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 2022-09-30 N 9658815.23 1236865.74 8421949.49 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 968896.01000000 0.00000000 210115.95000000 USD N Bloomberg U.S. Intermediate Credit Index LUICSTAT CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAR2 25000.00000000 PA USD 20967.06000000 0.248957323062 Long DBT CORP US N 2 2030-07-01 Fixed 3.30000000 N N N N N N Wells Fargo Commercial Mortgag N/A 94989MAH2 2100022.87000000 PA USD 29313.27000000 0.348058012397 Long ABS-MBS CORP US N 2 2058-07-15 Variable 0.76829600 N N N N N N WRKCO INC 549300JEB576INN13W07 92940PAG9 10000.00000000 PA USD 7748.58000000 0.092004588833 Long DBT CORP US N 2 2033-06-15 Fixed 3.00000000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAE0 60000.00000000 PA USD 58762.98000000 0.697736077255 Long DBT CORP US N 2 2028-03-20 Fixed 5.15200000 N N N N N N Saxon Asset Securities Trust N/A 80556YAB1 66027.34000000 PA USD 47108.54000000 0.559354340179 Long ABS-MBS CORP US N 2 2047-05-25 Floating 3.18400000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BE6 55000.00000000 PA USD 52737.39000000 0.626189815821 Long DBT CORP US N 2 2054-09-15 Fixed 4.37500000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AQ4 30000.00000000 PA USD 23064.85000000 0.273865926498 Long DBT CORP US N 2 2030-11-01 Fixed 2.30000000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAH4 20000.00000000 PA USD 17487.44000000 0.207641235806 Long DBT CORP US N 2 2026-01-15 Fixed 1.57000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AQ5K2 67802.10000000 PA USD 616.70000000 0.007322532636 Long ABS-MBS USGSE US N 2 2036-04-25 Variable 2.14423000 N N N N N N SLM Student Loan Trust 54930067BGNOZYMNWK87 78445FAE5 20000.00000000 PA USD 17669.43000000 0.209802136915 Long ABS-O CORP US N 2 2083-07-26 Floating 4.63300000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CW8 30000.00000000 PA USD 23912.96000000 0.283936160248 Long DBT CORP US N 2 2031-02-25 Fixed 2.30000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3B7 10000.00000000 PA USD 9198.88000000 0.109225067318 Long DBT CORP US N 2 2033-07-25 Fixed 4.89700000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MY4 50000.00000000 PA USD 38446.83000000 0.456507487318 Long DBT CORP US N 2 2032-05-01 Fixed 2.56100000 N N N N N N PERKINELMER INC 549300IKL1SDPFI7N655 714046AN9 35000.00000000 PA USD 26378.82000000 0.313215129481 Long DBT CORP US N 2 2031-09-15 Fixed 2.25000000 N N N N N N Bombardier Capital Mortgage Se N/A 09774XBN1 19426.33000000 PA USD 2962.76000000 0.035179028365 Long ABS-O CORP US N 2 2030-06-15 Variable 7.57500000 N N N N N N MASSACHUSETTS ST SCH BLDG AUTH N/A 576000B85 15000.00000000 PA USD 10925.55000000 0.129727090063 Long DBT MUN US N 2 2037-02-15 Fixed 2.50000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92556HAD9 30000.00000000 PA USD 24355.23000000 0.289187557214 Long DBT CORP US N 2 2032-05-19 Fixed 4.20000000 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAL6 15000.00000000 PA USD 14394.68000000 0.170918621835 Long DBT CORP US N 2 2025-10-01 Fixed 4.37500000 N N N N N N AMERICAN HOMES 4 RENT 549300N4PXZ37U8QKI55 02666TAC1 30000.00000000 PA USD 22754.69000000 0.270183168719 Long DBT CORP US N 2 2031-07-15 Fixed 2.37500000 N N N N N N NEW YORK ST DORM AUTH ST PERSO 549300C8XO7EXTX2XU71 64990FD84 75000.00000000 PA USD 62757.38000000 0.745164526034 Long DBT MUN US N 2 2029-03-15 Fixed 1.95200000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAN2 15000.00000000 PA USD 14128.74000000 0.167760920636 Long DBT CORP US N 2 2029-08-15 Fixed 5.30000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBF4 30000.00000000 PA USD 24923.20000000 0.295931482723 Long DBT CORP US N 2 2030-05-01 Fixed 2.87500000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BX1 100000.00000000 PA USD 71443.37000000 0.848299673191 Long DBT CORP US N 2 2032-02-01 Fixed 2.30000000 N N N N N N RUBY PIPELINE LLC 549300VXRTBPBK07QT94 781172AB7 14393.93727500 PA USD 12018.94000000 0.142709713638 Long DBT CORP US N 3 2022-04-01 Variable 8.00000000 Y N N N N N SLM Student Loan Trust 549300MHMWVKFEDI8G73 784442AD7 20000.00000000 PA USD 16812.66000000 0.199629076616 Long ABS-O CORP US N 2 2083-01-25 Floating 3.98300000 N N N N N N SAN FRANCISCO CALIF CITY &CNTY 54930055TIDYHNDP4F84 79766DUT4 20000.00000000 PA USD 15886.23000000 0.188628891907 Long DBT MUN US N 2 2034-05-01 Fixed 3.05300000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AS5 15000.00000000 PA USD 14436.75000000 0.171418149884 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N CLOROX COMPANY 54930044KVSC06Z79I06 189054AX7 25000.00000000 PA USD 19334.65000000 0.229574518618 Long DBT CORP US N 2 2030-05-15 Fixed 1.80000000 N N N N N N SANTA CLARA VLY CA TRANSPRTN A 549300R6Q7T4MD3V9H68 80168NEP0 20000.00000000 PA USD 20674.98000000 0.245489242420 Long DBT MUN US N 2 2032-04-01 Fixed 5.87600000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DBJ7 35000.00000000 PA USD 28939.31000000 0.343617710298 Long DBT CORP US N 2 2030-05-15 Fixed 3.62500000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAT0 30000.00000000 PA USD 28860.12000000 0.342677429189 Long DBT CORP GB N 2 2026-08-11 Fixed 4.71600000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38381AYA8 2475.45000000 PA USD 2331.23000000 0.027680408232 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 3.50000000 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAP7 5000.00000000 PA USD 3996.73000000 0.047456114581 Long DBT CORP US N 2 2030-02-15 Fixed 3.05000000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BAY6 20000.00000000 PA USD 17382.81000000 0.206398886868 Long DBT CORP US N 2 2030-06-01 Fixed 3.40000000 N N N N N N WACHOVIA STUDENT LOAN TRUST N/A 92978JAF0 29206.56000000 PA USD 28118.98000000 0.333877328917 Long ABS-O CORP US N 2 2040-04-25 Floating 2.95300000 N N N N N N PIEDMONT OPERATING PARTN 549300WKGDPAS39FBD10 720198AF7 35000.00000000 PA USD 25077.71000000 0.297766093584 Long DBT CORP US N 2 2032-04-01 Fixed 2.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A1L60 76302.74000000 PA USD 5355.70000000 0.063592164811 Long ABS-MBS USGSE US N 2 2041-11-25 Floating 2.91600000 N N N N N N BAXTER INTERNATIONAL INC J5OIVXX3P24RJRW5CK77 071813BY4 10000.00000000 PA USD 8975.49000000 0.106572593562 Long DBT CORP US N 2 2030-04-01 Fixed 3.95000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CV9 95000.00000000 PA USD 73929.75000000 0.877822291475 Long DBT CORP GB N 2 2029-08-17 Fixed 2.20600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A9VM7 18227.59000000 PA USD 15842.52000000 0.188109890932 Long ABS-MBS USGSE US N 2 2042-06-25 Fixed 2.50000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BC1 20000.00000000 PA USD 16234.92000000 0.192769144712 Long DBT CORP US N 2 2030-06-01 Fixed 2.65000000 N N N N N N SANTA MONICA CA CMNTY CLG DIST N/A 802385RX4 20000.00000000 PA USD 15152.31000000 0.179914520005 Long DBT MUN US N 2 2033-08-01 Fixed 2.04600000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAJ2 25000.00000000 PA USD 20668.96000000 0.245417762532 Long DBT CORP GB N 2 2027-09-02 Fixed 1.75000000 N N N N N N NEW YORK ST URBAN DEV CORP SAL 54930039Y2EMGXN6LM88 64985TDM0 25000.00000000 PA USD 19158.04000000 0.227477498205 Long DBT MUN US N 2 2035-03-15 Fixed 2.59000000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63859UBH5 25000.00000000 PA USD 21289.38000000 0.252784465464 Long DBT CORP GB N 2 2026-10-13 Fixed 1.50000000 N N N N N N JP Morgan Chase Commercial Mor N/A 46635GAJ9 597694.35000000 PA USD 4323.21000000 0.051332651723 Long ABS-MBS CORP US N 2 2043-11-15 Variable 1.58904800 N N N N N N NEW YORK ST URBAN DEV CORP SAL 54930039Y2EMGXN6LM88 64985TBJ9 15000.00000000 PA USD 12197.40000000 0.144828700462 Long DBT MUN US N 2 2034-03-15 Fixed 2.97000000 N N N N N N FRESENIUS MED CARE III 5299006ZHLMXOOUVTU44 35805BAC2 20000.00000000 PA USD 16537.55000000 0.196362493264 Long DBT CORP US N 2 2026-12-01 Fixed 1.87500000 N N N N N N SKYAF 2020-1 A N/A 000000000 36485.07000000 PA USD 32126.81000000 0.381465241962 Long ABS-MBS CORP US N 3 2038-05-10 Floating 3.22900000 N N N N N N US AIRWAYS 2012-1A PTT N/A 90345WAA2 38273.57005000 PA USD 37251.76000000 0.442317542324 Long DBT CORP US N 2 2024-10-01 Fixed 5.90000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XAY0 26000.00000000 PA USD 22390.70000000 0.265861247762 Long DBT CORP US N 2 2027-12-01 Fixed 3.62500000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAE5 16000.00000000 PA USD 13921.50000000 0.165300207707 Long DBT CORP IE N 2 2028-01-23 Fixed 3.87500000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VAL7 65000.00000000 PA USD 53566.59000000 0.636035517235 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844CM8 15000.00000000 PA USD 12590.88000000 0.149500777877 Long DBT CORP US N 2 2032-03-15 Fixed 3.00000000 N N N N N N TEXAS EASTERN TRANSMISSI 549300SIOULUXXIDGA69 882384AC4 10000.00000000 PA USD 9997.73000000 0.118710400862 Long DBT CORP US N 2 2022-10-15 Fixed 2.80000000 N N N N N N SONOCO PRODUCTS CO GKOMIK4RDJGHEF0VNP11 835495AL6 25000.00000000 PA USD 20827.34000000 0.247298324749 Long DBT CORP US N 2 2030-05-01 Fixed 3.12500000 N N N N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 476556DD4 35000.00000000 PA USD 27888.99000000 0.331146488507 Long DBT CORP US N 2 2032-03-01 Fixed 2.75000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD -28226.37000000 -0.33515244936 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2025-07-24 0.00000000 USD 0.00000000 USD 470000.00000000 USD -28226.37000000 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468X0 135000.00000000 PA USD 99437.53000000 1.180694922453 Long DBT CORP US N 2 2032-04-28 Fixed 1.92800000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAL7 45000.00000000 PA USD 41219.16000000 0.489425400246 Long DBT CORP US N 2 2028-12-15 Fixed 4.37500000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 8426EPAF5 20000.00000000 PA USD 19133.53000000 0.227186472950 Long DBT CORP US N 2 2032-09-15 Fixed 5.15000000 N N N N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 77340RAR8 10000.00000000 PA USD 8600.80000000 0.102123623636 Long DBT CORP US N 2 2029-07-15 Fixed 4.95000000 N N N N N N GE CAPITAL INTL FUNDING 549300G6UZOB126GBY72 36164QNA2 10000.00000000 PA USD 8970.41000000 0.106512274986 Long DBT CORP IE N 2 2035-11-15 Fixed 4.41800000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687CT1 12000.00000000 PA USD 12456.83000000 0.147909103643 Long DBT CORP US N 2 2024-01-20 Fixed 7.75000000 N N N N N N GS Mortgage Securities Trust 549300ITVQSU1IHX4H03 36198FAG7 4374681.69000000 PA USD 12251.08000000 0.145466082580 Long ABS-MBS CORP US N 2 2046-08-10 Variable 0.66976600 N N N N N N HUDSON PACIFIC PROPERTIE 5493007NTUGLGZ8T3526 44409MAA4 75000.00000000 PA USD 67059.11000000 0.796242129920 Long DBT CORP US N 2 2027-11-01 Fixed 3.95000000 N N N N N N Banc of America Funding Corpor 549300UKLRORHBR16839 05963SAD4 9691.02000000 PA USD 9694.67000000 0.115111946604 Long ABS-MBS CORP US N 2 2036-09-26 Floating 3.22400000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJS9 50000.00000000 PA USD 42915.95000000 0.509572635776 Long DBT CORP US N 2 2027-07-22 Fixed 1.73400000 N N N N N N PIPELINE FUNDING CO LLC N/A 724060AA6 17324.00000000 PA USD 17925.62000000 0.212844069194 Long DBT CORP US N 2 2030-01-15 Fixed 7.50000000 N N N N N N GS Mortgage Securities Trust N/A 36249KAE0 2456384.23000000 PA USD 7887.45000000 0.093653494471 Long ABS-MBS CORP US N 2 2043-08-10 Variable 0.57929400 N N N N N N DENTSPLY SIRONA INC 9NHEHR1SOZCYXDO8HO28 24906PAA7 35000.00000000 PA USD 27075.59000000 0.321488392113 Long DBT CORP US N 2 2030-06-01 Fixed 3.25000000 N N N N N N NEW YORK ST DORM AUTH ST PERSO 549300C8XO7EXTX2XU71 64990FQY3 25000.00000000 PA USD 21058.87000000 0.250047450712 Long DBT MUN US N 2 2032-02-15 Fixed 2.95700000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEC5 35000.00000000 PA USD 29856.85000000 0.354512337499 Long DBT CORP US N 2 2027-07-20 Fixed 1.51200000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 453140AF2 30000.00000000 PA USD 28833.54000000 0.342361825302 Long DBT CORP GB N 2 2025-07-21 Fixed 4.25000000 N N N N N N BAE SYSTEMS HOLDINGS INC MF62XBVMNYTYMC18DL76 05523UAK6 15000.00000000 PA USD 14601.08000000 0.173369360827 Long DBT CORP US N 2 2024-10-07 Fixed 3.80000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AR0 4000.00000000 PA USD 3042.24000000 0.036122752856 Long DBT CORP US N 2 2032-01-15 Fixed 3.25000000 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 80283LAA1 35000.00000000 PA USD 34725.95000000 0.412326742653 Long DBT CORP GB N 2 2023-11-07 Fixed 5.00000000 N N N N N N SLM Student Loan Trust 549300MTK92VF84VT259 78445JAB3 15000.00000000 PA USD 14952.97000000 0.177547609585 Long ABS-O CORP US N 2 2083-10-25 Floating 5.03300000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378BF61 2686208.04000000 PA USD 8596.94000000 0.102077791017 Long ABS-MBS USGA US N 2 2053-02-16 Variable 0.12772000 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759AR1 5000.00000000 PA USD 4599.36000000 0.054611583760 Long DBT CORP US N 2 2026-07-01 Fixed 2.90000000 N N N N N N Aimco N/A 00900LAQ7 70000.00000000 PA USD 64967.00000000 0.771400969302 Long ABS-CBDO CORP KY N 2 2034-10-17 Floating 4.34029000 N N N N N N ILLUMINA INC SQ95QG8SR5Q56LSNF682 452327AM1 25000.00000000 PA USD 19217.35000000 0.228181729453 Long DBT CORP US N 2 2031-03-23 Fixed 2.55000000 N N N N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 92277GAG2 10000.00000000 PA USD 9579.58000000 0.113745398394 Long DBT CORP US N 2 2026-01-15 Fixed 4.12500000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CF4 10000.00000000 PA USD 8121.15000000 0.096428386440 Long DBT CORP US N 2 2032-03-15 Fixed 3.62500000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD -20369.09000000 -0.24185718549 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2025-07-24 0.00000000 USD 0.00000000 USD 340000.00000000 USD -20369.09000000 N N N NEW YORK ST DORM AUTH ST PERSO 549300C8XO7EXTX2XU71 6499022E2 50000.00000000 PA USD 50478.23000000 0.599365147700 Long DBT MUN US N 2 2033-03-15 Fixed 5.28900000 N N N N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BN1 30000.00000000 PA USD 23845.67000000 0.283137176592 Long DBT CORP US N 2 2030-11-15 Fixed 2.25000000 N N N N N N STERIS PLC 549300BRDKZ1HFI2J358 85917PAA5 30000.00000000 PA USD 23685.84000000 0.281239397459 Long DBT CORP IE N 2 2031-03-15 Fixed 2.70000000 N N N N N N PROV ST JOSEPH HLTH OBL N/A 743756AB4 20000.00000000 PA USD 18647.36000000 0.221413818999 Long DBT CORP US N 2 2026-10-01 Fixed 2.74600000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD -24715.70000000 -0.29346768262 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2024-06-10 0.00000000 USD 0.00000000 USD 660000.00000000 USD -24715.70000000 N N N GSK CONSUMER HEALTHCARE 549300N8C3A3L0UVQB07 36264FAD3 15000.00000000 PA USD 12720.24000000 0.151036764291 Long DBT CORP US N 2 2032-03-24 Fixed 3.62500000 N N N N N N CBOE GLOBAL MARKETS INC 529900RLNSGA90UPEH54 12503MAD0 20000.00000000 PA USD 16563.62000000 0.196672041546 Long DBT CORP US N 2 2032-03-16 Fixed 3.00000000 N N N N N N SLM Student Loan Trust 549300R59P5DXM48DO55 78445GAE3 30000.00000000 PA USD 28903.70000000 0.343194886579 Long ABS-O CORP US N 2 2075-10-25 Floating 5.03300000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYN8 50000.00000000 PA USD 38382.58000000 0.455744599817 Long DBT CORP US N 2 2032-10-21 Fixed 2.65000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KCJ7 15000.00000000 PA USD 14348.03000000 0.170364712078 Long DBT CORP US N 2 2032-07-15 Fixed 5.00000000 N N N N N N CIT Mortgage Loan Trust N/A 12559QAA0 2800.17000000 PA USD 2782.22000000 0.033035344171 Long ABS-MBS CORP US N 2 2037-10-25 Floating 4.43400000 N N N N N N SLM Student Loan Trust 549300OORAXMFXOHG132 78444GAD6 20000.00000000 PA USD 18297.83000000 0.217263592256 Long ABS-O CORP US N 2 2083-04-26 Floating 3.98300000 N N N N N N FARMERS INS EXCH 549300UWG2TLX1GZVT44 309601AE2 45000.00000000 PA USD 37185.47000000 0.441530432403 Long DBT CORP US N 2 2057-11-01 Fixed 4.74700000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJT7 35000.00000000 PA USD 27296.98000000 0.324117118398 Long DBT CORP US N 2 2032-04-22 Fixed 2.68700000 N N N N N N MIAMI-DADE CNTY FL AVIATION RE N/A 59333P2P2 15000.00000000 PA USD 13158.40000000 0.156239360205 Long DBT MUN US N 2 2031-10-01 Fixed 3.50400000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD -13910.31000000 -0.16516734060 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2025-07-24 0.00000000 USD 0.00000000 USD 235000.00000000 USD -13910.31000000 N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AV2 30000.00000000 PA USD 26827.11000000 0.318538006335 Long DBT CORP US N 2 2030-06-01 Fixed 3.50000000 N N N N N N MMI CAPITAL TRUST I N/A 553086AC3 50000.00000000 PA USD 53606.56000000 0.636510110439 Long DBT CORP US N 2 2027-12-15 Fixed 7.62500000 N N N N N N SLM Student Loan Trust 549300SRMXHPGI3BJ386 78444YAE5 35000.00000000 PA USD 34195.44000000 0.406027607273 Long ABS-O CORP US N 2 2073-07-25 Floating 4.63300000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAW1 50000.00000000 PA USD 39703.50000000 0.471428854413 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 90265EAP5 10000.00000000 PA USD 9233.63000000 0.109637679624 Long DBT CORP US N 2 2029-01-26 Fixed 4.40000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAG0 50000.00000000 PA USD 47134.98000000 0.559668281743 Long DBT CORP US N 2 2025-06-15 Fixed 4.62500000 N N N N N N BARNABAS HEALTH INC 549300P076255Y69C077 06769QAA8 15000.00000000 PA USD 13821.48000000 0.164112596690 Long DBT CORP US N 2 2028-07-01 Fixed 4.00000000 N N N N N N SOUTHWESTERN ELEC POWER R64UBJHEC74EB3HGQ410 845437BR2 15000.00000000 PA USD 13858.93000000 0.164557268082 Long DBT CORP US N 2 2028-09-15 Fixed 4.10000000 N N N N N N LXP INDUSTRIAL TRUST 549300S4MH2ICXDBFV43 529537AA0 25000.00000000 PA USD 18271.38000000 0.216949531954 Long DBT CORP US N 2 2031-10-01 Fixed 2.37500000 N N N N N N CIM Trust N/A 12598HAB1 71671.66000000 PA USD 63589.50000000 0.755044898755 Long ABS-MBS CORP US N 2 2061-05-01 Variable 2.00000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDM0 10000.00000000 PA USD 7777.97000000 0.092353557917 Long DBT CORP US N 2 2031-01-15 Fixed 1.95000000 N N N N N N Citigroup Commercial Mortgage N/A 17320DAL2 3122455.60000000 PA USD 9639.64000000 0.114458534944 Long ABS-MBS CORP US N 2 2046-04-10 Variable 1.48667600 N N N N N N AKER BP ASA 549300NFTY73920OYK69 55037AAB4 35000.00000000 PA USD 27609.99000000 0.327833716324 Long DBT CORP NO N 2 2031-07-15 Fixed 3.10000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCB0 240000.00000000 PA USD 207801.64000000 2.467381694069 Long DBT CORP US N 2 2027-04-22 Fixed 1.57800000 N N N N N N SES SA 5493008JPA4HYMH1HX51 78413HAA7 15000.00000000 PA USD 14823.12000000 0.176005805040 Long DBT CORP LU N 2 2023-04-04 Fixed 3.60000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAB9 50000.00000000 PA USD 42129.45000000 0.500233942865 Long DBT CORP US N 2 2029-10-01 Fixed 3.34700000 N N N N N N AON CORP/AON GLOBAL HOLD N/A 03740LAC6 10000.00000000 PA USD 7842.65000000 0.093121551124 Long DBT CORP US N 2 2031-12-02 Fixed 2.60000000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAC0 32000.00000000 PA USD 25595.40000000 0.303913007675 Long DBT CORP N/A N 2 2031-12-01 Fixed 3.75000000 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AC5 35000.00000000 PA USD 26275.83000000 0.311992253470 Long DBT CORP US N 2 2031-03-15 Fixed 2.37500000 N N N N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369AZ8 30000.00000000 PA USD 27353.33000000 0.324786203390 Long DBT CORP US N 2 2032-08-08 Fixed 4.25000000 N N N N N N WEYERHAEUSER CO 08IRJODWFYBI7QWRGS31 962166CA0 15000.00000000 PA USD 12173.63000000 0.144546461771 Long DBT CORP US N 2 2033-03-09 Fixed 3.37500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2S1 170000.00000000 PA USD 145999.11000000 1.733554804304 Long DBT CORP US N 2 2028-06-02 Fixed 2.39300000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AU2 20000.00000000 PA USD 14073.70000000 0.167107390239 Long DBT CORP CH N 2 2032-05-14 Fixed 3.09100000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523CL2 35000.00000000 PA USD 28555.13000000 0.339056058622 Long DBT CORP US N 2 2030-03-15 Fixed 2.40000000 N N N N N N Wells Fargo Commercial Mortgag 5493007CD1Q2V06I4172 94989AAX3 4697845.39000000 PA USD 80814.22000000 0.959566666790 Long ABS-MBS CORP US N 2 2047-12-15 Variable 1.17939100 N N N N N N AMERICAN ASSETS TRUST LP 549300V1TI0SMG9Z6U69 02401LAA2 25000.00000000 PA USD 19943.63000000 0.236805386017 Long DBT CORP US N 2 2031-02-01 Fixed 3.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AQYU6 99624.60000000 PA USD 90901.38000000 1.079338935812 Long ABS-MBS USGSE US N 2 2042-06-15 Fixed 3.50000000 N N N N N N ORIX CORP 35380016EMHNBOVYE123 686330AP6 25000.00000000 PA USD 21957.39000000 0.260716239465 Long DBT CORP JP N 2 2032-04-13 Fixed 4.00000000 N N N N N N SLM Student Loan Trust 549300JQFJDGC1WO7674 78445CAD4 27253.98000000 PA USD 26752.64000000 0.317653769258 Long ABS-O CORP US N 2 2023-07-25 Floating 3.88300000 N N N N N N COMM Mortgage Trust 549300C72XVZH4MIKU63 12625UBC6 12782900.10000000 PA USD 1149.18000000 0.013645059274 Long ABS-MBS CORP US N 2 2045-07-10 Variable 0.03576600 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGN8 31000.00000000 PA USD 23872.96000000 0.283461210831 Long DBT CORP US N 2 2032-03-15 Fixed 2.35500000 N N N N N N FIDELITY NATL INFO SERV 6WQI0GK1PRFVBA061U48 31620MBY1 25000.00000000 PA USD 23602.02000000 0.280244140956 Long DBT CORP US N 2 2032-07-15 Fixed 5.10000000 N N N N N N JETBLUE 2019-1 CLASS AA N/A 477143AH4 29378.72140000 PA USD 24153.79000000 0.286795711951 Long DBT CORP US N 2 2032-05-15 Fixed 2.75000000 N N N N N N IndyMac INDX Mortgage Loan Tru N/A 45670AAA9 72558.44000000 PA USD 64943.79000000 0.771125379902 Long ABS-MBS CORP US N 2 2037-06-25 Floating 3.56400000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJZ3 175000.00000000 PA USD 142380.82000000 1.690592186156 Long DBT CORP US N 2 2029-06-14 Fixed 2.08700000 N N N N N N UBS-Barclays Commercial Mortga N/A 90349DAL6 462022.04000000 PA USD 84.43000000 0.001002499481 Long ABS-MBS CORP US N 3 2049-08-10 Variable 0.18045200 N N N N N N ORIX CORP 35380016EMHNBOVYE123 686330AQ4 10000.00000000 PA USD 9729.36000000 0.115523846486 Long DBT CORP JP N 2 2027-09-13 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378KQ69 896893.32000000 PA USD 11928.77000000 0.141639058915 Long ABS-MBS USGA US N 2 2054-10-16 Variable 0.20613000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BR2 5000.00000000 PA USD 3813.44000000 0.045279777615 Long DBT CORP US N 2 2032-02-03 Fixed 2.15000000 N N N N N N SMITH & NEPHEW PLC 213800ZTMDN8S67S1H61 83192PAA6 30000.00000000 PA USD 22509.34000000 0.267269947732 Long DBT CORP GB N 2 2030-10-14 Fixed 2.03200000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46642NBF2 1831863.82000000 PA USD 20774.43000000 0.246670085407 Long ABS-MBS CORP US N 2 2047-09-15 Variable 0.95717500 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAR0 40000.00000000 PA USD 35671.30000000 0.423551578436 Long DBT CORP US N 2 2035-05-14 Fixed 4.50000000 N N N N N N JP Morgan Mortgage Trust N/A 466247PW7 1613.33000000 PA USD 1607.47000000 0.019086673482 Long ABS-MBS CORP US N 2 2035-06-25 Variable 2.82576100 N N N N N N RAYMOND JAMES FINANCIAL RGUZHJ05YTITL6D76949 754730AG4 20000.00000000 PA USD 18843.98000000 0.223748432858 Long DBT CORP US N 2 2030-04-01 Fixed 4.65000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCU8 70000.00000000 PA USD 55191.46000000 0.655328793713 Long DBT CORP US N 2 2033-01-25 Fixed 2.96300000 N N N N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 084659BD2 25000.00000000 PA USD 18934.47000000 0.224822887176 Long DBT CORP US N 2 2031-05-15 Fixed 1.65000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F0226B6 100000.00000000 PA USD 83905.64000000 0.996273369955 Long ABS-MBS USGSE US N 2 2052-11-15 Fixed 2.50000000 N N N N N N Morgan Stanley BAML Trust N/A 61761QAF0 1737551.19000000 PA USD 1642.85000000 0.019506766241 Long ABS-MBS CORP US N 2 2048-12-15 Variable 1.07756100 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244AZ2 20000.00000000 PA USD 16335.91000000 0.193968273253 Long DBT CORP US N 2 2030-11-15 Fixed 2.55000000 N N N N N N BLACK HILLS CORP 3MGELCRSTNSAMJ962671 092113AQ2 36000.00000000 PA USD 31833.27000000 0.377979825666 Long DBT CORP US N 2 2033-05-01 Fixed 4.35000000 N N N N N N ALCON FINANCE CORP 549300CUZUI9VU7XNK42 01400EAA1 40000.00000000 PA USD 35826.57000000 0.425395213335 Long DBT CORP US N 2 2026-09-23 Fixed 2.75000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBJ0 30000.00000000 PA USD 28941.43000000 0.343642882617 Long DBT CORP US N 2 2025-10-15 Fixed 4.65000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAL0 28000.00000000 PA USD 25480.00000000 0.302542778607 Long DBT CORP US N 2 2035-07-15 Fixed 5.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACB9 79000.00000000 PA USD 62660.98000000 0.744019897939 Long DBT CORP US N 2 2031-02-15 Fixed 2.55000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F0206A2 25000.00000000 PA USD 20214.67000000 0.240023643266 Long ABS-MBS USGSE US N 2 2052-10-15 Fixed 2.00000000 N N N N N N BACARDI LTD 549300R32WTQNHNN5055 067316AF6 10000.00000000 PA USD 9360.34000000 0.111142200640 Long DBT CORP BM N 2 2028-05-15 Fixed 4.70000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31282YJ42 156166.00000000 PA USD 33838.42000000 0.401788446252 Long ABS-MBS USGSE US N 2 2036-07-15 Fixed 5.50000000 N N N N N N RELX CAPITAL INC 2R15C3RTKJN1RCBOV146 74949LAD4 30000.00000000 PA USD 25347.20000000 0.300965946543 Long DBT CORP US N 2 2030-05-22 Fixed 3.00000000 N N N N N N ASCENSION HEALTH N/A 04352EAA3 20000.00000000 PA USD 16939.47000000 0.201134785005 Long DBT CORP US N 2 2029-11-15 Fixed 2.53200000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAH0 25000.00000000 PA USD 22235.24000000 0.264015356852 Long DBT CORP US N 2 2029-04-01 Fixed 3.90000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEH4 5000.00000000 PA USD 3830.32000000 0.045480206269 Long DBT CORP US N 2 2032-10-20 Fixed 2.51100000 N N N N N N US AIRWAYS 2010-1A PTT N/A 90345KAA8 2898.48642600 PA USD 2871.18000000 0.034091631675 Long DBT CORP US N 2 2023-04-22 Fixed 6.25000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CEZ0 12236.28000000 PA USD 11112.49000000 0.131946766163 Long DBT UST US N 2 2032-07-15 Fixed 0.62500000 N N N N N N PIEDMONT NATURAL GAS CO VXB4M3BDPKF3I2AZ3G89 720186AN5 10000.00000000 PA USD 7897.62000000 0.093774250360 Long DBT CORP US N 2 2031-03-15 Fixed 2.50000000 N N N N N N FARMERS EXCHANGE CAPITAL N/A 309588AC5 5000.00000000 PA USD 5151.75000000 0.061170516471 Long DBT CORP US N 2 2028-07-15 Fixed 7.05000000 N N N N N N UNIV OF MICHIGAN MI N/A 914455VE7 25000.00000000 PA USD 22804.00000000 0.270768662612 Long DBT MUN US N 2 2031-04-01 Fixed 3.43600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDC4 48517.01000000 PA USD 39301.57000000 0.466656443934 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKA6 40000.00000000 PA USD 29999.91000000 0.356210994088 Long DBT CORP US N 2 2032-07-21 Fixed 2.29900000 N N N N N N GS Mortgage Securities Trust 5493005BBCF84ICNQ550 36192CAG0 2541112.95000000 PA USD 2718.48000000 0.032278512275 Long ABS-MBS CORP US N 2 2046-02-10 Variable 1.59549100 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -12.00000000 NC USD 83156.91000000 0.987383148031 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 2022-12-20 -1504969.47000000 USD 83156.91000000 N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FQ6 20000.00000000 PA USD 15329.45000000 0.182017833498 Long DBT CORP US N 2 2036-04-06 Fixed 2.89100000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DG2 50000.00000000 PA USD 43801.49000000 0.520087303444 Long DBT CORP US N 2 2029-08-15 Fixed 3.25000000 N N N N N N Countrywide Asset-Backed Certi N/A 126698AC3 19457.13000000 PA USD 18242.97000000 0.216612199131 Long ABS-MBS CORP US N 2 2047-10-25 Floating 3.98400000 N N N N N N COMM Mortgage Trust N/A 12592KBD5 2038282.90000000 PA USD 24947.52000000 0.296220251969 Long ABS-MBS CORP US N 3 2047-09-10 Variable 1.00334100 N N N N N N COMM Mortgage Trust N/A 12591UAG8 815283.31000000 PA USD 8415.03000000 0.099917839806 Long ABS-MBS CORP US N 2 2047-03-10 Variable 1.23403300 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAG6 30000.00000000 PA USD 27155.25000000 0.322434253877 Long DBT CORP US N 2 2034-12-01 Fixed 5.30000000 N N N N N N SYDNEY AIRPORT FINANCE 549300MJAANHLHOVTO40 87124VAF6 15000.00000000 PA USD 13867.88000000 0.164663538014 Long DBT CORP AU N 2 2026-04-28 Fixed 3.62500000 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAV9 10000.00000000 PA USD 7814.82000000 0.092791105067 Long DBT CORP US N 2 2032-03-15 Fixed 2.65000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU 549300QGM7D5K3CV2643 96221TAH0 1215885.58000000 PA USD 14007.49000000 0.166321230216 Long ABS-MBS CORP US N 2 2047-03-15 Variable 1.41879200 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38374EP35 197017.45000000 PA USD 16995.24000000 0.201796983230 Long ABS-MBS USGA US N 2 2033-10-20 Floating 3.58614000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAH4 5000.00000000 PA USD 4534.43000000 0.053840622119 Long DBT CORP KY N 2 2025-02-15 Fixed 2.87500000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BX6 65000.00000000 PA USD 57347.82000000 0.680932841833 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N MONDELEZ INTERNATIONAL 549300DV9GIB88LZ5P30 609207BB0 30000.00000000 PA USD 24669.96000000 0.292924577964 Long DBT CORP US N 2 2032-03-17 Fixed 3.00000000 N N N N N N LXP INDUSTRIAL TRUST 549300S4MH2ICXDBFV43 529043AE1 25000.00000000 PA USD 19269.93000000 0.228806050462 Long DBT CORP US N 2 2030-09-15 Fixed 2.70000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU 549300FCX3YXSYSLU895 92938VAW5 6718516.56000000 PA USD 60001.39000000 0.712440629942 Long ABS-MBS CORP US N 2 2047-03-15 Variable 1.13127300 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CFM8 101000.00000000 PA USD 101355.08000000 1.203463403815 Long DBT UST US N 1 2027-09-30 Fixed 4.12500000 N N N N N N AON CORP LTS3U8DGK38SETRUWX71 037389BE2 25000.00000000 PA USD 20746.64000000 0.246340114300 Long DBT CORP US N 2 2030-05-15 Fixed 2.80000000 N N N N N N Wells Fargo Commercial Mortgag 549300PX4QZK7CUM8D08 94988XAX4 297459.11000000 PA USD 3906.75000000 0.046387715868 Long ABS-MBS CORP US N 2 2050-08-15 Variable 1.24374900 N N N N N N CLOROX COMPANY 54930044KVSC06Z79I06 189054AZ2 5000.00000000 PA USD 4696.57000000 0.055765829581 Long DBT CORP US N 2 2032-05-01 Fixed 4.60000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38376GV64 0.18000000 PA USD 0.00000000 0.000000 Long ABS-MBS USGA US N 2 2046-08-16 Variable 3.79635000 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 37331NAK7 20000.00000000 PA USD 16412.32000000 0.194875545376 Long DBT CORP US N 2 2030-04-30 Fixed 2.30000000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BS1 15000.00000000 PA USD 10931.47000000 0.129797382577 Long DBT CORP US N 2 2032-04-15 Fixed 2.70300000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAW5 30000.00000000 PA USD 24199.23000000 0.287335254488 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N WILLIS NORTH AMERICA INC 5493004KVU1HWZCP0C66 970648AJ0 25000.00000000 PA USD 20598.10000000 0.244576389640 Long DBT CORP US N 2 2029-09-15 Fixed 2.95000000 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAN4 25000.00000000 PA USD 18260.33000000 0.216818327178 Long DBT CORP US N 2 2032-09-15 Fixed 1.85000000 N N N N N N HEALTHCARE RLTY HLDGS LP 549300IYGAS4GE6VDL07 42225UAH7 50000.00000000 PA USD 36801.63000000 0.436972817798 Long DBT CORP US N 2 2031-03-15 Fixed 2.00000000 N N N N N N AMCOR FINANCE USA INC 549300ZMT7FVT8R77U18 02343UAG0 25000.00000000 PA USD 23352.11000000 0.277276775736 Long DBT CORP US N 2 2026-04-28 Fixed 3.62500000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMM1 99000.00000000 PA USD 73506.24000000 0.872793645785 Long DBT CORP US N 2 2033-12-01 Fixed 2.55000000 N N N N N N LOS ANGELES CA UNIF SCH DIST N/A 544646ZR6 10000.00000000 PA USD 11047.83000000 0.131179010431 Long DBT MUN US N 2 2034-07-01 Fixed 6.75800000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 12.00000000 NC USD -37293.18000000 -0.44280935244 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 2022-12-30 2501980.70000000 USD -37293.18000000 N N N US AIRWAYS 2011-1A PTT N/A 903436AA1 15618.81330900 PA USD 15650.94000000 0.185835120699 Long DBT CORP US N 2 2023-10-22 Fixed 7.12500000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2Z3 5000.00000000 PA USD 4256.94000000 0.050545779276 Long DBT CORP US N 2 2026-06-29 Fixed 1.60800000 N N N N N N MASSACHUSETTS ST SCH BLDG AUTH N/A 576000XM0 15000.00000000 PA USD 12593.83000000 0.149535805396 Long DBT MUN US N 2 2032-10-15 Fixed 2.96600000 N N N N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 55607PAF2 45000.00000000 PA USD 37833.26000000 0.449222119473 Long DBT CORP AU N 2 2027-09-23 Fixed 1.62900000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F0306A1 25000.00000000 PA USD 21724.64000000 0.257952627545 Long ABS-MBS USGSE US N 2 2052-10-15 Fixed 3.00000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F0226A8 50000.00000000 PA USD 41960.56000000 0.498228587690 Long ABS-MBS USGSE US N 2 2052-10-15 Fixed 2.50000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AP4 20000.00000000 PA USD 16769.40000000 0.199115418822 Long DBT CORP US N 2 2030-01-15 Fixed 4.00000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAF0 20000.00000000 PA USD 16006.19000000 0.190053265209 Long DBT CORP US N 2 2030-10-01 Fixed 2.78200000 N N N N N N SEALED AIR CORP Q0M0CZB4YN6JZ65WXI09 81211KAZ3 30000.00000000 PA USD 25234.58000000 0.299628726460 Long DBT CORP US N 2 2026-10-15 Fixed 1.57300000 N N N N N N INVITATION HOMES OP 549300147YMUQB3GW319 46188BAB8 45000.00000000 PA USD 36090.75000000 0.428532016759 Long DBT CORP US N 2 2028-11-15 Fixed 2.30000000 N N N N N N LIFE STORAGE LP X0MIGH67XZCB7HL1A534 53227JAC8 40000.00000000 PA USD 30515.14000000 0.362328698791 Long DBT CORP US N 2 2030-10-15 Fixed 2.20000000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAK6 30000.00000000 PA USD 25219.95000000 0.299455013710 Long DBT CORP US N 2 2030-11-15 Fixed 3.87500000 N N N N N N DELTA AIR LINES 2020-AA N/A 247361ZV3 22010.30350000 PA USD 18827.59000000 0.223553822334 Long DBT CORP US N 2 2028-06-10 Fixed 2.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380Y2X2 24533.38000000 PA USD 23194.75000000 0.275408324729 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 3.50000000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248BD9 40000.00000000 PA USD 29626.80000000 0.351780784664 Long DBT CORP US N 2 2031-09-13 Fixed 2.62500000 N N N N N N EQUITABLE FINANCIAL LIFE 635400B4JJBON4TCHF02 29449W7M3 25000.00000000 PA USD 21742.82000000 0.258168492055 Long DBT CORP US N 2 2026-07-12 Fixed 1.30000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBU9 25000.00000000 PA USD 21287.00000000 0.252756205974 Long DBT CORP US N 2 2032-04-15 Fixed 3.90000000 N N N N N N UNIVERSAL HEALTH SVCS 549300YGMGQDO0NMJD09 913903AX8 35000.00000000 PA USD 29378.10000000 0.348827786664 Long DBT CORP US N 2 2026-09-01 Fixed 1.65000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F0506A9 175000.00000000 PA USD 170516.51000000 2.024667925193 Long ABS-MBS USGSE US N 2 2052-10-15 Fixed 5.00000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAR6 15000.00000000 PA USD 12504.61000000 0.148476430722 Long DBT CORP GB N 2 2028-01-11 Fixed 2.46900000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAY2 20000.00000000 PA USD 18920.88000000 0.224661523112 Long DBT CORP US N 2 2025-06-15 Fixed 3.62500000 N N N N N N PROGRESSIVE CORP 529900TACNVLY9DCR586 743315AW3 10000.00000000 PA USD 8813.97000000 0.104654747816 Long DBT CORP US N 2 2030-03-26 Fixed 3.20000000 N N N N N N Morgan Stanley Mortgage Loan T N/A 61748HAR2 11375.30000000 PA USD 10901.30000000 0.129439151979 Long ABS-MBS CORP US N 2 2034-07-25 Variable 2.99244800 N N N N N N BALTIMORE MD REVENUE N/A 059231Y38 15000.00000000 PA USD 11641.63000000 0.138229634526 Long DBT MUN US N 2 2033-07-01 Fixed 2.12500000 N N N N N N PHYSICIANS REALTY LP 549300P6Q1UMT0X60U20 71951QAC6 5000.00000000 PA USD 3800.75000000 0.045129099913 Long DBT CORP US N 2 2031-11-01 Fixed 2.62500000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AZ1 5000.00000000 PA USD 4503.19000000 0.053469686624 Long DBT CORP CH N 2 2033-08-12 Fixed 6.53700000 N N N N N N NARRAGANSETT ELECTRIC VAI0KZ806W8MCH0BCZ61 631005BJ3 35000.00000000 PA USD 31002.42000000 0.368114532589 Long DBT CORP US N 2 2030-04-09 Fixed 3.39500000 N N N N N N COMM Mortgage Trust N/A 12592GBE2 579729.58000000 PA USD 7597.30000000 0.090208330138 Long ABS-MBS CORP US N 2 2047-08-10 Variable 1.09065100 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDE9 30000.00000000 PA USD 20310.45000000 0.241160909645 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N JP Morgan Chase Commercial Mor N/A 46639EAG6 519455.98000000 PA USD 245.34000000 0.002913102248 Long ABS-MBS CORP US N 2 2047-12-15 Variable 1.30812200 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AL3 20000.00000000 PA USD 18563.80000000 0.220421649667 Long DBT CORP US N 2 2029-01-15 Fixed 5.30000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBL8 35000.00000000 PA USD 27455.70000000 0.326001717685 Long DBT CORP US N 2 2031-06-15 Fixed 2.55000000 N N N N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 77340RAS6 20000.00000000 PA USD 18096.48000000 0.214872815628 Long DBT CORP US N 2 2025-05-15 Fixed 3.60000000 N N N N N N Madison Park Funding Ltd N/A 55821LAC8 70000.00000000 PA USD 65394.00000000 0.776471054328 Long ABS-CBDO CORP KY N 2 2034-10-22 Floating 4.40900000 N N N N N N SL GREEN OPERATING PARTN 2K1OXW4LY7IS2U150Y32 78444FAF3 35000.00000000 PA USD 34974.72000000 0.415280571814 Long DBT CORP US N 2 2022-10-15 Fixed 3.25000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD 11095.51000000 0.131745150136 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2053-07-24 0.00000000 USD 0.00000000 USD 40000.00000000 USD 11095.51000000 N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 084664DA6 5000.00000000 PA USD 4222.03000000 0.050131267172 Long DBT CORP US N 2 2032-03-15 Fixed 2.87500000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BQ5 46000.00000000 PA USD 36333.16000000 0.431410328964 Long DBT CORP US N 2 2029-11-15 Fixed 3.87500000 N N N N N N TENCENT HOLDINGS LTD 254900N4SLUMW4XUYY11 88032WAN6 30000.00000000 PA USD 27002.10000000 0.320615791297 Long DBT CORP KY N 2 2029-04-11 Fixed 3.97500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CT0 15000.00000000 PA USD 14639.89000000 0.173830180498 Long DBT CORP US N 2 2025-05-01 Fixed 4.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ABG64 31304.38000000 PA USD 31002.45000000 0.368114888801 Long ABS-MBS USGSE US N 2 2042-10-25 Floating 4.18400000 N N N N N N S&P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VBC7 10000.00000000 PA USD 8365.15000000 0.099325577883 Long DBT CORP US N 2 2032-03-01 Fixed 2.90000000 N N N N N N GS Mortgage Securities Trust N/A 36191YAA6 247338.57000000 PA USD 2.47000000 0.000029328126 Long ABS-MBS CORP US N 2 2044-08-10 Variable 0.09336200 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F0206B0 50000.00000000 PA USD 40424.50000000 0.479989817654 Long ABS-MBS USGSE US N 2 2052-11-15 Fixed 2.00000000 N N N N N N Morgan Stanley BAML Trust N/A 61764PBV3 1796467.65000000 PA USD 26924.92000000 0.319699376396 Long ABS-MBS CORP US N 2 2047-12-15 Variable 1.10238200 N N N N N N UNIV OF CALIFORNIA CA RGTS MED N/A 913366KB5 10000.00000000 PA USD 6640.16000000 0.078843503014 Long DBT MUN US N 2 2050-05-15 Fixed 3.00600000 N N N N N N GS Mortgage Securities Trust N/A 36252WAZ1 2285142.44000000 PA USD 23853.67000000 0.283232166475 Long ABS-MBS CORP US N 2 2047-04-10 Variable 1.17872500 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378B5H8 504052.58000000 PA USD 6249.04000000 0.074199447615 Long ABS-MBS USGA US N 2 2054-02-16 Variable 0.58286000 N N N N N N AMEREN CORP XRZQ5S7HYJFPHJ78L959 023608AJ1 75000.00000000 PA USD 64821.52000000 0.769673578272 Long DBT CORP US N 2 2031-01-15 Fixed 3.50000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F0426A6 275000.00000000 PA USD 261729.45000000 3.107706242014 Long ABS-MBS USGSE US N 2 2052-10-15 Fixed 4.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAF0 55000.00000000 PA USD 51324.34000000 0.609411633980 Long DBT CORP US N 2 2028-06-15 Fixed 4.95000000 N N N N N N Structured Asset Mortgage Inve N/A 86359LAQ2 1520.87000000 PA USD 1448.44000000 0.017198393337 Long ABS-MBS CORP US N 2 2034-03-19 Floating 3.69343000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD 5418.84000000 0.064341872465 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2053-07-24 0.00000000 USD 0.00000000 USD 20000.00000000 USD 5418.84000000 N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAR9 15000.00000000 PA USD 14516.19000000 0.172361399427 Long DBT CORP US N 2 2027-07-01 Fixed 4.60000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBA7 15000.00000000 PA USD 12350.99000000 0.146652387486 Long DBT CORP US N 2 2030-01-15 Fixed 2.90000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEF8 5000.00000000 PA USD 3585.43000000 0.042572447201 Long DBT CORP US N 2 2036-09-16 Fixed 2.48400000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136ARP44 308432.43000000 PA USD 5532.88000000 0.065695953253 Long ABS-MBS USGSE US N 2 2039-01-25 Variable 2.70060000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AD5 25000.00000000 PA USD 22214.45000000 0.263768501893 Long DBT CORP US N 2 2032-05-15 Fixed 5.12500000 N N N N N N Citigroup Commercial Mortgage N/A 17322YAJ9 565152.72000000 PA USD 8234.74000000 0.097777124046 Long ABS-MBS CORP US N 2 2047-10-10 Variable 1.09727500 N N N N N N CUBESMART LP 549300MPHKO3I3FJRA97 22966RAE6 15000.00000000 PA USD 13821.37000000 0.164111290579 Long DBT CORP US N 2 2029-02-15 Fixed 4.37500000 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAQ5 25000.00000000 PA USD 18059.15000000 0.214429569085 Long DBT CORP US N 2 2032-11-15 Fixed 2.50000000 N N N N N N NEW YORK CITY NY TRANSITIONAL N/A 64971XEN4 5000.00000000 PA USD 4609.48000000 0.054731745963 Long DBT MUN US N 2 2029-08-01 Fixed 3.73000000 N N N N N N Dreyfus Government Cash Management 5493000Q69I5Q3QZIA91 262006208 105500.00000000 NS USD 105500.00000000 1.252679087250 Long STIV RF US N 1 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -1.00000000 NC USD 13131.11000000 0.155915325965 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 2022-12-20 -150131.11000000 USD 13131.11000000 N N N DNB BANK ASA 549300GKFG0RYRRQ1414 23329PAF7 15000.00000000 PA USD 13114.49000000 0.155717984482 Long DBT CORP NO N 2 2026-09-16 Fixed 1.12700000 N N N N N N SLM Student Loan Trust 549300JQFJDGC1WO7674 78445CAE2 20000.00000000 PA USD 18769.63000000 0.222865620629 Long ABS-O CORP US N 2 2083-07-26 Floating 4.63300000 N N N N N N Citigroup Commercial Mortgage N/A 17321JAJ3 7055509.16000000 PA USD 32174.18000000 0.382027700809 Long ABS-MBS CORP US N 2 2046-09-10 Variable 0.96346500 N N N N N N Octagon Credit Partners 46, LT N/A 67577VAL7 70000.00000000 PA USD 66990.00000000 0.795421536065 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 3.67200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWC27 47405.68000000 PA USD 39949.04000000 0.474344331409 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAR2 21000.00000000 PA USD 16457.29000000 0.195409507258 Long DBT CORP KY N 2 2027-11-18 Fixed 2.52800000 N N N N N N GSR Mortgage Loan Trust N/A 362341RX9 10484.56000000 PA USD 10123.41000000 0.120202691930 Long ABS-MBS CORP US N 2 2035-09-25 Variable 3.23124100 N N N N N N NEW YORK NY 549300ABYZD2SFD5JB29 64966QRQ5 30000.00000000 PA USD 23114.63000000 0.274457001047 Long DBT MUN US N 2 2031-08-01 Fixed 1.92300000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137BLN38 250000.00000000 PA USD 9845.23000000 0.116899656210 Long ABS-MBS USGSE US N 2 2043-10-25 Variable 1.60500900 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AN2 35000.00000000 PA USD 32870.46000000 0.390295145310 Long DBT CORP US N 2 2024-10-01 Fixed 1.80000000 N N N N N N BAE SYSTEMS HOLDINGS INC MF62XBVMNYTYMC18DL76 05523UAP5 10000.00000000 PA USD 9530.45000000 0.113162041773 Long DBT CORP US N 2 2025-12-15 Fixed 3.85000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBL9 20000.00000000 PA USD 15835.95000000 0.188031880490 Long DBT CORP US N 2 2031-04-22 Fixed 2.52200000 N N N N N N HEALTHCARE RLTY HLDGS LP 549300IYGAS4GE6VDL07 42225UAG9 15000.00000000 PA USD 12348.20000000 0.146619259764 Long DBT CORP US N 2 2030-02-15 Fixed 3.10000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBK6 35000.00000000 PA USD 26897.85000000 0.319377954379 Long DBT CORP US N 2 2033-04-15 Fixed 3.41900000 N N N N N N ALIMENTATION COUCHE-TARD 549300OSW32RVX8CCZ87 01626PAM8 35000.00000000 PA USD 28824.16000000 0.342250449664 Long DBT CORP CA N 2 2030-01-25 Fixed 2.95000000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DA5 15000.00000000 PA USD 13359.01000000 0.158621350268 Long DBT CORP US N 2 2027-05-05 Fixed 2.55000000 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 59217GEG0 15000.00000000 PA USD 12875.94000000 0.152885504897 Long DBT CORP US N 2 2030-04-09 Fixed 2.95000000 N N N N N N BANNER HEALTH PLD0E0WJKFN8IZJ2WD85 06654DAB3 10000.00000000 PA USD 8315.55000000 0.098736640606 Long DBT CORP US N 2 2030-01-01 Fixed 2.33800000 N N N N N N ALLIANT ENERGY FINANCE 54930033ER6EOI5DL570 01882YAC0 50000.00000000 PA USD 42716.31000000 0.507202163236 Long DBT CORP US N 2 2026-03-15 Fixed 1.40000000 N N N N N N SLM Student Loan Trust 549300MTK92VF84VT259 78445JAA5 12723.73000000 PA USD 12607.73000000 0.149700850319 Long ABS-O CORP US N 2 2023-04-25 Floating 4.28300000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NE7 90000.00000000 PA USD 68590.76000000 0.814428536782 Long DBT CORP US N 2 2032-11-03 Fixed 2.52000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AT5 45000.00000000 PA USD 36528.02000000 0.433724045048 Long DBT CORP CH N 2 2027-02-02 Fixed 1.30500000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYG3 90000.00000000 PA USD 76152.12000000 0.904210124869 Long DBT CORP US N 2 2027-09-10 Fixed 1.54200000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CH7 10000.00000000 PA USD 9085.56000000 0.107879535620 Long DBT CORP US N 2 2032-04-13 Fixed 3.60000000 N N N N N N Morgan Stanley BAML Trust N/A 61690FAN3 663552.17000000 PA USD 11586.42000000 0.137574085593 Long ABS-MBS CORP US N 2 2048-04-15 Variable 1.14372800 N N N N N N JPMBB Commercial Mortgage Secu N/A 46643PBG4 1419346.00000000 PA USD 20059.33000000 0.238179177206 Long ABS-MBS CORP US N 2 2047-11-15 Variable 0.95755500 N N N N N N HEALTHCARE RLTY HLDGS LP 549300IYGAS4GE6VDL07 42225UAJ3 20000.00000000 PA USD 19005.44000000 0.225665566179 Long DBT CORP US N 2 2025-05-01 Fixed 3.87500000 N N N N N N Credit Suisse Mortgage Trust N/A 12594PAX9 316564.84000000 PA USD 7223.06000000 0.085764703392 Long ABS-MBS CORP US N 2 2049-12-15 Variable 0.85823000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAD2 46875.00000000 PA USD 46228.54000000 0.548905453005 Long DBT CORP US N 2 2025-03-20 Fixed 4.73800000 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BA3 50000.00000000 PA USD 42449.08000000 0.504029144919 Long DBT CORP US N 2 2035-08-15 Fixed 5.70000000 N N N N N N NORTHWESTERN UNIVERSITY OBWWNZE695DUK77DTI34 668444AM4 20000.00000000 PA USD 17115.13000000 0.203220525370 Long DBT CORP US N 2 2038-12-01 Fixed 3.68800000 N N N N N N ELANCO ANIMAL HEALTH INC 549300SHPNDCE059M934 28414HAG8 15000.00000000 PA USD 13316.85000000 0.158120753583 Long DBT CORP US N 2 2028-08-28 Variable 6.40000000 N N N N N N HSI Asset Securitization Corpo N/A 40431RAA3 11419.59000000 PA USD 11371.23000000 0.135018976467 Long ABS-MBS CORP US N 2 2037-05-25 Floating 3.40400000 N N N N N N MID-AMERICA APARTMENTS 549300FXWGE3QSYCUJ38 59523UAS6 20000.00000000 PA USD 15138.02000000 0.179744844325 Long DBT CORP US N 2 2031-02-15 Fixed 1.70000000 N N N N N N ITC HOLDINGS CORP 549300HTO5U9D3SLE207 465685AR6 20000.00000000 PA USD 19520.96000000 0.231786714265 Long DBT CORP US N 2 2027-09-22 Fixed 4.95000000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAG3 60000.00000000 PA USD 45323.96000000 0.538164709415 Long DBT CORP US N 2 2032-03-01 Fixed 3.50000000 N N N N N N PUBLIC SERVICE CO OF NEW OFZN1UT56PNG1CGSR346 744542AC5 40000.00000000 PA USD 37315.96000000 0.443079836138 Long DBT CORP US N 2 2025-08-01 Fixed 3.85000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CFF3 128000.00000000 PA USD 117120.00000000 1.390651892879 Long DBT UST US N 1 2032-08-15 Fixed 2.75000000 N N N N N N MSILF Government Portfolio 549300BI6Y5SI6BYPB26 61747C707 203500.00000000 NS USD 203500.00000000 2.416305158818 Long STIV RF US N 1 N N N Fidelity Government Portfolio N/A 316175108 20818.99000000 NS USD 20818.99000000 0.247199179058 Long STIV RF US N 1 N N N NEW YORK CITY NY TRANSITIONAL N/A 64971XXC7 100000.00000000 PA USD 74240.25000000 0.881509086324 Long DBT MUN US N 2 2033-02-01 Fixed 1.97000000 N N N N N N METROPOLITAN EDISON CO N/A 591894CB4 25000.00000000 PA USD 23778.94000000 0.282344842227 Long DBT CORP US N 2 2025-04-15 Fixed 4.00000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAP6 10000.00000000 PA USD 7867.26000000 0.093413763753 Long DBT CORP KY N 2 2028-02-21 Fixed 2.75000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BT8 10000.00000000 PA USD 8970.07000000 0.106508237916 Long DBT CORP US N 2 2029-03-23 Fixed 3.70000000 N N N N N N NEW YORK LIFE INSURANCE TAE73CY392TBWJ3O3305 64952GAE8 25000.00000000 PA USD 25628.55000000 0.304306622005 Long DBT CORP US N 2 2033-05-15 Fixed 5.87500000 N N N N N N COMM Mortgage Trust N/A 12591YBE4 1768246.84000000 PA USD 22028.91000000 0.261565449022 Long ABS-MBS CORP US N 2 2047-06-10 Variable 1.21713400 N N N N N N Ameriquest Mortgage Securities N/A 03072SV36 100000.00000000 PA USD 94874.39000000 1.126513405389 Long ABS-O CORP US N 2 2036-01-25 Floating 3.83400000 N N N N N N TAKE-TWO INTERACTIVE SOF BOMSTHHJK882EWYX3334 874054AH2 15000.00000000 PA USD 13063.97000000 0.155118123369 Long DBT CORP US N 2 2032-04-14 Fixed 4.00000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 7.00000000 NC USD -26610.27000000 -0.31596330554 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 2022-12-30 779164.94000000 USD -26610.27000000 N N N Wells Fargo Home Equity Trust N/A 86359BMX6 11139.52000000 PA USD 10591.00000000 0.125754731877 Long ABS-MBS CORP US N 2 2034-04-25 Floating 3.68400000 N N N N N N NEW YORK ST URBAN DEV CORP REV 54930039Y2EMGXN6LM88 650036EB8 15000.00000000 PA USD 11080.99000000 0.131572743497 Long DBT MUN US N 2 2033-03-15 Fixed 2.00000000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAF8 20000.00000000 PA USD 16610.10000000 0.197223932769 Long DBT CORP US N 2 2027-01-15 Fixed 1.65000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71643VAB1 13000.00000000 PA USD 9127.95000000 0.108382863265 Long DBT CORP MX N 2 2032-02-16 Fixed 6.70000000 N N N N N N APPALACHIAN POWER CO 3SCHO1ABYYIG382BEI70 037735CW5 20000.00000000 PA USD 18401.96000000 0.218500004326 Long DBT CORP US N 2 2027-06-01 Fixed 3.30000000 N N N N N N REGENERON PHARMACEUTICAL 549300RCBFWIRX3HYQ56 75886FAE7 20000.00000000 PA USD 15174.03000000 0.180172417538 Long DBT CORP US N 2 2030-09-15 Fixed 1.75000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD 6877.15000000 0.081657459572 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2053-07-24 0.00000000 USD 0.00000000 USD 25000.00000000 USD 6877.15000000 N N N Bear Stearns Adjustable Rate M N/A 07384MG97 6833.23000000 PA USD 6460.66000000 0.076712167505 Long ABS-MBS CORP US N 2 2034-04-25 Variable 2.99389600 N N N N N N NATIONWIDE MUTUAL INSURA Z7LVXXWM8HZPKF5T2355 638671AJ6 50000.00000000 PA USD 50006.29000000 0.593761457004 Long DBT CORP US N 2 2024-12-15 Floating 5.58257000 N N N N N N NEW YORK CITY NY TRANSITIONAL N/A 64971XUY2 50000.00000000 PA USD 39172.27000000 0.465121169944 Long DBT MUN US N 2 2033-11-01 Fixed 2.50000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BK6 30000.00000000 PA USD 29171.24000000 0.346371585755 Long DBT CORP GB N 2 2025-03-22 Fixed 4.26900000 N N N N N N PREMIER HEALTH PARTNERS 549300KETC002I82TF46 74052BAA5 15000.00000000 PA USD 13412.43000000 0.159255645215 Long DBT CORP US N 2 2026-11-15 Fixed 2.91100000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 36962GW75 10000.00000000 PA USD 9504.19000000 0.112850237481 Long DBT CORP US N 2 2026-05-05 Floating 3.21229000 N N N N N N SLM Student Loan Trust 549300R59P5DXM48DO55 78445GAD5 17065.20000000 PA USD 17046.49000000 0.202405512170 Long ABS-O CORP US N 2 2023-04-25 Floating 4.28300000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2X8 30000.00000000 PA USD 29445.76000000 0.349631163603 Long DBT CORP US N 2 2024-05-24 Floating 3.11212000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F0406A0 50000.00000000 PA USD 46349.87000000 0.550346093324 Long ABS-MBS USGSE US N 2 2052-10-15 Fixed 4.00000000 N N N N N N GS Mortgage Securities Trust N/A 36258PAC1 375000.00000000 PA USD 2752.35000000 0.032680675694 Long ABS-MBS CORP US N 2 2037-02-10 Variable 0.44589700 N N N N N N Citigroup Mortgage Loan Trust 549300R1KUK063S4I339 17307GNR5 38627.15000000 PA USD 36124.38000000 0.428931330482 Long ABS-MBS CORP US N 2 2035-02-25 Floating 3.71400000 N N N N N N Long Beach Mortgage Loan Trust N/A 542514RH9 4148.74000000 PA USD 4025.27000000 0.047794990990 Long ABS-MBS CORP US N 2 2036-02-25 Floating 3.52400000 N N N N N N 321 Henderson Receivables LLC N/A 46617LAA9 31501.06000000 PA USD 28575.05000000 0.339292583432 Long ABS-O CORP US N 2 2073-01-17 Fixed 4.08000000 N N N N N N SOUTHERN NATURAL GAS N/A 84346LAA8 30000.00000000 PA USD 24770.10000000 0.294113613830 Long DBT CORP US N 2 2047-03-15 Fixed 4.80000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CFN6 60000.00000000 PA USD 60031.64000000 0.712799810439 Long DBT UST US N 1 2024-09-30 Fixed 4.25000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137BNNA8 2254153.35000000 PA USD 1779.43000000 0.021128481025 Long ABS-MBS USGSE US N 2 2022-12-25 Variable 0.56245700 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 075887BW8 20000.00000000 PA USD 18633.82000000 0.221253048621 Long DBT CORP US N 2 2027-06-06 Fixed 3.70000000 N N N N N N WASTE CONNECTIONS INC 549300HDLRTPBQU69P29 94106BAA9 15000.00000000 PA USD 12538.19000000 0.148875150757 Long DBT CORP CA N 2 2030-02-01 Fixed 2.60000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCE3 70000.00000000 PA USD 55185.29000000 0.655255532766 Long DBT CORP US N 2 2031-03-25 Fixed 2.87500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38381RME6 20526.19000000 PA USD 19500.43000000 0.231542946477 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 3.50000000 N N N N N N 2022-11-18 METROPOLITAN WEST FUNDS Eric Chan Eric Chan Managing Director