0001752724-20-166880.txt : 20200824
0001752724-20-166880.hdr.sgml : 20200824
20200824141837
ACCESSION NUMBER: 0001752724-20-166880
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: 201126826
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
S000031904
MainStay VP MacKay Unconstrained Bond Portfolio
C000099347
Initial Class
C000099348
Service Class
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000887340
XXXXXXXX
S000031904
C000099347
C000099348
MAINSTAY VP FUNDS TRUST
811-03833-01
0000887340
549300AG6K4RXYNOVN04
51 MADISON AVE
NEW YORK
10010
212-576-7000
MainStay VP MacKay Unconstrained Bond Portfolio
S000031904
6C5519UGH7WX3W03CU84
2020-12-31
2020-06-30
N
943096962.42
21006406.49
922090555.93
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
2971140.85000000
0.00000000
0.00000000
15552704.90000000
USD
N
MainStay US Government Liquidity Fund
549300Y3ZLEL13IJCK58
MainStay US Government Liquidity Fund
56064L488
21743253.62000000
NS
USD
21743253.62000000
2.358038858566
Long
STIV
RF
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HB0
2710000.00000000
PA
USD
3213568.65000000
0.348509008072
Long
DBT
CORP
US
N
2
2025-09-13
Fixed
5.50000000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABC5
5755000.00000000
PA
USD
6621931.65000000
0.718143311132
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.13000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Corp
46649XAA5
3043000.00000000
PA
USD
3223953.21000000
0.349635205486
Long
ABS-MBS
CORP
US
N
2
2031-07-05
Fixed
4.13000000
N
N
N
N
N
N
SPECTRA ENERGY PARTNERS
2HKVXE7U4NF5B6UGSU72
Spectra Energy Partners LP
84756NAD1
818000.00000000
PA
USD
913632.06000000
0.099082682728
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
4.75000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746SH5
1640000.00000000
PA
USD
1787219.29000000
0.193822534945
Long
DBT
CORP
US
N
2
2026-10-23
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136B9BV8
3435225.95000000
PA
USD
3751887.14000000
0.406889227513
Long
ABS-MBS
USGSE
US
N
2
2060-03-25
Fixed
3.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
63858SAA7
455000.00000000
PA
USD
581056.24000000
0.063015095021
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
8.57000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT SEP20 XCBT 20200921
000000000
-118.00000000
NC
USD
-49892.65000000
-0.00541081889
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury Ultra Long Bond
WNU0 Comdty
2020-09-21
-25692544.85000000
USD
-49892.65000000
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BC0
1735000.00000000
PA
USD
1858123.75000000
0.201512068207
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.30000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
67054KAA7
2870000.00000000
PA
USD
2992836.00000000
0.324570724724
Long
DBT
CORP
FR
N
2
2026-05-01
Fixed
7.38000000
N
N
N
N
N
N
UNITED AIR 2014-2 B PTT
N/A
United Airlines 2014-2 Class B Pass Through Trust
90932QAB2
1016534.17000000
PA
USD
896073.35000000
0.097178454354
Long
DBT
CORP
US
N
2
2022-09-03
Fixed
4.63000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703DAZ4
3695000.00000000
PA
USD
4077069.50000000
0.442155000263
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.90000000
N
N
N
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813BQ1
6085000.00000000
PA
USD
6680870.70000000
0.724535205033
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
2.60000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXG4
360000.00000000
PA
USD
377494.36000000
0.040938968257
Long
DBT
CORP
US
N
2
2030-02-07
Fixed
2.60000000
N
N
N
N
N
N
Prestige Brands, Inc.
549300JBVP4J6D42I235
Prestige Brands, Inc. Term Loan B4
74112CAT0
2049588.78000000
PA
USD
2013720.98000000
0.218386466171
Long
LON
CORP
US
N
2
2024-01-26
Variable
2.18000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2013-K33 Mortgage Trust
30265AAN4
3090000.00000000
PA
USD
3239901.15000000
0.351364747113
Long
ABS-MBS
USGSE
US
N
2
2046-08-25
Variable
3.61000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC40
36257HBP0
2699000.00000000
PA
USD
2986142.83000000
0.323844855670
Long
ABS-MBS
CORP
US
N
2
2052-07-10
Fixed
3.16000000
N
N
N
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
CommScope Inc
203372AL1
120000.00000000
PA
USD
120000.00000000
0.013013906196
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
5.00000000
N
N
N
N
N
N
Boyd Gaming Corp
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BM2
1000.00000000
PA
USD
950.00000000
0.000103026757
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
6.38000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2020-R02
20754WAB1
2010000.00000000
PA
USD
1902871.02000000
0.206364874660
Long
ABS-MBS
USGSE
US
N
2
2040-01-25
Floating
2.18000000
N
N
N
N
N
N
Hawaii Hotel Trust 2019-MAUI
N/A
Hawaii Hotel Trust 2019-MAUI
41975AAA0
2265000.00000000
PA
USD
2182974.84000000
0.236741914984
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Floating
1.33000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAY1
1130000.00000000
PA
USD
1344959.90000000
0.145859849810
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128285W6
35404513.20000000
PA
USD
40334852.59000000
4.374283233962
Long
DBT
UST
US
N
2
2029-01-15
Fixed
0.88000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AG6
1135000.00000000
PA
USD
1135000.00000000
0.123089862779
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.38000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAK6
1780000.00000000
PA
USD
1896093.34000000
0.205629840562
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.13000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397WF6
900000.00000000
PA
USD
882189.00000000
0.095672707450
Long
DBT
CORP
US
N
2
2022-09-20
Fixed
4.25000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RCU6
1420000.00000000
PA
USD
1424488.48000000
0.154484662145
Long
ABS-O
CORP
US
N
2
2024-03-20
Fixed
2.97000000
N
N
N
N
N
N
MACY'S INC
529900NZQ81TIOW3CW52
Macy's Inc
55616PAA2
2605000.00000000
PA
USD
2593251.45000000
0.281236092629
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
8.38000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903AP8
4205000.00000000
PA
USD
4173928.58000000
0.452659291775
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.75000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)SEP20 XCBT 20200921
000000000
-447.00000000
NC
USD
-286476.12000000
-0.03106811127
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
10 Year US Treasury Note
TYU0 Comdty
2020-09-21
-61923352.01000000
USD
-286476.12000000
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AM2
3300000.00000000
PA
USD
3355641.10000000
0.363916654217
Long
DBT
CORP
GB
N
2
2021-04-15
Fixed
4.13000000
N
N
N
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NAW8
3000000.00000000
PA
USD
3098220.00000000
0.335999537146
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
5.38000000
N
N
N
N
N
N
Grupo Televisa SAB
549300O4AF0C816ILN62
Grupo Televisa SAB
40049JBE6
1735000.00000000
PA
USD
2008863.14000000
0.217859637221
Long
DBT
CORP
MX
N
2
2049-05-24
Fixed
5.25000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XAW6
4000000.00000000
PA
USD
4078632.80000000
0.442324538926
Long
DBT
CORP
US
N
2
2022-04-10
Fixed
3.45000000
N
N
N
N
N
N
Host Hotels & Resorts LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts LP
44107TAU0
329000.00000000
PA
USD
335788.24000000
0.036415972145
Long
DBT
US
N
2
2023-10-15
Fixed
3.75000000
N
N
N
N
N
N
LKQ EURO HOLDINGS BV
549300J0BGI20W62GB49
LKQ European Holdings BV
000000000
2835000.00000000
PA
3231305.53000000
0.350432558843
Long
DBT
CORP
NL
N
2
2026-04-01
Fixed
3.63000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
3207.28000000
0.000347827008
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1206000.00000000
GBP
1497876.12000000
USD
2020-08-03
3207.28000000
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAG8
1125000.00000000
PA
USD
1083209.28000000
0.117473199680
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.15000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2017-GS7
36254CAV2
2990000.00000000
PA
USD
3337968.73000000
0.362000099505
Long
ABS-MBS
CORP
US
N
2
2050-08-10
Fixed
3.43000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAU9
2245000.00000000
PA
USD
2271850.20000000
0.246380378303
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
4.50000000
N
N
N
N
N
N
BRASKEM NETHERLANDS
N/A
Braskem Netherlands Finance BV
10554TAB1
1015000.00000000
PA
USD
949989.25000000
0.103025591563
Long
DBT
CORP
NL
N
2
2028-01-10
Fixed
4.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761JQK8
2125000.00000000
PA
USD
1912401.17000000
0.207398411978
Long
DBT
CORP
US
N
2
2019-10-15
Variable
4.83000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBP7
1224000.00000000
PA
USD
1262250.00000000
0.136890025809
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
5.88000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BDZ6
400000.00000000
PA
USD
452481.87000000
0.049071305100
Long
DBT
CORP
US
N
2
2026-01-27
Fixed
3.88000000
N
N
N
N
N
N
Capital One Multi-Asset Execution Trust
R42WS16M9R97TJJKGU15
Capital One Multi-Asset Execution Trust
14041NFV8
3780000.00000000
PA
USD
4030901.66000000
0.437148134104
Long
ABS-O
CORP
US
N
2
2028-08-15
Fixed
2.06000000
N
N
N
N
N
N
Lamar Media Corp
N/A
Lamar Media Corp
513075BE0
900000.00000000
PA
USD
904500.00000000
0.098092317959
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
5.00000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAS4
525000.00000000
PA
USD
559268.41000000
0.060652221888
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.25000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAF1
4355000.00000000
PA
USD
4468214.67000000
0.484574388194
Long
DBT
CORP
US
N
2
2021-04-01
Fixed
4.88000000
N
N
N
N
N
N
UAL 2007 PASS TRUST
N/A
UAL 2007-1 Pass Through Trust
909287AA2
1555844.67000000
PA
USD
1323592.22000000
0.143542541617
Long
DBT
CORP
US
N
2
2022-07-02
Fixed
6.64000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2019-BOCA
36256QAA5
5395000.00000000
PA
USD
5151865.15000000
0.558715748346
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
1.38000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JJ7
1605000.00000000
PA
USD
1551200.40000000
0.168226470819
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.50000000
N
N
N
N
N
Axalta Coating Systems US Holdings Inc.
549300NZ43V4QV4UGN28
Axalta Coating Systems US Holdings Inc. USD Term Loan B3
90347BAH1
3736928.17000000
PA
USD
3577331.44000000
0.387958798297
Long
LON
CORP
NL
N
2
2024-06-01
Variable
2.06000000
N
N
N
N
N
N
Ford Credit Floorplan Master Owner Trust
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust A
34528QFU3
1900000.00000000
PA
USD
1921447.20000000
0.208379446860
Long
ABS-O
CORP
US
N
2
2024-09-15
Fixed
2.48000000
N
N
N
N
N
N
Popular Inc
5493008CARDZMVQ3LO89
Popular Inc
733174AK2
1953000.00000000
PA
USD
1972530.00000000
0.213919336589
Long
DBT
CORP
PR
N
2
2023-09-14
Fixed
6.13000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAG6
5617000.00000000
PA
USD
5013172.50000000
0.543674638869
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.60000000
N
N
N
N
N
N
Eldorado Resorts Inc
5299000BKFWWVND5L441
Eldorado Resorts Inc
28470RAF9
517000.00000000
PA
USD
540782.00000000
0.058647385175
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
6.00000000
N
N
N
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group Inc
976657AH9
1860340.00000000
PA
USD
1469668.60000000
0.159384410842
Long
DBT
CORP
US
N
2
2067-05-15
Variable
2.50000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBU3
2020000.00000000
PA
USD
2405377.98000000
0.260861361666
Long
DBT
CORP
GB
N
2
2050-09-17
Fixed
4.25000000
N
N
N
N
N
N
VeriSign Inc
LMPL4N8ZOJRMF0KOF759
VeriSign Inc
92343EAF9
3670000.00000000
PA
USD
3692937.50000000
0.400496185136
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.63000000
N
N
N
N
N
N
Ford Credit Floorplan Master Owner Trust
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust A
34528PAK2
5250000.00000000
PA
USD
5634597.68000000
0.611067713877
Long
ABS-O
CORP
US
N
2
2030-11-15
Fixed
4.06000000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAW0
2250000.00000000
PA
USD
2502834.26000000
0.271430419052
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: BLDX32FV7 IRS USD R V 03MLIBOR SLDX32FV7_FLO CCPVANILLA / Short: BLDX32FV7 IRS USD P F 2.76200 SLDX32FV7_FIX CCPVANILLA
000000000
50000000.00000000
OU
Notional Amount
USD
-3477260.50000000
-0.37710618307
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
ICE Libor USD 3 Months
US0003M Index
Y
2023-03-29
0.00000000
USD
0.00000000
USD
50000000.00000000
USD
-3477260.50000000
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HQ7
3975000.00000000
PA
USD
3981916.50000000
0.431835731793
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
6.30000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0LJ6
1950000.00000000
PA
USD
1969538.81000000
0.213594944372
Long
ABS-MBS
USGSE
US
N
2
2029-03-25
Floating
3.98000000
N
N
N
N
N
N
First NLC Trust
N/A
First NLC Trust 2007-1
32115BAA8
68594.23000000
PA
USD
38092.53000000
0.004131105101
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Floating
0.25000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAK5
618000.00000000
PA
USD
648900.00000000
0.070372697760
Long
DBT
CORP
CA
N
2
2025-04-15
Fixed
5.75000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AJ5
2710000.00000000
PA
USD
3051865.93000000
0.330972474489
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
5.75000000
N
N
N
N
N
N
NYU HOSPITALS CENTER
N/A
NYU Langone Hospitals
62954RAA4
1880000.00000000
PA
USD
1814281.33000000
0.196757392029
Long
DBT
CORP
US
N
2
2055-07-01
Fixed
3.38000000
N
N
N
N
N
N
ON Semiconductor Corporation
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corporation 2019 Term Loan B
68218EAH7
1872001.56000000
PA
USD
1790101.49000000
0.194135107282
Long
LON
CORP
US
N
2
2026-09-19
Variable
2.18000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAH7
3550000.00000000
PA
USD
3710460.14000000
0.402396501746
Long
DBT
CORP
US
N
2
2022-04-05
Fixed
4.38000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BDQ6
6015000.00000000
PA
USD
6651245.53000000
0.721322378504
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
3.88000000
N
N
N
N
N
N
NMI HOLDINGS
529900KNNGFXJX1C3Z08
NMI Holdings Inc
629209AA5
870000.00000000
PA
USD
910350.60000000
0.098726810956
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
7.38000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2018-GW
12433UAA3
1955000.00000000
PA
USD
1852209.03000000
0.200870621446
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Floating
0.98000000
N
N
N
N
N
N
AMER AIRLN 15-2 A PASS T
N/A
American Airlines 2015-2 Class A Pass Through Trust
02377BAA4
405275.50000000
PA
USD
333621.05000000
0.036180942083
Long
DBT
CORP
US
N
2
2027-09-22
Fixed
4.00000000
N
N
N
N
N
N
WEIBO CORP
549300Q9ID4640FE0422
Weibo Corp
948596AD3
1625000.00000000
PA
USD
1680363.75000000
0.182234135160
Long
DBT
CORP
KY
N
2
2024-07-05
Fixed
3.50000000
N
N
N
N
N
N
TOLL BROS FINANCE CORP
N/A
Toll Brothers Finance Corp
88947EAK6
2475000.00000000
PA
USD
2577663.00000000
0.279545537412
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
5.88000000
N
N
N
N
N
N
Puget Energy Inc
SYBSJ96YIDMIUY7WDR33
Puget Energy Inc
745310AF9
585000.00000000
PA
USD
623503.20000000
0.067618434652
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
5.63000000
N
N
N
N
N
N
CONTL AIRLINES 2007-1
N/A
Continental Airlines 2007-1 Class A Pass Through Trust
21079NAA9
506960.78000000
PA
USD
475486.12000000
0.051566098030
Long
DBT
CORP
US
N
2
2022-04-19
Fixed
5.98000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BS9
620000.00000000
PA
USD
647900.00000000
0.070264248541
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
8.63000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAH3
4596000.00000000
PA
USD
4554636.00000000
0.493946713878
Long
DBT
NUSS
MX
N
2
2030-04-16
Fixed
3.25000000
N
N
N
N
N
N
CONTL AIRLINES 2005-ERJ1
N/A
Continental Airlines 2005-ERJ1 Pass Through Trust
210805DT1
29058.29000000
PA
USD
25601.57000000
0.002776470253
Long
DBT
CORP
US
N
2
2021-04-01
Fixed
9.80000000
N
N
N
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAB2
2165000.00000000
PA
USD
2254093.24000000
0.244454649871
Long
DBT
CORP
US
N
2
2022-03-08
Fixed
3.10000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: BLI52VNE9 IRS USD R V 03MLIBOR SLI52VNE9_FLO CCPVANILLA / Short: BLI52VNE9 IRS USD P F 2.79300 SLI52VNE9_FIX CCPVANILLA
000000000
50000000.00000000
OU
Notional Amount
USD
-3473616.00000000
-0.37671093990
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
ICE Libor USD 3 Months
US0003M Index
Y
2023-03-16
0.00000000
USD
0.00000000
USD
50000000.00000000
USD
-3473616.00000000
N
N
N
Dominos Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC
25755TAE0
1977937.50000000
PA
USD
2139495.44000000
0.232026608042
Long
ABS-O
CORP
US
N
2
2045-10-25
Fixed
4.47000000
N
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAN7
2750000.00000000
PA
USD
2585000.00000000
0.280341229326
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0JJ9
2121361.55000000
PA
USD
2225324.39000000
0.241334690577
Long
ABS-MBS
USGSE
US
N
2
2028-09-25
Floating
6.53000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DG7
6555000.00000000
PA
USD
2753100.00000000
0.298571542924
Long
DBT
CORP
US
N
2
2036-10-10
None
0.00000000
N
N
N
N
N
N
Telefonica Emisiones SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAP8
279000.00000000
PA
USD
287234.03000000
0.031150306025
Long
DBT
CORP
ES
N
2
2021-02-16
Fixed
5.46000000
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
1435000.00000000
PA
USD
1470875.00000000
0.159515243979
Long
DBT
CORP
XX
N
2
2030-01-15
Fixed
5.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2019-C53
95002BAD5
1005000.00000000
PA
USD
1093198.40000000
0.118556511935
Long
ABS-MBS
CORP
US
N
2
2052-10-15
Fixed
2.79000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
2575000.00000000
PA
USD
2299166.00000000
0.249342755460
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.15000000
N
N
N
N
N
N
Eldorado Resorts Inc
5299000BKFWWVND5L441
Eldorado Resorts Inc
28470RAC6
2395000.00000000
PA
USD
2472837.50000000
0.268177293878
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
7.00000000
N
N
N
N
N
N
HUNTINGTON NATIONAL BANK
2WHM8VNJH63UN14OL754
Huntington National Bank/The
44644AAE7
1445000.00000000
PA
USD
1578461.36000000
0.171182900621
Long
DBT
CORP
US
N
2
2023-10-06
Fixed
3.55000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
30711XDK7
4068202.21000000
PA
USD
4156925.63000000
0.450815335138
Long
ABS-MBS
USGSE
US
N
2
2029-01-25
Floating
4.63000000
N
N
N
N
N
N
MASSMUTUAL GLOBAL FUNDIN
549300K1IE3K7YU6VG29
MassMutual Global Funding II
57629WCG3
2995000.00000000
PA
USD
3247483.44000000
0.352187040536
Long
DBT
CORP
US
N
2
2025-01-11
Fixed
2.95000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZC0
1230000.00000000
PA
USD
1100986.67000000
0.119401143729
Long
DBT
CORP
US
N
2
2023-02-15
Floating
1.63000000
N
N
N
N
N
N
DaVita Inc
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAR9
-3015000.00000000
PA
USD
-3082837.50000000
-0.33433131704
Short
DBT
CORP
US
N
2
2025-05-01
Fixed
5.00000000
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
Willis North America Inc
970648AK7
840000.00000000
PA
USD
926610.26000000
0.100490158373
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.88000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PAL2
2985000.00000000
PA
USD
3272118.91000000
0.354858738001
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac Structured Agency Credit Risk Debt Notes
N/A
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0LA5
5458561.00000000
PA
USD
5604810.04000000
0.607837267604
Long
ABS-MBS
USGSE
US
N
2
2029-03-25
Floating
4.03000000
N
N
N
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp
69335PDQ5
1880000.00000000
PA
USD
1881841.08000000
0.204084194106
Long
ABS-O
CORP
US
N
2
2025-06-16
Fixed
1.77000000
N
N
N
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466L302
1267.00000000
NS
USD
237347.11000000
0.025740108547
Long
EC
CORP
US
N
1
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABH4
1755000.00000000
PA
USD
1964650.51000000
0.213064812058
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.70000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23
61690QAD1
1430000.00000000
PA
USD
1540793.40000000
0.167097839804
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Fixed
3.45000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBH7
2365000.00000000
PA
USD
1927475.00000000
0.209033157058
Long
DBT
CORP
US
N
2
2020-09-01
Fixed
4.15000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-4102.87000000
-0.00044495304
N/A
DFE
GB
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
918750.96000000
USD
738000.00000000
GBP
2020-08-03
-4102.87000000
N
N
N
WPX ENERGY INC
ZXZE9GCS2BB547GJW219
WPX Energy Inc
98212BAL7
1320000.00000000
PA
USD
1161600.00000000
0.125974611986
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.50000000
N
N
N
N
N
N
KAR Auction Services, Inc.
5493004HKD20LBSG7D03
KAR Auction Services, Inc. 2019 Term Loan B6
48562RAL3
409691.12000000
PA
USD
388182.34000000
0.042098071334
Long
LON
CORP
US
N
2
2026-09-19
Variable
2.50000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AE1
1564000.00000000
PA
USD
1614923.84000000
0.175137228075
Long
ABS-O
CORP
US
N
2
2047-11-20
Fixed
3.63000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAE9
2420000.00000000
PA
USD
2474450.00000000
0.268352168242
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
4.95000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) SEP20 XCBT 20200921
000000000
-89.00000000
NC
USD
-138706.48000000
-0.01504260933
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury Long Bond
USU0 Comdty
2020-09-21
-15753356.02000000
USD
-138706.48000000
N
N
N
Ford Credit Auto Owner Trust/Ford Credit
N/A
Ford Credit Auto Owner Trust 2020-REV1
34531NAA4
1960000.00000000
PA
USD
1991643.22000000
0.215992150357
Long
ABS-O
CORP
US
N
2
2031-08-15
Fixed
2.04000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RG8
3270000.00000000
PA
USD
3229371.17000000
0.350222779013
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
5.90000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAP0
2245000.00000000
PA
USD
2150323.86000000
0.233200941726
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.80000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LBD7
2364000.00000000
PA
USD
2506533.29000000
0.271831575964
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.25000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467X1
3840000.00000000
PA
USD
4484794.71000000
0.486372480572
Long
DBT
CORP
US
N
2
2025-11-24
Fixed
5.00000000
N
N
N
N
N
N
HERC HOLDINGS INC
549300TP80QLITMSBP82
Herc Holdings Inc
42704LAA2
2435000.00000000
PA
USD
2440235.25000000
0.264641605350
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.50000000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BBC1
1635000.00000000
PA
USD
1781953.80000000
0.193251496671
Long
DBT
CORP
CL
N
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-189511.37000000
-0.02055235993
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
4849000.00000000
EUR
5262120.25000000
USD
2020-08-03
-189511.37000000
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91911KAN2
4590000.00000000
PA
USD
4704750.00000000
0.510226459835
Long
DBT
CORP
CA
N
2
2025-11-01
Fixed
5.50000000
N
N
N
N
N
N
Ford Credit Floorplan Master Owner Trust
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust A
34528QHF4
2240000.00000000
PA
USD
2260092.35000000
0.245105248661
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
2.44000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828Y38
22297074.75000000
PA
USD
25137915.39000000
2.726187273943
Long
DBT
UST
US
N
2
2028-07-15
Fixed
0.75000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAF3
6265000.00000000
PA
USD
6992301.22000000
0.758309601484
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
3.54000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GFD1
1828000.00000000
PA
USD
2661317.14000000
0.288617763503
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.75000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132DV5W1
2654149.16000000
PA
USD
2766177.64000000
0.299989802759
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828Z37
5038571.25000000
PA
USD
5443178.20000000
0.590308420902
Long
DBT
UST
US
N
2
2030-01-15
Fixed
0.13000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EAV0
893000.00000000
PA
USD
890767.50000000
0.096603039069
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
6.13000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AA5
1975000.00000000
PA
USD
1708967.50000000
0.185336189489
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
5.25000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGL7
1695000.00000000
PA
USD
1915969.51000000
0.207785395661
Long
DBT
CORP
US
N
2
2028-04-24
Fixed
3.71000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AQ3
1833000.00000000
PA
USD
2214802.76000000
0.240193628028
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
30711XDS0
2895744.39000000
PA
USD
3024561.00000000
0.328011276175
Long
ABS-MBS
USGSE
US
N
2
2029-04-25
Floating
4.43000000
N
N
N
N
N
N
MATCH GROUP INC
549300BIJKT86CPCKK96
Match Group Inc/old
57665RAL0
148000.00000000
PA
USD
144900.88000000
0.015714387168
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.13000000
N
N
N
N
N
N
US AIRWAYS 2010-1A PTT
N/A
US Airways 2010-1 Class A Pass Through Trust
90345KAA8
691296.40000000
PA
USD
589606.77000000
0.063942393315
Long
DBT
CORP
US
N
2
2023-04-22
Fixed
6.25000000
N
N
N
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677AC9
2794000.00000000
PA
USD
2983261.90000000
0.323532421063
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
3.25000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
120111BM0
3680000.00000000
PA
USD
3781200.00000000
0.410068184267
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.38000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAR1
2500000.00000000
PA
USD
2634472.70000000
0.285706504969
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.00000000
N
N
N
N
N
N
Regents of the University of California Medical Center Pooled Revenue
N/A
UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE
913366KB5
3170000.00000000
PA
USD
3222336.70000000
0.349459896240
Long
DBT
MUN
US
N
2
2050-05-15
Fixed
3.01000000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20338HAB9
3909000.00000000
PA
USD
3520836.30000000
0.381831944526
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
GreenPoint Mortgage Funding Trust
N/A
GreenPoint Mortgage Funding Trust Series 2007-AR3
39539MAA7
801133.15000000
PA
USD
737152.41000000
0.079943602638
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
0.40000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EAX6
1484000.00000000
PA
USD
1573040.00000000
0.170594958367
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
8.13000000
N
N
N
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAC0
4528000.00000000
PA
USD
2411160.00000000
0.261488417216
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
6.63000000
N
N
N
N
N
N
INDONESIA ASAHAN ALUMINI
2549008P48EB9SN2OI80
Indonesia Asahan Aluminium Persero PT
74445PAF9
2685000.00000000
PA
USD
2994312.19000000
0.324730816376
Long
DBT
CORP
ID
N
2
2030-05-15
Fixed
5.45000000
N
N
N
N
N
N
Protective Life Corp
549300ZWIT8J8Y2EXL07
Protective Life Corp
743674AY9
1564000.00000000
PA
USD
2406611.19000000
0.260995102327
Long
DBT
CORP
US
N
2
2039-10-15
Fixed
8.45000000
N
N
N
N
N
N
GAZPROM (GAZ CAPITAL SA)
213800568PRHV2JR9650
Gazprom PJSC Via Gaz Capital SA
368266AH5
2500000.00000000
PA
USD
3591045.00000000
0.389446023159
Long
DBT
CORP
LU
N
2
2037-08-16
Fixed
7.29000000
N
N
N
N
N
N
One Bryant Park Trust
N/A
One Bryant Park Trust 2019-OBP
68236JAA9
3825000.00000000
PA
USD
4047410.75000000
0.438938532009
Long
ABS-MBS
CORP
US
N
2
2054-09-15
Fixed
2.52000000
N
N
N
N
N
N
CALIFORNIA INSTITUTE OF
549300CITPNHOTVPHC04
California Institute of Technology
13034VAD6
2434000.00000000
PA
USD
2688526.84000000
0.291568634198
Long
DBT
CORP
US
N
2
2119-09-01
Fixed
3.65000000
N
N
N
N
N
N
NXP BV/NXP FUNDING LLC
N/A
NXP BV / NXP Funding LLC
62947QAT5
1755000.00000000
PA
USD
1869621.40000000
0.202758979362
Long
DBT
CORP
NL
N
2
2022-06-15
Fixed
4.63000000
N
N
N
N
N
N
D.R. HORTON INC
529900ZIUEYVSB8QDD25
DR Horton Inc
23331ABE8
3350000.00000000
PA
USD
3558640.55000000
0.385931785887
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
4.38000000
N
N
N
N
N
N
Smithfield Foods Inc
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248AY4
1805000.00000000
PA
USD
1791075.98000000
0.194240789961
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
3.35000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAV2
745000.00000000
PA
USD
837145.09000000
0.090787730621
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.13000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3133A6B67
3165784.95000000
PA
USD
3301588.58000000
0.358054700676
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
2.50000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2019-1 Receivables Funding LLC
82653EAA5
2940718.55000000
PA
USD
2997830.54000000
0.325112378683
Long
ABS-O
CORP
US
N
2
2036-01-20
Fixed
3.20000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FM6K3
1968423.34000000
PA
USD
2041943.95000000
0.221447225206
Long
ABS-MBS
USGSE
US
N
2
2048-09-15
Fixed
3.50000000
N
N
N
N
N
N
Chase Mortgage Finance Corporation
N/A
Chase Home Lending Mortgage Trust 2019-ATR2
16159GAC3
728123.44000000
PA
USD
745826.31000000
0.080884280313
Long
ABS-MBS
CORP
US
N
2
2049-07-25
Variable
3.50000000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABG6
1615000.00000000
PA
USD
1740500.07000000
0.188755872056
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.50000000
N
N
N
N
N
N
CROWN CASTLE TOWERS LLC
N/A
Crown Castle Towers LLC
22822RBF6
1550000.00000000
PA
USD
1620859.18000000
0.175780911058
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.72000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AF8
2120000.00000000
PA
USD
2088200.00000000
0.226463657671
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.88000000
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DK7
2335000.00000000
PA
USD
2322946.33000000
0.251921713660
Long
DBT
CORP
US
N
2
2021-05-04
Floating
1.11000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZX9
2555000.00000000
PA
USD
2637444.94000000
0.286028842073
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AK1
2550000.00000000
PA
USD
2853242.76000000
0.309431946965
Long
DBT
CORP
US
N
2
2025-12-03
Fixed
4.30000000
N
N
N
N
N
N
BX Trust 2019-OC11
N/A
BX Trust 2019-OC11
05606FAL7
705000.00000000
PA
USD
651269.91000000
0.070629712647
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Fixed
4.08000000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CC3
2300000.00000000
PA
USD
2323000.00000000
0.251927534129
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
6.00000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BD6
2600000.00000000
PA
USD
2777632.00000000
0.301232019147
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.38000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAF8
269000.00000000
PA
USD
261602.50000000
0.028370586632
Long
DBT
US
N
2
2029-09-15
Fixed
4.88000000
N
N
N
N
N
N
OWENS-BROCKWAY
V2UQUCDZJ9WY98W8QU33
Owens-Brockway Glass Container Inc
69073TAT0
2950000.00000000
PA
USD
3068000.00000000
0.332722201769
Long
DBT
CORP
US
N
2
2027-05-13
Fixed
6.63000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16
46641BAD5
2930000.00000000
PA
USD
3166159.17000000
0.343367487025
Long
ABS-MBS
CORP
US
N
2
2046-12-15
Fixed
4.17000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428102AC1
389000.00000000
PA
USD
384911.61000000
0.041743363222
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.63000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAM7
1200000.00000000
PA
USD
1204848.00000000
0.130664823780
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
6.00000000
N
N
N
N
N
N
IHS Markit Ltd
549300HLPTRASHS0E726
IHS Markit Ltd
44962LAB3
3105000.00000000
PA
USD
3477600.00000000
0.377143001588
Long
DBT
CORP
BM
N
2
2025-02-15
Fixed
4.75000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAK9
625000.00000000
PA
USD
716547.09000000
0.077708971791
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.02000000
N
N
N
N
N
N
Change Healthcare Holdings LLC
549300GHXFJ3EKF50583
Change Healthcare Holdings LLC 2017 Term Loan B
15911AAC7
4570266.67000000
PA
USD
4378886.75000000
0.474886845097
Long
LON
CORP
US
N
2
2024-03-01
Variable
3.50000000
N
N
N
N
N
N
TIME WARNER ENT
N/A
Time Warner Entertainment Co LP
88731EAF7
740000.00000000
PA
USD
867110.50000000
0.094037455911
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
8.38000000
N
N
N
N
N
N
Sealed Air Corp
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211KAV2
1875000.00000000
PA
USD
1926562.50000000
0.208934197146
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
4.88000000
N
N
N
N
N
N
SIX FLAGS THEME PARKS
5493003MX0ZXTM8EVY68
Six Flags Theme Parks Inc
83001WAC8
2760000.00000000
PA
USD
2853150.00000000
0.309421887216
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
7.00000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CV0
2335000.00000000
PA
USD
2469262.50000000
0.267789587922
Long
DBT
CORP
US
N
2
2023-04-21
Fixed
8.50000000
N
N
N
N
N
N
BWay Holding Company
549300DNGHXL0OMHW304
BWAY Holding Company 2017 Term Loan B
05604XAP1
5070792.87000000
PA
USD
4530753.43000000
0.491356667830
Long
LON
CORP
US
N
2
2024-04-03
Variable
4.56000000
N
N
N
N
N
N
SERVICE CORP INTL
549300RKVM2ME20JHZ15
Service Corp International/US
817565CB8
530000.00000000
PA
USD
539937.50000000
0.058555799810
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
5.38000000
N
N
N
N
N
N
GFL Environmental Inc.
549300FYK4MBXWIVZU26
GFL Environmental Inc. 2018 USD Term Loan B
000000000
3102977.17000000
PA
USD
3007303.07000000
0.326139667157
Long
LON
CORP
CA
N
2
2025-05-30
Variable
4.00000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AD9
970000.00000000
PA
USD
983337.50000000
0.106642183208
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
CLARK EQUIPMENT CO
549300X1FKNY520VPF71
Clark Equipment Co
181396AE2
1535000.00000000
PA
USD
1569537.50000000
0.170215114980
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.88000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668AN2
3100000.00000000
PA
USD
3129404.40000000
0.339381460950
Long
DBT
CORP
US
N
2
2020-11-13
Fixed
3.88000000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co., LLC
N/A
Galton Funding Mortgage Trust 2018-2
36418GBA1
1750000.00000000
PA
USD
1842306.55000000
0.199796705231
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Variable
4.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FRSM4
5490482.16000000
PA
USD
553693.71000000
0.060047650031
Long
ABS-MBS
USGSE
US
N
2
2049-11-25
Variable
5.87000000
N
N
N
N
N
N
HEALTH CARE SERVICE CORP
549300TMJ1FKCKECR148
Health Care Service Corp A Mutual Legal Reserve Co
42218SAH1
1845000.00000000
PA
USD
1877282.76000000
0.203589847865
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.20000000
N
N
N
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAE3
3560000.00000000
PA
USD
3782334.07000000
0.410191173272
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
3.63000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
30711XEC4
1459188.96000000
PA
USD
1509493.48000000
0.163703387947
Long
ABS-MBS
USGSE
US
N
2
2029-05-25
Floating
4.53000000
N
N
N
N
N
N
ROYAL BK SCOTLND GRP PLC
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group PLC
780097BP5
2685000.00000000
PA
USD
2825912.16000000
0.306467964759
Long
DBT
CORP
GB
N
2
2028-05-22
Fixed
3.07000000
N
N
N
N
N
N
Syneos Health, Inc.
549300F1ZGKDS8P6GU13
Syneos Health, Inc. 2018 Term Loan B
44988EAE3
2550776.89000000
PA
USD
2469470.88000000
0.267812186570
Long
LON
CORP
US
N
2
2024-08-01
Variable
1.93000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBZ5
1760000.00000000
PA
USD
1813684.56000000
0.196692672789
Long
DBT
CORP
US
N
2
2060-01-31
Fixed
3.95000000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
413875AW5
3270000.00000000
PA
USD
3868065.93000000
0.419488726473
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.40000000
N
N
N
N
N
N
RELIANCE STAND LIFE II
N/A
Reliance Standard Life Global Funding II
75951AAL2
3100000.00000000
PA
USD
3193604.13000000
0.346343871484
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
2.50000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2017-1
81746TAD7
719992.23000000
PA
USD
738218.69000000
0.080059239871
Long
ABS-MBS
CORP
US
N
2
2047-02-25
Variable
3.50000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2015-K721 Mortgage Trust
30288BAE5
2425000.00000000
PA
USD
2499699.70000000
0.271090478470
Long
ABS-MBS
USGSE
US
N
2
2047-11-25
Variable
3.68000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2018-BILT
05606JAA3
2145000.00000000
PA
USD
2026868.84000000
0.219812341311
Long
ABS-MBS
CORP
US
N
2
2030-05-15
Floating
0.98000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-2806.79000000
-0.00030439418
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
163000.00000000
EUR
180450.78000000
USD
2020-08-03
-2806.79000000
N
N
N
Hanesbrands Inc
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
410345AL6
790000.00000000
PA
USD
795925.00000000
0.086317444081
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.88000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
36186CBY8
3450000.00000000
PA
USD
4451619.97000000
0.482774705951
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.00000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZX4
2485000.00000000
PA
USD
2373249.55000000
0.257377058547
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.06000000
N
N
N
N
N
N
Santander Revolving Auto Loan Trust
N/A
Santander Revolving Auto Loan Trust 2019-A
80286JAA3
1350000.00000000
PA
USD
1411827.57000000
0.153111596352
Long
ABS-O
CORP
US
N
2
2032-01-26
Fixed
2.51000000
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
4215000.00000000
PA
USD
4246991.85000000
0.460582946293
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
5.13000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAD0
1380000.00000000
PA
USD
1484808.71000000
0.161026343936
Long
DBT
CORP
XX
N
2
2030-05-01
Fixed
3.40000000
N
N
N
N
N
N
TOLL BROS FINANCE CORP
N/A
Toll Brothers Finance Corp
88947EAT7
764000.00000000
PA
USD
792650.00000000
0.085962272892
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.35000000
N
N
N
N
N
N
New York State Thruway Authority
N/A
NEW YORK ST THRUWAY AUTH
650009S53
640000.00000000
PA
USD
688620.80000000
0.074680387470
Long
DBT
MUN
US
N
2
2035-01-01
Fixed
2.90000000
N
N
N
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAG3
2004100.00000000
PA
USD
2115548.00000000
0.229429526893
Long
ABS-O
CORP
US
N
2
2049-06-15
Fixed
3.78000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
30711XDA9
2159946.95000000
PA
USD
2235264.52000000
0.242412689906
Long
ABS-MBS
USGSE
US
N
2
2029-01-25
Floating
4.43000000
N
N
N
N
N
N
IHS Markit Ltd
549300HLPTRASHS0E726
IHS Markit Ltd
44962LAG2
2175000.00000000
PA
USD
2378166.75000000
0.257910325044
Long
DBT
CORP
BM
N
2
2023-08-01
Fixed
4.13000000
N
N
N
N
N
N
Concho Resources Inc
SYHS7HRDXLL4I0IQ8776
Concho Resources Inc
20605PAK7
2900000.00000000
PA
USD
3182878.33000000
0.345180666858
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.30000000
N
N
N
N
N
N
WR Grace & Co-Conn
549300GJVOEHHLSO6K25
WR Grace & Co-Conn
383909AE8
2915000.00000000
PA
USD
3070369.21000000
0.332979140742
Long
DBT
CORP
US
N
2
2021-10-01
Fixed
5.13000000
N
N
N
N
N
N
Chart Industries Inc
EM7QGKC1GYOF3LSZSL80
Chart Industries Inc
16115QAD2
3036000.00000000
PA
USD
3208164.97000000
0.347922983200
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
1.00000000
N
N
N
N
Y
Chart Industries Inc
Chart Industries Inc
USD
XXXX
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABA2
2150000.00000000
PA
USD
2340038.50000000
0.253775346136
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.50000000
N
N
N
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187AS8
6418000.00000000
PA
USD
4267970.00000000
0.462858010262
Long
DBT
CORP
US
N
2
2066-05-17
Variable
2.74000000
N
N
N
N
N
US AIRWAYS 2012-1A PTT
N/A
US Airways 2012-1 Class A Pass Through Trust
90345WAA2
1035942.44000000
PA
USD
952994.53000000
0.103351511830
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.90000000
N
N
N
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
Ball Corp
058498AR7
4240000.00000000
PA
USD
4405572.00000000
0.477780839600
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
5.00000000
N
N
N
N
N
N
H&E EQUIPMENT SERVICES
N/A
H&E Equipment Services Inc
404030AH1
3000000.00000000
PA
USD
3029370.00000000
0.328532808466
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.63000000
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
4750000.00000000
PA
USD
5154795.00000000
0.559033488289
Long
DBT
CORP
US
N
2
2025-03-20
Fixed
4.74000000
N
N
N
N
N
N
Springleaf Finance Corp
5493008I795YYBFWFU90
Springleaf Finance Corp
85172FAP4
880000.00000000
PA
USD
894300.00000000
0.096986135933
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
6.13000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAN3
1240000.00000000
PA
USD
1635234.28000000
0.177339879416
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
8.10000000
N
N
N
N
N
N
BX Trust 2019-OC11
N/A
BX Trust 2019-OC11
05606FAG8
1120000.00000000
PA
USD
1125735.63000000
0.122085149095
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Fixed
3.61000000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GAW7
-5000000.00000000
PA
USD
-5150000.00000000
-0.55851347428
Short
DBT
CORP
AU
N
2
2024-05-15
Fixed
5.13000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
30711XDJ0
3405000.00000000
PA
USD
3368440.52000000
0.365304741311
Long
ABS-MBS
USGSE
US
N
2
2029-01-25
Floating
4.63000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BZ2
6824000.00000000
PA
USD
7134560.24000000
0.773737481000
Long
DBT
NUSS
BR
N
2
2028-01-13
Fixed
4.63000000
N
N
N
N
N
N
Darden Restaurants Inc
CY1NFSCCB5GUXC7WZC70
Darden Restaurants Inc
237194AL9
2025000.00000000
PA
USD
2087875.72000000
0.226428489758
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.85000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00772BAQ4
3585000.00000000
PA
USD
3600594.75000000
0.390481686082
Long
DBT
CORP
IE
N
2
2020-10-30
Fixed
4.63000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BAM4
950000.00000000
PA
USD
926250.00000000
0.100451088457
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
5.25000000
N
N
N
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
Berry Global Inc
085770AA3
166000.00000000
PA
USD
168490.00000000
0.018272608792
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.88000000
N
N
N
N
N
N
SPRINT COMMUNICATIONS
549300JKU50UT08ZWD77
Sprint Communications Inc
852061AS9
1454000.00000000
PA
USD
1533577.42000000
0.166315272414
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
6.00000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBG3
2085000.00000000
PA
USD
2144422.50000000
0.232560943847
Long
DBT
CORP
NL
N
2
2050-06-03
Fixed
6.75000000
N
N
N
N
N
N
Bunge Ltd Finance Corp
549300QHC068L40NNM71
Bunge Ltd Finance Corp
120568AW0
4435000.00000000
PA
USD
4476916.74000000
0.485518120883
Long
DBT
CORP
US
N
2
2020-11-24
Fixed
3.50000000
N
N
N
N
N
N
CYRUSONE LP/CYRUSONE FIN
N/A
CyrusOne LP / CyrusOne Finance Corp
23283PAR5
2030000.00000000
PA
USD
2113128.50000000
0.229167134009
Long
DBT
US
N
2
2029-11-15
Fixed
3.45000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAR6
2315000.00000000
PA
USD
2158378.56000000
0.234074467645
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.25000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BW2
1715000.00000000
PA
USD
1716939.12000000
0.186200705446
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.63000000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BAZ1
2055000.00000000
PA
USD
2125562.17000000
0.230515555802
Long
DBT
CORP
CL
N
2
2029-09-30
Fixed
3.00000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2013-K35 Mortgage Trust
30291VAE6
640000.00000000
PA
USD
687097.54000000
0.074515191114
Long
ABS-MBS
USGSE
US
N
2
2046-12-25
Variable
4.07000000
N
N
N
N
N
N
FIRSTENERGY TRANSMISSION
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAB5
1675000.00000000
PA
USD
1894370.08000000
0.205442954362
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
4.35000000
N
N
N
N
N
N
Bayview Commercial Asset Trust
N/A
Bayview Commercial Asset Trust 2005-3
07324SCB6
1362357.83000000
PA
USD
1261023.20000000
0.136756980308
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
0.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RN3
595000.00000000
PA
USD
618425.15000000
0.067067724099
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
5.88000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
54930012YCNUERXJ1I74
Wells Fargo Commercial Mortgage Trust 2018-AUS
94990EAA2
4325000.00000000
PA
USD
4705860.37000000
0.510346878594
Long
ABS-MBS
CORP
US
N
2
2036-08-17
Variable
4.19000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) SEP20 XCBT 20200930
000000000
132.00000000
NC
USD
14151.19000000
0.001534685493
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
2 Year US Treasury Note
TUU0 Comdty
2020-09-30
29135161.44000000
USD
14151.19000000
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAP0
1235000.00000000
PA
USD
1290710.85000000
0.139976582744
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.50000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BX0
1865000.00000000
PA
USD
1855820.40000000
0.201262271700
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
4.25000000
N
N
N
N
N
N
State Street Global Advisors
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
857492706
1628960.00000000
NS
USD
1628960.00000000
0.176659438655
Long
STIV
RF
US
N
1
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) SEP20 XCBT 20200930
000000000
-58.00000000
NC
USD
-23674.49000000
-0.00256747993
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
5 Year US Treasury Note
FVU0 Comdty
2020-09-30
-7269372.41000000
USD
-23674.49000000
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
410345AN2
1465000.00000000
PA
USD
1481481.25000000
0.160665483500
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
5.38000000
N
N
N
N
N
N
WestRock RKT LLC
PQQ60KVT5SJX0ETQT497
WestRock RKT LLC
772739AQ1
2230000.00000000
PA
USD
2378592.35000000
0.257956481031
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
4.00000000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AJ7
300000.00000000
PA
USD
317753.22000000
0.034460088323
Long
DBT
CORP
US
N
2
2022-11-21
Fixed
3.85000000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
2050000.00000000
PA
USD
2055125.00000000
0.222876699775
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
KOHL'S CORPORATION
549300JF6LPRTRJ0FH50
Kohl's Corp
500255AW4
2975000.00000000
PA
USD
3397700.67000000
0.368477981706
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
9.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505FQ2
4056000.00000000
PA
USD
3639854.40000000
0.394739364435
Long
DBT
CORP
US
N
2
2025-01-28
Fixed
4.30000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC
000000000
401000.00000000
PA
531466.10000000
0.057637083102
Long
DBT
CORP
GB
Y
2
2021-05-21
Fixed
10.00000000
N
N
N
N
N
N
JBS Investments II GmbH
529900V1Q46CPWIWT649
JBS Investments II GmbH
46650CAA7
1775000.00000000
PA
USD
1862862.50000000
0.202025981940
Long
DBT
CORP
AT
N
2
2026-01-15
Fixed
7.00000000
N
N
N
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp
69335PDS1
910000.00000000
PA
USD
909818.00000000
0.098669050902
Long
ABS-O
CORP
US
N
2
2024-06-17
Fixed
1.71000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912XAX2
1040000.00000000
PA
USD
1030510.89000000
0.111758100478
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.75000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2018-1745
94990DAA4
2900000.00000000
PA
USD
3198691.59000000
0.346895602544
Long
ABS-MBS
CORP
US
N
2
2036-06-15
Variable
3.87000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAM7
315000.00000000
PA
USD
324210.50000000
0.035160375292
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.00000000
N
N
N
N
N
N
PANASONIC CORP
254900GE1G59KGWPHX32
Panasonic Corp
69832AAA4
3500000.00000000
PA
USD
3600961.46000000
0.390521455495
Long
DBT
CORP
JP
N
2
2022-07-19
Fixed
2.54000000
N
N
N
N
N
N
SBA Senior Finance II LLC
549300PVT2ADFWMYEW87
SBA Senior Finance II LLC 2018 Term Loan B
78404XAH8
4191498.22000000
PA
USD
4011611.69000000
0.435056151936
Long
LON
CORP
US
N
2
2025-04-11
Variable
1.93000000
N
N
N
N
N
N
Appalachian Power Co
3SCHO1ABYYIG382BEI70
Appalachian Power Co
037735CW5
1400000.00000000
PA
USD
1511048.38000000
0.163872015636
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.30000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK21
06540BBD0
3800000.00000000
PA
USD
4157891.60000000
0.450920093830
Long
ABS-MBS
CORP
US
N
2
2052-10-17
Fixed
2.85000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
000000000
2200000.00000000
PA
2340318.35000000
0.253805695649
Long
DBT
CORP
US
N
2
2025-03-02
Fixed
2.88000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BK1
4965000.00000000
PA
USD
5216460.72000000
0.565721087419
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
2.50000000
N
N
N
N
N
N
DELTA AIR LINES 2019-1AA
N/A
Delta Air Lines 2019-1 Class AA Pass Through Trust
24737BAA3
3695000.00000000
PA
USD
3699197.89000000
0.401175119537
Long
DBT
CORP
US
N
2
2024-04-25
Fixed
3.20000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KAS5
5055000.00000000
PA
USD
5258149.63000000
0.570242217121
Long
DBT
CORP
US
N
2
2023-01-18
Fixed
3.40000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VEP5
2455000.00000000
PA
USD
2484901.90000000
0.269485668627
Long
DBT
CORP
US
N
2
2025-05-15
Floating
1.49000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SL3
960000.00000000
PA
USD
1099425.00000000
0.119231781838
Long
DBT
UST
US
N
2
2050-02-15
Fixed
2.00000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C26
46643TBA9
2092995.14000000
PA
USD
2237884.19000000
0.242696791069
Long
ABS-MBS
CORP
US
N
2
2048-01-15
Fixed
3.23000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BT3
2440000.00000000
PA
USD
2441708.00000000
0.264801323936
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2019-A
43284HAA7
2782687.43000000
PA
USD
2782496.26000000
0.301759544342
Long
ABS-O
CORP
US
N
2
2033-07-25
Fixed
2.34000000
N
N
N
N
N
N
NXP BV/NXP FUNDING LLC
N/A
NXP BV / NXP Funding LLC
62947QAV0
1065000.00000000
PA
USD
1168063.55000000
0.126675578931
Long
DBT
CORP
NL
N
2
2023-06-01
Fixed
4.63000000
N
N
N
N
N
N
Advanced Disposal Services Inc.
549300ML1GEF4BKIM713
Advanced Disposal Services Inc. Term Loan B3
00100UAG7
5430359.50000000
PA
USD
5361122.42000000
0.581409535703
Long
LON
CORP
US
N
2
2023-11-10
Variable
3.00000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912XAW4
2155000.00000000
PA
USD
2136587.66000000
0.231711261573
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
2.63000000
N
N
N
N
N
N
ORBIA ADVANCE CORP SAB
549300MVHZ20SBIOEQ79
Orbia Advance Corp SAB de CV
59284BAF5
2200000.00000000
PA
USD
2267100.00000000
0.245865222826
Long
DBT
CORP
MX
N
2
2027-10-04
Fixed
4.00000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CW8
2400000.00000000
PA
USD
2597280.00000000
0.281672985727
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
9.00000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBN1
1330000.00000000
PA
USD
1303103.61000000
0.141320567879
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.80000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXD1
3075000.00000000
PA
USD
3052540.20000000
0.331045598544
Long
DBT
CORP
US
N
2
2026-05-15
Floating
1.56000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBW2
545000.00000000
PA
USD
608087.70000000
0.065946635727
Long
DBT
CORP
US
N
2
2050-01-31
Fixed
4.20000000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group Inc
69346VAA7
3400000.00000000
PA
USD
3281000.00000000
0.355821885269
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.50000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BY8
2525000.00000000
PA
USD
2497236.29000000
0.270823323581
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
4.35000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCW4
905000.00000000
PA
USD
967188.15000000
0.104890798824
Long
DBT
CORP
US
N
2
2023-03-20
Fixed
5.20000000
N
N
N
N
N
N
ArcelorMittal
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LBA1
3205000.00000000
PA
USD
3248024.91000000
0.352245762535
Long
DBT
CORP
LU
N
2
2026-03-11
Fixed
4.55000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-1115.15000000
-0.00012093714
N/A
DFE
GB
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
45732.13000000
USD
36000.00000000
GBP
2020-08-03
-1115.15000000
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AK3
1440000.00000000
PA
USD
1447200.00000000
0.156947708735
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
6.25000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAJ0
2340000.00000000
PA
USD
1890078.75000000
0.204977562978
Long
DBT
CORP
KY
N
2
2027-02-15
Fixed
3.25000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKA9
1860000.00000000
PA
USD
1947459.34000000
0.211200443110
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.65000000
N
N
N
N
N
N
AEP Transmission Co LLC
549300X123Z1I0LA3Y84
AEP Transmission Co LLC
00115AAE9
3360000.00000000
PA
USD
3759771.12000000
0.407744238981
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.10000000
N
N
N
N
N
N
ALIMENTATION COUCHE-TARD
549300OSW32RVX8CCZ87
Alimentation Couche-Tard Inc
01626PAJ5
1650000.00000000
PA
USD
1689043.83000000
0.183175483051
Long
DBT
CORP
CA
N
2
2022-07-26
Fixed
2.70000000
N
N
N
N
N
N
AMERICAN AIRLINES 2013-2
N/A
American Airlines 2013-2 Class A Pass Through Trust
02377UAB0
2781353.16000000
PA
USD
2252842.10000000
0.244318964716
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
4.95000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBF6
3570000.00000000
PA
USD
3820037.84000000
0.414280117655
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
5.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZQ6
1245000.00000000
PA
USD
1241547.07000000
0.134644809234
Long
DBT
UST
US
N
2
2030-05-15
Fixed
0.63000000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition Corp
N/A
JP Morgan Mortgage Acquisition Trust 2007-HE1
46630KAA4
23607.68000000
PA
USD
14940.41000000
0.001620275785
Long
ABS-O
CORP
US
N
2
2047-03-25
Floating
0.28000000
N
N
N
N
N
N
Alliant Holdings Intermediate, LLC
5493006Q26653NF8SI73
Alliant Holdings Intermediate, LLC 2018 Term Loan B
01881UAE5
4019544.30000000
PA
USD
3788420.50000000
0.410851241847
Long
LON
CORP
US
N
2
2025-05-09
Variable
2.93000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBL8
3010000.00000000
PA
USD
3145038.95000000
0.341077015676
Long
DBT
CORP
GB
N
2
2026-05-07
Fixed
2.85000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDC5
1200000.00000000
PA
USD
1211001.60000000
0.131332176890
Long
ABS-O
CORP
US
N
2
2025-03-20
Fixed
4.00000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAH8
2200000.00000000
PA
USD
2221853.72000000
0.240958299129
Long
DBT
CORP
IE
N
2
2021-12-16
Fixed
4.45000000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RAZ7
4800000.00000000
PA
USD
5152613.28000000
0.558796882460
Long
DBT
US
N
2
2025-01-15
Fixed
3.20000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBB8
3400000.00000000
PA
USD
3717489.38000000
0.403158817330
Long
DBT
CORP
US
N
2
2024-02-14
Fixed
3.80000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AP4
1160000.00000000
PA
USD
1207166.60000000
0.130916274137
Long
DBT
CORP
GB
N
2
2023-11-07
Fixed
2.91000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
549300ZAGI6FKGY8O078
CSAIL 2015-C3 Commercial Mortgage Trust
12635FAT1
1950220.00000000
PA
USD
2134426.66000000
0.231476902813
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Fixed
3.72000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Inc Trust 2007-HE4
61753VAB8
18733.84000000
PA
USD
7682.79000000
0.000833192569
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
0.29000000
N
N
N
N
N
N
Match Group Inc.
549300BIJKT86CPCKK96
Match Group Inc. 2020 Term Loan B
57665VAF4
1859000.00000000
PA
USD
1756755.00000000
0.190518706509
Long
LON
CORP
US
N
2
2027-02-13
Variable
2.18000000
N
N
N
N
N
N
TOLL BROS FINANCE CORP
N/A
Toll Brothers Finance Corp
88947EAU4
1251000.00000000
PA
USD
1257880.50000000
0.136416156950
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
3.80000000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AB9
1491000.00000000
PA
USD
1504978.13000000
0.163213701769
Long
DBT
CORP
GB
N
2
2022-02-15
Fixed
6.25000000
N
N
N
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix Inc
29444UAQ9
2275000.00000000
PA
USD
2394210.00000000
0.259650202965
Long
DBT
US
N
2
2026-01-15
Fixed
5.88000000
N
N
N
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
Aramark Services Inc
038522AR9
1294000.00000000
PA
USD
1336223.22000000
0.144912363694
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.38000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCF4
4165000.00000000
PA
USD
4331850.44000000
0.469785794046
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.45000000
N
N
N
N
N
N
BX Trust 2019-OC11
N/A
BX Trust 2019-OC11
05606FAJ2
2970000.00000000
PA
USD
2828210.72000000
0.306717241794
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Fixed
3.86000000
N
N
N
N
N
N
Bank
N/A
Bank 2019-BNK19
06540WBC6
3965000.00000000
PA
USD
4358310.16000000
0.472655329996
Long
ABS-MBS
CORP
US
N
2
2061-08-15
Fixed
2.93000000
N
N
N
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
741503AZ9
2875000.00000000
PA
USD
3155080.43000000
0.342166006333
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.60000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EU4
1810000.00000000
PA
USD
2008593.20000000
0.217830362439
Long
DBT
CORP
US
N
2
2026-03-10
Fixed
6.30000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B12 Mortgage Trust
08162FAE3
3752000.00000000
PA
USD
4157307.55000000
0.450856754064
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Fixed
3.12000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FPFR1
7141360.52000000
PA
USD
1052569.41000000
0.114150329729
Long
ABS-MBS
USGSE
US
N
2
2049-10-25
Floating
5.87000000
N
N
N
N
N
N
Carrington Mortgage Loan Trust
N/A
Carrington Mortgage Loan Trust Series 2007-HE1
14454EAC5
4400000.00000000
PA
USD
4065667.76000000
0.440918490472
Long
ABS-O
CORP
US
N
2
2037-06-25
Floating
0.37000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AV9
930000.00000000
PA
USD
927768.00000000
0.100615714371
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.13000000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards 2019-30HY Mortgage Trust
44421GAA1
1805000.00000000
PA
USD
2016638.96000000
0.218702918821
Long
ABS-MBS
CORP
US
N
2
2039-07-10
Fixed
3.23000000
N
N
N
N
N
N
Textron Financial Corp
4E8B2CNXPE5P5AY03O18
Textron Financial Corp
883199AR2
3720000.00000000
PA
USD
2325000.00000000
0.252144432566
Long
DBT
CORP
US
N
2
2042-02-15
Variable
2.13000000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329WAQ5
2880000.00000000
PA
USD
3120676.82000000
0.338434961721
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.75000000
N
N
N
N
N
N
BX Trust 2019-OC11
N/A
BX Trust 2019-OC11
05606FAA1
1330000.00000000
PA
USD
1385540.80000000
0.150260816694
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Fixed
3.20000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC42
36257UAL1
1490000.00000000
PA
USD
1641283.57000000
0.177995920188
Long
ABS-MBS
CORP
US
N
2
2052-09-01
Fixed
3.00000000
N
N
N
N
N
N
Realogy Group LLC
LF6PBYTYG3BDVEF4FI12
Realogy Group LLC 2018 Term Loan B
75605NAQ3
4342786.26000000
PA
USD
3989934.88000000
0.432705318836
Long
LON
CORP
US
N
2
2025-02-08
Variable
3.00000000
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAP8
2780000.00000000
PA
USD
3269975.00000000
0.354626232637
Long
DBT
CORP
KY
N
2
2026-08-10
Fixed
6.25000000
N
N
N
N
N
N
IQVIA Inc.
549300PLWY28YB00C717
IQVIA Inc. 2018 USD Term Loan B3
44969CBJ8
3773000.00000000
PA
USD
3643303.13000000
0.395113376508
Long
LON
CORP
US
N
2
2025-06-11
Variable
2.06000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135FAD3
2470000.00000000
PA
USD
2682835.80000000
0.290951445359
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
3.63000000
N
N
N
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management Inc
94106LBD0
505000.00000000
PA
USD
527784.27000000
0.057237791516
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
2.40000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAL0
997000.00000000
PA
USD
1096983.28000000
0.118966979213
Long
DBT
CORP
US
N
2
2035-07-15
Fixed
5.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHC6
6566000.00000000
PA
USD
6896992.06000000
0.747973397584
Long
DBT
CORP
US
N
2
2023-12-20
Fixed
3.00000000
N
N
N
N
N
N
US Foods, Inc.
5493000JOOFAOUY1JZ87
US Foods, Inc. 2016 Term Loan B
90351HAB4
5064000.00000000
PA
USD
4684200.00000000
0.507997828399
Long
LON
CORP
US
N
2
2023-06-27
Variable
1.93000000
N
N
N
N
N
N
Nielsen Finance LLC
UJ76Y189LDMPCOCW7204
Nielsen Finance LLC USD Term Loan B4
65409YBE4
2909999.99000000
PA
USD
2799419.99000000
0.303594909631
Long
LON
CORP
US
N
2
2023-10-04
Variable
2.18000000
N
N
N
N
N
N
MATCH GROUP INC
549300BIJKT86CPCKK96
Match Group Inc/old
57665RAG1
1775000.00000000
PA
USD
1846976.25000000
0.200303130546
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.00000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-IG3 Mortgage Trust
08162QCG2
1505000.00000000
PA
USD
1633479.74000000
0.177149600925
Long
ABS-MBS
CORP
US
N
2
2048-09-15
Variable
3.23000000
N
N
N
N
N
N
REALOGY GROUP/CO-ISSUER
N/A
Realogy Group LLC / Realogy Co-Issuer Corp
75606DAJ0
1900000.00000000
PA
USD
1900380.00000000
0.206094725488
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.63000000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods Inc
90290MAC5
1425000.00000000
PA
USD
1449937.50000000
0.157244588470
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
6.25000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2019-3 Receivables Funding LLC
82652NAA6
1301614.65000000
PA
USD
1296677.37000000
0.140623647174
Long
ABS-O
CORP
US
N
2
2036-08-20
Fixed
2.34000000
N
N
N
N
N
N
Level 3 Financing Inc.
N/A
Level 3 Financing Inc. 2019 Term Loan B
52729KAP1
3963602.10000000
PA
USD
3735694.98000000
0.405133200418
Long
LON
CORP
US
N
2
2027-03-01
Variable
1.93000000
N
N
N
N
N
N
SEALED AIR CORP
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211KAY6
1580000.00000000
PA
USD
1580000.00000000
0.171349764926
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.00000000
N
N
N
N
N
N
Telefonica Emisiones SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAR4
1781000.00000000
PA
USD
1955794.16000000
0.212104347823
Long
DBT
CORP
ES
N
2
2023-04-27
Fixed
4.57000000
N
N
N
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NAY4
2545000.00000000
PA
USD
2564367.45000000
0.278103645407
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
3.88000000
N
N
N
N
N
N
CROWN CASTLE TOWERS LLC
N/A
Crown Castle Towers LLC
22822RBH2
3755000.00000000
PA
USD
4296019.27000000
0.465899931668
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.24000000
N
N
N
N
N
N
ON Semiconductor Corp
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp
682189AP0
2562000.00000000
PA
USD
3115417.62000000
0.337864605592
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
1.63000000
N
N
N
N
Y
ON Semiconductor Corp
ON Semiconductor Corp
USD
XXXX
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AM2
3665000.00000000
PA
USD
4061877.94000000
0.440507487456
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
4.75000000
N
N
N
N
N
N
Bayview Financial Acquisition Trust
N/A
Bayview Financial Acquisition Trust
07325HAK1
597867.01000000
PA
USD
593330.34000000
0.064346211571
Long
ABS-MBS
CORP
US
N
2
2036-12-28
Floating
0.46000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDU5
1505000.00000000
PA
USD
1455608.61000000
0.157859615917
Long
ABS-O
CORP
US
N
2
2026-08-20
Fixed
2.33000000
N
N
N
N
N
N
MASTR Asset Backed Securities Trust
N/A
Mastr Asset Backed Securities Trust 2006-HE4
576449AA0
18308.89000000
PA
USD
7824.98000000
0.000848612964
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
0.23000000
N
N
N
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
Truist Bank
07330MAC1
2700000.00000000
PA
USD
2698847.75000000
0.292687928820
Long
DBT
CORP
US
N
2
2029-09-17
Fixed
2.64000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAA9
1255000.00000000
PA
USD
1274671.85000000
0.138237165731
Long
DBT
US
N
2
2021-02-15
Fixed
3.40000000
N
N
N
N
N
N
REALOGY GROUP/CO-ISSUER
N/A
Realogy Group LLC / Realogy Co-Issuer Corp
75606DAC5
640000.00000000
PA
USD
648640.00000000
0.070344500963
Long
DBT
CORP
US
N
2
2021-12-01
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
30711XGP3
1108213.44000000
PA
USD
1108211.78000000
0.120184701260
Long
ABS-MBS
USGSE
US
N
2
2029-09-25
Floating
3.83000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BV0
2245000.00000000
PA
USD
2422969.39000000
0.262769136330
Long
DBT
CORP
US
N
2
2024-06-06
Fixed
3.36000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDV7
2895000.00000000
PA
USD
2989087.50000000
0.324164202829
Long
DBT
CORP
GB
N
2
2030-03-22
Fixed
4.88000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBS7
3065000.00000000
PA
USD
3715298.57000000
0.402921225698
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.25000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust 2020-2
02529WAC1
1890000.00000000
PA
USD
1976238.43000000
0.214321512924
Long
ABS-O
CORP
US
N
2
2026-04-13
Fixed
3.88000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAP0
1725000.00000000
PA
USD
1918890.00000000
0.208102120519
Long
DBT
CORP
GB
N
2
2026-05-12
Fixed
5.20000000
N
N
N
N
N
N
SCOTTS MIRACLE-GRO CO
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co/The
810186AP1
1960000.00000000
PA
USD
2035950.00000000
0.220797186014
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.25000000
N
N
N
N
N
N
Builders FirstSource Inc
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAM9
845000.00000000
PA
USD
865068.75000000
0.093816029720
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.75000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2013-K30 Mortgage Trust
30291KAN0
4220000.00000000
PA
USD
4433871.29000000
0.480849875479
Long
ABS-MBS
CORP
US
N
2
2045-06-25
Variable
3.67000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW 2019-2 LLC
55400DAA9
2736714.83000000
PA
USD
2735773.95000000
0.296692546345
Long
ABS-O
CORP
US
N
2
2038-10-20
Fixed
2.22000000
N
N
N
N
N
N
UNIVERSITY OF PENNSYLVAN
549300FG60YK9HZ7DS75
Trustees of the University of Pennsylvania/The
91481CAC4
2515000.00000000
PA
USD
2920811.90000000
0.316759767380
Long
DBT
CORP
US
N
2
2119-02-15
Fixed
3.61000000
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST
N/A
Sequoia Mortgage Trust 2018-7
81747WEJ2
1630675.41000000
PA
USD
1509326.42000000
0.163685270420
Long
ABS-MBS
CORP
US
N
2
2048-09-25
Variable
4.22000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AM1
2500000.00000000
PA
USD
2775180.50000000
0.300966155889
Long
DBT
CORP
GB
N
2
2025-12-10
Fixed
4.58000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FNBV1
2745000.00000000
PA
USD
2899134.77000000
0.314408899576
Long
ABS-MBS
USGSE
US
N
2
2049-04-25
Fixed
3.00000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAF9
3640000.00000000
PA
USD
3481150.91000000
0.377528095002
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
2.30000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBP0
1245000.00000000
PA
USD
1320426.47000000
0.143199218504
Long
DBT
CORP
US
N
2
2031-05-13
Fixed
2.96000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BB9
2770000.00000000
PA
USD
2954463.11000000
0.320409214799
Long
DBT
CORP
US
N
2
2022-07-23
Fixed
4.46000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AL7
2250000.00000000
PA
USD
2250000.00000000
0.244010741193
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
4.25000000
N
N
N
N
N
N
Keycorp Student Loan Trust
549300O83C3TV9I4SN56
KeyCorp Student Loan Trust 2000-A
493268AW6
19551.11000000
PA
USD
19491.01000000
0.002113784798
Long
ABS-O
CORP
US
N
2
2029-05-25
Floating
0.68000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057CD4
868000.00000000
PA
USD
941780.00000000
0.102135304818
Long
DBT
CORP
US
N
2
2027-11-29
Fixed
4.75000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2020-A
43285HAB4
973576.72000000
PA
USD
978163.82000000
0.106081101656
Long
ABS-O
CORP
US
N
2
2039-02-25
Fixed
4.22000000
N
N
N
N
N
N
SKY LTD
2138003TS48MQKF4BZ29
Sky Ltd
111013AL2
1105000.00000000
PA
USD
1230438.72000000
0.133440117360
Long
DBT
CORP
GB
N
2
2024-09-16
Fixed
3.75000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2K9
2900000.00000000
PA
USD
3054550.02000000
0.331263561952
Long
DBT
CORP
FR
N
2
2031-01-13
Fixed
3.05000000
N
N
N
N
N
N
Bombardier Recreational Products, Inc.
N/A
Bombardier Recreational Products, Inc. 2020 Term Loan
000000000
3021302.81000000
PA
USD
2863944.30000000
0.310592520613
Long
LON
CORP
CA
N
2
2027-05-24
Variable
2.18000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2019-C53
95002BAE3
3566000.00000000
PA
USD
3950796.01000000
0.428460738979
Long
ABS-MBS
CORP
US
N
2
2052-10-15
Fixed
3.04000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153AX0
2630000.00000000
PA
USD
2551605.30000000
0.276719600216
Long
DBT
CORP
LR
N
2
2020-11-28
Fixed
2.65000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAA7
1725000.00000000
PA
USD
1638750.00000000
0.177721156502
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.00000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AU3
2065000.00000000
PA
USD
2495392.92000000
0.270623411545
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
4.45000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBG9
2625000.00000000
PA
USD
2622112.50000000
0.284366050941
Long
DBT
CORP
US
N
2
2024-09-16
Fixed
4.88000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2020-A
43285HAA6
1849795.77000000
PA
USD
1866586.92000000
0.202429892378
Long
ABS-O
CORP
US
N
2
2039-02-25
Fixed
2.74000000
N
N
N
N
N
N
Freddie Mac - STACR
5493007ZK0X40BI7UF30
Freddie Mac STACR Remic Trust 2020-DNA2
35565KAH1
720000.00000000
PA
USD
682635.10000000
0.074031242984
Long
ABS-MBS
USGSE
US
N
2
2050-02-25
Floating
2.03000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCC4
4990000.00000000
PA
USD
3836561.50000000
0.416072095666
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT SEP20 XCBT 20200921
000000000
-690.00000000
NC
USD
-630116.76000000
-0.06833567006
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US 10 Year Ultra Bond
UXYU0 Comdty
2020-09-21
-108034101.99000000
USD
-630116.76000000
N
N
N
2020-07-17
MAINSTAY VP FUNDS TRUST
Jack Benintende
Jack Benintende
Treasurer