS
USGA
US
N
2
2046-11-20
Fixed
3.50000000
N
N
N
N
N
N
ENRGY TRANS PT/REG FIN
N/A
Energy Transfer Partners LP / Regency Energy Finance Corp
75886AAL2
4800000.00000000
PA
USD
5064833.71000000
0.605285160282
Long
DBT
CORP
US
N
2
2022-03-01
Fixed
5.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RBX6
664507.24000000
PA
USD
711340.33000000
0.085010440680
Long
ABS-MBS
USGA
US
N
2
2045-04-20
Fixed
3.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CQ6
3600000.00000000
PA
USD
3312696.85000000
0.395891821652
Long
DBT
CORP
US
N
2
2022-08-15
Floating
1.84000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X53X9
2474537.93000000
PA
USD
2608824.50000000
0.311773859922
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AEB74
4000000.00000000
PA
USD
4605714.88000000
0.550417057889
Long
DBT
USGSE
US
N
2
2025-12-12
Fixed
3.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RBY4
191917.52000000
PA
USD
208900.43000000
0.024965149399
Long
ABS-MBS
USGA
US
N
2
2045-04-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WGTN4
89320.98000000
PA
USD
96664.78000000
0.011552157525
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
4.50000000
N
N
N
N
N
N
Benefit Street Partners CLO Ltd
N/A
Benefit Street Partners CLO XVIII Ltd
08186PAA1
1000000.00000000
PA
USD
977813.00000000
0.116855899387
Long
ABS-CBDO
CORP
KY
N
2
2032-10-15
Floating
2.56000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TGT6
3765000.00000000
PA
USD
3902539.63000000
0.466382404774
Long
DBT
CORP
US
N
2
2025-02-13
Fixed
1.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8SK0
1378592.01000000
PA
USD
1458520.03000000
0.174303951656
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJZT0
197482.49000000
PA
USD
214611.91000000
0.025647713583
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9QR5
3814212.78000000
PA
USD
4046320.29000000
0.483565259102
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132LBGX2
3471769.94000000
PA
USD
3696302.60000000
0.441735551411
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
3.50000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAU5
1700000.00000000
PA
USD
1756460.59000000
0.209910056405
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
2.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36297KZU8
777160.88000000
PA
USD
866561.59000000
0.103560531486
Long
ABS-MBS
USGA
US
N
2
2039-06-15
Fixed
4.50000000
N
N
N
N
N
N
NIAGARA MOHAWK POWER
3T97Y9RR5EN5Y18QHB56
Niagara Mohawk Power Corp
65364UAP1
1850000.00000000
PA
USD
1904583.07000000
0.227611790397
Long
DBT
CORP
US
N
2
2050-06-27
Fixed
3.03000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AQ3
3750000.00000000
PA
USD
4531102.20000000
0.541500289727
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
4.75000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCW4
2750000.00000000
PA
USD
2938969.52000000
0.351228636286
Long
DBT
CORP
US
N
2
2023-03-20
Fixed
5.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8PW7
1160983.04000000
PA
USD
1228183.95000000
0.146777083236
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
3.00000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BT5
2500000.00000000
PA
USD
2588942.33000000
0.309397793274
Long
DBT
CORP
US
N
2
2022-06-06
Fixed
2.89000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
5493006JG853WBZS5J73
Neuberger Berman Loan Advisers CLO 37 Ltd
64133GAA8
2000000.00000000
PA
USD
2000000.00000000
0.239014820600
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
1.92000000
N
N
N
N
N
N
TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AME
54930043TEPI4UKGHU90
Tiaa Clo III Ltd
87272HAA8
2400000.00000000
PA
USD
2310180.00000000
0.276083629127
Long
ABS-CBDO
CORP
KY
N
2
2031-01-16
Floating
2.33000000
N
N
N
N
N
N
ALBEMARLE CORP
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012653AB7
2500000.00000000
PA
USD
2402375.00000000
0.287101614819
Long
DBT
CORP
US
N
2
2022-11-15
Floating
1.44000000
N
N
N
N
N
N
ELARA HGV TIMESHARE ISSUER
N/A
Elara HGV Timeshare Issuer 2017-A LLC
28416DAA8
427286.84000000
PA
USD
427016.37000000
0.051031620534
Long
ABS-O
CORP
US
N
2
2030-03-25
Fixed
2.69000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) SEP20 XCBT 20200930
000000000
287.00000000
NC
USD
66786.63000000
0.007981497193
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
5 Year US Treasury Note
FVU0 Comdty
2020-09-30
36021221.33000000
USD
66786.63000000
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NLD8
968974.73000000
PA
USD
1050917.70000000
0.125592452765
Long
ABS-MBS
USGA
US
N
2
2043-08-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ARH56
140413.24000000
PA
USD
153881.67000000
0.018389999874
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SUV7
735854.36000000
PA
USD
782592.77000000
0.093525635262
Long
ABS-MBS
USGA
US
N
2
2047-01-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GSRE4
1596146.49000000
PA
USD
1690692.25000000
0.202050252412
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
3.50000000
N
N
N
N
N
N
Appalachian Power Co
3SCHO1ABYYIG382BEI70
Appalachian Power Co
037735CG0
1750000.00000000
PA
USD
2274779.68000000
0.271853028560
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.38000000
N
N
N
N
N
N
Telefonica Emisiones SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAU7
750000.00000000
PA
USD
934145.62000000
0.111637323889
Long
DBT
CORP
ES
N
2
2047-03-08
Fixed
5.21000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2019-3 Mortgage Loan Trust
19688CAA0
778892.61000000
PA
USD
788178.57000000
0.094193179754
Long
ABS-MBS
CORP
US
N
2
2049-08-25
Variable
2.76000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCL3
3000000.00000000
PA
USD
3814937.01000000
0.455913242523
Long
DBT
CORP
US
N
2
2038-10-15
Fixed
4.60000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAJ1
1250000.00000000
PA
USD
1280368.66000000
0.153013542786
Long
DBT
CORP
NO
N
2
2026-01-22
Fixed
1.75000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
313382GT4
1900000.00000000
PA
USD
2208564.10000000
0.263939776072
Long
DBT
USGSE
US
N
2
2028-03-10
Fixed
3.00000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBU2
2575000.00000000
PA
USD
2800694.35000000
0.334703728810
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.95000000
N
N
N
N
N
N
Morgan Stanley Mortgage Loan Trust
N/A
Morgan Stanley Mortgage Loan Trust 2006-17XS
61751DAE4
932980.69000000
PA
USD
394931.19000000
0.047197203763
Long
ABS-MBS
CORP
US
N
2
2046-10-25
Variable
5.65000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SNV5
738947.68000000
PA
USD
791766.76000000
0.094621995049
Long
ABS-MBS
USGA
US
N
2
2046-10-20
Fixed
3.50000000
N
N
N
N
N
N
2020-07-17
MAINSTAY VP FUNDS TRUST
Jack Benintende
Jack Benintende
Treasurer