0001752724-21-133024.txt : 20210623
0001752724-21-133024.hdr.sgml : 20210623
20210623113558
ACCESSION NUMBER: 0001752724-21-133024
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210430
FILED AS OF DATE: 20210623
PERIOD START: 20211031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: MFS INTERMEDIATE INCOME TRUST
CENTRAL INDEX KEY: 0000826735
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05440
FILM NUMBER: 211037647
BUSINESS ADDRESS:
STREET 1: 111 HUNTINGTON AVENUE
STREET 2: 24TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02199
BUSINESS PHONE: 18006372929
MAIL ADDRESS:
STREET 1: 111 HUNTINGTON AVENUE
STREET 2: 24TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02199
FORMER COMPANY:
FORMER CONFORMED NAME: MFS MULTI GOVERNMENT INTERMEDIATE TRUST
DATE OF NAME CHANGE: 19880308
FORMER COMPANY:
FORMER CONFORMED NAME: INTERNATIONAL GOVERNMENT INCOME TRUST
DATE OF NAME CHANGE: 19880211
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000826735
XXXXXXXX
MFS INTERMEDIATE INCOME TRUST
811-05440
0000826735
WGVMPY7PP3OZCAPKRD65
111 HUNTINGTON AVENUE
24TH FLOOR
BOSTON
02199
617-954-5000
MFS INTERMEDIATE INCOME TRUST
WGVMPY7PP3OZCAPKRD65
2021-10-31
2021-04-30
N
440363923.66
349271.53
440014652.13
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
45469.50000000
USD
N
ELEMENT FLEET MANAGEMENT
5493000PGBS1C22ELQ16
Element Fleet Management Corp
286181AF9
2990000.00000000
PA
USD
3024603.06000000
0.687386896176
Long
DBT
CORP
CA
Y
2
2024-04-06
Fixed
1.60000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BK6
2621000.00000000
PA
USD
2858065.36000000
0.649538679260
Long
DBT
CORP
GB
N
2
2025-03-22
Fixed
4.27000000
N
N
N
N
N
N
VEREIT OPERATING PARTNER
5493005TQOUJE1LCS698
VEREIT Operating Partnership LP
92340LAF6
2875000.00000000
PA
USD
3109879.05000000
0.706767157626
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.40000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447TXW8
2500000.00000000
PA
USD
2641583.25000000
0.600339838051
Long
DBT
MUN
US
N
2
2034-12-01
Fixed
3.08000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YS3
4500000.00000000
PA
USD
4593339.86000000
1.043906114890
Long
DBT
UST
US
N
2
2029-11-15
Fixed
1.75000000
N
N
N
N
N
N
Transelec SA
549300DPF7MAL5F6CR86
Transelec SA
89366LAA2
927000.00000000
PA
USD
996061.50000000
0.226370075445
Long
DBT
CORP
CL
Y
2
2023-07-26
Fixed
4.63000000
N
N
N
N
N
N
Sinopec Capital 2013 Ltd
N/A
Sinopec Capital 2013 Ltd
82937TAA0
733000.00000000
PA
USD
763602.75000000
0.173540300602
Long
DBT
CORP
VG
Y
2
2023-04-24
Fixed
3.13000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BD9
1191000.00000000
PA
USD
1183808.22000000
0.269038363670
Long
DBT
CORP
US
Y
2
2026-04-27
Fixed
1.63000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXJ8
1500000.00000000
PA
USD
1631346.21000000
0.370748156249
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.50000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AF5
1518000.00000000
PA
USD
1617003.96000000
0.367488662518
Long
DBT
CORP
US
Y
2
2023-05-30
Fixed
4.13000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAS8
966000.00000000
PA
USD
966375.14000000
0.219623400112
Long
DBT
CORP
US
N
2
2023-03-24
Fixed
0.90000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGF5
1714000.00000000
PA
USD
1720610.04000000
0.391034714792
Long
DBT
CORP
US
N
2
2024-03-22
Fixed
0.75000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BG7
802000.00000000
PA
USD
797232.90000000
0.181183261998
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.85000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFB0
2876000.00000000
PA
USD
3148321.97000000
0.715503893963
Long
DBT
CORP
US
N
2
2024-01-22
Fixed
4.13000000
N
N
N
N
N
N
TD AMERITRADE HOLDING CO
ZI85ER3E6RXD4HPHW309
TD Ameritrade Holding Corp
87236YAF5
3150000.00000000
PA
USD
3434248.85000000
0.780485111887
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.30000000
N
N
N
N
N
N
ADVANCE AUTO PARTS
529900UCNQ5H9FSL0Y70
Advance Auto Parts Inc
00751YAF3
3000000.00000000
PA
USD
2970934.47000000
0.675189895522
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
1.75000000
N
N
N
N
N
N
Toledo Hospital/The
5493009DCR7NWV6K4T34
Toledo Hospital/The
889184AD9
1250000.00000000
PA
USD
1476020.44000000
0.335448020390
Long
DBT
CORP
US
N
2
2038-11-15
Fixed
5.75000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBH8
2500000.00000000
PA
USD
2578984.85000000
0.586113402705
Long
DBT
CORP
US
N
2
2026-03-13
Fixed
2.01000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CPY3
71472.34000000
PA
USD
76251.65000000
0.017329343382
Long
ABS-O
USGA
US
N
2
2025-12-01
Fixed
5.39000000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAG7
1003000.00000000
PA
USD
1083340.66000000
0.246205587644
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
3.63000000
N
N
N
N
N
N
RECKITT BENCKISER TSY
213800LAXWIUOOBZ3908
Reckitt Benckiser Treasury Services PLC
75625QAD1
4000000.00000000
PA
USD
4231226.52000000
0.961610368999
Long
DBT
CORP
GB
Y
2
2024-06-26
Fixed
2.75000000
N
N
N
N
N
N
Emera US Finance LP
N/A
Emera US Finance LP
29103DAF3
492000.00000000
PA
USD
492794.60000000
0.111995043259
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
2.70000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AZ3
744000.00000000
PA
USD
739825.85000000
0.168136639636
Long
DBT
CORP
GB
Y
2
2028-03-17
Fixed
2.25000000
N
N
N
N
N
N
TOLL ROAD INV PART II
N/A
Toll Road Investors Partnership II LP
88948ABE6
1392000.00000000
PA
USD
897716.29000000
0.204019635631
Long
DBT
CORP
US
Y
2
2029-02-15
None
0.00000000
N
N
N
N
N
N
SUMITOMO MITSUI TR BK LT
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank Ltd
86563VAU3
946000.00000000
PA
USD
948429.56000000
0.215544995015
Long
DBT
CORP
JP
Y
2
2024-03-25
Fixed
0.85000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGE3
5400000.00000000
PA
USD
5507364.42000000
1.251632052101
Long
DBT
CORP
US
N
2
2023-01-20
Fixed
3.12000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZV5
6500000.00000000
PA
USD
6250156.25000000
1.420442755654
Long
DBT
UST
US
N
2
2027-06-30
Fixed
0.50000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBJ0
3000000.00000000
PA
USD
3321529.65000000
0.754867964946
Long
DBT
CORP
US
N
2
2027-03-19
Fixed
3.29000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2017-COR2 Mortgage Trust
12595EAD7
1676352.00000000
PA
USD
1840502.73000000
0.418282146080
Long
ABS-MBS
CORP
US
N
2
2050-09-10
Fixed
3.51000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AQ1
1887000.00000000
PA
USD
2071039.11000000
0.470675033200
Long
DBT
CORP
US
Y
2
2027-10-27
Fixed
3.88000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FBU79
550000.00000000
PA
USD
610535.37000000
0.138753418106
Long
ABS-MBS
USGSE
US
N
2
2027-09-25
Variable
3.19000000
N
N
N
N
N
N
E*TRADE Financial Corp
549300LYE2HSVYJFJD24
E*TRADE Financial Corp
269246BP8
3500000.00000000
PA
USD
3607675.12000000
0.819898860762
Long
DBT
CORP
US
N
2
2022-08-24
Fixed
2.95000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBK5
1584000.00000000
PA
USD
1649947.31000000
0.374975538203
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
3.50000000
N
N
N
N
N
N
Gainesville Hospital District
N/A
GAINESVILLE TX HOSP DIST
363060DW1
2330000.00000000
PA
USD
2736928.68000000
0.622008532386
Long
DBT
MUN
US
N
2
2033-08-15
Fixed
5.71000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABE4
2500000.00000000
PA
USD
2723250.00000000
0.618899844997
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
3.88000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BA9
1765000.00000000
PA
USD
1875832.17000000
0.426311296889
Long
DBT
CORP
US
Y
2
2024-09-26
Fixed
2.85000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200MN33
223968.61000000
PA
USD
261122.29000000
0.059343998827
Long
ABS-MBS
USGA
US
N
2
2033-06-15
Fixed
6.00000000
N
N
N
N
N
N
TENCENT HOLDINGS LTD
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032WBA3
1499000.00000000
PA
USD
1518900.56000000
0.345193177692
Long
DBT
CORP
KY
Y
2
2031-04-22
Fixed
2.88000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FK4M5
582000.00000000
PA
USD
682210.86000000
0.155042759757
Long
ABS-MBS
USGSE
US
N
2
2028-10-25
Variable
4.06000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447TH89
425000.00000000
PA
USD
438661.75000000
0.099692532481
Long
DBT
MUN
US
N
2
2030-06-01
Fixed
2.33000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AQ2
3055000.00000000
PA
USD
3221680.80000000
0.732175800147
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YU8
7750000.00000000
PA
USD
8015498.03000000
1.821643436462
Long
DBT
UST
US
N
2
2026-11-30
Fixed
1.63000000
N
N
N
N
N
N
Baidu Inc
254900AL64IANZYI1E02
Baidu Inc
056752AK4
1361000.00000000
PA
USD
1451520.56000000
0.329880051260
Long
DBT
CORP
KY
N
2
2023-09-29
Fixed
3.88000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBE4
3857000.00000000
PA
USD
3977184.12000000
0.903875382500
Long
DBT
CORP
GB
N
2
2023-02-15
Fixed
4.61000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CLM3
9391.00000000
PA
USD
9391.95000000
0.002134463012
Long
ABS-O
USGA
US
N
2
2021-05-01
Fixed
6.34000000
N
N
N
N
N
N
Syracuse Industrial Development Agency
N/A
SYRACUSE NY INDL DEV AGY PILOT REVENUE
87172NBE7
3635000.00000000
PA
USD
3432494.15000000
0.780086329712
Long
DBT
MUN
US
Y
2
2036-01-01
Fixed
5.00000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBB3
3306000.00000000
PA
USD
3739498.56000000
0.849857735849
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.40000000
N
N
N
N
N
N
MARTIN MARIETTA MATERIAL
5299005MZ4WZECVATV08
Martin Marietta Materials Inc
573284AT3
2946000.00000000
PA
USD
3264115.35000000
0.741819694912
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.50000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AF5
2250000.00000000
PA
USD
2430651.35000000
0.552402366201
Long
DBT
CORP
CH
Y
2
2029-01-12
Fixed
3.87000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BJ7
4000000.00000000
PA
USD
4095332.76000000
0.930726451988
Long
DBT
CORP
GB
N
2
2023-03-13
Fixed
3.26000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAJ0
583000.00000000
PA
USD
593016.74000000
0.134772043869
Long
DBT
CORP
KY
Y
2
2027-02-15
Fixed
3.25000000
N
N
N
N
N
N
ALLIED WORLD ASSURANCE
549300E2X3MLXVVR4T40
Allied World Assurance Co Holdings Ltd
01959EAC2
3110000.00000000
PA
USD
3364797.64000000
0.764701271585
Long
DBT
CORP
BM
N
2
2025-10-29
Fixed
4.35000000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAU4
2353000.00000000
PA
USD
2521427.34000000
0.573032586027
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.40000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAK1
1719000.00000000
PA
USD
1883965.30000000
0.428159673974
Long
DBT
CORP
IE
N
2
2024-01-16
Fixed
4.88000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703DBB6
399000.00000000
PA
USD
467833.90000000
0.106322345798
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
5.85000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBL4
2055000.00000000
PA
USD
2077671.81000000
0.472182414822
Long
DBT
CORP
US
Y
2
2034-04-15
Fixed
3.47000000
N
N
N
N
N
N
Shackleton CLO LTD
549300VJPG28RMYCYW83
Shackleton 2015-VIII CLO Ltd
81882EAL6
1561906.04000000
PA
USD
1559734.99000000
0.354473420930
Long
ABS-CBDO
CORP
KY
Y
2
2027-10-20
Floating
1.11000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JF5
952000.00000000
PA
USD
928063.31000000
0.210916455965
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
2.10000000
N
N
N
N
N
N
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
Credit Suisse AG
22546DAA4
915000.00000000
PA
USD
1010571.75000000
0.229667749723
Long
DBT
CORP
CH
Y
2
2023-08-08
Fixed
6.50000000
N
N
N
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RBA0
3000000.00000000
PA
USD
3270482.82000000
0.743266798995
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.70000000
N
N
N
N
N
N
Village of Bridgeview IL
N/A
BRIDGEVIEW IL
108555GF4
4000000.00000000
PA
USD
4092722.80000000
0.930133299013
Long
DBT
MUN
US
N
2
2025-12-01
Fixed
5.06000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GGS7
1924000.00000000
PA
USD
1999791.13000000
0.454482849677
Long
DBT
CORP
US
N
2
2022-01-24
Fixed
5.75000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703DAZ4
2054000.00000000
PA
USD
2359551.64000000
0.536243879284
Long
DBT
CORP
US
Y
2
2026-10-01
Fixed
4.90000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AV2
1250000.00000000
PA
USD
1436466.39000000
0.326458762917
Long
DBT
CORP
GB
Y
2
2025-04-01
Fixed
5.38000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CPX5
113719.60000000
PA
USD
121323.76000000
0.027572663640
Long
ABS-O
USGA
US
N
2
2025-11-01
Fixed
5.36000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CJ7
2700000.00000000
PA
USD
2987688.00000000
0.678997389186
Long
DBT
CORP
US
N
2
2027-02-09
Fixed
3.35000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BN1
1500000.00000000
PA
USD
1477171.29000000
0.335709568499
Long
DBT
CORP
US
Y
2
2027-11-24
Fixed
1.63000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DD4
1135000.00000000
PA
USD
1139712.97000000
0.259017049655
Long
DBT
CORP
US
N
2
2023-02-04
Fixed
1.17000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWJ9
1750000.00000000
PA
USD
1795867.50000000
0.408138113425
Long
DBT
CORP
US
N
2
2023-06-05
Fixed
2.91000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABE6
577000.00000000
PA
USD
592453.80000000
0.134644107220
Long
DBT
CORP
US
Y
2
2023-02-10
Fixed
2.38000000
N
N
N
N
N
N
University of California
N/A
UNIV OF CALIFORNIA CA REVENUES
91412HGG2
2010000.00000000
PA
USD
1942367.92000000
0.441432554710
Long
DBT
MUN
US
N
2
2030-05-15
Fixed
1.61000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXM1
894000.00000000
PA
USD
881280.43000000
0.200284337290
Long
DBT
CORP
US
N
2
2026-12-09
Fixed
1.09000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AY0
1350000.00000000
PA
USD
1535251.41000000
0.348909156222
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.91000000
N
N
N
N
N
N
California Earthquake Authority
N/A
CALIFORNIA ST EARTHQUAKE AUTH
13017HAJ5
575000.00000000
PA
USD
581723.88000000
0.132205570242
Long
DBT
MUN
US
N
2
2022-07-01
Fixed
1.33000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAP6
852000.00000000
PA
USD
828818.11000000
0.188361479779
Long
DBT
CORP
KY
Y
2
2028-02-21
Fixed
2.75000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2010-C1
36249KAC4
330455.52000000
PA
USD
330808.51000000
0.075181248714
Long
ABS-MBS
CORP
US
Y
2
2043-08-10
Fixed
4.59000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAZ8
1506000.00000000
PA
USD
1580219.22000000
0.359128772723
Long
DBT
CORP
CA
N
2
2029-11-15
Fixed
3.13000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BDZ6
5400000.00000000
PA
USD
6019699.14000000
1.368067883844
Long
DBT
CORP
US
N
2
2026-01-27
Fixed
3.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828U65
3010000.00000000
PA
USD
3039629.69000000
0.690801925637
Long
DBT
UST
US
N
2
2021-11-30
Fixed
1.75000000
N
N
N
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
741503BC9
2737000.00000000
PA
USD
2991473.78000000
0.679857765081
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
3.55000000
N
N
N
N
N
N
DEXIA CREDIT LOCAL
F4G136OIPBYND1F41110
Dexia Credit Local SA
25214BAP9
2510000.00000000
PA
USD
2525150.36000000
0.573878698760
Long
DBT
CORP
FR
Y
2
2021-09-15
Fixed
1.88000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CLW1
47727.45000000
PA
USD
48095.43000000
0.010930415559
Long
ABS-O
USGA
US
N
2
2021-11-01
Fixed
5.34000000
N
N
N
N
N
N
TOLL ROAD INV PART II
N/A
Toll Road Investors Partnership II LP
88948ABG1
480000.00000000
PA
USD
272268.79000000
0.061877209925
Long
DBT
CORP
US
Y
2
2031-02-15
None
0.00000000
N
N
N
N
N
N
CNH Industrial NV
549300WGC2HZ5J67V817
CNH Industrial NV
12594KAB8
3066000.00000000
PA
USD
3399005.37000000
0.772475496792
Long
DBT
CORP
NL
N
2
2027-11-15
Fixed
3.85000000
N
N
N
N
N
N
Republic of Poland
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
857524AB8
772000.00000000
PA
USD
803883.60000000
0.182694734393
Long
DBT
NUSS
PL
N
2
2022-03-23
Fixed
5.00000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RAG2
3446000.00000000
PA
USD
3671433.49000000
0.834388916875
Long
DBT
CORP
US
N
2
2023-04-28
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241KK56
88765.45000000
PA
USD
105773.28000000
0.024038581326
Long
ABS-MBS
USGA
US
N
2
2036-10-15
Fixed
6.00000000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413AS5
2486000.00000000
PA
USD
2711097.88000000
0.616138091510
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.84000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828D56
9230000.00000000
PA
USD
9823820.73000000
2.232612182900
Long
DBT
UST
US
N
2
2024-08-15
Fixed
2.38000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
CCUBS Commercial Mortgage Trust 2017-C1
12508GAU0
875000.00000000
PA
USD
966469.96000000
0.219644949394
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
3.54000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCS6
3000000.00000000
PA
USD
3064167.51000000
0.696378517207
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.45000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CLQ4
9103.35000000
PA
USD
9156.61000000
0.002080978430
Long
ABS-O
USGA
US
N
2
2021-07-01
Fixed
6.63000000
N
N
N
N
N
N
TOLL ROAD INV PART II
N/A
Toll Road Investors Partnership II LP
88948ABB2
480000.00000000
PA
USD
398722.12000000
0.090615646108
Long
DBT
CORP
US
Y
2
2026-02-15
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828J27
9900000.00000000
PA
USD
10442953.13000000
2.373319406398
Long
DBT
UST
US
N
2
2025-02-15
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Z94
5043500.00000000
PA
USD
5028133.06000000
1.142719460740
Long
DBT
UST
US
N
2
2030-02-15
Fixed
1.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT JUN21 XCBT 20210621
000000000
-30.00000000
NC
USD
-49327.65000000
-0.01121045623
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US 10 Year Ultra Bond
UXYM1 Comdty
2021-06-21
-4317078.60000000
USD
-49327.65000000
N
N
N
WESTERN UNION CO/THE
28ID94QU1140NC23S047
Western Union Co/The
959802AZ2
2570000.00000000
PA
USD
2544218.56000000
0.578212236270
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.35000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAL5
5672000.00000000
PA
USD
5381531.55000000
1.223034624858
Long
DBT
UST
US
N
2
2027-09-30
Fixed
0.38000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DE2
2269000.00000000
PA
USD
2276054.32000000
0.517267847555
Long
DBT
CORP
US
N
2
2024-02-04
Fixed
1.43000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36296FS61
26316.68000000
PA
USD
30450.15000000
0.006920258189
Long
ABS-MBS
USGA
US
N
2
2058-04-20
Variable
5.87000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828B66
8385000.00000000
PA
USD
8956883.16000000
2.035587477971
Long
DBT
UST
US
N
2
2024-02-15
Fixed
2.75000000
N
N
N
N
N
N
Transelec SA
549300DPF7MAL5F6CR86
Transelec SA
89366LAD6
228000.00000000
PA
USD
248237.28000000
0.056415684977
Long
DBT
CORP
CL
Y
2
2025-01-14
Fixed
4.25000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABK2
2094000.00000000
PA
USD
2431893.98000000
0.552684772706
Long
DBT
CORP
US
Y
2
2025-04-07
Fixed
5.88000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BF8
1000000.00000000
PA
USD
1101343.14000000
0.250296924129
Long
DBT
CORP
US
Y
2
2030-05-13
Fixed
3.75000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBP9
2000000.00000000
PA
USD
2255407.10000000
0.512575453813
Long
DBT
CORP
US
N
2
2027-04-02
Fixed
4.70000000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT 2021-FL4 Ltd
05609GAC2
2000000.00000000
PA
USD
2001232.20000000
0.454810354680
Long
ABS-CBDO
CORP
US
Y
2
2038-05-15
Floating
1.42000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AB4
1500000.00000000
PA
USD
1528047.39000000
0.347271933469
Long
DBT
CORP
CH
Y
2
2023-01-09
Fixed
3.57000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AJ8
1500000.00000000
PA
USD
1558095.00000000
0.354100708341
Long
DBT
CORP
IT
Y
2
2022-01-14
Fixed
6.57000000
N
N
N
N
N
N
LIBERTY UTILITIES FIN
N/A
Liberty Utilities Finance GP 1
531546AB5
3000000.00000000
PA
USD
2843576.91000000
0.646245959364
Long
DBT
CORP
US
Y
2
2030-09-15
Fixed
2.05000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AB4
770000.00000000
PA
USD
774853.76000000
0.176097263181
Long
DBT
CORP
CH
Y
2
2024-07-30
Fixed
1.01000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAF8
3123000.00000000
PA
USD
3306816.91000000
0.751524271746
Long
DBT
CORP
KY
Y
2
2024-07-01
Fixed
3.95000000
N
N
N
N
N
N
California Earthquake Authority
N/A
CALIFORNIA ST EARTHQUAKE AUTH
13017HAK2
405000.00000000
PA
USD
414000.64000000
0.094087921389
Long
DBT
MUN
US
N
2
2023-07-01
Fixed
1.48000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBA5
2770000.00000000
PA
USD
2777617.50000000
0.631255683544
Long
DBT
CORP
US
N
2
2021-09-01
Fixed
4.00000000
N
N
N
N
N
N
TOLL ROAD INV PART II
N/A
Toll Road Investors Partnership II LP
88948ABC0
1525000.00000000
PA
USD
1201643.03000000
0.273091594605
Long
DBT
CORP
US
Y
2
2027-02-15
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828J43
10420000.00000000
PA
USD
10565717.24000000
2.401219411411
Long
DBT
UST
US
N
2
2022-02-28
Fixed
1.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385HZC9
484595.97000000
PA
USD
569018.44000000
0.129318066397
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
6.50000000
N
N
N
N
N
N
Enel Americas SA
549300LKH11TFCJLZK20
Enel Americas SA
29274FAF1
252000.00000000
PA
USD
274397.76000000
0.062361050631
Long
DBT
CORP
CL
N
2
2026-10-25
Fixed
4.00000000
N
N
N
N
N
N
KOHL'S CORPORATION
549300JF6LPRTRJ0FH50
Kohl's Corp
500255AW4
1634000.00000000
PA
USD
2109869.44000000
0.479499814332
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
9.50000000
N
N
N
N
N
N
NATIONAL SECS CLEARING
549300RYC9NELN2ICA34
National Securities Clearing Corp
637639AB1
1117000.00000000
PA
USD
1137897.44000000
0.258604442941
Long
DBT
CORP
US
Y
2
2025-04-23
Fixed
1.50000000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932AH0
2827000.00000000
PA
USD
3095565.00000000
0.703514072773
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.40000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAX8
1145000.00000000
PA
USD
1197967.70000000
0.272256320147
Long
DBT
CORP
JP
N
2
2023-01-17
Fixed
3.10000000
N
N
N
N
N
N
Corp Andina de Fomento
UKZ46SXGNYCZK0UOZE76
Corp Andina de Fomento
219868BS4
2950000.00000000
PA
USD
3076260.00000000
0.699126718873
Long
DBT
NUSS
N/A
N
2
2022-06-15
Fixed
4.38000000
N
N
N
N
N
N
LOW INCOME INVESTMENT
N/A
Low Income Investment Fund
54750AAA4
705000.00000000
PA
USD
749918.55000000
0.170430358709
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.39000000
N
N
N
N
N
N
ITC HOLDINGS CORP
549300HTO5U9D3SLE207
ITC Holdings Corp
465685AQ8
3000000.00000000
PA
USD
3104134.65000000
0.705461655645
Long
DBT
CORP
US
Y
2
2030-05-14
Fixed
2.95000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAD0
3500000.00000000
PA
USD
3638820.57000000
0.826977136417
Long
DBT
CORP
NL
Y
2
2023-04-06
Fixed
2.75000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAT8
1000000.00000000
PA
USD
970587.17000000
0.220580647781
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.25000000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax Inc
294429AR6
832000.00000000
PA
USD
877260.87000000
0.199370831346
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
2.60000000
N
N
N
N
N
N
MFS Institutional Money Market Portfolio
5L2W638H85N8T1136O07
MFS Institutional Money Market Portfolio
55291X109
8382976.85500000
NS
USD
8382976.86000000
1.905158571293
Long
STIV
RF
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828SV3
3250000.00000000
PA
USD
3306367.19000000
0.751422066059
Long
DBT
UST
US
N
2
2022-05-15
Fixed
1.75000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400EB5
816000.00000000
PA
USD
1002658.97000000
0.227869450516
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
6.65000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CNM1
45612.63000000
PA
USD
47460.76000000
0.010786177180
Long
ABS-O
USGA
US
N
2
2024-01-01
Fixed
4.93000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAN5
2326000.00000000
PA
USD
2737569.77000000
0.622154229807
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
6.50000000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
55608JAR9
1784000.00000000
PA
USD
1759808.50000000
0.399943159047
Long
DBT
CORP
AU
Y
2
2027-01-12
Fixed
1.34000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828VS6
12710000.00000000
PA
USD
13370820.73000000
3.038721702851
Long
DBT
UST
US
N
2
2023-08-15
Fixed
2.50000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAH4
947000.00000000
PA
USD
1039302.81000000
0.236197318650
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
3.65000000
N
N
N
N
N
N
BROADCOM CRP / CAYMN FI
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAH2
1845000.00000000
PA
USD
2021371.34000000
0.459387279540
Long
DBT
CORP
N/A
N
2
2027-01-15
Fixed
3.88000000
N
N
N
N
N
N
BROOKFIELD FINANCE INC
N/A
Brookfield Finance Inc
11271LAH5
2844000.00000000
PA
USD
2855443.57000000
0.648942837739
Long
DBT
CORP
CA
N
2
2031-04-15
Fixed
2.72000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828K74
5225000.00000000
PA
USD
5520130.89000000
1.254533425938
Long
DBT
UST
US
N
2
2025-08-15
Fixed
2.00000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
90352JAC7
2449000.00000000
PA
USD
2770860.39000000
0.629720027864
Long
DBT
CORP
CH
Y
2
2028-03-23
Fixed
4.25000000
N
N
N
N
N
N
NIKE INC
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106AJ2
2600000.00000000
PA
USD
2804277.14000000
0.637314490875
Long
DBT
CORP
US
N
2
2027-03-27
Fixed
2.75000000
N
N
N
N
N
N
ALIMENTATION COUCHE-TARD
549300OSW32RVX8CCZ87
Alimentation Couche-Tard Inc
01626PAJ5
2700000.00000000
PA
USD
2772098.02000000
0.630001298043
Long
DBT
CORP
CA
Y
2
2022-07-26
Fixed
2.70000000
N
N
N
N
N
N
SINOPEC GRP DEV 2018
549300C6OZZ8LTVR8209
Sinopec Group Overseas Development 2018 Ltd
82939GAR9
1357000.00000000
PA
USD
1343403.06000000
0.305308710402
Long
DBT
CORP
VG
Y
2
2026-01-08
Fixed
1.45000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BM0
1500000.00000000
PA
USD
1558396.34000000
0.354169192424
Long
DBT
CORP
GB
N
2
2023-11-22
Fixed
3.03000000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAJ2
2349000.00000000
PA
USD
2578937.85000000
0.586102721242
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.05000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AN4
1213000.00000000
PA
USD
1216154.37000000
0.276389516601
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
3.92000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828N30
14635000.00000000
PA
USD
15118641.09000000
3.435940375352
Long
DBT
UST
US
N
2
2022-12-31
Fixed
2.13000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CG2
2012000.00000000
PA
USD
2019576.91000000
0.458979468120
Long
DBT
CORP
DE
N
2
2025-04-01
Fixed
1.45000000
N
N
N
N
N
N
FAIRFAX FINL HLDGS LTD
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd
303901BB7
2971000.00000000
PA
USD
3345246.95000000
0.760258080908
Long
DBT
CORP
CA
N
2
2028-04-17
Fixed
4.85000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477BM4
407000.00000000
PA
USD
434957.56000000
0.098850699151
Long
DBT
CORP
US
N
2
2026-03-30
Fixed
2.90000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828U24
6254000.00000000
PA
USD
6594549.81000000
1.498711412921
Long
DBT
UST
US
N
2
2026-11-15
Fixed
2.00000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CLN1
6818.15000000
PA
USD
6841.98000000
0.001554943674
Long
ABS-O
USGA
US
N
2
2021-06-01
Fixed
6.44000000
N
N
N
N
N
N
HOWARD UNIVERSITY
N/A
Howard University
442851AJ0
1250000.00000000
PA
USD
1302454.21000000
0.296002463485
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
2.76000000
N
N
N
N
N
N
RECKITT BENCKISER TSY
213800LAXWIUOOBZ3908
Reckitt Benckiser Treasury Services PLC
75625QAB5
2274000.00000000
PA
USD
2421227.70000000
0.550260698883
Long
DBT
CORP
GB
Y
2
2023-09-21
Fixed
3.63000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903AR4
1686000.00000000
PA
USD
1702189.06000000
0.386848267838
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
2.30000000
N
N
N
N
N
N
NORDSTROM INC
549300S3IZB5P35KNV16
Nordstrom Inc
655664AV2
518000.00000000
PA
USD
519859.62000000
0.118145979340
Long
DBT
CORP
US
Y
2
2024-04-08
Fixed
2.30000000
N
N
N
N
N
N
LOW INCOME INVESTMENT
N/A
Low Income Investment Fund
54750AAB2
1905000.00000000
PA
USD
2028415.60000000
0.460988194411
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.71000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828M56
5086000.00000000
PA
USD
5430298.35000000
1.234117619427
Long
DBT
UST
US
N
2
2025-11-15
Fixed
2.25000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QDB5
1675000.00000000
PA
USD
1699181.31000000
0.386164711055
Long
DBT
MUN
PR
N
2
2022-07-01
Fixed
5.00000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBN1
1510000.00000000
PA
USD
1555240.26000000
0.353451925401
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.80000000
N
N
N
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
Eni SpA
26874RAG3
1327000.00000000
PA
USD
1424794.82000000
0.323806221702
Long
DBT
CORP
IT
Y
2
2023-09-12
Fixed
4.00000000
N
N
N
N
N
N
California Earthquake Authority
N/A
CALIFORNIA ST EARTHQUAKE AUTH
13017HAH9
180000.00000000
PA
USD
180290.86000000
0.040973831013
Long
DBT
MUN
US
N
2
2021-07-01
Fixed
1.23000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297C5V8
6308.16000000
PA
USD
7388.38000000
0.001679121357
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828X88
4075000.00000000
PA
USD
4379829.11000000
0.995382560284
Long
DBT
UST
US
N
2
2027-05-15
Fixed
2.38000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863BA7
870000.00000000
PA
USD
872086.28000000
0.198194827326
Long
DBT
CORP
GB
Y
2
2031-03-17
Fixed
2.88000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BD4
271000.00000000
PA
USD
311959.79000000
0.070897591361
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.75000000
N
N
N
N
N
N
State Board of Administration Finance Corp
549300S34SOJ0RULXM35
FLORIDA ST BRD OF ADMIN FIN CORP REVENUE
341271AE4
1709000.00000000
PA
USD
1724222.06000000
0.391855601092
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
1.71000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAR1
3395000.00000000
PA
USD
3748476.71000000
0.851898156539
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.00000000
N
N
N
N
N
N
AIA GROUP LTD
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
00131LAJ4
563000.00000000
PA
USD
607166.50000000
0.137987791329
Long
DBT
CORP
HK
Y
2
2030-04-07
Fixed
3.38000000
N
N
N
N
N
N
WESTINGHOUSE AIR BRAKE
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp
960386AM2
1760000.00000000
PA
USD
2024226.41000000
0.460036137478
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.95000000
N
N
N
N
N
N
New Jersey Economic Development Authority
5493006JS6QWDVU4R678
NEW JERSEY ST ECON DEV AUTH LEASE REVENUE
645913BB9
3704000.00000000
PA
USD
3659038.26000000
0.831571912955
Long
DBT
MUN
US
N
2
2023-02-15
None
0.00000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300EIRQ0Z2B9C1W06
Cenovus Energy Inc
15135UAS8
1477000.00000000
PA
USD
1679342.50000000
0.381656040741
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
5.38000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FBTA4
1457127.00000000
PA
USD
1562710.86000000
0.355149732499
Long
ABS-MBS
USGSE
US
N
2
2024-08-25
Variable
3.06000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAP5
4000000.00000000
PA
USD
4367105.68000000
0.992490967939
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.55000000
N
N
N
N
N
N
ALIBABA GROUP HOLDING
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609WAS1
1605000.00000000
PA
USD
1676348.12000000
0.380975522493
Long
DBT
CORP
KY
N
2
2023-06-06
Fixed
2.80000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCC8
2250000.00000000
PA
USD
2259112.88000000
0.513417648495
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.58000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285R7
12500000.00000000
PA
USD
12699218.75000000
2.886089971896
Long
DBT
UST
US
N
2
2021-12-15
Fixed
2.63000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAY6
1052000.00000000
PA
USD
1110406.27000000
0.252356657812
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.85000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAJ3
472000.00000000
PA
USD
513638.79000000
0.116732201419
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
4.20000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJS9
2224000.00000000
PA
USD
2244650.97000000
0.510130960215
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
1.73000000
N
N
N
N
N
N
CONSERVATION FUND
N/A
Conservation Fund A Nonprofit Corp/The
20848FAA8
563000.00000000
PA
USD
589092.18000000
0.133880128115
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.47000000
N
N
N
N
N
N
2021-05-18
MFS INTERMEDIATE INCOME TRUST
Kasey Phillips
Kasey Phillips
Assistant Treasurer