0001752724-23-107500.txt : 20230519
0001752724-23-107500.hdr.sgml : 20230519
20230519113603
ACCESSION NUMBER: 0001752724-23-107500
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230331
FILED AS OF DATE: 20230519
DATE AS OF CHANGE: 20230519
PERIOD START: 20230331
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: METROPOLITAN WEST FUNDS
CENTRAL INDEX KEY: 0001028621
IRS NUMBER: 000000000
FISCAL YEAR END: 0331
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-07989
FILM NUMBER: 23938797
BUSINESS ADDRESS:
STREET 1: METROPOLITAN WEST ASSET MANAGEMENT
STREET 2: 865 S. FIGUEROA STREET, SUITE 1800
CITY: LOS ANGELES
STATE: CA
ZIP: 90017
BUSINESS PHONE: 213-244-0000
MAIL ADDRESS:
STREET 1: METROPOLITAN WEST ASSET MANAGEMENT
STREET 2: 865 S. FIGUEROA STREET, SUITE 1800
CITY: LOS ANGELES
STATE: CA
ZIP: 90017
0001028621
S000062249
Metropolitan West Investment Grade Credit Fund
C000201585
Class I
MWIGX
C000201586
Class M
MWISX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001028621
XXXXXXXX
S000062249
C000201585
C000201586
METROPOLITAN WEST FUNDS
811-07989
0001028621
549300KGDNJW6FXNDC82
865 South Figueroa Street
SUITE 1800
Los Angeles
90017
800-241-4671
Metropolitan West Investment Grade Credit Fund
S000062249
5493002BN5Y3E3XLWK38
2023-03-31
2023-03-31
N
12008220.32
1718190.94
10290029.38
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1362414.56000000
0.00000000
99518.73000000
USD
N
Bloomberg U.S. Intermediate Credit Index
LUICSTAT
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BLN38
250000.00000000
PA
USD
8236.04000000
0.080039032891
Long
ABS-MBS
USGSE
US
N
2
2043-10-25
Variable
1.55206600
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGT2
269000.00000000
PA
USD
269493.87000000
2.618980568935
Long
DBT
UST
US
N
1
2028-03-31
Fixed
3.62500000
N
N
N
N
N
N
US AIRWAYS 2010-1A PTT
N/A
US Airways 2010-1 Class A Pass Through Trust
90345KAA8
2575.68932600
PA
USD
2576.27000000
0.025036566027
Long
DBT
CORP
US
N
2
2023-04-22
Fixed
6.25000000
N
N
N
N
N
N
SOUTHERN NATURAL GAS
N/A
Southern Natural Gas Co LLC
84346LAA8
30000.00000000
PA
USD
25832.07000000
0.251039808012
Long
DBT
CORP
US
N
2
2047-03-15
Fixed
4.80000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBU9
100000.00000000
PA
USD
79433.10000000
0.771942402364
Long
DBT
CORP
US
N
2
2031-11-19
Fixed
1.76400000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NE7
90000.00000000
PA
USD
73476.27000000
0.714053063277
Long
DBT
CORP
US
N
2
2032-11-03
Fixed
2.52000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2005-AR6
362341RX9
9494.44000000
PA
USD
8782.93000000
0.085353789339
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Variable
4.05229900
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AR1
5000.00000000
PA
USD
4775.83000000
0.046412209563
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
2.90000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBK6
35000.00000000
PA
USD
29313.48000000
0.284872656019
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
3.41900000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMM1
89000.00000000
PA
USD
71738.41000000
0.697164287396
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.55000000
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
Willis North America Inc
970648AJ0
25000.00000000
PA
USD
22053.60000000
0.214320087781
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
CBOE GLOBAL MARKETS INC
529900RLNSGA90UPEH54
Cboe Global Markets Inc
12503MAD0
20000.00000000
PA
USD
17349.29000000
0.168602919965
Long
DBT
CORP
US
N
2
2032-03-16
Fixed
3.00000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAN4
25000.00000000
PA
USD
19776.85000000
0.192194300615
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
1.85000000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAH0
25000.00000000
PA
USD
23076.73000000
0.224263013717
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.90000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AP4
20000.00000000
PA
USD
17784.60000000
0.172833325768
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.00000000
N
N
N
N
N
N
SANTA MONICA CA CMNTY CLG DIST
N/A
Santa Monica Community College District
802385RX4
20000.00000000
PA
USD
16075.90000000
0.156227931003
Long
DBT
MUN
US
N
2
2033-08-01
Fixed
2.04600000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381RME6
19795.85000000
PA
USD
18590.20000000
0.180662263570
Long
ABS-MBS
USGA
US
N
2
2049-02-20
Fixed
3.50000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAJ2
25000.00000000
PA
USD
21899.69000000
0.212824368048
Long
DBT
CORP
GB
N
2
2027-09-02
Fixed
1.75000000
N
N
N
N
N
N
CENTERPOINT ENERGY RES
2JADVB0458J06WCD4N56
CenterPoint Energy Resources Corp
15189YAH9
25000.00000000
PA
USD
25867.87000000
0.251387717612
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.40000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DR8
50000.00000000
PA
USD
51386.34000000
0.499379915278
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
5.25000000
N
N
N
N
N
N
ASCENSION HEALTH
N/A
Ascension Health
04352EAA3
20000.00000000
PA
USD
17608.63000000
0.171123223751
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
2.53200000
N
N
N
N
N
N
ALLIANT ENERGY FINANCE
54930033ER6EOI5DL570
Alliant Energy Finance LLC
01882YAC0
50000.00000000
PA
USD
44356.58000000
0.431063686622
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.40000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE19 Mortgage Trust
12592GBE2
569626.86000000
PA
USD
5112.23000000
0.049681393621
Long
ABS-MBS
CORP
US
N
2
2047-08-10
Variable
0.92998100
N
N
N
N
N
N
SANTANDER UK PLC
PTCQB104N23FMNK2RZ28
Santander UK PLC
80283LAA1
35000.00000000
PA
USD
34608.63000000
0.336331692767
Long
DBT
CORP
GB
N
2
2023-11-07
Fixed
5.00000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BX1
100000.00000000
PA
USD
76275.57000000
0.741257067236
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.30000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHV4
155000.00000000
PA
USD
137836.48000000
1.339514931491
Long
DBT
CORP
US
N
2
2030-07-23
Fixed
3.19400000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
JGWPT XXX LLC
46617LAA9
30097.54000000
PA
USD
28027.80000000
0.272378231052
Long
ABS-O
CORP
US
N
2
2073-01-17
Fixed
4.08000000
N
N
N
N
N
N
SANTA CLARA VLY CA TRANSPRTN A
549300R6Q7T4MD3V9H68
Santa Clara Valley Transportation Authority
80168NEP0
20000.00000000
PA
USD
20988.85000000
0.203972692641
Long
DBT
MUN
US
N
2
2032-04-01
Fixed
5.87600000
N
N
N
N
N
N
REYNOLDS AMERICAN INC
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BA3
50000.00000000
PA
USD
47428.53000000
0.460917342881
Long
DBT
CORP
US
N
2
2035-08-15
Fixed
5.70000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAR0
30000.00000000
PA
USD
29097.24000000
0.282771204293
Long
DBT
CORP
US
N
2
2035-05-14
Fixed
4.50000000
N
N
N
N
N
N
Banc of America Funding Corpor
549300UKLRORHBR16839
Banc of America Funding 2014-R7 Trust
05963SAD4
5867.11000000
PA
USD
5895.57000000
0.057294005510
Long
ABS-MBS
CORP
US
N
2
2036-09-26
Floating
4.98529000
N
N
N
N
N
N
CENTERPOINT ENER HOUSTON
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC
15189XBB3
5000.00000000
PA
USD
5109.48000000
0.049654668721
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
4.95000000
N
N
N
N
N
N
MSILF Government Portfolio
549300BI6Y5SI6BYPB26
MSILF Government Portfolio
61747C707
264000.00000000
NS
USD
264000.00000000
2.565590342366
Long
STIV
RF
US
N
1
N
N
N
JERSEY CENTRAL PWR & LT
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Co
476556DD4
35000.00000000
PA
USD
29597.82000000
0.287635913436
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.75000000
N
N
N
N
N
N
MIAMI-DADE CNTY FL AVIATION RE
N/A
County of Miami-Dade FL Aviation Revenue
59333P2P2
15000.00000000
PA
USD
13842.67000000
0.134525077517
Long
DBT
MUN
US
N
2
2031-10-01
Fixed
3.50400000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F042640
75000.00000000
PA
USD
73483.30000000
0.714121381838
Long
ABS-MBS
USGSE
US
N
2
2053-04-15
Fixed
4.50000000
N
N
N
N
N
N
ROCKIES EXPRESS PIPELINE
W2ZGZGZKY5GGNY6F3V51
Rockies Express Pipeline LLC
77340RAS6
20000.00000000
PA
USD
18814.30000000
0.182840099918
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.60000000
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
85208NAE0
60000.00000000
PA
USD
59647.10000000
0.579659180720
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
5.15200000
N
N
N
N
N
N
SONOCO PRODUCTS CO
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co
835495AL6
25000.00000000
PA
USD
22102.11000000
0.214791515007
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.12500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38374EP35
180599.83000000
PA
USD
14416.84000000
0.140104944967
Long
ABS-MBS
USGA
US
N
2
2033-10-20
Floating
2.00214000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT
549300N4PXZ37U8QKI55
American Homes 4 Rent LP
02666TAC1
30000.00000000
PA
USD
23943.42000000
0.232685633012
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.37500000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAW1
50000.00000000
PA
USD
42149.05000000
0.409610589469
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDC4
47439.45000000
PA
USD
39201.48000000
0.380965676115
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJS9
50000.00000000
PA
USD
44849.60000000
0.435854926587
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
1.73400000
N
N
N
N
N
N
NEW YORK ST DORM AUTH ST PERSO
549300C8XO7EXTX2XU71
New York State Dormitory Authority
64990FD84
75000.00000000
PA
USD
64923.43000000
0.630935321974
Long
DBT
MUN
US
N
2
2029-03-15
Fixed
1.95200000
N
N
N
N
N
N
AMCOR FINANCE USA INC
549300ZMT7FVT8R77U18
Amcor Finance USA Inc
02343UAG0
25000.00000000
PA
USD
24175.44000000
0.234940437069
Long
DBT
CORP
US
N
2
2026-04-28
Fixed
3.62500000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAB9
50000.00000000
PA
USD
45059.30000000
0.437892821643
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.34700000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135CH7
10000.00000000
PA
USD
9489.69000000
0.092222185666
Long
DBT
CORP
US
N
2
2032-04-13
Fixed
3.60000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780097BK6
30000.00000000
PA
USD
29410.60000000
0.285816482284
Long
DBT
CORP
GB
N
2
2025-03-22
Fixed
4.26900000
N
N
N
N
N
N
WACHOVIA STUDENT LOAN TRUST
N/A
Wachovia Student Loan Trust 2006-1
92978JAF0
23862.24000000
PA
USD
22823.33000000
0.221800435714
Long
ABS-O
CORP
US
N
2
2040-04-25
Floating
4.98771000
N
N
N
N
N
N
SKYAF 2020-1 A
N/A
SKYAF 2020-1 A
000000000
35337.29000000
PA
USD
31898.81000000
0.309997268443
Long
ABS-MBS
CORP
US
N
3
2038-05-10
Floating
3.22900000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBF7
10000.00000000
PA
USD
7850.19000000
0.076289286552
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
2.60000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust 2016-NXSR
12594PAX9
310497.22000000
PA
USD
5807.74000000
0.056440460814
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
0.68633100
N
N
N
N
N
N
NEW YORK NY
549300ABYZD2SFD5JB29
City of New York NY
64966QRQ5
30000.00000000
PA
USD
24581.83000000
0.238889794112
Long
DBT
MUN
US
N
2
2031-08-01
Fixed
1.92300000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FQ6
20000.00000000
PA
USD
16522.84000000
0.160571358835
Long
DBT
CORP
US
N
2
2036-04-06
Fixed
2.89100000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAG2
10000.00000000
PA
USD
7870.47000000
0.076486370537
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.35000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BX6
65000.00000000
PA
USD
61088.29000000
0.593664874453
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBY1
25000.00000000
PA
USD
24417.80000000
0.237295726749
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.10000000
N
N
N
N
N
N
BROWN & BROWN INC
549300PC8KTJ71XKFY89
Brown & Brown Inc
115236AC5
35000.00000000
PA
USD
28126.92000000
0.273341493608
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.37500000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group/The
125523CS7
30000.00000000
PA
USD
31168.13000000
0.302896414081
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
5.40000000
N
N
N
N
N
N
Morgan Stanley Mortgage Loan T
N/A
Morgan Stanley Mortgage Loan Trust 2004-5AR
61748HAR2
10380.58000000
PA
USD
9528.89000000
0.092603136960
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Variable
3.93238200
N
N
N
N
N
N
Bombardier Capital Mortgage Se
N/A
BCMSC Trust 2000-A
09774XBN1
19426.33000000
PA
USD
2644.80000000
0.025702550520
Long
ABS-O
CORP
US
N
2
2030-06-15
Variable
7.57500000
N
N
N
N
N
N
PIEDMONT OPERATING PARTN
549300WKGDPAS39FBD10
Piedmont Operating Partnership LP
720198AF7
35000.00000000
PA
USD
24261.11000000
0.235772990572
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
2.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AQYU6
98617.55000000
PA
USD
93964.75000000
0.913163087586
Long
ABS-MBS
USGSE
US
N
2
2042-06-15
Fixed
3.50000000
N
N
N
N
N
N
SLM Student Loan Trust
549300OORAXMFXOHG132
SLM Student Loan Trust 2008-3
78444GAD6
20000.00000000
PA
USD
18604.39000000
0.180800164051
Long
ABS-O
CORP
US
N
2
2083-04-26
Floating
6.01771000
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAV9
10000.00000000
PA
USD
8181.50000000
0.079509005250
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.65000000
N
N
N
N
N
N
ELANCO ANIMAL HEALTH INC
549300SHPNDCE059M934
Elanco Animal Health Inc
28414HAG8
15000.00000000
PA
USD
14204.55000000
0.138041879915
Long
DBT
CORP
US
N
2
2028-08-28
Variable
6.65000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAL7
65000.00000000
PA
USD
58037.19000000
0.564013841523
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.27900000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CGK1
23099.82000000
PA
USD
23060.67000000
0.224106940304
Long
DBT
UST
US
N
2
2033-01-15
Fixed
1.12500000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAR9
15000.00000000
PA
USD
15026.57000000
0.146030389662
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
4.60000000
N
N
N
N
N
N
PIPELINE FUNDING CO LLC
N/A
Pipeline Funding Co LLC
724060AA6
17072.00000000
PA
USD
17447.12000000
0.169553646114
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
7.50000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AT5
45000.00000000
PA
USD
38250.00000000
0.371719055286
Long
DBT
CORP
CH
N
2
2027-02-02
Fixed
1.30500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGR6
172000.00000000
PA
USD
175930.47000000
1.709717858939
Long
DBT
UST
US
N
1
2026-03-15
Fixed
4.62500000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AR2
10000.00000000
PA
USD
7130.71000000
0.069297275417
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
3.26800000
N
N
N
N
N
N
COMM Mortgage Trust
549300C72XVZH4MIKU63
COMM 2013-CCRE9 Mortgage Trust
12625UBC6
6059346.91000000
PA
USD
60.59000000
0.000588822419
Long
ABS-MBS
CORP
US
N
2
2045-07-10
Variable
0.02312200
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BT8
10000.00000000
PA
USD
9387.87000000
0.091232684118
Long
DBT
CORP
US
N
2
2029-03-23
Fixed
3.70000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYN8
50000.00000000
PA
USD
41347.18000000
0.401817900348
Long
DBT
CORP
US
N
2
2032-10-21
Fixed
2.65000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-UBS5 Mortgage Trust
12592KBD5
1984218.53000000
PA
USD
17557.85000000
0.170629736336
Long
ABS-MBS
CORP
US
N
3
2047-09-10
Variable
0.83336700
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBF4
30000.00000000
PA
USD
26331.06000000
0.255889065304
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.87500000
N
N
N
N
N
N
SLM Student Loan Trust
549300MTK92VF84VT259
SLM Student Loan Trust 2008-9
78445JAB3
15000.00000000
PA
USD
14811.36000000
0.143938947626
Long
ABS-O
CORP
US
N
2
2083-10-25
Floating
7.06771000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AZ1
40000.00000000
PA
USD
41000.00000000
0.398443954685
Long
DBT
CORP
CH
N
2
2033-08-12
Fixed
6.53700000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2005-A3
466247PW7
481.84000000
PA
USD
478.06000000
0.004645856511
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Variable
3.57708900
N
N
N
N
N
N
APPALACHIAN POWER CO
3SCHO1ABYYIG382BEI70
Appalachian Power Co
037735CW5
20000.00000000
PA
USD
18917.59000000
0.183843887139
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.30000000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
55037AAB4
35000.00000000
PA
USD
29656.97000000
0.288210741726
Long
DBT
CORP
NO
N
2
2031-07-15
Fixed
3.10000000
N
N
N
N
N
N
UNIVERSAL HEALTH SVCS
549300YGMGQDO0NMJD09
Universal Health Services Inc
913903AZ3
35000.00000000
PA
USD
30730.24000000
0.298640935464
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
1.65000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H042646
50000.00000000
PA
USD
49267.91000000
0.478792704865
Long
ABS-MBS
USGA
US
N
2
2053-04-15
Fixed
4.50000000
N
N
N
N
N
N
SLM Student Loan Trust
549300JQFJDGC1WO7674
SLM Student Loan Trust 2008-6
78445CAD4
23914.55000000
PA
USD
23294.75000000
0.226381763741
Long
ABS-O
CORP
US
N
2
2023-07-25
Floating
5.91771000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAG0
50000.00000000
PA
USD
48368.77000000
0.470054731758
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.62500000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDM0
10000.00000000
PA
USD
8325.72000000
0.080910556156
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.95000000
N
N
N
N
N
N
SES SA
5493008JPA4HYMH1HX51
SES SA
78413HAA7
15000.00000000
PA
USD
15000.00000000
0.145772178543
Long
DBT
CORP
LU
N
2
2023-04-04
Fixed
3.60000000
N
N
N
N
N
N
NARRAGANSETT ELECTRIC
VAI0KZ806W8MCH0BCZ61
Narragansett Electric Co/The
631005BJ3
35000.00000000
PA
USD
32088.30000000
0.311838759783
Long
DBT
CORP
US
N
2
2030-04-09
Fixed
3.39500000
N
N
N
N
N
N
FARMERS EXCHANGE CAPITAL
N/A
Farmers Exchange Capital
309588AC5
5000.00000000
PA
USD
5219.78000000
0.050726580141
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
7.05000000
N
N
N
N
N
N
NEW YORK ST DORM AUTH ST PERSO
549300C8XO7EXTX2XU71
New York State Dormitory Authority
6499022E2
50000.00000000
PA
USD
51248.34000000
0.498038811236
Long
DBT
MUN
US
N
2
2033-03-15
Fixed
5.28900000
N
N
N
N
N
N
ITC HOLDINGS CORP
549300HTO5U9D3SLE207
ITC Holdings Corp
465685AR6
20000.00000000
PA
USD
20150.93000000
0.195829664385
Long
DBT
CORP
US
N
2
2027-09-22
Fixed
4.95000000
N
N
N
N
N
N
LIFE STORAGE LP
X0MIGH67XZCB7HL1A534
Life Storage LP
53227JAC8
40000.00000000
PA
USD
32906.63000000
0.319791409575
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.20000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJL5
55000.00000000
PA
USD
53384.34000000
0.518796769460
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
4.83900000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136AQ5K2
45191.24000000
PA
USD
396.33000000
0.003851592501
Long
ABS-MBS
USGSE
US
N
2
2036-04-25
Variable
2.04949000
N
N
N
N
N
N
SMITH & NEPHEW PLC
213800ZTMDN8S67S1H61
Smith & Nephew PLC
83192PAA6
30000.00000000
PA
USD
24346.10000000
0.236598935735
Long
DBT
CORP
GB
N
2
2030-10-14
Fixed
2.03200000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2007-FLX3
45670AAA9
70478.18000000
PA
USD
60523.76000000
0.588178689923
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
5.32529000
N
N
N
N
N
N
OKLAHOMA G&E CO
549300VJ8YXGPO8EV472
Oklahoma Gas and Electric Co
678858BX8
25000.00000000
PA
USD
25917.80000000
0.251872944603
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
5.40000000
N
N
N
N
N
N
Wells Fargo Home Equity Trust
N/A
Wells Fargo Home Equity Trust Mortgage Pass-Through Certificates Series 2004-1
86359BMX6
10542.49000000
PA
USD
10015.50000000
0.097332083613
Long
ABS-MBS
CORP
US
N
2
2034-04-25
Floating
5.44529000
N
N
N
N
N
N
SLM Student Loan Trust
54930067BGNOZYMNWK87
SLM Student Loan Trust 2008-7
78445FAE5
20000.00000000
PA
USD
18572.22000000
0.180487531319
Long
ABS-O
CORP
US
N
2
2083-07-26
Floating
6.66771000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
23329PAF7
15000.00000000
PA
USD
13471.24000000
0.130915466832
Long
DBT
CORP
NO
N
2
2026-09-16
Fixed
1.12700000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CF4
10000.00000000
PA
USD
8802.77000000
0.085546597341
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.62500000
N
N
N
N
N
N
ILLUMINA INC
SQ95QG8SR5Q56LSNF682
Illumina Inc
452327AP4
15000.00000000
PA
USD
15378.24000000
0.149447969797
Long
DBT
CORP
US
N
2
2027-12-13
Fixed
5.75000000
N
N
N
N
N
N
UBS-Barclays Commercial Mortga
N/A
UBS-Barclays Commercial Mortgage Trust 2012-C3
90349DAL6
304960.45000000
PA
USD
124.36000000
0.001208548541
Long
ABS-MBS
CORP
US
N
3
2049-08-10
Variable
0.17067900
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGN5
398000.00000000
PA
USD
401894.49000000
3.905669023463
Long
DBT
UST
US
N
1
2025-02-28
Fixed
4.62500000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAF8
20000.00000000
PA
USD
17528.57000000
0.170345189043
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
1.65000000
N
N
N
N
N
N
BACARDI LTD
549300R32WTQNHNN5055
Bacardi Ltd
067316AF6
10000.00000000
PA
USD
9925.06000000
0.096453174558
Long
DBT
CORP
BM
N
2
2028-05-15
Fixed
4.70000000
N
N
N
N
N
N
SLM Student Loan Trust
549300MTK92VF84VT259
SLM Student Loan Trust 2008-9
78445JAA5
10958.50000000
PA
USD
10900.24000000
0.105930115429
Long
ABS-O
CORP
US
N
2
2023-04-25
Floating
6.31771000
N
N
N
N
N
N
PIEDMONT NATURAL GAS CO
VXB4M3BDPKF3I2AZ3G89
Piedmont Natural Gas Co Inc
720186AN5
10000.00000000
PA
USD
8354.82000000
0.081193354182
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.50000000
N
N
N
N
N
N
BARNABAS HEALTH INC
549300P076255Y69C077
Barnabas Health Inc
06769QAA8
15000.00000000
PA
USD
14468.90000000
0.140610871608
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.00000000
N
N
N
N
N
N
NORTHWESTERN UNIVERSITY
OBWWNZE695DUK77DTI34
Northwestern University
668444AM4
20000.00000000
PA
USD
17989.90000000
0.174828460985
Long
DBT
CORP
US
N
2
2038-12-01
Fixed
3.68800000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
55607PAF2
45000.00000000
PA
USD
39565.37000000
0.384502011985
Long
DBT
CORP
AU
N
2
2027-09-23
Fixed
1.62900000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BM6
40000.00000000
PA
USD
39525.72000000
0.384116687526
Long
DBT
CORP
US
N
2
2034-01-24
Fixed
5.06800000
N
N
N
N
N
N
PHYSICIANS REALTY LP
549300P6Q1UMT0X60U20
Physicians Realty LP
71951QAA0
26000.00000000
PA
USD
25133.67000000
0.244252655379
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.30000000
N
N
N
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
453140AF2
30000.00000000
PA
USD
29123.72000000
0.283028540779
Long
DBT
CORP
GB
N
2
2025-07-21
Fixed
4.25000000
N
N
N
N
N
N
TENCENT HOLDINGS LTD
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032WAN6
30000.00000000
PA
USD
28416.00000000
0.276150815032
Long
DBT
CORP
KY
N
2
2029-04-11
Fixed
3.97500000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687CT1
12000.00000000
PA
USD
12244.28000000
0.118991691353
Long
DBT
CORP
US
N
2
2024-01-20
Fixed
7.75000000
N
N
N
N
N
N
PERKINELMER INC
549300IKL1SDPFI7N655
PerkinElmer Inc
714046AH2
35000.00000000
PA
USD
28921.97000000
0.281067904978
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.55000000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300ITVQSU1IHX4H03
GS Mortgage Securities Trust 2013-GCJ14
36198FAG7
4000512.14000000
PA
USD
9065.56000000
0.088100428727
Long
ABS-MBS
CORP
US
N
2
2046-08-10
Variable
0.45309400
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAE5
16000.00000000
PA
USD
14830.72000000
0.144127090917
Long
DBT
CORP
IE
N
2
2028-01-23
Fixed
3.87500000
N
N
N
N
N
N
SOUTHWESTERN ELEC POWER
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Co
845437BR2
15000.00000000
PA
USD
14530.55000000
0.141209995262
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.10000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AR0
4000.00000000
PA
USD
3265.44000000
0.031734020180
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.25000000
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
37500.00000000
PA
USD
37229.45000000
0.361801202165
Long
DBT
CORP
US
N
2
2025-03-20
Fixed
4.73800000
N
N
N
N
N
N
WEYERHAEUSER CO
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166CA0
15000.00000000
PA
USD
13196.43000000
0.128244823339
Long
DBT
CORP
US
N
2
2033-03-09
Fixed
3.37500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378BF61
2123302.31000000
PA
USD
6318.74000000
0.061406433030
Long
ABS-MBS
USGA
US
N
2
2053-02-16
Variable
0.12968000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MY4
50000.00000000
PA
USD
41515.64000000
0.403455019095
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
2.56100000
N
N
N
N
N
N
HOST HOTELS & RESORTS LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts LP
44107TAZ9
30000.00000000
PA
USD
25423.71000000
0.247071306224
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
5493007CD1Q2V06I4172
Wells Fargo Commercial Mortgage Trust 2014-LC18
94989AAX3
4324674.03000000
PA
USD
60752.55000000
0.590402104371
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
1.01083400
N
N
N
N
N
N
BECTON DICKINSON & CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co
075887BW8
20000.00000000
PA
USD
19338.27000000
0.187932116477
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
3.70000000
N
N
N
N
N
N
SLM Student Loan Trust
549300SRMXHPGI3BJ386
SLM Student Loan Trust 2008-5
78444YAE5
35000.00000000
PA
USD
32721.34000000
0.317990734444
Long
ABS-O
CORP
US
N
2
2073-07-25
Floating
6.66771000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CFR7
73724.89000000
PA
USD
75191.89000000
0.730725707607
Long
DBT
UST
US
N
2
2027-10-15
Fixed
1.62500000
N
N
N
N
N
N
NEW YORK CITY NY TRANSITIONAL
N/A
New York City Transitional Finance Authority Future Tax Secured Revenue
64971XXC7
100000.00000000
PA
USD
77637.13000000
0.754488905064
Long
DBT
MUN
US
N
2
2033-02-01
Fixed
1.97000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEC5
35000.00000000
PA
USD
31085.01000000
0.302088641849
Long
DBT
CORP
US
N
2
2027-07-20
Fixed
1.51200000
N
N
N
N
N
N
BAE SYSTEMS HOLDINGS INC
MF62XBVMNYTYMC18DL76
BAE Systems Holdings Inc
05523UAK6
15000.00000000
PA
USD
14787.85000000
0.143710474031
Long
DBT
CORP
US
N
2
2024-10-07
Fixed
3.80000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBZ2
5000.00000000
PA
USD
5149.53000000
0.050043880438
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
5.65000000
N
N
N
N
N
N
JETBLUE 2019-1 CLASS AA
N/A
JetBlue 2019-1 Class AA Pass Through Trust
477143AH4
28573.99290000
PA
USD
24029.30000000
0.233520227325
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
2.75000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AM0
15000.00000000
PA
USD
13940.40000000
0.135474831851
Long
DBT
CORP
CH
N
2
2025-09-11
Fixed
2.59300000
N
N
N
N
N
N
Fidelity Government Portfolio
549300FQDFZGLUOCWN51
Fidelity Government Portfolio
316175108
20721.10000000
NS
USD
20721.10000000
0.201370659254
Long
STIV
RF
US
N
1
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22
61690FAN3
655378.98000000
PA
USD
8853.32000000
0.086037849582
Long
ABS-MBS
CORP
US
N
2
2048-04-15
Variable
1.00149600
N
N
N
N
N
N
NEW YORK LIFE INSURANCE
TAE73CY392TBWJ3O3305
New York Life Insurance Co
64952GAE8
25000.00000000
PA
USD
26411.87000000
0.256674388620
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
5.87500000
N
N
N
N
N
N
CUBESMART LP
549300MPHKO3I3FJRA97
CubeSmart LP
22966RAE6
15000.00000000
PA
USD
14333.67000000
0.139296686828
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.37500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2U6
90000.00000000
PA
USD
78125.29000000
0.759232914843
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
3.35000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468X0
130000.00000000
PA
USD
103014.11000000
1.001106082361
Long
DBT
CORP
US
N
2
2032-04-28
Fixed
1.92800000
N
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAH1
60000.00000000
PA
USD
48458.63000000
0.470928004289
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.50000000
N
N
N
N
N
N
Octagon Credit Partners 46, LT
N/A
Octagon Investment Partners 46 Ltd
67577VAL7
70000.00000000
PA
USD
68214.23000000
0.662915794318
Long
ABS-CBDO
CORP
KY
N
2
2036-07-15
Floating
5.95243000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAF0
20000.00000000
PA
USD
17085.67000000
0.166041022518
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.78200000
N
N
N
N
N
N
NEW YORK ST URBAN DEV CORP SAL
54930039Y2EMGXN6LM88
New York State Urban Development Corp
64985TDM0
25000.00000000
PA
USD
20176.94000000
0.196082433342
Long
DBT
MUN
US
N
2
2035-03-15
Fixed
2.59000000
N
N
N
N
N
N
SYDNEY AIRPORT FINANCE
549300MJAANHLHOVTO40
Sydney Airport Finance Co Pty Ltd
87124VAF6
15000.00000000
PA
USD
14415.33000000
0.140090270568
Long
DBT
CORP
AU
N
2
2026-04-28
Fixed
3.62500000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
549300FCX3YXSYSLU895
WFRBS Commercial Mortgage Trust 2014-C19
92938VAW5
5405179.57000000
PA
USD
27639.39000000
0.268603606261
Long
ABS-MBS
CORP
US
N
2
2047-03-15
Variable
0.96080700
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659BD2
25000.00000000
PA
USD
20061.27000000
0.194958335483
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
1.65000000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M8H8
10000.00000000
PA
USD
9363.14000000
0.090992354387
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
3.85000000
N
N
N
N
N
N
TAKE-TWO INTERACTIVE SOF
BOMSTHHJK882EWYX3334
Take-Two Interactive Software Inc
874054AH2
15000.00000000
PA
USD
13823.92000000
0.134342862294
Long
DBT
CORP
US
N
2
2032-04-14
Fixed
4.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2015-NXS2
94989MAH2
2058712.54000000
PA
USD
21690.76000000
0.210793955964
Long
ABS-MBS
CORP
US
N
2
2058-07-15
Variable
0.60324700
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AX9
10000.00000000
PA
USD
10373.03000000
0.100806612079
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.62500000
N
N
N
N
N
N
MET LIFE GLOB FUNDING I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GEG0
15000.00000000
PA
USD
13235.94000000
0.128628787258
Long
DBT
CORP
US
N
2
2030-04-09
Fixed
2.95000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H050649
25000.00000000
PA
USD
25033.20000000
0.243276273327
Long
ABS-MBS
USGA
US
N
2
2053-04-15
Fixed
5.00000000
N
N
N
N
N
N
PUBLIC SERVICE CO OF NEW
OFZN1UT56PNG1CGSR346
Public Service Co of New Mexico
744542AC5
40000.00000000
PA
USD
38861.95000000
0.377666074263
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.85000000
N
N
N
N
N
N
KEYSPAN GAS EAST CORP
K8TS3HOE1568DUBUJL44
KeySpan Gas East Corp
49338CAD5
25000.00000000
PA
USD
25837.02000000
0.251087912831
Long
DBT
CORP
US
N
2
2033-03-06
Fixed
5.99400000
N
N
N
N
N
N
SLM Student Loan Trust
549300R59P5DXM48DO55
SLM Student Loan Trust 2008-8
78445GAE3
30000.00000000
PA
USD
29233.09000000
0.284091414324
Long
ABS-O
CORP
US
N
2
2075-10-25
Floating
7.06771000
N
N
N
N
N
N
Saxon Asset Securities Trust
N/A
Saxon Asset Securities Trust 2007-2
80556YAB1
64401.35000000
PA
USD
46290.09000000
0.449853817618
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
4.94529000
N
N
N
N
N
N
MONDELEZ INTERNATIONAL
549300DV9GIB88LZ5P30
Mondelez International Inc
609207BB0
30000.00000000
PA
USD
26431.64000000
0.256866516351
Long
DBT
CORP
US
N
2
2032-03-17
Fixed
3.00000000
N
N
N
N
N
N
MMI CAPITAL TRUST I
N/A
MMI Capital Trust I
553086AC3
50000.00000000
PA
USD
53289.13000000
0.517871504852
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
7.62500000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
31282YJ42
147511.40000000
PA
USD
32157.82000000
0.312514365240
Long
ABS-MBS
USGSE
US
N
2
2036-07-15
Fixed
5.50000000
N
N
N
N
N
N
US AIRWAYS 2012-1A PTT
N/A
US Airways 2012-1 Class A Pass Through Trust
90345WAA2
35633.17185000
PA
USD
35384.47000000
0.343871418567
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A1L60
63866.55000000
PA
USD
5177.91000000
0.050319681400
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Floating
1.15471000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2X8
30000.00000000
PA
USD
29729.09000000
0.288911614361
Long
DBT
CORP
US
N
2
2024-05-24
Floating
5.31228000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136ARP44
302161.54000000
PA
USD
4401.95000000
0.042778789422
Long
ABS-MBS
USGSE
US
N
2
2039-01-25
Variable
2.66934500
N
N
N
N
N
N
Countrywide Asset-Backed Certi
N/A
CWABS Asset-Backed Certificates Trust 2007-13
126698AC3
18612.10000000
PA
USD
16783.28000000
0.163102352580
Long
ABS-MBS
CORP
US
N
2
2047-10-25
Floating
5.74529000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp
655844CM8
15000.00000000
PA
USD
13221.92000000
0.128492538861
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.00000000
N
N
N
N
N
N
HSI Asset Securitization Corpo
N/A
HSI Asset Securitization Corp Trust 2007-WF1
40431RAA3
8478.42000000
PA
USD
8428.06000000
0.081905111139
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
5.16529000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AX4
35000.00000000
PA
USD
33777.91000000
0.328258635156
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378KQ69
788349.69000000
PA
USD
10474.01000000
0.101787950385
Long
ABS-MBS
USGA
US
N
2
2054-10-16
Variable
0.20513000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AP3
30000.00000000
PA
USD
26709.00000000
0.259561941114
Long
DBT
CORP
CH
N
2
2031-04-01
Fixed
4.19400000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US ULTRA TREASURY BOND
000000000
-1.00000000
NC
USD
-6752.46000000
-0.06562138698
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2023-06-21
-134372.54000000
USD
-6752.46000000
N
N
N
BANNER HEALTH
PLD0E0WJKFN8IZJ2WD85
Banner Health
06654DAB3
10000.00000000
PA
USD
8662.60000000
0.084184404923
Long
DBT
CORP
US
N
2
2030-01-01
Fixed
2.33800000
N
N
N
N
N
N
WRKCO INC
549300JEB576INN13W07
WRKCo Inc
92940PAG9
10000.00000000
PA
USD
8208.96000000
0.079775865518
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
3.00000000
N
N
N
N
N
N
RAYMOND JAMES FINANCIAL
RGUZHJ05YTITL6D76949
Raymond James Financial Inc
754730AG4
20000.00000000
PA
USD
19815.64000000
0.192571267469
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.65000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAG6
30000.00000000
PA
USD
29475.99000000
0.286451951801
Long
DBT
CORP
US
N
2
2034-12-01
Fixed
5.30000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
Comm 2014-UBS2 Mortgage Trust
12591UAG8
779623.76000000
PA
USD
3957.99000000
0.038464321663
Long
ABS-MBS
CORP
US
N
2
2047-03-10
Variable
1.05644100
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CV9
95000.00000000
PA
USD
80087.84000000
0.778305260776
Long
DBT
CORP
GB
N
2
2029-08-17
Fixed
2.20600000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381AYA8
2366.33000000
PA
USD
2246.69000000
0.021833659720
Long
ABS-MBS
USGA
US
N
2
2048-11-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376GV64
0.18000000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
USGA
US
N
2
2046-08-16
Variable
3.79624000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855RAK6
30000.00000000
PA
USD
26240.03000000
0.255004422543
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
3.87500000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AQ4
30000.00000000
PA
USD
24096.95000000
0.234177659850
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
2.30000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAW5
15000.00000000
PA
USD
13092.23000000
0.127232192606
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.00000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2
46635GAJ9
597694.35000000
PA
USD
7053.57000000
0.068547617693
Long
ABS-MBS
CORP
US
N
2
2043-11-15
Variable
1.45115400
N
N
N
N
N
N
NEW YORK ST URBAN DEV CORP REV
54930039Y2EMGXN6LM88
New York State Urban Development Corp
650036EB8
15000.00000000
PA
USD
11733.89000000
0.114031647206
Long
DBT
MUN
US
N
2
2033-03-15
Fixed
2.00000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAP6
10000.00000000
PA
USD
8355.04000000
0.081195492174
Long
DBT
CORP
KY
N
2
2028-02-21
Fixed
2.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWC27
46099.69000000
PA
USD
39789.35000000
0.386678682155
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
UDR INC
P3CH2EG5X6Z1XWU1OO74
UDR Inc
90265EAP5
10000.00000000
PA
USD
9602.32000000
0.093316740364
Long
DBT
CORP
US
N
2
2029-01-26
Fixed
4.40000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00912XAY0
26000.00000000
PA
USD
23867.29000000
0.231945790615
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.62500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17327CAQ6
25000.00000000
PA
USD
21268.89000000
0.206694162033
Long
DBT
CORP
US
N
2
2033-01-25
Fixed
3.05700000
N
N
N
N
N
N
AON CORP
LTS3U8DGK38SETRUWX71
Aon Corp
037389BE2
25000.00000000
PA
USD
22112.04000000
0.214888016189
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.80000000
N
N
N
N
N
N
HUDSON PACIFIC PROPERTIE
5493007NTUGLGZ8T3526
Hudson Pacific Properties LP
44409MAA4
75000.00000000
PA
USD
51545.02000000
0.500921990564
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
3.95000000
N
N
N
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust 2006-1
542514RH9
3773.69000000
PA
USD
3641.89000000
0.035392415954
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
5.28529000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19
61764PBV3
1760734.66000000
PA
USD
19296.07000000
0.187522010748
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
0.95416200
N
N
N
N
N
N
REXFORD INDUSTRIAL REALT
549300028US163ELJN70
Rexford Industrial Realty LP
76169XAA2
5000.00000000
PA
USD
4027.89000000
0.039143620015
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
2.12500000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BS1
15000.00000000
PA
USD
12013.40000000
0.116747965981
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
2.70300000
N
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
63859UBH5
25000.00000000
PA
USD
21855.76000000
0.212397449928
Long
DBT
CORP
GB
N
2
2026-10-13
Fixed
1.50000000
N
N
N
N
N
N
SLM Student Loan Trust
549300JQFJDGC1WO7674
SLM Student Loan Trust 2008-6
78445CAE2
20000.00000000
PA
USD
18560.58000000
0.180374412108
Long
ABS-O
CORP
US
N
2
2083-07-26
Floating
6.66771000
N
N
N
N
N
N
SAN FRANCISCO CALIF CITY &CNTY
54930055TIDYHNDP4F84
San Francisco City & County Airport Comm-San Francisco International Airport
79766DUT4
20000.00000000
PA
USD
17304.43000000
0.168166963970
Long
DBT
MUN
US
N
2
2034-05-01
Fixed
3.05300000
N
N
N
N
N
N
LXP INDUSTRIAL TRUST
549300S4MH2ICXDBFV43
LXP Industrial Trust
529537AA0
25000.00000000
PA
USD
19269.31000000
0.187261953182
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
2.37500000
N
N
N
N
N
N
KELLOGG CO
LONOZNOJYIBXOHXWDB86
Kellogg Co
487836BZ0
30000.00000000
PA
USD
30804.20000000
0.299359689486
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.25000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AY4
5000.00000000
PA
USD
4876.27000000
0.047388300071
Long
DBT
CORP
CH
N
2
2026-07-15
Fixed
6.37300000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CT0
15000.00000000
PA
USD
14977.09000000
0.145549535836
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.87500000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
2 YEAR US TREASURY NOTE
000000000
16.00000000
NC
USD
29108.27000000
0.282878395435
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2023-06-30
3274141.74000000
USD
29108.27000000
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389BAY6
20000.00000000
PA
USD
18277.64000000
0.177624760095
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.40000000
N
N
N
N
N
N
ALIMENTATION COUCHE-TARD
549300OSW32RVX8CCZ87
Alimentation Couche-Tard Inc
01626PAM8
35000.00000000
PA
USD
30740.72000000
0.298742781626
Long
DBT
CORP
CA
N
2
2030-01-25
Fixed
2.95000000
N
N
N
N
N
N
RELX CAPITAL INC
2R15C3RTKJN1RCBOV146
RELX Capital Inc
74949LAD4
30000.00000000
PA
USD
26780.74000000
0.260259120853
Long
DBT
CORP
US
N
2
2030-05-22
Fixed
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGU9
592000.00000000
PA
USD
590254.06000000
5.736174681359
Long
DBT
UST
US
N
1
2025-03-31
Fixed
3.87500000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738BC1
20000.00000000
PA
USD
17276.59000000
0.167896410806
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.65000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBJ0
30000.00000000
PA
USD
29713.18000000
0.288756998670
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.65000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAR6
15000.00000000
PA
USD
13214.92000000
0.128424511845
Long
DBT
CORP
GB
N
2
2028-01-11
Fixed
2.46900000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248BD9
40000.00000000
PA
USD
30244.93000000
0.293924622399
Long
DBT
CORP
US
N
2
2031-09-13
Fixed
2.62500000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBF0
15000.00000000
PA
USD
14281.35000000
0.138788233469
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
4.62500000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAC0
32000.00000000
PA
USD
26532.62000000
0.257847854657
Long
DBT
CORP
N/A
N
2
2031-12-01
Fixed
3.75000000
N
N
N
N
N
N
SEALED AIR CORP
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211KAZ3
30000.00000000
PA
USD
26286.60000000
0.255456996566
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
1.57300000
N
N
N
N
N
N
INVITATION HOMES OP
549300147YMUQB3GW319
Invitation Homes Operating Partnership LP
46188BAB8
45000.00000000
PA
USD
37796.09000000
0.367307891981
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
2.30000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAR2
21000.00000000
PA
USD
17788.72000000
0.172873364526
Long
DBT
CORP
KY
N
2
2027-11-18
Fixed
2.52800000
N
N
N
N
N
N
JDE PEET'S NV
724500EHG519SE5ZRT89
JDE Peet's NV
47216QAC7
30000.00000000
PA
USD
23705.98000000
0.230378156607
Long
DBT
CORP
NL
N
2
2031-09-24
Fixed
2.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGM7
98000.00000000
PA
USD
98160.78000000
0.953940716542
Long
DBT
UST
US
N
1
2033-02-15
Fixed
3.50000000
N
N
N
N
N
N
DELTA AIR LINES 2020-AA
N/A
Delta Air Lines 2020-1 Class AA Pass Through Trust
247361ZV3
21262.87930000
PA
USD
18740.95000000
0.182127273965
Long
DBT
CORP
US
N
2
2028-06-10
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F040651
150000.00000000
PA
USD
143554.71000000
1.395085521126
Long
ABS-MBS
USGSE
US
N
2
2053-05-15
Fixed
4.00000000
N
N
N
N
N
N
PROGRESSIVE CORP
529900TACNVLY9DCR586
Progressive Corp/The
743315AW3
10000.00000000
PA
USD
9206.58000000
0.089470881569
Long
DBT
CORP
US
N
2
2030-03-26
Fixed
3.20000000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VBK9
10000.00000000
PA
USD
8941.82000000
0.086897905436
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.90000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDE9
30000.00000000
PA
USD
22981.56000000
0.223338137835
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAG6
5000.00000000
PA
USD
4697.28000000
0.045648849255
Long
DBT
CORP
KY
N
2
2026-05-01
Fixed
4.37500000
N
N
N
N
N
N
ARIZONA PUBLIC SERVICE
YG6VT0TPHRH4TFVAQV64
Arizona Public Service Co
040555DE1
20000.00000000
PA
USD
21811.68000000
0.211969074086
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
6.35000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AV2
30000.00000000
PA
USD
28303.41000000
0.275056649060
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.50000000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
8426EPAF5
20000.00000000
PA
USD
20216.71000000
0.196468923978
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
5.15000000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corp
615369AZ8
30000.00000000
PA
USD
28912.40000000
0.280974902328
Long
DBT
CORP
US
N
2
2032-08-08
Fixed
4.25000000
N
N
N
N
N
N
NATIONWIDE MUTUAL INSURA
Z7LVXXWM8HZPKF5T2355
Nationwide Mutual Insurance Co
638671AJ6
50000.00000000
PA
USD
49808.24000000
0.484043710281
Long
DBT
CORP
US
N
2
2024-12-15
Floating
7.15629000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AZ2
20000.00000000
PA
USD
17405.72000000
0.169151314901
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.55000000
N
N
N
N
N
N
KILROY REALTY LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAP7
5000.00000000
PA
USD
3676.29000000
0.035726720150
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.05000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DA5
15000.00000000
PA
USD
12939.44000000
0.125747357195
Long
DBT
CORP
US
N
2
2027-05-05
Fixed
2.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ABG64
31304.38000000
PA
USD
30313.28000000
0.294588857626
Long
ABS-MBS
USGSE
US
N
2
2042-10-25
Floating
5.00000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAN2
15000.00000000
PA
USD
14838.57000000
0.144203378358
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.30000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEF8
5000.00000000
PA
USD
3782.65000000
0.036760342077
Long
DBT
CORP
US
N
2
2036-09-16
Fixed
2.48400000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCB0
240000.00000000
PA
USD
215718.86000000
2.096387211675
Long
DBT
CORP
US
N
2
2027-04-22
Fixed
1.57800000
N
N
N
N
N
N
MASSACHUSETTS ST SCH BLDG AUTH
N/A
Massachusetts School Building Authority
576000B85
15000.00000000
PA
USD
11517.81000000
0.111931750383
Long
DBT
MUN
US
N
2
2037-02-15
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F052649
225000.00000000
PA
USD
227289.55000000
2.208832857579
Long
ABS-MBS
USGSE
US
N
2
2053-04-15
Fixed
5.50000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
36962GW75
10000.00000000
PA
USD
9878.09000000
0.095996713276
Long
DBT
CORP
US
N
2
2026-05-05
Floating
5.18614000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXIX Ltd
55821LAC8
70000.00000000
PA
USD
67298.00000000
0.654011738108
Long
ABS-CBDO
CORP
KY
N
2
2034-10-22
Floating
6.46529000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F042657
150000.00000000
PA
USD
147016.25000000
1.428725269587
Long
ABS-MBS
USGSE
US
N
2
2053-05-15
Fixed
4.50000000
N
N
N
N
N
N
Structured Asset Mortgage Inve
N/A
Structured Asset Mortgage Investments II Trust 2004-AR1
86359LAQ2
1383.00000000
PA
USD
1293.77000000
0.012573044762
Long
ABS-MBS
CORP
US
N
2
2034-03-19
Floating
5.46143000
N
N
N
N
N
N
FRESENIUS MED CARE III
5299006ZHLMXOOUVTU44
Fresenius Medical Care US Finance III Inc
35805BAC2
20000.00000000
PA
USD
17384.58000000
0.168945873311
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
1.87500000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AF3
17000.00000000
PA
USD
17531.25000000
0.170371233672
Long
DBT
CORP
CA
N
2
2027-12-01
Fixed
6.90000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAL0
28000.00000000
PA
USD
27909.28000000
0.271226436478
Long
DBT
CORP
US
N
2
2035-07-15
Fixed
5.00000000
N
N
N
N
N
N
Aimco
N/A
AIMCO CLO Series 2015-A
00900LAQ7
70000.00000000
PA
USD
68055.89000000
0.661377023201
Long
ABS-CBDO
CORP
KY
N
2
2034-10-17
Floating
6.39243000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-UBS3 Mortgage Trust
12591YBE4
1739121.59000000
PA
USD
12779.41000000
0.124192162413
Long
ABS-MBS
CORP
US
N
2
2047-06-10
Variable
1.05133800
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKA6
40000.00000000
PA
USD
32256.19000000
0.313470339187
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.29900000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2011-GC5
36191YAA6
225002.99000000
PA
USD
2.25000000
0.000021865826
Long
ABS-MBS
CORP
US
N
2
2044-08-10
Variable
0.01000000
N
N
N
N
N
N
NEW YORK ST DORM AUTH ST PERSO
549300C8XO7EXTX2XU71
New York State Dormitory Authority
64990FQY3
25000.00000000
PA
USD
21913.93000000
0.212962754436
Long
DBT
MUN
US
N
2
2032-02-15
Fixed
2.95700000
N
N
N
N
N
N
HEALTHCARE RLTY HLDGS LP
549300IYGAS4GE6VDL07
Healthcare Realty Holdings LP
42225UAH7
50000.00000000
PA
USD
39073.99000000
0.379726709779
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.00000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579AN2
35000.00000000
PA
USD
33137.88000000
0.322038730661
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
1.80000000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AS7
25000.00000000
PA
USD
25863.53000000
0.251345540861
Long
DBT
CORP
US
N
2
2032-11-29
Fixed
6.70000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBA7
15000.00000000
PA
USD
13073.04000000
0.127045701399
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
2.90000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBR5
5000.00000000
PA
USD
5203.17000000
0.050565161748
Long
DBT
CORP
CA
N
2
2033-03-08
Fixed
5.70000000
N
N
N
N
N
N
MASSACHUSETTS ST SCH BLDG AUTH
N/A
Massachusetts School Building Authority
576000XM0
15000.00000000
PA
USD
13110.15000000
0.127406341768
Long
DBT
MUN
US
N
2
2032-10-15
Fixed
2.96600000
N
N
N
N
N
N
GEORGIA-PACIFIC LLC
L2EVHWFHVAQK72TMH265
Georgia-Pacific LLC
37331NAK7
20000.00000000
PA
USD
17253.69000000
0.167673865281
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
2.30000000
N
N
N
N
N
N
NEW YORK CITY NY TRANSITIONAL
N/A
New York City Transitional Finance Authority Future Tax Secured Revenue
64971XEN4
5000.00000000
PA
USD
4766.93000000
0.046325718070
Long
DBT
MUN
US
N
2
2029-08-01
Fixed
3.73000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS USD
000000000
1.00000000
NC
USD
-1172.92000000
-0.01139860691
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2053-09-20
0.00000000
USD
0.00000000
USD
52000.00000000
USD
-1172.92000000
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCJ2
5000.00000000
PA
USD
5374.88000000
0.052233864467
Long
DBT
CORP
US
N
2
2032-11-09
Fixed
6.25000000
N
N
N
N
N
N
AON CORP/AON GLOBAL HOLD
N/A
Aon Corp / Aon Global Holdings PLC
03740LAC6
10000.00000000
PA
USD
8408.34000000
0.081713469315
Long
DBT
CORP
US
N
2
2031-12-02
Fixed
2.60000000
N
N
N
N
N
N
BAE SYSTEMS HOLDINGS INC
MF62XBVMNYTYMC18DL76
BAE Systems Holdings Inc
05523UAP5
10000.00000000
PA
USD
9704.59000000
0.094310615078
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
3.85000000
N
N
N
N
N
N
MEDTRONIC GLOBAL HLDINGS
549300JXMTTP8GKYIX14
Medtronic Global Holdings SCA
58507LBC2
30000.00000000
PA
USD
30042.34000000
0.291955823356
Long
DBT
CORP
LU
N
2
2033-03-30
Fixed
4.50000000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AD5
25000.00000000
PA
USD
23699.22000000
0.230312461945
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
5.12500000
N
N
N
N
N
N
PHYSICIANS REALTY LP
549300P6Q1UMT0X60U20
Physicians Realty LP
71951QAC6
5000.00000000
PA
USD
3944.27000000
0.038330988710
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
2.62500000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813BY4
10000.00000000
PA
USD
9330.37000000
0.090673890767
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.95000000
N
N
N
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
General Mills Inc
370334CT9
35000.00000000
PA
USD
35536.61000000
0.345349937183
Long
DBT
CORP
US
N
2
2033-03-29
Fixed
4.95000000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449W7M3
25000.00000000
PA
USD
22134.93000000
0.215110464533
Long
DBT
CORP
US
N
2
2026-07-12
Fixed
1.30000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAR2
25000.00000000
PA
USD
22558.43000000
0.219226099041
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
3.30000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 YEAR US TREASURY NOTE
000000000
7.00000000
NC
USD
14994.81000000
0.145721741369
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2023-06-30
751559.86000000
USD
14994.81000000
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2013-GC15
17321JAJ3
6932125.52000000
PA
USD
7827.76000000
0.076071308554
Long
ABS-MBS
CORP
US
N
2
2046-09-10
Variable
0.77500300
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYG3
90000.00000000
PA
USD
79261.04000000
0.770270298295
Long
DBT
CORP
US
N
2
2027-09-10
Fixed
1.54200000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACB9
79000.00000000
PA
USD
66993.36000000
0.651051202343
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.55000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BV3
25000.00000000
PA
USD
26917.80000000
0.261591089840
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.87500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2020-UPTN
36258PAC1
375000.00000000
PA
USD
2112.79000000
0.020532400073
Long
ABS-MBS
CORP
US
N
2
2037-02-10
Variable
0.35158300
N
N
N
N
N
N
DENTSPLY SIRONA INC
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA Inc
24906PAA7
35000.00000000
PA
USD
30958.09000000
0.300855214856
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.25000000
N
N
N
N
N
N
PREMIER HEALTH PARTNERS
549300KETC002I82TF46
Premier Health Partners
74052BAA5
15000.00000000
PA
USD
13715.09000000
0.133285236548
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
2.91100000
N
N
N
N
N
N
KILROY REALTY LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAQ5
40000.00000000
PA
USD
25414.45000000
0.246981316199
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
2.50000000
N
N
N
N
N
N
NEW YORK ST URBAN DEV CORP SAL
54930039Y2EMGXN6LM88
New York State Urban Development Corp
64985TBJ9
15000.00000000
PA
USD
12787.98000000
0.124275446918
Long
DBT
MUN
US
N
2
2034-03-15
Fixed
2.97000000
N
N
N
N
N
N
MID-AMERICA APARTMENTS
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAS6
20000.00000000
PA
USD
15950.19000000
0.155006262965
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.70000000
N
N
N
N
N
N
STERIS PLC
549300BRDKZ1HFI2J358
STERIS Irish FinCo UnLtd Co
85917PAA5
30000.00000000
PA
USD
25178.61000000
0.244689388826
Long
DBT
CORP
IE
N
2
2031-03-15
Fixed
2.70000000
N
N
N
N
N
N
CHURCH & DWIGHT CO INC
POOXSI30AWAQGYJZC921
Church & Dwight Co Inc
17136MAC6
35000.00000000
PA
USD
37590.32000000
0.365308189236
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
5.60000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468U6
5000.00000000
PA
USD
3928.41000000
0.038176858927
Long
DBT
CORP
US
N
2
2032-02-13
Fixed
1.79400000
N
N
N
N
N
N
ORIX CORP
35380016EMHNBOVYE123
ORIX Corp
686330AP6
25000.00000000
PA
USD
23033.51000000
0.223842995480
Long
DBT
CORP
JP
N
2
2032-04-13
Fixed
4.00000000
N
N
N
N
N
N
ALCON FINANCE CORP
549300CUZUI9VU7XNK42
Alcon Finance Corp
01400EAA1
40000.00000000
PA
USD
37523.82000000
0.364661932578
Long
DBT
CORP
US
N
2
2026-09-23
Fixed
2.75000000
N
N
N
N
N
N
METROPOLITAN EDISON CO
N/A
Metropolitan Edison Co
591894CB4
25000.00000000
PA
USD
23874.30000000
0.232013914813
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.00000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust Inc
17307GNR5
37630.34000000
PA
USD
34742.73000000
0.337634896043
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Floating
5.47529000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2Z3
5000.00000000
PA
USD
4348.73000000
0.042261589733
Long
DBT
CORP
US
N
2
2026-06-29
Fixed
1.60800000
N
N
N
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAL7
45000.00000000
PA
USD
43529.29000000
0.423023962250
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.37500000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCE3
70000.00000000
PA
USD
59926.53000000
0.582374722043
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
2.87500000
N
N
N
N
N
N
Bear Stearns Adjustable Rate M
N/A
Bear Stearns ARM Trust 2004-1
07384MG97
5895.77000000
PA
USD
5299.41000000
0.051500436046
Long
ABS-MBS
CORP
US
N
2
2034-04-25
Variable
3.92105900
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F022659
100000.00000000
PA
USD
86304.75000000
0.838722095077
Long
ABS-MBS
USGSE
US
N
2
2053-05-15
Fixed
2.50000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BJ3
10000.00000000
PA
USD
10558.66000000
0.102610591380
Long
DBT
CORP
US
N
2
2033-10-28
Fixed
6.03700000
N
N
N
N
N
N
BALTIMORE MD REVENUE
N/A
City of Baltimore MD
059231Y38
15000.00000000
PA
USD
11961.93000000
0.116247773045
Long
DBT
MUN
US
N
2
2033-07-01
Fixed
2.12500000
N
N
N
N
N
N
AMERICAN ASSETS TRUST LP
549300V1TI0SMG9Z6U69
American Assets Trust LP
02401LAA2
25000.00000000
PA
USD
20096.65000000
0.195302163461
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.37500000
N
N
N
N
N
N
REGENERON PHARMACEUTICAL
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886FAE7
20000.00000000
PA
USD
16171.96000000
0.157161456034
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.75000000
N
N
N
N
N
N
HEALTHCARE RLTY HLDGS LP
549300IYGAS4GE6VDL07
Healthcare Realty Holdings LP
42225UAJ3
4000.00000000
PA
USD
3863.68000000
0.037547803386
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.87500000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAY2
20000.00000000
PA
USD
19437.50000000
0.188896448029
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.62500000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AQ2
36000.00000000
PA
USD
33178.46000000
0.322433092994
Long
DBT
CORP
US
N
2
2033-05-01
Fixed
4.35000000
N
N
N
N
N
N
HEALTHCARE RLTY HLDGS LP
549300IYGAS4GE6VDL07
Healthcare Realty Holdings LP
42225UAG9
15000.00000000
PA
USD
13002.71000000
0.126362224244
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.10000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AU2
25000.00000000
PA
USD
20120.02000000
0.195529276516
Long
DBT
CORP
CH
N
2
2032-05-14
Fixed
3.09100000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DU1
25000.00000000
PA
USD
25484.43000000
0.247661392002
Long
DBT
CORP
US
N
2
2033-02-21
Fixed
5.25000000
N
N
N
N
N
N
UNIV OF MICHIGAN MI
N/A
University of Michigan
914455VE7
25000.00000000
PA
USD
23125.02000000
0.224732302950
Long
DBT
MUN
US
N
2
2031-04-01
Fixed
3.43600000
N
N
N
N
N
N
TEACHERS INSUR & ANNUITY
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BE6
55000.00000000
PA
USD
53609.52000000
0.520985101405
Long
DBT
CORP
US
N
2
2054-09-15
Fixed
4.37500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300PX4QZK7CUM8D08
Wells Fargo Commercial Mortgage Trust 2014-LC16
94988XAX4
260407.12000000
PA
USD
2034.48000000
0.019771372120
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Variable
1.06784800
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2014-GC25
17322YAJ9
557625.73000000
PA
USD
5671.32000000
0.055114711441
Long
ABS-MBS
CORP
US
N
2
2047-10-10
Variable
0.94438500
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378B5H8
488602.53000000
PA
USD
5513.24000000
0.053578467042
Long
ABS-MBS
USGA
US
N
2
2054-02-16
Variable
0.58323000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2014-GC20
36252WAZ1
2244394.81000000
PA
USD
13062.18000000
0.126940162341
Long
ABS-MBS
CORP
US
N
2
2047-04-10
Variable
1.00679400
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBU9
25000.00000000
PA
USD
22760.12000000
0.221186151754
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
3.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A9VM7
18227.59000000
PA
USD
16533.31000000
0.160673107815
Long
ABS-MBS
USGSE
US
N
2
2042-06-25
Fixed
2.50000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AL3
20000.00000000
PA
USD
19056.00000000
0.185188975621
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.30000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DG2
50000.00000000
PA
USD
45748.34000000
0.444589012436
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.25000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
549300QGM7D5K3CV2643
WFRBS Commercial Mortgage Trust 2014-LC14
96221TAH0
1192067.38000000
PA
USD
6599.40000000
0.064133927672
Long
ABS-MBS
CORP
US
N
2
2047-03-15
Variable
1.23523300
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CX5
30000.00000000
PA
USD
31506.88000000
0.306188435780
Long
DBT
CORP
US
N
2
2032-11-17
Fixed
5.75000000
N
N
N
N
N
N
US AIRWAYS 2011-1A PTT
N/A
US Airways 2011-1 Class A Pass Through Trust
903436AA1
14426.79500900
PA
USD
14651.07000000
0.142381226126
Long
DBT
CORP
US
N
2
2023-10-22
Fixed
7.12500000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2021-R4
12598HAB1
66070.24000000
PA
USD
57276.90000000
0.556625232881
Long
ABS-MBS
CORP
US
N
2
2061-05-01
Variable
2.00000000
N
N
N
N
N
N
AMEREN CORP
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608AJ1
75000.00000000
PA
USD
68295.23000000
0.663702964082
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.50000000
N
N
N
N
N
N
ROCKIES EXPRESS PIPELINE
W2ZGZGZKY5GGNY6F3V51
Rockies Express Pipeline LLC
77340RAR8
10000.00000000
PA
USD
8970.44000000
0.087176038752
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.95000000
N
N
N
N
N
N
Ameriquest Mortgage Securities
N/A
Ameriquest Mortgage Securities Inc Asset Backed Pass-Through Ctfs Ser 2005-R11
03072SV36
100000.00000000
PA
USD
94219.88000000
0.915642477980
Long
ABS-O
CORP
US
N
2
2036-01-25
Floating
5.59529000
N
N
N
N
N
N
FARMERS INS EXCH
549300UWG2TLX1GZVT44
Farmers Insurance Exchange
309601AE2
45000.00000000
PA
USD
35307.40000000
0.343122441113
Long
DBT
CORP
US
N
2
2057-11-01
Fixed
4.74700000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Ultra 10-Year US Treasury Note
000000000
-11.00000000
NC
USD
-41046.52000000
-0.39889604280
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2023-06-21
-1291500.41000000
USD
-41046.52000000
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBJ7
35000.00000000
PA
USD
31129.41000000
0.302520127498
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.62500000
N
N
N
N
N
N
VENTAS REALTY LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAG2
10000.00000000
PA
USD
9708.85000000
0.094352014376
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.12500000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664DA6
5000.00000000
PA
USD
4506.57000000
0.043795501777
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.87500000
N
N
N
N
N
N
LXP INDUSTRIAL TRUST
549300S4MH2ICXDBFV43
LXP Industrial Trust
529043AE1
25000.00000000
PA
USD
20337.77000000
0.197645402641
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
2.70000000
N
N
N
N
N
N
CIT Mortgage Loan Trust
N/A
CIT Mortgage Loan Trust 2007-1
12559QAA0
1641.64000000
PA
USD
1635.63000000
0.015895289892
Long
ABS-MBS
CORP
US
N
2
2037-10-25
Floating
6.19529000
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAV5
20000.00000000
PA
USD
21350.91000000
0.207491244305
Long
DBT
CORP
US
N
2
2032-11-16
Fixed
5.60000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752AW3
20000.00000000
PA
USD
21023.28000000
0.204307288382
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
5.50000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS USD
000000000
1.00000000
NC
USD
-360.90000000
-0.00350727861
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2053-09-20
0.00000000
USD
0.00000000
USD
16000.00000000
USD
-360.90000000
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAH4
20000.00000000
PA
USD
18181.93000000
0.176694636415
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.57000000
N
N
N
N
N
N
SLM Student Loan Trust
549300R59P5DXM48DO55
SLM Student Loan Trust 2008-8
78445GAD5
14847.21000000
PA
USD
14711.68000000
0.142970242909
Long
ABS-O
CORP
US
N
2
2023-04-25
Floating
6.31771000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C25
46643PBG4
1401295.67000000
PA
USD
13877.45000000
0.134863074608
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Variable
0.80674700
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBL8
35000.00000000
PA
USD
29297.70000000
0.284719303687
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.55000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BN1
30000.00000000
PA
USD
25344.00000000
0.246296672867
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.25000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGN8
31000.00000000
PA
USD
25463.36000000
0.247456630682
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.35500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGP0
214000.00000000
PA
USD
217912.19000000
2.117702311166
Long
DBT
UST
US
N
1
2028-02-29
Fixed
4.00000000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA RGTS MED
N/A
Regents of the University of California Medical Center Pooled Revenue
913366KB5
10000.00000000
PA
USD
7038.98000000
0.068405829954
Long
DBT
MUN
US
N
2
2050-05-15
Fixed
3.00600000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380Y2X2
22879.54000000
PA
USD
21771.53000000
0.211578890555
Long
ABS-MBS
USGA
US
N
2
2048-09-20
Fixed
3.50000000
N
N
N
N
N
N
PROV ST JOSEPH HLTH OBL
N/A
Providence St Joseph Health Obligated Group
743756AB4
20000.00000000
PA
USD
18676.37000000
0.181499676145
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.74600000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71643VAB1
13000.00000000
PA
USD
10357.91000000
0.100659673723
Long
DBT
CORP
MX
N
2
2032-02-16
Fixed
6.70000000
N
N
N
N
N
N
NEW YORK CITY NY TRANSITIONAL
N/A
New York City Transitional Finance Authority Future Tax Secured Revenue
64971XUY2
50000.00000000
PA
USD
40601.95000000
0.394575646974
Long
DBT
MUN
US
N
2
2033-11-01
Fixed
2.50000000
N
N
N
N
N
N
KENVUE INC
5493008HSF8L4M2LIJ82
Kenvue Inc
49177JAJ1
30000.00000000
PA
USD
31013.81000000
0.301396709909
Long
DBT
CORP
US
N
2
2033-03-22
Fixed
4.90000000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group/The
125523CL2
35000.00000000
PA
USD
30376.58000000
0.295204016220
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2010-C1
36249KAE0
2431567.51000000
PA
USD
2047.62000000
0.019899068548
Long
ABS-MBS
CORP
US
N
2
2043-08-10
Variable
0.45858900
N
N
N
N
N
N
ARTHUR J GALLAGHER & CO
54930049QLLMPART6V29
Arthur J Gallagher & Co
04316JAE9
40000.00000000
PA
USD
40169.00000000
0.390368175994
Long
DBT
CORP
US
N
2
2053-03-02
Fixed
5.75000000
N
N
N
N
N
N
SLM Student Loan Trust
549300MHMWVKFEDI8G73
SLM Student Loan Trust 2008-2
784442AD7
20000.00000000
PA
USD
17663.73000000
0.171658693553
Long
ABS-O
CORP
US
N
2
2083-01-25
Floating
6.01771000
N
N
N
N
N
N
ILLUMINA INC
SQ95QG8SR5Q56LSNF682
Illumina Inc
452327AM1
25000.00000000
PA
USD
20682.23000000
0.200992914949
Long
DBT
CORP
US
N
2
2031-03-23
Fixed
2.55000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C22
46642NBF2
1787840.50000000
PA
USD
13148.32000000
0.127777283372
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Variable
0.79794200
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NBK6
20000.00000000
PA
USD
20366.75000000
0.197927034490
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
5.30000000
N
N
N
N
N
N
2023-05-18
METROPOLITAN WEST FUNDS
Eric Chan
Eric Chan
Managing Director