NPORT-P false 0001028621 XXXXXXXX S000062249 C000201585 C000201586 METROPOLITAN WEST FUNDS 811-07989 0001028621 549300KGDNJW6FXNDC82 515 South Flower Street Los Angeles 90071 800-241-4671 Metropolitan West Investment Grade Credit Fund S000062249 5493002BN5Y3E3XLWK38 2025-03-31 2024-06-28 N 33845760.23 8077803.81 25767956.42 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 189907.82000000 3238150.41000000 0.00000000 3891330.00000000 USD N Bloomberg U.S. Intermediate Credit Index LUICSTAT WILLIS NORTH AMERICA INC 5493004KVU1HWZCP0C66 970648AM3 25000.00000000 PA USD 24536.75000000 0.095221947755 Long DBT CORP US N 2 2033-05-15 Fixed 5.35000000 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244AZ2 20000.00000000 PA USD 17260.77000000 0.066985405123 Long DBT CORP US N 2 2030-11-15 Fixed 2.55000000 N N N N N N DIGITAL REALTY TRUST LP CD4SPTZ3YBTHY0C1AH38 25389JAU0 10000.00000000 PA USD 9279.91000000 0.036013371990 Long DBT CORP US N 2 2029-07-01 Fixed 3.60000000 N N N N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 883556CX8 34000.00000000 PA USD 33925.79000000 0.131658830242 Long DBT CORP US N 2 2033-08-10 Fixed 5.08600000 N N N N N N Home Equity Asset Trust N/A 437084LR5 76609.71000000 PA USD 77066.88000000 0.299080294703 Long ABS-MBS CORP US N 2 2035-10-25 Floating 4.92472300 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XAY0 26000.00000000 PA USD 24546.65000000 0.095260367566 Long DBT CORP US N 2 2027-12-01 Fixed 3.62500000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DU1 150000.00000000 PA USD 146573.27000000 0.568819923516 Long DBT CORP US N 2 2033-02-21 Fixed 5.25000000 N N N N N N PIEDMONT NATURAL GAS CO VXB4M3BDPKF3I2AZ3G89 720186AQ8 80000.00000000 PA USD 80010.76000000 0.310504871616 Long DBT CORP US N 2 2033-06-15 Fixed 5.40000000 N N N N N N RELX CAPITAL INC 2R15C3RTKJN1RCBOV146 74949LAD4 20000.00000000 PA USD 17953.31000000 0.069673006688 Long DBT CORP US N 2 2030-05-22 Fixed 3.00000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAT8 120000.00000000 PA USD 98887.59000000 0.383761864496 Long DBT CORP US N 2 2031-01-15 Fixed 2.25000000 N N N N N N Countrywide Asset-Backed Certi N/A 126698AC3 16842.69000000 PA USD 15444.90000000 0.059938396930 Long ABS-O CORP US N 2 2047-10-25 Floating 6.35971000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H050672 300000.00000000 PA USD 292151.25000000 1.133777336619 Long ABS-MBS USGA US N 2 2054-07-15 Fixed 5.00000000 N N N N N N BX Trust 2019-OC11 N/A 05606FAJ2 79000.00000000 PA USD 70358.75000000 0.273047458064 Long ABS-MBS CORP US N 2 2041-12-09 Fixed 3.85600000 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 37331NAK7 20000.00000000 PA USD 17261.98000000 0.066990100878 Long DBT CORP US N 2 2030-04-30 Fixed 2.30000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAQ6 32000.00000000 PA USD 27165.69000000 0.105424309003 Long DBT CORP US N 2 2033-01-25 Fixed 3.05700000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AR2 20000.00000000 PA USD 14185.43000000 0.055050659698 Long DBT CORP US N 2 2040-11-15 Fixed 3.26800000 N N N N N N SYDNEY AIRPORT FINANCE 549300MJAANHLHOVTO40 87124VAF6 15000.00000000 PA USD 14502.54000000 0.056281296675 Long DBT CORP AU N 2 2026-04-28 Fixed 3.62500000 N N N N N N WORLDLINE SA/FRANCE 549300CJMQNCA0U4TS33 000000000 75.00000000 PA 9064.70000000 0.035178187405 Long DBT CORP FR N 2 2025-07-30 None 0.00000000 N N N N N Worldline SA/France MXN XXXX N N N MID-AMERICA APARTMENTS 549300FXWGE3QSYCUJ38 59523UAS6 20000.00000000 PA USD 16052.62000000 0.062296829978 Long DBT CORP US N 2 2031-02-15 Fixed 1.70000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BT8 10000.00000000 PA USD 9380.14000000 0.036402343465 Long DBT CORP US N 2 2029-03-23 Fixed 3.70000000 N N N N N N SOUTHWESTERN ELEC POWER R64UBJHEC74EB3HGQ410 845437BR2 15000.00000000 PA USD 14313.14000000 0.055546275252 Long DBT CORP US N 2 2028-09-15 Fixed 4.10000000 N N N N N N Credit Suisse Mortgage Trust N/A 12658WAC3 100000.00000000 PA USD 84347.52000000 0.327334921812 Long ABS-MBS CORP US N 2 2043-10-10 Fixed 3.16710000 N N N N N N SREIT Trust N/A 85236WCJ3 100000.00000000 PA USD 98737.82000000 0.383180638738 Long ABS-MBS CORP US N 2 2036-11-15 Floating 6.81418000 N N N N N N SREIT Trust N/A 85237AAE3 50000.00000000 PA USD 49007.41000000 0.190187414171 Long ABS-MBS CORP US N 2 2034-10-15 Floating 6.40348000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 8426EPAG3 102000.00000000 PA USD 104492.56000000 0.405513570020 Long DBT CORP US N 2 2033-09-15 Fixed 5.75000000 N N N N N N HEALTH CARE SERVICE CORP 549300TMJ1FKCKECR148 42218SAL2 65000.00000000 PA USD 64245.16000000 0.249321905675 Long DBT CORP US N 2 2034-06-15 Fixed 5.45000000 N N N N N N Fannie Mae - CAS N/A 20754LAB5 50000.00000000 PA USD 50644.58000000 0.196540925382 Long ABS-MBS CORP US N 2 2041-12-25 Floating 7.23535000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBL8 35000.00000000 PA USD 29327.93000000 0.113815506057 Long DBT CORP US N 2 2031-06-15 Fixed 2.55000000 N N N N N N AMERICAN ASSETS TRUST LP 549300V1TI0SMG9Z6U69 02401LAA2 25000.00000000 PA USD 20511.72000000 0.079601655892 Long DBT CORP US N 2 2031-02-01 Fixed 3.37500000 N N N N N N EAST OHIO GAS CO/THE BC95Y6MXLT75BGO7UM71 27409LAC7 15000.00000000 PA USD 12433.42000000 0.048251478686 Long DBT CORP US N 2 2030-06-15 Fixed 2.00000000 N N N N N N BLACK HILLS CORP 3MGELCRSTNSAMJ962671 092113AQ2 36000.00000000 PA USD 32409.83000000 0.125775709457 Long DBT CORP US N 2 2033-05-01 Fixed 4.35000000 N N N N N N AMCOR FINANCE USA INC 549300ZMT7FVT8R77U18 02343UAG0 25000.00000000 PA USD 24145.08000000 0.093701959155 Long DBT CORP US N 2 2026-04-28 Fixed 3.62500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CKV2 455000.00000000 PA USD 456368.55000000 1.771070016424 Long DBT UST US N 1 2027-06-15 Fixed 4.62500000 N N N N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 254709AS7 25000.00000000 PA USD 26093.86000000 0.101264763005 Long DBT CORP US N 2 2032-11-29 Fixed 6.70000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAP6 10000.00000000 PA USD 8987.54000000 0.034878745731 Long DBT CORP KY N 2 2028-02-21 Fixed 2.75000000 N N N N N N PFIZER INVESTMENT ENTER 5493000FQO8XF9C0RT95 716973AE2 35000.00000000 PA USD 34124.13000000 0.132428545918 Long DBT CORP SG N 2 2033-05-19 Fixed 4.75000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAN2 60000.00000000 PA USD 59626.77000000 0.231398908893 Long DBT CORP US N 2 2029-08-15 Fixed 5.30000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378B5H8 449075.41000000 PA USD 5099.92000000 0.019791713075 Long ABS-MBS USGA US N 2 2054-02-16 Variable 0.58409000 N N N N N N SKYAF 2020-1 A N/A 83084RAA3 32385.55000000 PA USD 28891.45000000 0.112121619305 Long ABS-MBS CORP US N 3 2038-05-10 Floating 3.22900000 N N N N N N REVVITY INC 549300IKL1SDPFI7N655 714046AH2 35000.00000000 PA USD 29326.12000000 0.113808481829 Long DBT CORP US N 2 2031-03-15 Fixed 2.55000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38381RME6 17014.86000000 PA USD 15300.79000000 0.059379136438 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 3.50000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BJ3 10000.00000000 PA USD 10320.54000000 0.040051837374 Long DBT CORP US N 2 2033-10-28 Fixed 6.03700000 N N N N N N ILLUMINA INC SQ95QG8SR5Q56LSNF682 452327AP4 15000.00000000 PA USD 15144.78000000 0.058773694557 Long DBT CORP US N 2 2027-12-13 Fixed 5.75000000 N N N N N N LXP INDUSTRIAL TRUST 549300S4MH2ICXDBFV43 529043AE1 25000.00000000 PA USD 21113.33000000 0.081936377320 Long DBT CORP US N 2 2030-09-15 Fixed 2.70000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAJ2 25000.00000000 PA USD 22444.41000000 0.087102017847 Long DBT CORP GB N 2 2027-09-02 Fixed 1.75000000 N N N N N N Impac CMB Trust N/A 452550AA4 72238.21000000 PA USD 70040.25000000 0.271811426790 Long ABS-MBS CORP US N 2 2037-05-25 Floating 5.95971000 N N N N N N NARRAGANSETT ELECTRIC VAI0KZ806W8MCH0BCZ61 631005BJ3 35000.00000000 PA USD 32085.95000000 0.124518799539 Long DBT CORP US N 2 2030-04-09 Fixed 3.39500000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BW4 5000.00000000 PA USD 5027.86000000 0.019512063425 Long DBT CORP US N 2 2035-01-22 Fixed 5.67600000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523CL2 105000.00000000 PA USD 90877.18000000 0.352675154050 Long DBT CORP US N 2 2030-03-15 Fixed 2.40000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CKX8 1875000.00000000 PA USD 1867199.70000000 7.246207924159 Long DBT UST US N 1 2029-06-30 Fixed 4.25000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RBM8 170000.00000000 PA USD 176086.12000000 0.683353065062 Long DBT CORP US N 2 2033-10-25 Fixed 5.83400000 N N N N N N Structured Asset Securities Co N/A 86359BW23 66010.18000000 PA USD 65144.15000000 0.252810696114 Long ABS-O CORP US N 2 2035-02-25 Floating 6.58471000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BM6 170000.00000000 PA USD 164409.25000000 0.638037597239 Long DBT CORP US N 2 2034-01-24 Fixed 5.06800000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBA7 15000.00000000 PA USD 13235.05000000 0.051362435515 Long DBT CORP US N 2 2030-01-15 Fixed 2.90000000 N N N N N N COMM Mortgage Trust N/A 12592KBD5 1087745.11000000 PA USD 60.91000000 0.000236378853 Long ABS-MBS CORP US N 3 2047-09-10 Variable 0.85519500 N N N N N N HEALTHCARE RLTY HLDGS LP 549300IYGAS4GE6VDL07 42225UAG9 15000.00000000 PA USD 13095.82000000 0.050822113273 Long DBT CORP US N 2 2030-02-15 Fixed 3.10000000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAY2 20000.00000000 PA USD 19642.59000000 0.076228745810 Long DBT CORP US N 2 2025-06-15 Fixed 3.62500000 N N N N N N AMCOR FINANCE USA INC 549300ZMT7FVT8R77U18 02343UAJ4 15000.00000000 PA USD 15207.29000000 0.059016282673 Long DBT CORP US N 2 2033-05-26 Fixed 5.62500000 N N N N N N New Residential Mortgage Loan N/A 64831UAA2 83497.65000000 PA USD 81441.75000000 0.316058241765 Long ABS-MBS CORP US N 2 2062-06-25 Variable 5.00000000 N N N N N N JETBLUE 2019-1 CLASS AA N/A 477143AH4 26159.80710000 PA USD 22580.16000000 0.087628834945 Long DBT CORP US N 2 2032-05-15 Fixed 2.75000000 N N N N N N SMURFIT KAPPA TREASURY 635400B3DOXSWFOWJT40 83272GAC5 200000.00000000 PA USD 198228.23000000 0.769281920417 Long DBT CORP IE N 2 2034-04-03 Fixed 5.43800000 N N N N N N Octagon Credit Partners 46, LT N/A 67577VAL7 70000.00000000 PA USD 70039.83000000 0.271809796859 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 6.75017000 N N N N N N JP Morgan Chase Commercial Mor N/A 46593EAA3 100000.00000000 PA USD 98871.48000000 0.383699344986 Long ABS-MBS CORP US N 2 2039-03-15 Floating 6.73303000 N N N N N N Progress Residential Trust N/A 74333XAL4 80000.00000000 PA USD 69863.06000000 0.271123789800 Long ABS-O CORP US N 2 2039-01-17 Fixed 3.52700000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 453140AF2 30000.00000000 PA USD 29556.77000000 0.114703585795 Long DBT CORP GB N 2 2025-07-21 Fixed 4.25000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBJ0 30000.00000000 PA USD 29619.07000000 0.114945358945 Long DBT CORP US N 2 2025-10-15 Fixed 4.65000000 N N N N N N SLM Student Loan Trust 549300JQFJDGC1WO7674 78445CAD4 17163.90000000 PA USD 17100.87000000 0.066364866973 Long ABS-O CORP US N 2 2023-07-25 Floating 6.70948000 N N N N N N DOC DR LLC N/A 71951QAA0 26000.00000000 PA USD 25452.81000000 0.098776983262 Long DBT CORP US N 2 2027-03-15 Fixed 4.30000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CT0 15000.00000000 PA USD 14845.83000000 0.057613532707 Long DBT CORP US N 2 2025-05-01 Fixed 4.87500000 N N N N N N WEYERHAEUSER CO 08IRJODWFYBI7QWRGS31 962166CA0 15000.00000000 PA USD 12873.97000000 0.049961160249 Long DBT CORP US N 2 2033-03-09 Fixed 3.37500000 N N N N N N UNIVERSAL HEALTH SVCS 549300YGMGQDO0NMJD09 913903AZ3 35000.00000000 PA USD 32207.65000000 0.124991091551 Long DBT CORP US N 2 2026-09-01 Fixed 1.65000000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844CM8 15000.00000000 PA USD 12936.50000000 0.050203825981 Long DBT CORP US N 2 2032-03-15 Fixed 3.00000000 N N N N N N DUKE ENERGY FLORIDA LLC 7MOHLM3DKE63RX2ZCN83 26444HAQ4 110000.00000000 PA USD 114346.52000000 0.443754708895 Long DBT CORP US N 2 2033-11-15 Fixed 5.87500000 N N N N N N GSR Mortgage Loan Trust N/A 362341RX9 7876.86000000 PA USD 7270.73000000 0.028216168490 Long ABS-MBS CORP US N 2 2035-09-25 Variable 5.05733200 N N N N N N MMI CAPITAL TRUST I N/A 553086AC3 50000.00000000 PA USD 52500.87000000 0.203744795063 Long DBT CORP US N 2 2027-12-15 Fixed 7.62500000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BX1 285000.00000000 PA USD 220375.35000000 0.855230218524 Long DBT CORP US N 2 2032-02-01 Fixed 2.30000000 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A 47214BAA6 70000.00000000 PA USD 74200.56000000 0.287956711780 Long DBT CORP LU N 2 2034-03-15 Fixed 6.75000000 N N N N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 683715AF3 72000.00000000 PA USD 74348.28000000 0.288529981920 Long DBT CORP CA N 2 2027-12-01 Fixed 6.90000000 N N N N N N CHURCH & DWIGHT CO INC POOXSI30AWAQGYJZC921 17136MAC6 20000.00000000 PA USD 20774.85000000 0.080622807883 Long DBT CORP US N 2 2032-11-15 Fixed 5.60000000 N N N N N N PIEDMONT OPERATING PARTN 549300WKGDPAS39FBD10 720198AF7 35000.00000000 PA USD 25714.64000000 0.099793090227 Long DBT CORP US N 2 2032-04-01 Fixed 2.75000000 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAQ5 40000.00000000 PA USD 29971.11000000 0.116311551880 Long DBT CORP US N 2 2032-11-15 Fixed 2.50000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F022675 250000.00000000 PA USD 204194.00000000 0.792433814586 Long ABS-MBS USGSE US N 2 2054-07-15 Fixed 2.50000000 N N N N N N BOSTON GAS COMPANY FN7P4E7K9JOBORDEUX61 100743AM5 25000.00000000 PA USD 21840.93000000 0.084760039345 Long DBT CORP US N 2 2032-03-16 Fixed 3.75700000 N N N N N N NATIONWIDE MUTUAL INSURA Z7LVXXWM8HZPKF5T2355 638671AJ6 50000.00000000 PA USD 50275.68000000 0.195109302346 Long DBT CORP US N 2 2024-12-15 Floating 7.89083000 N N N N N N KENVUE INC 5493008HSF8L4M2LIJ82 49177JAK8 15000.00000000 PA USD 14841.59000000 0.057597078162 Long DBT CORP US N 2 2033-03-22 Fixed 4.90000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAP0 75000.00000000 PA USD 74290.67000000 0.288306409670 Long DBT CORP US N 2 2033-06-30 Fixed 5.40000000 N N N N N N JDE PEET'S NV 724500EHG519SE5ZRT89 47216QAC7 120000.00000000 PA USD 96902.05000000 0.376056402846 Long DBT CORP NL N 2 2031-09-24 Fixed 2.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38384EEE1 43621.55000000 PA USD 43804.78000000 0.169997105265 Long ABS-MBS USGA US N 2 2053-08-20 Floating 6.48300000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBC6 210000.00000000 PA USD 183355.10000000 0.711562442172 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N HEALTHCARE RLTY HLDGS LP 549300IYGAS4GE6VDL07 42225UAJ3 4000.00000000 PA USD 3931.98000000 0.015259184453 Long DBT CORP US N 2 2025-05-01 Fixed 3.87500000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122EH7 135000.00000000 PA USD 134800.26000000 0.523131356646 Long DBT CORP US N 2 2034-02-22 Fixed 5.20000000 N N N N N N JP Morgan Chase Commercial Mor N/A 46646GAA5 70000.00000000 PA USD 65697.81000000 0.254959333713 Long ABS-MBS CORP US N 2 2038-09-06 Variable 2.94923700 N N N N N N BARNABAS HEALTH INC 549300P076255Y69C077 06769QAA8 15000.00000000 PA USD 14337.85000000 0.055642169546 Long DBT CORP US N 2 2028-07-01 Fixed 4.00000000 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AN2 35000.00000000 PA USD 34642.52000000 0.134440308091 Long DBT CORP US N 2 2024-10-01 Fixed 1.80000000 N N N N N N Carrington Mortgage Loan Trust N/A 144538AC9 70737.74000000 PA USD 68489.03000000 0.265791469388 Long ABS-O CORP US N 2 2036-04-25 Floating 5.60971000 N N N N N N NEW YORK ST URBAN DEV CORP SAL 54930039Y2EMGXN6LM88 64985TDM0 25000.00000000 PA USD 20637.76000000 0.080090790529 Long DBT MUN US N 2 2035-03-15 Fixed 2.59000000 N N N N N N NEW YORK CITY NY TRANSITIONAL N/A 64971XEN4 5000.00000000 PA USD 4756.86000000 0.018460369625 Long DBT MUN US N 2 2029-08-01 Fixed 3.73000000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64952WFE8 160000.00000000 PA USD 157200.47000000 0.610061843623 Long DBT CORP US N 2 2034-01-09 Fixed 5.00000000 N N N N N N CIM Trust N/A 12598HAB1 53154.82000000 PA USD 46675.05000000 0.181136017304 Long ABS-MBS CORP US N 2 2061-05-01 Variable 2.00000000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AD5 62000.00000000 PA USD 59105.73000000 0.229376862629 Long DBT CORP US N 2 2032-05-15 Fixed 5.12500000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859CA8 150000.00000000 PA USD 149266.07000000 0.579270111944 Long DBT CORP US N 2 2031-04-15 Fixed 5.37500000 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759AR1 5000.00000000 PA USD 4780.70000000 0.018552887633 Long DBT CORP US N 2 2026-07-01 Fixed 2.90000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XLG9 137429.89800000 PA USD 130854.20000000 0.507817530684 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 4.50000000 N N N N N N BAE SYSTEMS HOLDINGS INC MF62XBVMNYTYMC18DL76 05523UAP5 10000.00000000 PA USD 9753.53000000 0.037851391243 Long DBT CORP US N 2 2025-12-15 Fixed 3.85000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AL3 20000.00000000 PA USD 19769.85000000 0.076722615009 Long DBT CORP US N 2 2029-01-15 Fixed 5.30000000 N N N N N N DOC DR LLC N/A 71951QAC6 5000.00000000 PA USD 4149.08000000 0.016101703729 Long DBT CORP US N 2 2031-11-01 Fixed 2.62500000 N N N N N N Palmer Square Loan Funding Ltd N/A 69690CAN3 115000.00000000 PA USD 115130.30000000 0.446796393642 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 6.72856000 N N N N N N SLM Student Loan Trust 549300JQFJDGC1WO7674 78445CAE2 20000.00000000 PA USD 20301.95000000 0.078787582798 Long ABS-O CORP US N 2 2083-07-26 Floating 7.45948000 N N N N N N APPALACHIAN POWER CO 3SCHO1ABYYIG382BEI70 037735CW5 20000.00000000 PA USD 18914.75000000 0.073404152396 Long DBT CORP US N 2 2027-06-01 Fixed 3.30000000 N N N N N N Fannie Mae - CAS N/A 20753UAB6 50000.00000000 PA USD 50689.49000000 0.196715211613 Long ABS-MBS CORP US N 2 2044-01-25 Floating 7.13535000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378BF61 1680851.40000000 PA USD 3261.12000000 0.012655718392 Long ABS-MBS USGA US N 2 2053-02-16 Variable 0.10810000 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAV9 10000.00000000 PA USD 8270.71000000 0.032096879803 Long DBT CORP US N 2 2032-03-15 Fixed 2.65000000 N N N N N N CHOICE HOTELS INTL INC 5493003CYRY5RFGTIR97 169905AH9 40000.00000000 PA USD 39421.47000000 0.152986404344 Long DBT CORP US N 2 2034-08-01 Fixed 5.85000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAG6 5000.00000000 PA USD 4866.48000000 0.018885781707 Long DBT CORP KY N 2 2026-05-01 Fixed 4.37500000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46643PBG4 1286788.46000000 PA USD 1310.92000000 0.005087403822 Long ABS-MBS CORP US N 2 2047-11-15 Variable 0.93716100 N N N N N N Ameriquest Mortgage Securities N/A 03072SV36 89089.79000000 PA USD 85440.82000000 0.331577788348 Long ABS-O CORP US N 2 2036-01-25 Floating 6.20971000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAX3 60000.00000000 PA USD 51595.79000000 0.200232370619 Long DBT CORP IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F032674 275000.00000000 PA USD 243380.91000000 0.944509941079 Long ABS-MBS USGSE US N 2 2054-07-15 Fixed 3.50000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31282YJ42 119844.00000000 PA USD 23757.87000000 0.092199278874 Long ABS-MBS USGSE US N 2 2036-07-15 Fixed 5.50000000 N N N N N N MIAMI-DADE CNTY FL AVIATION RE N/A 59333P2P2 15000.00000000 PA USD 13567.86000000 0.052654000879 Long DBT MUN US N 2 2031-10-01 Fixed 3.50400000 N N N N N N Saxon Asset Securities Trust N/A 80556YAB1 60023.16000000 PA USD 41266.53000000 0.160146692765 Long ABS-O CORP US N 2 2047-05-25 Floating 5.55971000 N N N N N N Wells Fargo Commercial Mortgag 5493007CD1Q2V06I4172 94989AAX3 3971394.44000000 PA USD 7030.16000000 0.027282567097 Long ABS-MBS CORP US N 2 2047-12-15 Variable 1.15173000 N N N N N N CSAIL Commercial Mortgage Trus 54930025J96YEH8FQE77 12635RBB3 50000.00000000 PA USD 48181.00000000 0.186980291392 Long ABS-MBS CORP US N 2 2048-11-15 Variable 4.17420000 N N N N N N FARMERS INS EXCH 549300UWG2TLX1GZVT44 309601AE2 65000.00000000 PA USD 48563.91000000 0.188466284281 Long DBT CORP US N 2 2057-11-01 Fixed 4.74700000 N N N N N N PROGRESSIVE CORP 529900TACNVLY9DCR586 743315AW3 10000.00000000 PA USD 9126.67000000 0.035418679895 Long DBT CORP US N 2 2030-03-26 Fixed 3.20000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYN8 212000.00000000 PA USD 176329.59000000 0.684297920742 Long DBT CORP US N 2 2032-10-21 Fixed 2.65000000 N N N N N N PROV ST JOSEPH HLTH OBL N/A 743756AB4 20000.00000000 PA USD 18838.01000000 0.073106340654 Long DBT CORP US N 2 2026-10-01 Fixed 2.74600000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJL5 190000.00000000 PA USD 180328.05000000 0.699815100044 Long DBT CORP US N 2 2034-02-01 Fixed 4.83900000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H042679 250000.00000000 PA USD 237667.13000000 0.922335966912 Long ABS-MBS USGA US N 2 2054-07-15 Fixed 4.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBK6 20000.00000000 PA USD 17252.81000000 0.066954514043 Long DBT CORP US N 2 2033-04-15 Fixed 3.41900000 N N N N N N CISCO SYSTEMS INC 549300LKFJ962MZ46593 17275RBT8 90000.00000000 PA USD 89971.41000000 0.349160051862 Long DBT CORP US N 2 2034-02-26 Fixed 5.05000000 N N N N N N ARIZONA PUBLIC SERVICE YG6VT0TPHRH4TFVAQV64 040555DE1 125000.00000000 PA USD 131339.55000000 0.509701071591 Long DBT CORP US N 2 2032-12-15 Fixed 6.35000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F040677 500000.00000000 PA USD 457571.50000000 1.775738411466 Long ABS-MBS USGSE US N 2 2054-07-15 Fixed 4.00000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAE5 16000.00000000 PA USD 15174.84000000 0.058890351072 Long DBT CORP IE N 2 2028-01-23 Fixed 3.87500000 N N N N N N FARMERS EXCHANGE CAPITAL N/A 309588AC5 20000.00000000 PA USD 20587.49000000 0.079895703269 Long DBT CORP US N 2 2028-07-15 Fixed 7.05000000 N N N N N N CONSTELLATION SOFTWARE 549300B6PYHMCTDWQV29 21037XAD2 100000.00000000 PA USD 100027.07000000 0.388183945865 Long DBT CORP CA N 2 2034-02-16 Fixed 5.46100000 N N N N N N SAN FRANCISCO CALIF CITY &CNTY 54930055TIDYHNDP4F84 79766DUT4 20000.00000000 PA USD 17074.06000000 0.066260823022 Long DBT MUN US N 2 2034-05-01 Fixed 3.05300000 N N N N N N GoldenTree Loan Management US 549300H67V5FL4RU1Z53 38137YBA8 100000.00000000 PA USD 100044.90000000 0.388253140331 Long ABS-CBDO CORP KY N 2 2031-04-24 Floating 6.47294000 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A 46590XAM8 32000.00000000 PA USD 28036.16000000 0.108802419342 Long DBT CORP LU N 2 2031-12-01 Fixed 3.75000000 N N N N N N Babson CLO Ltd 549300I8OP7Y4MO3JF74 06760JAE5 110000.00000000 PA USD 110055.88000000 0.427103640685 Long ABS-CBDO CORP KY N 2 2030-04-15 Floating 6.81017000 N N N N N N TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 893526DF7 35000.00000000 PA USD 35198.75000000 0.136598919317 Long DBT CORP CA N 2 2034-03-31 Fixed 5.60000000 N N N N N N Bear Stearns Adjustable Rate M N/A 07384MG97 5397.21000000 PA USD 4682.73000000 0.018172686741 Long ABS-MBS CORP US N 2 2034-04-25 Variable 5.19907000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NE7 225000.00000000 PA USD 185164.65000000 0.718584923778 Long DBT CORP US N 2 2032-11-03 Fixed 2.52000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XBF0 30000.00000000 PA USD 29119.29000000 0.113005818254 Long DBT CORP US N 2 2028-10-01 Fixed 4.62500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CKT7 1110000.00000000 PA USD 1117674.61000000 4.337459252812 Long DBT UST US N 1 2029-05-31 Fixed 4.50000000 N N N N N N HSI Asset Securitization Corpo N/A 40431RAA3 1348.11000000 PA USD 1347.28000000 0.005228509308 Long ABS-O CORP US N 2 2037-05-25 Floating 5.77971000 N N N N N N Long Beach Mortgage Loan Trust N/A 542514RH9 2774.70000000 PA USD 2697.79000000 0.010469553565 Long ABS-O CORP US N 2 2036-02-25 Floating 5.89971000 N N N N N N 321 Henderson Receivables LLC N/A 46617LAA9 26770.98000000 PA USD 24880.51000000 0.096556007758 Long ABS-O CORP US N 2 2073-01-17 Fixed 4.08000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AW3 60000.00000000 PA USD 61065.98000000 0.236984179128 Long DBT CORP US N 2 2032-10-15 Fixed 5.50000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACB9 179000.00000000 PA USD 151994.93000000 0.589860241621 Long DBT CORP US N 2 2031-02-15 Fixed 2.55000000 N N N N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 77340RAR8 5000.00000000 PA USD 4710.57000000 0.018280727905 Long DBT CORP US N 2 2029-07-15 Fixed 4.95000000 N N N N N N IndyMac INDX Mortgage Loan Tru N/A 45670AAA9 116848.03000000 PA USD 105467.98000000 0.409298969157 Long ABS-MBS CORP US N 2 2037-06-25 Floating 5.93971000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CT4 155000.00000000 PA USD 129904.18000000 0.504130703586 Long DBT CORP GB N 2 2032-05-24 Fixed 2.80400000 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PBA4 70000.00000000 PA USD 69510.25000000 0.269754608658 Long DBT CORP US N 2 2034-04-01 Fixed 5.50000000 N N N N N N MASSACHUSETTS ST SPL OBLG REVE 5493001N1YCXNI1O7K10 576004HG3 16485.68590000 PA USD 16108.51000000 0.062513727272 Long DBT MUN US N 2 2031-07-15 Fixed 4.11000000 N N N N N N Structured Asset Securities Co N/A 86362VAA0 107576.17000000 PA USD 102955.82000000 0.399549806441 Long ABS-O CORP US N 2 2037-01-25 Floating 5.61971000 N N N N N N CAMB Commercial Mortgage Trust N/A 12482HAG9 67000.00000000 PA USD 66933.65000000 0.259755367903 Long ABS-MBS CORP US N 2 2037-12-15 Floating 6.87600000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46642NBF2 933173.69000000 PA USD 2679.37000000 0.010398069432 Long ABS-MBS CORP US N 2 2047-09-15 Variable 0.82587000 N N N N N N Allegro CLO Ltd 635400EGZEWLZ9KRXG08 01750LAA1 22879.22000000 PA USD 22896.36000000 0.088855940404 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 6.69017000 N N N N N N COMM Mortgage Trust N/A 12591YBE4 481281.89000000 PA USD 31.33000000 0.000121585117 Long ABS-MBS CORP US N 2 2047-06-10 Variable 0.89862200 N N N N N N SLM Student Loan Trust 54930067BGNOZYMNWK87 78445FAE5 20000.00000000 PA USD 19879.00000000 0.077146203121 Long ABS-O CORP US N 2 2083-07-26 Floating 7.45948000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63859UBH5 25000.00000000 PA USD 22989.47000000 0.089217280661 Long DBT CORP GB N 2 2026-10-13 Fixed 1.50000000 N N N N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 476556DD4 90000.00000000 PA USD 74469.47000000 0.289000294731 Long DBT CORP US N 2 2032-03-01 Fixed 2.75000000 N N N N N N COMMONWEALTH EDISON CO D8YOXB8L2ZDC8P7Q0771 202795HT0 20000.00000000 PA USD 21687.78000000 0.084165696520 Long DBT CORP US N 2 2038-01-15 Fixed 6.45000000 N N N N N N PIPELINE FUNDING CO LLC N/A 724060AA6 16532.00000000 PA USD 17498.78000000 0.067909071696 Long DBT CORP US N 2 2030-01-15 Fixed 7.50000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F052672 200000.00000000 PA USD 197241.50000000 0.765452629557 Long ABS-MBS USGSE US N 2 2054-07-15 Fixed 5.50000000 N N N N N N MASSACHUSETTS ST SCH BLDG AUTH N/A 576000XM0 15000.00000000 PA USD 13142.07000000 0.051001599761 Long DBT MUN US N 2 2032-10-15 Fixed 2.96600000 N N N N N N WMRK Commercial Mortgage Trust N/A 929342AA1 80000.00000000 PA USD 80198.72000000 0.311234304703 Long ABS-MBS CORP US N 2 2027-11-15 Floating 8.11784000 N N N N N N Asset Backed Funding Certifica N/A 00075QAD4 55000.00000000 PA USD 53434.06000000 0.207366308484 Long ABS-MBS CORP US N 2 2036-09-25 Floating 5.93971000 N N N N N N SREIT Trust N/A 78472UAC2 47843.14000000 PA USD 47174.09000000 0.183072686211 Long ABS-MBS CORP US N 2 2038-11-15 Floating 6.52312000 N N N N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369AZ8 20000.00000000 PA USD 18812.56000000 0.073007574575 Long DBT CORP US N 2 2032-08-08 Fixed 4.25000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKA6 442000.00000000 PA USD 362067.31000000 1.405106808233 Long DBT CORP US N 2 2032-07-21 Fixed 2.29900000 N N N N N N BAXTER INTERNATIONAL INC J5OIVXX3P24RJRW5CK77 071813BY4 10000.00000000 PA USD 9330.56000000 0.036209933950 Long DBT CORP US N 2 2030-04-01 Fixed 3.95000000 N N N N N N MSILF Government Portfolio 549300BI6Y5SI6BYPB26 61747C707 1083200.00000000 NS USD 1083200.00000000 4.203670567989 Long STIV RF US N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYM0 50000.00000000 PA USD 46191.63000000 0.179259966320 Long DBT CORP US N 2 2027-10-21 Fixed 1.94800000 N N N N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BN1 30000.00000000 PA USD 25572.18000000 0.099240233036 Long DBT CORP US N 2 2030-11-15 Fixed 2.25000000 N N N N N N SMRT N/A 78457JAG7 33000.00000000 PA USD 32553.58000000 0.126333572866 Long ABS-MBS CORP US N 2 2039-01-15 Floating 6.67900000 N N N N N N WACHOVIA STUDENT LOAN TRUST N/A 92978JAF0 17706.92000000 PA USD 17472.40000000 0.067806696484 Long ABS-O CORP US N 2 2040-04-25 Floating 5.77948000 N N N N N N GS Mortgage Securities Trust N/A 36267CAC9 100000.00000000 PA USD 100341.95000000 0.389405928683 Long ABS-MBS CORP US N 2 2028-03-15 Floating 8.11910000 N N N N N N NEW YORK CITY NY TRANSITIONAL N/A 64971XXC7 100000.00000000 PA USD 78850.33000000 0.306001487719 Long DBT MUN US N 2 2033-02-01 Fixed 1.97000000 N N N N N N SCOTT Trust 2023-SFS N/A 810064AA3 110000.00000000 PA USD 110132.01000000 0.427399085146 Long ABS-MBS CORP US N 2 2040-03-10 Fixed 5.90975000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAR6 40000.00000000 PA USD 36953.91000000 0.143410324814 Long DBT CORP GB N 2 2028-01-11 Fixed 2.46900000 N N N N N N SOUTHERN NATURAL GAS N/A 84346LAA8 30000.00000000 PA USD 24845.57000000 0.096420412992 Long DBT CORP US N 2 2047-03-15 Fixed 4.80000000 N N N N N N Regatta XIII Funding LLC N/A 75888FAL9 65000.00000000 PA USD 65048.75000000 0.252440468851 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 0.01000000 N N N N N N NEW YORK CITY NY TRANSITIONAL N/A 64971XUY2 50000.00000000 PA USD 40526.49000000 0.157274753726 Long DBT MUN US N 2 2033-11-01 Fixed 2.50000000 N N N N N N REGENERON PHARMACEUTICAL 549300RCBFWIRX3HYQ56 75886FAE7 20000.00000000 PA USD 16475.42000000 0.063937627538 Long DBT CORP US N 2 2030-09-15 Fixed 1.75000000 N N N N N N CENTERPOINT ENERGY RES 2JADVB0458J06WCD4N56 15189YAH9 130000.00000000 PA USD 130147.80000000 0.505076141385 Long DBT CORP US N 2 2033-03-01 Fixed 5.40000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F042673 825000.00000000 PA USD 777914.78000000 3.018923065999 Long ABS-MBS USGSE US N 2 2054-07-15 Fixed 4.50000000 N N N N N N FRESENIUS MED CARE III 5299006ZHLMXOOUVTU44 35805BAC2 20000.00000000 PA USD 18229.31000000 0.070744104432 Long DBT CORP US N 2 2026-12-01 Fixed 1.87500000 N N N N N N Freddie Mac - STACR 5493000ISONLNOUKGB71 35564KKY4 50000.00000000 PA USD 50279.23000000 0.195123079147 Long ABS-MBS CORP US N 2 2041-10-25 Floating 6.83535000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BH0 20000.00000000 PA USD 20188.96000000 0.078349092457 Long DBT CORP US N 2 2033-08-21 Fixed 5.62500000 N N N N N N EQUITABLE FINANCIAL LIFE 635400B4JJBON4TCHF02 29449W7M3 25000.00000000 PA USD 22993.35000000 0.089232338122 Long DBT CORP US N 2 2026-07-12 Fixed 1.30000000 N N N N N N DELTA AIR LINES 2020-AA N/A 247361ZV3 19020.60690000 PA USD 17285.01000000 0.067079475447 Long DBT CORP US N 2 2028-06-10 Fixed 2.00000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F050676 325000.00000000 PA USD 314126.48000000 1.219058565917 Long ABS-MBS USGSE US N 2 2054-07-15 Fixed 5.00000000 N N N N N N SLM Student Loan Trust 549300OORAXMFXOHG132 78444GAD6 20000.00000000 PA USD 20319.94000000 0.078857398191 Long ABS-O CORP US N 2 2083-04-26 Floating 6.80948000 N N N N N N PUBLIC SERVICE CO OF NEW OFZN1UT56PNG1CGSR346 744542AC5 40000.00000000 PA USD 39223.24000000 0.152217115555 Long DBT CORP US N 2 2025-08-01 Fixed 3.85000000 N N N N N N UNIV OF MICHIGAN MI N/A 914455VE7 25000.00000000 PA USD 23164.82000000 0.089897777000 Long DBT MUN US N 2 2031-04-01 Fixed 3.43600000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 30.00000000 NC USD 12595.60000000 0.048880865035 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 2024-09-30 6113966.90000000 USD 12595.60000000 N N N REXFORD INDUSTRIAL REALT 549300028US163ELJN70 76169XAA2 5000.00000000 PA USD 4106.03000000 0.015934635766 Long DBT CORP US N 2 2030-12-01 Fixed 2.12500000 N N N N N N SONOCO PRODUCTS CO GKOMIK4RDJGHEF0VNP11 835495AL6 25000.00000000 PA USD 22258.26000000 0.086379608988 Long DBT CORP US N 2 2030-05-01 Fixed 3.12500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2J1 80000.00000000 PA USD 69278.57000000 0.268855507479 Long DBT CORP US N 2 2031-02-11 Fixed 2.57200000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CK3 75000.00000000 PA USD 66092.77000000 0.256492090108 Long DBT CORP US N 2 2032-03-15 Fixed 3.62500000 N N N N N N INVITATION HOMES OP 549300147YMUQB3GW319 46188BAF9 70000.00000000 PA USD 69161.95000000 0.268402929874 Long DBT CORP US N 2 2033-08-15 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDC4 44314.14000000 PA USD 34673.00000000 0.134558594538 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Morgan Stanley BAML Trust N/A 61690FAN3 624139.23000000 PA USD 1843.83000000 0.007155515051 Long ABS-MBS CORP US N 2 2048-04-15 Variable 1.12531000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AQ4 95000.00000000 PA USD 79244.96000000 0.307532963454 Long DBT CORP US N 2 2030-11-01 Fixed 2.30000000 N N N N N N Firstkey Homes Trust N/A 33768NAG7 70000.00000000 PA USD 68079.80000000 0.264203334134 Long ABS-O CORP US N 2 2039-05-19 Fixed 5.19700000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAL7 45000.00000000 PA USD 42689.93000000 0.165670607727 Long DBT CORP US N 2 2028-12-15 Fixed 4.37500000 N N N N N N BX Trust N/A 05606GAA9 50000.00000000 PA USD 48644.98000000 0.188780899839 Long ABS-MBS CORP US N 2 2036-06-15 Floating 6.72348000 N N N N N N TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 89352HAM1 30000.00000000 PA USD 28167.01000000 0.109310220573 Long DBT CORP CA N 2 2034-03-01 Fixed 4.62500000 N N N N N N BX Trust N/A 05609BBF5 33214.01000000 PA USD 32535.38000000 0.126262942507 Long ABS-MBS CORP US N 2 2036-02-15 Floating 7.04348000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380Y2X2 19426.86000000 PA USD 17459.51000000 0.067756673115 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 3.50000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJR2 5000.00000000 PA USD 5025.94000000 0.019504612310 Long DBT CORP US N 2 2035-01-23 Fixed 5.67800000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DN6 100000.00000000 PA USD 106630.83000000 0.413811744563 Long DBT CORP US N 2 2031-10-30 Fixed 6.48900000 N N N N N N Morgan Stanley Mortgage Loan T N/A 61748HAR2 8160.98000000 PA USD 7751.87000000 0.030083371275 Long ABS-MBS CORP US N 2 2034-07-25 Variable 5.83637700 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BS1 15000.00000000 PA USD 12428.28000000 0.048231531431 Long DBT CORP US N 2 2032-04-15 Fixed 2.70300000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBS8 148000.00000000 PA USD 120810.41000000 0.468839701646 Long DBT CORP US N 2 2031-09-15 Fixed 2.30000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468U6 240000.00000000 PA USD 192699.18000000 0.747824844388 Long DBT CORP US N 2 2032-02-13 Fixed 1.79400000 N N N N N N AON CORP/AON GLOBAL HOLD N/A 03740LAC6 60000.00000000 PA USD 50020.50000000 0.194119002627 Long DBT CORP US N 2 2031-12-02 Fixed 2.60000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAU2 70000.00000000 PA USD 67169.77000000 0.260671699785 Long DBT CORP US N 2 2033-05-15 Fixed 5.12500000 N N N N N N Banc of America Funding Corpor 549300UKLRORHBR16839 05963SAD4 979.22000000 PA USD 979.81000000 0.003802435800 Long ABS-MBS CORP US N 2 2036-09-26 Floating 5.59971000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A1L60 44390.85000000 PA USD 2840.45000000 0.011023186913 Long ABS-MBS USGSE US N 2 2041-11-25 Floating 0.55017000 N N N N N N Stack Infrastructure Issuer LL N/A 85236KAH5 100000.00000000 PA USD 99350.81000000 0.385559523544 Long ABS-O CORP US N 2 2048-07-25 Fixed 5.90000000 N N N N N N Fidelity Government Portfolio 549300FQDFZGLUOCWN51 316175108 21437.31000000 NS USD 21437.31000000 0.083193675317 Long STIV RF US N 1 N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DBJ7 35000.00000000 PA USD 30811.29000000 0.119572113122 Long DBT CORP US N 2 2030-05-15 Fixed 3.62500000 N N N N N N KELLANOVA LONOZNOJYIBXOHXWDB86 487836BZ0 30000.00000000 PA USD 29858.53000000 0.115874652662 Long DBT CORP US N 2 2033-03-01 Fixed 5.25000000 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 370334CT9 50000.00000000 PA USD 48757.92000000 0.189219196141 Long DBT CORP US N 2 2033-03-29 Fixed 4.95000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBZ2 15000.00000000 PA USD 15098.43000000 0.058593819990 Long DBT CORP US N 2 2033-03-15 Fixed 5.65000000 N N N N N N BAE SYSTEMS HOLDINGS INC MF62XBVMNYTYMC18DL76 05523UAK6 15000.00000000 PA USD 14917.55000000 0.057891862889 Long DBT CORP US N 2 2024-10-07 Fixed 3.80000000 N N N N N N ITC HOLDINGS CORP 549300HTO5U9D3SLE207 465685AR6 20000.00000000 PA USD 19824.34000000 0.076934079198 Long DBT CORP US N 2 2027-09-22 Fixed 4.95000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 163.55000000 0.000634703029 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -8400.00000000 EUR 9172.37000000 USD 2024-07-12 163.55000000 N N N Apidos CLO Ltd 549300M5NMLBQJXUO195 03764DAM3 65000.00000000 PA USD 65048.75000000 0.252440468851 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 0.01000000 N N N N N N PREMIER HEALTH PARTNERS 549300KETC002I82TF46 74052BAA5 15000.00000000 PA USD 13838.17000000 0.053703016934 Long DBT CORP US N 2 2026-11-15 Fixed 2.91100000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAH4 20000.00000000 PA USD 18799.82000000 0.072958133324 Long DBT CORP US N 2 2026-01-15 Fixed 1.57000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BC1 20000.00000000 PA USD 17408.20000000 0.067557549835 Long DBT CORP US N 2 2030-06-01 Fixed 2.65000000 N N N N N N SLM Student Loan Trust 549300SRMXHPGI3BJ386 78444YAE5 35000.00000000 PA USD 35068.85000000 0.136094804835 Long ABS-O CORP US N 2 2073-07-25 Floating 7.45948000 N N N N N N NEW YORK ST URBAN DEV CORP SAL 54930039Y2EMGXN6LM88 64985TBJ9 15000.00000000 PA USD 12546.85000000 0.048691676574 Long DBT MUN US N 2 2034-03-15 Fixed 2.97000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38374EP35 140982.66000000 PA USD 7846.32000000 0.030449911790 Long ABS-MBS USGA US N 2 2033-10-20 Floating 1.16544000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172CX5 60000.00000000 PA USD 61339.74000000 0.238046583905 Long DBT CORP US N 2 2032-11-17 Fixed 5.75000000 N N N N N N Dreyfus Government Cash Management 5493000Q69I5Q3QZIA91 262006208 1010000.00000000 NS USD 1010000.00000000 3.919596818380 Long STIV RF US N 1 N N N BALTIMORE MD REVENUE N/A 059231Y38 15000.00000000 PA USD 12042.90000000 0.046735952994 Long DBT MUN US N 2 2033-07-01 Fixed 2.12500000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAP6 85000.00000000 PA USD 83434.79000000 0.323792809332 Long DBT CORP US N 2 2034-01-15 Fixed 5.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ABG64 27673.13000000 PA USD 26707.17000000 0.103644889663 Long ABS-MBS USGSE US N 2 2042-10-25 Floating 5.00000000 N N N N N N Morgan Stanley BAML Trust N/A 61764PBV3 1489308.10000000 PA USD 2470.39000000 0.009587062162 Long ABS-MBS CORP US N 2 2047-12-15 Variable 1.01899300 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DG2 40000.00000000 PA USD 36299.40000000 0.140870309652 Long DBT CORP US N 2 2029-08-15 Fixed 3.25000000 N N N N N N Madison Park Funding Ltd N/A 55821LAC8 70000.00000000 PA USD 70086.31000000 0.271990175928 Long ABS-CBDO CORP KY N 2 2034-10-22 Floating 7.23617000 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAN4 50000.00000000 PA USD 38791.77000000 0.150542671555 Long DBT CORP US N 2 2032-09-15 Fixed 1.85000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AP4 35000.00000000 PA USD 32042.57000000 0.124350450915 Long DBT CORP US N 2 2030-01-15 Fixed 4.00000000 N N N N N N NEW YORK ST URBAN DEV CORP REV 54930039Y2EMGXN6LM88 650036EB8 15000.00000000 PA USD 11858.18000000 0.046019093663 Long DBT MUN US N 2 2033-03-15 Fixed 2.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CKQ3 200000.00000000 PA USD 200078.13000000 0.776460991856 Long DBT UST US N 1 2034-05-15 Fixed 4.37500000 N N N N N N STERIS PLC 549300BRDKZ1HFI2J358 85917PAA5 30000.00000000 PA USD 25528.96000000 0.099072505339 Long DBT CORP IE N 2 2031-03-15 Fixed 2.70000000 N N N N N N AON CORP LTS3U8DGK38SETRUWX71 037389BE2 40000.00000000 PA USD 35088.56000000 0.136171295185 Long DBT CORP US N 2 2030-05-15 Fixed 2.80000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCE3 70000.00000000 PA USD 60514.64000000 0.234844544959 Long DBT CORP US N 2 2031-03-25 Fixed 2.87500000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCJ2 90000.00000000 PA USD 95363.35000000 0.370085032920 Long DBT CORP US N 2 2032-11-09 Fixed 6.25000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBF4 30000.00000000 PA USD 26486.99000000 0.102790417556 Long DBT CORP US N 2 2030-05-01 Fixed 2.87500000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAR3 10000.00000000 PA USD 9655.29000000 0.037470142539 Long DBT CORP US N 2 2052-08-15 Fixed 5.95000000 N N N N N N COMM Mortgage Trust N/A 12635WAA5 35000.00000000 PA USD 33096.65000000 0.128441112909 Long ABS-MBS CORP US N 2 2036-02-10 Fixed 3.54500000 N N N N N N GS Mortgage Securities Trust N/A 36191YAA6 168830.18000000 PA USD 1.69000000 0.000006558533 Long ABS-MBS CORP US N 2 2044-08-10 Variable 0.08742500 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBX3 365000.00000000 PA USD 297017.48000000 1.152662148130 Long DBT CORP US N 2 2032-02-04 Fixed 1.95300000 N N N N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 92277GAG2 10000.00000000 PA USD 9776.49000000 0.037940494157 Long DBT CORP US N 2 2026-01-15 Fixed 4.12500000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FQ6 20000.00000000 PA USD 16126.18000000 0.062582300812 Long DBT CORP US N 2 2036-04-06 Fixed 2.89100000 N N N N N N Verus Securitization Trust 2138008DC17PCNG48R87 92539TAA1 100554.85000000 PA USD 100033.61000000 0.388209326224 Long ABS-MBS CORP US N 2 2068-05-25 Variable 5.81100000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BU8 15000.00000000 PA USD 16354.49000000 0.063468323732 Long DBT CORP US N 2 2034-10-20 Fixed 6.87500000 N N N N N N SANTA MONICA CA CMNTY CLG DIST N/A 802385RX4 20000.00000000 PA USD 15944.37000000 0.061876734577 Long DBT MUN US N 2 2033-08-01 Fixed 2.04600000 N N N N N N Vantage Data Centers LLC N/A 92212KAB2 85000.00000000 PA USD 80544.21000000 0.312575078470 Long ABS-O CORP US N 2 2045-09-15 Fixed 1.64500000 N N N N N N BECTON DICKINSON & CO ICE2EP6D98PQUILVRZ91 075887BW8 20000.00000000 PA USD 19247.24000000 0.074694475907 Long DBT CORP US N 2 2027-06-06 Fixed 3.70000000 N N N N N N OKLAHOMA G&E CO 549300VJ8YXGPO8EV472 678858BX8 15000.00000000 PA USD 15061.06000000 0.058448794908 Long DBT CORP US N 2 2033-01-15 Fixed 5.40000000 N N N N N N ATLASSIAN CORPORATION 549300V7ZY5P02D2MY38 049468AB7 105000.00000000 PA USD 104189.40000000 0.404337070048 Long DBT CORP US N 2 2034-05-15 Fixed 5.50000000 N N N N N N BPR Trust N/A 05592DAA2 50000.00000000 PA USD 50160.56000000 0.194662545924 Long ABS-MBS CORP US N 2 2037-04-15 Floating 7.22684000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 55037AAB4 67000.00000000 PA USD 57112.24000000 0.221640548707 Long DBT CORP NO N 2 2031-07-15 Fixed 3.10000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAG0 15000.00000000 PA USD 14829.58000000 0.057550469887 Long DBT CORP US N 2 2025-06-15 Fixed 4.62500000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBD6 95000.00000000 PA USD 80217.10000000 0.311305633603 Long DBT CORP US N 2 2037-08-15 Fixed 4.39000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MY4 70000.00000000 PA USD 58360.39000000 0.226484355409 Long DBT CORP US N 2 2032-05-01 Fixed 2.56100000 N N N N N N UNITED AIR 2023-1 A PTT N/A 90932LAJ6 55000.00000000 PA USD 55888.51000000 0.216891510871 Long DBT CORP US N 2 2036-01-15 Fixed 5.80000000 N N N N N N Structured Asset Mortgage Inve N/A 86359LAQ2 1074.91000000 PA USD 1013.30000000 0.003932403421 Long ABS-MBS CORP US N 2 2034-03-19 Floating 6.15315000 N N N N N N ELANCO ANIMAL HEALTH INC 549300SHPNDCE059M934 28414HAG8 15000.00000000 PA USD 15242.54000000 0.059153080483 Long DBT CORP US N 2 2028-08-28 Variable 6.65000000 N N N N N N DENTSPLY SIRONA INC 9NHEHR1SOZCYXDO8HO28 24906PAA7 35000.00000000 PA USD 30597.61000000 0.118742866144 Long DBT CORP US N 2 2030-06-01 Fixed 3.25000000 N N N N N N PIEDMONT NATURAL GAS CO VXB4M3BDPKF3I2AZ3G89 720186AN5 10000.00000000 PA USD 8406.40000000 0.032623464053 Long DBT CORP US N 2 2031-03-15 Fixed 2.50000000 N N N N N N Carrington Mortgage Loan Trust N/A 14454EAD3 85000.00000000 PA USD 77382.99000000 0.300307050891 Long ABS-O CORP US N 2 2037-06-25 Floating 5.74971000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWC27 42273.18000000 PA USD 34646.04000000 0.134453968468 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N BAYER US FINANCE LLC 54930093Q75GSEM74I71 07274EAL7 105000.00000000 PA USD 107170.23000000 0.415905042111 Long DBT CORP US N 2 2033-11-21 Fixed 6.50000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2Z3 5000.00000000 PA USD 4632.23000000 0.017976706900 Long DBT CORP US N 2 2026-06-29 Fixed 1.60800000 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAV5 20000.00000000 PA USD 20480.21000000 0.079479372233 Long DBT CORP US N 2 2032-11-16 Fixed 5.60000000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAE0 93750.00000000 PA USD 93393.65000000 0.362441042967 Long DBT CORP US N 2 2028-03-20 Fixed 5.15200000 N N N N N N CUBESMART LP 549300MPHKO3I3FJRA97 22966RAE6 15000.00000000 PA USD 14390.26000000 0.055845561694 Long DBT CORP US N 2 2029-02-15 Fixed 4.37500000 N N N N N N SMITH & NEPHEW PLC 213800ZTMDN8S67S1H61 83192PAA6 30000.00000000 PA USD 24787.19000000 0.096193852535 Long DBT CORP GB N 2 2030-10-14 Fixed 2.03200000 N N N N N N ASCENSION HEALTH N/A 04352EAA3 20000.00000000 PA USD 17809.36000000 0.069114367122 Long DBT CORP US N 2 2029-11-15 Fixed 2.53200000 N N N N N N Firstkey Homes Trust N/A 33767TAL4 100000.00000000 PA USD 91072.43000000 0.353432878089 Long ABS-O CORP US N 2 2038-09-17 Fixed 2.35800000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BE6 55000.00000000 PA USD 54739.25000000 0.212431475386 Long DBT CORP US N 2 2054-09-15 Fixed 4.37500000 N N N N N N CAMB Commercial Mortgage Trust N/A 12482HAL8 33000.00000000 PA USD 33032.79000000 0.128193285728 Long ABS-MBS CORP US N 2 2037-12-15 Floating 7.37600000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DL6 25000.00000000 PA USD 25601.51000000 0.099354056575 Long DBT CORP US N 2 2034-05-01 Fixed 6.52800000 N N N N N N Great Wolf Trust N/A 362414AC8 37000.00000000 PA USD 37058.86000000 0.143817613612 Long ABS-MBS CORP US N 2 2041-05-15 Floating 7.46943000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBS4 35000.00000000 PA USD 29335.74000000 0.113845815018 Long DBT CORP US N 2 2031-05-15 Fixed 2.50000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AQ5K2 42128.92000000 PA USD 6.82000000 0.000026466980 Long ABS-MBS USGSE US N 2 2036-04-25 Variable 2.03908000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD 2051.75000000 0.007962408685 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 2051.75000000 N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AP6 20000.00000000 PA USD 17871.46000000 0.069355364114 Long DBT CORP US N 2 2027-10-15 Fixed 1.83200000 N N N N N N KEYSPAN GAS EAST CORP K8TS3HOE1568DUBUJL44 49338CAD5 85000.00000000 PA USD 85698.13000000 0.332576354147 Long DBT CORP US N 2 2033-03-06 Fixed 5.99400000 N N N N N N NEW YORK LIFE INSURANCE TAE73CY392TBWJ3O3305 64952GAE8 65000.00000000 PA USD 67156.18000000 0.260618959863 Long DBT CORP US N 2 2033-05-15 Fixed 5.87500000 N N N N N N NEW YORK ST DORM AUTH ST PERSO 549300C8XO7EXTX2XU71 64990FD84 75000.00000000 PA USD 66241.52000000 0.257069357462 Long DBT MUN US N 2 2029-03-15 Fixed 1.95200000 N N N N N N JP Morgan Chase Commercial Mor N/A 46635GAJ9 425656.06000000 PA USD 2089.61000000 0.008109335354 Long ABS-MBS CORP US N 2 2043-11-15 Variable 1.40600300 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136ARP44 268301.37000000 PA USD 1460.77000000 0.005668940043 Long ABS-MBS USGSE US N 2 2039-01-25 Variable 2.70572300 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F020679 225000.00000000 PA USD 176001.41000000 0.683024323432 Long ABS-MBS USGSE US N 2 2054-07-15 Fixed 2.00000000 N N N N N N Citigroup Mortgage Loan Trust 549300R1KUK063S4I339 17307GNR5 34099.23000000 PA USD 31299.53000000 0.121466869509 Long ABS-O CORP US N 2 2035-02-25 Floating 6.08971000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137BLN38 250000.00000000 PA USD 3959.83000000 0.015367264425 Long ABS-MBS USGSE US N 2 2043-10-25 Variable 1.60359600 N N N N N N NEW YORK ST DORM AUTH ST PERSO 549300C8XO7EXTX2XU71 6499022E2 50000.00000000 PA USD 49837.83000000 0.193410098913 Long DBT MUN US N 2 2033-03-15 Fixed 5.28900000 N N N N N N BX Trust N/A 05610DAC6 32000.00000000 PA USD 32185.91000000 0.124906723200 Long ABS-MBS CORP US N 2 2038-05-15 Floating 8.66784000 N N N N N N MED Trust N/A 58403YAR7 84594.01000000 PA USD 84638.86000000 0.328465550858 Long ABS-MBS CORP US N 2 2038-11-15 Floating 7.44348000 N N N N N N HOUSTON GALLERIA MALL TRUST N/A 44217NAC0 50000.00000000 PA USD 48709.83000000 0.189032569001 Long ABS-MBS CORP US N 2 2037-03-05 Fixed 3.08656300 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -16.00000000 NC USD -20030.40000000 -0.07773375456 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 2024-09-19 -1796469.60000000 USD -20030.40000000 N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 8426EPAF5 20000.00000000 PA USD 19900.87000000 0.077231075975 Long DBT CORP US N 2 2032-09-15 Fixed 5.15000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BX6 65000.00000000 PA USD 61576.42000000 0.238965089028 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F030678 300000.00000000 PA USD 255205.05000000 0.990396932687 Long ABS-MBS USGSE US N 2 2054-07-15 Fixed 3.00000000 N N N N N N FOX CORP 549300DDU6FDRBIELS05 35137LAN5 65000.00000000 PA USD 68172.65000000 0.264563665386 Long DBT CORP US N 2 2033-10-13 Fixed 6.50000000 N N N N N N MHC Commercial Mortgage Trust N/A 55316VAC8 37749.45000000 PA USD 37344.41000000 0.144925772891 Long ABS-MBS CORP US N 2 2038-04-15 Floating 6.54444200 N N N N N N NNN REIT INC 5493008JKH5SOTI0JS97 637417AS5 40000.00000000 PA USD 39883.76000000 0.154780454258 Long DBT CORP US N 2 2033-10-15 Fixed 5.60000000 N N N N N N SLM Student Loan Trust 549300MHMWVKFEDI8G73 784442AD7 20000.00000000 PA USD 20134.07000000 0.078136075953 Long ABS-O CORP US N 2 2083-01-25 Floating 6.80948000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAW1 85000.00000000 PA USD 72734.51000000 0.282267281170 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N SEALED AIR CORP Q0M0CZB4YN6JZ65WXI09 81211KAZ3 30000.00000000 PA USD 27329.30000000 0.106059244879 Long DBT CORP US N 2 2026-10-15 Fixed 1.57300000 N N N N N N UBS-Barclays Commercial Mortga N/A 90349DAL6 245011.71000000 PA USD 43.06000000 0.000167106771 Long ABS-MBS CORP US N 3 2049-08-10 Variable 0.35076500 N N N N N N MFRA Trust N/A 552747AC1 83649.01000000 PA USD 77542.12000000 0.300924600834 Long ABS-MBS CORP US N 2 2056-01-25 Variable 1.26200000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAF8 20000.00000000 PA USD 18215.00000000 0.070688570343 Long DBT CORP US N 2 2027-01-15 Fixed 1.65000000 N N N N N N Citigroup Commercial Mortgage N/A 17322YAJ9 350043.75000000 PA USD 24.57000000 0.000095350983 Long ABS-MBS CORP US N 2 2047-10-10 Variable 1.07337100 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAP7 5000.00000000 PA USD 4219.54000000 0.016375144117 Long DBT CORP US N 2 2030-02-15 Fixed 3.05000000 N N N N N N ALLIANT ENERGY FINANCE 54930033ER6EOI5DL570 01882YAE6 35000.00000000 PA USD 35845.86000000 0.139110216641 Long DBT CORP US N 2 2029-03-30 Fixed 5.95000000 N N N N N N Bombardier Capital Mortgage Se N/A 09774XBN1 19426.33000000 PA USD 1928.60000000 0.007484489528 Long ABS-O CORP US N 2 2030-06-15 Variable 7.57500000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 36962GW75 10000.00000000 PA USD 10028.46000000 0.038918336543 Long DBT CORP US N 2 2026-05-05 Floating 5.96916000 N N N N N N 1211 Avenue of the Americas Tr N/A 90117PAC9 36000.00000000 PA USD 34749.12000000 0.134854000191 Long ABS-MBS CORP US N 2 2035-08-10 Fixed 3.90050000 N N N N N N Citigroup Commercial Mortgage N/A 17328EAA6 100000.00000000 PA USD 85094.55000000 0.330233987565 Long ABS-MBS CORP US N 2 2041-12-10 Fixed 2.64700000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBF7 65000.00000000 PA USD 52673.84000000 0.204416055124 Long DBT CORP US N 2 2033-02-15 Fixed 2.60000000 N N N N N N HUDSON PACIFIC PROPERTIE 5493007NTUGLGZ8T3526 44409MAA4 25000.00000000 PA USD 20942.66000000 0.081274043073 Long DBT CORP US N 2 2027-11-01 Fixed 3.95000000 N N N N N N Onslow Bay Financial LLC N/A 67448MAA8 79884.20000000 PA USD 76091.70000000 0.295295826955 Long ABS-MBS CORP US N 2 2053-03-25 Variable 3.56404600 N N N N N N EVERGY MISSOURI WEST INC EZIFUDC0VSUS6T6LCG85 30037EAB9 50000.00000000 PA USD 50236.42000000 0.194956942573 Long DBT CORP US N 2 2034-06-01 Fixed 5.65000000 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AE1 30000.00000000 PA USD 27417.70000000 0.106402306621 Long DBT CORP US N 2 2032-03-17 Fixed 4.20000000 N N N N N N MEDTRONIC GLOBAL HLDINGS 549300JXMTTP8GKYIX14 58507LBC2 20000.00000000 PA USD 19237.51000000 0.074656715831 Long DBT CORP LU N 2 2033-03-30 Fixed 4.50000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAP2 40000.00000000 PA USD 33221.64000000 0.128926172718 Long DBT CORP US N 2 2030-10-15 Fixed 2.20000000 N N N N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 084659BD2 25000.00000000 PA USD 19907.42000000 0.077256495142 Long DBT CORP US N 2 2031-05-15 Fixed 1.65000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AR0 24000.00000000 PA USD 20149.20000000 0.078194792290 Long DBT CORP US N 2 2032-01-15 Fixed 3.25000000 N N N N N N Aimco N/A 00900LAQ7 70000.00000000 PA USD 69792.10000000 0.270848409017 Long ABS-CBDO CORP KY N 2 2034-10-17 Floating 7.17868000 N N N N N N FIRSTENERGY PENN ELECTRI N/A 591894CB4 75000.00000000 PA USD 73842.22000000 0.286566069875 Long DBT CORP US N 2 2025-04-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AQYU6 98617.55000000 PA USD 91036.82000000 0.353294683195 Long ABS-MBS USGSE US N 2 2042-06-15 Fixed 3.50000000 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TAZ9 30000.00000000 PA USD 26531.16000000 0.102961832003 Long DBT CORP US N 2 2030-09-15 Fixed 3.50000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAW5 80000.00000000 PA USD 72729.51000000 0.282247877226 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DR8 165000.00000000 PA USD 164584.48000000 0.638717627883 Long DBT CORP US N 2 2033-03-02 Fixed 5.25000000 N N N N N N BACARDI LTD 549300R32WTQNHNN5055 067316AF6 90000.00000000 PA USD 87542.08000000 0.339732334893 Long DBT CORP BM N 2 2028-05-15 Fixed 4.70000000 N N N N N N ILLUMINA INC SQ95QG8SR5Q56LSNF682 452327AM1 25000.00000000 PA USD 20709.68000000 0.080369896868 Long DBT CORP US N 2 2031-03-23 Fixed 2.55000000 N N N N N N NORTHWESTERN UNIVERSITY OBWWNZE695DUK77DTI34 668444AM4 20000.00000000 PA USD 17337.08000000 0.067281548126 Long DBT CORP US N 2 2038-12-01 Fixed 3.68800000 N N N N N N SPRINT CAPITAL CORP 549300L17W0GQBR1PO80 852060AT9 85000.00000000 PA USD 102314.26000000 0.397060047495 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N CSAIL Commercial Mortgage Trus N/A 12597DAB1 36979.31000000 PA USD 36484.02000000 0.141586780904 Long ABS-MBS CORP US N 2 2052-12-15 Fixed 2.84490000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A9VM7 18227.59000000 PA USD 16000.97000000 0.062096387230 Long ABS-MBS USGSE US N 2 2042-06-25 Fixed 2.50000000 N N N N N N SOUTHWESTERN ELEC POWER R64UBJHEC74EB3HGQ410 845437BU5 155000.00000000 PA USD 150332.76000000 0.583409710687 Long DBT CORP US N 2 2033-04-01 Fixed 5.30000000 N N N N N N COMM Mortgage Trust N/A 12592GBE2 19516.79000000 PA USD 0.82000000 0.000003182246 Long ABS-MBS CORP US N 2 2047-08-10 Variable 0.73343200 N N N N N N Manhattan West N/A 563136AE0 100000.00000000 PA USD 88538.77000000 0.343600278411 Long ABS-MBS CORP US N 2 2039-09-10 Variable 2.41281000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAR9 30000.00000000 PA USD 29387.37000000 0.114046180151 Long DBT CORP US N 2 2027-07-01 Fixed 4.60000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CKY6 2602000.00000000 PA USD 2597375.36000000 10.07986554177 Long DBT UST US N 1 2026-06-30 Fixed 4.62500000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248BD9 40000.00000000 PA USD 32006.46000000 0.124210315627 Long DBT CORP US N 2 2031-09-13 Fixed 2.62500000 N N N N N N GCAT N/A 36830QAG7 87114.54000000 PA USD 86212.41000000 0.334572166278 Long ABS-MBS CORP US N 2 2053-08-25 Variable 6.00000000 N N N N N N ROCHE HOLDINGS INC PVJRP0EQNV6OGDPZGY95 771196CH3 100000.00000000 PA USD 103727.47000000 0.402544417218 Long DBT CORP US N 2 2033-11-13 Fixed 5.59300000 N N N N N N Babson CLO Ltd 5493000D71NBEM2WZE67 06760PAC5 26606.71000000 PA USD 26605.38000000 0.103249864158 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 6.53617000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H052678 100000.00000000 PA USD 99234.80000000 0.385109313220 Long ABS-MBS USGA US N 2 2054-07-15 Fixed 5.50000000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAH1 60000.00000000 PA USD 50827.00000000 0.197248858898 Long DBT CORP US N 2 2032-03-01 Fixed 3.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJQ3 40000.00000000 PA USD 37511.25000000 0.145573243716 Long DBT CORP US N 2 2027-03-11 Fixed 1.65800000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACY9 35000.00000000 PA USD 34241.17000000 0.132882753455 Long DBT CORP US N 2 2033-07-15 Fixed 5.05000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCB0 205000.00000000 PA USD 191449.84000000 0.742976419547 Long DBT CORP US N 2 2027-04-22 Fixed 1.57800000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38384CUA5 45358.55000000 PA USD 45494.13000000 0.176553116042 Long ABS-MBS USGA US N 2 2053-08-20 Floating 6.50000000 N N N N N N TAKE-TWO INTERACTIVE SOF BOMSTHHJK882EWYX3334 874054AH2 65000.00000000 PA USD 59238.46000000 0.229891959744 Long DBT CORP US N 2 2032-04-14 Fixed 4.00000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAR2 25000.00000000 PA USD 22289.11000000 0.086499331327 Long DBT CORP US N 2 2030-07-01 Fixed 3.30000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -2.00000000 NC USD -2785.36000000 -0.01080939425 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 2024-09-19 -247902.14000000 USD -2785.36000000 N N N LXP INDUSTRIAL TRUST 549300S4MH2ICXDBFV43 529537AA0 25000.00000000 PA USD 19997.21000000 0.077604951180 Long DBT CORP US N 2 2031-10-01 Fixed 2.37500000 N N N N N N GS Mortgage Securities Trust N/A 36258PAC1 375000.00000000 PA USD 383.27000000 0.001487389972 Long ABS-MBS CORP US N 2 2037-02-10 Variable 0.44589700 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BA3 50000.00000000 PA USD 48924.17000000 0.189864377300 Long DBT CORP US N 2 2035-08-15 Fixed 5.70000000 N N N N N N AMEREN CORP XRZQ5S7HYJFPHJ78L959 023608AJ1 50000.00000000 PA USD 45102.48000000 0.175033205058 Long DBT CORP US N 2 2031-01-15 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38381AYA8 2009.02000000 PA USD 1846.03000000 0.007164052786 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 3.50000000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BAY6 10000.00000000 PA USD 8982.28000000 0.034858332781 Long DBT CORP US N 2 2030-06-01 Fixed 3.40000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378KQ69 653344.99000000 PA USD 8534.38000000 0.033120127420 Long ABS-MBS USGA US N 2 2054-10-16 Variable 0.23863000 N N N N N N HEALTHCARE RLTY HLDGS LP 549300IYGAS4GE6VDL07 42225UAH7 30000.00000000 PA USD 23691.72000000 0.091942564687 Long DBT CORP US N 2 2031-03-15 Fixed 2.00000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 24.00000000 NC USD 14005.07000000 0.054350720607 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 2024-09-30 2543870.05000000 USD 14005.07000000 N N N GS Mortgage Securities Trust N/A 36249KAE0 2368429.73000000 PA USD 96.63000000 0.000375000634 Long ABS-MBS CORP US N 2 2043-08-10 Variable 0.55154600 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468X0 215000.00000000 PA USD 172969.08000000 0.671256490738 Long DBT CORP US N 2 2032-04-28 Fixed 1.92800000 N N N N N N Wells Fargo Commercial Mortgag N/A 94989MAH2 1973372.48000000 PA USD 6715.98000000 0.026063300831 Long ABS-MBS CORP US N 2 2058-07-15 Variable 0.72484700 N N N N N N REXFORD INDUSTRIAL REALT 549300028US163ELJN70 76169XAB0 30000.00000000 PA USD 23933.30000000 0.092880085676 Long DBT CORP US N 2 2031-09-01 Fixed 2.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N27K1 22143.79000000 PA USD 20889.62000000 0.081068206028 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N ALCON FINANCE CORP 549300CUZUI9VU7XNK42 01400EAA1 40000.00000000 PA USD 37861.10000000 0.146930937723 Long DBT CORP US N 2 2026-09-23 Fixed 2.75000000 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 90265EAP5 10000.00000000 PA USD 9646.24000000 0.037435021399 Long DBT CORP US N 2 2029-01-26 Fixed 4.40000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJB6 210000.00000000 PA USD 181617.24000000 0.704818174323 Long DBT CORP US N 2 2031-04-29 Fixed 2.59200000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBK6 35000.00000000 PA USD 34768.83000000 0.134930490541 Long DBT CORP US N 2 2033-03-15 Fixed 5.30000000 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 59217GEG0 220000.00000000 PA USD 195820.54000000 0.759938183720 Long DBT CORP US N 2 2030-04-09 Fixed 2.95000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAR2 46000.00000000 PA USD 41380.27000000 0.160588093698 Long DBT CORP KY N 2 2027-11-18 Fixed 2.52800000 N N N N N N IQVIA INC 549300PLWY28YB00C717 46266TAF5 35000.00000000 PA USD 35994.09000000 0.139685465984 Long DBT CORP US N 2 2029-02-01 Fixed 6.25000000 N N N N N N ALLIANT ENERGY FINANCE 54930033ER6EOI5DL570 01882YAC0 90000.00000000 PA USD 83601.10000000 0.324438223339 Long DBT CORP US N 2 2026-03-15 Fixed 1.40000000 N N N N N N AMERICAN HOMES 4 RENT 549300N4PXZ37U8QKI55 02666TAC1 30000.00000000 PA USD 24387.63000000 0.094643244510 Long DBT CORP US N 2 2031-07-15 Fixed 2.37500000 N N N N N N American Money Management Corp N/A 03165UAA6 70000.00000000 PA USD 70339.50000000 0.272972752877 Long ABS-CBDO CORP KY N 2 2037-01-15 Floating 6.97092000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDM0 10000.00000000 PA USD 8261.77000000 0.032062185550 Long DBT CORP US N 2 2031-01-15 Fixed 1.95000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2U6 320000.00000000 PA USD 277900.37000000 1.078472679285 Long DBT CORP US N 2 2033-03-02 Fixed 3.35000000 N N N N N N S&P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VBK9 10000.00000000 PA USD 8648.39000000 0.033562576166 Long DBT CORP US N 2 2032-03-01 Fixed 2.90000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCU8 135000.00000000 PA USD 115130.83000000 0.446798450460 Long DBT CORP US N 2 2033-01-25 Fixed 2.96300000 N N N N N N Wells Fargo Commercial Mortgag N/A 95000JAX6 52000.00000000 PA USD 49233.09000000 0.191063230616 Long ABS-MBS CORP US N 2 2059-12-15 Variable 4.00679000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAD2 14062.49995000 PA USD 13976.74000000 0.054240777856 Long DBT CORP US N 2 2025-03-20 Fixed 4.73800000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DC6 100000.00000000 PA USD 87569.60000000 0.339839134204 Long DBT CORP US N 2 2031-02-01 Fixed 3.62500000 N N N N N N Wells Fargo Home Equity Trust N/A 86359BMX6 9598.82000000 PA USD 9292.42000000 0.036061920660 Long ABS-MBS CORP US N 2 2034-04-25 Floating 6.05971000 N N N N N N 2024-08-21 TCW METROPOLITAN WEST FUNDS Eric Chan Eric Chan Managing Director XXXX