0001752724-20-166881.txt : 20200824
0001752724-20-166881.hdr.sgml : 20200824
20200824141858
ACCESSION NUMBER: 0001752724-20-166881
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: 201126832
BUSINESS ADDRESS:
STREET 1: 51 MADISON AVE
CITY: NEW YORK
STATE: NY
ZIP: 10010
BUSINESS PHONE: 2125767000
MAIL ADDRESS:
STREET 1: 51 MADISON AVE
CITY: NEW YORK
STATE: NY
ZIP: 10010
FORMER COMPANY:
FORMER CONFORMED NAME: MAINSTAY VP SERIES FUND INC
DATE OF NAME CHANGE: 20010518
FORMER COMPANY:
FORMER CONFORMED NAME: NEW YORK LIFE MFA SERIES FUND INC
DATE OF NAME CHANGE: 19920929
0000887340
S000009444
MainStay VP Income Builder Portfolio
C000025818
Initial Class
C000025819
Service Class
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000887340
XXXXXXXX
S000009444
C000025819
C000025818
MAINSTAY VP FUNDS TRUST
811-03833-01
0000887340
549300AG6K4RXYNOVN04
51 MADISON AVE
NEW YORK
10010
212-576-7000
MainStay VP Income Builder Portfolio
S000009444
WZQNS9UOCVW6JX8S5652
2020-12-31
2020-06-30
N
610184387.93
7732200.54
602452187.39
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1871613.10000000
0.00000000
0.00000000
7716965.54000000
USD
UST
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BX0
705000.00000000
PA
USD
701529.96000000
0.116445748672
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
4.25000000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
795000.00000000
PA
USD
796987.50000000
0.132290581175
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DLP5
341615.95000000
PA
USD
356302.76000000
0.059142080891
Long
ABS-MBS
USGSE
US
N
2
2040-02-01
Fixed
2.50000000
N
N
N
N
N
N
Bank
N/A
Bank 2019-BNK19
06540WBC6
1205000.00000000
PA
USD
1324530.58000000
0.219856547577
Long
ABS-MBS
CORP
US
N
2
2061-08-15
Fixed
2.93000000
N
N
N
N
N
N
HUNTSMAN INTERNATIONAL L
3YTEJFW18LGIUQ2N5J61
Huntsman International LLC
44701QBE1
731000.00000000
PA
USD
769068.32000000
0.127656324617
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.50000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2013-K33 Mortgage Trust
30265AAN4
1094000.00000000
PA
USD
1147071.80000000
0.190400470611
Long
ABS-MBS
USGSE
US
N
2
2046-08-25
Variable
3.61000000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings Inc
054561AM7
830000.00000000
PA
USD
949613.33000000
0.157624679580
Long
DBT
CORP
US
N
2
2048-04-20
Fixed
5.00000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAB9
1075000.00000000
PA
USD
1195543.18000000
0.198446151416
Long
DBT
CORP
GB
N
2
2026-03-24
Fixed
4.65000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BW2
645000.00000000
PA
USD
645729.29000000
0.107183491655
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.63000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BCY0
881000.00000000
PA
USD
1127493.19000000
0.187150650889
Long
DBT
CORP
US
N
2
2026-08-09
Fixed
6.25000000
N
N
N
N
N
N
Chart Industries Inc
EM7QGKC1GYOF3LSZSL80
Chart Industries Inc
16115QAD2
1528000.00000000
PA
USD
1614649.56000000
0.268012896923
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
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162100
9303.00000000
NS
USD
2194205.58000000
0.364212401569
Long
EC
CORP
US
N
1
N
N
N
Restaurant Brands International Inc
5299009RXTX9DN9AKJ98
Restaurant Brands International Inc
76131D103
23188.00000000
NS
USD
1266760.44000000
0.210267381630
Long
EC
CORP
CA
N
1
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746U109
38448.00000000
NS
USD
3121208.64000000
0.518084041411
Long
EC
CORP
US
N
1
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AG2
555000.00000000
PA
USD
553084.88000000
0.091805605752
Long
DBT
CORP
US
N
2
2024-08-08
Fixed
3.20000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QH4
705000.00000000
PA
USD
1113927.54000000
0.184898912032
Long
DBT
UST
US
N
2
2040-05-15
Fixed
4.38000000
N
N
N
N
N
N
Telefonica Emisiones SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAP8
175000.00000000
PA
USD
180164.72000000
0.029905231281
Long
DBT
CORP
ES
N
2
2021-02-16
Fixed
5.46000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) SEP20 XCBT 20200930
000000000
183.00000000
NC
USD
14743.70000000
0.002447281345
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
2 Year US Treasury Note
TUU0 Comdty
2020-09-30
40396803.36000000
USD
14743.70000000
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QBL1
1535000.00000000
PA
USD
1557282.04000000
0.258490561175
Long
DBT
CORP
CA
N
2
2021-07-13
Fixed
1.80000000
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475105
9472.00000000
NS
USD
996549.12000000
0.165415470448
Long
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) SEP20 XCBT 20200930
000000000
-142.00000000
NC
USD
-57961.71000000
-0.00962096432
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
5 Year US Treasury Note
FVU0 Comdty
2020-09-30
-17797428.99000000
USD
-57961.71000000
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VEP5
985000.00000000
PA
USD
996997.30000000
0.165489863074
Long
DBT
CORP
US
N
2
2025-05-15
Floating
1.49000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BS9
252000.00000000
PA
USD
263340.00000000
0.043711352620
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
8.63000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
36186CBY8
1130000.00000000
PA
USD
1458066.83000000
0.242021999507
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.00000000
N
N
N
N
N
N
BCE Inc
5493001I9203PRB5KR45
BCE Inc
000000000
70197.00000000
NS
2927632.69000000
0.485952703181
Long
EC
CORP
CA
N
1
N
N
N
GlaxoSmithKline PLC
5493000HZTVUYLO1D793
GlaxoSmithKline PLC
000000000
138376.00000000
NS
2803766.51000000
0.465392369500
Long
EC
CORP
GB
N
2
N
N
N
RELIANCE STAND LIFE II
N/A
Reliance Standard Life Global Funding II
75951AAL2
950000.00000000
PA
USD
978685.14000000
0.162450259204
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
2.50000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
19706.00000000
NS
USD
2771254.78000000
0.459995803485
Long
EC
CORP
US
N
1
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAP8
435000.00000000
PA
USD
511668.75000000
0.084931013731
Long
DBT
CORP
KY
N
2
2026-08-10
Fixed
6.25000000
N
N
N
N
N
N
SPRINT COMMUNICATIONS
549300JKU50UT08ZWD77
Sprint Communications Inc
852061AS9
24000.00000000
PA
USD
25313.52000000
0.004201747546
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
6.00000000
N
N
N
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp
69335PDQ5
765000.00000000
PA
USD
765749.16000000
0.127105382971
Long
ABS-O
CORP
US
N
2
2025-06-16
Fixed
1.77000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Securities Trust
N/A
Wells Fargo Mortgage Backed Securities 2020-2 Trust
95002QAA8
1070000.00000000
PA
USD
1102768.75000000
0.183046683717
Long
ABS-MBS
CORP
US
N
2
2049-12-25
Variable
3.00000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00772BAQ4
1600000.00000000
PA
USD
1606960.00000000
0.266736520114
Long
DBT
CORP
IE
N
2
2020-10-30
Fixed
4.63000000
N
N
N
N
N
N
ROYAL BK SCOTLND GRP PLC
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group PLC
780097AZ4
70000.00000000
PA
USD
78410.19000000
0.013015172264
Long
DBT
CORP
GB
N
2
2023-12-19
Fixed
6.00000000
N
N
N
N
N
N
Capital One Multi-Asset Execution Trust
R42WS16M9R97TJJKGU15
Capital One Multi-Asset Execution Trust
14041NFV8
700000.00000000
PA
USD
746463.27000000
0.123904151337
Long
ABS-O
CORP
US
N
2
2028-08-15
Fixed
2.06000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAH3
2031000.00000000
PA
USD
2012721.00000000
0.334088089001
Long
DBT
NUSS
MX
N
2
2030-04-16
Fixed
3.25000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZQ6
460000.00000000
PA
USD
458724.22000000
0.076142842469
Long
DBT
UST
US
N
2
2030-05-15
Fixed
0.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378UKQ9
2281931.97000000
PA
USD
2441745.25000000
0.405301084651
Long
ABS-MBS
USGA
US
N
2
2041-08-16
Fixed
3.25000000
N
N
N
N
N
N
Cie Generale des Etablissements Michelin SCA
549300SOSI58J6VIW052
Cie Generale des Etablissements Michelin SCA
000000000
19575.00000000
NS
2027895.95000000
0.336606952791
Long
EC
CORP
FR
N
2
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2019-3
14315PAD7
905000.00000000
PA
USD
930886.98000000
0.154516325027
Long
ABS-O
CORP
US
N
2
2024-08-15
Fixed
2.18000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAD0
555000.00000000
PA
USD
597151.33000000
0.099120119820
Long
DBT
CORP
XX
N
2
2030-05-01
Fixed
3.40000000
N
N
N
N
N
N
NYU HOSPITALS CENTER
N/A
NYU Langone Hospitals
62954RAA4
630000.00000000
PA
USD
607977.25000000
0.100917095617
Long
DBT
CORP
US
N
2
2055-07-01
Fixed
3.38000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XAW6
1500000.00000000
PA
USD
1529487.30000000
0.253876960199
Long
DBT
CORP
US
N
2
2022-04-10
Fixed
3.45000000
N
N
N
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
8608.00000000
NS
2980361.18000000
0.494705014336
Long
EC
CORP
CH
N
2
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
1115000.00000000
PA
USD
1133408.65000000
0.188132547897
Long
DBT
MUN
US
N
2
2050-05-15
Fixed
3.01000000
N
N
N
N
N
N
One Bryant Park Trust
N/A
One Bryant Park Trust 2019-OBP
68236JAA9
1030000.00000000
PA
USD
1089891.00000000
0.180909128195
Long
ABS-MBS
CORP
US
N
2
2054-09-15
Fixed
2.52000000
N
N
N
N
N
N
Digital Realty Trust LP
CD4SPTZ3YBTHY0C1AH38
Digital Realty Trust LP
25389JAS5
45000.00000000
PA
USD
47163.83000000
0.007828642834
Long
DBT
US
N
2
2023-02-01
Fixed
2.75000000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508104
22835.00000000
NS
USD
2899359.95000000
0.481259759809
Long
EC
CORP
US
N
1
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903AR4
890000.00000000
PA
USD
883094.38000000
0.146583313744
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
2.30000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Citibank NA
17325FAQ1
1340000.00000000
PA
USD
1379961.59000000
0.229057445368
Long
DBT
CORP
US
N
2
2021-07-23
Fixed
3.40000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KG5
545000.00000000
PA
USD
608663.24000000
0.101030961915
Long
DBT
CORP
US
N
2
2026-01-12
Fixed
3.70000000
N
N
N
N
N
N
MACY'S INC
529900NZQ81TIOW3CW52
Macy's Inc
55616PAA2
1370000.00000000
PA
USD
1363821.30000000
0.226378346455
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
8.38000000
N
N
N
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group Inc
12572Q105
6427.00000000
NS
USD
1044644.58000000
0.173398752940
Long
EC
CORP
US
N
1
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939U106
28338.00000000
NS
USD
2483825.70000000
0.412285946003
Long
EC
CORP
US
N
1
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
CommScope Inc
203372AL1
76000.00000000
PA
USD
76000.00000000
0.012615108981
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
5.00000000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group Inc
69346VAA7
1893000.00000000
PA
USD
1826745.00000000
0.303218253371
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.50000000
N
N
N
N
N
N
Liberty Mutual Group Inc
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBE3
295000.00000000
PA
USD
320196.26000000
0.053148825201
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4.25000000
N
N
N
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co Ltd
796050888
2394.00000000
NS
USD
2640582.00000000
0.438305654003
Long
EC
CORP
KR
Y
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385XLY1
1624616.27000000
PA
USD
1859752.34000000
0.308697084835
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
5.00000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HS3
436000.00000000
PA
USD
578388.86000000
0.096005769770
Long
DBT
CORP
US
N
2
2044-05-06
Fixed
5.30000000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAS9
1000000.00000000
PA
USD
1085897.69000000
0.180246285552
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.65000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QBS4
800000.00000000
PA
USD
882208.81000000
0.146436319506
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.00000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
6607.00000000
NS
USD
2410233.60000000
0.400070520192
Long
EC
CORP
US
N
1
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122BM9
1400000.00000000
PA
USD
1541778.48000000
0.255917151978
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.63000000
N
N
N
N
N
N
CONNECTICUT LIGHT & PWR
549300O45IUXEDS1VZ32
Connecticut Light and Power Co/The
207597EL5
450000.00000000
PA
USD
548875.71000000
0.091106932880
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
4.00000000
N
N
N
N
N
N
Rogers Communications Inc
54930030NVF3Y2OL0A78
Rogers Communications Inc
000000000
33153.00000000
NS
1332127.39000000
0.221117528972
Long
EC
CORP
CA
N
1
N
N
N
Cigna Holding Co
45RS2W538ZOGNWLVIX82
Cigna Holding Co
125509BN8
135000.00000000
PA
USD
136063.77000000
0.022584990618
Long
DBT
CORP
US
N
2
2020-12-15
Fixed
4.38000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFH7
325000.00000000
PA
USD
360814.48000000
0.059890973516
Long
DBT
CORP
US
N
2
2024-08-26
Fixed
4.20000000
N
N
N
N
N
N
Wells Fargo Bank NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
94988J5R4
1015000.00000000
PA
USD
1101253.33000000
0.182795141764
Long
DBT
CORP
US
N
2
2023-08-14
Fixed
3.55000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAN8
1560000.00000000
PA
USD
1654076.27000000
0.274557268547
Long
DBT
CORP
US
N
2
2023-01-23
Fixed
3.13000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397VU4
150000.00000000
PA
USD
151455.00000000
0.025139754352
Long
DBT
CORP
US
N
2
2021-08-02
Fixed
5.88000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBF2
710000.00000000
PA
USD
709822.50000000
0.117822213091
Long
DBT
US
N
2
2025-07-15
Fixed
1.25000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MF5
780000.00000000
PA
USD
842773.92000000
0.139890590098
Long
DBT
CORP
US
N
2
2025-04-24
Fixed
3.35000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AN9
505000.00000000
PA
USD
504596.00000000
0.083757020152
Long
DBT
US
N
2
2024-09-01
Fixed
3.35000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBG4
345000.00000000
PA
USD
339018.87000000
0.056273157786
Long
DBT
CORP
US
N
2
2050-02-24
Fixed
3.00000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBW2
160000.00000000
PA
USD
178521.16000000
0.029632419590
Long
DBT
CORP
US
N
2
2050-01-31
Fixed
4.20000000
N
N
N
N
N
N
Duke Energy Ohio Inc
L6KC0HABGHNFU1Z6QY21
Duke Energy Ohio Inc
26442EAG5
565000.00000000
PA
USD
715069.97000000
0.118693231590
Long
DBT
CORP
US
N
2
2049-02-01
Fixed
4.30000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHC6
734000.00000000
PA
USD
771000.94000000
0.127977116879
Long
DBT
CORP
US
N
2
2023-12-20
Fixed
3.00000000
N
N
N
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock Inc
09247X101
3044.00000000
NS
USD
1656209.96000000
0.274911436071
Long
EC
CORP
US
N
1
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAH7
1100000.00000000
PA
USD
1120564.12000000
0.186000506505
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
2.49000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913Q2G3
1735000.00000000
PA
USD
1767461.68000000
0.293377917284
Long
DBT
CORP
US
N
2
2021-03-15
Fixed
2.90000000
N
N
N
N
N
N
CK HUTCH INTL 17 II LTD
254900F7C0PB6TKONV55
CK Hutchison International 17 II Ltd
12563XAC5
925000.00000000
PA
USD
992832.45000000
0.164798546802
Long
DBT
CORP
KY
N
2
2027-09-29
Fixed
3.25000000
N
N
N
N
N
N
DUQUESNE LIGHT HOLDINGS
4CUJ1D8WDXK9X7QI6B93
Duquesne Light Holdings Inc
266233AG0
865000.00000000
PA
USD
882403.02000000
0.146468556089
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
3.62000000
N
N
N
N
N
N
SOUTHERN CALIF GAS CO
XY0N0J73VHV5F4CUJV89
Southern California Gas Co
842434CS9
325000.00000000
PA
USD
413402.85000000
0.068620026394
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
4.30000000
N
N
N
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032WAH9
675000.00000000
PA
USD
757963.42000000
0.125813041410
Long
DBT
CORP
KY
N
2
2038-01-19
Fixed
3.93000000
N
N
N
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAE3
1240000.00000000
PA
USD
1317442.20000000
0.218679959601
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
3.63000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAF3
1275000.00000000
PA
USD
1423014.21000000
0.236203675542
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
3.54000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AP5
455000.00000000
PA
USD
506654.34000000
0.084098680460
Long
DBT
CORP
GB
N
2
2025-05-14
Fixed
4.88000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBC9
740000.00000000
PA
USD
787818.80000000
0.130768684468
Long
DBT
US
N
2
2024-11-18
Fixed
2.63000000
N
N
N
N
N
N
BRASKEM NETHERLANDS
N/A
Braskem Netherlands Finance BV
10554TAB1
745000.00000000
PA
USD
697282.75000000
0.115740761606
Long
DBT
CORP
NL
N
2
2028-01-10
Fixed
4.50000000
N
N
N
N
N
N
UAL 2007 PASS TRUST
N/A
UAL 2007-1 Pass Through Trust
909287AA2
388961.18000000
PA
USD
330898.07000000
0.054925200194
Long
DBT
CORP
US
N
2
2022-07-02
Fixed
6.64000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2018-1745
94990DAA4
940000.00000000
PA
USD
1036817.27000000
0.172099511247
Long
ABS-MBS
CORP
US
N
2
2036-06-15
Variable
3.87000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GG2
520000.00000000
PA
USD
592562.46000000
0.098358421199
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
Hanesbrands Inc
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
410345102
98107.00000000
NS
USD
1107628.03000000
0.183853267227
Long
EC
CORP
US
N
1
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040Q104
39327.00000000
NS
USD
2035172.25000000
0.337814733284
Long
EC
US
N
1
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329WAQ5
280000.00000000
PA
USD
303399.14000000
0.050360700209
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.75000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2K9
885000.00000000
PA
USD
932164.40000000
0.154728361770
Long
DBT
CORP
FR
N
2
2031-01-13
Fixed
3.05000000
N
N
N
N
N
N
Coca-Cola European Partners PLC
549300LTH67W4GWMRF57
Coca-Cola European Partners PLC
000000000
34168.00000000
NS
USD
1290183.68000000
0.214155364857
Long
EC
CORP
GB
N
1
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
87281.00000000
NS
USD
4811801.53000000
0.798702640759
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
35750.82000000
0.005934216979
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
13443000.00000000
GBP
16696474.86000000
USD
2020-08-03
35750.82000000
N
N
N
Protective Life Corp
549300ZWIT8J8Y2EXL07
Protective Life Corp
743674AY9
725000.00000000
PA
USD
1115596.62000000
0.185175959744
Long
DBT
CORP
US
N
2
2039-10-15
Fixed
8.45000000
N
N
N
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284V101
105887.00000000
NS
USD
2763650.70000000
0.458733615355
Long
EC
US
N
1
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
000000000
111600.00000000
NS
3983077.53000000
0.661144172661
Long
EC
CORP
JP
N
2
N
N
N
Realogy Group LLC
LF6PBYTYG3BDVEF4FI12
Realogy Group LLC 2018 Term Loan B
75605NAQ3
1244577.75000000
PA
USD
1143455.81000000
0.189800258665
Long
LON
CORP
US
N
2
2025-02-08
Variable
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JNRL6
437615.14000000
PA
USD
467387.28000000
0.077580808864
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
4.00000000
N
N
N
N
N
N
Hawaii Hotel Trust 2019-MAUI
N/A
Hawaii Hotel Trust 2019-MAUI
41975AAA0
555000.00000000
PA
USD
534901.12000000
0.088787314777
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Floating
1.33000000
N
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAN7
1020000.00000000
PA
USD
958800.00000000
0.159149559096
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.00000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAP0
157000.00000000
PA
USD
150379.00000000
0.024961150967
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.80000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967BL4
190000.00000000
PA
USD
260515.41000000
0.043242503795
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
6.63000000
N
N
N
N
N
N
Maxim Integrated Products Inc
SO0H5YEO14Y4PVKQH532
Maxim Integrated Products Inc
57772K101
27994.00000000
NS
USD
1696716.34000000
0.281635020257
Long
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) SEP20 XCBT 20200921
000000000
18.00000000
NC
USD
21614.50000000
0.003587753593
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury Long Bond
USU0 Comdty
2020-09-21
3192510.50000000
USD
21614.50000000
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
35183.00000000
NS
USD
2104998.89000000
0.349405136882
Long
EC
CORP
US
N
1
N
N
N
Nestle Holdings Inc
549300EAEU8YV8MQXP30
Nestle Holdings Inc
641062AJ3
1615000.00000000
PA
USD
1665263.37000000
0.276414195990
Long
DBT
CORP
US
N
2
2021-09-24
Fixed
3.10000000
N
N
N
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
929089AB6
310000.00000000
PA
USD
343539.23000000
0.057023484550
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.65000000
N
N
N
N
N
N
Ion Media Networks Inc
N/A
ION MEDIA CS UNSECURED ION MEDIA COMMON STOCK UNSECUR
000000000
8.00000000
NS
USD
3017.60000000
0.000500886221
Long
EC
CORP
US
Y
3
N
N
N
PEACHTREE FUNDING TRUST
N/A
Peachtree Corners Funding Trust
70466WAA7
425000.00000000
PA
USD
464218.95000000
0.077054903229
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.98000000
N
N
N
N
N
N
Deutsche Post AG
8ER8GIG7CSMVD8VUFE78
Deutsche Post AG
000000000
63896.00000000
NS
2330904.08000000
0.386902749925
Long
EC
CORP
DE
N
2
N
N
N
POLYONE CORP
SM8L9RZYIB34LNTWO040
PolyOne Corp
73179PAM8
1218000.00000000
PA
USD
1253017.50000000
0.207986214711
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
5.75000000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20337YAA5
475000.00000000
PA
USD
458707.50000000
0.076140067145
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.00000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-279518.52000000
-0.04639679726
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
7152000.00000000
EUR
7761328.94000000
USD
2020-08-03
-279518.52000000
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCM1
555000.00000000
PA
USD
746431.64000000
0.123898901128
Long
DBT
CORP
US
N
2
2048-10-15
Fixed
4.70000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT SEP20 XCBT 20200921
000000000
-70.00000000
NC
USD
-62071.74000000
-0.01030318111
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US 10 Year Ultra Bond
UXYU0 Comdty
2020-09-21
-10961834.51000000
USD
-62071.74000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZM5
12210000.00000000
PA
USD
12200460.94000000
2.025133478700
Long
DBT
UST
US
N
2
2022-04-30
Fixed
0.13000000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BAZ1
635000.00000000
PA
USD
656803.88000000
0.109021743757
Long
DBT
CORP
CL
N
2
2029-09-30
Fixed
3.00000000
N
N
N
N
N
N
SKY LTD
2138003TS48MQKF4BZ29
Sky Ltd
111013AL2
340000.00000000
PA
USD
378596.53000000
0.062842585341
Long
DBT
CORP
GB
N
2
2024-09-16
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FM6K3
566810.03000000
PA
USD
587980.38000000
0.097597849639
Long
ABS-MBS
USGSE
US
N
2
2048-09-15
Fixed
3.50000000
N
N
N
N
N
N
Orkla ASA
549300PZS8G8RG6RVZ52
Orkla ASA
000000000
161650.00000000
NS
1416924.81000000
0.235192906533
Long
EC
CORP
NO
N
2
N
N
N
GAZPROM (GAZ CAPITAL SA)
213800568PRHV2JR9650
Gazprom PJSC Via Gaz Capital SA
368266AH5
640000.00000000
PA
USD
919307.52000000
0.152594270423
Long
DBT
CORP
LU
N
2
2037-08-16
Fixed
7.29000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CY4
400000.00000000
PA
USD
497040.78000000
0.082502942209
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78000000
N
N
N
N
N
N
FIRST HORIZON NATIONAL
TF3RXI1ZB1TQ30H9JV10
First Horizon National Corp
320517AD7
775000.00000000
PA
USD
810516.95000000
0.134536311256
Long
DBT
CORP
US
N
2
2025-05-26
Fixed
4.00000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO STOXX 50 SEP20 XEUR 20200918
000000000
-88.00000000
NC
-118449.24000000
-0.01966118514
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
EURO STOXX 50 Index
VGU0 Index
2020-09-18
-2730811.17000000
EUR
-118449.24000000
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077M108
54551.00000000
NS
USD
1751087.10000000
0.290659928978
Long
EC
CORP
CA
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GRD8
1330000.00000000
PA
USD
1425433.29000000
0.236605214461
Long
DBT
CORP
US
N
2
2023-01-22
Fixed
3.63000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGY9
1150000.00000000
PA
USD
1162757.55000000
0.193004121212
Long
DBT
CORP
US
N
2
2022-01-23
Fixed
2.74000000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932107
53750.00000000
NS
USD
2084425.00000000
0.345990112349
Long
EC
CORP
US
N
1
N
N
N
State Street Global Advisors
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
857492706
827042.50000000
NS
USD
827042.50000000
0.137279358812
Long
STIV
RF
US
N
1
N
N
CROWN CASTLE TOWERS LLC
N/A
Crown Castle Towers LLC
22822RBH2
990000.00000000
PA
USD
1132638.90000000
0.188004778421
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.24000000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
34675.00000000
NS
USD
1549279.00000000
0.257162150362
Long
EC
CORP
US
N
1
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AH4
315000.00000000
PA
USD
318150.00000000
0.052809170031
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.75000000
N
N
N
N
N
N
REYNOLDS GRP ISS/REYNOLD
N/A
Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
761735AT6
1060000.00000000
PA
USD
1068045.40000000
0.177283014711
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
5.13000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAG6
1409000.00000000
PA
USD
1257532.50000000
0.208735651778
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.60000000
N
N
N
N
N
N
CVS Pass-Through Trust
N/A
CVS Pass-Through Trust
126650AQ3
27472.27000000
PA
USD
29440.66000000
0.004886804399
Long
DBT
CORP
US
N
2
2026-01-10
Fixed
5.79000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AK3
555000.00000000
PA
USD
557775.00000000
0.092584110685
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
6.25000000
N
N
N
N
N
N
Keycorp Student Loan Trust
549300O83C3TV9I4SN56
KeyCorp Student Loan Trust 2000-A
493268AW6
20493.83000000
PA
USD
20430.84000000
0.003391279910
Long
ABS-O
CORP
US
N
2
2029-05-25
Floating
0.68000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
13278.00000000
NS
USD
1248928.68000000
0.207307518528
Long
EC
CORP
US
N
1
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAC0
1330000.00000000
PA
USD
708225.00000000
0.117557046820
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
6.63000000
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AJ3
1295000.00000000
PA
USD
1316565.93000000
0.218534509054
Long
DBT
CORP
US
N
2
2021-03-14
Fixed
3.15000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967GK1
105000.00000000
PA
USD
111348.65000000
0.018482570456
Long
DBT
CORP
US
N
2
2022-07-30
Fixed
4.05000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BZ2
1161000.00000000
PA
USD
1213837.11000000
0.201482729319
Long
DBT
NUSS
BR
N
2
2028-01-13
Fixed
4.63000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAF9
1215000.00000000
PA
USD
1161977.57000000
0.192874653677
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
2.30000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
5666.00000000
NS
USD
1671186.70000000
0.277397399325
Long
EC
CORP
US
N
1
N
N
N
BX Trust
N/A
BX Trust 2018-BILT
05606JAA3
850000.00000000
PA
USD
803188.12000000
0.133319811399
Long
ABS-MBS
CORP
US
N
2
2030-05-15
Floating
0.98000000
N
N
N
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
Evergy Inc
391164AF7
500000.00000000
PA
USD
533852.71000000
0.088613291008
Long
SN
CORP
US
N
2
2022-06-15
Variable
5.29000000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
413875AW5
810000.00000000
PA
USD
958144.77000000
0.159040798598
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.40000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BE9
535000.00000000
PA
USD
582672.53000000
0.096716808768
Long
DBT
CORP
US
N
2
2023-11-30
Fixed
3.40000000
N
N
N
N
N
N
Fortis Inc/Canada
549300MQYQ9Y065XPR71
Fortis Inc/Canada
000000000
46431.00000000
NS
1765787.07000000
0.293099951657
Long
EC
CORP
CA
N
1
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group Inc
976657AH9
480000.00000000
PA
USD
379200.00000000
0.062942754286
Long
DBT
CORP
US
N
2
2067-05-15
Variable
2.50000000
N
N
N
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032WAG1
440000.00000000
PA
USD
479584.75000000
0.079605445882
Long
DBT
CORP
KY
N
2
2028-01-19
Fixed
3.60000000
N
N
N
N
N
N
Allianz SE
529900K9B0N5BT694847
Allianz SE
000000000
17965.00000000
NS
3664386.94000000
0.608245271027
Long
EC
CORP
DE
N
2
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467X1
1150000.00000000
PA
USD
1343102.58000000
0.222939281840
Long
DBT
CORP
US
N
2
2025-11-24
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136B9BV8
1140304.17000000
PA
USD
1245418.09000000
0.206724801746
Long
ABS-MBS
USGSE
US
N
2
2060-03-25
Fixed
3.50000000
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
880000.00000000
PA
USD
950928.35000000
0.157842957483
Long
ABS-MBS
CORP
US
N
2
2046-12-15
Fixed
4.17000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HCCF1
1316997.84000000
PA
USD
1396836.12000000
0.231858419512
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FRPL9
1775000.00000000
PA
USD
1949570.36000000
0.323605823135
Long
ABS-MBS
USGSE
US
N
2
2050-01-25
Fixed
4.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-3
46650QAC2
245745.96000000
PA
USD
252934.72000000
0.041984198131
Long
ABS-MBS
CORP
US
N
2
2049-09-25
Variable
4.00000000
N
N
N
N
N
N
Terna Rete Elettrica Nazionale SpA
8156009E94ED54DE7C31
Terna Rete Elettrica Nazionale SpA
000000000
342397.00000000
NS
2350775.93000000
0.390201244049
Long
EC
CORP
IT
N
2
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TFM2
1765000.00000000
PA
USD
1765456.99000000
0.293045162247
Long
DBT
CORP
US
N
2
2020-09-18
Floating
0.48000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
34929.00000000
NS
USD
1361532.42000000
0.225998419210
Long
EC
CORP
US
N
1
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
120111BM0
1000000.00000000
PA
USD
1027500.00000000
0.170552953662
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.38000000
N
N
N
N
N
N
Freddie Mac - SLST
N/A
Seasoned Loans Structured Transaction Series 2019-1
35564CBB2
626770.94000000
PA
USD
681927.41000000
0.113191955191
Long
ABS-MBS
USGSE
US
N
2
2029-05-25
Fixed
3.50000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAR6
1305000.00000000
PA
USD
1216710.16000000
0.201959621936
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.25000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AM0
365000.00000000
PA
USD
377475.11000000
0.062656442768
Long
DBT
CORP
CH
N
2
2025-09-11
Fixed
2.59000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BD6
1000000.00000000
PA
USD
1068320.00000000
0.177328595092
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.38000000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABH4
675000.00000000
PA
USD
755634.81000000
0.125426519451
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.70000000
N
N
N
N
N
N
ON Semiconductor Corp
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp
682189AP0
1289000.00000000
PA
USD
1567436.89000000
0.260176147221
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
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZL7
6990000.00000000
PA
USD
7021673.44000000
1.165515469438
Long
DBT
UST
US
N
2
2025-04-30
Fixed
0.38000000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAL4
415000.00000000
PA
USD
551876.42000000
0.091605015559
Long
DBT
CORP
US
N
2
2037-06-15
Fixed
6.63000000
N
N
N
N
N
N
Bayview Commercial Asset Trust
N/A
Bayview Commercial Asset Trust 2006-4
07325BAB4
44071.46000000
PA
USD
39845.02000000
0.006613806179
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
0.41000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231G102
32476.00000000
NS
USD
1452326.72000000
0.241069208544
Long
EC
CORP
US
N
1
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AR0
825000.00000000
PA
USD
920749.01000000
0.152833540863
Long
DBT
US
N
2
2031-08-15
Fixed
3.38000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC40
36257HBP0
788000.00000000
PA
USD
871834.22000000
0.144714259197
Long
ABS-MBS
CORP
US
N
2
2052-07-10
Fixed
3.16000000
N
N
N
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
000000000
23557.00000000
NS
2602464.06000000
0.431978522855
Long
EC
CORP
CH
N
2
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AK1
1190000.00000000
PA
USD
1331513.29000000
0.221015595572
Long
DBT
CORP
US
N
2
2025-12-03
Fixed
4.30000000
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
Willis North America Inc
970648AK7
185000.00000000
PA
USD
204074.88000000
0.033874037520
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.88000000
N
N
N
N
N
N
Tokio Marine Holdings Inc
5299009QN2NZ191KLS29
Tokio Marine Holdings Inc
000000000
38700.00000000
NS
1686003.51000000
0.279856816074
Long
EC
CORP
JP
N
2
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
93091.00000000
NS
USD
3044075.70000000
0.505280877672
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136B4GL6
1202438.37000000
PA
USD
1305297.23000000
0.216664036967
Long
ABS-MBS
USGSE
US
N
2
2049-04-25
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3133KYSZ3
337144.15000000
PA
USD
351699.55000000
0.058378001999
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
2.50000000
N
N
N
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
61416.00000000
NS
3311400.49000000
0.549653658715
Long
EC
CORP
GB
N
2
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703DBA8
318000.00000000
PA
USD
350985.83000000
0.058259532847
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.30000000
N
N
N
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
Berry Global Inc
085770AA3
84000.00000000
PA
USD
85260.00000000
0.014152160417
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.88000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CC2
1355000.00000000
PA
USD
1486329.61000000
0.246713289637
Long
DBT
CORP
US
N
2
2023-12-05
Fixed
4.00000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
5581.00000000
NS
USD
1761419.41000000
0.292374971303
Long
EC
CORP
US
N
1
N
N
N
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
529900MUF4C20K50JS49
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
000000000
11525.00000000
NS
2991027.68000000
0.496475528283
Long
EC
CORP
DE
N
2
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AT5
205000.00000000
PA
USD
226896.03000000
0.037662080867
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.20000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT SEP20 XCBT 20200921
000000000
134.00000000
NC
USD
74530.01000000
0.012371107875
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury Ultra Long Bond
WNU0 Comdty
2020-09-21
29158407.49000000
USD
74530.01000000
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EU4
735000.00000000
PA
USD
815644.20000000
0.135387374645
Long
DBT
CORP
US
N
2
2026-03-10
Fixed
6.30000000
N
N
N
N
N
N
Level 3 Financing Inc.
N/A
Level 3 Financing Inc. 2019 Term Loan B
52729KAP1
718508.30000000
PA
USD
677194.07000000
0.112406276244
Long
LON
CORP
US
N
2
2027-03-01
Variable
1.93000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371NCX1
9150.57000000
PA
USD
10398.87000000
0.001726090504
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
6.00000000
N
N
N
N
N
N
KERRY GROUP FIN SERVICES
635400SE9OHFJ8SLDG45
Kerry Group Financial Services Unltd Co
49245PAA4
1290000.00000000
PA
USD
1348358.01000000
0.223811621606
Long
DBT
CORP
IE
N
2
2023-04-09
Fixed
3.20000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RFW7
670000.00000000
PA
USD
805212.41000000
0.133655819806
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.90000000
N
N
N
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S
000000000
24727.00000000
NS
1600113.32000000
0.265600051504
Long
EC
CORP
DK
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QD3
3457000.00000000
PA
USD
5435862.44000000
0.902289435374
Long
DBT
UST
US
N
2
2039-11-15
Fixed
4.38000000
N
N
N
N
N
N
Cisco Systems Inc
8E6NF1YAL0WT6CWXXV93
Cisco Systems Inc
17275R102
68675.00000000
NS
USD
3203002.00000000
0.531660780231
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132DV6R1
1257298.40000000
PA
USD
1287051.74000000
0.213635499536
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
2.00000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AS7
325000.00000000
PA
USD
346552.36000000
0.057523628804
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
2.75000000
N
N
N
N
N
N
Carrington Mortgage Loan Trust
N/A
Carrington Mortgage Loan Trust Series 2007-HE1
14454EAC5
1620000.00000000
PA
USD
1496904.95000000
0.248468672092
Long
ABS-O
CORP
US
N
2
2037-06-25
Floating
0.37000000
N
N
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAV4
1225000.00000000
PA
USD
1289582.80000000
0.214055625822
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.30000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BY8
550000.00000000
PA
USD
543952.46000000
0.090289731099
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
4.35000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505FQ2
1461000.00000000
PA
USD
1311101.40000000
0.217627461140
Long
DBT
CORP
US
N
2
2025-01-28
Fixed
4.30000000
N
N
N
N
N
N
Las Vegas Sands Corp
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834107
34842.00000000
NS
USD
1586704.68000000
0.263374374466
Long
EC
CORP
US
N
1
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBV4
630000.00000000
PA
USD
674353.68000000
0.111934804805
Long
DBT
CORP
US
N
2
2029-07-31
Fixed
3.13000000
N
N
N
N
N
N
Alliant Holdings Intermediate, LLC
5493006Q26653NF8SI73
Alliant Holdings Intermediate, LLC 2018 Term Loan B
01881UAE5
1268544.30000000
PA
USD
1195603.00000000
0.198456080835
Long
LON
CORP
US
N
2
2025-05-09
Variable
2.93000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBJ3
165000.00000000
PA
USD
183286.44000000
0.030423400202
Long
DBT
CORP
US
N
2
2025-10-29
Fixed
4.20000000
N
N
N
N
N
N
BX Trust 2019-OC11
N/A
BX Trust 2019-OC11
05606FAA1
515000.00000000
PA
USD
536506.40000000
0.089053772436
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Fixed
3.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KDP53
828526.38000000
PA
USD
863742.02000000
0.143371048869
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
2.50000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135FAC5
945000.00000000
PA
USD
984362.43000000
0.163392622784
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
3.13000000
N
N
N
N
N
N
Advanced Disposal Services Inc.
549300ML1GEF4BKIM713
Advanced Disposal Services Inc. Term Loan B3
00100UAG7
1604926.60000000
PA
USD
1584463.79000000
0.263002412998
Long
LON
CORP
US
N
2
2023-11-10
Variable
3.00000000
N
N
N
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608102
35252.00000000
NS
USD
2480330.72000000
0.411705820298
Long
EC
CORP
US
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CC2
545000.00000000
PA
USD
553002.46000000
0.091791924998
Long
DBT
CORP
US
N
2
2021-08-04
Fixed
1.55000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBE3
340000.00000000
PA
USD
343536.18000000
0.057022978286
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
3.50000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BX6
635000.00000000
PA
USD
778626.97000000
0.129242948452
Long
DBT
CORP
US
N
2
2047-06-06
Fixed
4.67000000
N
N
N
N
N
N
American Tower Truste I
5493004YGM0MQZJOEJ36
American Tower Trust #1
03027WAJ1
175000.00000000
PA
USD
179040.28000000
0.029718587424
Long
ABS-O
CORP
US
N
2
2048-03-15
Fixed
3.07000000
N
N
N
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537101
26472.00000000
NS
USD
2108230.08000000
0.349941476539
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R102
102843.00000000
NS
USD
3108943.89000000
0.516048236702
Long
EC
CORP
US
N
1
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBR9
1125000.00000000
PA
USD
1315642.38000000
0.218381210581
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAR1
375000.00000000
PA
USD
418382.69000000
0.069446621450
Long
DBT
US
N
2
2028-01-15
Fixed
3.60000000
N
N
N
N
N
N
BX Trust 2019-OC11
N/A
BX Trust 2019-OC11
05606FAJ2
990000.00000000
PA
USD
942736.91000000
0.156483274479
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Fixed
3.86000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHZ5
650000.00000000
PA
USD
681454.56000000
0.113113467635
Long
DBT
CORP
US
N
2
2031-02-13
Fixed
2.50000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAH3
475000.00000000
PA
USD
559585.15000000
0.092884574363
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBX5
250000.00000000
PA
USD
283688.02000000
0.047088885381
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
4.15000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
228227BD5
1290000.00000000
PA
USD
1435458.93000000
0.238269353161
Long
DBT
US
N
2
2023-01-15
Fixed
5.25000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCY5
675000.00000000
PA
USD
748772.51000000
0.124287458104
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
3.25000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912XAX2
500000.00000000
PA
USD
495437.93000000
0.082236887900
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.75000000
N
N
N
N
N
N
British American Tobacco PLC
213800FKA5MF17RJKT63
British American Tobacco PLC
000000000
69659.00000000
NS
2676399.46000000
0.444250932442
Long
EC
CORP
GB
N
2
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
Truist Bank
07330MAC1
760000.00000000
PA
USD
759675.66000000
0.126097253176
Long
DBT
CORP
US
N
2
2029-09-17
Fixed
2.64000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353108
46431.00000000
NS
USD
2455735.59000000
0.407623317070
Long
EC
CORP
GB
N
1
N
N
N
BAE Systems PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
000000000
413296.00000000
NS
2472081.97000000
0.410336624506
Long
EC
CORP
GB
N
2
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B12 Mortgage Trust
08162FAE3
1119000.00000000
PA
USD
1239879.30000000
0.205805427542
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Fixed
3.12000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AJ2
380000.00000000
PA
USD
378100.00000000
0.062760167182
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.00000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBP7
619000.00000000
PA
USD
638343.75000000
0.105957578603
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
5.88000000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
000000000
97267.00000000
NS
2029875.51000000
0.336935536543
Long
EC
CORP
FR
N
2
N
N
N
ArcelorMittal
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LBA1
800000.00000000
PA
USD
810739.45000000
0.134573243648
Long
DBT
CORP
LU
N
2
2026-03-11
Fixed
4.55000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAK6
705000.00000000
PA
USD
784114.05000000
0.130153739402
Long
DBT
US
N
2
2026-10-15
Fixed
3.38000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFE9
1085000.00000000
PA
USD
1162877.42000000
0.193024018227
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
3.35000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172109
43048.00000000
NS
USD
3015942.88000000
0.500611159379
Long
EC
CORP
US
N
1
N
N
N
TIME WARNER ENT
N/A
Time Warner Entertainment Co LP
88731EAF7
355000.00000000
PA
USD
415978.68000000
0.069047583975
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
8.38000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353REY0
815000.00000000
PA
USD
838479.34000000
0.139177740167
Long
DBT
CORP
US
N
2
2021-12-09
Fixed
2.55000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AZ8
810000.00000000
PA
USD
875410.78000000
0.145307926226
Long
DBT
CORP
US
N
2
2030-01-22
Fixed
2.55000000
N
N
N
N
N
N
CINTAS CORPORATION NO. 2
549300QVUQTTKMTE0G41
Cintas Corp No 2
17252MAN0
1065000.00000000
PA
USD
1209550.03000000
0.200771124301
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.70000000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp
89832Q109
41949.00000000
NS
USD
1575184.95000000
0.261462234343
Long
EC
CORP
US
N
1
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494AX1
965000.00000000
PA
USD
1068513.09000000
0.177360645768
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.95000000
N
N
N
N
N
N
Textron Financial Corp
4E8B2CNXPE5P5AY03O18
Textron Financial Corp
883199AR2
1295000.00000000
PA
USD
809375.00000000
0.134346760944
Long
DBT
CORP
US
N
2
2042-02-15
Variable
2.13000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAM7
22000.00000000
PA
USD
22643.27000000
0.003758517351
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.00000000
N
N
N
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011104
31546.00000000
NS
USD
1956798.38000000
0.324805589714
Long
EC
CORP
US
N
1
N
N
N
National Grid PLC
8R95QZMKZLJX5Q2XR704
National Grid PLC
000000000
195778.00000000
NS
2397344.53000000
0.397931085682
Long
EC
CORP
GB
N
2
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC42
36257UAL1
475000.00000000
PA
USD
523227.99000000
0.086849712052
Long
ABS-MBS
CORP
US
N
2
2052-09-01
Fixed
3.00000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BJ5
465000.00000000
PA
USD
437909.52000000
0.072687846299
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
3.30000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
000000000
26810.00000000
NS
1818996.10000000
0.301932026818
Long
EC
CORP
CA
N
1
N
N
N
Wells Fargo Bank NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
94988J5N3
985000.00000000
PA
USD
996909.30000000
0.165475256106
Long
DBT
CORP
US
N
2
2021-01-15
Fixed
2.60000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132DV5W1
735607.00000000
PA
USD
766656.10000000
0.127255924378
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
2.50000000
N
N
N
N
N
N
Puget Energy Inc
SYBSJ96YIDMIUY7WDR33
Puget Energy Inc
745310AF9
350000.00000000
PA
USD
373036.10000000
0.061919619151
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
5.63000000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AX7
375000.00000000
PA
USD
381927.06000000
0.063395414274
Long
DBT
CORP
US
N
2
2050-03-12
Fixed
3.35000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17308CC53
845000.00000000
PA
USD
899257.05000000
0.149266127474
Long
DBT
CORP
US
N
2
2030-11-05
Fixed
2.98000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967ME8
565000.00000000
PA
USD
649281.16000000
0.107773060433
Long
DBT
CORP
US
N
2
2030-03-20
Fixed
3.98000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXGT3
1402519.86000000
PA
USD
1514890.59000000
0.251454077470
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
3.50000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AC1
465000.00000000
PA
USD
492900.00000000
0.081815621275
Long
DBT
CORP
CA
N
2
2027-08-15
Fixed
5.75000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAA9
920000.00000000
PA
USD
934420.80000000
0.155102897716
Long
DBT
US
N
2
2021-02-15
Fixed
3.40000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC
000000000
525000.00000000
PA
695809.73000000
0.115496257556
Long
DBT
CORP
GB
Y
2
2021-05-21
Fixed
10.00000000
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAH6
305000.00000000
PA
USD
398482.50000000
0.066143423219
Long
DBT
CORP
KY
N
2
2036-11-21
Fixed
6.88000000
N
N
N
N
N
N
DLL Securitization Trust
N/A
DLL 2019-3 LLC
23291RAC4
880000.00000000
PA
USD
894081.41000000
0.148407031912
Long
ABS-O
CORP
US
N
2
2023-02-21
Fixed
2.08000000
N
N
N
N
N
N
Chase Mortgage Finance Corporation
N/A
Chase Home Lending Mortgage Trust 2019-ATR1
16158RAD8
311393.31000000
PA
USD
313909.27000000
0.052105258569
Long
ABS-MBS
CORP
US
N
2
2049-04-25
Variable
4.00000000
N
N
N
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
000000000
40422.00000000
NS
2258778.91000000
0.374930817296
Long
EC
CORP
DE
N
2
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
000000000
800000.00000000
PA
851024.86000000
0.141260149404
Long
DBT
CORP
US
N
2
2025-03-02
Fixed
2.88000000
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
Willis North America Inc
970648AJ0
1395000.00000000
PA
USD
1476688.08000000
0.245112908693
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6PP0
1879585.12000000
PA
USD
1981580.39000000
0.328919112831
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
3.00000000
N
N
N
N
N
N
SCOR SE
96950056ULJ4JI7V3752
SCOR SE
000000000
49151.00000000
NS
1345143.98000000
0.223278130307
Long
EC
CORP
FR
N
2
N
N
N
British American Tobacco PLC
213800FKA5MF17RJKT63
British American Tobacco PLC
110448107
24949.00000000
NS
USD
968520.18000000
0.160762995018
Long
EC
CORP
GB
N
1
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp
482480100
21228.00000000
NS
USD
4128421.44000000
0.685269557719
Long
EC
CORP
US
N
1
N
N
N
Chase Mortgage Finance Corporation
N/A
Chase Home Lending Mortgage Trust 2019-ATR2
16159GAC3
156456.28000000
PA
USD
160260.20000000
0.026601314320
Long
ABS-MBS
CORP
US
N
2
2049-07-25
Variable
3.50000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
4989.00000000
NS
USD
1289856.06000000
0.214100983778
Long
EC
US
N
1
N
N
N
CALIFORNIA INSTITUTE OF
549300CITPNHOTVPHC04
California Institute of Technology
13034VAD6
775000.00000000
PA
USD
856042.85000000
0.142093076914
Long
DBT
CORP
US
N
2
2119-09-01
Fixed
3.65000000
N
N
N
N
N
N
Four Times Square Trust
N/A
Four Times Square Trust Commercial Mortgage Pass-Through Certificates Series 200
350910AN5
439061.81000000
PA
USD
442973.76000000
0.073528450767
Long
ABS-MBS
CORP
US
N
2
2028-12-13
Fixed
5.40000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-163107.39000000
-0.02707391448
N/A
DFE
JP
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
19239915.86000000
USD
2059000000.00000000
JPY
2020-08-03
-163107.39000000
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABC5
450000.00000000
PA
USD
517787.88000000
0.085946717571
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.13000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAH8
285000.00000000
PA
USD
287831.05000000
0.047776579789
Long
DBT
CORP
IE
N
2
2021-12-16
Fixed
4.45000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136B4GU6
862346.71000000
PA
USD
915182.18000000
0.151909512348
Long
ABS-MBS
USGSE
US
N
2
2049-03-25
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DQH8
2334955.26000000
PA
USD
2433508.54000000
0.403933887358
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FPLK9
1975000.00000000
PA
USD
2099512.30000000
0.348494427266
Long
ABS-MBS
USGSE
US
N
2
2049-10-25
Fixed
3.00000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBG2
955000.00000000
PA
USD
944456.80000000
0.156768756055
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.13000000
N
N
N
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200101
26387.00000000
NS
USD
3186757.99000000
0.528964465015
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335BM60
3730223.11000000
PA
USD
3976704.06000000
0.660086251363
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
Leggett & Platt Inc
DKOVQUCDW4ZLYCUD4T55
Leggett & Platt Inc
524660107
33576.00000000
NS
USD
1180196.40000000
0.195898765861
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHR3
1425000.00000000
PA
USD
1545614.81000000
0.256553937781
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.46000000
N
N
N
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
Siemens AG
000000000
15423.00000000
NS
1811704.57000000
0.300721718324
Long
EC
CORP
DE
N
2
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
6258.00000000
NS
USD
1567691.58000000
0.260218422775
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2H5
525000.00000000
PA
USD
546524.07000000
0.090716588210
Long
DBT
CORP
US
N
2
2025-10-30
Fixed
2.41000000
N
N
N
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
000000000
36185.00000000
NS
3144138.58000000
0.521890142622
Long
EC
CORP
CH
N
2
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
17337.00000000
NS
USD
1546980.51000000
0.256780627970
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GFD1
159000.00000000
PA
USD
231482.18000000
0.038423327999
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.75000000
N
N
N
N
N
N
New York State Thruway Authority
N/A
NEW YORK ST THRUWAY AUTH
650009S53
175000.00000000
PA
USD
188294.75000000
0.031254720945
Long
DBT
MUN
US
N
2
2035-01-01
Fixed
2.90000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAJ0
720000.00000000
PA
USD
709200.00000000
0.117718885389
Long
DBT
US
N
2
2030-07-15
Fixed
5.25000000
N
N
N
N
N
N
PPL Corp
9N3UAJSNOUXFKQLF3V18
PPL Corp
69351T106
49476.00000000
NS
USD
1278459.84000000
0.212209344867
Long
EC
CORP
US
N
1
N
N
N
Taiwan Semiconductor Manufacturing Co Ltd
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co Ltd
874039100
51929.00000000
NS
USD
2948009.33000000
0.489334986527
Long
EC
CORP
TW
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBP0
475000.00000000
PA
USD
503777.17000000
0.083621103972
Long
DBT
CORP
US
N
2
2031-05-13
Fixed
2.96000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BM1
515000.00000000
PA
USD
726026.34000000
0.120511860558
Long
DBT
CORP
US
N
2
2050-03-25
Fixed
4.75000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-5
46591FAD6
163469.46000000
PA
USD
165086.89000000
0.027402488273
Long
ABS-MBS
CORP
US
N
2
2049-11-25
Variable
4.00000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAL0
501000.00000000
PA
USD
551242.35000000
0.091499767373
Long
DBT
CORP
US
N
2
2035-07-15
Fixed
5.00000000
N
N
N
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
Eaton Corp PLC
000000000
32054.00000000
NS
USD
2804083.92000000
0.465445055838
Long
EC
CORP
IE
N
1
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
38143.00000000
NS
USD
3744879.74000000
0.621606132135
Long
EC
CORP
US
N
1
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209S103
74764.00000000
NS
USD
2934487.00000000
0.487090438282
Long
EC
CORP
US
N
1
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAB2
485000.00000000
PA
USD
497125.00000000
0.082516921741
Long
DBT
CORP
XX
N
2
2030-01-15
Fixed
5.50000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAV2
285000.00000000
PA
USD
320250.13000000
0.053157766990
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.13000000
N
N
N
N
N
N
WPX ENERGY INC
ZXZE9GCS2BB547GJW219
WPX Energy Inc
98212BAL7
465000.00000000
PA
USD
409200.00000000
0.067922402568
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.50000000
N
N
N
N
N
N
Smithfield Foods Inc
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248AY4
565000.00000000
PA
USD
560641.51000000
0.093059917738
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
3.35000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
YEN DENOM NIKKEI SEP20 XCME 20200910
000000000
164.00000000
NC
-665049.43000000
-0.11039040838
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Yen Denominated Nikkei 225 Index
NHU0 Index
2020-09-10
1899178712.00000000
JPY
-665049.43000000
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
22835.00000000
NS
USD
1641836.50000000
0.272525610225
Long
EC
CORP
US
N
1
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCF4
1005000.00000000
PA
USD
1045260.43000000
0.173500976820
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.45000000
N
N
N
N
N
N
HERC HOLDINGS INC
549300TP80QLITMSBP82
Herc Holdings Inc
42704LAA2
710000.00000000
PA
USD
711526.50000000
0.118105057113
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.50000000
N
N
N
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466LAF1
690000.00000000
PA
USD
805475.41000000
0.133699474723
Long
DBT
CORP
US
N
2
2028-04-11
Fixed
3.70000000
N
N
N
N
N
N
Allied Universal
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AA5
650000.00000000
PA
USD
682500.00000000
0.113286998418
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
6.63000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136AFML5
746000.00000000
PA
USD
813788.87000000
0.135079411616
Long
ABS-MBS
USGSE
US
N
2
2043-07-25
Fixed
3.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174824M3
495000.00000000
PA
USD
538294.09000000
0.089350508018
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
4.88000000
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DK7
685000.00000000
PA
USD
681463.91000000
0.113115019625
Long
DBT
CORP
US
N
2
2021-05-04
Floating
1.11000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LBD7
1267000.00000000
PA
USD
1343391.57000000
0.222987250792
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.25000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAY1
430000.00000000
PA
USD
511798.90000000
0.084952617105
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.50000000
N
N
N
N
N
N
Precision Castparts Corp
0XOOAY5P5J7Q734SEC89
Precision Castparts Corp
740189AM7
1455000.00000000
PA
USD
1613904.42000000
0.267889212418
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.25000000
N
N
N
N
N
N
People's United Financial Inc
ROPY7PEPIPIDJNF0BO69
People's United Financial Inc
712704105
120097.00000000
NS
USD
1389522.29000000
0.230644409479
Long
EC
CORP
US
N
1
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AF8
695000.00000000
PA
USD
684575.00000000
0.113631424091
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.88000000
N
N
N
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
000000000
14999.00000000
NS
1234625.80000000
0.204933408134
Long
EC
CORP
AU
N
2
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
40511.00000000
NS
USD
3132715.63000000
0.519994066844
Long
EC
CORP
US
N
1
N
N
N
Watsco Inc
549300F1Y3LN5BX5WN75
Watsco Inc
942622200
9726.00000000
NS
USD
1728310.20000000
0.286879230613
Long
EC
CORP
US
N
1
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GN7
330000.00000000
PA
USD
364533.69000000
0.060508318772
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.70000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBZ5
595000.00000000
PA
USD
613149.04000000
0.101775552124
Long
DBT
CORP
US
N
2
2060-01-31
Fixed
3.95000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
549300ZAGI6FKGY8O078
CSAIL 2015-C3 Commercial Mortgage Trust
12635FAT1
415000.00000000
PA
USD
454198.53000000
0.075391630988
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Fixed
3.72000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAE9
940000.00000000
PA
USD
961150.00000000
0.159539631545
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
4.95000000
N
N
N
N
N
N
WEIBO CORP
549300Q9ID4640FE0422
Weibo Corp
948596AD3
465000.00000000
PA
USD
480842.55000000
0.079814225936
Long
DBT
CORP
KY
N
2
2024-07-05
Fixed
3.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LP4
430000.00000000
PA
USD
479421.74000000
0.079578388133
Long
DBT
CORP
US
N
2
2028-07-24
Fixed
3.67000000
N
N
N
N
N
N
Lazard Ltd
254900RIBCDJSUFG1A11
Lazard Ltd
000000000
44909.00000000
NS
USD
1285744.67000000
0.213418541240
Long
EC
CORP
BM
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FLXB5
1300900.32000000
PA
USD
1382818.27000000
0.229531620756
Long
ABS-MBS
USGSE
US
N
2
2048-11-15
Fixed
3.50000000
N
N
N
N
N
N
General Motors
N/A
GMF Floorplan Owner Revolving Trust
361886CD4
1130000.00000000
PA
USD
1177469.27000000
0.195446094253
Long
ABS-O
CORP
US
N
2
2026-04-15
Fixed
2.90000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CV0
890000.00000000
PA
USD
941175.00000000
0.156224015731
Long
DBT
CORP
US
N
2
2023-04-21
Fixed
8.50000000
N
N
N
N
N
N
Builders FirstSource Inc
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAM9
490000.00000000
PA
USD
501637.50000000
0.083265943837
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.75000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-222301.04000000
-0.03689936639
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
9193000.00000000
CAD
6549806.10000000
USD
2020-08-04
-222301.04000000
N
N
N
US AIRWAYS 2012-1A PTT
N/A
US Airways 2012-1 Class A Pass Through Trust
90345WAA2
595432.59000000
PA
USD
547756.30000000
0.090921123943
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.90000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23
61690QAD1
485000.00000000
PA
USD
522576.78000000
0.086741618826
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Fixed
3.45000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441C204
34474.00000000
NS
USD
2754127.86000000
0.457152935560
Long
EC
CORP
US
N
1
N
N
N
Danone SA
969500KMUQ2B6CBAF162
Danone SA
000000000
27117.00000000
NS
1873825.17000000
0.311033009626
Long
EC
CORP
FR
N
2
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBU3
685000.00000000
PA
USD
815685.11000000
0.135394165225
Long
DBT
CORP
GB
N
2
2050-09-17
Fixed
4.25000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AM1
508000.00000000
PA
USD
563916.68000000
0.093603557560
Long
DBT
CORP
GB
N
2
2025-12-10
Fixed
4.58000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAH4
1040000.00000000
PA
USD
872723.72000000
0.144861905768
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
2.88000000
N
N
N
N
N
N
PRINCIPAL LFE GLB FND II
635400WSLKBQWSOIIT41
Principal Life Global Funding II
74256LAW9
1470000.00000000
PA
USD
1503402.10000000
0.249547122820
Long
DBT
CORP
US
N
2
2021-11-21
Fixed
2.38000000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EUM9
135000.00000000
PA
USD
148432.72000000
0.024638091305
Long
DBT
CORP
US
N
2
2023-10-12
Fixed
3.65000000
N
N
N
N
N
N
BX Trust 2019-OC11
N/A
BX Trust 2019-OC11
05606FAG8
360000.00000000
PA
USD
361843.60000000
0.060061795371
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Fixed
3.61000000
N
N
N
N
N
N
Santander Revolving Auto Loan Trust
N/A
Santander Revolving Auto Loan Trust 2019-A
80286JAA3
445000.00000000
PA
USD
465380.20000000
0.077247657115
Long
ABS-O
CORP
US
N
2
2032-01-26
Fixed
2.51000000
N
N
N
N
N
N
Volkswagen Auto Lease Trust
N/A
Volkswagen Auto Lease Trust 2019-A
92867XAD8
1000000.00000000
PA
USD
1016916.60000000
0.168796233341
Long
ABS-O
CORP
US
N
2
2022-11-21
Fixed
1.99000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
55396.00000000
NS
USD
2023061.92000000
0.335804560485
Long
EC
CORP
US
N
1
N
N
N
Enterprise Products Partners LP
K4CDIF4M54DJZ6TB4Q48
Enterprise Products Partners LP
293792107
109440.00000000
NS
USD
1988524.80000000
0.330071803476
Long
EC
CORP
US
N
1
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZX9
985000.00000000
PA
USD
1016784.06000000
0.168774233255
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
000000000
23089.00000000
NS
USD
1517409.08000000
0.251872117283
Long
EC
CORP
NL
N
1
N
N
N
Ford Credit Floorplan Master Owner Trust
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust A
34528PAK2
1210000.00000000
PA
USD
1298640.61000000
0.215559116089
Long
ABS-O
CORP
US
N
2
2030-11-15
Fixed
4.06000000
N
N
N
N
N
N
TOTAL SA
529900S21EQ1BO4ESM68
TOTAL SA
000000000
71074.00000000
NS
2707179.77000000
0.449360103036
Long
EC
CORP
FR
N
2
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
15308.00000000
NS
USD
1830377.56000000
0.303821215743
Long
EC
CORP
US
N
1
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZX4
780000.00000000
PA
USD
744923.40000000
0.123648550970
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.06000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBH2
310000.00000000
PA
USD
320531.99000000
0.053204552445
Long
DBT
CORP
US
N
2
2024-05-21
Fixed
3.88000000
N
N
N
N
N
N
HEALTH CARE SERVICE CORP
549300TMJ1FKCKECR148
Health Care Service Corp A Mutual Legal Reserve Co
42218SAF5
1685000.00000000
PA
USD
1686950.89000000
0.280014070047
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.20000000
N
N
N
N
N
N
Singapore Exchange Ltd
549300IQ650PPXM76X03
Singapore Exchange Ltd
000000000
228000.00000000
NS
1368247.04000000
0.227112967408
Long
EC
CORP
SG
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128285W6
3783184.50000000
PA
USD
4310020.82000000
0.715412925741
Long
DBT
UST
US
N
2
2029-01-15
Fixed
0.88000000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards 2019-30HY Mortgage Trust
44421GAA1
560000.00000000
PA
USD
625660.84000000
0.103852364236
Long
ABS-MBS
CORP
US
N
2
2039-07-10
Fixed
3.23000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SL3
310000.00000000
PA
USD
355022.66000000
0.058929599299
Long
DBT
UST
US
N
2
2050-02-15
Fixed
2.00000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAF1
1445000.00000000
PA
USD
1482564.91000000
0.246088393574
Long
DBT
CORP
US
N
2
2021-04-01
Fixed
4.88000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBY1
320000.00000000
PA
USD
325558.69000000
0.054038925712
Long
DBT
CORP
US
N
2
2022-06-30
Fixed
3.15000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CW8
890000.00000000
PA
USD
963158.00000000
0.159872936003
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
9.00000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703DAZ4
680000.00000000
PA
USD
750313.20000000
0.124543194581
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6PL9
1326609.67000000
PA
USD
1398600.51000000
0.232151287566
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.00000000
N
N
N
N
N
N
UNITED AIR 2014-2 B PTT
N/A
United Airlines 2014-2 Class B Pass Through Trust
90932QAB2
290438.36000000
PA
USD
256020.98000000
0.042496481108
Long
DBT
CORP
US
N
2
2022-09-03
Fixed
4.63000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW 2019-2 LLC
55400DAA9
889538.72000000
PA
USD
889232.90000000
0.147602236096
Long
ABS-O
CORP
US
N
2
2038-10-20
Fixed
2.22000000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition Corp
N/A
JP Morgan Mortgage Acquisition Trust 2007-HE1
46630KAA4
149966.21000000
PA
USD
94907.98000000
0.015753611985
Long
ABS-O
CORP
US
N
2
2047-03-25
Floating
0.28000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
18242.00000000
NS
USD
2412686.92000000
0.400477742549
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RHJ4
320000.00000000
PA
USD
373106.43000000
0.061931293106
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.35000000
N
N
N
N
N
N
MASTR Asset Backed Securities Trust
N/A
Mastr Asset Backed Securities Trust 2006-HE4
576449AA0
224336.37000000
PA
USD
95878.45000000
0.015914698627
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
0.23000000
N
N
N
N
N
N
Cemex SAB de CV
549300RIG2CXWN6IV731
Cemex SAB de CV
000000000
1515000.00000000
PA
1548946.72000000
0.257106995778
Long
DBT
CORP
MX
N
2
2026-03-19
Fixed
3.13000000
N
N
N
N
N
N
ESTEE LAUDER CO INC
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
29736RAQ3
315000.00000000
PA
USD
342709.38000000
0.056885739179
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.60000000
N
N
N
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466LAE4
510000.00000000
PA
USD
548098.99000000
0.090978006466
Long
DBT
CORP
US
N
2
2023-04-11
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QAHP8
497734.21000000
PA
USD
536834.60000000
0.089108249789
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.00000000
N
N
N
N
N
N
ROYAL BK SCOTLND GRP PLC
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group PLC
780097BP5
1045000.00000000
PA
USD
1099842.91000000
0.182561028579
Long
DBT
CORP
GB
N
2
2028-05-22
Fixed
3.07000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J5MG1
1804808.74000000
PA
USD
1949793.20000000
0.323642811962
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
3.50000000
N
N
N
N
N
N
MASSMUTUAL GLOBAL FUNDIN
549300K1IE3K7YU6VG29
MassMutual Global Funding II
57629WBR0
1270000.00000000
PA
USD
1324128.07000000
0.219789735636
Long
DBT
CORP
US
N
2
2022-10-17
Fixed
2.50000000
N
N
N
N
N
N
MASSMUTUAL GLOBAL FUNDIN
549300K1IE3K7YU6VG29
MassMutual Global Funding II
57629WCG3
365000.00000000
PA
USD
395770.10000000
0.065693196619
Long
DBT
CORP
US
N
2
2025-01-11
Fixed
2.95000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCW4
345000.00000000
PA
USD
368707.09000000
0.061201054244
Long
DBT
CORP
US
N
2
2023-03-20
Fixed
5.20000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAS4
200000.00000000
PA
USD
213054.63000000
0.035364570742
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.25000000
N
N
N
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368103
20862.00000000
NS
USD
2948843.70000000
0.489473482165
Long
EC
CORP
US
N
1
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAN3
470000.00000000
PA
USD
619806.54000000
0.102880619072
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
8.10000000
N
N
N
N
N
N
TRANSCONT GAS PIPE LINE
N/A
Transcontinental Gas Pipe Line Co LLC
893574AM5
840000.00000000
PA
USD
955188.14000000
0.158550032681
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.60000000
N
N
N
N
N
N
Santander Retail Auto Lease Trust
N/A
Santander Retail Auto Lease Trust 2019-B
80281GAD8
650000.00000000
PA
USD
664061.52000000
0.110226426909
Long
ABS-O
CORP
US
N
2
2023-01-20
Fixed
2.30000000
N
N
N
N
N
N
DELTA AIR LINES 2019-1AA
N/A
Delta Air Lines 2019-1 Class AA Pass Through Trust
24737BAA3
920000.00000000
PA
USD
921045.21000000
0.152882706591
Long
DBT
CORP
US
N
2
2024-04-25
Fixed
3.20000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAJ3
545000.00000000
PA
USD
580699.52000000
0.096389312239
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
4.20000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGL7
555000.00000000
PA
USD
627352.85000000
0.104133218059
Long
DBT
CORP
US
N
2
2028-04-24
Fixed
3.71000000
N
N
N
N
N
N
JACKSON NATL LIFE GLOBAL
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LTA9
1895000.00000000
PA
USD
1899909.76000000
0.315362745752
Long
DBT
CORP
US
N
2
2021-06-11
Floating
0.79000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHU6
785000.00000000
PA
USD
954461.24000000
0.158429375804
Long
DBT
CORP
US
N
2
2040-04-23
Fixed
4.08000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AV9
1080000.00000000
PA
USD
1077408.00000000
0.178837096544
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.13000000
N
N
N
N
N
N
Sands China Ltd
549300EVO6UZDGY05787
Sands China Ltd
80007RAB1
355000.00000000
PA
USD
373744.00000000
0.062037122251
Long
DBT
CORP
KY
N
2
2023-08-08
Fixed
4.60000000
N
N
N
N
N
N
Kilroy Realty LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAM4
720000.00000000
PA
USD
754773.17000000
0.125283497312
Long
DBT
US
N
2
2024-12-15
Fixed
3.45000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWJ9
285000.00000000
PA
USD
295440.60000000
0.049039675875
Long
DBT
CORP
US
N
2
2023-06-05
Fixed
2.91000000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBA5
790000.00000000
PA
USD
970176.65000000
0.161037949617
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
4.00000000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods Inc
90290MAC5
830000.00000000
PA
USD
844525.00000000
0.140181248848
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
6.25000000
N
N
N
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
410345AN2
565000.00000000
PA
USD
571356.25000000
0.094838438959
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
5.38000000
N
N
N
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654105
10822.00000000
NS
USD
1327210.08000000
0.220301313163
Long
EC
CORP
US
N
1
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CC1
465000.00000000
PA
USD
516193.67000000
0.085682097402
Long
DBT
CORP
GB
N
2
2030-05-22
Fixed
3.97000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3133A3YM4
752968.16000000
PA
USD
785119.90000000
0.130320698709
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
2.50000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AQ3
495000.00000000
PA
USD
598105.49000000
0.099278499193
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
4.75000000
N
N
N
N
N
N
US AIRWAYS 2010-1A PTT
N/A
US Airways 2010-1 Class A Pass Through Trust
90345KAA8
314225.65000000
PA
USD
268003.09000000
0.044485370890
Long
DBT
CORP
US
N
2
2023-04-22
Fixed
6.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X53Y7
1408363.86000000
PA
USD
1492140.95000000
0.247677903945
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/Ford Credit
N/A
Ford Credit Auto Owner Trust 2020-REV1
34531NAA4
680000.00000000
PA
USD
690978.26000000
0.114694290179
Long
ABS-O
CORP
US
N
2
2031-08-15
Fixed
2.04000000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABG6
620000.00000000
PA
USD
668179.59000000
0.110909978249
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9D40
2111304.56000000
PA
USD
2277912.94000000
0.378106841950
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.00000000
N
N
N
N
N
N
Toyota Auto Loan Extended Note Trust 2019-1
549300R73PIC25YY4X12
Toyota Auto Loan Extended Note Trust 2019-1
89231XAA9
390000.00000000
PA
USD
415088.70000000
0.068899857729
Long
ABS-O
CORP
US
N
2
2031-11-25
Fixed
2.56000000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
Orange SA
000000000
102532.00000000
NS
1224865.14000000
0.203313253007
Long
EC
CORP
FR
N
2
N
N
N
Wells Fargo Commercial Mortgage Trust
54930012YCNUERXJ1I74
Wells Fargo Commercial Mortgage Trust 2018-AUS
94990EAA2
1200000.00000000
PA
USD
1305672.24000000
0.216726284231
Long
ABS-MBS
CORP
US
N
2
2036-08-17
Variable
4.19000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
25880.00000000
NS
USD
5266838.80000000
0.874233492755
Long
EC
CORP
US
N
1
N
N
N
AMERICAN AIRLINES 2013-2
N/A
American Airlines 2013-2 Class A Pass Through Trust
02377UAB0
1068662.41000000
PA
USD
865595.82000000
0.143678757935
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
4.95000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761JQK8
645000.00000000
PA
USD
580470.00000000
0.096351214610
Long
DBT
CORP
US
N
2
2019-10-15
Variable
4.83000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
6089.00000000
NS
USD
1123237.83000000
0.186444311019
Long
EC
CORP
US
N
1
N
N
N
Grupo Televisa SAB
549300O4AF0C816ILN62
Grupo Televisa SAB
40049JBE6
480000.00000000
PA
USD
555766.17000000
0.092250668456
Long
DBT
CORP
MX
N
2
2049-05-24
Fixed
5.25000000
N
N
N
N
N
N
Magellan Midstream Partners LP
MZF5TI8NFVZZNUSKDL39
Magellan Midstream Partners LP
559080106
40934.00000000
NS
USD
1767120.78000000
0.293321331881
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132VMQB4
500737.45000000
PA
USD
535114.79000000
0.088822781492
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
4.00000000
N
N
N
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
Aramark Services Inc
038522AR9
757000.00000000
PA
USD
781700.91000000
0.129753186453
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.38000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571900BB4
920000.00000000
PA
USD
925048.32000000
0.153547175919
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
3.60000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DF4
715000.00000000
PA
USD
776106.28000000
0.128824543464
Long
DBT
CORP
US
N
2
2025-01-13
Fixed
2.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZN3
1295000.00000000
PA
USD
1296922.27000000
0.215273891795
Long
DBT
UST
US
N
2
2027-04-30
Fixed
0.50000000
N
N
N
N
N
N
MainStay US Government Liquidity Fund
549300Y3ZLEL13IJCK58
MainStay US Government Liquidity Fund
56064L488
31285680.70000000
NS
USD
31285680.70000000
5.193056205097
Long
STIV
RF
US
N
1
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS Corp
000000000
139633.00000000
NS
2341958.91000000
0.388737722099
Long
EC
CORP
CA
N
1
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830109
5243.00000000
NS
USD
1913275.56000000
0.317581311852
Long
EC
CORP
US
N
1
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAC7
1120000.00000000
PA
USD
1188724.76000000
0.197314373635
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
2.40000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2015-K720 Mortgage Trust
357081AE8
460000.00000000
PA
USD
474787.67000000
0.078809186843
Long
ABS-MBS
USGSE
US
N
2
2022-07-25
Variable
3.51000000
N
N
N
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG
000000000
86538.00000000
NS
1447555.71000000
0.240277276819
Long
EC
CORP
DE
N
2
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management Inc
94106LBD0
810000.00000000
PA
USD
846545.06000000
0.140516555125
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
2.40000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXG4
135000.00000000
PA
USD
141560.39000000
0.023497365096
Long
DBT
CORP
US
N
2
2030-02-07
Fixed
2.60000000
N
N
N
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103HAE7
1000000.00000000
PA
USD
1132133.24000000
0.187920844790
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.55000000
N
N
N
N
N
N
TOTAL CAPITAL INTL SA
549300U37G2I8G4RUG09
Total Capital International SA
89153VAV1
975000.00000000
PA
USD
1000319.63000000
0.166041330903
Long
DBT
CORP
FR
N
2
2050-05-29
Fixed
3.13000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FLX82
798917.17000000
PA
USD
848260.37000000
0.140801276475
Long
ABS-MBS
USGSE
US
N
2
2048-11-15
Fixed
3.50000000
N
N
N
N
N
N
SPECTRA ENERGY PARTNERS
2HKVXE7U4NF5B6UGSU72
Spectra Energy Partners LP
84756NAD1
795000.00000000
PA
USD
887943.14000000
0.147388151057
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
4.75000000
N
N
N
N
N
N
Sands China Ltd
549300EVO6UZDGY05787
Sands China Ltd
80007RAF2
460000.00000000
PA
USD
498322.60000000
0.082715709301
Long
DBT
CORP
KY
N
2
2025-08-08
Fixed
5.13000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GGQ1
1295000.00000000
PA
USD
1359758.66000000
0.225703995845
Long
DBT
CORP
US
N
2
2021-07-27
Fixed
5.25000000
N
N
N
N
N
N
Quad/Graphics Inc
W2D68G5NJH4X0NW8PT65
Quad/Graphics Inc
747301109
6.00000000
NS
USD
19.50000000
0.000003236771
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWM2
310000.00000000
PA
USD
322061.56000000
0.053458443133
Long
DBT
CORP
US
N
2
2023-07-24
Fixed
2.91000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXD1
815000.00000000
PA
USD
809047.24000000
0.134292356627
Long
DBT
CORP
US
N
2
2026-05-15
Floating
1.56000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI FUT SEP20 XCME 20200918
000000000
376.00000000
NC
USD
1248421.52000000
0.207223335914
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
E-mini S&P 500 Index
ESU0 Index
2020-09-18
56847338.48000000
USD
1248421.52000000
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ5Q9
1470447.33000000
PA
USD
1606064.75000000
0.266587919110
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
5.00000000
N
N
N
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB
000000000
34285.00000000
NS
1449778.42000000
0.240646220620
Long
EC
CORP
SE
N
2
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBB1
1540000.00000000
PA
USD
1603380.87000000
0.266142426496
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
3.21000000
N
N
N
N
N
N
NXP BV/NXP FUNDING LLC
N/A
NXP BV / NXP Funding LLC
62947QAT5
590000.00000000
PA
USD
628533.69000000
0.104329223655
Long
DBT
CORP
NL
N
2
2022-06-15
Fixed
4.63000000
N
N
N
N
N
N
XPO Logistics Inc
54930096DB9LCLPN7H13
XPO Logistics Inc
983793AD2
277000.00000000
PA
USD
277346.25000000
0.046036225912
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
6.50000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2018-GW
12433UAA3
760000.00000000
PA
USD
720040.34000000
0.119518254738
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Floating
0.98000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2013-K35 Mortgage Trust
30291VAE6
345000.00000000
PA
USD
370388.52000000
0.061480151911
Long
ABS-MBS
USGSE
US
N
2
2046-12-25
Variable
4.07000000
N
N
N
N
N
N
Vail Resorts Inc
529900PSZHRNU9HKH870
Vail Resorts Inc
91879Q109
7358.00000000
NS
USD
1340259.70000000
0.222467397090
Long
EC
CORP
US
N
1
N
N
N
ORBIA ADVANCE CORP SAB
549300MVHZ20SBIOEQ79
Orbia Advance Corp SAB de CV
59284BAF5
625000.00000000
PA
USD
644062.50000000
0.106906824056
Long
DBT
CORP
MX
N
2
2027-10-04
Fixed
4.00000000
N
N
N
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
Entergy Corp
29364G103
25710.00000000
NS
USD
2411855.10000000
0.400339670181
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DN65
2026165.29000000
PA
USD
2097157.44000000
0.348103548114
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
2.00000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AU3
475000.00000000
PA
USD
574000.79000000
0.095277401595
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
4.45000000
N
N
N
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312106
13193.00000000
NS
USD
1466797.74000000
0.243471228207
Long
EC
CORP
US
N
1
N
N
N
SIEMENS FINANCIERINGSMAT
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
82620KAR4
760000.00000000
PA
USD
788936.21000000
0.130954161427
Long
DBT
CORP
NL
N
2
2022-03-16
Fixed
2.70000000
N
N
N
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AM2
580000.00000000
PA
USD
642807.42000000
0.106698495491
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
4.75000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397WF6
305000.00000000
PA
USD
298964.05000000
0.049624527266
Long
DBT
CORP
US
N
2
2022-09-20
Fixed
4.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810PX0
210000.00000000
PA
USD
331299.61000000
0.054991851126
Long
DBT
UST
US
N
2
2038-05-15
Fixed
4.50000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AA5
350000.00000000
PA
USD
302855.00000000
0.050270379349
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
5.25000000
N
N
N
N
N
N
Ford Credit Floorplan Master Owner Trust
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust A
34528QHF4
850000.00000000
PA
USD
857624.33000000
0.142355584053
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
2.44000000
N
N
N
N
N
N
SPRINT SPECTRUM / SPEC I
N/A
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
85208NAD2
1545000.00000000
PA
USD
1676664.90000000
0.278306716299
Long
DBT
CORP
US
N
2
2025-03-20
Fixed
4.74000000
N
N
N
N
N
N
AIR LIQUIDE FINANCE
549300YGXL5Z3R14K812
Air Liquide Finance SA
00913RAB2
610000.00000000
PA
USD
617590.82000000
0.102512835529
Long
DBT
CORP
FR
N
2
2021-09-27
Fixed
1.75000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHH5
1635000.00000000
PA
USD
1674779.55000000
0.277993770303
Long
DBT
CORP
US
N
2
2022-05-17
Fixed
3.50000000
N
N
N
N
N
N
Sanofi
549300E9PC51EN656011
Sanofi
000000000
30587.00000000
NS
3111891.13000000
0.516537443988
Long
EC
CORP
FR
N
2
N
N
N
Bank
N/A
BANK 2019-BNK21
06540BBD0
1200000.00000000
PA
USD
1313018.40000000
0.217945660665
Long
ABS-MBS
CORP
US
N
2
2052-10-17
Fixed
2.85000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335B6J0
1333184.04000000
PA
USD
1528840.78000000
0.253769645459
Long
ABS-MBS
USGSE
US
N
2
2044-12-01
Fixed
5.00000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
N/A
Level 3 Financing Inc
527298BP7
1050000.00000000
PA
USD
1110333.00000000
0.184302260534
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
3.40000000
N
N
N
N
N
N
Prestige Brands, Inc.
549300JBVP4J6D42I235
Prestige Brands, Inc. Term Loan B4
74112CAT0
472571.05000000
PA
USD
464301.06000000
0.077068532527
Long
LON
CORP
US
N
2
2024-01-26
Variable
2.18000000
N
N
N
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp
69335PDS1
355000.00000000
PA
USD
354929.00000000
0.058914052837
Long
ABS-O
CORP
US
N
2
2024-06-17
Fixed
1.71000000
N
N
N
N
N
N
JBS Investments II GmbH
529900V1Q46CPWIWT649
JBS Investments II GmbH
46650CAA7
460000.00000000
PA
USD
482770.00000000
0.080134160038
Long
DBT
CORP
AT
N
2
2026-01-15
Fixed
7.00000000
N
N
N
N
N
N
Ford Credit Floorplan Master Owner Trust
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust A
34528QFU3
895000.00000000
PA
USD
905102.76000000
0.150236446799
Long
ABS-O
CORP
US
N
2
2024-09-15
Fixed
2.48000000
N
N
N
N
N
N
Snam SpA
8156002278562044AF79
Snam SpA
000000000
727663.00000000
NS
3539241.11000000
0.587472530448
Long
EC
CORP
IT
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DP97
269441.89000000
PA
USD
274678.52000000
0.045593414008
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
2.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446HD4
100000.00000000
PA
USD
150484.03000000
0.024978584715
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
7.25000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-D
63941HAA0
485000.00000000
PA
USD
486810.36000000
0.080804812429
Long
ABS-O
CORP
US
N
2
2069-05-15
Fixed
1.69000000
N
N
N
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612E106
16492.00000000
NS
USD
1977885.56000000
0.328305814369
Long
EC
CORP
US
N
1
N
N
N
Dow Inc
5493003S21INSLK2IP73
Dow Inc
260557103
31208.00000000
NS
USD
1272038.08000000
0.211143407995
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
N/A
Wachovia Corp
929903AM4
700000.00000000
PA
USD
913452.32000000
0.151622375869
Long
DBT
CORP
US
N
2
2035-08-01
Fixed
5.50000000
N
N
N
N
N
N
Digital Realty Trust LP
CD4SPTZ3YBTHY0C1AH38
Digital Realty Trust LP
25389JAR7
1295000.00000000
PA
USD
1477347.02000000
0.245222285008
Long
DBT
US
N
2
2027-08-15
Fixed
3.70000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBR6
1250000.00000000
PA
USD
1293893.24000000
0.214771108327
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
2.18000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDV7
1120000.00000000
PA
USD
1156400.00000000
0.191948842448
Long
DBT
CORP
GB
N
2
2030-03-22
Fixed
4.88000000
N
N
N
N
N
N
MONDELEZ INTL HLDINGS NE
549300CW356R8I7N8D33
Mondelez International Holdings Netherlands BV
60920LAC8
1110000.00000000
PA
USD
1129599.73000000
0.187500311832
Long
DBT
CORP
NL
N
2
2021-10-28
Fixed
2.00000000
N
N
N
N
N
N
BWay Holding Company
549300DNGHXL0OMHW304
BWAY Holding Company 2017 Term Loan B
05604XAP1
1270178.90000000
PA
USD
1134904.85000000
0.188380899555
Long
LON
CORP
US
N
2
2024-04-03
Variable
4.56000000
N
N
N
N
N
N
OWENS-BROCKWAY
V2UQUCDZJ9WY98W8QU33
Owens-Brockway Glass Container Inc
69073TAT0
1135000.00000000
PA
USD
1180400.00000000
0.195932561074
Long
DBT
CORP
US
N
2
2027-05-13
Fixed
6.63000000
N
N
N
N
N
N
Assicurazioni Generali SpA
549300X5UKJVE386ZB61
Assicurazioni Generali SpA
000000000
111437.00000000
NS
1684097.10000000
0.279540374364
Long
EC
CORP
IT
N
2
N
N
N
PRICOA GLOBAL FUNDING 1
635400IBXEBMD9ADYA79
Pricoa Global Funding I
74153WCG2
765000.00000000
PA
USD
771370.58000000
0.128038472785
Long
DBT
CORP
US
N
2
2020-11-24
Fixed
2.55000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDU5
515000.00000000
PA
USD
498098.63000000
0.082678532906
Long
ABS-O
CORP
US
N
2
2026-08-20
Fixed
2.33000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912XAN4
420000.00000000
PA
USD
426462.39000000
0.070787756925
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.25000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBB8
1300000.00000000
PA
USD
1421393.00000000
0.235934573689
Long
DBT
CORP
US
N
2
2024-02-14
Fixed
3.80000000
N
N
N
N
N
N
FREMF Mortgage Trust
549300J7N4IBRYXP6K82
FREMF 2014-K41 Mortgage Trust
30287EAE0
330000.00000000
PA
USD
354600.05000000
0.058859450994
Long
ABS-MBS
USGSE
US
N
2
2047-11-25
Variable
3.96000000
N
N
N
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
Hasbro Inc
418056AW7
500000.00000000
PA
USD
517466.38000000
0.085893352340
Long
DBT
CORP
US
N
2
2022-11-19
Fixed
2.60000000
N
N
N
N
N
N
2020-07-17
MAINSTAY VP FUNDS TRUST
Jack Benintende
Jack Benintende
Treasurer