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 2024-03-31 2023-06-30 N 11852008.09 1263315.58 10588692.51 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1140022.45000000 0.00000000 65613.00000000 USD N Bloomberg U.S. Intermediate Credit Index LUICSTAT MID-AMERICA APARTMENTS 549300FXWGE3QSYCUJ38 59523UAS6 20000.00000000 PA USD 15853.10000000 0.149717257206 Long DBT CORP US N 2 2031-02-15 Fixed 1.70000000 N N N N N N PFIZER INVESTMENT ENTER 5493000FQO8XF9C0RT95 716973AE2 50000.00000000 PA USD 49864.45000000 0.470921692672 Long DBT CORP SG N 2 2033-05-19 Fixed 4.75000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NE7 145000.00000000 PA USD 116717.75000000 1.102286707162 Long DBT CORP US N 2 2032-11-03 Fixed 2.52000000 N N N N N N COMM Mortgage Trust N/A 12592KBD5 1972563.63000000 PA USD 13548.26000000 0.127950263804 Long ABS-MBS CORP US N 3 2047-09-10 Variable 0.98488300 N N N N N N ARTHUR J GALLAGHER & CO 54930049QLLMPART6V29 04316JAE9 50000.00000000 PA USD 50401.39000000 0.475992573704 Long DBT CORP US N 2 2053-03-02 Fixed 5.75000000 N N N N N N LXP INDUSTRIAL TRUST 549300S4MH2ICXDBFV43 529043AE1 25000.00000000 PA USD 19997.02000000 0.188852589506 Long DBT CORP US N 2 2030-09-15 Fixed 2.70000000 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759AR1 5000.00000000 PA USD 4688.40000000 0.044277421367 Long DBT CORP US N 2 2026-07-01 Fixed 2.90000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAW1 50000.00000000 PA USD 41712.85000000 0.393937683624 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N ARIZONA PUBLIC SERVICE YG6VT0TPHRH4TFVAQV64 040555DE1 30000.00000000 PA USD 31845.15000000 0.300746763303 Long DBT CORP US N 2 2032-12-15 Fixed 6.35000000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BE6 55000.00000000 PA USD 53098.40000000 0.501463234954 Long DBT CORP US N 2 2054-09-15 Fixed 4.37500000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAG2 10000.00000000 PA USD 7826.93000000 0.073917813673 Long DBT CORP US N 2 2032-03-15 Fixed 2.35000000 N N N N N N NORTHWESTERN UNIVERSITY OBWWNZE695DUK77DTI34 668444AM4 20000.00000000 PA USD 17741.92000000 0.167555342486 Long DBT CORP US N 2 2038-12-01 Fixed 3.68800000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63859UBH5 25000.00000000 PA USD 21748.13000000 0.205390136501 Long DBT CORP GB N 2 2026-10-13 Fixed 1.50000000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 453140AF2 30000.00000000 PA USD 28866.53000000 0.272616566896 Long DBT CORP GB N 2 2025-07-21 Fixed 4.25000000 N N N N N N FARMERS INS EXCH 549300UWG2TLX1GZVT44 309601AE2 45000.00000000 PA USD 35381.70000000 0.334146071071 Long DBT CORP US N 2 2057-11-01 Fixed 4.74700000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468U6 175000.00000000 PA USD 135844.09000000 1.282916562849 Long DBT CORP US N 2 2032-02-13 Fixed 1.79400000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAH1 60000.00000000 PA USD 47858.74000000 0.451979693949 Long DBT CORP US N 2 2032-03-01 Fixed 3.50000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172CX5 30000.00000000 PA USD 30793.58000000 0.290815697697 Long DBT CORP US N 2 2032-11-17 Fixed 5.75000000 N N N N N N Wells Fargo Commercial Mortgag N/A 94989MAH2 2038340.00000000 PA USD 18503.36000000 0.174746409743 Long ABS-MBS CORP US N 2 2058-07-15 Variable 0.74333700 N N N N N N BECTON DICKINSON & CO ICE2EP6D98PQUILVRZ91 075887BW8 20000.00000000 PA USD 19026.59000000 0.179687813032 Long DBT CORP US N 2 2027-06-06 Fixed 3.70000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38374EP35 172750.99000000 PA USD 10792.70000000 0.101926654209 Long ABS-MBS USGA US N 2 2033-10-20 Floating 1.44343000 N N N N N N ELANCO ANIMAL HEALTH INC 549300SHPNDCE059M934 28414HAG8 15000.00000000 PA USD 14591.55000000 0.137803132787 Long DBT CORP US N 2 2028-08-28 Variable 6.65000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAN2 15000.00000000 PA USD 14665.88000000 0.138505108030 Long DBT CORP US N 2 2029-08-15 Fixed 5.30000000 N N N N N N 321 Henderson Receivables LLC N/A 46617LAA9 29420.51000000 PA USD 26429.96000000 0.249605510548 Long ABS-O CORP US N 2 2073-01-17 Fixed 4.08000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BT8 10000.00000000 PA USD 9166.83000000 0.086571878363 Long DBT CORP US N 2 2029-03-23 Fixed 3.70000000 N N N N N N Wells Fargo Commercial Mortgag 549300PX4QZK7CUM8D08 94988XAX4 258016.50000000 PA USD 1364.26000000 0.012884121422 Long ABS-MBS CORP US N 2 2050-08-15 Variable 1.21211200 N N N N N N CENTERPOINT ENERGY RES 2JADVB0458J06WCD4N56 15189YAH9 25000.00000000 PA USD 25467.85000000 0.240519308459 Long DBT CORP US N 2 2033-03-01 Fixed 5.40000000 N N N N N N Citigroup Mortgage Loan Trust 549300R1KUK063S4I339 17307GNR5 36948.52000000 PA USD 33747.89000000 0.318716309573 Long ABS-O CORP US N 2 2035-02-25 Floating 5.78043000 N N N N N N HEALTHCARE RLTY HLDGS LP 549300IYGAS4GE6VDL07 42225UAG9 15000.00000000 PA USD 12843.26000000 0.121292217975 Long DBT CORP US N 2 2030-02-15 Fixed 3.10000000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAF8 20000.00000000 PA USD 17266.94000000 0.163069613965 Long DBT CORP US N 2 2027-01-15 Fixed 1.65000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378BF61 2095616.62000000 PA USD 6184.58000000 0.058407400103 Long ABS-MBS USGA US N 2 2053-02-16 Variable 0.12950000 N N N N N N CENTERPOINT ENER HOUSTON 549300S8SEQBOJLKHW63 15189XBB3 5000.00000000 PA USD 5010.02000000 0.047314812430 Long DBT CORP US N 2 2033-04-01 Fixed 4.95000000 N N N N N N MASSACHUSETTS ST SCH BLDG AUTH N/A 576000B85 15000.00000000 PA USD 11121.81000000 0.105034781107 Long DBT MUN US N 2 2037-02-15 Fixed 2.50000000 N N N N N N ILLUMINA INC SQ95QG8SR5Q56LSNF682 452327AM1 25000.00000000 PA USD 20747.52000000 0.195940339002 Long DBT CORP US N 2 2031-03-23 Fixed 2.55000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DG2 50000.00000000 PA USD 44930.63000000 0.424326515833 Long DBT CORP US N 2 2029-08-15 Fixed 3.25000000 N N N N N N US AIRWAYS 2011-1A PTT N/A 903436AA1 13274.01720900 PA USD 13297.80000000 0.125584910388 Long DBT CORP US N 2 2023-10-22 Fixed 7.12500000 N N N N N N WRKCO INC 549300JEB576INN13W07 92940PAG9 10000.00000000 PA USD 8157.77000000 0.077042278754 Long DBT CORP US N 2 2033-06-15 Fixed 3.00000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BJ3 10000.00000000 PA USD 10280.57000000 0.097090079726 Long DBT CORP US N 2 2033-10-28 Fixed 6.03700000 N N N N N N SONOCO PRODUCTS CO GKOMIK4RDJGHEF0VNP11 835495AL6 25000.00000000 PA USD 21836.19000000 0.206221778367 Long DBT CORP US N 2 2030-05-01 Fixed 3.12500000 N N N N N N MMI CAPITAL TRUST I N/A 553086AC3 50000.00000000 PA USD 52414.73000000 0.495006630426 Long DBT CORP US N 2 2027-12-15 Fixed 7.62500000 N N N N N N BAXTER INTERNATIONAL INC J5OIVXX3P24RJRW5CK77 071813BY4 10000.00000000 PA USD 9234.44000000 0.087210389680 Long DBT CORP US N 2 2030-04-01 Fixed 3.95000000 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AN2 35000.00000000 PA USD 33396.72000000 0.315399847228 Long DBT CORP US N 2 2024-10-01 Fixed 1.80000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYM0 90000.00000000 PA USD 80073.69000000 0.756218862001 Long DBT CORP US N 2 2027-10-21 Fixed 1.94800000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCJ2 20000.00000000 PA USD 21255.52000000 0.200737909613 Long DBT CORP US N 2 2032-11-09 Fixed 6.25000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMM1 74000.00000000 PA USD 57987.75000000 0.547638435484 Long DBT CORP US N 2 2033-12-01 Fixed 2.55000000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAC0 32000.00000000 PA USD 26467.03000000 0.249955600986 Long DBT CORP N/A N 2 2031-12-01 Fixed 3.75000000 N N N N N N BACARDI LTD 549300R32WTQNHNN5055 067316AF6 10000.00000000 PA USD 9677.74000000 0.091396931121 Long DBT CORP BM N 2 2028-05-15 Fixed 4.70000000 N N N N N N RAYMOND JAMES FINANCIAL RGUZHJ05YTITL6D76949 754730AG4 20000.00000000 PA USD 19525.25000000 0.184397176342 Long DBT CORP US N 2 2030-04-01 Fixed 4.65000000 N N N N N N HUDSON PACIFIC PROPERTIE 5493007NTUGLGZ8T3526 44409MAA4 75000.00000000 PA USD 54607.10000000 0.515711453028 Long DBT CORP US N 2 2027-11-01 Fixed 3.95000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBL8 35000.00000000 PA USD 29080.50000000 0.274637307415 Long DBT CORP US N 2 2031-06-15 Fixed 2.55000000 N N N N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 084659BD2 25000.00000000 PA USD 19406.32000000 0.183273997065 Long DBT CORP US N 2 2031-05-15 Fixed 1.65000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3B7 5000.00000000 PA USD 4798.77000000 0.045319759691 Long DBT CORP US N 2 2033-07-25 Fixed 4.89700000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEF8 5000.00000000 PA USD 3785.85000000 0.035753706101 Long DBT CORP US N 2 2036-09-16 Fixed 2.48400000 N N N N N N GS Mortgage Securities Trust N/A 36252WAZ1 2224330.46000000 PA USD 7437.76000000 0.070242477935 Long ABS-MBS CORP US N 2 2047-04-10 Variable 1.16918500 N N N N N N SOUTHWESTERN ELEC POWER R64UBJHEC74EB3HGQ410 845437BR2 15000.00000000 PA USD 14269.63000000 0.134762908513 Long DBT CORP US N 2 2028-09-15 Fixed 4.10000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU 549300QGM7D5K3CV2643 96221TAH0 1169830.82000000 PA USD 3036.00000000 0.028672095229 Long ABS-MBS CORP US N 2 2047-03-15 Variable 1.40399500 N N N N N N WEYERHAEUSER CO 08IRJODWFYBI7QWRGS31 962166CA0 15000.00000000 PA USD 12916.56000000 0.121984465861 Long DBT CORP US N 2 2033-03-09 Fixed 3.37500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H042679 50000.00000000 PA USD 48255.36000000 0.455725387760 Long ABS-MBS USGA US N 2 2053-07-15 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380Y2X2 22416.84000000 PA USD 20731.34000000 0.195787534489 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 3.50000000 N N N N N N Structured Asset Mortgage Inve N/A 86359LAQ2 1239.59000000 PA USD 1155.60000000 0.010913528737 Long ABS-MBS CORP US N 2 2034-03-19 Floating 5.84629000 N N N N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369AZ8 30000.00000000 PA USD 28516.45000000 0.269310398550 Long DBT CORP US N 2 2032-08-08 Fixed 4.25000000 N N N N N N SMITH & NEPHEW PLC 213800ZTMDN8S67S1H61 83192PAA6 30000.00000000 PA USD 24300.99000000 0.229499439869 Long DBT CORP GB N 2 2030-10-14 Fixed 2.03200000 N N N N N N JDE PEET'S NV 724500EHG519SE5ZRT89 47216QAC7 30000.00000000 PA USD 23192.75000000 0.219033180707 Long DBT CORP NL N 2 2031-09-24 Fixed 2.25000000 N N N N N N GS Mortgage Securities Trust N/A 36249KAE0 2419510.58000000 PA USD 2488.95000000 0.023505734987 Long ABS-MBS CORP US N 2 2043-08-10 Variable 0.56791900 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CGW5 67773.85000000 PA USD 65571.20000000 0.619256815117 Long DBT UST US N 2 2028-04-15 Fixed 1.25000000 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 3.79618000 N N N N N N GSR Mortgage Loan Trust N/A 362341RX9 9009.52000000 PA USD 8525.19000000 0.080512206695 Long ABS-MBS CORP US N 2 2035-09-25 Variable 4.07002200 N N N N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 77340RAR8 10000.00000000 PA USD 9209.88000000 0.086978444140 Long DBT CORP US N 2 2029-07-15 Fixed 4.95000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAL7 45000.00000000 PA USD 42710.00000000 0.403354804756 Long DBT CORP US N 2 2028-12-15 Fixed 4.37500000 N N N N N N Ameriquest Mortgage Securities N/A 03072SV36 100000.00000000 PA USD 96010.57000000 0.906727340597 Long ABS-O CORP US N 2 2036-01-25 Floating 5.90043000 N N N N N N HEALTHCARE RLTY HLDGS LP 549300IYGAS4GE6VDL07 42225UAH7 30000.00000000 PA USD 23058.25000000 0.217762957779 Long DBT CORP US N 2 2031-03-15 Fixed 2.00000000 N N N N N N SLM Student Loan Trust 54930067BGNOZYMNWK87 78445FAE5 20000.00000000 PA USD 18508.61000000 0.174795990935 Long ABS-O CORP US N 2 2083-07-26 Floating 7.10514000 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BA3 50000.00000000 PA USD 47168.83000000 0.445464158633 Long DBT CORP US N 2 2035-08-15 Fixed 5.70000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31282YJ42 141479.60000000 PA USD 27462.77000000 0.259359406027 Long ABS-MBS USGSE US N 2 2036-07-15 Fixed 5.50000000 N N N N N N SEALED AIR CORP Q0M0CZB4YN6JZ65WXI09 81211KAZ3 30000.00000000 PA USD 26168.71000000 0.247138255977 Long DBT CORP US N 2 2026-10-15 Fixed 1.57300000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F052672 225000.00000000 PA USD 223989.08000000 2.115361077757 Long ABS-MBS USGSE US N 2 2053-07-15 Fixed 5.50000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AP4 20000.00000000 PA USD 17423.98000000 0.164552705478 Long DBT CORP US N 2 2030-01-15 Fixed 4.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKA6 155000.00000000 PA USD 123982.17000000 1.170892155787 Long DBT CORP US N 2 2032-07-21 Fixed 2.29900000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DR8 50000.00000000 PA USD 50074.41000000 0.472904562604 Long DBT CORP US N 2 2033-03-02 Fixed 5.25000000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAY2 20000.00000000 PA USD 19285.13000000 0.182129474264 Long DBT CORP US N 2 2025-06-15 Fixed 3.62500000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248BD9 40000.00000000 PA USD 29602.65000000 0.279568511145 Long DBT CORP US N 2 2031-09-13 Fixed 2.62500000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46643PBG4 1391919.64000000 PA USD 10964.92000000 0.103553106199 Long ABS-MBS CORP US N 2 2047-11-15 Variable 0.95188700 N N N N N N APPALACHIAN POWER CO 3SCHO1ABYYIG382BEI70 037735CW5 20000.00000000 PA USD 18685.40000000 0.176465602172 Long DBT CORP US N 2 2027-06-01 Fixed 3.30000000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 912797GV3 150000.00000000 PA USD 148017.89000000 1.397886376058 Long DBT UST US N 1 2023-10-03 None 0.00000000 N N N N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 92277GAG2 10000.00000000 PA USD 9571.11000000 0.090389913494 Long DBT CORP US N 2 2026-01-15 Fixed 4.12500000 N N N N N N PIEDMONT NATURAL GAS CO VXB4M3BDPKF3I2AZ3G89 720186AN5 10000.00000000 PA USD 8194.11000000 0.077385475045 Long DBT CORP US N 2 2031-03-15 Fixed 2.50000000 N N N N N N SLM Student Loan Trust 549300JQFJDGC1WO7674 78445CAD4 23000.60000000 PA USD 22616.96000000 0.213595398852 Long ABS-O CORP US N 2 2023-07-25 Floating 6.35514000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A1L60 62837.78000000 PA USD 4182.96000000 0.039504027490 Long ABS-MBS USGSE US N 2 2041-11-25 Floating 0.84957000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 912797GG6 105000.00000000 PA USD 104355.20000000 0.985534332038 Long DBT UST US N 1 2023-08-15 None 0.00000000 N N N N N N BAE SYSTEMS HOLDINGS INC MF62XBVMNYTYMC18DL76 05523UAP5 10000.00000000 PA USD 9595.72000000 0.090622331236 Long DBT CORP US N 2 2025-12-15 Fixed 3.85000000 N N N N N N SYDNEY AIRPORT FINANCE 549300MJAANHLHOVTO40 87124VAF6 15000.00000000 PA USD 14263.89000000 0.134708699742 Long DBT CORP AU N 2 2026-04-28 Fixed 3.62500000 N N N N N N FARMERS EXCHANGE CAPITAL N/A 309588AC5 5000.00000000 PA USD 5043.58000000 0.047631754300 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 6499022E2 50000.00000000 PA USD 51379.89000000 0.485233563553 Long DBT MUN US N 2 2033-03-15 Fixed 5.28900000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136ARP44 298961.91000000 PA USD 4137.06000000 0.039070546208 Long ABS-MBS USGSE US N 2 2039-01-25 Variable 2.69697900 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BS1 15000.00000000 PA USD 11857.58000000 0.111983419943 Long DBT CORP US N 2 2032-04-15 Fixed 2.70300000 N N N N N N CHURCH & DWIGHT CO INC POOXSI30AWAQGYJZC921 17136MAC6 35000.00000000 PA USD 37012.11000000 0.349543722844 Long DBT CORP US N 2 2032-11-15 Fixed 5.60000000 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 37331NAK7 20000.00000000 PA USD 17059.09000000 0.161106670950 Long DBT CORP US N 2 2030-04-30 Fixed 2.30000000 N N N N N N COMM Mortgage Trust N/A 12591YBE4 1729486.69000000 PA USD 8134.47000000 0.076822232700 Long ABS-MBS CORP US N 2 2047-06-10 Variable 1.20739800 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AQ5K2 44596.74000000 PA USD 391.71000000 0.003699323590 Long ABS-MBS USGSE US N 2 2036-04-25 Variable 2.03842000 N N N N N N PHYSICIANS REALTY LP 549300P6Q1UMT0X60U20 71951QAC6 5000.00000000 PA USD 3898.29000000 0.036815593580 Long DBT CORP US N 2 2031-11-01 Fixed 2.62500000 N N N N N N Wells Fargo Home Equity Trust N/A 86359BMX6 10388.11000000 PA USD 9910.66000000 0.093596636134 Long ABS-MBS CORP US N 2 2034-04-25 Floating 5.75043000 N N N N N N PHYSICIANS REALTY LP 549300P6Q1UMT0X60U20 71951QAA0 26000.00000000 PA USD 24528.12000000 0.231644463911 Long DBT CORP US N 2 2027-03-15 Fixed 4.30000000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 23329PAF7 15000.00000000 PA USD 13402.49000000 0.126573606584 Long DBT CORP NO N 2 2026-09-16 Fixed 1.12700000 N N N N N N REVVITY INC 549300IKL1SDPFI7N655 714046AH2 35000.00000000 PA USD 28796.65000000 0.271956617616 Long DBT CORP US N 2 2031-03-15 Fixed 2.55000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAR6 15000.00000000 PA USD 13116.64000000 0.123874028711 Long DBT CORP GB N 2 2028-01-11 Fixed 2.46900000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 36962GW75 10000.00000000 PA USD 9973.25000000 0.094187738387 Long DBT CORP US N 2 2026-05-05 Floating 5.70629000 N N N N N N Banc of America Funding Corpor 549300UKLRORHBR16839 05963SAD4 5028.12000000 PA USD 5045.22000000 0.047647242520 Long ABS-MBS CORP US N 2 2036-09-26 Floating 5.29043000 N N N N N N JP Morgan Chase Commercial Mor N/A 46635GAJ9 597694.35000000 PA USD 6865.86000000 0.064841433382 Long ABS-MBS CORP US N 2 2043-11-15 Variable 1.56373900 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F030678 200000.00000000 PA USD 176031.22000000 1.662445290896 Long ABS-MBS USGSE US N 2 2053-07-15 Fixed 3.00000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AL3 20000.00000000 PA USD 18950.00000000 0.178964494266 Long DBT CORP US N 2 2029-01-15 Fixed 5.30000000 N N N N N N SANTA MONICA CA CMNTY CLG DIST N/A 802385RX4 20000.00000000 PA USD 15704.68000000 0.148315573288 Long DBT MUN US N 2 2033-08-01 Fixed 2.04600000 N N N N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 77340RAS6 20000.00000000 PA USD 19009.93000000 0.179530475382 Long DBT CORP US N 2 2025-05-15 Fixed 3.60000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHD6 102000.00000000 PA USD 100723.01000000 0.951231796606 Long DBT UST US N 1 2025-05-31 Fixed 4.25000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCB0 240000.00000000 PA USD 215696.59000000 2.037046498387 Long DBT CORP US N 2 2027-04-22 Fixed 1.57800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AQYU6 98617.55000000 PA USD 92089.33000000 0.869695006376 Long ABS-MBS USGSE US N 2 2042-06-15 Fixed 3.50000000 N N N N N N CIM Trust N/A 12598HAB1 63291.05000000 PA USD 54155.84000000 0.511449737055 Long ABS-MBS CORP US N 2 2061-05-01 Variable 2.00000000 N N N N N N DELTA AIR LINES 2020-AA N/A 247361ZV3 20515.45520000 PA USD 18223.27000000 0.172101229521 Long DBT CORP US N 2 2028-06-10 Fixed 2.00000000 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAV9 10000.00000000 PA USD 8070.62000000 0.076219230961 Long DBT CORP US N 2 2032-03-15 Fixed 2.65000000 N N N N N N Credit Suisse Mortgage Trust N/A 12594PAX9 308896.23000000 PA USD 5336.68000000 0.050399801438 Long ABS-MBS CORP US N 2 2049-12-15 Variable 0.82895600 N N N N N N Saxon Asset Securities Trust N/A 80556YAB1 62976.27000000 PA USD 43106.94000000 0.407103520659 Long ABS-O CORP US N 2 2047-05-25 Floating 5.25043000 N N N N N N PUBLIC SERVICE CO OF NEW OFZN1UT56PNG1CGSR346 744542AC5 40000.00000000 PA USD 38349.31000000 0.362172288635 Long DBT CORP US N 2 2025-08-01 Fixed 3.85000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AR0 4000.00000000 PA USD 3220.00000000 0.030409797970 Long DBT CORP US N 2 2032-01-15 Fixed 3.25000000 N N N N N N MIAMI-DADE CNTY FL AVIATION RE N/A 59333P2P2 15000.00000000 PA USD 13297.15000000 0.125578771764 Long DBT MUN US N 2 2031-10-01 Fixed 3.50400000 N N N N N N HEALTHCARE RLTY HLDGS LP 549300IYGAS4GE6VDL07 42225UAJ3 4000.00000000 PA USD 3761.37000000 0.035522516084 Long DBT CORP US N 2 2025-05-01 Fixed 3.87500000 N N N N N N S&P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VBK9 10000.00000000 PA USD 8691.35000000 0.082081427823 Long DBT CORP US N 2 2032-03-01 Fixed 2.90000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAP0 20000.00000000 PA USD 20080.62000000 0.189642110969 Long DBT CORP US N 2 2033-06-30 Fixed 5.40000000 N N N N N N TAKE-TWO INTERACTIVE SOF BOMSTHHJK882EWYX3334 874054AH2 15000.00000000 PA USD 13772.19000000 0.130065066928 Long DBT CORP US N 2 2032-04-14 Fixed 4.00000000 N N N N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 683715AF3 17000.00000000 PA USD 17297.50000000 0.163358223724 Long DBT CORP CA N 2 2027-12-01 Fixed 6.90000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBF7 10000.00000000 PA USD 7802.21000000 0.073684357087 Long DBT CORP US N 2 2033-02-15 Fixed 2.60000000 N N N N N N NEW YORK ST DORM AUTH ST PERSO 549300C8XO7EXTX2XU71 64990FQY3 25000.00000000 PA USD 21690.63000000 0.204847104394 Long DBT MUN US N 2 2032-02-15 Fixed 2.95700000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AT5 45000.00000000 PA USD 39395.25000000 0.372050184314 Long DBT CORP CH N 2 2027-02-02 Fixed 1.30500000 N N N N N N AMERICAN ASSETS TRUST LP 549300V1TI0SMG9Z6U69 02401LAA2 25000.00000000 PA USD 19631.41000000 0.185399755271 Long DBT CORP US N 2 2031-02-01 Fixed 3.37500000 N N N N N N NEW YORK CITY NY TRANSITIONAL N/A 64971XEN4 5000.00000000 PA USD 4696.07000000 0.044349857128 Long DBT MUN US N 2 2029-08-01 Fixed 3.73000000 N N N N N N SPRINT CAPITAL CORP 549300L17W0GQBR1PO80 852060AT9 20000.00000000 PA USD 24194.44000000 0.228493177766 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N RELX CAPITAL INC 2R15C3RTKJN1RCBOV146 74949LAD4 30000.00000000 PA USD 26822.12000000 0.253309083956 Long DBT CORP US N 2 2030-05-22 Fixed 3.00000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBZ2 5000.00000000 PA USD 5097.03000000 0.048136538058 Long DBT CORP US N 2 2033-03-15 Fixed 5.65000000 N N N N N N SKYAF 2020-1 A N/A 000000000 34756.42000000 PA USD 30594.75000000 0.288937939893 Long ABS-MBS CORP US N 3 2038-05-10 Floating 3.22900000 N N N N N N PROGRESSIVE CORP 529900TACNVLY9DCR586 743315AW3 10000.00000000 PA USD 8976.15000000 0.084771089457 Long DBT CORP US N 2 2030-03-26 Fixed 3.20000000 N N N N N N Bombardier Capital Mortgage Se N/A 09774XBN1 19426.33000000 PA USD 2496.52000000 0.023577226344 Long ABS-O CORP US N 2 2030-06-15 Variable 7.57500000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAU2 10000.00000000 PA USD 9883.49000000 0.093340041659 Long DBT CORP US N 2 2033-05-15 Fixed 5.12500000 N N N N N N AMEREN CORP XRZQ5S7HYJFPHJ78L959 023608AJ1 75000.00000000 PA USD 66976.38000000 0.632527386518 Long DBT CORP US N 2 2031-01-15 Fixed 3.50000000 N N N N N N ITC HOLDINGS CORP 549300HTO5U9D3SLE207 465685AR6 20000.00000000 PA USD 19764.12000000 0.186653073373 Long DBT CORP US N 2 2027-09-22 Fixed 4.95000000 N N N N N N FIDELITY NATL INFO SERV 6WQI0GK1PRFVBA061U48 31620MBT2 30000.00000000 PA USD 24030.03000000 0.226940483702 Long DBT CORP US N 2 2031-03-01 Fixed 2.25000000 N N N N N N Morgan Stanley Mortgage Loan T N/A 61748HAR2 10035.19000000 PA USD 9427.95000000 0.089037905209 Long ABS-MBS CORP US N 2 2034-07-25 Variable 4.84565100 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AW3 20000.00000000 PA USD 20573.35000000 0.194295471141 Long DBT CORP US N 2 2032-10-15 Fixed 5.50000000 N N N N N N Octagon Credit Partners 46, LT N/A 67577VAL7 70000.00000000 PA USD 68570.25000000 0.647579953192 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 6.42029000 N N N N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 476556DD4 35000.00000000 PA USD 28894.14000000 0.272877316748 Long DBT CORP US N 2 2032-03-01 Fixed 2.75000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAF0 20000.00000000 PA USD 16843.34000000 0.159069120045 Long DBT CORP US N 2 2030-10-01 Fixed 2.78200000 N N N N N N NEW YORK ST DORM AUTH ST PERSO 549300C8XO7EXTX2XU71 64990FD84 75000.00000000 PA USD 64391.85000000 0.608118990509 Long DBT MUN US N 2 2029-03-15 Fixed 1.95200000 N N N N N N Wells Fargo Commercial Mortgag 5493007CD1Q2V06I4172 94989AAX3 4131624.16000000 PA USD 47586.60000000 0.449409593819 Long ABS-MBS CORP US N 2 2047-12-15 Variable 1.15790900 N N N N N N NEW YORK LIFE INSURANCE TAE73CY392TBWJ3O3305 64952GAE8 25000.00000000 PA USD 25851.27000000 0.244140340987 Long DBT CORP US N 2 2033-05-15 Fixed 5.87500000 N N N N N N NEW YORK CITY NY TRANSITIONAL N/A 64971XUY2 50000.00000000 PA USD 40447.50000000 0.381987671866 Long DBT MUN US N 2 2033-11-01 Fixed 2.50000000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523CL2 35000.00000000 PA USD 29759.25000000 0.281047447282 Long DBT CORP US N 2 2030-03-15 Fixed 2.40000000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AQ4 30000.00000000 PA USD 23797.22000000 0.224741817533 Long DBT CORP US N 2 2030-11-01 Fixed 2.30000000 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 80283LAA1 35000.00000000 PA USD 34815.13000000 0.328795363234 Long DBT CORP GB N 2 2023-11-07 Fixed 5.00000000 N N N N N N GS Mortgage Securities Trust N/A 36258PAC1 375000.00000000 PA USD 1772.04000000 0.016735210681 Long ABS-MBS CORP US N 2 2037-02-10 Variable 0.44589700 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 912797FC6 300000.00000000 PA USD 295022.12000000 2.786199709939 Long DBT UST US N 1 2023-10-26 None 0.00000000 N N N N N N SLM Student Loan Trust 549300SRMXHPGI3BJ386 78444YAE5 35000.00000000 PA USD 34149.47000000 0.322508845806 Long ABS-O CORP US N 2 2073-07-25 Floating 7.10514000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AM0 20000.00000000 PA USD 19059.04000000 0.179994272021 Long DBT CORP CH N 2 2025-09-11 Fixed 2.59300000 N N N N N N LIFE STORAGE LP X0MIGH67XZCB7HL1A534 53227JAC8 40000.00000000 PA USD 32049.08000000 0.302672685694 Long DBT CORP US N 2 2030-10-15 Fixed 2.20000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CH7 10000.00000000 PA USD 9330.00000000 0.088112861821 Long DBT CORP US N 2 2032-04-13 Fixed 3.60000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHE4 55000.00000000 PA USD 53789.87000000 0.507993502967 Long DBT UST US N 1 2028-05-31 Fixed 3.62500000 N N N N N N PIEDMONT NATURAL GAS CO VXB4M3BDPKF3I2AZ3G89 720186AQ8 25000.00000000 PA USD 24960.57000000 0.235728537554 Long DBT CORP US N 2 2033-06-15 Fixed 5.40000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XBF0 15000.00000000 PA USD 14112.56000000 0.133279533678 Long DBT CORP US N 2 2028-10-01 Fixed 4.62500000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BX1 100000.00000000 PA USD 75735.80000000 0.715251669915 Long DBT CORP US N 2 2032-02-01 Fixed 2.30000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCE3 70000.00000000 PA USD 59731.34000000 0.564104963323 Long DBT CORP US N 2 2031-03-25 Fixed 2.87500000 N N N N N N ALCON FINANCE CORP 549300CUZUI9VU7XNK42 01400EAA1 40000.00000000 PA USD 36755.49000000 0.347120194162 Long DBT CORP US N 2 2026-09-23 Fixed 2.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H050672 25000.00000000 PA USD 24568.36000000 0.232024491945 Long ABS-MBS USGA US N 2 2053-07-15 Fixed 5.00000000 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAN4 25000.00000000 PA USD 19276.07000000 0.182043911293 Long DBT CORP US N 2 2032-09-15 Fixed 1.85000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAG6 5000.00000000 PA USD 4673.82000000 0.044139727313 Long DBT CORP KY N 2 2026-05-01 Fixed 4.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDC4 46797.18000000 PA USD 38141.89000000 0.360213406555 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N SAN FRANCISCO CALIF CITY &CNTY 54930055TIDYHNDP4F84 79766DUT4 20000.00000000 PA USD 16688.19000000 0.157603877761 Long DBT MUN US N 2 2034-05-01 Fixed 3.05300000 N N N N N N TRACTOR SUPPLY CO 549300OJ9VZHZRO6I137 892356AB2 20000.00000000 PA USD 19848.25000000 0.187447600175 Long DBT CORP US N 2 2033-05-15 Fixed 5.25000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AP3 70000.00000000 PA USD 62340.61000000 0.588747004798 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 000000000 -11.00000000 NC USD 13349.28000000 0.126071089394 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 2023-09-20 -1316161.78000000 USD 13349.28000000 N N N AON CORP/AON GLOBAL HOLD N/A 03740LAC6 10000.00000000 PA USD 8273.12000000 0.078131648380 Long DBT CORP US N 2 2031-12-02 Fixed 2.60000000 N N N N N N KELLOGG CO LONOZNOJYIBXOHXWDB86 487836BZ0 30000.00000000 PA USD 30178.14000000 0.285003459789 Long DBT CORP US N 2 2033-03-01 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A9VM7 18227.59000000 PA USD 16198.77000000 0.152981777350 Long ABS-MBS USGSE US N 2 2042-06-25 Fixed 2.50000000 N N N N N N CBOE GLOBAL MARKETS INC 529900RLNSGA90UPEH54 12503MAD0 20000.00000000 PA USD 17182.97000000 0.162276598208 Long DBT CORP US N 2 2032-03-16 Fixed 3.00000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAH0 25000.00000000 PA USD 22807.37000000 0.215393637868 Long DBT CORP US N 2 2029-04-01 Fixed 3.90000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBS8 35000.00000000 PA USD 27884.63000000 0.263343467322 Long DBT CORP US N 2 2031-09-15 Fixed 2.30000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137BLN38 250000.00000000 PA USD 7140.43000000 0.067434482522 Long ABS-MBS USGSE US N 2 2043-10-25 Variable 1.60368100 N N N N N N Morgan Stanley BAML Trust N/A 61764PBV3 1743758.37000000 PA USD 15018.64000000 0.141836586394 Long ABS-MBS CORP US N 2 2047-12-15 Variable 1.09990400 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBS4 12000.00000000 PA USD 9782.23000000 0.092383738509 Long DBT CORP US N 2 2031-05-15 Fixed 2.50000000 N N N N N N ASCENSION HEALTH N/A 04352EAA3 20000.00000000 PA USD 17211.73000000 0.162548208702 Long DBT CORP US N 2 2029-11-15 Fixed 2.53200000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DA5 15000.00000000 PA USD 13261.14000000 0.125238692005 Long DBT CORP US N 2 2027-05-05 Fixed 2.55000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2X8 30000.00000000 PA USD 29706.82000000 0.280552296442 Long DBT CORP US N 2 2024-05-24 Floating 5.76828800 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BX6 65000.00000000 PA USD 60228.55000000 0.568800632779 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N Morgan Stanley BAML Trust N/A 61690FAN3 651403.04000000 PA USD 7441.95000000 0.070282048449 Long ABS-MBS CORP US N 2 2048-04-15 Variable 1.13937100 N N N N N N MASSACHUSETTS ST SPL OBLG REVE 5493001N1YCXNI1O7K10 576004HG3 25000.00000000 PA USD 24307.29000000 0.229558937300 Long DBT MUN US N 2 2031-07-15 Fixed 4.11000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWC27 45325.82000000 PA USD 38484.89000000 0.363452711122 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDE9 30000.00000000 PA USD 21939.02000000 0.207192908654 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BK6 15000.00000000 PA USD 14733.87000000 0.139147208081 Long DBT CORP GB N 2 2025-03-22 Fixed 4.26900000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CT0 15000.00000000 PA USD 14790.00000000 0.139677301857 Long DBT CORP US N 2 2025-05-01 Fixed 4.87500000 N N N N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BN1 30000.00000000 PA USD 24970.78000000 0.235824961168 Long DBT CORP US N 2 2030-11-15 Fixed 2.25000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AX4 30000.00000000 PA USD 28546.81000000 0.269597119503 Long DBT CORP US N 2 2030-05-15 Fixed 4.50000000 N N N N N N PIPELINE FUNDING CO LLC N/A 724060AA6 17072.00000000 PA USD 16972.92000000 0.160292878313 Long DBT CORP US N 2 2030-01-15 Fixed 7.50000000 N N N N N N REXFORD INDUSTRIAL REALT 549300028US163ELJN70 76169XAA2 5000.00000000 PA USD 3967.80000000 0.037472048567 Long DBT CORP US N 2 2030-12-01 Fixed 2.12500000 N N N N N N BARNABAS HEALTH INC 549300P076255Y69C077 06769QAA8 15000.00000000 PA USD 14055.74000000 0.132742923517 Long DBT CORP US N 2 2028-07-01 Fixed 4.00000000 N N N N N N METROPOLITAN EDISON CO N/A 591894CB4 25000.00000000 PA USD 23936.61000000 0.226058221800 Long DBT CORP US N 2 2025-04-15 Fixed 4.00000000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAK6 30000.00000000 PA USD 25875.00000000 0.244364447976 Long DBT CORP US N 2 2030-11-15 Fixed 3.87500000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAH4 20000.00000000 PA USD 18061.10000000 0.170569690100 Long DBT CORP US N 2 2026-01-15 Fixed 1.57000000 N N N N N N LXP INDUSTRIAL TRUST 549300S4MH2ICXDBFV43 529537AA0 25000.00000000 PA USD 19023.13000000 0.179655136666 Long DBT CORP US N 2 2031-10-01 Fixed 2.37500000 N N N N N N WACHOVIA STUDENT LOAN TRUST N/A 92978JAF0 22637.25000000 PA USD 21790.51000000 0.205790374774 Long ABS-O CORP US N 2 2040-04-25 Floating 5.42514000 N N N N N N BALTIMORE MD REVENUE N/A 059231Y38 15000.00000000 PA USD 11915.90000000 0.112534196160 Long DBT MUN US N 2 2033-07-01 Fixed 2.12500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHC8 85000.00000000 PA USD 81985.16000000 0.774270854711 Long DBT UST US N 1 2033-05-15 Fixed 3.37500000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -1.00000000 NC USD -1488.56000000 -0.01405801517 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 2023-09-20 -134730.19000000 USD -1488.56000000 N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAP6 10000.00000000 PA USD 8435.18000000 0.079662148957 Long DBT CORP KY N 2 2028-02-21 Fixed 2.75000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CF4 25000.00000000 PA USD 21717.31000000 0.205099071292 Long DBT CORP US N 2 2032-03-15 Fixed 3.62500000 N N N N N N MEDTRONIC GLOBAL HLDINGS 549300JXMTTP8GKYIX14 58507LBC2 30000.00000000 PA USD 29470.09000000 0.278316609649 Long DBT CORP LU N 2 2033-03-30 Fixed 4.50000000 N N N N N N JETBLUE 2019-1 CLASS AA N/A 477143AH4 27769.26430000 PA USD 23523.63000000 0.222158023549 Long DBT CORP US N 2 2032-05-15 Fixed 2.75000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAW5 50000.00000000 PA USD 43414.40000000 0.410007184163 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBJ0 30000.00000000 PA USD 29266.90000000 0.276397675844 Long DBT CORP US N 2 2025-10-15 Fixed 4.65000000 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAQ5 40000.00000000 PA USD 28036.03000000 0.264773294469 Long DBT CORP US N 2 2032-11-15 Fixed 2.50000000 N N N N N N PREMIER HEALTH PARTNERS 549300KETC002I82TF46 74052BAA5 15000.00000000 PA USD 13367.09000000 0.126239287687 Long DBT CORP US N 2 2026-11-15 Fixed 2.91100000 N N N N N N OKLAHOMA G&E CO 549300VJ8YXGPO8EV472 678858BX8 25000.00000000 PA USD 25453.86000000 0.240387186387 Long DBT CORP US N 2 2033-01-15 Fixed 5.40000000 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AC5 35000.00000000 PA USD 28308.47000000 0.267346227811 Long DBT CORP US N 2 2031-03-15 Fixed 2.37500000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BAY6 20000.00000000 PA USD 17833.74000000 0.168422493930 Long DBT CORP US N 2 2030-06-01 Fixed 3.40000000 N N N N N N UNITED AIR 2023-1 A PTT N/A 90932LAJ6 30000.00000000 PA USD 30585.51000000 0.288850676994 Long DBT CORP US N 2 2036-01-15 Fixed 5.80000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAR2 21000.00000000 PA USD 17727.81000000 0.167422087129 Long DBT CORP KY N 2 2027-11-18 Fixed 2.52800000 N N N N N N KEYSPAN GAS EAST CORP K8TS3HOE1568DUBUJL44 49338CAD5 25000.00000000 PA USD 25250.75000000 0.238469008106 Long DBT CORP US N 2 2033-03-06 Fixed 5.99400000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBK6 20000.00000000 PA USD 19947.04000000 0.188380576555 Long DBT CORP US N 2 2033-03-15 Fixed 5.30000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDM0 10000.00000000 PA USD 8190.78000000 0.077354026403 Long DBT CORP US N 2 2031-01-15 Fixed 1.95000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8N5 9000.00000000 PA USD 8994.86000000 0.084947787382 Long DBT CORP US N 2 2033-05-15 Fixed 4.95000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACB9 79000.00000000 PA USD 65690.31000000 0.620381694321 Long DBT CORP US N 2 2031-02-15 Fixed 2.55000000 N N N N N N ILLUMINA INC SQ95QG8SR5Q56LSNF682 452327AP4 15000.00000000 PA USD 15106.22000000 0.142663695123 Long DBT CORP US N 2 2027-12-13 Fixed 5.75000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F042673 225000.00000000 PA USD 216308.45000000 2.042824926644 Long ABS-MBS USGSE US N 2 2053-07-15 Fixed 4.50000000 N N N N N N NEW YORK CITY NY TRANSITIONAL N/A 64971XXC7 100000.00000000 PA USD 77716.44000000 0.733956906639 Long DBT MUN US N 2 2033-02-01 Fixed 1.97000000 N N N N N N UBS-Barclays Commercial Mortga N/A 90349DAL6 302947.73000000 PA USD 159.44000000 0.001505757201 Long ABS-MBS CORP US N 3 2049-08-10 Variable 0.34161400 N N N N N N STERIS PLC 549300BRDKZ1HFI2J358 85917PAA5 30000.00000000 PA USD 25043.76000000 0.236514186962 Long DBT CORP IE N 2 2031-03-15 Fixed 2.70000000 N N N N N N SLM Student Loan Trust 549300JQFJDGC1WO7674 78445CAE2 20000.00000000 PA USD 18945.01000000 0.178917368524 Long ABS-O CORP US N 2 2083-07-26 Floating 7.10514000 N N N N N N BLACK HILLS CORP 3MGELCRSTNSAMJ962671 092113AQ2 36000.00000000 PA USD 32199.53000000 0.304093541006 Long DBT CORP US N 2 2033-05-01 Fixed 4.35000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHL8 864000.00000000 PA USD 860085.00000000 8.122674250741 Long DBT UST US N 1 2025-06-30 Fixed 4.62500000 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 370334CT9 35000.00000000 PA USD 34753.26000000 0.328211060687 Long DBT CORP US N 2 2033-03-29 Fixed 4.95000000 N N N N N N DIGITAL REALTY TRUST LP CD4SPTZ3YBTHY0C1AH38 25389JAU0 10000.00000000 PA USD 8893.24000000 0.083988084379 Long DBT CORP US N 2 2029-07-01 Fixed 3.60000000 N N N N N N NATIONWIDE MUTUAL INSURA Z7LVXXWM8HZPKF5T2355 638671AJ6 50000.00000000 PA USD 49960.63000000 0.471830020116 Long DBT CORP US N 2 2024-12-15 Floating 7.84200000 N N N N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 55607PAF2 45000.00000000 PA USD 39214.25000000 0.370340813683 Long DBT CORP AU N 2 2027-09-23 Fixed 1.62900000 N N N N N N COMM Mortgage Trust N/A 12591UAG8 769441.65000000 PA USD 1906.29000000 0.018003072600 Long ABS-MBS CORP US N 2 2047-03-10 Variable 1.21747400 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687CT1 12000.00000000 PA USD 12133.54000000 0.114589596293 Long DBT CORP US N 2 2024-01-20 Fixed 7.75000000 N N N N N N Bear Stearns Adjustable Rate M N/A 07384MG97 5745.32000000 PA USD 5277.99000000 0.049845530928 Long ABS-MBS CORP US N 2 2034-04-25 Variable 4.09638100 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FQ6 20000.00000000 PA USD 15987.62000000 0.150987669014 Long DBT CORP US N 2 2036-04-06 Fixed 2.89100000 N N N N N N BANNER HEALTH PLD0E0WJKFN8IZJ2WD85 06654DAB3 10000.00000000 PA USD 8514.89000000 0.080414933118 Long DBT CORP US N 2 2030-01-01 Fixed 2.33800000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBC6 65000.00000000 PA USD 57681.23000000 0.544743649374 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAE0 57000.00000000 PA USD 56413.67000000 0.532772766295 Long DBT CORP US N 2 2028-03-20 Fixed 5.15200000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523CS7 30000.00000000 PA USD 30511.24000000 0.288149268393 Long DBT CORP US N 2 2033-03-15 Fixed 5.40000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F022675 100000.00000000 PA USD 84758.78000000 0.800465023608 Long ABS-MBS USGSE US N 2 2053-07-15 Fixed 2.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CV9 165000.00000000 PA USD 138283.12000000 1.305950851527 Long DBT CORP GB N 2 2029-08-17 Fixed 2.20600000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F050676 225000.00000000 PA USD 220482.42000000 2.082244052245 Long ABS-MBS USGSE US N 2 2053-07-15 Fixed 5.00000000 N N N N N N Aimco N/A 00900LAQ7 70000.00000000 PA USD 68094.88000000 0.643090541496 Long ABS-CBDO CORP KY N 2 2034-10-17 Floating 6.86029000 N N N N N N REGENERON PHARMACEUTICAL 549300RCBFWIRX3HYQ56 75886FAE7 20000.00000000 PA USD 15951.24000000 0.150644094962 Long DBT CORP US N 2 2030-09-15 Fixed 1.75000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACY9 35000.00000000 PA USD 34437.73000000 0.325231183807 Long DBT CORP US N 2 2033-07-15 Fixed 5.05000000 N N N N N N AON CORP LTS3U8DGK38SETRUWX71 037389BE2 25000.00000000 PA USD 21699.55000000 0.204931345201 Long DBT CORP US N 2 2030-05-15 Fixed 2.80000000 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244AZ2 20000.00000000 PA USD 17071.45000000 0.161223399242 Long DBT CORP US N 2 2030-11-15 Fixed 2.55000000 N N N N N N COMM Mortgage Trust N/A 12592GBE2 564709.03000000 PA USD 3756.05000000 0.035472273809 Long ABS-MBS CORP US N 2 2047-08-10 Variable 1.08293400 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHX0 150000.00000000 PA USD 129048.32000000 1.218737061994 Long DBT CORP US N 2 2030-10-22 Fixed 2.88400000 N N N N N N Citigroup Commercial Mortgage N/A 17322YAJ9 553923.11000000 PA USD 4347.94000000 0.041062104654 Long ABS-MBS CORP US N 2 2047-10-10 Variable 1.09180000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61772BAB9 35000.00000000 PA USD 31342.83000000 0.296002834820 Long DBT CORP US N 2 2027-05-04 Fixed 1.59300000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAD2 32813.06265000 PA USD 32395.61000000 0.305945327710 Long DBT CORP US N 2 2025-03-20 Fixed 4.73800000 N N N N N N MASSACHUSETTS ST SCH BLDG AUTH N/A 576000XM0 15000.00000000 PA USD 12936.01000000 0.122168152373 Long DBT MUN US N 2 2032-10-15 Fixed 2.96600000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844CM8 15000.00000000 PA USD 12921.13000000 0.122027625108 Long DBT CORP US N 2 2032-03-15 Fixed 3.00000000 N N N N N N SLM Student Loan Trust 549300OORAXMFXOHG132 78444GAD6 20000.00000000 PA USD 18528.15000000 0.174980527411 Long ABS-O CORP US N 2 2083-04-26 Floating 6.45514000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD 1373.34000000 0.012969873274 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 1373.34000000 N N N GS Mortgage Securities Trust N/A 36191YAA6 209866.50000000 PA USD 2.10000000 0.000019832476 Long ABS-MBS CORP US N 2 2044-08-10 Variable 0.08834800 N N N N N N AMCOR FINANCE USA INC 549300ZMT7FVT8R77U18 02343UAJ4 15000.00000000 PA USD 14833.33000000 0.140086511965 Long DBT CORP US N 2 2033-05-26 Fixed 5.62500000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU 549300FCX3YXSYSLU895 92938VAW5 5253173.70000000 PA USD 18389.79000000 0.173673850502 Long ABS-MBS CORP US N 2 2047-03-15 Variable 1.11476400 N N N N N N CUBESMART LP 549300MPHKO3I3FJRA97 22966RAE6 15000.00000000 PA USD 14075.53000000 0.132929821002 Long DBT CORP US N 2 2029-02-15 Fixed 4.37500000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AD5 25000.00000000 PA USD 23430.28000000 0.221276422729 Long DBT CORP US N 2 2032-05-15 Fixed 5.12500000 N N N N N N AMERICAN HOMES 4 RENT 549300N4PXZ37U8QKI55 02666TAC1 30000.00000000 PA USD 23994.51000000 0.226605031521 Long DBT CORP US N 2 2031-07-15 Fixed 2.37500000 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TAZ9 30000.00000000 PA USD 25426.00000000 0.240124075526 Long DBT CORP US N 2 2030-09-15 Fixed 3.50000000 N N N N N N ITC HOLDINGS CORP 549300HTO5U9D3SLE207 465685AS4 25000.00000000 PA USD 24895.23000000 0.235111464200 Long DBT CORP US N 2 2033-06-01 Fixed 5.40000000 N N N N N N IndyMac INDX Mortgage Loan Tru N/A 45670AAA9 69012.06000000 PA USD 61750.83000000 0.583177100871 Long ABS-MBS CORP US N 2 2037-06-25 Floating 5.63043000 N N N N N N GS Mortgage Securities Trust 549300ITVQSU1IHX4H03 36198FAG7 2426914.80000000 PA USD 3251.46000000 0.030706907363 Long ABS-MBS CORP US N 2 2046-08-10 Variable 0.40470500 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 7.00000000 NC USD -14874.93000000 -0.14047938388 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 2023-09-29 764531.18000000 USD -14874.93000000 N N N Citigroup Commercial Mortgage N/A 17321JAJ3 1789809.81000000 PA USD 137.99000000 0.001303182615 Long ABS-MBS CORP US N 2 2046-09-10 Variable 0.90423000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 8426EPAF5 20000.00000000 PA USD 19905.02000000 0.187983738135 Long DBT CORP US N 2 2032-09-15 Fixed 5.15000000 N N N N N N WILLIS NORTH AMERICA INC 5493004KVU1HWZCP0C66 970648AJ0 25000.00000000 PA USD 21533.72000000 0.203365240606 Long DBT CORP US N 2 2029-09-15 Fixed 2.95000000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DBJ7 35000.00000000 PA USD 30755.68000000 0.290457768708 Long DBT CORP US N 2 2030-05-15 Fixed 3.62500000 N N N N N N MSILF Government Portfolio 549300BI6Y5SI6BYPB26 61747C707 226000.00000000 NS USD 226000.00000000 2.134352279911 Long STIV RF US N 1 N N N DENTSPLY SIRONA INC 9NHEHR1SOZCYXDO8HO28 24906PAA7 35000.00000000 PA USD 30298.22000000 0.286137499709 Long DBT CORP US N 2 2030-06-01 Fixed 3.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38381AYA8 2237.40000000 PA USD 2083.98000000 0.019681183470 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 3.50000000 N N N N N N BAE SYSTEMS HOLDINGS INC MF62XBVMNYTYMC18DL76 05523UAK6 15000.00000000 PA USD 14596.07000000 0.137845819832 Long DBT CORP US N 2 2024-10-07 Fixed 3.80000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DU1 25000.00000000 PA USD 24918.11000000 0.235327543759 Long DBT CORP US N 2 2033-02-21 Fixed 5.25000000 N N N N N N ALLIANT ENERGY FINANCE 54930033ER6EOI5DL570 01882YAC0 50000.00000000 PA USD 44284.31000000 0.418222646074 Long DBT CORP US N 2 2026-03-15 Fixed 1.40000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBE5 20000.00000000 PA USD 17615.57000000 0.166362088457 Long DBT CORP US N 2 2029-11-18 Fixed 3.20000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYN8 95000.00000000 PA USD 77468.49000000 0.731615257755 Long DBT CORP US N 2 2032-10-21 Fixed 2.65000000 N N N N N N Madison Park Funding Ltd N/A 55821LAC8 70000.00000000 PA USD 68321.05000000 0.645226499263 Long ABS-CBDO CORP KY N 2 2034-10-22 Floating 6.92271000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJQ3 50000.00000000 PA USD 44924.57000000 0.424269284971 Long DBT CORP US N 2 2027-03-11 Fixed 1.65800000 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 90265EAP5 10000.00000000 PA USD 9417.13000000 0.088935720733 Long DBT CORP US N 2 2029-01-26 Fixed 4.40000000 N N N N N N UNIV OF MICHIGAN MI N/A 914455VE7 25000.00000000 PA USD 23231.23000000 0.219396587237 Long DBT MUN US N 2 2031-04-01 Fixed 3.43600000 N N N N N N PROV ST JOSEPH HLTH OBL N/A 743756AB4 20000.00000000 PA USD 18290.29000000 0.172734168857 Long DBT CORP US N 2 2026-10-01 Fixed 2.74600000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAG6 30000.00000000 PA USD 28909.56000000 0.273022943793 Long DBT CORP US N 2 2034-12-01 Fixed 5.30000000 N N N N N N JP Morgan Mortgage Trust N/A 466247PW7 7.63000000 PA USD 7.61000000 0.000071869118 Long ABS-MBS CORP US N 2 2035-06-25 Variable 4.19484900 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHK0 195000.00000000 PA USD 193941.21000000 1.831587892620 Long DBT UST US N 1 2028-06-30 Fixed 4.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2U6 140000.00000000 PA USD 120042.95000000 1.133690017786 Long DBT CORP US N 2 2033-03-02 Fixed 3.35000000 N N N N N N SOUTHERN NATURAL GAS N/A 84346LAA8 30000.00000000 PA USD 25311.43000000 0.239042072249 Long DBT CORP US N 2 2047-03-15 Fixed 4.80000000 N N N N N N PIEDMONT OPERATING PARTN 549300WKGDPAS39FBD10 720198AF7 35000.00000000 PA USD 23833.66000000 0.225085958228 Long DBT CORP US N 2 2032-04-01 Fixed 2.75000000 N N N N N N SANTA CLARA VLY CA TRANSPRTN A 549300R6Q7T4MD3V9H68 80168NEP0 20000.00000000 PA USD 20787.65000000 0.196319328192 Long DBT MUN US N 2 2032-04-01 Fixed 5.87600000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJL5 55000.00000000 PA USD 51564.93000000 0.486981088092 Long DBT CORP US N 2 2034-02-01 Fixed 4.83900000 N N N N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 084664DA6 5000.00000000 PA USD 4407.04000000 0.041620247219 Long DBT CORP US N 2 2032-03-15 Fixed 2.87500000 N N N N N N KENVUE INC 5493008HSF8L4M2LIJ82 49177JAJ1 30000.00000000 PA USD 30375.89000000 0.286871018034 Long DBT CORP US N 2 2033-03-22 Fixed 4.90000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XAY0 26000.00000000 PA USD 23725.57000000 0.224065152308 Long DBT CORP US N 2 2027-12-01 Fixed 3.62500000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBF4 30000.00000000 PA USD 26045.55000000 0.245975128424 Long DBT CORP US N 2 2030-05-01 Fixed 2.87500000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAR9 15000.00000000 PA USD 14657.76000000 0.138428422453 Long DBT CORP US N 2 2027-07-01 Fixed 4.60000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378KQ69 689874.55000000 PA USD 9835.82000000 0.092889844432 Long ABS-MBS USGA US N 2 2054-10-16 Variable 0.22702000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ABG64 29456.29000000 PA USD 26536.49000000 0.250611583771 Long ABS-MBS USGSE US N 2 2042-10-25 Floating 5.00000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BC1 20000.00000000 PA USD 17056.29000000 0.161080227647 Long DBT CORP US N 2 2030-06-01 Fixed 2.65000000 N N N N N N Long Beach Mortgage Loan Trust N/A 542514RH9 3655.10000000 PA USD 3538.47000000 0.033417440318 Long ABS-O CORP US N 2 2036-02-25 Floating 5.59043000 N N N N N N CIT Mortgage Loan Trust N/A 12559QAA0 1063.30000000 PA USD 1061.42000000 0.010024089367 Long ABS-O CORP US N 2 2037-10-25 Floating 6.50043000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MY4 50000.00000000 PA USD 40847.76000000 0.385767741970 Long DBT CORP US N 2 2032-05-01 Fixed 2.56100000 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAP7 5000.00000000 PA USD 3916.75000000 0.036989930497 Long DBT CORP US N 2 2030-02-15 Fixed 3.05000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AU2 40000.00000000 PA USD 32389.37000000 0.305886396922 Long DBT CORP CH N 2 2032-05-14 Fixed 3.09100000 N N N N N N INVITATION HOMES OP 549300147YMUQB3GW319 46188BAB8 45000.00000000 PA USD 38383.64000000 0.362496502412 Long DBT CORP US N 2 2028-11-15 Fixed 2.30000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAJ2 25000.00000000 PA USD 21489.06000000 0.202943469929 Long DBT CORP GB N 2 2027-09-02 Fixed 1.75000000 N N N N N N ALIMENTATION COUCHE-TARD 549300OSW32RVX8CCZ87 01626PAM8 35000.00000000 PA USD 30104.78000000 0.284310645262 Long DBT CORP CA N 2 2030-01-25 Fixed 2.95000000 N N N N N N AMCOR FINANCE USA INC 549300ZMT7FVT8R77U18 02343UAG0 25000.00000000 PA USD 23658.23000000 0.223429190881 Long DBT CORP US N 2 2026-04-28 Fixed 3.62500000 N N N N N N EQUITABLE FINANCIAL LIFE 635400B4JJBON4TCHF02 29449W7M3 25000.00000000 PA USD 21817.52000000 0.206045458203 Long DBT CORP US N 2 2026-07-12 Fixed 1.30000000 N N N N N N Countrywide Asset-Backed Certi N/A 126698AC3 18305.19000000 PA USD 16531.23000000 0.156121541770 Long ABS-O CORP US N 2 2047-10-25 Floating 6.05043000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBK6 35000.00000000 PA USD 29338.58000000 0.277074624390 Long DBT CORP US N 2 2033-04-15 Fixed 3.41900000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BM6 40000.00000000 PA USD 38387.25000000 0.362530595385 Long DBT CORP US N 2 2034-01-24 Fixed 5.06800000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBR5 5000.00000000 PA USD 5070.42000000 0.047885232243 Long DBT CORP CA N 2 2033-03-08 Fixed 5.70000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378B5H8 480800.89000000 PA USD 5401.75000000 0.051014324902 Long ABS-MBS USGA US N 2 2054-02-16 Variable 0.58340000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F040677 150000.00000000 PA USD 140753.81000000 1.329284138405 Long ABS-MBS USGSE US N 2 2053-07-15 Fixed 4.00000000 N N N N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 254709AS7 25000.00000000 PA USD 25843.47000000 0.244066677501 Long DBT CORP US N 2 2032-11-29 Fixed 6.70000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 20.00000000 NC USD -58567.57000000 -0.55311427680 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 2023-09-29 4125442.57000000 USD -58567.57000000 N N N UNIVERSAL HEALTH SVCS 549300YGMGQDO0NMJD09 913903AZ3 35000.00000000 PA USD 30738.03000000 0.290291081462 Long DBT CORP US N 2 2026-09-01 Fixed 1.65000000 N N N N N N NEW YORK ST URBAN DEV CORP REV 54930039Y2EMGXN6LM88 650036EB8 15000.00000000 PA USD 11666.53000000 0.110179136744 Long DBT MUN US N 2 2033-03-15 Fixed 2.00000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CGK1 23427.57000000 PA USD 22460.54000000 0.212118162641 Long DBT UST US N 2 2033-01-15 Fixed 1.12500000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAR0 30000.00000000 PA USD 28519.96000000 0.269343547119 Long DBT CORP US N 2 2035-05-14 Fixed 4.50000000 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAV5 20000.00000000 PA USD 20951.08000000 0.197862767100 Long DBT CORP US N 2 2032-11-16 Fixed 5.60000000 N N N N N N FRESENIUS MED CARE III 5299006ZHLMXOOUVTU44 35805BAC2 20000.00000000 PA USD 17266.59000000 0.163066308552 Long DBT CORP US N 2 2026-12-01 Fixed 1.87500000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD 422.57000000 0.003990766561 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 422.57000000 N N N HSI Asset Securitization Corpo N/A 40431RAA3 7547.02000000 PA USD 7505.15000000 0.070878911564 Long ABS-O CORP US N 2 2037-05-25 Floating 5.47043000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAN5 15000.00000000 PA USD 14367.42000000 0.135686440855 Long DBT CORP GB N 2 2025-03-15 Fixed 1.08900000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBX3 110000.00000000 PA USD 87681.57000000 0.828067959450 Long DBT CORP US N 2 2032-02-04 Fixed 1.95300000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38381RME6 18735.74000000 PA USD 17155.86000000 0.162020570375 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 3.50000000 N N N N N N NEW YORK ST URBAN DEV CORP SAL 54930039Y2EMGXN6LM88 64985TDM0 25000.00000000 PA USD 19781.00000000 0.186812488712 Long DBT MUN US N 2 2035-03-15 Fixed 2.59000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2Z3 5000.00000000 PA USD 4339.83000000 0.040985513517 Long DBT CORP US N 2 2026-06-29 Fixed 1.60800000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 55037AAB4 35000.00000000 PA USD 28991.95000000 0.273801037971 Long DBT CORP NO N 2 2031-07-15 Fixed 3.10000000 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 59217GEG0 15000.00000000 PA USD 12972.18000000 0.122509743178 Long DBT CORP US N 2 2030-04-09 Fixed 2.95000000 N N N N N N Fidelity Government Portfolio 549300FQDFZGLUOCWN51 316175108 21122.12000000 NS USD 21122.12000000 0.199478075126 Long STIV RF US N 1 N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VBC4 29000.00000000 PA USD 28602.57000000 0.270123718985 Long DBT CORP US N 2 2033-05-01 Fixed 5.10000000 N N N N N N NARRAGANSETT ELECTRIC VAI0KZ806W8MCH0BCZ61 631005BJ3 35000.00000000 PA USD 31267.49000000 0.295291321100 Long DBT CORP US N 2 2030-04-09 Fixed 3.39500000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAR2 25000.00000000 PA USD 22114.49000000 0.208850053763 Long DBT CORP US N 2 2030-07-01 Fixed 3.30000000 N N N N N N SLM Student Loan Trust 549300MHMWVKFEDI8G73 784442AD7 20000.00000000 PA USD 18831.20000000 0.177842542714 Long ABS-O CORP US N 2 2083-01-25 Floating 6.45514000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAE5 16000.00000000 PA USD 14716.59000000 0.138984015128 Long DBT CORP IE N 2 2028-01-23 Fixed 3.87500000 N N N N N N TENCENT HOLDINGS LTD 254900N4SLUMW4XUYY11 88032WAN6 30000.00000000 PA USD 27881.70000000 0.263315796295 Long DBT CORP KY N 2 2029-04-11 Fixed 3.97500000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAG0 50000.00000000 PA USD 48403.20000000 0.457121594137 Long DBT CORP US N 2 2025-06-15 Fixed 4.62500000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AR2 10000.00000000 PA USD 7006.93000000 0.066173703631 Long DBT CORP US N 2 2040-11-15 Fixed 3.26800000 N N N N N N NEW YORK ST URBAN DEV CORP SAL 54930039Y2EMGXN6LM88 64985TBJ9 15000.00000000 PA USD 12578.11000000 0.118788131661 Long DBT MUN US N 2 2034-03-15 Fixed 2.97000000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46642NBF2 1772354.76000000 PA USD 9553.70000000 0.090225492816 Long ABS-MBS CORP US N 2 2047-09-15 Variable 0.94619200 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBA7 15000.00000000 PA USD 12977.70000000 0.122561874261 Long DBT CORP US N 2 2030-01-15 Fixed 2.90000000 N N N N N N 2023-08-15 METROPOLITAN WEST FUNDS Eric Chan Eric Chan Managing Director XXXX