0001752724-24-110285.txt : 20240521
0001752724-24-110285.hdr.sgml : 20240521
20240521162645
ACCESSION NUMBER: 0001752724-24-110285
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240331
FILED AS OF DATE: 20240521
DATE AS OF CHANGE: 20240521
PERIOD START: 20240930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: CALVERT SOCIAL INVESTMENT FUND
CENTRAL INDEX KEY: 0000356682
ORGANIZATION NAME:
IRS NUMBER: 000000000
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-03334
FILM NUMBER: 24969784
BUSINESS ADDRESS:
STREET 1: 1825 CONNECTICUT AVENUE NW
STREET 2: SUITE 400
CITY: WASHINGTON
STATE: DC
ZIP: 20009
BUSINESS PHONE: 8002256265
MAIL ADDRESS:
STREET 1: 1825 CONNECTICUT AVENUE NW
STREET 2: SUITE 400
CITY: WASHINGTON
STATE: DC
ZIP: 20009
0000356682
S000008718
Calvert Bond Fund
C000023758
Class A
CSIBX
C000023760
Class C
CSBCX
C000023761
Class I
CBDIX
C000195930
Class R6
CBORX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000356682
XXXXXXXX
S000008718
C000023760
C000023758
C000195930
C000023761
CALVERT SOCIAL INVESTMENT FUND
811-03334
0000356682
549300V0NY9G3Y5OI796
1825 Connecticut Avenue NW,
Suite 400
Washington
20009
202-238-2200
Calvert Bond Fund
S000008718
549300T75TF7NTCFI791
2024-09-30
2024-03-31
N
3605087900.64
485326604.75
3119761295.89
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
435195268.01000000
0.00000000
0.00000000
8434454.49000000
USD
UST
BB Barclays US Aggregate Bond
BBG_US_Agg_Bond
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TL2
56309000.00000000
PA
USD
52959054.27000000
1.697535460157
Long
DBT
UST
US
N
2
2052-11-15
Fixed
4.00000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DX5
8230000.00000000
PA
USD
8296173.15000000
0.265923330766
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
5.25000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2020-2
61946PAA1
1175160.08000000
PA
USD
991140.82000000
0.031769764606
Long
ABS-O
CORP
US
N
2
2046-08-20
Fixed
1.44000000
N
N
N
N
N
N
Freddie Mac - STACR
549300KB1O80CETXGJ21
Freddie Mac STACR Trust 2019-DNA3
35564TBE9
2905000.00000000
PA
USD
3387492.32000000
0.108581779140
Long
ABS-MBS
USGSE
US
N
2
2049-07-25
Floating
13.58500000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA Tower Trust
78403DAH3
3300000.00000000
PA
USD
3261125.67000000
0.104531256102
Long
ABS-O
CORP
US
N
2
2049-10-15
Variable
3.86900000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A60
5425000.00000000
PA
USD
5378019.93000000
0.172385622486
Long
DBT
CORP
US
N
2
2025-06-16
Fixed
5.12500000
N
N
N
N
N
N
Helios Issuer VI, LLC
N/A
SUNNOVA HELIOS II ISSUER LLC 2021-B
86744TAA4
8291640.72000000
PA
USD
7146983.04000000
0.229087496194
Long
ABS-O
CORP
US
N
2
2048-07-20
Fixed
1.62000000
N
N
N
N
N
N
NextGear Floorplan Master Owner Trust
N/A
NextGear Floorplan Master Owner Trust
65341KBZ8
5975000.00000000
PA
USD
5976566.05000000
0.191571260848
Long
ABS-O
CORP
US
N
2
2029-03-15
Fixed
5.12000000
N
N
N
N
N
N
TYSN 2023-CRNR Mortgage Trust
N/A
TYSN 2023-CRNR Mortgage Trust
87332PAA8
8652000.00000000
PA
USD
9085188.77000000
0.291214227895
Long
ABS-MBS
CORP
US
N
2
2033-12-10
Variable
6.58000000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248BD9
4632000.00000000
PA
USD
3636776.17000000
0.116572257460
Long
DBT
CORP
US
N
2
2031-09-13
Fixed
2.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XAYV8
3043196.65000000
PA
USD
2659852.32000000
0.085258199834
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3618AWZW7
1886228.93000000
PA
USD
1932175.86000000
0.061933451849
Long
ABS-MBS
USGA
US
N
2
2053-07-20
Fixed
6.00000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368LC53
14210000.00000000
PA
USD
14277519.53000000
0.457647819043
Long
DBT
CORP
CA
N
2
2026-12-11
Fixed
5.26600000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Selection Trust 2021-5
69547EAB0
3297918.28000000
PA
USD
3262651.66000000
0.104580169780
Long
ABS-O
CORP
US
N
2
2029-08-15
Fixed
2.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3618BDJK2
2232115.28000000
PA
USD
2254401.05000000
0.072261972509
Long
ABS-MBS
USGA
US
N
2
2053-06-20
Fixed
6.00000000
N
N
N
N
N
N
STIFEL FINANCIAL CORP
549300E5F07FE5GHJX84
Stifel Financial Corp
860630AG7
4782000.00000000
PA
USD
4372684.14000000
0.140160856080
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.00000000
N
N
N
N
N
N
BROOKFIELD PROPERTY PART
5493004J5Z0TZW83NU62
Brookfield Property Partners LP
000000000
211400.00000000
NS
USD
3046274.00000000
0.097644457735
Long
EP
CORP
BM
N
1
N
N
N
Loanpal Solar Loan 2020-3 Ltd
N/A
Loanpal Solar Loan Ltd
53948NAA1
1883904.53000000
PA
USD
1462226.60000000
0.046869823083
Long
ABS-O
CORP
US
N
2
2047-12-20
Fixed
2.47000000
N
N
N
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAA4
7073000.00000000
PA
USD
6980078.46000000
0.223737581115
Long
DBT
CORP
NL
N
2
2026-08-15
Fixed
5.50000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769JQ8
12000000.00000000
PA
USD
11018127.48000000
0.353172131935
Long
DBT
CORP
DE
N
2
2026-10-01
Fixed
1.00000000
N
N
N
N
N
N
New York City Transitional Finance Authority Future Tax Secured Revenue
N/A
NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE
64971MZG0
3215000.00000000
PA
USD
3318748.05000000
0.106378268567
Long
DBT
MUN
US
N
2
2036-08-01
Fixed
5.76700000
N
N
N
N
N
N
NRZ Excess Spread Collateralized Notes
N/A
NRZ Excess Spread-Collateralized Notes
65246QAA7
3062445.25000000
PA
USD
2856318.19000000
0.091555664651
Long
ABS-O
CORP
US
N
2
2026-11-25
Fixed
3.47400000
N
N
N
N
N
N
Discover Bank
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAN1
5053000.00000000
PA
USD
5031358.51000000
0.161273829399
Long
DBT
CORP
US
N
2
2028-08-09
Fixed
5.97400000
N
N
N
N
N
N
TEXAS CAPITAL BANCSHARES
549300466Q2SXRX0YM48
Texas Capital Bancshares Inc
88224QAA5
3024000.00000000
PA
USD
2611116.38000000
0.083696030957
Long
DBT
CORP
US
N
2
2031-05-06
Fixed
4.00000000
N
N
N
N
N
N
HAT HOLDINGS I LLC/HAT
N/A
HAT Holdings I LLC / HAT Holdings II LLC
418751AB9
6528000.00000000
PA
USD
6506953.73000000
0.208572166677
Long
DBT
US
N
2
2025-04-15
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8NG4
3036739.21000000
PA
USD
2857012.68000000
0.091577925649
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754WAC9
4570394.00000000
PA
USD
4741604.62000000
0.151986135165
Long
ABS-MBS
USGSE
US
N
2
2040-01-25
Floating
8.43500000
N
N
N
N
N
N
AKAMAI TECHNOLOGIES INC
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies Inc
00971TAM3
600000.00000000
PA
USD
618300.00000000
0.019818823985
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
1.12500000
N
N
N
N
Y
Akamai Technologies Inc
Akamai Technologies, Inc.
USD
XXXX
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY
46642MAG3
2335000.00000000
PA
USD
331151.80000000
0.010614651846
Long
ABS-MBS
CORP
US
N
2
2027-06-10
Fixed
3.77100000
N
N
N
N
N
N
GLOBAL ATLANTIC FIN CO
N/A
Global Atlantic Fin Co
37959GAD9
3581000.00000000
PA
USD
3978384.86000000
0.127522091681
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
7.95000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAH1
5136000.00000000
PA
USD
4879310.42000000
0.156400120304
Long
DBT
CORP
MX
N
2
2025-09-18
Fixed
1.87500000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAW4
4205000.00000000
PA
USD
4359089.66000000
0.139725102229
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.35000000
N
N
N
N
N
N
San Diego County Water Authority
549300Y0QN5OFKA1G520
SAN DIEGO CNTY CA WTR AUTH
797412DT7
1925000.00000000
PA
USD
1592629.50000000
0.051049723005
Long
DBT
MUN
US
N
2
2031-05-01
Fixed
1.70100000
N
N
N
N
N
N
Helios Issuer, LLC
N/A
Sunnova Helios IV Issuer LLC
86746CAA9
3012983.63000000
PA
USD
2778867.27000000
0.089073073432
Long
ABS-O
CORP
US
N
2
2047-06-20
Fixed
2.98000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058KQ5
12000000.00000000
PA
USD
11707197.24000000
0.375259391012
Long
DBT
NUSS
XX
N
2
2030-02-14
Fixed
3.87500000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2019-1
61946CAA0
1661777.47000000
PA
USD
1562439.74000000
0.050082028457
Long
ABS-O
CORP
US
N
2
2043-12-21
Fixed
4.37000000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAC6
324000.00000000
PA
USD
314278.69000000
0.010073805659
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.25000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GMA4
10255000.00000000
PA
USD
10325729.76000000
0.330978199312
Long
DBT
CORP
US
N
2
2035-01-23
Fixed
5.46800000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAR2
2693000.00000000
PA
USD
2569739.69000000
0.082369753525
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAQ0
6172000.00000000
PA
USD
5081568.87000000
0.162883258943
Long
DBT
US
N
2
2031-10-15
Fixed
2.40000000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966HMV9
1030000.00000000
PA
USD
1034192.10000000
0.033149718901
Long
DBT
MUN
US
N
2
2031-10-01
Fixed
5.20600000
N
N
N
N
N
N
SOUTH32 TREASURY LTD
213800HFGZMXST64GP53
South32 Treasury Ltd
84055BAA1
4488000.00000000
PA
USD
4053121.33000000
0.129917674641
Long
DBT
CORP
AU
N
2
2032-04-14
Fixed
4.35000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PEC6
33877000.00000000
PA
USD
34022247.98000000
1.090540100770
Long
DBT
CORP
US
N
2
2035-01-23
Fixed
5.33600000
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAZ8
3800000.00000000
PA
USD
4199941.79000000
0.134623818672
Long
DBT
CORP
ES
N
2
2033-11-07
Fixed
6.93800000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384DFS1
1973808.22000000
PA
USD
2053761.76000000
0.065830733995
Long
ABS-MBS
USGA
US
N
2
2053-10-20
Floating
5.49200000
N
N
N
N
N
N
LHOME Mortgage Trust
N/A
LHOME Mortgage Trust 2023-RTL4
50204VAA8
4000000.00000000
PA
USD
4064498.80000000
0.130282365043
Long
ABS-MBS
CORP
US
N
2
2028-11-25
Variable
7.62800000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRUST
N/A
SoFi Consumer Loan Program 2023-1S Trust
83407EAA2
878950.88000000
PA
USD
878562.91000000
0.028161222179
Long
ABS-O
CORP
US
N
2
2031-05-15
Fixed
5.81000000
N
N
N
N
N
N
Cologix Data Centers Issuer LLC
N/A
Cologix Data Centers US Issuer LLC
19521UAC7
5985000.00000000
PA
USD
5402624.19000000
0.173174280901
Long
ABS-O
CORP
US
N
2
2051-12-26
Fixed
3.79000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769JD7
14365000.00000000
PA
USD
12608832.35000000
0.404160163362
Long
DBT
CORP
DE
N
2
2029-09-14
Fixed
1.75000000
N
N
N
N
N
N
BLACKSTONE PRIVATE CRE
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HBF3
10750000.00000000
PA
USD
10806667.66000000
0.346394055027
Long
DBT
CORP
US
N
2
2031-01-25
Fixed
6.25000000
N
N
N
N
N
TERRAFORM POWER OPERATIN
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAE3
7060000.00000000
PA
USD
6729332.90000000
0.215700249530
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QSSX0
19503253.03000000
PA
USD
19434986.77000000
0.622963904180
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TM0
190820000.00000000
PA
USD
179803125.61000000
5.763361634329
Long
DBT
UST
US
N
2
2042-11-15
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797FS1
136283000.00000000
PA
USD
134843069.26000000
4.322223929043
Long
STIV
UST
US
N
2
2024-06-13
None
0.00000000
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Issuance Trust 2021-C
68377WAA9
30475000.00000000
PA
USD
28765373.83000000
0.922037652941
Long
ABS-O
CORP
US
N
2
2031-10-08
Fixed
2.18000000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2022-S1
68267HAA5
12113000.00000000
PA
USD
11865699.78000000
0.380339989332
Long
ABS-O
CORP
US
N
2
2035-05-14
Fixed
4.13000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Selection Trust 2021-2
69546LAA7
1162936.23000000
PA
USD
1133985.98000000
0.036348485427
Long
ABS-O
CORP
US
N
2
2029-01-25
Fixed
3.00000000
N
N
N
N
N
N
Planet Fitness Master Issuer LLC
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAC7
3078362.50000000
PA
USD
2796806.23000000
0.089648084091
Long
ABS-O
CORP
US
N
2
2049-12-05
Fixed
3.85800000
N
N
N
N
N
N
ANTARES HOLDINGS
5493008EAIGV4283RM42
Antares Holdings LP
03666HAG6
7800000.00000000
PA
USD
7752042.01000000
0.248481895721
Long
DBT
CORP
US
N
2
2029-02-08
Fixed
6.50000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBV8
11790000.00000000
PA
USD
13175069.63000000
0.422310182748
Long
DBT
CORP
IT
N
2
2033-11-21
Fixed
8.24800000
N
N
N
N
N
N
JAZZ INVESTMENTS I LTD
N/A
Jazz Investments I Ltd
472145AF8
550000.00000000
PA
USD
547463.06000000
0.017548235524
Long
DBT
CORP
BM
N
2
2026-06-15
Fixed
2.00000000
N
N
N
N
Y
Jazz Pharmaceuticals PLC
Jazz Pharmaceuticals PLC
USD
XXXX
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAF5
1686000.00000000
PA
USD
1567962.80000000
0.050259063155
Long
DBT
CORP
MX
N
2
2033-01-18
Fixed
5.12500000
N
N
N
N
N
N
Vantage Data Centers LLC
5493000RL8X7WTQ7HO20
Vantage Data Centers LLC
92212KAC0
10830000.00000000
PA
USD
9550192.91000000
0.306119347098
Long
ABS-O
CORP
US
N
2
2045-09-15
Fixed
1.99200000
N
N
N
N
N
N
FOUNDRY JV HOLDCO LLC
21380048QROAMGM6EP30
Foundry JV Holdco LLC
350930AA1
7974000.00000000
PA
USD
7994872.10000000
0.256265506932
Long
DBT
CORP
US
N
2
2034-01-25
Fixed
5.87500000
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2019-2
61945LAB9
5519195.73000000
PA
USD
4906452.96000000
0.157270140073
Long
ABS-O
CORP
US
N
2
2040-09-20
Fixed
3.28000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137HABQ8
674612.32000000
PA
USD
687663.77000000
0.022042191846
Long
ABS-MBS
USGSE
US
N
2
2053-07-25
Fixed
6.00000000
N
Y
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2022-2
61946UAB8
5259585.80000000
PA
USD
4842384.94000000
0.155216520776
Long
ABS-O
CORP
US
N
2
2053-01-21
Fixed
5.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TQ1
12750000.00000000
PA
USD
11790263.64000000
0.377921979336
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.87500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754FAL6
10565000.00000000
PA
USD
11436782.60000000
0.366591591961
Long
ABS-MBS
USGSE
US
N
2
2031-07-25
Floating
9.78500000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
07336UAB9
9539000.00000000
PA
USD
9889043.14000000
0.316980762375
Long
DBT
CORP
MX
N
2
2039-01-08
Fixed
8.12500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617UUSR0
2131076.72000000
PA
USD
1793462.06000000
0.057487156545
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
2.50000000
N
N
N
N
N
N
Chase Auto Credit Linked Notes
N/A
JPMorgan Chase Bank NA - CACLN
46591HCD0
1187703.20000000
PA
USD
1153089.02000000
0.036960809197
Long
ABS-O
CORP
US
N
2
2029-02-26
Fixed
0.76000000
N
N
N
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR Properties
26884UAF6
4980000.00000000
PA
USD
4402923.78000000
0.141130149470
Long
DBT
US
N
2
2029-08-15
Fixed
3.75000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AF8
648600.00000000
PA
USD
619259.15000000
0.019849568324
Long
ABS-O
CORP
US
N
2
2047-11-20
Fixed
4.03000000
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Issuance Trust 2021-B
68377GAA4
6319000.00000000
PA
USD
5995757.87000000
0.192186430349
Long
ABS-O
CORP
US
N
2
2031-05-08
Fixed
1.47000000
N
N
N
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884UAD1
6725000.00000000
PA
USD
6403262.01000000
0.205248459824
Long
DBT
US
N
2
2027-06-01
Fixed
4.50000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DR7
9912000.00000000
PA
USD
10549791.41000000
0.338160211933
Long
DBT
CORP
GB
N
2
2028-11-03
Fixed
7.39000000
N
N
N
N
N
N
Neighborly Issuer LLC
N/A
Neighborly Issuer LLC
64016NAA5
5275812.50000000
PA
USD
4692397.85000000
0.150408874428
Long
ABS-O
CORP
US
N
2
2051-04-30
Fixed
3.58400000
N
N
N
N
N
N
CONCENTRIX CORP
5493000EAJN1KMPVA737
Concentrix Corp
20602DAB7
22532000.00000000
PA
USD
22802842.75000000
0.730916265293
Long
DBT
CORP
US
N
2
2028-08-02
Fixed
6.60000000
N
N
N
N
N
SMBC AVIATION CAPITAL FI
549300OD7VKRVNWB2J98
SMBC Aviation Capital Finance DAC
78448TAE2
3200000.00000000
PA
USD
3196811.71000000
0.102469753510
Long
DBT
CORP
IE
N
2
2024-04-15
Fixed
3.55000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)JUN24
000000000
883.00000000
NC
USD
310532.52000000
0.009953726921
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year U.S. Treasury Notes
TYM4 Comdty
2024-06-18
97523108.11000000
USD
310532.52000000
N
N
N
RAPID7 INC
549300GNVG5D60KEYN14
Rapid7 Inc
753422AF1
650000.00000000
PA
USD
572272.33000000
0.018343465275
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.25000000
N
N
N
N
Y
Rapid7 Inc
Rapid7 Inc
USD
XXXX
N
N
N
VMC Finance LLC
N/A
VMC Finance 2021-HT1 LLC
91835TAA4
3788939.73000000
PA
USD
3746997.49000000
0.120105262378
Long
ABS-CBDO
CORP
US
N
2
2037-01-18
Floating
7.09100000
N
N
N
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade Re 2021-2 Ltd
078777AA7
3470000.00000000
PA
USD
3456307.73000000
0.110787570015
Long
ABS-MBS
CORP
US
N
2
2031-09-25
Floating
6.32000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AL7
5174000.00000000
PA
USD
4828283.41000000
0.154764514078
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
4.25000000
N
N
N
N
N
N
State Street Global Advisors
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
857509301
6995449.00000000
NS
USD
6995449.00000000
0.224230264322
Long
STIV
RF
US
N
1
N
N
California Health Facilities Financing Authority
5493007RI8BUDOGHZ546
CALIFORNIA ST HLTH FACS FING AUTH REVENUE
13032UVD7
5565000.00000000
PA
USD
5292760.20000000
0.169652729744
Long
DBT
MUN
US
N
2
2026-06-01
Fixed
2.36100000
N
N
N
N
N
N
AIB GROUP PLC
635400AKJBGNS5WNQL34
AIB Group PLC
00135TAE4
3530000.00000000
PA
USD
3541310.72000000
0.113512233280
Long
DBT
CORP
IE
N
2
2035-03-28
Fixed
5.87100000
N
N
N
N
N
N
DataBank Issuer LLC
N/A
DataBank Issuer
23802WAG6
5184000.00000000
PA
USD
4640990.00000000
0.148761060857
Long
ABS-O
CORP
US
N
2
2051-10-25
Fixed
2.40000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AA5
2975000.90000000
PA
USD
2945329.34000000
0.094408804413
Long
DBT
CORP
XX
N
2
2025-10-20
Fixed
4.50000000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAG5
11778356.73000000
PA
USD
11778827.86000000
0.377555419881
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
7.13900000
N
N
N
N
N
N
California Health Facilities Financing Authority
5493007RI8BUDOGHZ546
CALIFORNIA ST HLTH FACS FING AUTH REVENUE
13032UVL9
3060000.00000000
PA
USD
2665351.80000000
0.085434478705
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
2.98400000
N
N
N
N
N
N
KYNDRYL HOLDINGS INC
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc
50155QAL4
2935000.00000000
PA
USD
2471111.54000000
0.079208352999
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
3.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XARZ7
3356977.47000000
PA
USD
2712530.62000000
0.086946736071
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
KOMMUNINVEST I SVERIGE
EV2XZWMLLXF2QRX0CD47
Kommuninvest I Sverige AB
50046PBR5
12390000.00000000
PA
USD
12254521.92000000
0.392803190941
Long
DBT
NUSS
SE
N
2
2024-06-19
Fixed
0.37500000
N
N
N
N
N
N
BLUEHUB LOAN FUND
N/A
BlueHub Loan Fund Inc
095623AB0
9400000.00000000
PA
USD
7742892.80000000
0.248188629373
Long
DBT
CORP
US
N
2
2030-01-01
Fixed
3.09900000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B75M9
13443000.00000000
PA
USD
11981118.11000000
0.384039577828
Long
ABS-MBS
USGSE
US
N
2
2029-10-25
Fixed
2.44400000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-BPNY
12659XAA4
3000000.00000000
PA
USD
2692256.85000000
0.086296886032
Long
ABS-MBS
CORP
US
N
2
2026-08-15
Floating
9.15500000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBE2
8902000.00000000
PA
USD
7394405.71000000
0.237018316745
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
5.14100000
N
N
N
N
N
N
TYLER TECHNOLOGIES INC
25490040SMU4Z8LBCW70
Tyler Technologies Inc
902252AB1
650000.00000000
PA
USD
656175.00000000
0.021032859176
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.25000000
N
N
N
N
Y
Tyler Technologies Inc
Tyler Technologies Inc
USD
XXXX
N
N
N
Vantage Data Centers LLC
5493000RL8X7WTQ7HO20
Vantage Data Centers Issuer LLC
92212KAD8
3726000.00000000
PA
USD
3402041.44000000
0.109048132768
Long
ABS-O
CORP
US
N
2
2046-10-15
Fixed
2.16500000
N
N
N
N
N
N
California Health Facilities Financing Authority
5493007RI8BUDOGHZ546
CALIFORNIA ST HLTH FACS FING AUTH REVENUE
13032UVG0
2715000.00000000
PA
USD
2477301.75000000
0.079406772347
Long
DBT
MUN
US
N
2
2029-06-01
Fixed
2.58400000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20753WAE6
9283510.27000000
PA
USD
9674181.73000000
0.310093651804
Long
ABS-MBS
USGSE
US
N
2
2039-10-25
Floating
8.83500000
N
N
N
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart Inc / PetSmart Finance Corp
71677KAA6
2191000.00000000
PA
USD
2053428.21000000
0.065820042472
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.75000000
N
N
N
N
N
N
AMERICAN NATIONAL GROUP
549300I1RRC5M591MY93
American National Group LLC
02772AAA7
6355000.00000000
PA
USD
6013985.81000000
0.192770703897
Long
DBT
CORP
US
N
2
2032-06-13
Fixed
6.14400000
N
N
N
N
N
N
HAT HOLDINGS I LLC/HAT
N/A
HAT Holdings I LLC / HAT Holdings II LLC
418751AE3
13833000.00000000
PA
USD
13043206.25000000
0.418083468987
Long
DBT
US
N
2
2026-06-15
Fixed
3.37500000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2019-2
61945LAC7
2.17000000
PA
USD
2.17000000
0.000000069556
Long
ABS-O
CORP
US
N
2
2040-09-20
Fixed
4.35000000
N
N
N
N
N
N
SYNOVUS BANK GA
DX0JX77PRMOELF7VG772
Synovus Bank/Columbus GA
87164DSE1
6445000.00000000
PA
USD
5542410.30000000
0.177654947745
Long
DBT
CORP
US
N
2
2030-10-29
Fixed
4.00000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
9309.79000000
0.000298413536
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
5298108.43000000
CAD
3922310.55000000
USD
2024-04-30
9309.79000000
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY
46642MAJ7
385000.00000000
PA
USD
25735.29000000
0.000824912150
Long
ABS-MBS
CORP
US
N
2
2027-06-10
Variable
3.80500000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-VOLT
05609VAL9
7716800.00000000
PA
USD
7613958.98000000
0.244055818950
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
7.09000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) JUN24
000000000
560.00000000
NC
USD
1197147.33000000
0.038373042565
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT U.S. Long Bond Futures
USM4 Comdty
2024-06-18
66247852.67000000
USD
1197147.33000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJR3
8000000.00000000
PA
USD
7830781.28000000
0.251005783369
Long
DBT
UST
US
N
2
2028-12-31
Fixed
3.75000000
N
N
N
N
N
N
Pnmac Gmsr Issuer Trust
N/A
PNMAC GMSR ISSUER TRUST 2022-GT1
69354WAF3
4680000.00000000
PA
USD
4754163.49000000
0.152388693848
Long
ABS-O
CORP
US
N
2
2027-05-25
Floating
9.57000000
N
N
N
N
N
N
FMC GMSR Issuer Trust
N/A
FMC GMSR Issuer Trust
30259RAP0
6200000.00000000
PA
USD
6274757.12000000
0.201129398209
Long
ABS-O
CORP
US
N
2
2027-07-25
Fixed
7.90000000
N
N
N
N
N
N
FMC GMSR Issuer Trust
N/A
FMC GMSR Issuer Trust
30259RAM7
4391000.00000000
PA
USD
4265025.28000000
0.136709987575
Long
ABS-O
CORP
US
N
2
2027-04-25
Fixed
6.19000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-VOLT
05609VAG0
10584374.00000000
PA
USD
10474523.02000000
0.335747578950
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
6.39000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-BPR
61769GAA5
6989311.01000000
PA
USD
6943069.03000000
0.222551290675
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
7.31800000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3618BKMQ9
2225883.91000000
PA
USD
2290626.97000000
0.073423148527
Long
ABS-MBS
USGA
US
N
2
2053-07-20
Fixed
6.50000000
N
N
N
N
N
N
CALVERT IMPACT CAPITAL NOTE
N/A
CALVERT IMPACT CAPITAL NOTE
000000000
5000000.00000000
PA
USD
4931450.00000000
0.158071388554
Long
DBT
CORP
US
Y
2
2028-12-15
Variable
5.00000000
N
N
N
N
N
N
Willis Engine Securitization Trust
N/A
Willis Engine Structured Trust V
97064FAC9
549768.85000000
PA
USD
506967.20000000
0.016250191983
Long
ABS-O
CORP
US
N
2
2045-03-15
Fixed
6.65700000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) JUN24
000000000
3179.00000000
NC
USD
453214.09000000
0.014527204071
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year U.S. Treasury Notes
FVM4 Comdty
2024-06-28
339749457.79000000
USD
453214.09000000
N
N
N
SYNCHRONY BANK
549300UATVPGSLE43Z27
Synchrony Bank
87166FAD5
3488000.00000000
PA
USD
3457176.47000000
0.110815416376
Long
DBT
CORP
US
N
2
2025-08-22
Fixed
5.40000000
N
N
N
N
N
N
Cologix Data Centers Issuer LLC
N/A
Cologix Canadian Issuer LP
19521DAN1
5300000.00000000
PA
3601675.83000000
0.115447160484
Long
ABS-O
CORP
CA
N
2
2052-01-25
Fixed
7.74000000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings Inc
50212YAD6
8250000.00000000
PA
USD
7589875.59000000
0.243283856364
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.00000000
N
N
N
N
N
N
Helios Issuer, LLC
N/A
Sunnova Helios XII Issuer LLC
86745YAB0
2809349.83000000
PA
USD
2719282.36000000
0.087163154552
Long
ABS-O
CORP
US
N
2
2050-08-22
Fixed
5.60000000
N
N
N
N
N
N
Sunnova Sol Issuer,LLC
N/A
Sunnova Sol II Issuer LLC
86745PAA1
8377013.24000000
PA
USD
6372249.05000000
0.204254378640
Long
ABS-O
CORP
US
N
2
2055-11-01
Fixed
2.73000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797FH5
0.00000000
PA
USD
0.00000000
0.000000
Long
STIV
UST
US
N
2
2024-05-16
None
0.00000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AU3
6576000.00000000
PA
USD
6265880.71000000
0.200844876120
Long
DBT
CORP
IT
N
2
2026-09-22
Fixed
2.56900000
N
N
N
N
N
N
Vivint Solar Financing LLC
N/A
Vivint Solar Financing VII LLC
92855HAA3
5415043.10000000
PA
USD
4470132.16000000
0.143284429032
Long
ABS-O
CORP
US
N
2
2051-07-31
Fixed
2.21000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22535WAK3
3334000.00000000
PA
USD
3325521.47000000
0.106595381973
Long
DBT
CORP
FR
N
2
2030-01-10
Fixed
5.33500000
N
N
N
N
N
N
GoodLeap Sustainable Home Improvement Loan Trust
N/A
GoodLeap Sustainable Home Solutions Trust 2021-5
38237HAA5
3254947.86000000
PA
USD
2626484.15000000
0.084188625375
Long
ABS-O
CORP
US
N
2
2048-10-20
Fixed
2.31000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137HAD86
32787000.00000000
PA
USD
31376019.65000000
1.005718600693
Long
ABS-MBS
USGSE
US
N
2
2033-05-25
Variable
4.13400000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJR2
20569000.00000000
PA
USD
20777805.79000000
0.666006268408
Long
DBT
CORP
US
N
2
2035-01-23
Fixed
5.67800000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136AY2C6
4867902.21000000
PA
USD
4598552.91000000
0.147400793645
Long
ABS-MBS
USGSE
US
N
2
2027-09-25
Variable
2.93100000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHW2
8268000.00000000
PA
USD
8120543.61000000
0.260293748137
Long
DBT
CORP
US
N
2
2025-10-22
Fixed
2.45600000
N
N
N
N
N
N
INT DEVELOPMENT FIN CORP
254900QI8QTIK0FY6E92
United States International Development Finance Corp
6903534C8
3953714.31000000
PA
USD
3742727.94000000
0.119968407356
Long
DBT
USGA
US
N
2
2032-09-20
Fixed
3.52000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAR3
16246000.00000000
PA
USD
16231600.52000000
0.520283412111
Long
DBT
CORP
US
N
2
2030-01-24
Fixed
5.43500000
N
N
N
N
N
N
FS Commerical Mortgage Trust 2023-4SZN
N/A
FS Commercial Mortgage Trust 2023-4SZN
30334RAA2
5322000.00000000
PA
USD
5559693.29000000
0.178208932116
Long
ABS-MBS
CORP
US
N
2
2039-11-10
Fixed
7.06600000
N
N
N
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR Properties
26884UAG4
2630000.00000000
PA
USD
2199913.58000000
0.070515445617
Long
DBT
US
N
2
2031-11-15
Fixed
3.60000000
N
N
N
N
N
N
HOUSING URBAN DEVELOPMNT
N/A
United States Department of Housing and Urban Development
911759NL8
3215000.00000000
PA
USD
2787552.50000000
0.089351467487
Long
DBT
USGA
US
N
2
2037-08-01
Fixed
3.58500000
N
N
N
N
N
N
Servpro Master Issuer, LLC
N/A
SERVPRO Master Issuer LLC
817743AJ6
3610000.00000000
PA
USD
3660516.54000000
0.117333224975
Long
ABS-O
CORP
US
N
2
2054-01-25
Fixed
6.17400000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAA8
12062690.27000000
PA
USD
12066651.66000000
0.386781247523
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
6.51900000
N
N
N
N
N
N
HOUSING URBAN DEVELOPMNT
N/A
United States Department of Housing and Urban Development
911759NJ3
1745000.00000000
PA
USD
1528808.77000000
0.049004030276
Long
DBT
USGA
US
N
2
2035-08-01
Fixed
3.48500000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B3XY1
11116104.87000000
PA
USD
10635644.59000000
0.340912126963
Long
ABS-MBS
USGSE
US
N
2
2028-09-25
Variable
3.54700000
N
N
N
N
N
N
CONNECT FINCO SARL/CONNE
N/A
Connect Finco SARL / Connect US Finco LLC
20752TAA2
7560000.00000000
PA
USD
7416020.56000000
0.237711153406
Long
DBT
CORP
XX
N
2
2026-10-01
Fixed
6.75000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122EL8
8156000.00000000
PA
USD
8398204.82000000
0.269193826818
Long
DBT
CORP
US
N
2
2064-02-22
Fixed
5.65000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLS6
4153000.00000000
PA
USD
4259765.91000000
0.136541405126
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
5.81900000
N
N
N
N
N
N
LAD Auto Receivables Trust
N/A
LAD Auto Receivables Trust 2023-4
50571AAB7
2801601.57000000
PA
USD
2805766.99000000
0.089935309912
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
6.21000000
N
N
N
N
N
N
KYNDRYL HOLDINGS INC
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc
50155QAK6
11049000.00000000
PA
USD
9790489.40000000
0.313821746968
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
2.70000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384EDD4
7271000.00000000
PA
USD
7425560.37000000
0.238016939942
Long
ABS-MBS
USGA
US
N
2
2053-08-20
Fixed
6.00000000
N
N
N
N
N
N
SMURFIT KAPPA TREASURY
635400B3DOXSWFOWJT40
Smurfit Kappa Treasury ULC
83272GAB7
7195000.00000000
PA
USD
7298309.12000000
0.233938062172
Long
DBT
CORP
IE
N
2
2054-04-03
Fixed
5.77700000
N
N
N
N
N
N
US CELLULAR CORP
549300B164AZXESI6E03
United States Cellular Corp
911684801
207415.00000000
NS
USD
3737618.30000000
0.119804624312
Long
EP
CORP
US
N
1
N
N
SYNOVUS BANK GA
DX0JX77PRMOELF7VG772
Synovus Bank/Columbus GA
87164DVJ6
4830000.00000000
PA
USD
4693153.40000000
0.150433092627
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.62500000
N
N
N
N
N
N
HOUSING URBAN DEVELOPMNT
N/A
United States Department of Housing and Urban Development
911759NH7
3105000.00000000
PA
USD
2739377.71000000
0.087807285564
Long
DBT
USGA
US
N
2
2034-08-01
Fixed
3.43500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TN8
4101000.00000000
PA
USD
3602151.82000000
0.115462417741
Long
DBT
UST
US
N
2
2053-02-15
Fixed
3.62500000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2020-1
61946NAA6
576176.11000000
PA
USD
500295.68000000
0.016036344853
Long
ABS-O
CORP
US
N
2
2046-04-20
Fixed
2.10000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AS8
4317000.00000000
PA
USD
4057995.89000000
0.130073922493
Long
DBT
CORP
IT
N
2
2035-06-30
Fixed
5.45900000
N
N
N
N
N
N
Cologix Data Centers Issuer LLC
N/A
Cologix Data Centers US Issuer LLC
19521UAA1
13910000.00000000
PA
USD
12659497.96000000
0.405784185369
Long
ABS-O
CORP
US
N
2
2051-12-26
Fixed
3.30000000
N
N
N
N
N
N
DORIS DUKE CHARITABLE
HFI2KJN5A6RHAGMWK984
Doris Duke Charitable Foundation/The
258261AA4
10210000.00000000
PA
USD
6273701.13000000
0.201095549786
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
2.34500000
N
N
N
N
N
N
LUNAR AIRCRAFT 2020-1 LIMITED
N/A
LUNAR AIRCRAFT 2020-1 LTD
55037LAC8
404126.87000000
PA
USD
223288.82000000
0.007157240532
Long
ABS-O
CORP
US
N
2
2045-02-15
Fixed
6.41300000
N
Y
N
N
N
N
San Diego County Water Authority
549300Y0QN5OFKA1G520
SAN DIEGO CNTY CA WTR AUTH
797412DS9
2130000.00000000
PA
USD
1794780.60000000
0.057529420676
Long
DBT
MUN
US
N
2
2030-05-01
Fixed
1.53100000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XEN2
4030000.00000000
PA
USD
4102702.37000000
0.131506932129
Long
DBT
CORP
US
N
2
2029-01-07
Fixed
5.80000000
N
N
N
N
N
N
CHNGE Mortgage Trust
N/A
CHNGE Mortgage Trust 2023-2
169926AC6
4830588.67000000
PA
USD
4877035.75000000
0.156327208636
Long
ABS-MBS
CORP
US
N
2
2058-06-25
Variable
7.43600000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBU3
1861000.00000000
PA
USD
1916827.25000000
0.061441471580
Long
DBT
CORP
US
N
2
2030-01-03
Fixed
6.84800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132ACM80
1251999.28000000
PA
USD
1140032.30000000
0.036542292562
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.50000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B1XJ8
5181533.71000000
PA
USD
4896201.68000000
0.156941548266
Long
ABS-MBS
USGSE
US
N
2
2028-03-25
Variable
3.06400000
N
N
N
N
N
N
Pnmac Gmsr Issuer Trust
5493007JEN3QN6CZC711
PNMAC GMSR Issuer Trust
69354WAJ5
7480000.00000000
PA
USD
7571790.07000000
0.242704147909
Long
ABS-O
CORP
US
N
2
2029-03-25
Floating
8.52900000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CKD2
7000000.00000000
PA
USD
7010390.66000000
0.224709200323
Long
DBT
UST
US
N
2
2029-02-28
Fixed
4.25000000
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Funding XIV LLC
68377BAC1
1592157.03000000
PA
USD
1531157.04000000
0.049079301099
Long
ABS-O
CORP
US
N
2
2028-03-08
Fixed
3.44000000
N
N
N
N
N
N
MED Trust
N/A
Med Trust 2021-MDLN
58403YAU0
2328823.42000000
PA
USD
2325545.48000000
0.074542417173
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
8.58900000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT JUN24
000000000
-12.00000000
NC
USD
-15760.44000000
-0.00050518095
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CME Ultra Long Term U.S. Treasury Bond Futures
WNM4 Comdty
2024-06-18
-1532239.56000000
USD
-15760.44000000
N
N
N
RADIAN GROUP INC
54930005OUP720S5U385
Radian Group Inc
750236AY7
6923000.00000000
PA
USD
7030519.45000000
0.225354403212
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.20000000
N
N
N
N
N
N
District of Columbia Water & Sewer Authority
549300OT2FIJQJ5PSH71
DIST OF COLUMBIA WTR & SWR AUTH PUBLIC UTILITY REVENUE
254845JZ4
1170000.00000000
PA
USD
1086403.50000000
0.034823289250
Long
DBT
MUN
US
N
2
2114-10-01
Fixed
4.81400000
N
N
N
N
N
N
MetroNet Infrastructure Issuer LLC
5493000BIROCAEATAQ61
MetroNet Infrastructure Issuer LLC
59170JAG3
5129000.00000000
PA
USD
5144002.33000000
0.164884484488
Long
ABS-O
CORP
US
N
2
2054-04-20
Fixed
6.23000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2022-NWPT
12663MAA2
5285000.00000000
PA
USD
5317975.76000000
0.170460982608
Long
ABS-MBS
CORP
US
N
2
2024-09-09
Floating
8.46800000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F050643
206109000.00000000
PA
USD
201230008.36000000
6.450173243225
Long
ABS-MBS
USGSE
US
N
2
2054-04-01
Fixed
5.00000000
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust 2023-1
57110PAB7
1555000.00000000
PA
USD
1562707.51000000
0.050090611485
Long
ABS-O
CORP
US
N
2
2033-04-15
Fixed
6.50000000
N
N
N
N
N
N
BIOMARIN PHARMACEUTICAL
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061GAH4
575000.00000000
PA
USD
566030.00000000
0.018143375287
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
0.59900000
N
N
N
N
N
BioMarin Pharmaceutical Inc
BioMarin Pharmaceutical Inc
USD
XXXX
N
N
N
Hardee's Funding LLC and Carls' Jr Funding LLC
N/A
Hardee's Funding LLC
411707AH5
2055937.50000000
PA
USD
1855825.70000000
0.059486144098
Long
ABS-O
CORP
US
N
2
2050-12-20
Fixed
3.98100000
N
N
N
N
N
N
Narragansett Bay Commission
N/A
NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE
631060CS7
1985000.00000000
PA
USD
1679925.35000000
0.053847880996
Long
DBT
MUN
US
N
2
2031-09-01
Fixed
2.18400000
N
N
N
N
N
N
HOUSING URBAN DEVELOPMNT
N/A
United States Department of Housing and Urban Development
911759NM6
657000.00000000
PA
USD
569132.88000000
0.018242834179
Long
DBT
USGA
US
N
2
2038-08-01
Fixed
3.63500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHY0
2929000.00000000
PA
USD
2935864.84000000
0.094105431844
Long
DBT
UST
US
N
2
2026-09-15
Fixed
4.62500000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAY0
2845000.00000000
PA
USD
3035289.42000000
0.097292360925
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
6.70000000
N
N
N
N
N
N
Helios Issuer, LLC
N/A
Sunnova Helios XII Issuer LLC
86745YAA2
8854295.67000000
PA
USD
8717679.20000000
0.279434173745
Long
ABS-O
CORP
US
N
2
2050-08-22
Fixed
5.30000000
N
N
N
N
N
N
Conn Funding II, L.P
N/A
Conn's Receivables Funding 2022-A LLC
20825YAB2
3892148.07000000
PA
USD
3903095.51000000
0.125108786853
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
9.52000000
N
N
N
N
N
N
GLOBAL ATLANTIC FIN CO
N/A
Global Atlantic Fin Co
37959GAB3
13342000.00000000
PA
USD
11059310.15000000
0.354492190302
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.12500000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B3DE7
13372298.42000000
PA
USD
12806150.07000000
0.410484933154
Long
ABS-MBS
USGSE
US
N
2
2030-09-25
Variable
3.73900000
N
N
N
N
N
N
California Health Facilities Financing Authority
5493007RI8BUDOGHZ546
CALIFORNIA ST HLTH FACS FING AUTH REVENUE
13032UVF2
4980000.00000000
PA
USD
4610733.00000000
0.147791211015
Long
DBT
MUN
US
N
2
2028-06-01
Fixed
2.53400000
N
N
N
N
N
N
WFLD Mortgage Trust
N/A
WFLD 2014-MONT Mortgage Trust
92939GAJ6
2700000.00000000
PA
USD
1674816.75000000
0.053684131289
Long
ABS-MBS
CORP
US
N
2
2031-08-10
Variable
3.75500000
N
N
N
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAA1
5800000.00000000
PA
USD
5449033.30000000
0.174661866187
Long
DBT
CORP
IE
N
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
California Health Facilities Financing Authority
5493007RI8BUDOGHZ546
CALIFORNIA ST HLTH FACS FING AUTH REVENUE
13032UVE5
3980000.00000000
PA
USD
3733757.40000000
0.119680868049
Long
DBT
MUN
US
N
2
2027-06-01
Fixed
2.48400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5CD3
4154671.64000000
PA
USD
3628720.75000000
0.116314051167
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LEDP3
2851121.03000000
PA
USD
2716656.46000000
0.087078984651
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Fixed
2.68000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20753KAF9
4330282.63000000
PA
USD
4615229.52000000
0.147935341273
Long
ABS-MBS
USGSE
US
N
2
2031-08-25
Floating
9.58500000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGF0
16117000.00000000
PA
USD
15527329.42000000
0.497708893320
Long
DBT
CORP
US
N
2
2028-01-20
Fixed
3.82400000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
5493000M6Z4XFIP6PF03
Rogers Communications Inc
775109CH2
9105000.00000000
PA
USD
8187521.02000000
0.262440624248
Long
DBT
CORP
CA
N
2
2032-03-15
Fixed
3.80000000
N
N
N
N
N
N
Narragansett Bay Commission
N/A
NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE
631060CU2
1945000.00000000
PA
USD
1590893.30000000
0.050994071312
Long
DBT
MUN
US
N
2
2033-09-01
Fixed
2.34400000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHD4
13510000.00000000
PA
USD
12677946.80000000
0.406375539587
Long
DBT
CORP
US
N
2
2028-12-20
Fixed
3.41900000
N
N
N
N
N
N
ASIAN INFRASTRUCTURE INV
25490065OSV2524LCR32
Asian Infrastructure Investment Bank/The
04522KAM8
14385000.00000000
PA
USD
14267439.02000000
0.457324701053
Long
DBT
NUSS
XX
N
2
2034-03-13
Fixed
4.25000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AV0
4731000.00000000
PA
USD
4872658.30000000
0.156186895017
Long
DBT
CORP
CH
N
2
2028-08-11
Fixed
6.44200000
N
N
N
N
N
N
SES SA
5493008JPA4HYMH1HX51
SES SA
78413HAB5
1457000.00000000
PA
USD
1084329.46000000
0.034756808523
Long
DBT
CORP
LU
N
2
2043-04-04
Fixed
5.30000000
N
N
N
N
N
N
Stack Infrastructure Issuer LLC
N/A
Stack Infrastructure Issuer LLC
85236KAD4
4099000.00000000
PA
USD
3864422.02000000
0.123869157075
Long
ABS-O
CORP
US
N
2
2045-08-25
Fixed
1.89300000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBX9
11484000.00000000
PA
USD
11560504.46000000
0.370557339602
Long
DBT
CORP
FR
N
2
2035-01-19
Fixed
6.06600000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0EF1
7300000.00000000
PA
USD
7003513.06000000
0.224488747559
Long
DBT
NUSS
XX
N
2
2029-09-14
Fixed
3.50000000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327M3F9
12572000.00000000
PA
USD
12474528.66000000
0.399855228553
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.85000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAP4
4000000.00000000
PA
USD
4279720.00000000
0.137181008227
Long
DBT
CORP
ES
N
2
2028-11-21
Fixed
9.62500000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122EK0
5441000.00000000
PA
USD
5600266.67000000
0.179509460463
Long
DBT
CORP
US
N
2
2054-02-22
Fixed
5.55000000
N
N
N
N
N
N
Home Re Ltd
N/A
Home RE 2021-1 Ltd
437307AD3
2500000.00000000
PA
USD
2512473.50000000
0.080534158280
Long
ABS-MBS
CORP
BM
N
2
2033-07-25
Floating
8.28500000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAF6
4856000.00000000
PA
USD
4541521.56000000
0.145572725899
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.10000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
549300ZLA8SW2SVJMN33
Mosaic Solar Loans 2017-1 LLC
61946EAA6
84788.20000000
PA
USD
81516.00000000
0.002612892214
Long
ABS-O
CORP
US
N
2
2042-06-20
Fixed
4.45000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CG5
600000.00000000
PA
USD
994200.00000000
0.031867822750
Long
DBT
CORP
US
N
2
2048-06-01
Fixed
2.75000000
N
N
N
N
Y
NRG Energy Inc
NRG Energy Inc
USD
XXXX
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TR9
4101000.00000000
PA
USD
3604314.44000000
0.115531737788
Long
DBT
UST
US
N
2
2053-05-15
Fixed
3.62500000
N
N
N
N
N
N
INT DEVELOPMENT FIN CORP
254900QI8QTIK0FY6E92
United States International Development Finance Corp
6903536P7
1158531.20000000
PA
USD
1090255.86000000
0.034946771775
Long
DBT
USGA
US
N
2
2029-10-15
Fixed
2.36000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCZ6
5106000.00000000
PA
USD
5251009.23000000
0.168314455241
Long
DBT
CORP
US
N
2
2029-06-08
Fixed
6.31200000
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Funding XIV LLC
68377BAB3
736727.76000000
PA
USD
708529.43000000
0.022711014170
Long
ABS-O
CORP
US
N
2
2028-03-08
Fixed
1.76000000
N
N
N
N
N
N
KYNDRYL HOLDINGS INC
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc
50155QAN0
3695000.00000000
PA
USD
3794721.18000000
0.121634984862
Long
DBT
CORP
US
N
2
2034-02-20
Fixed
6.35000000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AF0
7749000.00000000
PA
USD
6947690.17000000
0.222699415469
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.37500000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BS2
5225000.00000000
PA
USD
4052937.82000000
0.129911792461
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.12500000
N
N
N
N
N
N
NEXTERA ENERGY PARTNERS
5493008F4ZOQFNG3WN54
NextEra Energy Partners LP
65341BAG1
800000.00000000
PA
USD
722964.98000000
0.023173727456
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.50000000
N
N
N
N
N
NextEra Energy Partners LP
NextEra Energy Partners LP
USD
XXXX
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AR4
7500000.00000000
PA
USD
7588196.33000000
0.243230029810
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
5.95000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AQ8
15450000.00000000
PA
USD
15714729.72000000
0.503715772764
Long
DBT
CORP
FR
N
2
2035-01-10
Fixed
6.25100000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KREA8
4491269.27000000
PA
USD
4539065.36000000
0.145493995517
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
6.00000000
N
N
N
N
N
N
TAPESTRY INC
549300LJNVY5SW3VTN33
Tapestry Inc
876030AD9
7907000.00000000
PA
USD
8336321.40000000
0.267210232109
Long
DBT
CORP
US
N
2
2028-11-27
Fixed
7.35000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CZ1
675000.00000000
PA
USD
700987.50000000
0.022469267149
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Ford Motor Co
Ford Motor Co
USD
XXXX
N
N
N
Freddie Mac - STACR
5493007ZK0X40BI7UF30
Freddie Mac STACR REMIC Trust 2020-DNA2
35564KDX4
7095000.00000000
PA
USD
7822442.55000000
0.250738495932
Long
ABS-MBS
USGSE
US
N
2
2033-08-25
Floating
8.72000000
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust 2023-3
57109RAB6
8450000.00000000
PA
USD
8527671.56000000
0.273343719317
Long
ABS-O
CORP
US
N
2
2033-09-15
Fixed
6.71000000
N
N
N
N
N
N
HAT HOLDINGS I LLC/HAT
N/A
HAT Holdings I LLC / HAT Holdings II LLC
418751AD5
6000000.00000000
PA
USD
5045508.60000000
0.161727392626
Long
DBT
US
N
2
2030-09-15
Fixed
3.75000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TZ1
3574000.00000000
PA
USD
3594662.19000000
0.115222347130
Long
DBT
UST
US
N
2
2044-02-15
Fixed
4.50000000
N
N
N
N
N
N
California Health Facilities Financing Authority
5493007RI8BUDOGHZ546
CALIFORNIA ST HLTH FACS FING AUTH REVENUE
13032UVM7
2195000.00000000
PA
USD
1888336.55000000
0.060528238249
Long
DBT
MUN
US
N
2
2034-06-01
Fixed
3.03400000
N
N
N
N
N
N
CI FINANCIAL CORP
549300M9W7JJQSVCEM78
CI Financial Corp
125491AP5
6970000.00000000
PA
USD
4359407.62000000
0.139735294034
Long
DBT
CORP
CA
N
2
2051-06-15
Fixed
4.10000000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAF4
4159000.00000000
PA
USD
3462415.99000000
0.110983362559
Long
DBT
US
N
2
2031-06-01
Fixed
2.55000000
N
N
N
N
N
N
LHOME Mortgage Trust
N/A
LHOME Mortgage Trust 2023-RTL3
50205TAA2
4911000.00000000
PA
USD
5009263.22000000
0.160565592841
Long
ABS-MBS
CORP
US
N
2
2028-08-25
Variable
8.00000000
N
N
N
N
N
N
Sunnova Hestia I Issuer, LLC
N/A
Helios Issuer LLC
86746BAA1
2930146.94000000
PA
USD
2980735.93000000
0.095543717845
Long
ABS-O
CORP
US
N
2
2050-12-20
Fixed
5.75000000
N
N
N
N
N
N
GoodLeap Sustainable Home Improvement Loan Trust
N/A
GoodLeap Sustainable Home Solutions Trust 2022-2
38237KAA8
8896867.49000000
PA
USD
7967984.70000000
0.255403665354
Long
ABS-O
CORP
US
N
2
2049-04-20
Fixed
4.00000000
N
N
N
N
N
N
Sunrun Demeter Issuer LLC
N/A
Sunrun Demeter Issuer 2021-2 LLC
86772HAA5
3734531.86000000
PA
USD
3054719.34000000
0.097915162420
Long
ABS-O
CORP
US
N
2
2057-01-30
Fixed
2.27000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3618BKMN6
2425766.78000000
PA
USD
2455292.36000000
0.078701289205
Long
ABS-MBS
USGA
US
N
2
2053-07-20
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CQB3
3621156.61000000
PA
USD
3410236.73000000
0.109310822417
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FPHR9
19890000.00000000
PA
USD
17903347.02000000
0.573869130423
Long
ABS-MBS
USGSE
US
N
2
2029-08-25
Fixed
2.41200000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754RAJ5
10131708.00000000
PA
USD
10798207.21000000
0.346122866009
Long
ABS-MBS
USGSE
US
N
2
2041-10-25
Floating
11.32000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAN1
9988000.00000000
PA
USD
10201665.69000000
0.327001482563
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
6.25000000
N
N
N
N
N
N
HOUSING URBAN DEVELOPMNT
N/A
United States Department of Housing and Urban Development
911759MX3
2726000.00000000
PA
USD
2699887.78000000
0.086541485836
Long
DBT
USGA
US
N
2
2024-08-01
Fixed
2.66800000
N
N
N
N
N
N
CI FINANCIAL CORP
549300M9W7JJQSVCEM78
CI Financial Corp
125491AN0
5188000.00000000
PA
USD
4253764.83000000
0.136349048101
Long
DBT
CORP
CA
N
2
2030-12-17
Fixed
3.20000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBP4
16203000.00000000
PA
USD
13898689.71000000
0.445504908606
Long
DBT
CORP
US
N
2
2028-11-02
Fixed
2.20000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384KR45
1000000.00000000
PA
USD
1020018.30000000
0.032695395681
Long
ABS-MBS
USGA
US
N
2
2054-03-20
Fixed
6.00000000
N
N
N
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block Inc
852234AF0
650000.00000000
PA
USD
667062.50000000
0.021381844209
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.12500000
N
N
N
N
Y
Block Inc
Block Inc
USD
XXXX
N
N
N
ExteNet Systems
N/A
ExteNet LLC 2019-1
30227XAA9
6921000.00000000
PA
USD
6843084.07000000
0.219346399322
Long
ABS-O
CORP
US
N
2
2049-07-25
Fixed
3.20400000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B6XJ7
10747231.45000000
PA
USD
9657944.73000000
0.309573195318
Long
ABS-MBS
USGSE
US
N
2
2029-08-25
Fixed
2.52200000
N
N
N
N
N
N
Driven Brands Funding, LLC
N/A
DRIVEN BRANDS FUNDING LLC
26208LAD0
5425260.00000000
PA
USD
5263834.10000000
0.168725540217
Long
ABS-O
CORP
US
N
2
2049-04-20
Fixed
4.64100000
N
N
N
N
N
N
PRES & FELLOWS OF HARVAR
6S3X7J22E861RNTJSA74
President and Fellows of Harvard College
740816AL7
1000000.00000000
PA
USD
868913.93000000
0.027851936337
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
3.61900000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACV7
6376000.00000000
PA
USD
6406092.11000000
0.205339175097
Long
DBT
CORP
US
N
2
2031-01-08
Fixed
5.40000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401BB3
4120000.00000000
PA
USD
5002872.99000000
0.160360762106
Long
DBT
CORP
CH
N
2
2033-11-15
Fixed
9.01600000
N
N
N
N
N
N
VMC Finance LLC
N/A
VMC Finance 2021-HT1 LLC
91835TAC0
13365000.00000000
PA
USD
12747795.61000000
0.408614454791
Long
ABS-CBDO
CORP
US
N
2
2037-01-18
Floating
9.94100000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAX9
6085000.00000000
PA
USD
5010283.12000000
0.160598284445
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.50000000
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Issuance Trust 2022-3
68378PAB1
7784000.00000000
PA
USD
7832597.07000000
0.251063986219
Long
ABS-O
CORP
US
N
2
2030-01-08
Fixed
8.53300000
N
N
N
N
N
N
Diamond Infrastructure Funding LLC
N/A
Diamond Infrastructure Funding LLC
25265LAA8
5977000.00000000
PA
USD
5338991.71000000
0.171134622287
Long
ABS-O
CORP
US
N
2
2049-04-15
Fixed
1.76000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2020-1
61946NAB4
482627.22000000
PA
USD
422450.80000000
0.013541125744
Long
ABS-O
CORP
US
N
2
2046-04-20
Fixed
3.10000000
N
N
N
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WBM2
5595975.00000000
PA
USD
6381750.62000000
0.204558939442
Long
DBT
CORP
KY
N
2
2032-12-01
Fixed
9.62500000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Selection Trust 2021-HG1
69547PAA7
710686.54000000
PA
USD
694909.94000000
0.022274458655
Long
ABS-O
CORP
US
N
2
2029-01-16
Fixed
1.22000000
N
N
N
N
N
N
Sonic Capital LLC
N/A
Sonic Capital LLC
83546DAG3
4444808.33000000
PA
USD
4214178.78000000
0.135080167368
Long
ABS-O
CORP
US
N
2
2050-01-20
Fixed
3.84500000
N
N
N
N
N
N
Helios Issuer, LLC
N/A
Sunnova Helios X Issuer LLC
86744WAB5
6436224.54000000
PA
USD
6135477.79000000
0.196664975557
Long
ABS-O
CORP
US
N
2
2049-11-22
Fixed
5.60000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3618B54N9
1460815.79000000
PA
USD
1478596.33000000
0.047394534060
Long
ABS-MBS
USGA
US
N
2
2053-06-20
Fixed
6.00000000
N
N
N
N
N
N
MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01
5493002KQF9IH3CTQZ40
Multifamily Connecticut Avenue Securities Trust 2020-01
62548QAD3
6076509.45000000
PA
USD
6026627.38000000
0.193175913424
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Floating
9.18500000
N
N
N
N
N
N
TPG OPERATING GROUP II
2549001H9RJQNZT7MU11
TPG Operating Group II LP
872652AA0
15250000.00000000
PA
USD
15473749.98000000
0.495991472180
Long
DBT
CORP
US
N
2
2034-03-05
Fixed
5.87500000
N
N
N
N
N
N
ServiceMaster Brands
N/A
ServiceMaster Funding LLC
81761TAC9
2244387.20000000
PA
USD
1923203.50000000
0.061645854204
Long
ABS-O
CORP
US
N
2
2051-01-30
Fixed
3.33700000
N
N
N
N
N
N
RAIZEN FUELS FINANCE
52990010NH26VC32Q522
Raizen Fuels Finance SA
75102XAB2
3485000.00000000
PA
USD
3577746.31000000
0.114680130005
Long
DBT
CORP
LU
N
2
2034-03-05
Fixed
6.45000000
N
N
N
N
N
N
Banc of America Merrill Lynch Large Loan Inc
N/A
BAMLL Commercial Mortgage Securities Trust 2019-BPR
05492PAJ7
9685000.00000000
PA
USD
6349553.80000000
0.203526911125
Long
ABS-MBS
CORP
US
N
2
2032-11-05
Variable
3.71900000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISUYHCRLRBE46
Freddie Mac STACR REMIC Trust 2021-DNA3
35564KED7
421312.05000000
PA
USD
422345.07000000
0.013537736703
Long
ABS-MBS
USGSE
US
N
2
2033-10-25
Floating
6.07000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGP0
56173000.00000000
PA
USD
55525693.80000000
1.779805841977
Long
DBT
UST
US
N
2
2028-02-29
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20753MAE8
4490262.74000000
PA
USD
4784048.06000000
0.153346605918
Long
ABS-MBS
USGSE
US
N
2
2031-09-25
Floating
9.53500000
N
N
N
N
N
N
BPR Trust
N/A
BPR Trust 2022-SSP
05602HAA1
9995000.00000000
PA
USD
10073821.07000000
0.322903585068
Long
ABS-MBS
CORP
US
N
2
2039-05-15
Floating
8.32500000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XAM6
313319.52000000
PA
USD
315963.40000000
0.010127806906
Long
ABS-MBS
USGSE
US
N
2
2024-07-25
Floating
8.33500000
N
N
N
N
N
N
Driven Brands Funding, LLC
N/A
DRIVEN BRANDS FUNDING LLC
26208LAC2
8434432.50000000
PA
USD
8285735.99000000
0.265588780812
Long
ABS-O
CORP
US
N
2
2048-04-20
Fixed
4.73900000
N
N
N
N
N
N
Helios Issuer, LLC
N/A
Sunnova Helios V Issuer LLC
86746EAA5
844544.51000000
PA
USD
738866.74000000
0.023683438248
Long
ABS-O
CORP
US
N
2
2048-02-20
Fixed
1.80000000
N
N
N
N
N
N
Retained Vantage Data Centers Issuer, LLC
254900N4NW6XZ9B4HM15
Retained Vantage Data Centers Issuer LLC
76134KAA2
16060000.00000000
PA
USD
15562557.56000000
0.498838086763
Long
ABS-O
CORP
US
N
2
2048-09-15
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IRODEKU3J3Q16
Freddie Mac STACR REMIC Trust 2022-HQA1
35564KTA7
975729.54000000
PA
USD
987871.62000000
0.031664974538
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
7.42000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FGZH1
5335000.00000000
PA
USD
5124821.27000000
0.164269659885
Long
ABS-MBS
USGSE
US
N
2
2028-06-25
Variable
3.80000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKA9
8865000.00000000
PA
USD
6513983.56000000
0.208797498981
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.65000000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248BC1
1114000.00000000
PA
USD
924166.48000000
0.029622986900
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
FannieMae Grantor Trust
N/A
Fannie Mae Grantor Trust 2017-T1
3136AV6R5
1941870.45000000
PA
USD
1829376.15000000
0.058638337247
Long
ABS-MBS
USGSE
US
N
2
2027-06-25
Fixed
2.89800000
N
N
N
N
N
N
MARVELL TECHNOLOGY INC
N/A
Marvell Technology Inc
573874AP9
3167000.00000000
PA
USD
3243988.19000000
0.103981935870
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
5.75000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAV3
2435000.00000000
PA
USD
2156367.09000000
0.069119617992
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.37500000
N
N
N
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
05523RAL1
4091000.00000000
PA
USD
4113057.08000000
0.131838839254
Long
DBT
CORP
GB
N
2
2034-03-26
Fixed
5.30000000
N
N
N
N
N
N
Banc of America Merrill Lynch Large Loan Inc
N/A
BAMLL Commercial Mortgage Securities Trust 2019-BPR
05492PAN8
4805000.00000000
PA
USD
1010945.57000000
0.032404580803
Long
ABS-MBS
CORP
US
N
2
2032-11-05
Variable
3.71900000
N
N
N
N
N
N
SUNRUN CALLISTO ISSUER LLC
N/A
Sunrun Xanadu Issuer 2019-1 LLC
86773PAA6
1159159.75000000
PA
USD
1083441.93000000
0.034728359872
Long
ABS-O
CORP
US
N
2
2054-06-30
Fixed
3.98000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397C68
4488000.00000000
PA
USD
4787814.06000000
0.153467320282
Long
DBT
CORP
US
N
2
2030-03-06
Fixed
7.35000000
N
N
N
N
N
N
TAPESTRY INC
549300LJNVY5SW3VTN33
Tapestry Inc
876030AC1
3906000.00000000
PA
USD
4026009.27000000
0.129048631871
Long
DBT
CORP
US
N
2
2026-11-27
Fixed
7.00000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBW1
8907000.00000000
PA
USD
8874003.93000000
0.284444965122
Long
DBT
CORP
FR
N
2
2030-01-19
Fixed
5.63400000
N
N
N
N
N
N
AMERICAN ASSETS TRUST LP
549300V1TI0SMG9Z6U69
American Assets Trust LP
02401LAA2
2454000.00000000
PA
USD
2002788.86000000
0.064196862197
Long
DBT
US
N
2
2031-02-01
Fixed
3.37500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHX2
11566000.00000000
PA
USD
11615019.95000000
0.372304764640
Long
DBT
UST
US
N
2
2028-08-31
Fixed
4.37500000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HBD6
7200000.00000000
PA
USD
7210335.96000000
0.231118193866
Long
DBT
CORP
ES
N
2
2034-03-14
Fixed
6.35000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PFC1
8150000.00000000
PA
USD
8295137.24000000
0.265890125982
Long
DBT
CORP
US
N
2
2054-04-15
Fixed
5.37500000
N
N
N
N
N
N
Focus Brands Funding LLC
N/A
FOCUS Brands Funding LLC
34417MAB3
1160962.50000000
PA
USD
1127046.49000000
0.036126048857
Long
ABS-O
CORP
US
N
2
2047-04-30
Fixed
5.09300000
N
N
N
N
N
N
Diamond Infrastructure Funding LLC
N/A
Diamond Infrastructure Funding LLC
25265LAE0
1193000.00000000
PA
USD
1069915.57000000
0.034294789521
Long
ABS-O
CORP
US
N
2
2049-04-15
Fixed
3.47500000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397D42
2030000.00000000
PA
USD
2155957.38000000
0.069106485257
Long
DBT
CORP
US
N
2
2030-06-10
Fixed
7.20000000
N
N
N
N
N
N
SWEDBANK AB
M312WZV08Y7LYUC71685
Swedbank AB
87020PAX5
8620000.00000000
PA
USD
8777765.05000000
0.281360149623
Long
DBT
CORP
SE
N
2
2026-09-12
Fixed
6.13600000
N
N
N
N
N
N
INT DEVELOPMENT FIN CORP
254900QI8QTIK0FY6E92
United States International Development Finance Corp
90376PAD3
1400188.01000000
PA
USD
1296718.68000000
0.041564676172
Long
DBT
USGA
US
N
2
2029-10-15
Fixed
1.79000000
N
N
N
N
N
N
CHNGE Mortgage Trust
N/A
CHNGE Mortgage Trust 2023-4
12569QAA8
6414229.89000000
PA
USD
6512742.84000000
0.208757729271
Long
ABS-MBS
CORP
US
N
2
2058-09-25
Variable
7.57300000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
74841CAB7
8074000.00000000
PA
USD
7041773.33000000
0.225715132092
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.87500000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBJ3
2950000.00000000
PA
USD
2884741.75000000
0.092466745894
Long
DBT
CORP
US
N
2
2025-10-29
Fixed
4.20000000
N
N
N
N
N
N
Pnmac Gmsr Issuer Trust
N/A
PMT Issuer Trust - FMSR
69346MAE9
3000000.00000000
PA
USD
3043877.40000000
0.097567637755
Long
ABS-O
CORP
US
N
2
2027-06-25
Floating
9.51100000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617UUSQ2
2266300.59000000
PA
USD
1907263.17000000
0.061134907100
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
2.50000000
N
N
N
N
N
N
ANDREW W MELLON FOUNDATI
HVIJIPOQ5TXYVD3NET54
Andrew W Mellon Foundation/The
03444RAB4
5050000.00000000
PA
USD
4485957.27000000
0.143791682905
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
0.94700000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAQ8
1200000.00000000
PA
USD
1157085.44000000
0.037088909383
Long
DBT
CORP
ES
N
2
2028-03-24
Fixed
4.17500000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAS4
2800000.00000000
PA
USD
2794606.19000000
0.089577564593
Long
DBT
CORP
ES
N
2
2027-08-18
Fixed
5.29400000
N
N
N
N
N
N
Theorem Funding Trust
N/A
Theorem Funding Trust 2022-3
882925AA8
1242369.55000000
PA
USD
1252533.38000000
0.040148372301
Long
ABS-O
CORP
US
N
2
2029-04-15
Fixed
7.60000000
N
N
N
N
N
N
SERVPRO MASTER ISSUER, LLC
N/A
SERVPRO Master Issuer LLC
817743AA5
10366852.50000000
PA
USD
9845533.55000000
0.315586117533
Long
ABS-O
CORP
US
N
2
2049-10-25
Fixed
3.88200000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2020-2
61946PAB9
1464133.87000000
PA
USD
1183326.76000000
0.037930041684
Long
ABS-O
CORP
US
N
2
2046-08-20
Fixed
2.21000000
N
N
N
N
N
N
Conn Funding II, L.P
N/A
Conn's Receivables Funding 2022-A LLC
20825YAD8
9900000.00000000
PA
USD
9040947.30000000
0.289796123565
Long
ABS-O
CORP
US
N
2
2026-12-15
None
0.00000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785JT4
44000000.00000000
PA
USD
42267210.48000000
1.354821938963
Long
DBT
NUSS
XX
N
2
2027-11-15
Fixed
3.25000000
N
N
N
N
N
N
SWEDBANK AB
M312WZV08Y7LYUC71685
Swedbank AB
87020PAY3
3525000.00000000
PA
USD
3530652.73000000
0.113170604900
Long
DBT
CORP
SE
N
2
2029-03-14
Fixed
5.40700000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F040644
159545000.00000000
PA
USD
147791016.71000000
4.737253997756
Long
ABS-MBS
USGSE
US
N
2
2054-04-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KRL51
1453577.82000000
PA
USD
1471090.89000000
0.047153956680
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KQQX7
8233581.54000000
PA
USD
8321203.31000000
0.266725640867
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
6.00000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
549300BI6Y5SI6BYPB26
Morgan Stanley Institutional Liquidity Funds - Government Portfolio
61747C707
133210563.92000000
NS
USD
133210563.92000000
4.269896036452
Long
STIV
RF
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967ME8
7375000.00000000
PA
USD
6951292.75000000
0.222814891612
Long
DBT
CORP
US
N
2
2030-03-20
Fixed
3.98000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F042640
79826000.00000000
PA
USD
76037386.20000000
2.437282182459
Long
ABS-MBS
USGSE
US
N
2
2054-04-01
Fixed
4.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLV9
13485000.00000000
PA
USD
13668899.26000000
0.438139266552
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
5.93300000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGZ8
12732000.00000000
PA
USD
12237640.38000000
0.392262074541
Long
DBT
UST
US
N
2
2030-04-30
Fixed
3.50000000
N
N
N
N
N
N
ServiceMaster Brands
N/A
ServiceMaster Funding LLC
81761TAA3
1906992.61000000
PA
USD
1706096.66000000
0.054686769216
Long
ABS-O
CORP
US
N
2
2051-01-30
Fixed
2.84100000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAA9
8251500.11000000
PA
USD
8200462.93000000
0.262855460794
Long
DBT
CORP
XX
N
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
ABN AMRO BANK NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DBA7
5700000.00000000
PA
USD
5800030.21000000
0.185912627919
Long
DBT
CORP
NL
N
2
2027-09-18
Fixed
6.33900000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AD0
2686000.00000000
PA
USD
2215470.01000000
0.071014087293
Long
DBT
CORP
CH
N
2
2031-02-10
Fixed
4.37500000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FXLX4
4386000.00000000
PA
USD
3649995.87000000
0.116995998213
Long
ABS-MBS
USGSE
US
N
2
2030-09-25
Fixed
1.50300000
N
N
N
N
N
N
HOUSING URBAN DEVELOPMNT
N/A
United States Department of Housing and Urban Development
911759NK0
929000.00000000
PA
USD
811164.52000000
0.026000852086
Long
DBT
USGA
US
N
2
2036-08-01
Fixed
3.53500000
N
N
N
N
N
N
OSCAR US Funding Trust
3538004TGTV49T7RNL88
Oscar US Funding XVI LLC
68784GAB9
15445000.00000000
PA
USD
15458514.38000000
0.495503114304
Long
ABS-O
CORP
JP
N
2
2027-02-10
Fixed
5.48000000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
01883LAF0
7600000.00000000
PA
USD
7681882.40000000
0.246233018215
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
7.00000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YDX4
7736000.00000000
PA
USD
7962307.01000000
0.255221674186
Long
DBT
CORP
US
N
2
2064-03-15
Fixed
5.50000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Selection Trust 2021-5
69547EAC8
2902657.95000000
PA
USD
2619730.07000000
0.083972131888
Long
ABS-O
CORP
US
N
2
2029-08-15
Fixed
3.93000000
N
N
N
N
N
N
Jersey Mike's Funding, LLC
N/A
Jersey Mike's Funding
476681AA9
3601782.50000000
PA
USD
3451778.34000000
0.110642386151
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
4.43300000
N
N
N
N
N
N
State of Connecticut Special Tax Revenue
N/A
CONNECTICUT ST SPL TAX OBLIG REVENUE
207758KM4
3800000.00000000
PA
USD
3831730.00000000
0.122821255749
Long
DBT
MUN
US
N
2
2030-11-01
Fixed
5.45900000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769KD5
9437000.00000000
PA
USD
9480989.63000000
0.303901123540
Long
DBT
CORP
DE
N
2
2034-02-28
Fixed
4.37500000
N
N
N
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884UAE9
2723000.00000000
PA
USD
2593829.81000000
0.083141931833
Long
DBT
US
N
2
2028-04-15
Fixed
4.95000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83370RAD0
15432000.00000000
PA
USD
15393420.00000000
0.493416596336
Long
DBT
CORP
FR
N
2
2034-03-25
Fixed
8.50000000
N
N
N
N
N
KAISER FOUNDATION HOSPIT
DW4Z57L3G4IRMHYZYK62
Kaiser Foundation Hospitals
48305QAC7
4091000.00000000
PA
USD
3899861.57000000
0.125005126999
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.15000000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AG8
4400000.00000000
PA
USD
3969499.16000000
0.127237271814
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.87500000
N
N
N
N
N
LAD Auto Receivables Trust
N/A
LAD Auto Receivables Trust 2023-1
505710AB9
1695310.02000000
PA
USD
1694490.34000000
0.054314743318
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
5.68000000
N
N
N
N
N
N
TERRAFORM POWER OPERATIN
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAG8
5174000.00000000
PA
USD
4746911.65000000
0.152156245295
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBU0
2208000.00000000
PA
USD
2249744.16000000
0.072112701794
Long
DBT
CORP
IT
N
2
2025-11-21
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISA3AUOXQEF68
Freddie Mac STACR REMIC Trust 2022-DNA2
35564KRE1
3867287.16000000
PA
USD
3885923.23000000
0.124558351150
Long
ABS-MBS
USGSE
US
N
2
2042-02-25
Floating
6.62000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHE4
1179000.00000000
PA
USD
1149271.70000000
0.036838449836
Long
DBT
UST
US
N
2
2028-05-31
Fixed
3.62500000
N
N
N
N
N
N
LEGACY LIFEPOINT HEALTH
N/A
Legacy LifePoint Health LLC
53219LAS8
291000.00000000
PA
USD
277535.52000000
0.008896049847
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.37500000
N
N
N
N
N
Diamond Issuer LLC
N/A
Diamond Issuer
25267TAN1
13147000.00000000
PA
USD
11746323.88000000
0.376513545939
Long
ABS-O
CORP
US
N
2
2051-11-20
Fixed
2.30500000
N
N
N
N
N
N
COPT DEFENSE PROP LP
H0TWO5VRNEP6CQAWPX27
COPT Defense Properties LP
22003BAP1
8716000.00000000
PA
USD
6839816.24000000
0.219241653167
Long
DBT
US
N
2
2033-12-01
Fixed
2.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KQM86
13055435.92000000
PA
USD
13015858.37000000
0.417206867305
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
5.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT JUN24
000000000
-782.00000000
NC
USD
-355336.68000000
-0.01138986756
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Ultra 10-Year U.S. Treasury Notes Futures
UXYM4 Comdty
2024-06-18
-89269194.57000000
USD
-355336.68000000
N
N
N
LAD Auto Receivables Trust
N/A
LAD Auto Receivables Trust 2024-1
501689AC7
6135000.00000000
PA
USD
6116272.91000000
0.196049387434
Long
ABS-O
CORP
US
N
2
2028-01-18
Fixed
5.23000000
N
N
N
N
N
N
Commonwealth of Massachusetts
5493001N1YCXNI1O7K10
MASSACHUSETTS ST
57582PUE8
750000.00000000
PA
USD
766980.00000000
0.024584573217
Long
DBT
MUN
US
N
2
2039-12-01
Fixed
5.45600000
N
N
N
N
N
N
AFFILIATED MANAGERS GROU
2JE75BUE3T1BLCYYGK54
Affiliated Managers Group Inc
008252AP3
2403000.00000000
PA
USD
2146650.63000000
0.068808169164
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.30000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384AG64
2863000.00000000
PA
USD
2921633.24000000
0.093649255917
Long
ABS-MBS
USGA
US
N
2
2053-06-20
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XAH7
278524.32000000
PA
USD
280156.44000000
0.008980060120
Long
ABS-MBS
USGSE
US
N
2
2024-05-25
Floating
8.03500000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Trust 2022-1
69546MAA5
1741123.08000000
PA
USD
1724269.18000000
0.055269266346
Long
ABS-O
CORP
US
N
2
2029-10-15
Fixed
2.03000000
N
N
N
N
N
N
BILL HOLDINGS INC
549300IBF9VZZIGOZW63
BILL Holdings Inc
090043AB6
550000.00000000
PA
USD
514800.00000000
0.016501262474
Long
DBT
CORP
US
N
2
2025-12-01
None
0.00000000
N
N
N
N
Y
Bill.com Holdings Inc
Bill.com Holdings Inc
USD
XXXX
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AB3
4954000.00000000
PA
USD
4846940.59000000
0.155362546371
Long
DBT
CORP
XX
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDY9
8385000.00000000
PA
USD
8962293.08000000
0.287274962087
Long
DBT
CORP
US
N
2
2034-10-23
Fixed
6.25400000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAH6
6559000.00000000
PA
USD
5489393.83000000
0.175955571896
Long
DBT
CORP
FR
N
2
2037-01-14
Fixed
3.64800000
N
N
N
N
N
N
ORL TRUST
N/A
ORL Trust 2023-GLKS
67116QAA0
4994000.00000000
PA
USD
5031453.50000000
0.161276874183
Long
ABS-MBS
CORP
US
N
2
2036-10-19
Floating
7.67600000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AM34
13325000.00000000
PA
USD
13673888.48000000
0.438299189685
Long
DBT
CORP
FR
N
2
2029-08-16
Fixed
7.75000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XER3
7500000.00000000
PA
USD
7583933.40000000
0.243093386984
Long
DBT
CORP
US
N
2
2031-02-08
Fixed
5.75000000
N
N
N
N
N
N
Sunnova Sol Issuer,LLC
N/A
Sunnova Sol II Issuer LLC
86745PAB9
2039652.32000000
PA
USD
1539344.37000000
0.049341735600
Long
ABS-O
CORP
US
N
2
2055-11-01
Fixed
5.47000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MU2
3895000.00000000
PA
USD
3744054.34000000
0.120010923429
Long
DBT
CORP
US
N
2
2025-12-10
Fixed
4.00000000
N
N
N
N
N
N
Sunrun Callisto Issuer LLC
N/A
Sunrun Atlas Issuer 2019-2 LLC
86772FAA9
2582509.83000000
PA
USD
2364660.66000000
0.075796204764
Long
ABS-O
CORP
US
N
2
2055-02-01
Fixed
3.61000000
N
N
N
N
N
N
Narragansett Bay Commission
N/A
NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE
631060CR9
2495000.00000000
PA
USD
2152211.95000000
0.068986430238
Long
DBT
MUN
US
N
2
2030-09-01
Fixed
2.09400000
N
N
N
N
N
N
NIAGARA MOHAWK POWER
3T97Y9RR5EN5Y18QHB56
Niagara Mohawk Power Corp
65364UAN6
3518000.00000000
PA
USD
2906654.10000000
0.093169118542
Long
DBT
CORP
US
N
2
2030-06-27
Fixed
1.96000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397C35
6678000.00000000
PA
USD
7006974.24000000
0.224599691304
Long
DBT
CORP
US
N
2
2027-11-04
Fixed
7.35000000
N
N
N
N
N
N
BROADSTONE NET LEASE LLC
54930089IBT6J4WBTI50
Broadstone Net Lease LLC
11135EAA2
3193000.00000000
PA
USD
2529397.21000000
0.081076626385
Long
DBT
US
N
2
2031-09-15
Fixed
2.60000000
N
N
N
N
N
N
WFLD Mortgage Trust
N/A
WFLD 2014-MONT Mortgage Trust
92939GAG2
1330000.00000000
PA
USD
1058843.46000000
0.033939887048
Long
ABS-MBS
CORP
US
N
2
2031-08-10
Variable
3.75500000
N
N
N
N
N
N
Solarcity LMC Series LLC
54930080F5ME65CO1C91
SolarCity LMC Series I LLC
83417BAA6
855824.65000000
PA
USD
821968.23000000
0.026347151337
Long
ABS-O
CORP
US
N
2
2038-11-20
Fixed
4.80000000
N
N
N
N
N
N
Springcastle SPV
N/A
SpringCastle America Funding LLC
85022WAP9
2574606.61000000
PA
USD
2390685.98000000
0.076630413459
Long
ABS-O
CORP
US
N
2
2037-09-25
Fixed
1.97000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
0641598V1
7705000.00000000
PA
USD
7859700.99000000
0.251932768072
Long
DBT
CORP
CA
N
2
2084-01-27
Fixed
8.00000000
N
N
N
N
N
N
HOUSING URBAN DEVELOPMNT
N/A
United States Department of Housing and Urban Development
911759MY1
2726000.00000000
PA
USD
2651202.65000000
0.084980945609
Long
DBT
USGA
US
N
2
2025-08-01
Fixed
2.73800000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3618BDJL0
1466543.20000000
PA
USD
1511949.50000000
0.048463627713
Long
ABS-MBS
USGA
US
N
2
2053-06-20
Fixed
6.50000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05571AAR6
10986000.00000000
PA
USD
11499155.84000000
0.368590887230
Long
DBT
CORP
FR
N
2
2029-10-19
Fixed
6.71400000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AJ2
1014000.00000000
PA
USD
953218.11000000
0.030554200132
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.00000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136BQCX5
16881000.00000000
PA
USD
16625207.27000000
0.532899978338
Long
ABS-MBS
USGSE
US
N
2
2033-04-25
Variable
4.50700000
N
N
N
N
N
N
FORD FOUNDATION/THE
54930013YZ3DULPNNT44
Ford Foundation/The
34531XAB0
6560000.00000000
PA
USD
4168240.86000000
0.133607685481
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.41500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHQ7
1007000.00000000
PA
USD
1000883.26000000
0.032082046191
Long
DBT
UST
US
N
2
2028-07-31
Fixed
4.12500000
N
N
N
N
N
N
ASIAN INFRASTRUCTURE INV
25490065OSV2524LCR32
Asian Infrastructure Investment Bank/The
04522KAL0
7205000.00000000
PA
USD
7132661.80000000
0.228628446971
Long
DBT
NUSS
XX
N
2
2029-01-18
Fixed
4.12500000
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2G9
3900000.00000000
PA
USD
3571178.60000000
0.114469610373
Long
DBT
CORP
US
N
2
2027-01-06
Fixed
2.25000000
N
N
N
N
N
Helios Issuer, LLC
N/A
SUNNOVA HELIOS II ISSUER LLC 2019-A
86745LAA0
1731879.39000000
PA
USD
1591012.48000000
0.050997891476
Long
ABS-O
CORP
US
N
2
2046-06-20
Fixed
3.75000000
N
N
N
N
N
N
Enterprise Fleet Financing LLC
N/A
Enterprise Fleet Financing 2023-1 LLC
29375CAB5
11363017.05000000
PA
USD
11357063.97000000
0.364036312167
Long
ABS-O
CORP
US
N
2
2029-01-22
Fixed
5.51000000
N
N
N
N
N
N
SUNRUN JUPITER ISSUER 2022-1, LLC
N/A
Sunrun Jupiter Issuer 2022-1 LLC
86772RAA3
24040643.62000000
PA
USD
22481129.47000000
0.720604153260
Long
ABS-O
CORP
US
N
2
2057-07-30
Fixed
4.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CKG5
15314000.00000000
PA
USD
15248795.90000000
0.488780853845
Long
DBT
UST
US
N
2
2029-03-31
Fixed
4.12500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3618BDJJ5
1617792.68000000
PA
USD
1650628.45000000
0.052908805945
Long
ABS-MBS
USGA
US
N
2
2053-06-20
Fixed
6.00000000
N
N
N
N
N
N
MED Trust
N/A
Med Trust 2021-MDLN
58403YAR7
7773692.20000000
PA
USD
7767985.53000000
0.248992945076
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
7.43900000
N
N
N
N
N
N
Radnor Re LTD
N/A
Radnor RE 2021-2 Ltd
75049GAA7
743848.56000000
PA
USD
745655.74000000
0.023901051050
Long
ABS-MBS
CORP
BM
N
2
2031-11-25
Floating
7.17000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DU0
3589000.00000000
PA
USD
3688959.68000000
0.118244933830
Long
DBT
CORP
GB
N
2
2029-03-09
Fixed
6.16100000
N
N
N
N
N
N
Sunnova Sol Issuer,LLC
N/A
Sunnova Sol Issuer LLC
86745NAB4
4174509.20000000
PA
USD
3341223.73000000
0.107098698044
Long
ABS-O
CORP
US
N
2
2055-02-01
Fixed
5.54000000
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Issuance Trust 2021-B
68377GAB2
1694000.00000000
PA
USD
1597161.98000000
0.051195005916
Long
ABS-O
CORP
US
N
2
2031-05-08
Fixed
1.96000000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAE0
2543256.51000000
PA
USD
2545737.71000000
0.081600400433
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
6.81900000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058LA9
28000000.00000000
PA
USD
27393450.00000000
0.878062370864
Long
DBT
NUSS
XX
N
2
2031-01-10
Fixed
4.00000000
N
N
N
N
N
N
CAIXABANK SA
7CUNS533WID6K7DGFI87
CaixaBank SA
12803RAC8
7291000.00000000
PA
USD
7798306.98000000
0.249964860781
Long
DBT
CORP
ES
N
2
2034-09-13
Fixed
6.84000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384AF65
2992366.00000000
PA
USD
3045541.39000000
0.097620974848
Long
ABS-MBS
USGA
US
N
2
2053-06-20
Fixed
6.00000000
N
N
N
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AX3
3187000.00000000
PA
USD
3282126.37000000
0.105204406962
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
5.35000000
N
N
N
N
N
N
PMT ISSUER TRUST - FMSR
N/A
PMT Issuer Trust - FMSR
69346MAD1
1360000.00000000
PA
USD
1377119.00000000
0.044141806676
Long
ABS-O
CORP
US
N
2
2026-03-25
Floating
8.44400000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) JUN24
000000000
2080.00000000
NC
USD
-194742.92000000
-0.00624223783
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year U.S. Treasury Notes Futures
TUM4 Comdty
2024-06-28
425522245.00000000
USD
-194742.92000000
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EEL3
3885000.00000000
PA
USD
3867652.74000000
0.123972713716
Long
DBT
CORP
US
N
2
2025-05-23
Fixed
3.87800000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754CAF6
3000000.00000000
PA
USD
3120135.00000000
0.100011978612
Long
ABS-MBS
USGSE
US
N
2
2040-01-25
Floating
8.68500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617UM5N2
4587563.92000000
PA
USD
3846445.49000000
0.123292942157
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
2.50000000
N
N
N
N
N
N
Narragansett Bay Commission
N/A
NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE
631060CT5
1780000.00000000
PA
USD
1479144.40000000
0.047412101751
Long
DBT
MUN
US
N
2
2032-09-01
Fixed
2.26400000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BT0
11227000.00000000
PA
USD
8317724.81000000
0.266614141952
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
Vantage Data Centers LLC
N/A
Vantage Data Centers Issuer LLC
92212KAA4
6666611.03000000
PA
USD
6604482.22000000
0.211698318993
Long
ABS-O
CORP
US
N
2
2044-07-15
Fixed
3.18800000
N
N
N
N
N
N
Seagate HDD Cayman
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WAN1
900000.00000000
PA
USD
881158.50000000
0.028244420531
Long
DBT
CORP
KY
N
2
2034-12-01
Fixed
5.75000000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327M3E2
4775000.00000000
PA
USD
4643083.03000000
0.148828150285
Long
DBT
CORP
US
N
2
2025-08-08
Fixed
4.15000000
N
N
N
N
N
N
SES GLOBAL AMERICAS HLDG
5299000YGN3VJ3R60481
SES GLOBAL Americas Holdings Inc
78413KAB8
2440000.00000000
PA
USD
1868675.73000000
0.059898035547
Long
DBT
CORP
US
N
2
2044-03-25
Fixed
5.30000000
N
N
N
N
N
N
City & County of San Francisco CA
549300RA28ZEFOB6M782
SAN FRANCISCO CITY & CNTY CA
7976465P7
3085000.00000000
PA
USD
2768941.75000000
0.088754923450
Long
DBT
MUN
US
N
2
2039-06-15
Fixed
3.92100000
N
N
N
N
N
N
RAIZEN FUELS FINANCE
52990010NH26VC32Q522
Raizen Fuels Finance SA
75102XAC0
2250000.00000000
PA
USD
2317788.00000000
0.074293760969
Long
DBT
CORP
LU
N
2
2054-03-05
Fixed
6.95000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
20754KAF8
1646939.00000000
PA
USD
1706407.66000000
0.054696737928
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Floating
8.62000000
N
N
N
N
N
N
Cascade MH Asset Trust
N/A
Cascade MH Asset Trust 2022-MH1
14732KAA9
7582503.49000000
PA
USD
6897324.21000000
0.221084998364
Long
ABS-O
CORP
US
N
2
2054-08-25
Variable
4.25000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397D67
10024000.00000000
PA
USD
10792532.86000000
0.345940981901
Long
DBT
CORP
US
N
2
2033-11-07
Fixed
7.12200000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-VOLT
05609VAJ4
8165864.00000000
PA
USD
8051875.07000000
0.258092664993
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
6.54000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ITBJ4KEFYWF83
Freddie Mac STACR REMIC Trust 2020-HQA2
35565LBD7
5321000.00000000
PA
USD
6018679.41000000
0.192921151305
Long
ABS-MBS
USGSE
US
N
2
2050-03-25
Floating
9.53500000
N
N
N
N
N
N
COMPASS MINERALS INTERNA
2549008X9G8XP7YJGC47
Compass Minerals International Inc
20451NAG6
7090000.00000000
PA
USD
6860959.68000000
0.219919379378
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
6.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QTYX1
2856495.52000000
PA
USD
2789867.62000000
0.089425675729
Long
ABS-MBS
USGSE
US
N
2
2054-01-01
Fixed
5.00000000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAE5
2429000.00000000
PA
USD
2044132.24000000
0.065522071919
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754JAC8
19655271.44000000
PA
USD
20514426.94000000
0.657563992701
Long
ABS-MBS
USGSE
US
N
2
2039-09-25
Floating
9.18500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3618BWLT8
990693.47000000
PA
USD
1005538.17000000
0.032231253439
Long
ABS-MBS
USGA
US
N
2
2053-05-20
Fixed
6.00000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBM5
9415000.00000000
PA
USD
8522145.42000000
0.273166585893
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
4.12500000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513CH6
6357000.00000000
PA
USD
6635754.89000000
0.212700724851
Long
DBT
CORP
US
N
2
2034-08-24
Fixed
6.13600000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FG6Q3
1895833.00000000
PA
USD
1779728.02000000
0.057046929274
Long
ABS-MBS
USGSE
US
N
2
2028-04-25
Variable
3.09200000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJZ5
17237000.00000000
PA
USD
16954205.47000000
0.543445599262
Long
DBT
UST
US
N
2
2034-02-15
Fixed
4.00000000
N
N
N
N
N
N
LUNAR AIRCRAFT 2020-1 LIMITED
N/A
LUNAR AIRCRAFT 2020-1 LTD
55037LAB0
667122.01000000
PA
USD
574899.40000000
0.018427672679
Long
ABS-O
CORP
US
N
2
2045-02-15
Fixed
4.33500000
N
N
N
N
N
N
SUNRUN VULCAN ISSUER LLC
N/A
Sunrun Vulcan Issuer 2021-1 LLC
86773QAA4
3012262.92000000
PA
USD
2529629.12000000
0.081084059967
Long
ABS-O
CORP
US
N
2
2052-01-30
Fixed
2.46000000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAR8
7000000.00000000
PA
USD
7246375.01000000
0.232273380003
Long
DBT
US
N
2
2031-01-15
Fixed
5.90000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617UUSS8
7349060.38000000
PA
USD
6161823.72000000
0.197509461000
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
2.50000000
N
N
N
N
N
N
FMC GMSR Issuer Trust
N/A
FMC GMSR Issuer Trust
30259RAK1
5210000.00000000
PA
USD
4617258.82000000
0.148000387916
Long
ABS-O
CORP
US
N
2
2026-10-25
Variable
3.85000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAX2
5100000.00000000
PA
USD
5368334.46000000
0.172075167003
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
6.55000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KR3G7
2322644.18000000
PA
USD
2347724.67000000
0.075253343039
Long
ABS-MBS
USGSE
US
N
2
2053-09-01
Fixed
6.00000000
N
N
N
N
N
N
Coinstar Funding, LLC
N/A
Coinstar Funding LLC Series 2017-1
19260MAA4
5515737.50000000
PA
USD
4950304.91000000
0.158675758831
Long
ABS-O
CORP
US
N
2
2047-04-25
Fixed
5.21600000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJL6
157420000.00000000
PA
USD
157672117.58000000
5.053980180718
Long
DBT
UST
US
N
2
2025-11-30
Fixed
4.87500000
N
N
N
N
N
N
Multifamily Connecticut Avenue Securities
549300HG8ZEWVWVSN227
Multifamily Connecticut Avenue Securities Trust 2019-01
62547NAB5
7676318.00000000
PA
USD
7579172.66000000
0.242940787488
Long
ABS-MBS
CORP
US
N
2
2049-10-25
Floating
8.68500000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YDV8
985000.00000000
PA
USD
1005017.12000000
0.032214551841
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
5.35000000
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust 2023-1
57110PAA9
4284871.26000000
PA
USD
4285630.11000000
0.137370449323
Long
ABS-O
CORP
US
N
2
2033-04-15
Fixed
6.07000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAG8
9400000.00000000
PA
USD
9214335.05000000
0.295353848454
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3618AUEB0
819669.31000000
PA
USD
832975.94000000
0.026699989550
Long
ABS-MBS
USGA
US
N
2
2053-04-20
Fixed
6.00000000
N
N
N
N
N
N
Hawaii Hotel Trust 2019-MAUI
N/A
Hawaii Hotel Trust 2019-MAUI
41975AAA0
16052500.00000000
PA
USD
16005055.23000000
0.513021789554
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Floating
6.52300000
N
N
N
N
N
N
PATTERN ENERGY OP LP/PAT
N/A
Pattern Energy Operations LP / Pattern Energy Operations Inc
70339PAA7
5126000.00000000
PA
USD
4783071.63000000
0.153315307690
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.50000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CYQ0
2718017.98000000
PA
USD
2475575.13000000
0.079351427728
Long
ABS-O
USGA
US
N
2
2037-05-01
Fixed
2.88000000
N
N
N
N
N
N
Willis Engine Securitization Trust
N/A
Willis Engine Structured Trust V
97064FAB1
1894935.21000000
PA
USD
1605431.37000000
0.051460070746
Long
ABS-O
CORP
US
N
2
2045-03-15
Fixed
4.21200000
N
N
N
N
N
N
Commonwealth of Massachusetts
5493001N1YCXNI1O7K10
MASSACHUSETTS ST
57582RJN7
4770000.00000000
PA
USD
3865274.10000000
0.123896469421
Long
DBT
MUN
US
N
2
2046-06-01
Fixed
3.27700000
N
N
N
N
N
N
Sunnova Sol Issuer,LLC
N/A
Sunnova Sol Issuer LLC
86745NAA6
1291096.02000000
PA
USD
1122646.59000000
0.035985015631
Long
ABS-O
CORP
US
N
2
2055-02-01
Fixed
3.35000000
N
N
N
N
N
N
BROOKFIELD PROPERTY PART
5493004J5Z0TZW83NU62
Brookfield Property Partners LP
000000000
97843.00000000
NS
USD
1248476.68000000
0.040018339917
Long
EP
CORP
BM
N
1
N
N
N
CONSERVATION FUND
N/A
Conservation Fund A Nonprofit Corp/The
20848FAA8
3965000.00000000
PA
USD
3599437.82000000
0.115375423906
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.47400000
N
N
N
N
N
N
DEXCOM INC
549300YSK3QDSFR5EU59
Dexcom Inc
252131AK3
550000.00000000
PA
USD
605759.58000000
0.019416856693
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.25000000
N
N
N
N
Y
Dexcom Inc
Dexcom Inc
USD
XXXX
N
N
N
CVS Pass-Through Trust
N/A
CVS Pass-Through Trust
126650BP4
996608.24000000
PA
USD
1006617.33000000
0.032265844547
Long
DBT
CORP
US
N
2
2028-12-10
Fixed
6.03600000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89117F8Z5
12137000.00000000
PA
USD
12760271.36000000
0.409014349168
Long
DBT
CORP
CA
N
2
2082-10-31
Fixed
8.12500000
N
N
N
N
N
N
2024-04-25
CALVERT SOCIAL INVESTMENT FUND
James Kirchner
James Kirchner
Treasurer