0001752724-21-279777.txt : 20211223
0001752724-21-279777.hdr.sgml : 20211223
20211223085550
ACCESSION NUMBER: 0001752724-21-279777
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211031
FILED AS OF DATE: 20211223
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: 211515004
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
BOSTON
02199
617-954-5000
MFS INTERMEDIATE INCOME TRUST
WGVMPY7PP3OZCAPKRD65
2021-10-31
2021-10-31
N
424078376.28
1809340.68
422269035.60
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1500000.00000000
0.00000000
0.00000000
0.00000000
USD
N
ELEMENT FLEET MANAGEMENT
5493000PGBS1C22ELQ16
Element Fleet Management Corp
286181AF9
2990000.00000000
PA
USD
3010321.95000000
0.712891947126
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
2806805.57000000
0.664696042894
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
3096089.48000000
0.733203057524
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
2693036.50000000
0.637753724038
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
4597382.79000000
1.088733106718
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
976436.91000000
0.231235735438
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
754101.58000000
0.178583205592
Long
DBT
CORP
VG
Y
2
2023-04-24
Fixed
3.13000000
N
N
N
N
N
N
QATAR PETROLEUM
254900QTESJKJ3P87J26
Qatar Petroleum
74730DAC7
1635000.00000000
PA
USD
1610475.00000000
0.381386003762
Long
DBT
CORP
QA
Y
2
2031-07-12
Fixed
2.25000000
N
N
N
N
N
N
ACREC 2021-FL1 Ltd
N/A
ACREC 2021-FL1 Ltd
00500RAC9
1087000.00000000
PA
USD
1087331.10000000
0.257497237147
Long
ABS-CBDO
CORP
KY
Y
2
2036-10-16
Floating
1.59000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BW4
3150000.00000000
PA
USD
3395415.52000000
0.804088207693
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.30000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BD9
1191000.00000000
PA
USD
1177817.14000000
0.278925765496
Long
DBT
CORP
US
Y
2
2026-04-27
Fixed
1.63000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579AN2
1286000.00000000
PA
USD
1290758.20000000
0.305671998460
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
1.80000000
N
N
N
N
N
N
Antonio B Won Pat International Airport Authority
N/A
GUAM INTERNATIONAL ARPT AUTH
40064REK1
110000.00000000
PA
USD
112406.04000000
0.026619531749
Long
DBT
MUN
US
N
2
2036-10-01
Fixed
3.84000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXJ8
1500000.00000000
PA
USD
1601567.52000000
0.379276571327
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
1593110.64000000
0.377273848113
Long
DBT
CORP
US
Y
2
2023-05-30
Fixed
4.13000000
N
N
N
N
N
N
BDS Ltd
N/A
BDS 2021-FL9 Ltd
05493NAA0
958000.00000000
PA
USD
958000.96000000
0.226869810294
Long
ABS-CBDO
CORP
KY
Y
2
2038-11-16
Floating
1.17000000
N
N
N
N
N
N
Arbor Realty Collateralized Loan Obligation Ltd
N/A
Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd
03880KAC8
1112500.00000000
PA
USD
1112162.91000000
0.263377803304
Long
ABS-CBDO
CORP
KY
Y
2
2034-08-15
Floating
1.49000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BG7
802000.00000000
PA
USD
807695.53000000
0.191275102341
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
3081764.86000000
0.729810760483
Long
DBT
CORP
US
N
2
2024-01-22
Fixed
4.13000000
N
N
N
N
N
N
Toledo Hospital/The
5493009DCR7NWV6K4T34
Toledo Hospital/The
889184AD9
1250000.00000000
PA
USD
1490305.09000000
0.352927864550
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
2547686.10000000
0.603332445719
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
57164.39000000
PA
USD
60207.14000000
0.014258004950
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
1067924.43000000
0.252901430123
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
4166304.20000000
0.986646864617
Long
DBT
CORP
GB
Y
2
2024-06-26
Fixed
2.75000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAE6
2054000.00000000
PA
USD
2340442.93000000
0.554253978550
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.90000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AZ3
744000.00000000
PA
USD
731305.59000000
0.173184753876
Long
DBT
CORP
GB
Y
2
2028-03-17
Fixed
2.25000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBP5
1845000.00000000
PA
USD
1813295.89000000
0.429417204939
Long
DBT
CORP
US
Y
2
2035-11-15
Fixed
3.14000000
N
N
N
N
N
N
TOLL ROAD INV PART II
N/A
Toll Road Investors Partnership II LP
88948ABE6
1392000.00000000
PA
USD
962189.70000000
0.227861770312
Long
DBT
CORP
US
Y
2
2029-02-15
None
0.00000000
N
N
N
N
N
N
STELLANTIS FIN US INC
549300QZ0AI8Q7LNON33
Stellantis Finance US Inc
85855CAA8
1150000.00000000
PA
USD
1131895.68000000
0.268050835977
Long
DBT
CORP
US
Y
2
2027-01-29
Fixed
1.71000000
N
N
N
N
N
N
SUMITOMO MITSUI TR BK LT
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank Ltd
86563VAU3
946000.00000000
PA
USD
942202.16000000
0.223128404066
Long
DBT
CORP
JP
Y
2
2024-03-25
Fixed
0.85000000
N
N
N
N
N
N
DAE FUNDING LLC
635400SZTPQL3Y1P2C76
DAE Funding LLC
23371DAJ3
613000.00000000
PA
USD
604724.50000000
0.143208345632
Long
DBT
CORP
US
Y
2
2024-08-01
Fixed
1.55000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGE3
5400000.00000000
PA
USD
5431309.52000000
1.286220172947
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
6215878.89000000
1.472018634084
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
3257170.68000000
0.771349638595
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
1822103.10000000
0.431502891849
Long
ABS-MBS
CORP
US
N
2
2050-09-10
Fixed
3.51000000
N
N
N
N
N
N
NORDSTROM INC
549300S3IZB5P35KNV16
Nordstrom Inc
655664AX8
518000.00000000
PA
USD
520538.21000000
0.123271697926
Long
DBT
CORP
US
N
2
2024-04-08
Fixed
2.30000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AQ1
1887000.00000000
PA
USD
2033526.27000000
0.481571249265
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
603505.43000000
0.142919650535
Long
ABS-MBS
USGSE
US
N
2
2027-09-25
Variable
3.19000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBK5
1584000.00000000
PA
USD
1628600.26000000
0.385678352590
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
2826304.91000000
0.669313795643
Long
DBT
MUN
US
N
2
2033-08-15
Fixed
5.71000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BA9
1765000.00000000
PA
USD
1847940.28000000
0.437621545556
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
213713.22000000
PA
USD
248752.17000000
0.058908456227
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
1519901.31000000
0.359936718504
Long
DBT
CORP
KY
Y
2
2031-04-22
Fixed
2.88000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447TH89
324730.40000000
PA
USD
333920.82000000
0.079077742351
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
3256141.20000000
0.771105841415
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
7911660.20000000
1.873606524039
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
1428287.84000000
0.338241196864
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
3901308.06000000
0.923891578850
Long
DBT
CORP
GB
N
2
2023-02-15
Fixed
4.61000000
N
N
N
N
N
N
Syracuse Industrial Development Agency
N/A
SYRACUSE NY INDL DEV AGY PILOT REVENUE
87172NBE7
3635000.00000000
PA
USD
3259070.48000000
0.771799541344
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
3665754.32000000
0.868108720022
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.40000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AF5
2250000.00000000
PA
USD
2433783.15000000
0.576358421957
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
4039437.08000000
0.956602719936
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
598395.87000000
0.141709625748
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
3358180.36000000
0.795270331680
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
3386000.00000000
PA
USD
3619897.23000000
0.857249034340
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
1850125.15000000
0.438138957399
Long
DBT
CORP
IE
N
2
2024-01-16
Fixed
4.88000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBL4
2055000.00000000
PA
USD
2120102.07000000
0.502073770810
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
1292523.20000000
PA
USD
1293527.49000000
0.306327810222
Long
ABS-CBDO
CORP
KY
Y
2
2027-10-20
Floating
1.05000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JF5
952000.00000000
PA
USD
923760.87000000
0.218761214325
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
996252.00000000
0.235928262792
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
3287852.43000000
0.778615563257
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.70000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABZ9
1000000.00000000
PA
USD
982352.16000000
0.232636560387
Long
DBT
CORP
US
Y
2
2026-09-17
Fixed
1.65000000
N
N
N
N
N
N
Village of Bridgeview IL
N/A
BRIDGEVIEW IL
108555GF4
3360000.00000000
PA
USD
3457543.49000000
0.818801095630
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
1947884.21000000
0.461289852151
Long
DBT
CORP
US
N
2
2022-01-24
Fixed
5.75000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CPX5
96327.45000000
PA
USD
101729.46000000
0.024091148396
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
2940603.78000000
0.696381579535
Long
DBT
CORP
US
N
2
2027-02-09
Fixed
3.35000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAX3
332000.00000000
PA
USD
337895.86000000
0.080019094821
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BN1
1500000.00000000
PA
USD
1466406.57000000
0.347268316256
Long
DBT
CORP
US
Y
2
2027-11-24
Fixed
1.63000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAC0
399000.00000000
PA
USD
458586.22000000
0.108600484842
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.85000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DD4
1135000.00000000
PA
USD
1136274.63000000
0.269087840737
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
1772950.74000000
0.419862834006
Long
DBT
CORP
US
N
2
2023-06-05
Fixed
2.91000000
N
N
N
N
N
N
University of California
N/A
UNIV OF CALIFORNIA CA REVENUES
91412HGG2
2010000.00000000
PA
USD
1950253.15000000
0.461850854687
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
871910.37000000
0.206482194168
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
1501252.34000000
0.355520346848
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
578763.55000000
0.137060381227
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
843597.11000000
0.199777165474
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
317120.77000000
PA
USD
317217.65000000
0.075122166973
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
1593741.23000000
0.377423181819
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
5894686.12000000
1.395955095694
Long
DBT
CORP
US
N
2
2026-01-27
Fixed
3.88000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT DEC21
000000000
-30.00000000
NC
USD
86244.78000000
0.020424130762
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Ultra 10-Year US Treasury Note Futures
UXYZ1 Comdty
2021-12-21
-4437182.28000000
USD
86244.78000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828U65
3010000.00000000
PA
USD
3014005.32000000
0.713764227518
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
3033345.58000000
0.718344307602
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
3.55000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BH5
1750000.00000000
PA
USD
1707870.59000000
0.404450823057
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
2.75000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CLW1
17295.49000000
PA
USD
17298.68000000
0.004096601583
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
299851.45000000
0.071009575583
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
3370815.77000000
0.798262597021
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
785154.88000000
0.185937119183
Long
DBT
NUSS
PL
N
2
2022-03-23
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241KK56
78278.52000000
PA
USD
92463.84000000
0.021896902733
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
2673265.98000000
0.633071751567
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
9651118.75000000
2.285537876649
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
953867.43000000
0.225890924880
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
3018466.62000000
0.714820734063
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.45000000
N
N
N
N
N
N
Massachusetts Educational Financing Authority
5493007K5OP7V6CL0Y88
MASSACHUSETTS ST EDUCTNL FING AUTH
57563RRZ4
2070000.00000000
PA
USD
2086997.18000000
0.494234008192
Long
DBT
MUN
US
N
2
2037-07-01
Fixed
2.64000000
N
N
N
N
N
N
TOLL ROAD INV PART II
N/A
Toll Road Investors Partnership II LP
88948ABB2
480000.00000000
PA
USD
401957.25000000
0.095189847256
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
10271250.00000000
2.432394784856
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
5048622.28000000
1.195593769461
Long
DBT
UST
US
N
2
2030-02-15
Fixed
1.50000000
N
N
N
N
N
N
Golden State Tobacco Securitization Corp
N/A
GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT
38122NB76
765000.00000000
PA
USD
784593.41000000
0.185804154189
Long
DBT
MUN
US
N
2
2046-06-01
Fixed
3.00000000
N
N
N
N
N
N
WESTERN UNION CO/THE
28ID94QU1140NC23S047
Western Union Co/The
959802AZ2
2570000.00000000
PA
USD
2516519.66000000
0.595951738782
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
5360926.25000000
1.269552299136
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
2269754.96000000
0.537513946949
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
27098.58000000
PA
USD
30495.00000000
0.007221699302
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
8796716.58000000
2.083201901721
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
244817.28000000
0.057976611913
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
2378264.14000000
0.563210640491
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
1102802.28000000
0.261161057768
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
2226263.20000000
0.527214408898
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
2000123.60000000
0.473660967624
Long
ABS-CBDO
CORP
US
Y
2
2038-05-15
Floating
1.39000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AB4
1500000.00000000
PA
USD
1508223.21000000
0.357171159343
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
1516852.40000000
0.359214688295
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
2872004.82000000
0.680136258610
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
770853.11000000
0.182550233384
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
3293334.38000000
0.779913775898
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
410339.72000000
0.097174949003
Long
DBT
MUN
US
N
2
2023-07-01
Fixed
1.48000000
N
N
N
N
N
N
TOLL ROAD INV PART II
N/A
Toll Road Investors Partnership II LP
88948ABC0
1525000.00000000
PA
USD
1218663.66000000
0.288598868791
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
10477491.10000000
2.481235945968
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
426497.38000000
PA
USD
491897.73000000
0.116489178350
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
268934.40000000
0.063687928151
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
2044992.29000000
0.484286584521
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
9.50000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AJ4
2333000.00000000
PA
USD
2298068.85000000
0.544219124837
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.40000000
N
N
N
N
N
N
NATIONAL SECS CLEARING
549300RYC9NELN2ICA34
National Securities Clearing Corp
637639AB1
1117000.00000000
PA
USD
1127685.96000000
0.267053907563
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
3067047.89000000
0.726325548744
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.40000000
N
N
N
N
N
N
Corp Andina de Fomento
UKZ46SXGNYCZK0UOZE76
Corp Andina de Fomento
219868BS4
2950000.00000000
PA
USD
3013389.92000000
0.713618491045
Long
DBT
NUSS
N/A
N
2
2022-06-15
Fixed
4.38000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAF8
1542000.00000000
PA
USD
1508353.56000000
0.357202028289
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
1.65000000
N
N
N
N
N
N
BSPDF 2021-FL1 Issuer Ltd
N/A
BSPDF 2021-FL1 Issuer Ltd
055731AA1
599000.00000000
PA
USD
599000.00000000
0.141852693306
Long
ABS-CBDO
CORP
KY
Y
2
2036-10-15
Floating
1.29000000
N
N
N
N
N
N
LOW INCOME INVESTMENT
N/A
Low Income Investment Fund
54750AAA4
705000.00000000
PA
USD
735993.08000000
0.174294825798
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
3123665.64000000
0.739733529256
Long
DBT
CORP
US
Y
2
2030-05-14
Fixed
2.95000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAT8
1000000.00000000
PA
USD
972749.78000000
0.230362564618
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
867239.18000000
0.205375982344
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
3207253.42500000
NS
USD
3207253.43000000
0.759528442677
Long
STIV
RF
US
N
1
N
N
N
JDE PEET'S NV
724500EHG519SE5ZRT89
JDE Peet's NV
47216QAB9
1931000.00000000
PA
USD
1885478.80000000
0.446511262025
Long
DBT
CORP
NL
Y
2
2027-01-15
Fixed
1.38000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828SV3
3250000.00000000
PA
USD
3278945.31000000
0.776506216076
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
1012055.01000000
0.239670666015
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
35080.59000000
PA
USD
36206.94000000
0.008574377221
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
2695238.15000000
0.638275109651
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
1751693.29000000
0.414828732945
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
13175205.83000000
3.120097549013
Long
DBT
UST
US
N
2
2023-08-15
Fixed
2.50000000
N
N
N
N
N
N
STELLANTIS FIN US INC
549300QZ0AI8Q7LNON33
Stellantis Finance US Inc
85855CAB6
532000.00000000
PA
USD
524021.88000000
0.124096686193
Long
DBT
CORP
US
Y
2
2031-09-15
Fixed
2.69000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAH4
947000.00000000
PA
USD
1027453.38000000
0.243317244074
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
3.65000000
N
N
N
N
N
N
BROOKFIELD FINANCE INC
549300XH8D8K6OYWGD17
Brookfield Finance Inc
11271LAH5
2844000.00000000
PA
USD
2884800.74000000
0.683166535263
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
5422774.40000000
1.284198921262
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
2726360.29000000
0.645645325645
Long
DBT
CORP
CH
Y
2
2028-03-23
Fixed
4.25000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CS9
3589000.00000000
PA
USD
3592876.66000000
0.850850135126
Long
DBT
CORP
US
N
2
2024-10-18
Fixed
1.22000000
N
N
N
N
N
N
NIKE INC
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106AJ2
2600000.00000000
PA
USD
2762884.49000000
0.654294835062
Long
DBT
CORP
US
N
2
2027-03-27
Fixed
2.75000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JW8
1731000.00000000
PA
USD
1744353.19000000
0.413090480935
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.00000000
N
N
N
N
N
N
SINOPEC GRP DEV 2018
549300C6OZZ8LTVR8209
Sinopec Group Overseas Development 2018 Ltd
82939GAR9
1357000.00000000
PA
USD
1337415.61000000
0.316721212603
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
1536249.33000000
0.363808188733
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
2596312.70000000
0.614847995262
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.05000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828N30
14635000.00000000
PA
USD
14955712.27000000
3.541749692527
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
2012333.91000000
0.476552562548
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
3367097.79000000
0.797382120433
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
429319.37000000
0.101669630923
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
6497808.31000000
1.538783988924
Long
DBT
UST
US
N
2
2026-11-15
Fixed
2.00000000
N
N
N
N
N
N
HOWARD UNIVERSITY
N/A
Howard University
442851AJ0
1250000.00000000
PA
USD
1285289.03000000
0.304376812326
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
2.76000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903AR4
1686000.00000000
PA
USD
1689483.53000000
0.400096475840
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
2.30000000
N
N
N
N
N
N
LOW INCOME INVESTMENT
N/A
Low Income Investment Fund
54750AAB2
1905000.00000000
PA
USD
2022973.98000000
0.479072299754
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
5330962.41000000
1.262456386939
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
1698159.22000000
0.402151016729
Long
DBT
MUN
US
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
1595310.36000000
0.377794776671
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
1401258.35000000
0.331840185252
Long
DBT
CORP
IT
Y
2
2023-09-12
Fixed
4.00000000
N
N
N
N
N
N
LoanCore 2021-CRE6 Issuer, Ltd.
N/A
LoanCore 2021-CRE6 Issuer Ltd
53948HAC0
1500000.00000000
PA
USD
1500000.00000000
0.355223772888
Long
ABS-CBDO
CORP
KY
Y
2
2038-11-15
Floating
1.74000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297C5V8
6003.26000000
PA
USD
6962.90000000
0.001648925072
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
4313132.81000000
1.021418206492
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
867671.96000000
0.205478471507
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
29000.00000000
PA
USD
32869.20000000
0.007783947490
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.75000000
N
N
N
N
N
N
BSPDF 2021-FL1 Issuer Ltd
N/A
BSPDF 2021-FL1 Issuer Ltd
055731AC7
774500.00000000
PA
USD
774500.00000000
0.183413874734
Long
ABS-CBDO
CORP
KY
Y
2
2036-10-15
Floating
1.57000000
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
1704824.40000000
0.403729436987
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
1.71000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAR1
1395000.00000000
PA
USD
1534349.70000000
0.363358326243
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
605363.14000000
0.143359585705
Long
DBT
CORP
HK
Y
2
2030-04-07
Fixed
3.38000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGM0
1726000.00000000
PA
USD
1700252.57000000
0.402646755186
Long
DBT
CORP
US
Y
2
2032-03-15
Fixed
2.36000000
N
N
N
N
N
N
WESTINGHOUSE AIR BRAKE
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp
960386AM2
1760000.00000000
PA
USD
2024535.69000000
0.479442137433
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.95000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AR1
1547000.00000000
PA
USD
1736985.85000000
0.411345778061
Long
DBT
CORP
GB
Y
2
2027-04-10
Fixed
4.75000000
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
3671628.15000000
0.869499736058
Long
DBT
MUN
US
N
2
2023-02-15
None
0.00000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300NKHFE6ZRF37I48
Cenovus Energy Inc
15135UAS8
885000.00000000
PA
USD
994171.03000000
0.235435456115
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
1525732.18000000
0.361317560931
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
4313726.52000000
1.021558806430
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
1653957.89000000
0.391683441256
Long
DBT
CORP
KY
N
2
2023-06-06
Fixed
2.80000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABF1
2500000.00000000
PA
USD
2733509.30000000
0.647338324515
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.88000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCC8
2250000.00000000
PA
USD
2266920.83000000
0.536842780048
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
12537909.25000000
2.969175618615
Long
DBT
UST
US
N
2
2021-12-15
Fixed
2.63000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAJ3
472000.00000000
PA
USD
503519.48000000
0.119241392939
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
2209683.20000000
0.523288002128
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
592994.51000000
0.140430498096
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.47000000
N
N
N
N
N
N
2021-11-12
MFS INTERMEDIATE INCOME TRUST
Kasey Phillips
Kasey Phillips
Assistant Treasurer