0001752724-23-289794.txt : 20231226
0001752724-23-289794.hdr.sgml : 20231226
20231226084005
ACCESSION NUMBER: 0001752724-23-289794
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231031
FILED AS OF DATE: 20231226
DATE AS OF CHANGE: 20231226
PERIOD START: 20231031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: MFS INTERMEDIATE INCOME TRUST
CENTRAL INDEX KEY: 0000826735
ORGANIZATION NAME:
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: 231511430
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
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MFS INTERMEDIATE INCOME TRUST
811-05440
0000826735
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111 HUNTINGTON AVENUE
BOSTON
02199
617-954-5000
MFS INTERMEDIATE INCOME TRUST
WGVMPY7PP3OZCAPKRD65
2023-10-31
2023-10-31
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325449694.61
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0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
758092.00000000
0.00000000
0.00000000
795268.94000000
USD
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Barclays US Govt/Credit Interm
LF97TRUU
ELEMENT FLEET MANAGEMENT
5493000PGBS1C22ELQ16
Element Fleet Management Corp
286181AF9
2990000.00000000
PA
USD
2925703.79000000
0.911697332145
Long
DBT
CORP
CA
Y
2
2024-04-06
Fixed
1.60000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447TXW8
2500000.00000000
PA
USD
2003487.50000000
0.624319596187
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
3777539.04000000
1.177143180596
Long
DBT
UST
US
N
2
2029-11-15
Fixed
1.75000000
N
N
N
N
N
N
Rhode Island Student Loan Authority
N/A
RHODE ISLAND ST STUDENT LOAN AUTH LOAN REVENUE
762323BU6
335000.00000000
PA
USD
306452.98000000
0.095495779596
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
2.35000000
N
N
N
N
N
N
QATAR ENERGY
254900QTESJKJ3P87J26
QatarEnergy
74730DAC7
1635000.00000000
PA
USD
1277029.83000000
0.397943459984
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
1055543.85000000
0.328924792488
Long
ABS-CBDO
CORP
KY
Y
2
2036-10-16
Floating
6.95000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BD9
1191000.00000000
PA
USD
1072760.28000000
0.334289714717
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
1237119.41000000
0.385506717904
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
81182.22000000
0.025297712517
Long
DBT
MUN
US
N
2
2036-10-01
Fixed
3.84000000
N
N
N
N
N
N
REGAL REXNORD CORP
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp
758750AD5
1533000.00000000
PA
USD
1466457.08000000
0.456972100904
Long
DBT
CORP
US
Y
2
2028-04-15
Fixed
6.05000000
N
N
N
N
N
N
VERISK ANALYTICS INC
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345YAH9
850000.00000000
PA
USD
814600.80000000
0.253842982554
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
5.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXJ8
1500000.00000000
PA
USD
1443652.64000000
0.449865863021
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.50000000
N
N
N
N
N
N
BDS Ltd
N/A
BDS 2021-FL9 Ltd
05493NAA0
957992.87000000
PA
USD
938663.45000000
0.292502941026
Long
ABS-CBDO
CORP
KY
Y
2
2038-11-16
Floating
6.52000000
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
1078844.65000000
0.336185704296
Long
ABS-CBDO
CORP
KY
Y
2
2034-08-15
Floating
6.85000000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HBE8
1001000.00000000
PA
USD
1000380.68000000
0.311735043104
Long
DBT
CORP
CA
N
2
2026-03-09
Fixed
6.20000000
N
N
N
N
N
N
ARI Fleet Lease Trust
N/A
ARI Fleet Lease Trust 2023-B
04033GAB3
283291.00000000
PA
USD
283325.84000000
0.088288983094
Long
ABS-O
CORP
US
Y
2
2032-07-15
Fixed
6.05000000
N
N
N
N
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA Inc
46266TAB4
472000.00000000
PA
USD
453120.00000000
0.141199630855
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
5.70000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BG7
802000.00000000
PA
USD
630242.41000000
0.196393881624
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
2864354.13000000
0.892579770914
Long
DBT
CORP
US
N
2
2024-01-22
Fixed
4.13000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254CQ1
1750000.00000000
PA
USD
1737588.25000000
0.541461024628
Long
DBT
CORP
GB
Y
2
2027-01-09
Fixed
6.17000000
N
N
N
N
N
N
AREIT CRE Trust
N/A
AREIT 2022-CRE6 Trust
04002VAC5
1522500.00000000
PA
USD
1483024.62000000
0.462134818357
Long
ABS-CBDO
CORP
KY
Y
2
2037-01-20
Floating
6.97000000
N
N
N
N
N
N
Toledo Hospital/The
5493009DCR7NWV6K4T34
Toledo Hospital/The
889184AD9
1250000.00000000
PA
USD
1193793.55000000
0.372005668648
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
2359141.48000000
0.735147215114
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
23525.04000000
PA
USD
23199.53000000
0.007229354413
Long
ABS-O
USGA
US
N
2
2025-12-01
Fixed
5.39000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
254900R37Z1EGG1Y1P54
Neuberger Berman Loan Advisers NBLA CLO 53 Ltd
64135WAC7
758092.00000000
PA
USD
757822.12000000
0.236149813732
Long
ABS-CBDO
CORP
JE
Y
2
2032-10-24
Floating
0.00000000
N
N
N
N
N
N
BRAZOS SECURITIZATN LLC
N/A
Brazos Securitization LLC
106230AA3
734791.30000000
PA
USD
694758.91000000
0.216498282189
Long
DBT
CORP
US
Y
2
2031-09-01
Fixed
5.01000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AZ3
744000.00000000
PA
USD
630106.52000000
0.196351536069
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
1301457.08000000
0.405555392105
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
928052.68000000
0.289196450897
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
762000.00000000
PA
USD
661777.82000000
0.206220833096
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
926912.83000000
0.288841254925
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
589475.69000000
0.183690302406
Long
DBT
CORP
US
Y
2
2024-08-01
Fixed
1.55000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZV5
6500000.00000000
PA
USD
5555722.64000000
1.731254382737
Long
DBT
UST
US
N
2
2027-06-30
Fixed
0.50000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2017-COR2 Mortgage Trust
12595EAD7
1676352.00000000
PA
USD
1504907.79000000
0.468953973384
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
505697.50000000
0.157583643018
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
1729284.54000000
0.538873452270
Long
DBT
CORP
US
Y
2
2027-10-27
Fixed
3.88000000
N
N
N
N
N
N
LKQ CORP
DS830JTTZQN6GK0I2E41
LKQ Corp
501889AF6
1176000.00000000
PA
USD
1098188.20000000
0.342213472039
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
6.25000000
N
N
N
N
N
N
Gainesville Hospital District
N/A
GAINESVILLE TX HOSP DIST
363060DW1
2330000.00000000
PA
USD
2217126.41000000
0.690892987846
Long
DBT
MUN
US
N
2
2033-08-15
Fixed
5.71000000
N
N
N
N
N
N
DICK'S SPORTING GOODS
529900SSBV5I4LWSK313
Dick's Sporting Goods Inc
253393AF9
2631000.00000000
PA
USD
1985489.68000000
0.618711180005
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.15000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200MN33
153309.54000000
PA
USD
153771.07000000
0.047917589866
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
1194879.22000000
0.372343981244
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
106766.13000000
PA
USD
99497.39000000
0.031005020169
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
2484603.39000000
0.774243205974
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
7033125.00000000
2.191637212578
Long
DBT
UST
US
N
2
2026-11-30
Fixed
1.63000000
N
N
N
N
N
N
Arrow Electronics Inc
549300YNNLBXT8N8R512
Arrow Electronics Inc
042735BF6
1049000.00000000
PA
USD
948423.21000000
0.295544242468
Long
DBT
CORP
US
N
2
2028-01-12
Fixed
3.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFV8
3400000.00000000
PA
USD
3203171.89000000
0.998160947290
Long
DBT
UST
US
N
2
2032-11-15
Fixed
4.13000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JY4
435000.00000000
PA
USD
434304.77000000
0.135336496298
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
1.70000000
N
N
N
N
N
N
Syracuse Industrial Development Agency
N/A
SYRACUSE NY INDL DEV AGY PILOT REVENUE
87172NBE7
3635000.00000000
PA
USD
2598242.75000000
0.809655096164
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
3211946.61000000
1.000895294096
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.40000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAJ0
583000.00000000
PA
USD
513316.11000000
0.159957726969
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
2983522.40000000
0.929714560227
Long
DBT
CORP
BM
N
2
2025-10-29
Fixed
4.35000000
N
N
N
N
N
N
GLS Auto Select Receivables Trust
N/A
GLS Auto Select Receivables Trust 2023-2
36269EAB5
469000.00000000
PA
USD
468490.20000000
0.145989237507
Long
ABS-O
CORP
US
Y
2
2028-06-15
Fixed
6.37000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBL4
2055000.00000000
PA
USD
1565785.67000000
0.487924520223
Long
DBT
CORP
US
Y
2
2034-04-15
Fixed
3.47000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JF5
952000.00000000
PA
USD
806089.73000000
0.251190793416
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
2.10000000
N
N
N
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RBA0
3000000.00000000
PA
USD
2547454.50000000
0.793828643675
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.70000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT DEC23
000000000
-12.00000000
NC
USD
149449.35000000
0.046570870964
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CME Ultra Long Term U.S. Treasury Bond Futures
WNZ3 Comdty
2023-12-19
-1500199.35000000
USD
149449.35000000
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABZ9
1000000.00000000
PA
USD
879929.41000000
0.274200449927
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
2685000.00000000
PA
USD
2635572.91000000
0.821287786868
Long
DBT
MUN
US
N
2
2025-12-01
Fixed
5.06000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) DEC23
000000000
-14.00000000
NC
USD
37062.53000000
0.011549292802
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT U.S. Long Bond Futures
USZ3 Comdty
2023-12-19
-1569187.53000000
USD
37062.53000000
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AU3
2088000.00000000
PA
USD
1913716.02000000
0.596345329244
Long
DBT
CORP
IT
Y
2
2026-09-22
Fixed
2.57000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CPX5
40082.13000000
PA
USD
39358.28000000
0.012264686191
Long
ABS-O
USGA
US
N
2
2025-11-01
Fixed
5.36000000
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
257030.63000000
0.080094963971
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2T0
1723000.00000000
PA
USD
1524754.38000000
0.475138496649
Long
DBT
CORP
FR
Y
2
2028-01-20
Fixed
2.59000000
N
N
N
N
N
N
Bridgecrest Lending Auto Securitization Trust
N/A
Bridgecrest Lending Auto Securitization Trust 2023-1
108056AB8
435000.00000000
PA
USD
434951.80000000
0.135538121469
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
6.34000000
N
N
N
N
N
N
University of California
N/A
UNIV OF CALIFORNIA CA REVENUES
91412HGG2
2010000.00000000
PA
USD
1573030.82000000
0.490182227906
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
798124.72000000
0.248708765538
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
1320001.30000000
0.411334075497
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.91000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAP6
2336000.00000000
PA
USD
1954778.47000000
0.609141062784
Long
DBT
CORP
KY
Y
2
2028-02-21
Fixed
2.75000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAZ8
1506000.00000000
PA
USD
1274792.10000000
0.397246146579
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
5150689.61000000
1.605039441175
Long
DBT
CORP
US
N
2
2026-01-27
Fixed
3.88000000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo Inc
74739DAA2
634000.00000000
PA
USD
599197.27000000
0.186719706333
Long
DBT
CORP
US
Y
2
2024-12-15
Fixed
1.75000000
N
N
N
N
N
N
ARROW ELECTRONICS INC
549300YNNLBXT8N8R512
Arrow Electronics Inc
04273WAD3
717000.00000000
PA
USD
711695.03000000
0.221775855221
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.13000000
N
N
N
N
N
N
ReadyCap Commercial Mortgage Trust
N/A
Ready Capital Mortgage Financing 2021-FL7 LLC
75575WAA4
469733.19000000
PA
USD
464065.67000000
0.144610481322
Long
ABS-CBDO
CORP
US
Y
2
2036-11-25
Floating
6.64000000
N
N
N
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
741503BC9
2737000.00000000
PA
USD
2530987.93000000
0.788697390132
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
1281541.12000000
0.399349252009
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
2.75000000
N
N
N
N
N
N
TOLL ROAD INV PART II
N/A
Toll Road Investors Partnership II LP
88948ABG1
480000.00000000
PA
USD
272642.82000000
0.084959978680
Long
DBT
CORP
US
Y
2
2031-02-15
None
0.00000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBU8
1435000.00000000
PA
USD
1256136.65000000
0.391432802093
Long
DBT
CORP
GB
N
2
2027-11-24
Fixed
2.28000000
N
N
N
N
N
N
CNH Industrial NV
549300WGC2HZ5J67V817
CNH Industrial NV
12594KAB8
3066000.00000000
PA
USD
2825537.36000000
0.880483828128
Long
DBT
CORP
NL
N
2
2027-11-15
Fixed
3.85000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241KK56
57259.64000000
PA
USD
57786.34000000
0.018007172220
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
1486000.00000000
PA
USD
1438197.94000000
0.448166088951
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.84000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CP2
457000.00000000
PA
USD
395272.62000000
0.123173437569
Long
DBT
CORP
DE
N
2
2027-11-16
Fixed
2.31000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828D56
9230000.00000000
PA
USD
9007903.13000000
2.807010497753
Long
DBT
UST
US
N
2
2024-08-15
Fixed
2.38000000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612GAA9
357000.00000000
PA
USD
295903.87000000
0.092208503735
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
4.20000000
N
N
N
N
N
N
Massachusetts Educational Financing Authority
5493007K5OP7V6CL0Y88
MASSACHUSETTS ST EDUCTNL FING AUTH
57563RRZ4
2070000.00000000
PA
USD
1752056.07000000
0.545969434858
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
404183.01000000
0.125950061374
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
9495105.44000000
2.958830735933
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
4123258.25000000
1.284874962093
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
605000.00000000
PA
USD
533416.16000000
0.166221232531
Long
DBT
MUN
US
N
2
2046-06-01
Fixed
3.00000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
5493000M6Z4XFIP6PF03
Rogers Communications Inc
775109CG4
1739000.00000000
PA
USD
1580864.64000000
0.492623374826
Long
DBT
CORP
CA
N
2
2027-03-15
Fixed
3.20000000
N
N
N
N
N
N
DAE FUNDING LLC
635400SZTPQL3Y1P2C76
DAE Funding LLC
23371DAF1
1000000.00000000
PA
USD
939608.00000000
0.292797278313
Long
DBT
CORP
US
Y
2
2025-03-20
Fixed
2.63000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
02557TAD1
761000.00000000
PA
USD
754747.78000000
0.235191798917
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
5.70000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308KL0
326000.00000000
PA
USD
313657.94000000
0.097740963415
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.10000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAL5
5672000.00000000
PA
USD
4770905.30000000
1.486692415273
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
2240227.74000000
0.698091741528
Long
DBT
CORP
US
N
2
2024-02-04
Fixed
1.43000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828B66
8385000.00000000
PA
USD
8319492.19000000
2.592490347229
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
221854.35000000
0.069133457635
Long
DBT
CORP
CL
Y
2
2025-01-14
Fixed
4.25000000
N
N
N
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust 2023-3
24702EAB6
346000.00000000
PA
USD
345554.18000000
0.107680355439
Long
ABS-O
CORP
US
Y
2
2029-04-23
Fixed
6.10000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBP9
2000000.00000000
PA
USD
1904652.22000000
0.593520900363
Long
DBT
CORP
US
N
2
2027-04-02
Fixed
4.70000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial Inc
21871XAF6
2500000.00000000
PA
USD
2209430.33000000
0.688494762972
Long
DBT
CORP
US
N
2
2029-04-05
Fixed
3.85000000
N
N
N
N
N
N
NVENT FINANCE SARL
549300KO1OQ4MVFB6X02
nVent Finance Sarl
67078AAF0
1216000.00000000
PA
USD
1103939.90000000
0.344005796184
Long
DBT
CORP
LU
N
2
2033-05-15
Fixed
5.65000000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT 2021-FL4 Ltd
05609GAC2
2000000.00000000
PA
USD
1860905.40000000
0.579888673061
Long
ABS-CBDO
CORP
US
Y
2
2038-05-15
Floating
6.75000000
N
N
N
N
N
N
LIBERTY UTILITIES FIN
N/A
Liberty Utilities Finance GP 1
531546AB5
3000000.00000000
PA
USD
2260212.09000000
0.704319193070
Long
DBT
CORP
US
Y
2
2030-09-15
Fixed
2.05000000
N
N
N
N
N
N
RENAISSANCERE HOLDINGS L
EK6GB9U3U58PDI411C94
RenaissanceRe Holdings Ltd
75968NAE1
2000000.00000000
PA
USD
1839928.22000000
0.573351839392
Long
DBT
CORP
BM
N
2
2033-06-05
Fixed
5.75000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) DEC23
000000000
380.00000000
NC
USD
-658609.52000000
-0.20523353880
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year U.S. Treasury Notes
FVZ3 Comdty
2023-12-29
40359703.46000000
USD
-658609.52000000
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345YAF3
716000.00000000
PA
USD
655372.63000000
0.204224870738
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.13000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513CG8
425000.00000000
PA
USD
422059.79000000
0.131520759505
Long
DBT
CORP
US
N
2
2026-08-24
Fixed
5.88000000
N
N
N
N
N
N
TOLL ROAD INV PART II
N/A
Toll Road Investors Partnership II LP
88948ABC0
1525000.00000000
PA
USD
1185217.66000000
0.369333280534
Long
DBT
CORP
US
Y
2
2027-02-15
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385HZC9
279350.57000000
PA
USD
280609.37000000
0.087442486446
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
235277.28000000
0.073316262987
Long
DBT
CORP
CL
N
2
2026-10-25
Fixed
4.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)DEC23
000000000
75.00000000
NC
USD
-345124.25000000
-0.10754638219
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year U.S. Treasury Notes
TYZ3 Comdty
2023-12-19
8308014.88000000
USD
-345124.25000000
N
N
N
ARTHUR J GALLAGHER & CO
54930049QLLMPART6V29
Arthur J Gallagher & Co
04316JAF6
961000.00000000
PA
USD
953812.86000000
0.297223745889
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
6.50000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAR2
869000.00000000
PA
USD
725773.61000000
0.226162971877
Long
DBT
CORP
KY
Y
2
2027-11-18
Fixed
2.53000000
N
N
N
N
N
N
NNN REIT INC
5493008JKH5SOTI0JS97
NNN REIT Inc
637417AS5
675000.00000000
PA
USD
622165.62000000
0.193877021264
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
5.60000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AJ4
2333000.00000000
PA
USD
2055070.25000000
0.640393627919
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.40000000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932AH0
2827000.00000000
PA
USD
2616646.89000000
0.815390128328
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.15000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBN1
499000.00000000
PA
USD
496564.78000000
0.154737737535
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEC1
10066500.00000000
PA
USD
9143606.40000000
2.849297864521
Long
DBT
UST
US
N
2
2027-02-28
Fixed
1.88000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAF8
1542000.00000000
PA
USD
1328758.24000000
0.414062881763
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
590280.96000000
0.183941237758
Long
ABS-CBDO
CORP
KY
Y
2
2036-10-15
Floating
6.65000000
N
N
N
N
N
N
LOW INCOME INVESTMENT
N/A
Low Income Investment Fund
54750AAA4
705000.00000000
PA
USD
649051.14000000
0.202254990674
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.39000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) DEC23
000000000
30.00000000
NC
USD
-19758.48000000
-0.00615706674
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year U.S. Treasury Notes Futures
TUZ3 Comdty
2023-12-29
6092414.76000000
USD
-19758.48000000
N
N
N
ITC HOLDINGS CORP
549300HTO5U9D3SLE207
ITC Holdings Corp
465685AQ8
3000000.00000000
PA
USD
2451173.55000000
0.763825919014
Long
DBT
CORP
US
Y
2
2030-05-14
Fixed
2.95000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAT8
1000000.00000000
PA
USD
753626.52000000
0.234842395893
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.25000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAR4
2546000.00000000
PA
USD
2440719.90000000
0.760568390057
Long
DBT
CORP
GB
N
2
2026-03-18
Fixed
3.51000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT DEC23
000000000
6.00000000
NC
USD
-1990.83000000
-0.00062037531
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Ultra 10-Year U.S. Treasury Notes Futures
UXYZ3 Comdty
2023-12-19
654959.58000000
USD
-1990.83000000
N
N
N
3650R Commercial Mortgage Trust
N/A
3650R 2021-PF1 Commercial Mortgage Trust
88581EAF8
10404184.58000000
PA
USD
508806.24000000
0.158552377439
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Variable
1.02000000
N
N
N
N
N
N
SAMMONS FINANCIAL GROUP
254900SHCOQLVJ21CT59
Sammons Financial Group Inc
79588TAE0
2000000.00000000
PA
USD
1580342.22000000
0.492460580177
Long
DBT
CORP
US
Y
2
2032-04-08
Fixed
4.75000000
N
N
N
N
N
N
MFS Institutional Money Market Portfolio
5L2W638H85N8T1136O07
MFS Institutional Money Market Portfolio
55291X109
30079447.49000000
NS
USD
30082455.43000000
9.374186974655
Long
STIV
RF
US
N
1
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAN6
1451000.00000000
PA
USD
1194630.50000000
0.372266476009
Long
DBT
CORP
N/A
N
2
2029-02-02
Fixed
3.00000000
N
N
N
N
N
N
JDE PEET'S NV
724500EHG519SE5ZRT89
JDE Peet's NV
47216QAB9
1931000.00000000
PA
USD
1658461.69000000
0.516803889514
Long
DBT
CORP
NL
Y
2
2027-01-15
Fixed
1.38000000
N
N
N
N
N
N
HALEON US CAPITAL LLC
549300N8C3A3L0UVQB07
Haleon US Capital LLC
36264FAL5
860000.00000000
PA
USD
760050.99000000
0.236844366215
Long
DBT
CORP
US
N
2
2029-03-24
Fixed
3.38000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBC6
2524000.00000000
PA
USD
2092686.94000000
0.652115606075
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.28000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400EB5
816000.00000000
PA
USD
825589.27000000
0.257267170203
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
4399.76000000
PA
USD
4385.78000000
0.001366681049
Long
ABS-O
USGA
US
N
2
2024-01-01
Fixed
4.93000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAZ1
895000.00000000
PA
USD
905105.46000000
0.282045720422
Long
DBT
CORP
NL
Y
2
2025-10-14
Fixed
6.80000000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
55608JAR9
1784000.00000000
PA
USD
1592711.47000000
0.496315041543
Long
DBT
CORP
AU
Y
2
2027-01-12
Fixed
1.34000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BH6
2875000.00000000
PA
USD
2587898.36000000
0.806431614417
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.40000000
N
N
N
N
N
N
STELLANTIS FIN US INC
549300QZ0AI8Q7LNON33
Stellantis Finance US Inc
85855CAB6
532000.00000000
PA
USD
402368.76000000
0.125384711290
Long
DBT
CORP
US
Y
2
2031-09-15
Fixed
2.69000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAH4
947000.00000000
PA
USD
860909.65000000
0.268273580465
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
2200145.79000000
0.685601547884
Long
DBT
CORP
CA
N
2
2031-04-15
Fixed
2.72000000
N
N
N
N
N
N
LKQ CORP
DS830JTTZQN6GK0I2E41
LKQ Corp
501889AD1
862000.00000000
PA
USD
835362.52000000
0.260312675350
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828K74
5225000.00000000
PA
USD
4947013.70000000
1.541570683878
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
2226605.72000000
0.693846896463
Long
DBT
CORP
CH
Y
2
2028-03-23
Fixed
4.25000000
N
N
N
N
N
N
BACARDI LTD / MARTINI BV
N/A
Bacardi Ltd / Bacardi-Martini BV
05635JAA8
1356000.00000000
PA
USD
1291531.58000000
0.402462443358
Long
DBT
CORP
N/A
Y
2
2029-01-15
Fixed
5.25000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAK8
2446000.00000000
PA
USD
2418328.72000000
0.753590930773
Long
DBT
CORP
US
Y
2
2024-05-13
Fixed
4.88000000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd
67077MBA5
558000.00000000
PA
USD
534536.74000000
0.166570423655
Long
DBT
CORP
CA
N
2
2028-03-27
Fixed
4.90000000
N
N
N
N
N
N
ELEMENT FLEET MANAGEMENT
5493000PGBS1C22ELQ16
Element Fleet Management Corp
286181AH5
1685000.00000000
PA
USD
1675626.65000000
0.522152772846
Long
DBT
CORP
CA
Y
2
2026-06-26
Fixed
6.27000000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAJ2
2349000.00000000
PA
USD
2005474.02000000
0.624938628432
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.05000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CG2
2012000.00000000
PA
USD
1963748.06000000
0.611936134282
Long
DBT
CORP
DE
N
2
2025-04-01
Fixed
1.45000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828U24
6254000.00000000
PA
USD
5746595.41000000
1.790733471421
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
1096689.90000000
0.341746577161
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
2.76000000
N
N
N
N
N
N
NBN CO LTD
2549007CRZ2NT7S96A24
NBN Co Ltd
62878U2F8
1181000.00000000
PA
USD
1181543.26000000
0.368188277172
Long
DBT
CORP
AU
Y
2
2028-10-06
Fixed
5.75000000
N
N
N
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust 2023-1
24702HAC7
765000.00000000
PA
USD
762241.03000000
0.237526818633
Long
ABS-O
CORP
US
Y
2
2028-09-22
Fixed
5.65000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEC5
977000.00000000
PA
USD
857649.94000000
0.267257801314
Long
DBT
CORP
US
N
2
2027-07-20
Fixed
1.51000000
N
N
N
N
N
N
AIB GROUP PLC
635400AKJBGNS5WNQL34
AIB Group PLC
00135TAD6
352000.00000000
PA
USD
344272.05000000
0.107280822682
Long
DBT
CORP
IE
Y
2
2029-09-13
Fixed
6.61000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEF9
824000.00000000
PA
USD
765828.78000000
0.238644820433
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
3.63000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CS6
150000.00000000
PA
USD
147231.59000000
0.045879780540
Long
DBT
CORP
DE
N
2
2029-01-18
Fixed
6.72000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513CD5
1535000.00000000
PA
USD
1477664.43000000
0.460464495155
Long
DBT
CORP
US
N
2
2029-05-19
Fixed
5.64000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CX5
1773000.00000000
PA
USD
1693922.11000000
0.527853938538
Long
DBT
CORP
US
N
2
2032-11-17
Fixed
5.75000000
N
N
N
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
Eni SpA
26874RAJ7
1252000.00000000
PA
USD
1154225.76000000
0.359675695701
Long
DBT
CORP
IT
Y
2
2029-05-09
Fixed
4.25000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CX5
1446000.00000000
PA
USD
1267793.18000000
0.395065168206
Long
DBT
CORP
GB
N
2
2027-11-22
Fixed
2.25000000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612GAC5
577000.00000000
PA
USD
552617.53000000
0.172204694651
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.13000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YCT4
2000000.00000000
PA
USD
1867567.52000000
0.581964699025
Long
DBT
CORP
JP
N
2
2034-05-27
Fixed
5.75000000
N
N
N
N
N
N
LOW INCOME INVESTMENT
N/A
Low Income Investment Fund
54750AAB2
1905000.00000000
PA
USD
1651587.83000000
0.514661881890
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
4811038.13000000
1.499198463960
Long
DBT
UST
US
N
2
2025-11-15
Fixed
2.25000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKD0
1823000.00000000
PA
USD
1365322.96000000
0.425457048797
Long
DBT
CORP
US
N
2
2032-10-20
Fixed
2.57000000
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
1272465.48000000
0.396521133591
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.80000000
N
N
N
N
N
N
LoanCore 2021-CRE6 Issuer, Ltd.
N/A
LoanCore 2021-CRE6 Issuer Ltd
53948HAC0
1500000.00000000
PA
USD
1459521.00000000
0.454810704507
Long
ABS-CBDO
CORP
KY
Y
2
2038-11-15
Floating
7.10000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761JZN2
290000.00000000
PA
USD
267048.64000000
0.083216740352
Long
DBT
CORP
US
N
2
2027-04-23
Fixed
3.95000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150BC7
1142000.00000000
PA
USD
1097794.72000000
0.342090857211
Long
DBT
CORP
US
N
2
2029-08-21
Fixed
6.21000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297C5V8
4347.92000000
PA
USD
4334.49000000
0.001350698243
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
6.00000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BT8
867000.00000000
PA
USD
784144.53000000
0.244352308822
Long
DBT
CORP
US
N
2
2029-03-23
Fixed
3.70000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828X88
4075000.00000000
PA
USD
3744542.97000000
1.166861063489
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
674701.50000000
0.210248063952
Long
DBT
CORP
GB
Y
2
2031-03-17
Fixed
2.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDY4
2705500.00000000
PA
USD
2150132.71000000
0.670016651092
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.88000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308KA4
487000.00000000
PA
USD
482739.26000000
0.150429478530
Long
DBT
CORP
US
N
2
2024-02-16
Fixed
3.25000000
N
N
N
N
N
N
ReadyCap Commercial Mortgage Trust
N/A
Ready Capital Mortgage Financing 2021-FL7 LLC
75575WAC0
199500.00000000
PA
USD
194370.86000000
0.060569150955
Long
ABS-CBDO
CORP
US
Y
2
2036-11-25
Floating
6.94000000
N
N
N
N
N
N
BSPDF 2021-FL1 Issuer Ltd
N/A
BSPDF 2021-FL1 Issuer Ltd
055731AC7
774500.00000000
PA
USD
740527.33000000
0.230760473240
Long
ABS-CBDO
CORP
KY
Y
2
2036-10-15
Floating
6.93000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAR1
1395000.00000000
PA
USD
1277978.08000000
0.398238950251
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
484964.41000000
0.151122871800
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
1641018.60000000
0.511368336307
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.70000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AR1
1547000.00000000
PA
USD
1479524.90000000
0.461044248150
Long
DBT
CORP
GB
Y
2
2027-04-10
Fixed
4.75000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FBTA4
1240395.29000000
PA
USD
1213731.26000000
0.378218586401
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
3637771.52000000
1.133589326805
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.55000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAK7
325000.00000000
PA
USD
311014.89000000
0.096917345645
Long
DBT
CORP
US
Y
2
2028-04-15
Fixed
5.50000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABF1
2500000.00000000
PA
USD
2176758.08000000
0.678313553492
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.88000000
N
N
N
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
45262BAF0
523000.00000000
PA
USD
518295.59000000
0.161509414685
Long
DBT
CORP
GB
Y
2
2027-07-27
Fixed
6.13000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCC8
2250000.00000000
PA
USD
1737751.34000000
0.541511846149
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.58000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308KF3
401000.00000000
PA
USD
383146.36000000
0.119394695877
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.45000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJS9
2224000.00000000
PA
USD
1962702.95000000
0.611610460848
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
470432.29000000
0.146594424635
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.47000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HDC6
1677000.00000000
PA
USD
1676186.99000000
0.522327383989
Long
DBT
CORP
US
N
2
2031-10-30
Fixed
7.62000000
N
N
N
N
N
N
2023-11-17
MFS INTERMEDIATE INCOME TRUST
Kasey Phillips
Kasey Phillips
Assistant Treasurer