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 2023-09-29 N 14453325.03 2858534.30 11594790.73 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 70897.90000000 1101297.84000000 0.00000000 878098.02000000 USD N Bloomberg U.S. Intermediate Credit Index LUICSTAT JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBX3 110000.00000000 PA USD 83475.14000000 0.719936581382 Long DBT CORP US N 2 2032-02-04 Fixed 1.95300000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31282YJ42 134681.20000000 PA USD 26945.66000000 0.232394534989 Long ABS-MBS USGSE US N 2 2036-07-15 Fixed 5.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2U6 140000.00000000 PA USD 113124.54000000 0.975649691609 Long DBT CORP US N 2 2033-03-02 Fixed 3.35000000 N N N N N N NORTHWESTERN UNIVERSITY OBWWNZE695DUK77DTI34 668444AM4 20000.00000000 PA USD 16377.10000000 0.141245326296 Long DBT CORP US N 2 2038-12-01 Fixed 3.68800000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHX2 194000.00000000 PA USD 192077.76000000 1.656586690288 Long DBT UST US N 1 2028-08-31 Fixed 4.37500000 N N N N N N PIEDMONT NATURAL GAS CO VXB4M3BDPKF3I2AZ3G89 720186AN5 10000.00000000 PA USD 7885.56000000 0.068009506886 Long DBT CORP US N 2 2031-03-15 Fixed 2.50000000 N N N N N N ALLIANT ENERGY FINANCE 54930033ER6EOI5DL570 01882YAC0 50000.00000000 PA USD 44406.62000000 0.382987679847 Long DBT CORP US N 2 2026-03-15 Fixed 1.40000000 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759AR1 5000.00000000 PA USD 4679.56000000 0.040359158771 Long DBT CORP US N 2 2026-07-01 Fixed 2.90000000 N N N N N N ARIZONA PUBLIC SERVICE YG6VT0TPHRH4TFVAQV64 040555DE1 30000.00000000 PA USD 30746.38000000 0.265174083051 Long DBT CORP US N 2 2032-12-15 Fixed 6.35000000 N N N N N N WILLIS NORTH AMERICA INC 5493004KVU1HWZCP0C66 970648AM3 25000.00000000 PA USD 23344.05000000 0.201332223613 Long DBT CORP US N 2 2033-05-15 Fixed 5.35000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU 549300QGM7D5K3CV2643 96221TAH0 1019627.02000000 PA USD 140.66000000 0.001213130993 Long ABS-MBS CORP US N 2 2047-03-15 Variable 1.39252200 N N N N N N TRACTOR SUPPLY CO 549300OJ9VZHZRO6I137 892356AB2 40000.00000000 PA USD 37738.75000000 0.325480216752 Long DBT CORP US N 2 2033-05-15 Fixed 5.25000000 N N N N N N HSI Asset Securitization Corpo N/A 40431RAA3 5962.92000000 PA USD 5932.78000000 0.051167633277 Long ABS-O CORP US N 2 2037-05-25 Floating 5.75420000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BX1 100000.00000000 PA USD 72975.78000000 0.629384192430 Long DBT CORP US N 2 2032-02-01 Fixed 2.30000000 N N N N N N PIEDMONT NATURAL GAS CO VXB4M3BDPKF3I2AZ3G89 720186AQ8 50000.00000000 PA USD 47773.01000000 0.412021321578 Long DBT CORP US N 2 2033-06-15 Fixed 5.40000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHT1 291000.00000000 PA USD 274926.80000000 2.371123432945 Long DBT UST US N 1 2033-08-15 Fixed 3.87500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38381RME6 18203.90000000 PA USD 16135.82000000 0.139164391800 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 3.50000000 N N N N N N RAYMOND JAMES FINANCIAL RGUZHJ05YTITL6D76949 754730AG4 20000.00000000 PA USD 18838.54000000 0.162474169984 Long DBT CORP US N 2 2030-04-01 Fixed 4.65000000 N N N N N N AMERICAN ASSETS TRUST LP 549300V1TI0SMG9Z6U69 02401LAA2 25000.00000000 PA USD 18754.55000000 0.161749792960 Long DBT CORP US N 2 2031-02-01 Fixed 3.37500000 N N N N N N US AIRWAYS 2011-1A PTT N/A 903436AA1 13274.01720900 PA USD 13271.31000000 0.114459245613 Long DBT CORP US N 2 2023-10-22 Fixed 7.12500000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAR6 15000.00000000 PA USD 13070.59000000 0.112728123382 Long DBT CORP GB N 2 2028-01-11 Fixed 2.46900000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137BLN38 250000.00000000 PA USD 6350.43000000 0.054769681901 Long ABS-MBS USGSE US N 2 2043-10-25 Variable 1.60359400 N N N N N N COMM Mortgage Trust N/A 12592GBE2 503967.32000000 PA USD 2761.54000000 0.023817074963 Long ABS-MBS CORP US N 2 2047-08-10 Variable 1.08028400 N N N N N N KENVUE INC 5493008HSF8L4M2LIJ82 49177JAJ1 30000.00000000 PA USD 28703.39000000 0.247554187638 Long DBT CORP US N 2 2033-03-22 Fixed 4.90000000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 453140AF2 30000.00000000 PA USD 28922.03000000 0.249439862033 Long DBT CORP GB N 2 2025-07-21 Fixed 4.25000000 N N N N N N ILLUMINA INC SQ95QG8SR5Q56LSNF682 452327AM1 25000.00000000 PA USD 19443.13000000 0.167688494365 Long DBT CORP US N 2 2031-03-23 Fixed 2.55000000 N N N N N N SLM Student Loan Trust 549300MHMWVKFEDI8G73 784442AD7 20000.00000000 PA USD 19836.72000000 0.171083036010 Long ABS-O CORP US N 2 2083-01-25 Floating 6.51614000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAR2 25000.00000000 PA USD 21119.22000000 0.182144037713 Long DBT CORP US N 2 2030-07-01 Fixed 3.30000000 N N N N N N TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 893526DF7 35000.00000000 PA USD 32841.80000000 0.283246164288 Long DBT CORP CA N 2 2034-03-31 Fixed 5.60000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAR0 30000.00000000 PA USD 27124.01000000 0.233932725752 Long DBT CORP US N 2 2035-05-14 Fixed 4.50000000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAF8 20000.00000000 PA USD 17211.99000000 0.148445887474 Long DBT CORP US N 2 2027-01-15 Fixed 1.65000000 N N N N N N CENTERPOINT ENER HOUSTON 549300S8SEQBOJLKHW63 15189XBB3 5000.00000000 PA USD 4753.42000000 0.040996168975 Long DBT CORP US N 2 2033-04-01 Fixed 4.95000000 N N N N N N GS Mortgage Securities Trust N/A 36258PAC1 375000.00000000 PA USD 1426.09000000 0.012299402664 Long ABS-MBS CORP US N 2 2037-02-10 Variable 0.44589700 N N N N N N INGERSOLL RAND INC 5299004C02FMZCUOIR50 45687VAB2 40000.00000000 PA USD 38631.49000000 0.333179708884 Long DBT CORP US N 2 2033-08-14 Fixed 5.70000000 N N N N N N MIAMI-DADE CNTY FL AVIATION RE N/A 59333P2P2 15000.00000000 PA USD 13091.20000000 0.112905875619 Long DBT MUN US N 2 2031-10-01 Fixed 3.50400000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BAY6 20000.00000000 PA USD 17292.36000000 0.149139043581 Long DBT CORP US N 2 2030-06-01 Fixed 3.40000000 N N N N N N SLM Student Loan Trust 54930067BGNOZYMNWK87 78445FAE5 20000.00000000 PA USD 18477.65000000 0.159361651540 Long ABS-O CORP US N 2 2083-07-26 Floating 7.16614000 N N N N N N PIEDMONT OPERATING PARTN 549300WKGDPAS39FBD10 720198AF7 35000.00000000 PA USD 22765.91000000 0.196346018916 Long DBT CORP US N 2 2032-04-01 Fixed 2.75000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCE3 70000.00000000 PA USD 57219.54000000 0.493493512150 Long DBT CORP US N 2 2031-03-25 Fixed 2.87500000 N N N N N N MMI CAPITAL TRUST I N/A 553086AC3 50000.00000000 PA USD 51747.01000000 0.446295333870 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 8910.93000000 0.076852874773 Long DBT CORP US N 2 2030-04-01 Fixed 3.95000000 N N N N N N SYDNEY AIRPORT FINANCE 549300MJAANHLHOVTO40 87124VAF6 15000.00000000 PA USD 14195.46000000 0.122429635260 Long DBT CORP AU N 2 2026-04-28 Fixed 3.62500000 N N N N N N BACARDI LTD 549300R32WTQNHNN5055 067316AF6 10000.00000000 PA USD 9524.54000000 0.082144992710 Long DBT CORP BM N 2 2028-05-15 Fixed 4.70000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAR9 15000.00000000 PA USD 14439.50000000 0.124534373549 Long DBT CORP US N 2 2027-07-01 Fixed 4.60000000 N N N N N N NEW YORK ST DORM AUTH ST PERSO 549300C8XO7EXTX2XU71 64990FD84 75000.00000000 PA USD 63513.88000000 0.547779442328 Long DBT MUN US N 2 2029-03-15 Fixed 1.95200000 N N N N N N AMCOR FINANCE USA INC 549300ZMT7FVT8R77U18 02343UAG0 25000.00000000 PA USD 23594.62000000 0.203493280296 Long DBT CORP US N 2 2026-04-28 Fixed 3.62500000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AX4 30000.00000000 PA USD 27522.66000000 0.237370907685 Long DBT CORP US N 2 2030-05-15 Fixed 4.50000000 N N N N N N PROV ST JOSEPH HLTH OBL N/A 743756AB4 20000.00000000 PA USD 18301.91000000 0.157845970886 Long DBT CORP US N 2 2026-10-01 Fixed 2.74600000 N N N N N N DIGITAL REALTY TRUST LP CD4SPTZ3YBTHY0C1AH38 25389JAU0 10000.00000000 PA USD 8843.30000000 0.076269595596 Long DBT CORP US N 2 2029-07-01 Fixed 3.60000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CT4 125000.00000000 PA USD 96918.00000000 0.835875370732 Long DBT CORP GB N 2 2032-05-24 Fixed 2.80400000 N N N N N N JETBLUE 2019-1 CLASS AA N/A 477143AH4 27769.26430000 PA USD 23444.95000000 0.202202441992 Long DBT CORP US N 2 2032-05-15 Fixed 2.75000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAH0 25000.00000000 PA USD 22446.71000000 0.193593058492 Long DBT CORP US N 2 2029-04-01 Fixed 3.90000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEF8 5000.00000000 PA USD 3654.97000000 0.031522518043 Long DBT CORP US N 2 2036-09-16 Fixed 2.48400000 N N N N N N CUBESMART LP 549300MPHKO3I3FJRA97 22966RAE6 15000.00000000 PA USD 13882.31000000 0.119728853441 Long DBT CORP US N 2 2029-02-15 Fixed 4.37500000 N N N N N N KELLOGG CO LONOZNOJYIBXOHXWDB86 487836BZ0 30000.00000000 PA USD 28577.39000000 0.246467492734 Long DBT CORP US N 2 2033-03-01 Fixed 5.25000000 N N N N N N IndyMac INDX Mortgage Loan Tru N/A 45670AAA9 68699.98000000 PA USD 62179.83000000 0.536273844418 Long ABS-MBS CORP US N 2 2037-06-25 Floating 5.91420000 N N N N N N WEYERHAEUSER CO 08IRJODWFYBI7QWRGS31 962166CA0 15000.00000000 PA USD 12292.66000000 0.106018817296 Long DBT CORP US N 2 2033-03-09 Fixed 3.37500000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46642NBF2 1613039.98000000 PA USD 6534.42000000 0.056356515198 Long ABS-MBS CORP US N 2 2047-09-15 Variable 0.94279300 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AC5 10000.00000000 PA USD 7732.00000000 0.066685119033 Long DBT CORP US N 2 2031-03-15 Fixed 2.37500000 N N N N N N SLM Student Loan Trust 549300JQFJDGC1WO7674 78445CAD4 21686.89000000 PA USD 21431.52000000 0.184837488653 Long ABS-O CORP US N 2 2023-07-25 Floating 6.41614000 N N N N N N Morgan Stanley Mortgage Loan T N/A 61748HAR2 9556.70000000 PA USD 8898.26000000 0.076743601563 Long ABS-MBS CORP US N 2 2034-07-25 Variable 4.94117400 N N N N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BN1 30000.00000000 PA USD 24037.53000000 0.207313185375 Long DBT CORP US N 2 2030-11-15 Fixed 2.25000000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 8426EPAF5 20000.00000000 PA USD 18884.90000000 0.162874004712 Long DBT CORP US N 2 2032-09-15 Fixed 5.15000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBA7 15000.00000000 PA USD 12486.36000000 0.107689395097 Long DBT CORP US N 2 2030-01-15 Fixed 2.90000000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 912797GQ4 150000.00000000 PA USD 146525.18000000 1.263715606534 Long DBT UST US N 1 2024-03-07 None 0.00000000 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 3.79611000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F0226A8 50000.00000000 PA USD 39673.80000000 0.342169176864 Long ABS-MBS USGSE US N 2 2053-10-15 Fixed 2.50000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DG2 50000.00000000 PA USD 43768.32000000 0.377482621456 Long DBT CORP US N 2 2029-08-15 Fixed 3.25000000 N N N N N N NEW YORK ST URBAN DEV CORP SAL 54930039Y2EMGXN6LM88 64985TBJ9 15000.00000000 PA USD 11912.35000000 0.102738809844 Long DBT MUN US N 2 2034-03-15 Fixed 2.97000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCJ2 20000.00000000 PA USD 20251.24000000 0.174658089754 Long DBT CORP US N 2 2032-11-09 Fixed 6.25000000 N N N N N N HEALTHCARE RLTY HLDGS LP 549300IYGAS4GE6VDL07 42225UAH7 30000.00000000 PA USD 22511.01000000 0.194147617875 Long DBT CORP US N 2 2031-03-15 Fixed 2.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKA6 165000.00000000 PA USD 125218.70000000 1.079956533204 Long DBT CORP US N 2 2032-07-21 Fixed 2.29900000 N N N N N N SANTA MONICA CA CMNTY CLG DIST N/A 802385RX4 20000.00000000 PA USD 15085.54000000 0.130106186056 Long DBT MUN US N 2 2033-08-01 Fixed 2.04600000 N N N N N N Morgan Stanley BAML Trust N/A 61690FAN3 647523.33000000 PA USD 6004.81000000 0.051788860530 Long ABS-MBS CORP US N 2 2048-04-15 Variable 1.13805600 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 80283LAA1 35000.00000000 PA USD 34929.69000000 0.301253302568 Long DBT CORP GB N 2 2023-11-07 Fixed 5.00000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AL3 20000.00000000 PA USD 18667.40000000 0.160998162318 Long DBT CORP US N 2 2029-01-15 Fixed 5.30000000 N N N N N N CIM Trust N/A 12598HAB1 60647.37000000 PA USD 51591.72000000 0.444956025523 Long ABS-MBS CORP US N 2 2061-05-01 Variable 2.00000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AP4 20000.00000000 PA USD 17012.00000000 0.146721061174 Long DBT CORP US N 2 2030-01-15 Fixed 4.00000000 N N N N N N AMCOR FINANCE USA INC 549300ZMT7FVT8R77U18 02343UAJ4 15000.00000000 PA USD 14423.12000000 0.124393103212 Long DBT CORP US N 2 2033-05-26 Fixed 5.62500000 N N N N N N SPRINT CAPITAL CORP 549300L17W0GQBR1PO80 852060AT9 20000.00000000 PA USD 23154.52000000 0.199697610238 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N REVVITY INC 549300IKL1SDPFI7N655 714046AH2 35000.00000000 PA USD 27637.38000000 0.238360317521 Long DBT CORP US N 2 2031-03-15 Fixed 2.55000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAN5 15000.00000000 PA USD 14587.07000000 0.125807100271 Long DBT CORP GB N 2 2025-03-15 Fixed 1.08900000 N N N N N N JP Morgan Mortgage Trust N/A 466247PW7 1.35000000 PA USD 1.34000000 0.000011556914 Long ABS-MBS CORP US N 2 2035-06-25 Variable 4.16275200 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N27K1 23603.45000000 PA USD 21672.87000000 0.186919026868 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BK6 5000.00000000 PA USD 4947.53000000 0.042670282846 Long DBT CORP GB N 2 2025-03-22 Fixed 4.26900000 N N N N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 92277GAG2 10000.00000000 PA USD 9576.48000000 0.082592952499 Long DBT CORP US N 2 2026-01-15 Fixed 4.12500000 N N N N N N MASSACHUSETTS ST SCH BLDG AUTH N/A 576000B85 15000.00000000 PA USD 10509.19000000 0.090637168403 Long DBT MUN US N 2 2037-02-15 Fixed 2.50000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F0506A9 225000.00000000 PA USD 212247.15000000 1.830538859583 Long ABS-MBS USGSE US N 2 2053-10-15 Fixed 5.00000000 N N N N N N ARTHUR J GALLAGHER & CO 54930049QLLMPART6V29 04316JAE9 50000.00000000 PA USD 45762.25000000 0.394679395822 Long DBT CORP US N 2 2053-03-02 Fixed 5.75000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDM0 10000.00000000 PA USD 7823.03000000 0.067470212978 Long DBT CORP US N 2 2031-01-15 Fixed 1.95000000 N N N N N N BAE SYSTEMS HOLDINGS INC MF62XBVMNYTYMC18DL76 05523UAP5 10000.00000000 PA USD 9611.32000000 0.082893432264 Long DBT CORP US N 2 2025-12-15 Fixed 3.85000000 N N N N N N GSR Mortgage Loan Trust N/A 362341RX9 8264.67000000 PA USD 7684.36000000 0.066274244865 Long ABS-MBS CORP US N 2 2035-09-25 Variable 4.35312800 N N N N N N FARMERS EXCHANGE CAPITAL N/A 309588AC5 5000.00000000 PA USD 4968.35000000 0.042849846242 Long DBT CORP US N 2 2028-07-15 Fixed 7.05000000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAE0 54000.00000000 PA USD 53066.36000000 0.457674150708 Long DBT CORP US N 2 2028-03-20 Fixed 5.15200000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AU2 40000.00000000 PA USD 31723.83000000 0.273604161892 Long DBT CORP CH N 2 2032-05-14 Fixed 3.09100000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAR2 21000.00000000 PA USD 17743.06000000 0.153026134004 Long DBT CORP KY N 2 2027-11-18 Fixed 2.52800000 N N N N N N CHURCH & DWIGHT CO INC POOXSI30AWAQGYJZC921 17136MAC6 35000.00000000 PA USD 35116.28000000 0.302862559728 Long DBT CORP US N 2 2032-11-15 Fixed 5.60000000 N N N N N N NEW YORK CITY NY TRANSITIONAL N/A 64971XXC7 100000.00000000 PA USD 74309.72000000 0.640888841639 Long DBT MUN US N 2 2033-02-01 Fixed 1.97000000 N N N N N N NEW YORK ST URBAN DEV CORP SAL 54930039Y2EMGXN6LM88 64985TDM0 25000.00000000 PA USD 18621.28000000 0.160600397485 Long DBT MUN US N 2 2035-03-15 Fixed 2.59000000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844CM8 15000.00000000 PA USD 12364.07000000 0.106634697321 Long DBT CORP US N 2 2032-03-15 Fixed 3.00000000 N N N N N N PHYSICIANS REALTY LP 549300P6Q1UMT0X60U20 71951QAC6 5000.00000000 PA USD 3771.10000000 0.032524088513 Long DBT CORP US N 2 2031-11-01 Fixed 2.62500000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBZ2 25000.00000000 PA USD 24045.36000000 0.207380715701 Long DBT CORP US N 2 2033-03-15 Fixed 5.65000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACY9 55000.00000000 PA USD 51052.47000000 0.440305230071 Long DBT CORP US N 2 2033-07-15 Fixed 5.05000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CK3 25000.00000000 PA USD 20745.73000000 0.178922849778 Long DBT CORP US N 2 2032-03-15 Fixed 3.62500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CJA0 791000.00000000 PA USD 791525.26000000 6.826559257788 Long DBT UST US N 1 2028-09-30 Fixed 4.62500000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAY2 20000.00000000 PA USD 19316.90000000 0.166599815812 Long DBT CORP US N 2 2025-06-15 Fixed 3.62500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38374EP35 164239.80000000 PA USD 9381.15000000 0.080908316660 Long ABS-MBS USGA US N 2 2033-10-20 Floating 1.16068000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAE5 16000.00000000 PA USD 14531.43000000 0.125327229601 Long DBT CORP IE N 2 2028-01-23 Fixed 3.87500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H0426A2 50000.00000000 PA USD 46193.36000000 0.398397531060 Long ABS-MBS USGA US N 2 2053-10-15 Fixed 4.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CJB8 755000.00000000 PA USD 754253.31000000 6.505104986918 Long DBT UST US N 1 2025-09-30 Fixed 5.00000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAG0 15000.00000000 PA USD 14501.38000000 0.125068061491 Long DBT CORP US N 2 2025-06-15 Fixed 4.62500000 N N N N N N METROPOLITAN EDISON CO N/A 591894CB4 25000.00000000 PA USD 23981.92000000 0.206833573442 Long DBT CORP US N 2 2025-04-15 Fixed 4.00000000 N N N N N N HEALTHCARE RLTY HLDGS LP 549300IYGAS4GE6VDL07 42225UAG9 15000.00000000 PA USD 12508.35000000 0.107879049232 Long DBT CORP US N 2 2030-02-15 Fixed 3.10000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AT5 45000.00000000 PA USD 39891.87000000 0.344049935259 Long DBT CORP CH N 2 2027-02-02 Fixed 1.30500000 N N N N N N COLUMBIA PIPELINES OPCO N/A 19828TAB2 30000.00000000 PA USD 29299.75000000 0.252697531868 Long DBT CORP US N 2 2033-11-15 Fixed 6.03600000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCB0 235000.00000000 PA USD 209735.48000000 1.808876804109 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 88339.76000000 0.761891801733 Long ABS-MBS USGSE US N 2 2042-06-15 Fixed 3.50000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BT8 10000.00000000 PA USD 9107.68000000 0.078549757490 Long DBT CORP US N 2 2029-03-23 Fixed 3.70000000 N N N N N N TENCENT HOLDINGS LTD 254900N4SLUMW4XUYY11 88032WAN6 30000.00000000 PA USD 27257.25000000 0.235081862490 Long DBT CORP KY N 2 2029-04-11 Fixed 3.97500000 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAV9 10000.00000000 PA USD 7701.29000000 0.066420258712 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 307918.60000000 PA USD 4878.34000000 0.042073549351 Long ABS-MBS CORP US N 2 2049-12-15 Variable 0.82740100 N N N N N N Citigroup Mortgage Loan Trust 549300R1KUK063S4I339 17307GNR5 35904.81000000 PA USD 32552.78000000 0.280753493168 Long ABS-O CORP US N 2 2035-02-25 Floating 6.06420000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 36962GW75 10000.00000000 PA USD 9988.83000000 0.086149290941 Long DBT CORP US N 2 2026-05-05 Floating 6.01146000 N N N N N N WACHOVIA STUDENT LOAN TRUST N/A 92978JAF0 21635.06000000 PA USD 20920.22000000 0.180427749729 Long ABS-O CORP US N 2 2040-04-25 Floating 5.48614000 N N N N N N ALIMENTATION COUCHE-TARD 549300OSW32RVX8CCZ87 01626PAM8 35000.00000000 PA USD 29156.93000000 0.251465771819 Long DBT CORP CA N 2 2030-01-25 Fixed 2.95000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F0526A5 275000.00000000 PA USD 265772.46000000 2.292171253357 Long ABS-MBS USGSE US N 2 2053-10-15 Fixed 5.50000000 N N N N N N BLACK HILLS CORP 3MGELCRSTNSAMJ962671 092113AQ2 36000.00000000 PA USD 30792.59000000 0.265572624095 Long DBT CORP US N 2 2033-05-01 Fixed 4.35000000 N N N N N N S&P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VBK9 10000.00000000 PA USD 8235.11000000 0.071024222789 Long DBT CORP US N 2 2032-03-01 Fixed 2.90000000 N N N N N N Banc of America Funding Corpor 549300UKLRORHBR16839 05963SAD4 4511.41000000 PA USD 4460.30000000 0.038468137147 Long ABS-MBS CORP US N 2 2036-09-26 Floating 5.57420000 N N N N N N MEDTRONIC GLOBAL HLDINGS 549300JXMTTP8GKYIX14 58507LBC2 30000.00000000 PA USD 27955.80000000 0.241106550786 Long DBT CORP LU N 2 2033-03-30 Fixed 4.50000000 N N N N N N Citigroup Commercial Mortgage N/A 17322YAJ9 550172.30000000 PA USD 3021.58000000 0.026059806255 Long ABS-MBS CORP US N 2 2047-10-10 Variable 1.08993300 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBF7 10000.00000000 PA USD 7463.29000000 0.064367612782 Long DBT CORP US N 2 2033-02-15 Fixed 2.60000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBK6 35000.00000000 PA USD 27948.97000000 0.241047645022 Long DBT CORP US N 2 2033-04-15 Fixed 3.41900000 N N N N N N COMM Mortgage Trust N/A 12592KBD5 1933724.63000000 PA USD 9195.34000000 0.079305786659 Long ABS-MBS CORP US N 3 2047-09-10 Variable 0.97634200 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAP6 10000.00000000 PA USD 8482.91000000 0.073161389433 Long DBT CORP KY N 2 2028-02-21 Fixed 2.75000000 N N N N N N SLM Student Loan Trust 549300OORAXMFXOHG132 78444GAD6 20000.00000000 PA USD 18584.37000000 0.160282064875 Long ABS-O CORP US N 2 2083-04-26 Floating 6.51614000 N N N N N N SEALED AIR CORP Q0M0CZB4YN6JZ65WXI09 81211KAZ3 30000.00000000 PA USD 26110.62000000 0.225192680126 Long DBT CORP US N 2 2026-10-15 Fixed 1.57300000 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TAZ9 30000.00000000 PA USD 24983.31000000 0.215470124315 Long DBT CORP US N 2 2030-09-15 Fixed 3.50000000 N N N N N N Wells Fargo Home Equity Trust N/A 86359BMX6 10109.48000000 PA USD 9590.02000000 0.082709729078 Long ABS-MBS CORP US N 2 2034-04-25 Floating 6.03420000 N N N N N N MASSACHUSETTS ST SCH BLDG AUTH N/A 576000XM0 15000.00000000 PA USD 12473.79000000 0.107580984344 Long DBT MUN US N 2 2032-10-15 Fixed 2.96600000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACB9 79000.00000000 PA USD 62890.95000000 0.542406943467 Long DBT CORP US N 2 2031-02-15 Fixed 2.55000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAP2 40000.00000000 PA USD 31048.71000000 0.267781547101 Long DBT CORP US N 2 2030-10-15 Fixed 2.20000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAU2 10000.00000000 PA USD 9322.21000000 0.080399984933 Long DBT CORP US N 2 2033-05-15 Fixed 5.12500000 N N N N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 084659BD2 25000.00000000 PA USD 18736.74000000 0.161596189498 Long DBT CORP US N 2 2031-05-15 Fixed 1.65000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CHP9 25166.75000000 PA USD 23282.31000000 0.200799743110 Long DBT UST US N 2 2033-07-15 Fixed 1.37500000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63859UBH5 25000.00000000 PA USD 21854.81000000 0.188488179812 Long DBT CORP GB N 2 2026-10-13 Fixed 1.50000000 N N N N N N NEW YORK LIFE INSURANCE TAE73CY392TBWJ3O3305 64952GAE8 25000.00000000 PA USD 24848.23000000 0.214305118381 Long DBT CORP US N 2 2033-05-15 Fixed 5.87500000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BH0 10000.00000000 PA USD 9697.18000000 0.083633937220 Long DBT CORP US N 2 2033-08-21 Fixed 5.62500000 N N N N N N Octagon Credit Partners 46, LT N/A 67577VAL7 70000.00000000 PA USD 69638.80000000 0.600604199089 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 6.72957000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAF0 20000.00000000 PA USD 16507.75000000 0.142372125417 Long DBT CORP US N 2 2030-10-01 Fixed 2.78200000 N N N N N N COMM Mortgage Trust N/A 12591YBE4 1719802.90000000 PA USD 4178.52000000 0.036037907861 Long ABS-MBS CORP US N 2 2047-06-10 Variable 1.20516700 N N N N N N NEW YORK CITY NY TRANSITIONAL N/A 64971XUY2 50000.00000000 PA USD 38871.21000000 0.335247189062 Long DBT MUN US N 2 2033-11-01 Fixed 2.50000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDE9 30000.00000000 PA USD 21477.00000000 0.185229733766 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N SKYAF 2020-1 A N/A 000000000 34366.56000000 PA USD 30045.23000000 0.259126970892 Long ABS-MBS CORP US N 3 2038-05-10 Floating 3.22900000 N N N N N N ELANCO ANIMAL HEALTH INC 549300SHPNDCE059M934 28414HAG8 15000.00000000 PA USD 14625.00000000 0.126134229936 Long DBT CORP US N 2 2028-08-28 Variable 6.65000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBS8 35000.00000000 PA USD 26586.42000000 0.229296247074 Long DBT CORP US N 2 2031-09-15 Fixed 2.30000000 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244AZ2 20000.00000000 PA USD 16421.10000000 0.141624807056 Long DBT CORP US N 2 2030-11-15 Fixed 2.55000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEC5 35000.00000000 PA USD 30847.48000000 0.266046026343 Long DBT CORP US N 2 2027-07-20 Fixed 1.51200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A9VM7 18227.59000000 PA USD 15655.87000000 0.135025032918 Long ABS-MBS USGSE US N 2 2042-06-25 Fixed 2.50000000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 912797FC6 300000.00000000 PA USD 298944.00000000 2.578261280960 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 33961.56000000 0.292903604651 Long ABS-O CORP US N 2 2073-07-25 Floating 7.16614000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAK6 30000.00000000 PA USD 24892.50000000 0.214686927773 Long DBT CORP US N 2 2030-11-15 Fixed 3.87500000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BS1 15000.00000000 PA USD 11457.72000000 0.098817824890 Long DBT CORP US N 2 2032-04-15 Fixed 2.70300000 N N N N N N Saxon Asset Securities Trust N/A 80556YAB1 62101.40000000 PA USD 40933.49000000 0.353033452290 Long ABS-O CORP US N 2 2047-05-25 Floating 5.53420000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJL5 55000.00000000 PA USD 48555.33000000 0.418768489493 Long DBT CORP US N 2 2034-02-01 Fixed 4.83900000 N N N N N N AMERICAN HOMES 4 RENT 549300N4PXZ37U8QKI55 02666TAC1 30000.00000000 PA USD 22901.69000000 0.197517062043 Long DBT CORP US N 2 2031-07-15 Fixed 2.37500000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XBF0 15000.00000000 PA USD 13907.12000000 0.119942828843 Long DBT CORP US N 2 2028-10-01 Fixed 4.62500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3B7 5000.00000000 PA USD 4527.17000000 0.039044861657 Long DBT CORP US N 2 2033-07-25 Fixed 4.89700000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TT5 1000.00000000 PA USD 907.67000000 0.007828256853 Long DBT UST US N 1 2053-08-15 Fixed 4.12500000 N N N N N N Countrywide Asset-Backed Certi N/A 126698AC3 17947.40000000 PA USD 15997.83000000 0.137974288389 Long ABS-O CORP US N 2 2047-10-25 Floating 6.33420000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378KQ69 684367.22000000 PA USD 9724.79000000 0.083872061397 Long ABS-MBS USGA US N 2 2054-10-16 Variable 0.22877000 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 59217GEG0 15000.00000000 PA USD 12726.00000000 0.109756185310 Long DBT CORP US N 2 2030-04-09 Fixed 2.95000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHY0 433000.00000000 PA USD 430902.55000000 3.716346073285 Long DBT UST US N 1 2026-09-15 Fixed 4.62500000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAJ2 25000.00000000 PA USD 21324.07000000 0.183910779388 Long DBT CORP GB N 2 2027-09-02 Fixed 1.75000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CH7 10000.00000000 PA USD 8879.58000000 0.076582494732 Long DBT CORP US N 2 2032-04-13 Fixed 3.60000000 N N N N N N BANNER HEALTH PLD0E0WJKFN8IZJ2WD85 06654DAB3 10000.00000000 PA USD 8276.39000000 0.071380244738 Long DBT CORP US N 2 2030-01-01 Fixed 2.33800000 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAV5 20000.00000000 PA USD 19937.07000000 0.171948510880 Long DBT CORP US N 2 2032-11-16 Fixed 5.60000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 7.00000000 NC USD -5234.36000000 -0.04514406617 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 2023-12-29 742750.02000000 USD -5234.36000000 N N N AON CORP/AON GLOBAL HOLD N/A 03740LAC6 10000.00000000 PA USD 7903.89000000 0.068167595121 Long DBT CORP US N 2 2031-12-02 Fixed 2.60000000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBK6 20000.00000000 PA USD 19091.51000000 0.164655925618 Long DBT CORP US N 2 2033-03-15 Fixed 5.30000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38384CUA5 49860.56000000 PA USD 49079.06000000 0.423285431732 Long ABS-MBS USGA US N 2 2053-08-20 Floating 6.50000000 N N N N N N PUBLIC SERVICE CO OF NEW OFZN1UT56PNG1CGSR346 744542AC5 40000.00000000 PA USD 38266.25000000 0.330029673592 Long DBT CORP US N 2 2025-08-01 Fixed 3.85000000 N N N N N N REXFORD INDUSTRIAL REALT 549300028US163ELJN70 76169XAB0 30000.00000000 PA USD 22390.15000000 0.193105253224 Long DBT CORP US N 2 2031-09-01 Fixed 2.15000000 N N N N N N GS Mortgage Securities Trust N/A 36252WAZ1 2204002.97000000 PA USD 2577.60000000 0.022230672894 Long ABS-MBS CORP US N 2 2047-04-10 Variable 1.16593600 N N N N N N JPMBB Commercial Mortgage Secu N/A 46643PBG4 1363277.89000000 PA USD 7869.52000000 0.067871168900 Long ABS-MBS CORP US N 2 2047-11-15 Variable 0.94535400 N N N N N N PIPELINE FUNDING CO LLC N/A 724060AA6 16808.00000000 PA USD 17344.71000000 0.149590539440 Long DBT CORP US N 2 2030-01-15 Fixed 7.50000000 N N N N N N PROGRESSIVE CORP 529900TACNVLY9DCR586 743315AW3 10000.00000000 PA USD 8700.57000000 0.075038611757 Long DBT CORP US N 2 2030-03-26 Fixed 3.20000000 N N N N N N ASCENSION HEALTH N/A 04352EAA3 20000.00000000 PA USD 17052.48000000 0.147070183473 Long DBT CORP US N 2 2029-11-15 Fixed 2.53200000 N N N N N N UNIV OF MICHIGAN MI N/A 914455VE7 25000.00000000 PA USD 22315.98000000 0.192465569406 Long DBT MUN US N 2 2031-04-01 Fixed 3.43600000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172CX5 30000.00000000 PA USD 29272.86000000 0.252465617376 Long DBT CORP US N 2 2032-11-17 Fixed 5.75000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BX6 65000.00000000 PA USD 58779.91000000 0.506951021098 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJQ3 50000.00000000 PA USD 44861.69000000 0.386912459609 Long DBT CORP US N 2 2027-03-11 Fixed 1.65800000 N N N N N N Bear Stearns Adjustable Rate M N/A 07384MG97 5666.67000000 PA USD 5144.15000000 0.044366044371 Long ABS-MBS CORP US N 2 2034-04-25 Variable 4.17991000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2X8 30000.00000000 PA USD 29858.68000000 0.257518058715 Long DBT CORP US N 2 2024-05-24 Floating 6.01803600 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCU8 40000.00000000 PA USD 31914.86000000 0.275251712110 Long DBT CORP US N 2 2033-01-25 Fixed 2.96300000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380Y2X2 21828.91000000 PA USD 19299.62000000 0.166450783368 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 3.50000000 N N N N N N AON CORP LTS3U8DGK38SETRUWX71 037389BE2 25000.00000000 PA USD 20843.81000000 0.179768746891 Long DBT CORP US N 2 2030-05-15 Fixed 2.80000000 N N N N N N HUDSON PACIFIC PROPERTIE 5493007NTUGLGZ8T3526 44409MAA4 75000.00000000 PA USD 59269.31000000 0.511171882099 Long DBT CORP US N 2 2027-11-01 Fixed 3.95000000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BE6 55000.00000000 PA USD 53498.71000000 0.461402980405 Long DBT CORP US N 2 2054-09-15 Fixed 4.37500000 N N N N N N Morgan Stanley BAML Trust N/A 61764PBV3 1727004.86000000 PA USD 10592.24000000 0.091353438338 Long ABS-MBS CORP US N 2 2047-12-15 Variable 1.09910400 N N N N N N LXP INDUSTRIAL TRUST 549300S4MH2ICXDBFV43 529043AE1 25000.00000000 PA USD 19383.37000000 0.167173090496 Long DBT CORP US N 2 2030-09-15 Fixed 2.70000000 N N N N N N EQUITABLE FINANCIAL LIFE 635400B4JJBON4TCHF02 29449W7M3 25000.00000000 PA USD 21872.17000000 0.188637902221 Long DBT CORP US N 2 2026-07-12 Fixed 1.30000000 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BA3 50000.00000000 PA USD 44655.50000000 0.385134161019 Long DBT CORP US N 2 2035-08-15 Fixed 5.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDC4 46110.71000000 PA USD 35069.03000000 0.302455049139 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBS4 35000.00000000 PA USD 27350.27000000 0.235884119316 Long DBT CORP US N 2 2031-05-15 Fixed 2.50000000 N N N N N N Long Beach Mortgage Loan Trust N/A 542514RH9 3452.45000000 PA USD 3264.30000000 0.028153160121 Long ABS-O CORP US N 2 2036-02-25 Floating 5.87420000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAN2 15000.00000000 PA USD 14305.30000000 0.123376957231 Long DBT CORP US N 2 2029-08-15 Fixed 5.30000000 N N N N N N BOSTON GAS COMPANY FN7P4E7K9JOBORDEUX61 100743AM5 25000.00000000 PA USD 20985.70000000 0.180992486097 Long DBT CORP US N 2 2032-03-16 Fixed 3.75700000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAP0 20000.00000000 PA USD 19129.61000000 0.164984521458 Long DBT CORP US N 2 2033-06-30 Fixed 5.40000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CT0 15000.00000000 PA USD 14744.56000000 0.127165382656 Long DBT CORP US N 2 2025-05-01 Fixed 4.87500000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 20.00000000 NC USD -12717.27000000 -0.10968089287 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 2023-12-29 4066936.03000000 USD -12717.27000000 N N N CENTERPOINT ENERGY RES 2JADVB0458J06WCD4N56 15189YAH9 25000.00000000 PA USD 24098.76000000 0.207841267351 Long DBT CORP US N 2 2033-03-01 Fixed 5.40000000 N N N N N N FIDELITY NATL INFO SERV 6WQI0GK1PRFVBA061U48 31620MBT2 30000.00000000 PA USD 23457.94000000 0.202314475062 Long DBT CORP US N 2 2031-03-01 Fixed 2.25000000 N N N N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 683715AF3 17000.00000000 PA USD 17083.81000000 0.147340391024 Long DBT CORP CA N 2 2027-12-01 Fixed 6.90000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AP3 70000.00000000 PA USD 61159.10000000 0.527470494501 Long DBT CORP CH N 2 2031-04-01 Fixed 4.19400000 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 90265EAP5 10000.00000000 PA USD 9248.96000000 0.079768235713 Long DBT CORP US N 2 2029-01-26 Fixed 4.40000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBJ0 30000.00000000 PA USD 29123.39000000 0.251176503985 Long DBT CORP US N 2 2025-10-15 Fixed 4.65000000 N N N N N N NNN REIT INC 5493008JKH5SOTI0JS97 637417AS5 40000.00000000 PA USD 37720.23000000 0.325320489850 Long DBT CORP US N 2 2033-10-15 Fixed 5.60000000 N N N N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 883556CX8 34000.00000000 PA USD 32904.48000000 0.283786751880 Long DBT CORP US N 2 2033-08-10 Fixed 5.08600000 N N N N N N OKLAHOMA G&E CO 549300VJ8YXGPO8EV472 678858BX8 25000.00000000 PA USD 24225.38000000 0.208933309484 Long DBT CORP US N 2 2033-01-15 Fixed 5.40000000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAH1 60000.00000000 PA USD 46480.55000000 0.400874419231 Long DBT CORP US N 2 2032-03-01 Fixed 3.50000000 N N N N N N 321 Henderson Receivables LLC N/A 46617LAA9 28736.68000000 PA USD 25067.60000000 0.216197088707 Long ABS-O CORP US N 2 2073-01-17 Fixed 4.08000000 N N N N N N UNITED AIR 2023-1 A PTT N/A 90932LAJ6 30000.00000000 PA USD 29190.71000000 0.251757109548 Long DBT CORP US N 2 2036-01-15 Fixed 5.80000000 N N N N N N DENTSPLY SIRONA INC 9NHEHR1SOZCYXDO8HO28 24906PAA7 35000.00000000 PA USD 29314.67000000 0.252826210344 Long DBT CORP US N 2 2030-06-01 Fixed 3.25000000 N N N N N N SLM Student Loan Trust 549300JQFJDGC1WO7674 78445CAE2 20000.00000000 PA USD 18931.49000000 0.163275823090 Long ABS-O CORP US N 2 2083-07-26 Floating 7.16614000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FQ6 20000.00000000 PA USD 15088.40000000 0.130130852305 Long DBT CORP US N 2 2036-04-06 Fixed 2.89100000 N N N N N N DELTA AIR LINES 2020-AA N/A 247361ZV3 20515.45520000 PA USD 17990.99000000 0.155164421842 Long DBT CORP US N 2 2028-06-10 Fixed 2.00000000 N N N N N N Bombardier Capital Mortgage Se N/A 09774XBN1 19426.33000000 PA USD 2397.29000000 0.020675577988 Long ABS-O CORP US N 2 2030-06-15 Variable 7.57500000 N N N N N N REXFORD INDUSTRIAL REALT 549300028US163ELJN70 76169XAA2 5000.00000000 PA USD 3802.41000000 0.032794123572 Long DBT CORP US N 2 2030-12-01 Fixed 2.12500000 N N N N N N ILLUMINA INC SQ95QG8SR5Q56LSNF682 452327AP4 15000.00000000 PA USD 14748.70000000 0.127201088345 Long DBT CORP US N 2 2027-12-13 Fixed 5.75000000 N N N N N N COMM Mortgage Trust N/A 12591UAG8 679612.36000000 PA USD 150.87000000 0.001301187779 Long ABS-MBS CORP US N 2 2047-03-10 Variable 1.18782200 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBD6 20000.00000000 PA USD 15319.57000000 0.132124592472 Long DBT CORP US N 2 2037-08-15 Fixed 4.39000000 N N N N N N UBS-Barclays Commercial Mortga N/A 90349DAL6 301184.84000000 PA USD 121.53000000 0.001048143108 Long ABS-MBS CORP US N 3 2049-08-10 Variable 0.34156000 N N N N N N STERIS PLC 549300BRDKZ1HFI2J358 85917PAA5 30000.00000000 PA USD 24326.89000000 0.209808788847 Long DBT CORP IE N 2 2031-03-15 Fixed 2.70000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NE7 170000.00000000 PA USD 129927.07000000 1.120564165628 Long DBT CORP US N 2 2032-11-03 Fixed 2.52000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AM0 20000.00000000 PA USD 19251.09000000 0.166032233338 Long DBT CORP CH N 2 2025-09-11 Fixed 2.59300000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAD2 28124.99995000 PA USD 27834.50000000 0.240060391327 Long DBT CORP US N 2 2025-03-20 Fixed 4.73800000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38381AYA8 2156.42000000 PA USD 1927.85000000 0.016626863260 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 3.50000000 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 370334CT9 35000.00000000 PA USD 32764.20000000 0.282576898220 Long DBT CORP US N 2 2033-03-29 Fixed 4.95000000 N N N N N N Fidelity Government Portfolio 549300FQDFZGLUOCWN51 316175108 20502.11000000 NS USD 20502.11000000 0.176821733806 Long STIV RF US N 1 N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BC1 20000.00000000 PA USD 16443.78000000 0.141820412139 Long DBT CORP US N 2 2030-06-01 Fixed 2.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ABG64 29456.29000000 PA USD 28153.01000000 0.242807400802 Long ABS-MBS USGSE US N 2 2042-10-25 Floating 5.00000000 N N N N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 55607PAF2 25000.00000000 PA USD 21858.10000000 0.188516554623 Long DBT CORP AU N 2 2027-09-23 Fixed 1.62900000 N N N N N N Wells Fargo Commercial Mortgag 5493007CD1Q2V06I4172 94989AAX3 4099972.16000000 PA USD 37217.87000000 0.320987854517 Long ABS-MBS CORP US N 2 2047-12-15 Variable 1.15543500 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687CT1 12000.00000000 PA USD 12061.86000000 0.104028268218 Long DBT CORP US N 2 2024-01-20 Fixed 7.75000000 N N N N N N JP Morgan Chase Commercial Mor N/A 46635GAJ9 597694.35000000 PA USD 5862.78000000 0.050563913886 Long ABS-MBS CORP US N 2 2043-11-15 Variable 1.52497500 N N N N N N PHYSICIANS REALTY LP 549300P6Q1UMT0X60U20 71951QAA0 26000.00000000 PA USD 24433.76000000 0.210730495866 Long DBT CORP US N 2 2027-03-15 Fixed 4.30000000 N N N N N N SOUTHERN NATURAL GAS N/A 84346LAA8 30000.00000000 PA USD 23165.79000000 0.199794809060 Long DBT CORP US N 2 2047-03-15 Fixed 4.80000000 N N N N N N Ameriquest Mortgage Securities N/A 03072SV36 100000.00000000 PA USD 95357.24000000 0.822414498204 Long ABS-O CORP US N 2 2036-01-25 Floating 6.18420000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BJ3 10000.00000000 PA USD 9706.42000000 0.083713628180 Long DBT CORP US N 2 2033-10-28 Fixed 6.03700000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523CS7 30000.00000000 PA USD 29109.67000000 0.251058174984 Long DBT CORP US N 2 2033-03-15 Fixed 5.40000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 55037AAB4 35000.00000000 PA USD 28060.73000000 0.242011526153 Long DBT CORP NO N 2 2031-07-15 Fixed 3.10000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MY4 50000.00000000 PA USD 38725.97000000 0.333994557571 Long DBT CORP US N 2 2032-05-01 Fixed 2.56100000 N N N N N N COMMONWEALTH EDISON CO D8YOXB8L2ZDC8P7Q0771 202795HT0 20000.00000000 PA USD 20770.68000000 0.179138032618 Long DBT CORP US N 2 2038-01-15 Fixed 6.45000000 N N N N N N Aimco N/A 00900LAQ7 70000.00000000 PA USD 68488.00000000 0.590679052298 Long ABS-CBDO CORP KY N 2 2034-10-17 Floating 7.16957000 N N N N N N SMITH & NEPHEW PLC 213800ZTMDN8S67S1H61 83192PAA6 30000.00000000 PA USD 23111.97000000 0.199330635094 Long DBT CORP GB N 2 2030-10-14 Fixed 2.03200000 N N N N N N WRKCO INC 549300JEB576INN13W07 92940PAG9 10000.00000000 PA USD 7841.95000000 0.067633389705 Long DBT CORP US N 2 2033-06-15 Fixed 3.00000000 N N N N N N GS Mortgage Securities Trust N/A 36191YAA6 192387.47000000 PA USD 1.92000000 0.000016559160 Long ABS-MBS CORP US N 2 2044-08-10 Variable 0.08959800 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AQ4 30000.00000000 PA USD 22592.95000000 0.194854314546 Long DBT CORP US N 2 2030-11-01 Fixed 2.30000000 N N N N N N LXP INDUSTRIAL TRUST 549300S4MH2ICXDBFV43 529537AA0 25000.00000000 PA USD 18374.21000000 0.158469526771 Long DBT CORP US N 2 2031-10-01 Fixed 2.37500000 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AN2 35000.00000000 PA USD 33584.88000000 0.289654904362 Long DBT CORP US N 2 2024-10-01 Fixed 1.80000000 N N N N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 254709AS7 25000.00000000 PA USD 24169.78000000 0.208453783796 Long DBT CORP US N 2 2032-11-29 Fixed 6.70000000 N N N N N N GS Mortgage Securities Trust N/A 36249KAE0 2407256.42000000 PA USD 7722.48000000 0.066603013196 Long ABS-MBS CORP US N 2 2043-08-10 Variable 0.56407100 N N N N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369AZ8 30000.00000000 PA USD 27234.17000000 0.234882807583 Long DBT CORP US N 2 2032-08-08 Fixed 4.25000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F0426A6 200000.00000000 PA USD 183640.63000000 1.583820133336 Long ABS-MBS USGSE US N 2 2053-10-15 Fixed 4.50000000 N N N N N N NEW YORK CITY NY TRANSITIONAL N/A 64971XEN4 5000.00000000 PA USD 4610.69000000 0.039765185136 Long DBT MUN US N 2 2029-08-01 Fixed 3.73000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CGW5 68292.43000000 PA USD 64931.16000000 0.560002862595 Long DBT UST US N 2 2028-04-15 Fixed 1.25000000 N N N N N N Structured Asset Mortgage Inve N/A 86359LAQ2 1192.80000000 PA USD 1102.06000000 0.009504785602 Long ABS-MBS CORP US N 2 2034-03-19 Floating 6.14156000 N N N N N N Madison Park Funding Ltd N/A 55821LAC8 70000.00000000 PA USD 68726.00000000 0.592731698228 Long ABS-CBDO CORP KY N 2 2034-10-22 Floating 7.25718000 N N N N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 77340RAS6 20000.00000000 PA USD 18876.51000000 0.162801644631 Long DBT CORP US N 2 2025-05-15 Fixed 3.60000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU 549300FCX3YXSYSLU895 92938VAW5 4810259.22000000 PA USD 7119.66000000 0.061403954291 Long ABS-MBS CORP US N 2 2047-03-15 Variable 1.10977300 N N N N N N TAKE-TWO INTERACTIVE SOF BOMSTHHJK882EWYX3334 874054AH2 15000.00000000 PA USD 13079.16000000 0.112802035884 Long DBT CORP US N 2 2032-04-14 Fixed 4.00000000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AD5 25000.00000000 PA USD 22442.37000000 0.193555627890 Long DBT CORP US N 2 2032-05-15 Fixed 5.12500000 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAQ5 40000.00000000 PA USD 27384.98000000 0.236183477888 Long DBT CORP US N 2 2032-11-15 Fixed 2.50000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F0306A1 200000.00000000 PA USD 165398.44000000 1.426489221336 Long ABS-MBS USGSE US N 2 2053-10-15 Fixed 3.00000000 N N N N N N ITC HOLDINGS CORP 549300HTO5U9D3SLE207 465685AS4 25000.00000000 PA USD 23767.60000000 0.204985157157 Long DBT CORP US N 2 2033-06-01 Fixed 5.40000000 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 37331NAK7 20000.00000000 PA USD 16282.81000000 0.140432116276 Long DBT CORP US N 2 2030-04-30 Fixed 2.30000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAW1 50000.00000000 PA USD 40391.25000000 0.348356869395 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -1.00000000 NC USD 9185.63000000 0.079222042155 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 2023-12-19 -127873.13000000 USD 9185.63000000 N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAG6 5000.00000000 PA USD 4696.79000000 0.040507759987 Long DBT CORP KY N 2 2026-05-01 Fixed 4.37500000 N N N N N N KEYSPAN GAS EAST CORP K8TS3HOE1568DUBUJL44 49338CAD5 25000.00000000 PA USD 24128.10000000 0.208094312022 Long DBT CORP US N 2 2033-03-06 Fixed 5.99400000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAG2 10000.00000000 PA USD 7567.03000000 0.065262324919 Long DBT CORP US N 2 2032-03-15 Fixed 2.35000000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DBJ7 35000.00000000 PA USD 29607.10000000 0.255348291223 Long DBT CORP US N 2 2030-05-15 Fixed 3.62500000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAH4 20000.00000000 PA USD 18083.10000000 0.155958830315 Long DBT CORP US N 2 2026-01-15 Fixed 1.57000000 N N N N N N BARNABAS HEALTH INC 549300P076255Y69C077 06769QAA8 15000.00000000 PA USD 13975.61000000 0.120533525144 Long DBT CORP US N 2 2028-07-01 Fixed 4.00000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DU1 25000.00000000 PA USD 23674.30000000 0.204180485454 Long DBT CORP US N 2 2033-02-21 Fixed 5.25000000 N N N N N N FARMERS INS EXCH 549300UWG2TLX1GZVT44 309601AE2 45000.00000000 PA USD 33819.08000000 0.291674776953 Long DBT CORP US N 2 2057-11-01 Fixed 4.74700000 N N N N N N Wells Fargo Commercial Mortgag 549300PX4QZK7CUM8D08 94988XAX4 255598.08000000 PA USD 734.40000000 0.006333878869 Long ABS-MBS CORP US N 2 2050-08-15 Variable 1.20910300 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378BF61 1786792.55000000 PA USD 4200.93000000 0.036231184312 Long ABS-MBS USGA US N 2 2053-02-16 Variable 0.11121000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XAY0 26000.00000000 PA USD 23573.11000000 0.203307765952 Long DBT CORP US N 2 2027-12-01 Fixed 3.62500000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYN8 75000.00000000 PA USD 57923.48000000 0.499564686839 Long DBT CORP US N 2 2032-10-21 Fixed 2.65000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468U6 175000.00000000 PA USD 129696.03000000 1.118571546655 Long DBT CORP US N 2 2032-02-13 Fixed 1.79400000 N N N N N N Wells Fargo Commercial Mortgag N/A 94989MAH2 2011641.73000000 PA USD 15466.81000000 0.133394473088 Long ABS-MBS CORP US N 2 2058-07-15 Variable 0.73536400 N N N N N N MSILF Government Portfolio 549300BI6Y5SI6BYPB26 61747C707 447000.00000000 NS USD 447000.00000000 3.855179540614 Long STIV RF US N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYM0 60000.00000000 PA USD 52991.30000000 0.457026791030 Long DBT CORP US N 2 2027-10-21 Fixed 1.94800000 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AE1 25000.00000000 PA USD 21611.92000000 0.186393359770 Long DBT CORP US N 2 2032-03-17 Fixed 4.20000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136ARP44 295711.07000000 PA USD 4042.25000000 0.034862638698 Long ABS-MBS USGSE US N 2 2039-01-25 Variable 2.69707100 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAL7 45000.00000000 PA USD 41842.80000000 0.360875853427 Long DBT CORP US N 2 2028-12-15 Fixed 4.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A1L60 57110.16000000 PA USD 3397.68000000 0.029303504298 Long ABS-MBS USGSE US N 2 2041-11-25 Floating 0.57057000 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAN4 25000.00000000 PA USD 18292.75000000 0.157766969891 Long DBT CORP US N 2 2032-09-15 Fixed 1.85000000 N N N N N N CBOE GLOBAL MARKETS INC 529900RLNSGA90UPEH54 12503MAD0 20000.00000000 PA USD 16433.34000000 0.141730371704 Long DBT CORP US N 2 2032-03-16 Fixed 3.00000000 N N N N N N JDE PEET'S NV 724500EHG519SE5ZRT89 47216QAC7 30000.00000000 PA USD 22330.60000000 0.192591660513 Long DBT CORP NL N 2 2031-09-24 Fixed 2.25000000 N N N N N N NARRAGANSETT ELECTRIC VAI0KZ806W8MCH0BCZ61 631005BJ3 35000.00000000 PA USD 30375.08000000 0.261971782909 Long DBT CORP US N 2 2030-04-09 Fixed 3.39500000 N N N N N N PFIZER INVESTMENT ENTER 5493000FQO8XF9C0RT95 716973AE2 50000.00000000 PA USD 47396.94000000 0.408777882272 Long DBT CORP SG N 2 2033-05-19 Fixed 4.75000000 N N N N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 476556DD4 35000.00000000 PA USD 27494.27000000 0.237126056349 Long DBT CORP US N 2 2032-03-01 Fixed 2.75000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBF4 30000.00000000 PA USD 25200.84000000 0.217346225445 Long DBT CORP US N 2 2030-05-01 Fixed 2.87500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H0506A5 25000.00000000 PA USD 23691.41000000 0.204328051723 Long ABS-MBS USGA US N 2 2053-10-15 Fixed 5.00000000 N N N N N N HEALTHCARE RLTY HLDGS LP 549300IYGAS4GE6VDL07 42225UAJ3 4000.00000000 PA USD 3772.77000000 0.032538491533 Long DBT CORP US N 2 2025-05-01 Fixed 3.87500000 N N N N N N Allegro CLO Ltd 635400EGZEWLZ9KRXG08 01750LAA1 30000.00000000 PA USD 29931.90000000 0.258149549198 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 6.66957000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAG6 30000.00000000 PA USD 27548.46000000 0.237593421403 Long DBT CORP US N 2 2034-12-01 Fixed 5.30000000 N N N N N N PREMIER HEALTH PARTNERS 549300KETC002I82TF46 74052BAA5 15000.00000000 PA USD 13420.64000000 0.115747151565 Long DBT CORP US N 2 2026-11-15 Fixed 2.91100000 N N N N N N ALCON FINANCE CORP 549300CUZUI9VU7XNK42 01400EAA1 40000.00000000 PA USD 36799.09000000 0.317376060136 Long DBT CORP US N 2 2026-09-23 Fixed 2.75000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHX0 150000.00000000 PA USD 125128.32000000 1.079177045224 Long DBT CORP US N 2 2030-10-22 Fixed 2.88400000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248BD9 40000.00000000 PA USD 28806.65000000 0.248444759985 Long DBT CORP US N 2 2031-09-13 Fixed 2.62500000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAW5 50000.00000000 PA USD 42895.45000000 0.369954499385 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N RELX CAPITAL INC 2R15C3RTKJN1RCBOV146 74949LAD4 30000.00000000 PA USD 25672.10000000 0.221410636878 Long DBT CORP US N 2 2030-05-22 Fixed 3.00000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AW3 20000.00000000 PA USD 19697.44000000 0.169881806913 Long DBT CORP US N 2 2032-10-15 Fixed 5.50000000 N N N N N N ITC HOLDINGS CORP 549300HTO5U9D3SLE207 465685AR6 20000.00000000 PA USD 19476.15000000 0.167973277427 Long DBT CORP US N 2 2027-09-22 Fixed 4.95000000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAM8 32000.00000000 PA USD 25663.70000000 0.221338190551 Long DBT CORP N/A N 2 2031-12-01 Fixed 3.75000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VBC4 41000.00000000 PA USD 37868.61000000 0.326600202468 Long DBT CORP US N 2 2033-05-01 Fixed 5.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWC27 44472.54000000 PA USD 35369.26000000 0.305044401607 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38384EEE1 49864.99000000 PA USD 49499.19000000 0.426908869272 Long ABS-MBS USGA US N 2 2053-08-20 Floating 6.46426000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AQ5K2 43993.39000000 PA USD 388.89000000 0.003354006200 Long ABS-MBS USGSE US N 2 2036-04-25 Variable 2.03858000 N N N N N N SAN FRANCISCO CALIF CITY &CNTY 54930055TIDYHNDP4F84 79766DUT4 20000.00000000 PA USD 15901.48000000 0.137143311770 Long DBT MUN US N 2 2034-05-01 Fixed 3.05300000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AR2 10000.00000000 PA USD 6276.49000000 0.054131981733 Long DBT CORP US N 2 2040-11-15 Fixed 3.26800000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BM6 40000.00000000 PA USD 36280.83000000 0.312906294256 Long DBT CORP US N 2 2034-01-24 Fixed 5.06800000 N N N N N N AMEREN CORP XRZQ5S7HYJFPHJ78L959 023608AJ1 75000.00000000 PA USD 64446.58000000 0.555823571987 Long DBT CORP US N 2 2031-01-15 Fixed 3.50000000 N N N N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 77340RAR8 10000.00000000 PA USD 8921.47000000 0.076943777664 Long DBT CORP US N 2 2029-07-15 Fixed 4.95000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBC6 65000.00000000 PA USD 55181.72000000 0.475918205726 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N BAE SYSTEMS HOLDINGS INC MF62XBVMNYTYMC18DL76 05523UAK6 15000.00000000 PA USD 14677.59000000 0.126587795690 Long DBT CORP US N 2 2024-10-07 Fixed 3.80000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -11.00000000 NC USD 35129.49000000 0.302976490201 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 2023-12-19 -1262316.99000000 USD 35129.49000000 N N N UNIVERSAL HEALTH SVCS 549300YGMGQDO0NMJD09 913903AZ3 35000.00000000 PA USD 30859.31000000 0.266148054920 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 11173.08000000 0.096362929354 Long DBT MUN US N 2 2033-03-15 Fixed 2.00000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F0406A0 150000.00000000 PA USD 133558.59000000 1.151884437676 Long ABS-MBS USGSE US N 2 2053-10-15 Fixed 4.00000000 N N N N N N MASSACHUSETTS ST SPL OBLG REVE 5493001N1YCXNI1O7K10 576004HG3 18834.60070000 PA USD 17727.13000000 0.152888744719 Long DBT MUN US N 2 2031-07-15 Fixed 4.11000000 N N N N N N CIT Mortgage Loan Trust N/A 12559QAA0 459.31000000 PA USD 459.13000000 0.003959795486 Long ABS-O CORP US N 2 2037-10-25 Floating 6.78420000 N N N N N N APPALACHIAN POWER CO 3SCHO1ABYYIG382BEI70 037735CW5 20000.00000000 PA USD 18360.68000000 0.158352836437 Long DBT CORP US N 2 2027-06-01 Fixed 3.30000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378B5H8 472947.72000000 PA USD 5320.38000000 0.045885951061 Long ABS-MBS USGA US N 2 2054-02-16 Variable 0.58358000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD 5357.58000000 0.046206784794 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2053-12-20 0.00000000 USD 0.00000000 USD 69000.00000000 USD 5357.58000000 N N N Dreyfus Government Cash Management 5493000Q69I5Q3QZIA91 262006208 485000.00000000 NS USD 485000.00000000 4.182912924380 Long STIV RF US N 1 N N N REGENERON PHARMACEUTICAL 549300RCBFWIRX3HYQ56 75886FAE7 20000.00000000 PA USD 15403.96000000 0.132852419320 Long DBT CORP US N 2 2030-09-15 Fixed 1.75000000 N N N N N N NATIONWIDE MUTUAL INSURA Z7LVXXWM8HZPKF5T2355 638671AJ6 50000.00000000 PA USD 50007.11000000 0.431289457175 Long DBT CORP US N 2 2024-12-15 Floating 7.96104000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBL8 35000.00000000 PA USD 27749.82000000 0.239330063355 Long DBT CORP US N 2 2031-06-15 Fixed 2.55000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8N5 9000.00000000 PA USD 8634.76000000 0.074471029284 Long DBT CORP US N 2 2033-05-15 Fixed 4.95000000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523CL2 35000.00000000 PA USD 28756.22000000 0.248009823287 Long DBT CORP US N 2 2030-03-15 Fixed 2.40000000 N N N N N N FRESENIUS MED CARE III 5299006ZHLMXOOUVTU44 35805BAC2 20000.00000000 PA USD 17455.44000000 0.150545537271 Long DBT CORP US N 2 2026-12-01 Fixed 1.87500000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 8426EPAG3 27000.00000000 PA USD 26494.14000000 0.228500372425 Long DBT CORP US N 2 2033-09-15 Fixed 5.75000000 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAP7 5000.00000000 PA USD 3932.78000000 0.033918507815 Long DBT CORP US N 2 2030-02-15 Fixed 3.05000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMM1 74000.00000000 PA USD 54194.40000000 0.467403002451 Long DBT CORP US N 2 2033-12-01 Fixed 2.55000000 N N N N N N MID-AMERICA APARTMENTS 549300FXWGE3QSYCUJ38 59523UAS6 20000.00000000 PA USD 15270.88000000 0.131704662512 Long DBT CORP US N 2 2031-02-15 Fixed 1.70000000 N N N N N N BALTIMORE MD REVENUE N/A 059231Y38 15000.00000000 PA USD 11324.90000000 0.097672310468 Long DBT MUN US N 2 2033-07-01 Fixed 2.12500000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DR8 50000.00000000 PA USD 47811.45000000 0.412352849769 Long DBT CORP US N 2 2033-03-02 Fixed 5.25000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2Z3 5000.00000000 PA USD 4370.79000000 0.037696152537 Long DBT CORP US N 2 2026-06-29 Fixed 1.60800000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AR0 4000.00000000 PA USD 3102.40000000 0.026756843415 Long DBT CORP US N 2 2032-01-15 Fixed 3.25000000 N N N N N N NEW YORK ST DORM AUTH ST PERSO 549300C8XO7EXTX2XU71 6499022E2 50000.00000000 PA USD 49254.76000000 0.424800767404 Long DBT MUN US N 2 2033-03-15 Fixed 5.28900000 N N N N N N BECTON DICKINSON & CO ICE2EP6D98PQUILVRZ91 075887BW8 20000.00000000 PA USD 18751.71000000 0.161725299202 Long DBT CORP US N 2 2027-06-06 Fixed 3.70000000 N N N N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 084664DA6 5000.00000000 PA USD 4199.84000000 0.036221783538 Long DBT CORP US N 2 2032-03-15 Fixed 2.87500000 N N N N N N SONOCO PRODUCTS CO GKOMIK4RDJGHEF0VNP11 835495AL6 25000.00000000 PA USD 21047.33000000 0.181524017898 Long DBT CORP US N 2 2030-05-01 Fixed 3.12500000 N N N N N N SOUTHWESTERN ELEC POWER R64UBJHEC74EB3HGQ410 845437BR2 15000.00000000 PA USD 13920.95000000 0.120062106545 Long DBT CORP US N 2 2028-09-15 Fixed 4.10000000 N N N N N N 2023-11-20 METROPOLITAN WEST FUNDS Eric Chan Eric Chan Managing Director