0001752724-21-033041.txt : 20210223
0001752724-21-033041.hdr.sgml : 20210223
20210223102119
ACCESSION NUMBER: 0001752724-21-033041
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20201231
FILED AS OF DATE: 20210223
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: 21663491
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
C000025818
C000025819
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
2020-12-31
N
671099367.57
5974120.94
665125246.63
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
8286347.24000000
USD
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-37562.16000000
-0.00564738148
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
10664320.30000000
USD
8693000.00000000
EUR
2021-02-01
-37562.16000000
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXD1
815000.00000000
PA
USD
830952.86000000
0.124931787540
Long
DBT
CORP
US
N
2
2026-05-15
Floating
1.39000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/Ford Credit
N/A
Ford Credit Auto Owner Trust 2020-REV2
34532JAA2
965000.00000000
PA
USD
974253.19000000
0.146476651568
Long
ABS-O
CORP
US
N
2
2033-04-15
Fixed
1.06000000
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
6336.00000000
0.000952602540
Long
EC
CORP
US
Y
3
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HS3
436000.00000000
PA
USD
615158.19000000
0.092487571794
Long
DBT
CORP
US
N
2
2044-05-06
Fixed
5.30000000
N
N
N
N
N
N
New York State Thruway Authority
N/A
NEW YORK ST THRUWAY AUTH
650009S53
175000.00000000
PA
USD
189931.00000000
0.028555674433
Long
DBT
MUN
US
N
2
2035-01-01
Fixed
2.90000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAS4
200000.00000000
PA
USD
231820.12000000
0.034853604065
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.25000000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EUM9
135000.00000000
PA
USD
147382.58000000
0.022158620612
Long
DBT
CORP
US
N
2
2023-10-12
Fixed
3.65000000
N
N
N
N
N
N
Grupo Televisa SAB
549300O4AF0C816ILN62
Grupo Televisa SAB
40049JBE6
480000.00000000
PA
USD
608355.48000000
0.091464800514
Long
DBT
CORP
MX
N
2
2049-05-24
Fixed
5.25000000
N
N
N
N
N
N
British American Tobacco PLC
213800FKA5MF17RJKT63
British American Tobacco PLC
110448107
26429.00000000
NS
USD
990823.21000000
0.148967914692
Long
EC
CORP
GB
N
1
N
N
N
Telefonica Emisiones SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAP8
175000.00000000
PA
USD
175980.16000000
0.026458198796
Long
DBT
CORP
ES
N
2
2021-02-16
Fixed
5.46000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AH4
315000.00000000
PA
USD
342562.50000000
0.051503457692
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.75000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00772BAP6
415000.00000000
PA
USD
436693.26000000
0.065655793733
Long
DBT
CORP
IE
N
2
2022-07-01
Fixed
4.63000000
N
N
N
N
N
N
Cisco Systems Inc
8E6NF1YAL0WT6CWXXV93
Cisco Systems Inc
17275R102
94116.00000000
NS
USD
4211691.00000000
0.633217731748
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
N/A
Wachovia Corp
929903AM4
700000.00000000
PA
USD
940547.20000000
0.141409036082
Long
DBT
CORP
US
N
2
2035-08-01
Fixed
5.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGL7
555000.00000000
PA
USD
631844.50000000
0.094996318843
Long
DBT
CORP
US
N
2
2028-04-24
Fixed
3.71000000
N
N
N
N
N
N
Dow Inc
5493003S21INSLK2IP73
Dow Inc
260557103
53862.00000000
NS
USD
2989341.00000000
0.449440314458
Long
EC
CORP
US
N
1
N
N
N
QVC INC
549300WBLU5NKPX5X472
QVC Inc
747262AZ6
940000.00000000
PA
USD
973981.00000000
0.146435728448
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
4.38000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAM7
22000.00000000
PA
USD
24647.01000000
0.003705619373
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.00000000
N
N
N
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock Inc
09247X101
2419.00000000
NS
USD
1745405.26000000
0.262417532463
Long
EC
CORP
US
N
1
N
N
N
Allied Universal
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AA5
650000.00000000
PA
USD
693095.00000000
0.104205185942
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
6.63000000
N
N
N
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312106
11094.00000000
NS
USD
1868229.60000000
0.280883880061
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KG5
545000.00000000
PA
USD
619315.13000000
0.093112557843
Long
DBT
CORP
US
N
2
2026-01-12
Fixed
3.70000000
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
907980.20000000
0.136512665035
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
2.44000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCY5
675000.00000000
PA
USD
766385.49000000
0.115224236921
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
3.25000000
N
N
N
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537101
22913.00000000
NS
USD
1907965.51000000
0.286858079687
Long
EC
CORP
US
N
1
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
Berry Global Inc
085770AA3
84000.00000000
PA
USD
90231.96000000
0.013566160727
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.88000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EAY4
991000.00000000
PA
USD
1045505.00000000
0.157189191854
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDV7
1120000.00000000
PA
USD
1249584.00000000
0.187871984461
Long
DBT
CORP
GB
N
2
2030-03-22
Fixed
4.88000000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040Q104
35807.00000000
NS
USD
2313848.34000000
0.347881598499
Long
EC
US
N
1
N
N
N
WEIBO CORP
549300Q9ID4640FE0422
Weibo Corp
948596AE1
715000.00000000
PA
USD
730254.19000000
0.109791981841
Long
DBT
CORP
KY
N
2
2030-07-08
Fixed
3.38000000
N
N
N
N
N
N
Magellan Midstream Partners LP
MZF5TI8NFVZZNUSKDL39
Magellan Midstream Partners LP
559080106
54907.00000000
NS
USD
2330253.08000000
0.350348012168
Long
EC
CORP
US
N
1
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Citibank NA
17325FAQ1
1340000.00000000
PA
USD
1359737.10000000
0.204433241241
Long
DBT
CORP
US
N
2
2021-07-23
Fixed
3.40000000
N
N
N
N
N
N
Sands China Ltd
549300EVO6UZDGY05787
Sands China Ltd
80007RAB1
355000.00000000
PA
USD
377006.45000000
0.056682023710
Long
DBT
CORP
KY
N
2
2023-08-08
Fixed
4.60000000
N
N
N
N
N
N
Index And Options Market
N/A
YEN DENOM NIKKEI MAR21 XIOM 20210311
000000000
192.00000000
NC
659447.62000000
0.099146382330
N/A
DE
US
N
1
Index And Options Market
N/A
Long
Yen Denominated Nikkei 225 Index
NHH1 Index
2021-03-11
2572868736.00000000
JPY
659447.62000000
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83370RAA6
975000.00000000
PA
USD
1033860.75000000
0.155438506542
Long
DBT
CORP
FR
N
2
2030-11-18
Fixed
5.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JNRL6
328423.06000000
PA
USD
353728.98000000
0.053182311420
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
4.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHZ5
650000.00000000
PA
USD
690343.39000000
0.103791487918
Long
DBT
CORP
US
N
2
2031-02-13
Fixed
2.50000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746U109
34922.00000000
NS
USD
2626134.40000000
0.394833065397
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Acquisition Corp
N/A
JP Morgan Mortgage Acquisition Trust 2007-HE1
46630KAA4
143457.19000000
PA
USD
89873.18000000
0.013512219007
Long
ABS-O
CORP
US
N
2
2047-03-25
Floating
0.25000000
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
927712.07000000
0.139479304792
Long
ABS-O
CORP
US
N
2
2024-09-15
Fixed
2.48000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
17874.00000000
NS
USD
2813010.12000000
0.422929385743
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAP6
2115000.00000000
PA
USD
2113512.90000000
0.317761641241
Long
DBT
UST
US
N
2
2023-10-15
Fixed
0.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXGT3
1218741.25000000
PA
USD
1325423.19000000
0.199274226428
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
3.50000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
8863.00000000
NS
USD
1901822.54000000
0.285934498748
Long
EC
CORP
US
N
1
N
N
N
JBS Investments II GmbH
529900V1Q46CPWIWT649
JBS Investments II GmbH
46650CAA7
230000.00000000
PA
USD
248331.00000000
0.037335975631
Long
DBT
CORP
AT
N
2
2026-01-15
Fixed
7.00000000
N
N
N
N
N
N
Precision Castparts Corp
0XOOAY5P5J7Q734SEC89
Precision Castparts Corp
740189AM7
1455000.00000000
PA
USD
1607719.35000000
0.241716783139
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.25000000
N
N
N
N
N
N
BAE Systems PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
000000000
403556.00000000
NS
2697507.09000000
0.405563779704
Long
EC
CORP
GB
N
1
N
N
N
TIME WARNER ENT
N/A
Time Warner Entertainment Co LP
88731EAF7
355000.00000000
PA
USD
414950.34000000
0.062386797389
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
8.38000000
N
N
N
N
N
N
Snam SpA
8156002278562044AF79
Snam SpA
000000000
691341.00000000
NS
3885897.81000000
0.584235499958
Long
EC
CORP
IT
N
1
N
N
N
Lazard Ltd
254900RIBCDJSUFG1A11
Lazard Ltd
000000000
59989.00000000
NS
USD
2537534.70000000
0.381512311080
Long
EC
CORP
BM
N
1
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDU5
515000.00000000
PA
USD
531474.70000000
0.079905957966
Long
ABS-O
CORP
US
N
2
2026-08-20
Fixed
2.33000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCM1
555000.00000000
PA
USD
775409.78000000
0.116581017474
Long
DBT
CORP
US
N
2
2048-10-15
Fixed
4.70000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172109
57476.00000000
NS
USD
4758438.04000000
0.715419849736
Long
EC
CORP
US
N
1
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
Evergy Inc
391164AF7
500000.00000000
PA
USD
527939.48000000
0.079374446042
Long
SN
CORP
US
N
2
2022-06-15
Variable
5.29000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GRD8
1330000.00000000
PA
USD
1419286.20000000
0.213386306893
Long
DBT
CORP
US
N
2
2023-01-22
Fixed
3.63000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2013-K35 Mortgage Trust
30291VAE6
490000.00000000
PA
USD
528287.23000000
0.079426729428
Long
ABS-MBS
USGSE
US
N
2
2046-12-25
Variable
3.93000000
N
N
N
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200101
40272.00000000
NS
USD
5069439.36000000
0.762178159028
Long
EC
CORP
US
N
1
N
N
N
British American Tobacco PLC
213800FKA5MF17RJKT63
British American Tobacco PLC
000000000
65600.00000000
NS
2429294.06000000
0.365238588116
Long
EC
CORP
GB
N
1
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-D
63941HAA0
386079.84000000
PA
USD
393392.96000000
0.059145696542
Long
ABS-O
CORP
US
N
2
2069-05-15
Fixed
1.69000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBY1
320000.00000000
PA
USD
331304.84000000
0.049810895268
Long
DBT
CORP
US
N
2
2022-06-30
Fixed
3.15000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-25896.07000000
-0.00389341257
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
396000.00000000
GBP
515750.40000000
USD
2021-02-01
-25896.07000000
N
N
N
ArcelorMittal
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LBA1
800000.00000000
PA
USD
898836.64000000
0.135137952521
Long
DBT
CORP
LU
N
2
2026-03-11
Fixed
4.55000000
N
N
N
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103HAE7
1000000.00000000
PA
USD
1128230.61000000
0.169626790700
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.55000000
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
40000.00000000
PA
USD
40492.00000000
0.006087875960
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
5.13000000
N
N
N
N
N
N
Realogy Group LLC
LF6PBYTYG3BDVEF4FI12
Realogy Group LLC 2018 Term Loan B
75605NAQ3
1235028.57000000
PA
USD
1212643.68000000
0.182318095147
Long
LON
CORP
US
N
2
2025-02-08
Variable
3.00000000
N
N
N
N
N
N
Terna Rete Elettrica Nazionale SpA
8156009E94ED54DE7C31
Terna Rete Elettrica Nazionale SpA
000000000
273878.00000000
NS
2091144.26000000
0.314398569381
Long
EC
CORP
IT
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446HD4
100000.00000000
PA
USD
154325.27000000
0.023202437553
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
7.25000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAP0
157000.00000000
PA
USD
168638.87000000
0.025354453293
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.80000000
N
N
N
N
N
N
RELIANCE STAND LIFE II
N/A
Reliance Standard Life Global Funding II
75951AAL2
950000.00000000
PA
USD
985333.92000000
0.148142612987
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
2.50000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AJ3
2000.00000000
PA
USD
2006.17000000
0.000301622891
Long
DBT
CORP
US
N
2
2021-03-14
Fixed
3.15000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
49571.00000000
NS
USD
5311532.65000000
0.798576309787
Long
EC
CORP
US
N
1
N
N
N
BX Trust 2019-OC11
N/A
BX Trust 2019-OC11
05606FAA1
580000.00000000
PA
USD
635120.88000000
0.095488914789
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Fixed
3.20000000
N
N
N
N
N
N
Chart Industries Inc
EM7QGKC1GYOF3LSZSL80
Chart Industries Inc
16115QAD2
659000.00000000
PA
USD
1383778.93000000
0.208047873240
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
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) MAR21 XCBT 20210322
000000000
39.00000000
NC
USD
-40465.66000000
-0.00608391580
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury Long Bond
USH1 Comdty
2021-03-22
6794778.16000000
USD
-40465.66000000
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AQ3
1270000.00000000
PA
USD
1568317.40000000
0.235792793604
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
4.75000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
000000000
800000.00000000
PA
981718.01000000
0.147598969513
Long
DBT
CORP
US
N
2
2025-03-02
Fixed
2.88000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AM1
508000.00000000
PA
USD
581015.81000000
0.087354346109
Long
DBT
CORP
GB
N
2
2025-12-10
Fixed
4.58000000
N
N
N
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
53587.00000000
NS
3218469.25000000
0.483889202267
Long
EC
CORP
GB
N
1
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2013-K33 Mortgage Trust
30265AAN4
1094000.00000000
PA
USD
1160965.71000000
0.174548435183
Long
ABS-MBS
USGSE
US
N
2
2046-08-25
Variable
3.50000000
N
N
N
N
N
N
ON Semiconductor Corp
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp
682189AP0
1289000.00000000
PA
USD
2162921.65000000
0.325190129371
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
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AX6
1205000.00000000
PA
USD
1239684.48000000
0.186383615158
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
1.63000000
N
N
N
N
N
N
Singapore Exchange Ltd
549300IQ650PPXM76X03
Singapore Exchange Ltd
000000000
208100.00000000
NS
1461234.87000000
0.219693189726
Long
EC
CORP
SG
N
1
N
N
N
BX Trust 2019-OC11
N/A
BX Trust 2019-OC11
05606FAG8
360000.00000000
PA
USD
395287.31000000
0.059430507562
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Fixed
3.61000000
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
629378.32000000
0.094625534542
Long
DBT
CORP
XX
N
2
2030-05-01
Fixed
3.40000000
N
N
N
N
N
N
FIRST HORIZON CORP
TF3RXI1ZB1TQ30H9JV10
First Horizon Corp
320517AD7
775000.00000000
PA
USD
865818.90000000
0.130173813787
Long
DBT
CORP
US
N
2
2025-05-26
Fixed
4.00000000
N
N
N
N
N
N
One Bryant Park Trust
N/A
One Bryant Park Trust 2019-OBP
68236JAA9
1030000.00000000
PA
USD
1101182.37000000
0.165560152103
Long
ABS-MBS
CORP
US
N
2
2054-09-15
Fixed
2.52000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAB2
485000.00000000
PA
USD
557148.60000000
0.083765967811
Long
DBT
CORP
XX
N
2
2030-01-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7EV7
96216.64000000
PA
USD
101783.42000000
0.015302895284
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.50000000
N
N
N
N
N
N
ORBIA ADVANCE CORP SAB
549300MVHZ20SBIOEQ79
Orbia Advance Corp SAB de CV
59284BAF5
625000.00000000
PA
USD
691250.00000000
0.103927794577
Long
DBT
CORP
MX
N
2
2027-10-04
Fixed
4.00000000
N
N
N
N
N
N
US AIRWAYS 2010-1A PTT
N/A
US Airways 2010-1 Class A Pass Through Trust
90345KAA8
290015.85000000
PA
USD
276807.25000000
0.041617312138
Long
DBT
CORP
US
N
2
2023-04-22
Fixed
6.25000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CV0
890000.00000000
PA
USD
1001703.90000000
0.150603800573
Long
DBT
CORP
US
N
2
2023-04-21
Fixed
8.50000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LBD7
1267000.00000000
PA
USD
1412778.02000000
0.212407817498
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.25000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
549300ZAGI6FKGY8O078
CSAIL 2015-C3 Commercial Mortgage Trust
12635FAT1
670000.00000000
PA
USD
745521.53000000
0.112087390123
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Fixed
3.72000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AR0
825000.00000000
PA
USD
943981.01000000
0.141925301254
Long
DBT
US
N
2
2031-08-15
Fixed
3.38000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBF2
710000.00000000
PA
USD
724294.74000000
0.108895992697
Long
DBT
US
N
2
2025-07-15
Fixed
1.25000000
N
N
N
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939U106
18838.00000000
NS
USD
1733661.14000000
0.260651831934
Long
EC
CORP
US
N
1
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BX0
705000.00000000
PA
USD
833454.98000000
0.125307975335
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132VMQB4
323528.68000000
PA
USD
347340.64000000
0.052221839685
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
4.00000000
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
473074.29000000
0.071125595126
Long
ABS-O
CORP
US
N
2
2032-01-26
Fixed
2.51000000
N
N
N
N
N
N
State Street Global Advisors
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
857492706
1213641.75000000
NS
USD
1213641.75000000
0.182468152599
Long
STIV
RF
US
N
1
N
N
BX Trust 2019-OC11
N/A
BX Trust 2019-OC11
05606FAJ2
990000.00000000
PA
USD
1049979.35000000
0.157861899742
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Fixed
3.86000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077M108
78806.00000000
NS
USD
3795296.96000000
0.570613877495
Long
EC
CORP
CA
N
1
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAJ0
720000.00000000
PA
USD
777600.00000000
0.116910311845
Long
DBT
US
N
2
2030-07-15
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9D40
1469719.82000000
PA
USD
1589631.16000000
0.238997266763
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.00000000
N
N
N
N
N
N
BWay Holding Company
549300DNGHXL0OMHW304
BWAY Holding Company 2017 Term Loan B
05604XAP1
1263631.58000000
PA
USD
1219720.38000000
0.183382060172
Long
LON
CORP
US
N
2
2024-04-03
Variable
3.48000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCA5
1125000.00000000
PA
USD
1361502.74000000
0.204698701018
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
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
1673374.05000000
0.251587811239
Long
DBT
CORP
US
N
2
2025-03-20
Fixed
4.74000000
N
N
N
N
N
N
Freddie Mac - SLST
N/A
Seasoned Loans Structured Transaction Series 2019-1
35564CBB2
576280.65000000
PA
USD
611027.95000000
0.091866600026
Long
ABS-MBS
USGSE
US
N
2
2029-05-25
Fixed
3.50000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AA5
465000.00000000
PA
USD
497019.48000000
0.074725697531
Long
DBT
CORP
XX
N
2
2025-10-20
Fixed
4.50000000
N
N
N
N
N
N
Keycorp Student Loan Trust
549300O83C3TV9I4SN56
KeyCorp Student Loan Trust 2000-A
493268AW6
2217.07000000
PA
USD
2214.84000000
0.000332995929
Long
ABS-O
CORP
US
N
2
2029-05-25
Floating
0.53000000
N
N
N
N
N
N
Omnicom Group Inc
HKUPACFHSSASQK8HLS17
Omnicom Group Inc
681919106
31848.00000000
NS
USD
1986359.76000000
0.298644468852
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GFD1
159000.00000000
PA
USD
243295.61000000
0.036578916712
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.75000000
N
N
N
N
N
N
NYSE Euronext Liffe
N/A
FTSE 100 IDX FUT MAR21 XLIF 20210319
000000000
73.00000000
NC
-76392.90000000
-0.01148549094
N/A
DE
GB
N
1
NYSE Euronext Liffe
N/A
Long
FTSE 100 Index
Z H1 Index
2021-03-19
4742463.15000000
GBP
-76392.90000000
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ5Q9
1096435.73000000
PA
USD
1211662.29000000
0.182170545493
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
5.00000000
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475105
12969.00000000
NS
USD
1932381.00000000
0.290528890579
Long
EC
CORP
US
N
1
N
N
N
Cemex SAB de CV
549300RIG2CXWN6IV731
Cemex SAB de CV
000000000
1515000.00000000
PA
1900253.25000000
0.285698559726
Long
DBT
CORP
MX
N
2
2026-03-19
Fixed
3.13000000
N
N
N
N
N
N
Chase Mortgage Finance Corporation
N/A
Chase Home Lending Mortgage Trust 2019-ATR2
16159GAC3
112565.13000000
PA
USD
115629.83000000
0.017384670118
Long
ABS-MBS
CORP
US
N
2
2049-07-25
Variable
3.50000000
N
N
N
N
N
N
Prestige Brands, Inc.
549300JBVP4J6D42I235
Prestige Brands, Inc. Term Loan B4
74112CAT0
417412.92000000
PA
USD
417673.80000000
0.062796263127
Long
LON
CORP
US
N
2
2024-01-26
Variable
2.15000000
N
N
N
N
N
N
PRINCIPAL LFE GLB FND II
635400WSLKBQWSOIIT41
Principal Life Global Funding II
74256LAW9
1470000.00000000
PA
USD
1497166.60000000
0.225095439931
Long
DBT
CORP
US
N
2
2021-11-21
Fixed
2.38000000
N
N
N
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp
69335PDQ5
765000.00000000
PA
USD
772418.36000000
0.116131264587
Long
ABS-O
CORP
US
N
2
2025-06-15
Fixed
1.77000000
N
N
N
N
N
N
AIR LIQUIDE FINANCE
549300YGXL5Z3R14K812
Air Liquide Finance SA
00913RAB2
610000.00000000
PA
USD
615751.61000000
0.092576791081
Long
DBT
CORP
FR
N
2
2021-09-27
Fixed
1.75000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AS7
570000.00000000
PA
USD
572793.00000000
0.086118066169
Long
DBT
CORP
CH
N
2
2030-09-03
Fixed
4.50000000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
Orange SA
000000000
164699.00000000
NS
1958525.07000000
0.294459589366
Long
EC
CORP
FR
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-35280.72000000
-0.00530437239
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
927000.00000000
EUR
1097930.46000000
USD
2021-02-01
-35280.72000000
N
N
N
JPMorgan Chase Bank, NA - CACLN
N/A
Chase Auto Credit Linked Notes Series 2020-1
46591HAN0
717083.26000000
PA
USD
719046.85000000
0.108106984908
Long
ABS-O
CORP
US
N
2
2028-01-25
Fixed
0.99000000
N
N
N
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
13814.00000000
NS
USD
1618171.96000000
0.243288308209
Long
EC
CORP
IE
N
1
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp
89832Q109
50267.00000000
NS
USD
2409297.31000000
0.362232124281
Long
EC
CORP
US
N
1
N
N
N
Vail Resorts Inc
529900PSZHRNU9HKH870
Vail Resorts Inc
91879Q109
5918.00000000
NS
USD
1650885.28000000
0.248206678120
Long
EC
CORP
US
N
1
N
N
N
Hyundai Glovis Co Ltd
988400U6RDXNJ5ZRN304
Hyundai Glovis Co Ltd
000000000
9519.00000000
NS
1612350.18000000
0.242413017423
Long
EC
CORP
KR
N
1
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BJ5
465000.00000000
PA
USD
486237.39000000
0.073104635925
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
3.30000000
N
N
N
N
N
N
Hanesbrands Inc
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
410345102
139657.00000000
NS
USD
2036199.06000000
0.306137689152
Long
EC
CORP
US
N
1
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
16102.00000000
NS
USD
2387926.60000000
0.359019088825
Long
EC
CORP
US
N
1
N
N
N
Nestle Holdings Inc
549300EAEU8YV8MQXP30
Nestle Holdings Inc
641062AJ3
1615000.00000000
PA
USD
1643368.98000000
0.247076620279
Long
DBT
CORP
US
N
2
2021-09-24
Fixed
3.10000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAR2
9320000.00000000
PA
USD
9321456.25000000
1.401458792494
Long
DBT
UST
US
N
2
2022-10-31
Fixed
0.13000000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508104
28315.00000000
NS
USD
4647340.95000000
0.698716666304
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467X1
1150000.00000000
PA
USD
1374628.80000000
0.206672172942
Long
DBT
CORP
US
N
2
2025-11-24
Fixed
5.00000000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20337YAA5
411000.00000000
PA
USD
420247.50000000
0.063183212805
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.00000000
N
N
N
N
N
N
PEACHTREE FUNDING TRUST
N/A
Peachtree Corners Funding Trust
70466WAA7
425000.00000000
PA
USD
471247.31000000
0.070850913025
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.98000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
297741.57000000
0.044764737394
N/A
DFE
JP
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
20713130.76000000
USD
2168758000.00000000
JPY
2021-02-01
297741.57000000
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2020-2 Receivables Funding LLC
826525AC1
932677.94000000
PA
USD
961553.37000000
0.144567263815
Long
ABS-O
CORP
US
N
2
2037-07-20
Fixed
3.51000000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
31540.00000000
NS
USD
2205907.60000000
0.331652964787
Long
EC
CORP
US
N
1
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAK6
705000.00000000
PA
USD
791963.08000000
0.119069766786
Long
DBT
US
N
2
2026-10-15
Fixed
3.38000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAH4
1040000.00000000
PA
USD
1060453.26000000
0.159436627217
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
2.88000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703DAZ4
680000.00000000
PA
USD
802969.72000000
0.120724588950
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.90000000
N
N
N
N
N
N
Orkla ASA
549300PZS8G8RG6RVZ52
Orkla ASA
000000000
143076.00000000
NS
1451743.53000000
0.218266189316
Long
EC
CORP
NO
N
1
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
6460.00000000
NS
2254761.10000000
0.338997972400
Long
EC
CORP
CH
N
1
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2020-VIV3
05608EAA2
485059.00000000
PA
USD
514560.48000000
0.077362945190
Long
ABS-MBS
CORP
US
N
2
2044-03-09
Variable
3.54000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAE9
940000.00000000
PA
USD
1034009.40000000
0.155460855716
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
4.95000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAB9
1075000.00000000
PA
USD
1237204.33000000
0.186010730500
Long
DBT
CORP
GB
N
2
2026-03-24
Fixed
4.65000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AK3
555000.00000000
PA
USD
602868.75000000
0.090639883699
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
6.25000000
N
N
N
N
N
N
JACKSON NATL LIFE GLOBAL
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LTA9
1895000.00000000
PA
USD
1898659.59000000
0.285458956733
Long
DBT
CORP
US
N
2
2021-06-11
Floating
0.70000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAF1
1445000.00000000
PA
USD
1459139.60000000
0.219378170862
Long
DBT
CORP
US
N
2
2021-04-01
Fixed
4.88000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2K9
1415000.00000000
PA
USD
1544087.54000000
0.232149891741
Long
DBT
CORP
FR
N
2
2031-01-13
Fixed
3.05000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAR6
1305000.00000000
PA
USD
1358167.03000000
0.204197184948
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.25000000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
12141.00000000
NS
USD
1689298.74000000
0.253982050532
Long
EC
CORP
US
N
1
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
228227BD5
1290000.00000000
PA
USD
1411586.82000000
0.212228723409
Long
DBT
US
N
2
2023-01-15
Fixed
5.25000000
N
N
N
N
N
N
TOTAL SE
529900S21EQ1BO4ESM68
TOTAL SE
000000000
76630.00000000
NS
3304611.12000000
0.496840427685
Long
EC
CORP
FR
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWJ9
285000.00000000
PA
USD
295131.90000000
0.044372379712
Long
DBT
CORP
US
N
2
2023-06-05
Fixed
2.91000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAG6
1409000.00000000
PA
USD
1454792.50000000
0.218724594709
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.60000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830109
6078.00000000
NS
USD
2157568.44000000
0.324385286971
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16
46641BAD5
880000.00000000
PA
USD
955709.13000000
0.143688596221
Long
ABS-MBS
CORP
US
N
2
2046-12-15
Fixed
4.17000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBB8
1300000.00000000
PA
USD
1419582.42000000
0.213430842866
Long
DBT
CORP
US
N
2
2024-02-14
Fixed
3.80000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBG2
955000.00000000
PA
USD
1016478.13000000
0.152825070939
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.13000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DF4
715000.00000000
PA
USD
775752.04000000
0.116632475451
Long
DBT
CORP
US
N
2
2025-01-13
Fixed
2.75000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
67054KAA7
1080000.00000000
PA
USD
1136700.00000000
0.170900143357
Long
DBT
CORP
FR
N
2
2026-05-01
Fixed
7.38000000
N
N
N
N
N
N
Hasbro Inc
549300NUB6D2R1ITYR45
Hasbro Inc
418056107
25196.00000000
NS
USD
2356833.84000000
0.354344366259
Long
EC
CORP
US
N
1
N
N
N
Puget Energy Inc
SYBSJ96YIDMIUY7WDR33
Puget Energy Inc
745310AF9
350000.00000000
PA
USD
370507.98000000
0.055704994191
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
5.63000000
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
603386.44000000
0.090717717160
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT MAR21 XCBT 20210322
000000000
129.00000000
NC
USD
-226789.11000000
-0.03409720366
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury Ultra Long Bond
WNH1 Comdty
2021-03-22
27776351.61000000
USD
-226789.11000000
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
27241.00000000
NS
USD
6058943.22000000
0.910947712584
Long
EC
CORP
US
N
1
N
N
N
MASSMUTUAL GLOBAL FUNDIN
549300K1IE3K7YU6VG29
MassMutual Global Funding II
57629WCG3
365000.00000000
PA
USD
397482.32000000
0.059760522099
Long
DBT
CORP
US
N
2
2025-01-11
Fixed
2.95000000
N
N
N
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
05523RAE7
550000.00000000
PA
USD
573881.76000000
0.086281758647
Long
DBT
CORP
GB
N
2
2050-09-15
Fixed
3.00000000
N
N
N
N
N
N
Wells Fargo Bank NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
94988J5R4
1015000.00000000
PA
USD
1096210.15000000
0.164812590644
Long
DBT
CORP
US
N
2
2023-08-14
Fixed
3.55000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCW4
345000.00000000
PA
USD
378288.82000000
0.056874824992
Long
DBT
CORP
US
N
2
2023-03-20
Fixed
5.20000000
N
N
N
N
N
N
GB Trust 2020-FLIX
N/A
GB Trust 2020-FLIX
368306AN6
700000.00000000
PA
USD
704862.41000000
0.105974388067
Long
ABS-MBS
CORP
US
N
2
2037-08-15
Floating
2.51000000
N
N
N
N
N
N
CONNECTICUT LIGHT & PWR
549300O45IUXEDS1VZ32
Connecticut Light and Power Co/The
207597EL5
450000.00000000
PA
USD
582695.58000000
0.087606895536
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
4.00000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
7170.00000000
NS
USD
1609378.20000000
0.241966187293
Long
EC
US
N
1
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBC9
740000.00000000
PA
USD
791074.19000000
0.118936124287
Long
DBT
US
N
2
2024-11-18
Fixed
2.63000000
N
N
N
N
N
N
SPECTRA ENERGY PARTNERS
2HKVXE7U4NF5B6UGSU72
Spectra Energy Partners LP
84756NAD1
795000.00000000
PA
USD
887533.52000000
0.133438555294
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
4.75000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2H5
525000.00000000
PA
USD
555119.32000000
0.083460870386
Long
DBT
CORP
US
N
2
2025-10-30
Fixed
2.41000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAN3
470000.00000000
PA
USD
695073.79000000
0.104502692315
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
8.10000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335BM60
1199759.80000000
PA
USD
1286310.77000000
0.193393767041
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
27807.00000000
NS
USD
2348301.15000000
0.353061496597
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3133KJTX0
2540968.22000000
PA
USD
2660324.71000000
0.399973497244
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.00000000
N
N
N
N
N
N
CABLEVISION LIGHTPATH
N/A
Cablevision Lightpath LLC
12687GAA7
415000.00000000
PA
USD
417593.75000000
0.062784227800
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
3.88000000
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
716846.48000000
0.107776164509
Long
ABS-O
CORP
US
N
2
2031-08-15
Fixed
2.04000000
N
N
N
N
N
N
CROWN CASTLE TOWERS LLC
N/A
Crown Castle Towers LLC
22822RBH2
990000.00000000
PA
USD
1141547.72000000
0.171628986538
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.24000000
N
N
N
N
N
N
XPO Logistics Inc
54930096DB9LCLPN7H13
XPO Logistics Inc
983793AD2
277000.00000000
PA
USD
277900.25000000
0.041781642090
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
6.50000000
N
N
N
N
N
N
TRUGREEN LIMITED PARTNERSHIP
549300QNRP2MNHR3QM19
TRUGREEN LIMITED PARTNERSHIP 2020 2ND LIEN TERM LOAN
000000000
250000.00000000
PA
USD
250000.00000000
0.037586905814
Long
LON
CORP
US
N
2
2028-11-02
Variable
9.25000000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
000000000
77546.00000000
NS
1848451.31000000
0.277910261167
Long
EC
CORP
FR
N
1
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
Entergy Corp
29364G103
23386.00000000
NS
USD
2334858.24000000
0.351040387029
Long
EC
CORP
US
N
1
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
Willis North America Inc
970648AJ0
1395000.00000000
PA
USD
1526294.25000000
0.229474712880
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X53Y7
1229029.07000000
PA
USD
1313352.19000000
0.197459380267
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BAZ1
1170000.00000000
PA
USD
1264635.77000000
0.190134982307
Long
DBT
CORP
CL
N
2
2029-09-30
Fixed
3.00000000
N
N
N
N
N
N
GB Trust 2020-FLIX
N/A
GB Trust 2020-FLIX
368306AL0
500000.00000000
PA
USD
502245.55000000
0.075511424734
Long
ABS-MBS
CORP
US
N
2
2037-08-15
Floating
1.76000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FLX82
654182.98000000
PA
USD
691842.40000000
0.104016860509
Long
ABS-MBS
USGSE
US
N
2
2048-11-15
Fixed
3.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGY9
1150000.00000000
PA
USD
1151392.57000000
0.173109136336
Long
DBT
CORP
US
N
2
2022-01-23
Fixed
2.74000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912XAN4
420000.00000000
PA
USD
460164.60000000
0.069184653917
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.25000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353108
31241.00000000
NS
USD
1561737.59000000
0.234803534809
Long
EC
CORP
GB
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6PL9
1052518.84000000
PA
USD
1105349.05000000
0.166186602538
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.00000000
N
N
N
N
N
N
WEIBO CORP
549300Q9ID4640FE0422
Weibo Corp
948596AD3
465000.00000000
PA
USD
485646.00000000
0.073015721844
Long
DBT
CORP
KY
N
2
2024-07-05
Fixed
3.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967BL4
190000.00000000
PA
USD
269342.56000000
0.040495013738
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
6.63000000
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
854625.00000000
0.128490837527
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
NYU HOSPITALS CENTER
N/A
NYU Langone Hospitals
62954RAA4
630000.00000000
PA
USD
659219.43000000
0.099112074506
Long
DBT
CORP
US
N
2
2055-07-01
Fixed
3.38000000
N
N
N
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
Truist Bank
07330MAC1
760000.00000000
PA
USD
804185.69000000
0.120907407149
Long
DBT
CORP
US
N
2
2029-09-17
Fixed
2.64000000
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
1040249.31000000
0.156399011354
Long
ABS-MBS
CORP
US
N
2
2036-06-15
Variable
3.75000000
N
N
N
N
N
N
Great-West Lifeco Inc
549300X81X4VZEESFU46
Great-West Lifeco Inc
000000000
12038.00000000
NS
287024.35000000
0.043153428839
Long
EC
CORP
CA
N
1
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AU3
475000.00000000
PA
USD
626597.37000000
0.094207425319
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
4.45000000
N
N
N
N
N
N
Liberty Mutual Group Inc
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBE3
295000.00000000
PA
USD
320975.61000000
0.048257920087
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4.25000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHC6
734000.00000000
PA
USD
772542.34000000
0.116149904685
Long
DBT
CORP
US
N
2
2023-12-20
Fixed
3.00000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAY1
430000.00000000
PA
USD
530355.55000000
0.079737696424
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.50000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CC1
970000.00000000
PA
USD
1120107.56000000
0.168405509439
Long
DBT
CORP
GB
N
2
2030-05-22
Fixed
3.97000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCS6
1005000.00000000
PA
USD
1036459.21000000
0.155829178827
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.45000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GN7
330000.00000000
PA
USD
370212.44000000
0.055660560454
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.70000000
N
N
N
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612E106
10237.00000000
NS
USD
1807137.61000000
0.271698844564
Long
EC
CORP
US
N
1
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBH2
310000.00000000
PA
USD
339680.94000000
0.051070221995
Long
DBT
CORP
US
N
2
2024-05-21
Fixed
3.88000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23
61690QAD1
471777.24000000
PA
USD
513655.30000000
0.077226853529
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Fixed
3.45000000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
46479.00000000
NS
USD
2548908.36000000
0.383222313829
Long
EC
CORP
US
N
1
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AG2
555000.00000000
PA
USD
587841.59000000
0.088380585908
Long
DBT
CORP
US
N
2
2024-08-08
Fixed
3.20000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
000000000
31388.00000000
NS
2579048.57000000
0.387753822767
Long
EC
CORP
CA
N
1
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management Inc
94106LBD0
810000.00000000
PA
USD
845888.19000000
0.127177278908
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
2.40000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703DBA8
318000.00000000
PA
USD
389852.07000000
0.058613332146
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.30000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBX5
250000.00000000
PA
USD
284672.49000000
0.042799832278
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
4.15000000
N
N
N
N
N
N
AVIENT CORP
SM8L9RZYIB34LNTWO040
Avient Corp
73179PAM8
1218000.00000000
PA
USD
1294125.00000000
0.194568617949
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
5.75000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-3
46650QAC2
162130.79000000
PA
USD
167039.82000000
0.025114039926
Long
ABS-MBS
CORP
US
N
2
2049-09-25
Variable
4.00000000
N
N
N
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
000000000
16159.00000000
NS
1903012.92000000
0.286113469552
Long
EC
CORP
CH
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHU6
785000.00000000
PA
USD
966542.00000000
0.145317292479
Long
DBT
CORP
US
N
2
2040-04-23
Fixed
4.08000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CW8
890000.00000000
PA
USD
1091148.90000000
0.164051643736
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
9.00000000
N
N
N
N
N
N
GAZPROM (GAZ CAPITAL SA)
213800568PRHV2JR9650
Gazprom PJSC Via Gaz Capital SA
368266AH5
640000.00000000
PA
USD
940437.76000000
0.141392582038
Long
DBT
CORP
LU
N
2
2037-08-16
Fixed
7.29000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) MAR21 XCBT 20210331
000000000
-168.00000000
NC
USD
-45175.84000000
-0.00679208017
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
5 Year US Treasury Note
FVH1 Comdty
2021-03-31
-21150386.74000000
USD
-45175.84000000
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAF3
850000.00000000
PA
USD
969920.04000000
0.145825172764
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
3.54000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
585235.11000000
0.087988707835
N/A
DFE
AU
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
7030249.50000000
USD
9875000.00000000
AUD
2021-02-01
585235.11000000
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBR6
835000.00000000
PA
USD
886333.57000000
0.133258145663
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
2.18000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3133A1BY7
1407667.25000000
PA
USD
1485728.83000000
0.223375798397
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J5MG1
1613559.30000000
PA
USD
1790213.06000000
0.269154278697
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
3.50000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353REY0
815000.00000000
PA
USD
830958.96000000
0.124932704661
Long
DBT
CORP
US
N
2
2021-12-09
Fixed
2.55000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWM2
310000.00000000
PA
USD
321978.17000000
0.048408652600
Long
DBT
CORP
US
N
2
2023-07-24
Fixed
2.91000000
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
1762726.96000000
0.265021808889
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KDP53
761309.96000000
PA
USD
803232.44000000
0.120764088278
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
2.50000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAV2
285000.00000000
PA
USD
345696.09000000
0.051974585501
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QAHP8
372677.32000000
PA
USD
404845.58000000
0.060867570739
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.00000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BX6
635000.00000000
PA
USD
833791.55000000
0.125358577835
Long
DBT
CORP
US
N
2
2047-06-06
Fixed
4.67000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B19 Mortgage Trust
08162WAZ9
935000.00000000
PA
USD
964833.61000000
0.145060440103
Long
ABS-MBS
CORP
US
N
2
2053-09-15
Fixed
1.69000000
N
N
N
N
N
N
MONDELEZ INTL HLDINGS NE
549300CW356R8I7N8D33
Mondelez International Holdings Netherlands BV
60920LAC8
1110000.00000000
PA
USD
1123696.41000000
0.168945084507
Long
DBT
CORP
NL
N
2
2021-10-28
Fixed
2.00000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBG4
345000.00000000
PA
USD
354222.20000000
0.053256465875
Long
DBT
CORP
US
N
2
2050-02-24
Fixed
3.00000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2020-2 Receivables Funding LLC
826525AA5
506431.46000000
PA
USD
508796.04000000
0.076496275337
Long
ABS-O
CORP
US
N
2
2037-07-20
Fixed
1.33000000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBA5
790000.00000000
PA
USD
983137.75000000
0.147812424048
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
4.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-5
46591FAD6
42445.04000000
PA
USD
42536.54000000
0.006395267690
Long
ABS-MBS
CORP
US
N
2
2049-11-25
Variable
4.00000000
N
N
N
N
N
N
Cie Generale des Etablissements Michelin SCA
549300SOSI58J6VIW052
Cie Generale des Etablissements Michelin SCA
000000000
11850.00000000
NS
1519314.29000000
0.228425292484
Long
EC
CORP
FR
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FU5A8
925000.00000000
PA
USD
957193.33000000
0.143911742164
Long
ABS-MBS
USGSE
US
N
2
2047-09-25
Fixed
2.00000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2018-GW
12433UAA3
760000.00000000
PA
USD
747131.60000000
0.112329460321
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Floating
0.96000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FRPL9
1703143.14000000
PA
USD
1812835.10000000
0.272555448644
Long
ABS-MBS
USGSE
US
N
2
2050-01-25
Fixed
4.00000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2015-K720 Mortgage Trust
357081AE8
460000.00000000
PA
USD
475356.87000000
0.071468775604
Long
ABS-MBS
USGSE
US
N
2
2022-07-25
Variable
3.39000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFH7
325000.00000000
PA
USD
363831.33000000
0.054701175732
Long
DBT
CORP
US
N
2
2024-08-26
Fixed
4.20000000
N
N
N
N
N
N
Carrington Mortgage Loan Trust
N/A
Carrington Mortgage Loan Trust Series 2007-HE1
14454EAC5
1534298.74000000
PA
USD
1478661.54000000
0.222313248142
Long
ABS-O
CORP
US
N
2
2037-06-25
Floating
0.34000000
N
N
N
N
N
N
HERC HOLDINGS INC
549300TP80QLITMSBP82
Herc Holdings Inc
42704LAA2
710000.00000000
PA
USD
752600.00000000
0.113151621264
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.50000000
N
N
N
N
N
N
CALIFORNIA INSTITUTE OF
549300CITPNHOTVPHC04
California Institute of Technology
13034VAD6
775000.00000000
PA
USD
880035.47000000
0.132311241297
Long
DBT
CORP
US
N
2
2119-09-01
Fixed
3.65000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LP4
430000.00000000
PA
USD
487493.02000000
0.073293416912
Long
DBT
CORP
US
N
2
2028-07-24
Fixed
3.67000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397VU4
150000.00000000
PA
USD
153525.00000000
0.023082118860
Long
DBT
CORP
US
N
2
2021-08-02
Fixed
5.88000000
N
N
N
N
N
N
Kilroy Realty LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAM4
720000.00000000
PA
USD
780656.26000000
0.117369813272
Long
DBT
US
N
2
2024-12-15
Fixed
3.45000000
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AM0
1265000.00000000
PA
USD
1331125.90000000
0.200131615322
Long
DBT
CORP
CH
N
2
2025-09-11
Fixed
2.59000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZX4
780000.00000000
PA
USD
819444.60000000
0.123201548001
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.06000000
N
N
N
N
N
N
Restaurant Brands International Inc
5299009RXTX9DN9AKJ98
Restaurant Brands International Inc
76131D103
40986.00000000
NS
USD
2504654.46000000
0.376568845144
Long
EC
CORP
CA
N
1
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R102
116567.00000000
NS
USD
3352466.92000000
0.504035433474
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RHJ4
320000.00000000
PA
USD
381651.57000000
0.057380406462
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.35000000
N
N
N
N
N
N
STERICYCLE INC
B8PTJH2P0AXSWSMP2136
Stericycle Inc
858912AG3
120000.00000000
PA
USD
123300.00000000
0.018537861947
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.88000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAP9
1100000.00000000
PA
USD
1186942.55000000
0.178453991336
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
2.49000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378UKQ9
1953859.51000000
PA
USD
2063091.59000000
0.310180917120
Long
ABS-MBS
USGA
US
N
2
2041-08-16
Fixed
3.25000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
8617.00000000
NS
USD
3772953.45000000
0.567254583872
Long
EC
CORP
US
N
1
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162100
11097.00000000
NS
USD
2551422.24000000
0.383600269712
Long
EC
CORP
US
N
1
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
1285000.00000000
PA
USD
1235219.10000000
0.185712255888
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.15000000
N
N
N
N
N
N
US AIRWAYS 2012-1A PTT
N/A
US Airways 2012-1 Class A Pass Through Trust
90345WAA2
559983.51000000
PA
USD
559717.18000000
0.084152147709
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.90000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967GK1
105000.00000000
PA
USD
111036.88000000
0.016694131002
Long
DBT
CORP
US
N
2
2022-07-30
Fixed
4.05000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GG2
520000.00000000
PA
USD
610791.05000000
0.091830982675
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DP2
1255000.00000000
PA
USD
1269625.68000000
0.190885203415
Long
DBT
CORP
US
N
2
2040-08-21
Fixed
2.70000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBQ2
730000.00000000
PA
USD
765049.14000000
0.115023319874
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.65000000
N
N
N
N
N
N
Regents of the University of California Medical Center Pooled Revenue
N/A
UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE
913366KB5
1115000.00000000
PA
USD
1185646.40000000
0.178259118264
Long
DBT
MUN
US
N
2
2050-05-15
Fixed
3.01000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AF8
695000.00000000
PA
USD
759287.50000000
0.114157070994
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.88000000
N
N
N
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG
000000000
94408.00000000
NS
1724813.11000000
0.259321551653
Long
EC
CORP
DE
N
1
N
N
N
MASSMUTUAL GLOBAL FUNDIN
549300K1IE3K7YU6VG29
MassMutual Global Funding II
57629WBR0
1270000.00000000
PA
USD
1318543.92000000
0.198239944533
Long
DBT
CORP
US
N
2
2022-10-17
Fixed
2.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
54930012YCNUERXJ1I74
Wells Fargo Commercial Mortgage Trust 2018-AUS
94990EAA2
1200000.00000000
PA
USD
1311708.96000000
0.197212324542
Long
ABS-MBS
CORP
US
N
2
2036-08-17
Variable
4.06000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
8839.00000000
NS
USD
2347815.18000000
0.352988432163
Long
EC
CORP
US
N
1
N
N
N
Sands China Ltd
549300EVO6UZDGY05787
Sands China Ltd
80007RAF2
460000.00000000
PA
USD
516239.60000000
0.077615396891
Long
DBT
CORP
KY
N
2
2025-08-08
Fixed
5.13000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3133A8FP7
1213762.44000000
PA
USD
1260958.65000000
0.189582136054
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.00000000
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
706576.03000000
0.106232026761
Long
LON
CORP
US
N
2
2027-03-01
Variable
1.90000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAT8
4925000.00000000
PA
USD
4903837.87000000
0.737280368599
Long
DBT
UST
US
N
2
2025-10-31
Fixed
0.25000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
40945.00000000
NS
USD
2039879.90000000
0.306691094697
Long
EC
CORP
US
N
1
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DB1
1400000.00000000
PA
USD
1534842.11000000
0.230759863315
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.63000000
N
N
N
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
Evergy Inc
30034W106
26368.00000000
NS
USD
1463687.68000000
0.220061963880
Long
EC
CORP
US
N
1
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284V101
133251.00000000
NS
USD
3928239.48000000
0.590601469407
Long
EC
US
N
1
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBW2
160000.00000000
PA
USD
187968.28000000
0.028260584145
Long
DBT
CORP
US
N
2
2050-01-31
Fixed
4.20000000
N
N
N
N
N
N
BCE Inc
5493001I9203PRB5KR45
BCE Inc
000000000
65243.00000000
NS
2789831.48000000
0.419444532309
Long
EC
CORP
CA
N
1
N
N
N
Builders FirstSource Inc
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAM9
490000.00000000
PA
USD
531507.90000000
0.079910949508
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.75000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CY4
400000.00000000
PA
USD
506792.26000000
0.076195011776
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAR1
375000.00000000
PA
USD
425948.17000000
0.064040294990
Long
DBT
US
N
2
2028-01-15
Fixed
3.60000000
N
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAN7
1020000.00000000
PA
USD
1104782.40000000
0.166101408057
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.00000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BE9
535000.00000000
PA
USD
580092.45000000
0.087215521127
Long
DBT
CORP
US
N
2
2023-11-30
Fixed
3.40000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BP5
1580000.00000000
PA
USD
1714886.61000000
0.257829125971
Long
DBT
CORP
GB
N
2
2028-05-22
Fixed
3.07000000
N
N
N
N
N
N
Duke Energy Ohio Inc
L6KC0HABGHNFU1Z6QY21
Duke Energy Ohio Inc
26442EAG5
565000.00000000
PA
USD
730731.77000000
0.109863784858
Long
DBT
CORP
US
N
2
2049-02-01
Fixed
4.30000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAU5
2350000.00000000
PA
USD
2331640.63000000
0.350556627013
Long
DBT
UST
US
N
2
2027-10-31
Fixed
0.50000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136B4GU6
704137.39000000
PA
USD
751532.60000000
0.112991140211
Long
ABS-MBS
USGSE
US
N
2
2049-03-25
Fixed
3.00000000
N
N
N
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
000000000
35841.00000000
NS
2833775.60000000
0.426051426307
Long
EC
CORP
DE
N
1
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAD7
730000.00000000
PA
USD
761720.60000000
0.114522881796
Long
DBT
CORP
IE
N
2
2023-01-23
Fixed
3.30000000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABH4
675000.00000000
PA
USD
773249.77000000
0.116256265104
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.70000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AV7
1190000.00000000
PA
USD
1253717.46000000
0.188493440348
Long
DBT
CORP
US
N
2
2032-09-30
Fixed
2.64000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAN8
1560000.00000000
PA
USD
1646377.14000000
0.247528889986
Long
DBT
CORP
US
N
2
2023-01-23
Fixed
3.13000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GGQ1
1295000.00000000
PA
USD
1331363.70000000
0.200167367987
Long
DBT
CORP
US
N
2
2021-07-27
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136B9BV8
1045848.52000000
PA
USD
1152848.86000000
0.173328086077
Long
ABS-MBS
USGSE
US
N
2
2060-03-25
Fixed
3.50000000
N
N
N
N
N
N
MACY'S INC
529900NZQ81TIOW3CW52
Macy's Inc
55616PAA2
1370000.00000000
PA
USD
1521385.00000000
0.228736618811
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
8.38000000
N
N
N
N
N
N
HUNTSMAN INTERNATIONAL L
3YTEJFW18LGIUQ2N5J61
Huntsman International LLC
44701QBE1
731000.00000000
PA
USD
842233.89000000
0.126627863589
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHH5
1635000.00000000
PA
USD
1654373.75000000
0.248731161293
Long
DBT
CORP
US
N
2
2022-05-17
Fixed
3.50000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta LLC
12530MAA3
906659.91000000
PA
USD
923537.47000000
0.138851663604
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
1.69000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BY8
550000.00000000
PA
USD
668881.56000000
0.100564752787
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
4.35000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3133AAYK2
617206.94000000
PA
USD
642947.31000000
0.096665599938
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371NCX1
7822.94000000
PA
USD
8814.81000000
0.001325285732
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
6.00000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Securities Trust
N/A
Wells Fargo Mortgage Backed Securities 2020-2 Trust
95002QAA8
888566.78000000
PA
USD
919560.52000000
0.138253738624
Long
ABS-MBS
CORP
US
N
2
2049-12-25
Variable
3.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT MAR21 XCBT 20210322
000000000
-82.00000000
NC
USD
-334.99000000
-0.00005036495
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US 10 Year Ultra Bond
UXYH1 Comdty
2021-03-22
-12821133.76000000
USD
-334.99000000
N
N
N
SIEMENS FINANCIERINGSMAT
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
82620KAR4
760000.00000000
PA
USD
780487.68000000
0.117344467670
Long
DBT
CORP
NL
N
2
2022-03-16
Fixed
2.70000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2015-UBS8
61691ABL6
780000.00000000
PA
USD
872583.04000000
0.131190786159
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Fixed
3.81000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BD6
1000000.00000000
PA
USD
1113750.00000000
0.167449665404
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.38000000
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
530133.85000000
0.079704364356
Long
DBT
US
N
2
2024-09-01
Fixed
3.35000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBB1
1540000.00000000
PA
USD
1595922.04000000
0.239943085619
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
3.21000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
97413.71000000
0.014645919771
N/A
DFE
GB
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
6359942.36000000
USD
4721000.00000000
GBP
2021-02-01
97413.71000000
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAV4
1225000.00000000
PA
USD
1299901.68000000
0.195437128057
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.30000000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329WAQ5
1040000.00000000
PA
USD
1251467.50000000
0.188155164210
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.75000000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards 2019-30HY Mortgage Trust
44421GAA1
560000.00000000
PA
USD
633316.49000000
0.095217629041
Long
ABS-MBS
CORP
US
N
2
2039-07-10
Fixed
3.23000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBP0
475000.00000000
PA
USD
520880.72000000
0.078313178253
Long
DBT
CORP
US
N
2
2031-05-13
Fixed
2.96000000
N
N
N
N
N
N
UNITED AIR 2020-1 A PTT
N/A
United Airlines 2020-1 Class A Pass Through Trust
90931GAA7
580000.00000000
PA
USD
626523.25000000
0.094196281553
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.88000000
N
N
N
N
N
N
Watsco Inc
549300F1Y3LN5BX5WN75
Watsco Inc
942622200
11285.00000000
NS
USD
2556616.75000000
0.384381251945
Long
EC
CORP
US
N
1
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings Inc
054561AM7
830000.00000000
PA
USD
1093236.38000000
0.164365491392
Long
DBT
CORP
US
N
2
2048-04-20
Fixed
5.00000000
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAH6
305000.00000000
PA
USD
447017.15000000
0.067207966058
Long
DBT
CORP
KY
N
2
2036-11-21
Fixed
6.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QH4
705000.00000000
PA
USD
1069947.66000000
0.160864087691
Long
DBT
UST
US
N
2
2040-05-15
Fixed
4.38000000
N
N
N
N
N
N
SOUTHERN CALIF GAS CO
XY0N0J73VHV5F4CUJV89
Southern California Gas Co
842434CS9
325000.00000000
PA
USD
426872.23000000
0.064179225215
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
4.30000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397WF6
305000.00000000
PA
USD
314808.80000000
0.047330754860
Long
DBT
CORP
US
N
2
2022-09-20
Fixed
4.25000000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAS9
1000000.00000000
PA
USD
1094068.29000000
0.164490567083
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.65000000
N
N
N
N
N
N
BOC AVIATION LTD
254900H06V5RMEB3KE72
BOC Aviation Ltd
09681LAS9
1120000.00000000
PA
USD
1129318.40000000
0.169790337342
Long
DBT
CORP
SG
N
2
2030-09-17
Fixed
2.63000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBJ3
165000.00000000
PA
USD
188382.40000000
0.028322846103
Long
DBT
CORP
US
N
2
2025-10-29
Fixed
4.20000000
N
N
N
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654105
26321.00000000
NS
USD
3888401.33000000
0.584611898240
Long
EC
CORP
US
N
1
N
N
N
Danone SA
969500KMUQ2B6CBAF162
Danone SA
000000000
23434.00000000
NS
1539049.24000000
0.231392395311
Long
EC
CORP
FR
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
80512.00000000
NS
USD
3780038.40000000
0.568319789265
Long
EC
CORP
US
N
1
N
N
N
Manhattan West
N/A
Manhattan West 2020-1MW Mortgage Trust
563136AA8
1120000.00000000
PA
USD
1175706.90000000
0.176764738063
Long
ABS-MBS
CORP
US
N
2
2039-09-10
Fixed
2.13000000
N
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494AX1
965000.00000000
PA
USD
1071658.65000000
0.161121330971
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.95000000
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
945232.01000000
0.142113386131
Long
DBT
CORP
US
N
2
2024-04-25
Fixed
3.20000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441C204
18368.00000000
NS
USD
1681774.08000000
0.252850735785
Long
EC
CORP
US
N
1
N
N
N
Allianz SE
529900K9B0N5BT694847
Allianz SE
000000000
17409.00000000
NS
4268428.65000000
0.641748102575
Long
EC
CORP
DE
N
1
N
N
N
Alliant Holdings Intermediate, LLC
5493006Q26653NF8SI73
Alliant Holdings Intermediate, LLC 2018 Term Loan B
01881UAE5
1258860.75000000
PA
USD
1235432.09000000
0.185744278428
Long
LON
CORP
US
N
2
2025-05-09
Variable
3.40000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
85720.00000000
NS
USD
3155353.20000000
0.474399854160
Long
EC
CORP
US
N
1
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AT5
205000.00000000
PA
USD
229636.91000000
0.034525363630
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.20000000
N
N
N
N
N
N
TruGreen Limited Partnership
549300QNRP2MNHR3QM19
TruGreen Limited Partnership 2020 Term Loan
89787RAH5
580000.00000000
PA
USD
582175.00000000
0.087528627570
Long
LON
CORP
US
N
2
2027-11-02
Variable
4.75000000
N
N
N
N
N
N
TRANSCONT GAS PIPE LINE
N/A
Transcontinental Gas Pipe Line Co LLC
893574AM5
840000.00000000
PA
USD
1019821.71000000
0.153327770245
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.60000000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
413875AW5
810000.00000000
PA
USD
971255.01000000
0.146025882331
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.40000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZX9
985000.00000000
PA
USD
1137234.05000000
0.170980436506
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608102
20001.00000000
NS
USD
1561278.06000000
0.234734445566
Long
EC
CORP
US
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO STOXX 50 MAR21 XEUR 20210319
000000000
333.00000000
NC
53613.07000000
0.008060597650
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
EURO STOXX 50 Index
VGH1 Index
2021-03-19
11777614.22000000
EUR
53613.07000000
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
Hasbro Inc
418056AW7
500000.00000000
PA
USD
519243.65000000
0.078067048669
Long
DBT
CORP
US
N
2
2022-11-19
Fixed
2.60000000
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
98908.00000000
NS
USD
5810845.00000000
0.873646734873
Long
EC
CORP
US
N
1
N
N
N
Assicurazioni Generali SpA
549300X5UKJVE386ZB61
Assicurazioni Generali SpA
000000000
104869.00000000
NS
1826894.55000000
0.274669253536
Long
EC
CORP
IT
N
1
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
Aramark Services Inc
038522AR9
757000.00000000
PA
USD
809043.75000000
0.121637804924
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.38000000
N
N
N
N
N
N
American Tower Truste I
5493004YGM0MQZJOEJ36
American Tower Trust #1
03027WAJ1
175000.00000000
PA
USD
178433.59000000
0.026827066165
Long
ABS-O
CORP
US
N
2
2048-03-15
Fixed
3.07000000
N
N
N
N
N
N
General Motors
N/A
GMF Floorplan Owner Revolving Trust
361886CD4
1280000.00000000
PA
USD
1379552.64000000
0.207412460583
Long
ABS-O
CORP
US
N
2
2026-04-15
Fixed
2.90000000
N
N
N
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAE3
1240000.00000000
PA
USD
1307263.61000000
0.196543976735
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
3.63000000
N
N
N
N
N
N
MASTR Asset Backed Securities Trust
N/A
Mastr Asset Backed Securities Trust 2006-HE4
576449AA0
217759.20000000
PA
USD
100612.15000000
0.015126797623
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
0.25000000
N
N
N
N
N
N
Digital Realty Trust LP
CD4SPTZ3YBTHY0C1AH38
Digital Realty Trust LP
25389JAR7
1295000.00000000
PA
USD
1488444.55000000
0.223784100444
Long
DBT
US
N
2
2027-08-15
Fixed
3.70000000
N
N
N
N
N
N
CK HUTCH INTL 17 II LTD
254900F7C0PB6TKONV55
CK Hutchison International 17 II Ltd
12563XAC5
925000.00000000
PA
USD
1019360.73000000
0.153258462998
Long
DBT
CORP
KY
N
2
2027-09-29
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3133KJL67
929428.02000000
PA
USD
965568.10000000
0.145170868929
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.00000000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AX7
375000.00000000
PA
USD
419195.30000000
0.063025017036
Long
DBT
CORP
US
N
2
2050-03-12
Fixed
3.35000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW 2019-2 LLC
55400DAA9
779151.19000000
PA
USD
801448.32000000
0.120495850076
Long
ABS-O
CORP
US
N
2
2038-10-20
Fixed
2.22000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EU4
735000.00000000
PA
USD
858112.50000000
0.129015174863
Long
DBT
CORP
US
N
2
2026-03-10
Fixed
6.30000000
N
N
N
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466LAE4
510000.00000000
PA
USD
543306.89000000
0.081684899611
Long
DBT
CORP
US
N
2
2023-04-11
Fixed
3.25000000
N
N
N
N
N
N
Smithfield Foods Inc
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248AY4
565000.00000000
PA
USD
572766.35000000
0.086114059404
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
3.35000000
N
N
N
N
N
N
AMERICAN AIRLINES 2013-2
N/A
American Airlines 2013-2 Class A Pass Through Trust
02377UAB0
1696438.16000000
PA
USD
1616485.03000000
0.243034682293
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
4.95000000
N
N
N
N
N
N
Textron Financial Corp
4E8B2CNXPE5P5AY03O18
Textron Financial Corp
883199AR2
1295000.00000000
PA
USD
945350.00000000
0.142131125647
Long
DBT
CORP
US
N
2
2042-02-15
Variable
1.96000000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABC5
450000.00000000
PA
USD
536390.00000000
0.080644961639
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.13000000
N
N
N
N
N
N
ESTEE LAUDER CO INC
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
29736RAQ3
315000.00000000
PA
USD
345974.58000000
0.052016455810
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.60000000
N
N
N
N
N
N
UNITED AIR 2014-2 B PTT
N/A
United Airlines 2014-2 Class B Pass Through Trust
90932QAB2
267647.79000000
PA
USD
269329.13000000
0.040492994569
Long
DBT
CORP
US
N
2
2022-09-03
Fixed
4.63000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967ME8
565000.00000000
PA
USD
664444.31000000
0.099897622796
Long
DBT
CORP
US
N
2
2030-03-20
Fixed
3.98000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KRL72
747412.96000000
PA
USD
788570.19000000
0.118559653838
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136B4GL6
1029876.61000000
PA
USD
1129103.57000000
0.169758038162
Long
ABS-MBS
USGSE
US
N
2
2049-04-25
Fixed
3.50000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BW2
645000.00000000
PA
USD
737162.14000000
0.110830575705
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.63000000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABG6
620000.00000000
PA
USD
673211.83000000
0.101215798589
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.50000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
N/A
Level 3 Financing Inc
527298BP7
1050000.00000000
PA
USD
1143051.00000000
0.171855001113
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
3.40000000
N
N
N
N
N
N
Bayer AG
549300J4U55H3WP1XT59
Bayer AG
000000000
23015.00000000
NS
1353939.31000000
0.203561557294
Long
EC
CORP
DE
N
1
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
000000000
26980.00000000
NS
USD
2472986.80000000
0.371807687729
Long
EC
CORP
NL
N
1
N
N
N
Sanofi
549300E9PC51EN656011
Sanofi
000000000
32139.00000000
NS
3089967.57000000
0.464569280095
Long
EC
CORP
FR
N
1
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209S103
99713.00000000
NS
USD
4088233.00000000
0.614656114876
Long
EC
CORP
US
N
1
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta LLC
12530MAB1
465682.09000000
PA
USD
471627.97000000
0.070908144351
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
1.99000000
N
N
N
N
N
N
OWENS-BROCKWAY
V2UQUCDZJ9WY98W8QU33
Owens-Brockway Glass Container Inc
69073TAT0
1135000.00000000
PA
USD
1228637.50000000
0.184722727971
Long
DBT
CORP
US
N
2
2027-05-13
Fixed
6.63000000
N
N
N
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
929089AB6
310000.00000000
PA
USD
354554.99000000
0.053306500060
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.65000000
N
N
N
N
N
N
Ford Credit Floorplan Master Owner Trust
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust A
34528PAK2
530000.00000000
PA
USD
624584.28000000
0.093904762022
Long
ABS-O
CORP
US
N
2
2030-11-15
Fixed
4.06000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385XLY1
1450508.46000000
PA
USD
1671631.72000000
0.251325856065
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
5.00000000
N
N
N
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co Ltd
796050888
2567.00000000
NS
USD
4684775.00000000
0.704344786750
Long
EC
CORP
KR
Y
1
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011104
26019.00000000
NS
USD
2091147.03000000
0.314398985844
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QD3
2382000.00000000
PA
USD
3602216.71000000
0.541584720810
Long
DBT
UST
US
N
2
2039-11-15
Fixed
4.38000000
N
N
N
N
N
N
NESTLE HOLDINGS INC
549300EAEU8YV8MQXP30
Nestle Holdings Inc
641062AS3
1750000.00000000
PA
USD
1753841.01000000
0.263685827426
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
1.00000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AC1
235000.00000000
PA
USD
252037.50000000
0.037893239096
Long
DBT
CORP
CA
N
2
2027-08-15
Fixed
5.75000000
N
N
N
N
N
N
Protective Life Corp
549300ZWIT8J8Y2EXL07
Protective Life Corp
743674AY9
725000.00000000
PA
USD
1142046.92000000
0.171704040071
Long
DBT
CORP
US
N
2
2039-10-15
Fixed
8.45000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2018-BILT
05606JAA3
1065000.00000000
PA
USD
1043632.48000000
0.156907662923
Long
ABS-MBS
CORP
US
N
2
2030-05-15
Floating
0.96000000
N
N
N
N
N
N
Chase Mortgage Finance Corporation
N/A
Chase Home Lending Mortgage Trust 2019-ATR1
16158RAD8
99748.33000000
PA
USD
100071.67000000
0.015045537740
Long
ABS-MBS
CORP
US
N
2
2049-04-25
Variable
4.00000000
N
N
N
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS Corp
000000000
123567.00000000
NS
2447265.35000000
0.367940528855
Long
EC
CORP
CA
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3133ABWF3
284381.67000000
PA
USD
295439.63000000
0.044418646186
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QES52
713467.40000000
PA
USD
744177.08000000
0.111885255261
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
2.50000000
N
N
N
N
N
N
MMAF Equipment Finance LLC
N/A
MMAF Equipment Finance LLC 2020-B
60700KAD4
1500000.00000000
PA
USD
1499982.75000000
0.225518841391
Long
ABS-O
CORP
US
N
2
2027-11-15
Fixed
0.66000000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAL4
415000.00000000
PA
USD
552027.60000000
0.082996037633
Long
DBT
CORP
US
N
2
2037-06-15
Fixed
6.63000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FPLK9
1975000.00000000
PA
USD
2100156.94000000
0.315753604398
Long
ABS-MBS
USGSE
US
N
2
2049-10-25
Fixed
3.00000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912XAX2
500000.00000000
PA
USD
516836.99000000
0.077705213058
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.75000000
N
N
N
N
N
N
FREMF Mortgage Trust
549300J7N4IBRYXP6K82
FREMF 2014-K41 Mortgage Trust
30287EAE0
330000.00000000
PA
USD
362201.24000000
0.054456095575
Long
ABS-MBS
USGSE
US
N
2
2047-11-25
Variable
3.83000000
N
N
N
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp
69335PDS1
355000.00000000
PA
USD
357966.49000000
0.053819410977
Long
ABS-O
CORP
US
N
2
2024-06-15
Fixed
1.71000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBT1
905000.00000000
PA
USD
943951.63000000
0.141920884041
Long
DBT
CORP
US
N
2
2040-09-25
Fixed
3.73000000
N
N
N
N
N
N
GlaxoSmithKline PLC
5493000HZTVUYLO1D793
GlaxoSmithKline PLC
000000000
134055.00000000
NS
2460158.68000000
0.369879010376
Long
EC
CORP
GB
N
1
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAQ7
900000.00000000
PA
USD
940446.00000000
0.141393820902
Long
DBT
CORP
US
N
2
2060-09-15
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128285W6
3841294.50000000
PA
USD
4513921.19000000
0.678657322492
Long
DBT
UST
US
N
2
2029-01-15
Fixed
0.88000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136AFML5
746000.00000000
PA
USD
809575.69000000
0.121717780839
Long
ABS-MBS
USGSE
US
N
2
2043-07-25
Fixed
3.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761JQK8
645000.00000000
PA
USD
640356.00000000
0.096276002639
Long
DBT
CORP
US
N
2
2021-04-15
Variable
3.85000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903AR4
890000.00000000
PA
USD
901713.05000000
0.135570413928
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
2.30000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC40
36257HBP0
788000.00000000
PA
USD
891480.63000000
0.134031993901
Long
ABS-MBS
CORP
US
N
2
2052-07-10
Fixed
3.16000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBZ5
595000.00000000
PA
USD
658641.64000000
0.099025205153
Long
DBT
CORP
US
N
2
2060-01-31
Fixed
3.95000000
N
N
N
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
Siemens AG
000000000
13673.00000000
NS
1963009.61000000
0.295133829296
Long
EC
CORP
DE
N
1
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-DNA6
35566CAH8
1055000.00000000
PA
USD
1053366.02000000
0.158371077528
Long
ABS-MBS
USGSE
US
N
2
2050-12-25
Floating
2.08000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC
000000000
525000.00000000
PA
741227.82000000
0.111441841030
Long
DBT
CORP
GB
Y
2
2021-05-21
Fixed
10.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17308CC53
845000.00000000
PA
USD
930609.54000000
0.139914932520
Long
DBT
CORP
US
N
2
2030-11-05
Fixed
2.98000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AB3
325000.00000000
PA
USD
354741.51000000
0.053334542899
Long
DBT
CORP
XX
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
529900MUF4C20K50JS49
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
000000000
12131.00000000
NS
3598256.46000000
0.540989306635
Long
EC
CORP
DE
N
1
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMC3
795000.00000000
PA
USD
796166.81000000
0.119701787600
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
CVS Pass-Through Trust
N/A
CVS Pass-Through Trust
126650AQ3
25222.08000000
PA
USD
27508.94000000
0.004135903747
Long
DBT
CORP
US
N
2
2026-01-10
Fixed
5.79000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBE3
340000.00000000
PA
USD
349897.32000000
0.052606230446
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
3.50000000
N
N
N
N
N
N
Deutsche Post AG
8ER8GIG7CSMVD8VUFE78
Deutsche Post AG
000000000
53245.00000000
NS
2634393.73000000
0.396074836032
Long
EC
CORP
DE
N
1
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBU3
1180000.00000000
PA
USD
1461505.43000000
0.219733867779
Long
DBT
CORP
GB
N
2
2050-09-17
Fixed
4.25000000
N
N
N
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp
482480100
18327.00000000
NS
USD
4745043.57000000
0.713406023007
Long
EC
CORP
US
N
1
N
N
N
MSC Industrial Direct Co Inc
0XVKH0LN6YGOWO2EGO17
MSC Industrial Direct Co Inc
553530106
28766.00000000
NS
USD
2427562.74000000
0.364978288269
Long
EC
CORP
US
N
1
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
000000000
140500.00000000
NS
5109462.01000000
0.768195469332
Long
EC
CORP
JP
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335B6J0
1186335.97000000
PA
USD
1377665.04000000
0.207128664410
Long
ABS-MBS
USGSE
US
N
2
2044-12-01
Fixed
5.00000000
N
N
N
N
N
N
MainStay US Government Liquidity Fund
549300Y3ZLEL13IJCK58
MainStay US Government Liquidity Fund
56064L488
25926359.92000000
NS
USD
25926359.92000000
3.897966593714
Long
STIV
RF
US
N
1
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B12 Mortgage Trust
08162FAE3
1119000.00000000
PA
USD
1262210.63000000
0.189770368272
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Fixed
3.12000000
N
N
N
N
N
N
Leggett & Platt Inc
DKOVQUCDW4ZLYCUD4T55
Leggett & Platt Inc
524660107
46551.00000000
NS
USD
2062209.30000000
0.310048266916
Long
EC
CORP
US
N
1
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAM2
2202000.00000000
PA
USD
2254848.00000000
0.339011037609
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.66000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BS9
252000.00000000
PA
USD
280271.88000000
0.042138211024
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
8.63000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097AZ4
70000.00000000
PA
USD
80000.48000000
0.012027882027
Long
DBT
CORP
GB
N
2
2023-12-19
Fixed
6.00000000
N
N
N
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB
000000000
5888.00000000
NS
301356.02000000
0.045308161361
Long
EC
CORP
SE
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)MAR21 XCBT 20210322
000000000
10.00000000
NC
USD
1251.93000000
0.000188224699
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
10 Year US Treasury Note
TYH1 Comdty
2021-03-22
1379529.32000000
USD
1251.93000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X8AZ0
179267.98000000
PA
USD
187018.79000000
0.028117830581
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.00000000
N
N
N
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group Inc
976657AH9
480000.00000000
PA
USD
411589.98000000
0.061881575249
Long
DBT
CORP
US
N
2
2067-05-15
Variable
2.33000000
N
N
N
N
N
N
DUQUESNE LIGHT HOLDINGS
4CUJ1D8WDXK9X7QI6B93
Duquesne Light Holdings Inc
266233AG0
865000.00000000
PA
USD
956852.96000000
0.143860568343
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
3.62000000
N
N
N
N
N
N
CINTAS CORPORATION NO. 2
549300QVUQTTKMTE0G41
Cintas Corp No 2
17252MAN0
1065000.00000000
PA
USD
1227074.49000000
0.184487733132
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.70000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
26167.00000000
NS
USD
3472099.23000000
0.522021866947
Long
EC
CORP
US
N
1
N
N
N
VEON Holdings BV
5493000XDKGUH5NQGE22
VEON Holdings BV
92718WAG4
1045000.00000000
PA
USD
1134661.00000000
0.170593584554
Long
DBT
CORP
NL
N
2
2024-06-16
Fixed
4.95000000
N
N
N
N
N
N
TOTAL CAPITAL INTL SA
549300U37G2I8G4RUG09
Total Capital International SA
89153VAV1
975000.00000000
PA
USD
1056664.21000000
0.158866952555
Long
DBT
CORP
FR
N
2
2050-05-29
Fixed
3.13000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) MAR21 XCBT 20210331
000000000
198.00000000
NC
USD
37421.86000000
0.005626287708
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
2 Year US Treasury Note
TUH1 Comdty
2021-03-31
43715937.42000000
USD
37421.86000000
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAF9
1215000.00000000
PA
USD
1257821.79000000
0.189110516609
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
2.30000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AJ2
380000.00000000
PA
USD
403613.20000000
0.060682285335
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC42
36257UAL1
475000.00000000
PA
USD
530422.53000000
0.079747766708
Long
ABS-MBS
CORP
US
N
2
2052-09-01
Fixed
3.00000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBV4
630000.00000000
PA
USD
698352.63000000
0.104995658116
Long
DBT
CORP
US
N
2
2029-07-31
Fixed
3.13000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0NE5
915666.13000000
PA
USD
939723.15000000
0.141285142123
Long
ABS-MBS
USGSE
US
N
2
2029-08-25
Floating
3.70000000
N
N
N
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
410345AN2
565000.00000000
PA
USD
597781.30000000
0.089874997683
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
5.38000000
N
N
N
N
N
N
Taiwan Semiconductor Manufacturing Co Ltd
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co Ltd
874039100
50927.00000000
NS
USD
5553080.08000000
0.834892391791
Long
EC
CORP
TW
N
1
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BM1
515000.00000000
PA
USD
718714.68000000
0.108057043938
Long
DBT
CORP
US
N
2
2050-03-25
Fixed
4.75000000
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAP8
1070000.00000000
PA
USD
1326800.00000000
0.199481226539
Long
DBT
CORP
KY
N
2
2026-08-10
Fixed
6.25000000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group Inc
69346VAA7
1893000.00000000
PA
USD
1997115.00000000
0.300261493623
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.50000000
N
N
N
N
N
N
Fortis Inc/Canada
549300MQYQ9Y065XPR71
Fortis Inc/Canada
000000000
41533.00000000
NS
1696689.45000000
0.255093226215
Long
EC
CORP
CA
N
1
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BZ2
1161000.00000000
PA
USD
1300331.61000000
0.195501767011
Long
DBT
NUSS
BR
N
2
2028-01-13
Fixed
4.63000000
N
N
N
N
N
N
Enterprise Products Partners LP
K4CDIF4M54DJZ6TB4Q48
Enterprise Products Partners LP
293792107
152362.00000000
NS
USD
2984771.58000000
0.448753313022
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810PX0
210000.00000000
PA
USD
317149.22000000
0.047682631445
Long
DBT
UST
US
N
2
2038-05-15
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FM6K3
397714.94000000
PA
USD
416121.62000000
0.062562896553
Long
ABS-MBS
USGSE
US
N
2
2048-09-15
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0HW2
648161.64000000
PA
USD
676360.24000000
0.101689154550
Long
ABS-MBS
USGSE
US
N
2
2028-07-25
Floating
5.70000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAX9
945000.00000000
PA
USD
989012.66000000
0.148695702803
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
3.13000000
N
N
N
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
000000000
22829.00000000
NS
2157060.71000000
0.324308950972
Long
EC
CORP
CH
N
1
N
N
N
Bayview Commercial Asset Trust
N/A
Bayview Commercial Asset Trust 2006-4
07325BAB4
39423.81000000
PA
USD
36898.75000000
0.005547639363
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
0.38000000
N
N
N
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368103
24580.00000000
NS
USD
3314121.40000000
0.498270275679
Long
EC
CORP
US
N
1
N
N
N
National Grid PLC
8R95QZMKZLJX5Q2XR704
National Grid PLC
000000000
156054.00000000
NS
1845944.33000000
0.277533342682
Long
EC
CORP
GB
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VEP5
985000.00000000
PA
USD
1011447.97000000
0.152068798339
Long
DBT
CORP
US
N
2
2025-05-15
Floating
1.32000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAZ8
480000.00000000
PA
USD
511538.29000000
0.076908566107
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
3.60000000
N
N
N
N
N
N
Capital One Multi-Asset Execution Trust
R42WS16M9R97TJJKGU15
Capital One Multi-Asset Execution Trust
14041NFV8
700000.00000000
PA
USD
748554.52000000
0.112543392961
Long
ABS-O
CORP
US
N
2
2028-08-15
Fixed
2.06000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505FQ2
1461000.00000000
PA
USD
1506378.66000000
0.226480451258
Long
DBT
CORP
US
N
2
2025-01-28
Fixed
4.30000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHR3
1425000.00000000
PA
USD
1551528.06000000
0.233268556239
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.46000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QBS4
800000.00000000
PA
USD
889904.02000000
0.133794954335
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.00000000
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
Willis North America Inc
970648AK7
185000.00000000
PA
USD
225571.36000000
0.033914117851
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.88000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XAW6
1500000.00000000
PA
USD
1542490.11000000
0.231909721938
Long
DBT
CORP
US
N
2
2022-04-10
Fixed
3.45000000
N
N
N
N
N
N
Quad/Graphics Inc
W2D68G5NJH4X0NW8PT65
Quad/Graphics Inc
747301109
6.00000000
NS
USD
22.92000000
0.000003445967
Long
EC
CORP
US
N
1
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AM2
316000.00000000
PA
USD
344974.63000000
0.051866115704
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
4.75000000
N
N
N
N
N
N
Las Vegas Sands Corp
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834107
35299.00000000
NS
USD
2103820.40000000
0.316304396902
Long
EC
CORP
US
N
1
N
N
N
Bank
N/A
BANK 2019-BNK21
06540BBD0
1200000.00000000
PA
USD
1328465.40000000
0.199731615471
Long
ABS-MBS
CORP
US
N
2
2052-10-17
Fixed
2.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7MM8
1301412.51000000
PA
USD
1377642.83000000
0.207125325189
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.50000000
N
N
N
N
N
N
T Rowe Price Group Inc
549300SIV6FPS9Y7IH33
T Rowe Price Group Inc
74144T108
11840.00000000
NS
USD
1792457.60000000
0.269491739951
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola European Partners PLC
549300LTH67W4GWMRF57
Coca-Cola European Partners PLC
000000000
30625.00000000
NS
USD
1526043.75000000
0.229437050800
Long
EC
CORP
GB
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
47047.00000000
NS
USD
3848444.60000000
0.578604498851
Long
EC
CORP
US
N
1
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AV9
1080000.00000000
PA
USD
1150200.00000000
0.172929836271
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.13000000
N
N
N
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co Ltd
796050888
630.00000000
NS
USD
1149750.00000000
0.172862179841
Long
EC
CORP
KR
Y
1
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FLXB5
1034930.65000000
PA
USD
1091099.54000000
0.164044222577
Long
ABS-MBS
USGSE
US
N
2
2048-11-15
Fixed
3.50000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAL0
501000.00000000
PA
USD
607333.43000000
0.091311137725
Long
DBT
CORP
US
N
2
2035-07-15
Fixed
5.00000000
N
N
N
N
N
N
Tokio Marine Holdings Inc
5299009QN2NZ191KLS29
Tokio Marine Holdings Inc
000000000
56400.00000000
NS
2899338.53000000
0.435908657007
Long
EC
CORP
JP
N
1
N
N
N
Rogers Communications Inc
54930030NVF3Y2OL0A78
Rogers Communications Inc
000000000
29969.00000000
NS
1395210.10000000
0.209766522481
Long
EC
CORP
CA
N
1
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAH8
285000.00000000
PA
USD
293515.86000000
0.044129411939
Long
DBT
CORP
IE
N
2
2021-12-16
Fixed
4.45000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AA5
350000.00000000
PA
USD
385000.00000000
0.057883834954
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
6.25000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
20311.00000000
NS
USD
2580918.77000000
0.388035002892
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X8QM2
274591.29000000
PA
USD
285268.56000000
0.042889449986
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
NUTRITION & BIOSCIENCES
N/A
Nutrition & Biosciences Inc
67079BAC4
990000.00000000
PA
USD
1020357.88000000
0.153408382131
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.83000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AZ8
810000.00000000
PA
USD
887407.03000000
0.133419537823
Long
DBT
CORP
US
N
2
2030-01-22
Fixed
2.55000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BCY0
881000.00000000
PA
USD
1124068.73000000
0.169001061934
Long
DBT
CORP
US
N
2
2026-08-09
Fixed
6.25000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI FUT MAR21 XCME 20210319
000000000
449.00000000
NC
USD
2121646.23000000
0.318984468075
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
E-mini S&P 500 Index
ESH1 Index
2021-03-19
82038913.77000000
USD
2121646.23000000
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571900BB4
920000.00000000
PA
USD
980791.70000000
0.147459701006
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
3.60000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MF5
780000.00000000
PA
USD
847997.17000000
0.127494359039
Long
DBT
CORP
US
N
2
2025-04-24
Fixed
3.35000000
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DK7
685000.00000000
PA
USD
685976.30000000
0.103134906316
Long
DBT
CORP
US
N
2
2021-05-04
Floating
0.77000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFE9
1085000.00000000
PA
USD
1155823.08000000
0.173775252985
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
3.35000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
36186CBY8
1560000.00000000
PA
USD
2289877.14000000
0.344277585552
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.00000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAJ3
545000.00000000
PA
USD
597825.68000000
0.089881670110
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
4.20000000
N
N
N
N
N
N
UAL 2007 PASS TRUST
N/A
UAL 2007-1 Pass Through Trust
909287AA2
355435.93000000
PA
USD
358275.15000000
0.053865817275
Long
DBT
CORP
US
N
2
2022-07-02
Fixed
6.64000000
N
N
N
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466LAF1
690000.00000000
PA
USD
814143.53000000
0.122404544726
Long
DBT
CORP
US
N
2
2028-04-11
Fixed
3.70000000
N
N
N
N
N
N
SKY LTD
2138003TS48MQKF4BZ29
Sky Ltd
111013AL2
340000.00000000
PA
USD
378518.64000000
0.056909377883
Long
DBT
CORP
GB
N
2
2024-09-16
Fixed
3.75000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJE0
1195000.00000000
PA
USD
1245066.38000000
0.187192771031
Long
DBT
CORP
US
N
2
2041-06-19
Fixed
2.68000000
N
N
N
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
Eaton Corp PLC
000000000
35134.00000000
NS
USD
4220998.76000000
0.634617131342
Long
EC
CORP
IE
N
1
N
N
N
BRASKEM NETHERLANDS
N/A
Braskem Netherlands Finance BV
10554TAB1
745000.00000000
PA
USD
784261.50000000
0.117911852538
Long
DBT
CORP
NL
N
2
2028-01-10
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SS8
1245000.00000000
PA
USD
1240331.25000000
0.186480855490
Long
DBT
UST
US
N
2
2050-11-15
Fixed
1.63000000
N
N
N
N
N
N
Hawaii Hotel Trust 2019-MAUI
N/A
Hawaii Hotel Trust 2019-MAUI
41975AAA0
460000.00000000
PA
USD
455962.21000000
0.068552834569
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Floating
1.31000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BL0
530000.00000000
PA
USD
696443.91000000
0.104708686601
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.95000000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods Inc
90290MAC5
830000.00000000
PA
USD
887062.50000000
0.133367738556
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
6.25000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3133KJVV1
897735.10000000
PA
USD
932642.83000000
0.140220632839
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.00000000
N
N
N
N
N
N
2021-01-21
MAINSTAY VP FUNDS TRUST
Jack Benintende
Jack Benintende
Treasurer