0001752724-24-110238.txt : 20240521
0001752724-24-110238.hdr.sgml : 20240521
20240521162627
ACCESSION NUMBER: 0001752724-24-110238
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: EATON VANCE MUTUAL FUNDS TRUST
CENTRAL INDEX KEY: 0000745463
ORGANIZATION NAME:
IRS NUMBER: 000000000
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04015
FILM NUMBER: 24969739
BUSINESS ADDRESS:
STREET 1: TWO INTERNATIONAL PLACE
CITY: BOSTON
STATE: MA
ZIP: 02110
BUSINESS PHONE: 617-482-8260
MAIL ADDRESS:
STREET 1: TWO INTERNATIONAL PLACE
CITY: BOSTON
STATE: MA
ZIP: 02110
FORMER COMPANY:
FORMER CONFORMED NAME: EATON VANCE GOVERNMENT OBLIGATIONS TRUST
DATE OF NAME CHANGE: 19920703
0000745463
S000026932
Eaton Vance Total Return Bond Fund
C000081142
Eaton Vance Total Return Bond Fund Class A
EBABX
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Eaton Vance Total Return Bond Fund Class C
ECBAX
C000081144
Eaton Vance Total Return Bond Fund Class I
EIBAX
C000243098
Eaton Vance Total Return Bond Fund Class R6
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United States Treasury
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Ford Motor Credit Co LLC
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2048-11-15
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Government National Mortgage Association
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2053-11-20
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Avant Loans Funding Trust 2021-REV1
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Petroleos Mexicanos
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USD
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DBT
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2030-01-23
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NEPTUNE ENERGY BONDCO
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Neptune Energy Bondco PLC
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USD
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2025-05-15
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BROOKFIELD PROPERTY PART
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Brookfield Property Partners LP
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EP
CORP
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N
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GAIA Aviation Ltd
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USD
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Long
ABS-O
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KY
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2
2044-12-15
Variable
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TRIVIUM PACKAGING FIN
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Trivium Packaging Finance BV
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USD
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DBT
CORP
NL
N
2
2026-08-15
Fixed
5.50000000
N
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ATHENE GLOBAL FUNDING
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Athene Global Funding
04685A3E9
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USD
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0.286631498194
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DBT
CORP
US
N
2
2031-10-04
Fixed
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N
N
N
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N
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NRZ Excess Spread Collateralized Notes
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NRZ Excess Spread-Collateralized Notes
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USD
1487059.39000000
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ABS-O
CORP
US
N
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2026-11-25
Fixed
3.47400000
N
N
N
N
N
N
Discover Bank
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Discover Bank
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3430000.00000000
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USD
3415309.65000000
0.225750719400
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
3393000.00000000
PA
USD
2929734.74000000
0.193654395351
Long
DBT
CORP
US
N
2
2031-05-06
Fixed
4.00000000
N
N
N
N
N
N
SPRINT LLC
549300ZTTY7CXOLJ6539
Sprint LLC
85207UAH8
7960000.00000000
PA
USD
7978610.48000000
0.527383236151
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.12500000
N
N
N
N
N
N
MFRA Trust
N/A
MFA 2023-NQM1 Trust
55285PAB0
1396065.34000000
PA
USD
1401720.10000000
0.092653186211
Long
ABS-MBS
CORP
US
N
2
2067-11-25
Variable
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N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754WAC9
1611620.00000000
PA
USD
1671992.57000000
0.110518097680
Long
ABS-MBS
USGSE
US
N
2
2040-01-25
Floating
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N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
07336UAA1
2261000.00000000
PA
USD
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0.157912008855
Long
DBT
CORP
MX
N
2
2038-06-29
Fixed
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N
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AKAMAI TECHNOLOGIES INC
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Akamai Technologies Inc
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200000.00000000
PA
USD
206100.00000000
0.013623134660
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
1384000.00000000
PA
USD
196280.13000000
0.012974044842
Long
ABS-MBS
CORP
US
N
2
2027-06-10
Fixed
3.77100000
N
N
N
N
N
N
Golub Capital Partners CLO, LTD
N/A
Golub Capital Partners CLO 72 B Ltd
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3000000.00000000
PA
USD
3004536.00000000
0.198598731293
Long
ABS-CBDO
CORP
JE
N
2
2037-04-25
Floating
9.29600000
N
N
N
N
N
N
ACHV ABS TRUST
N/A
ACHV ABS TRUST 2023-1PL
00091XAB3
1435281.18000000
PA
USD
1437429.22000000
0.095013545990
Long
ABS-O
CORP
US
N
2
2030-03-18
Fixed
6.80000000
N
N
N
N
N
N
GLOBAL ATLANTIC FIN CO
N/A
Global Atlantic Fin Co
37959GAD9
1680000.00000000
PA
USD
1866430.20000000
0.123370353947
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
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N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS MORTGAGE TRUST 2017-C1
07332VAA3
3500000.00000000
PA
USD
2583488.25000000
0.170767628932
Long
ABS-MBS
CORP
US
N
2
2050-02-15
Variable
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N
N
N
N
N
N
Galaxy CLO Ltd
N/A
Galaxy 33 CLO Ltd
36321EAL9
1500000.00000000
PA
USD
1505893.50000000
0.099539009871
Long
ABS-CBDO
CORP
KY
N
2
2037-04-20
Floating
1.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
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Bank of America Corp
06051GMA4
14406000.00000000
PA
USD
14505359.62000000
0.958798968455
Long
DBT
CORP
US
N
2
2035-01-23
Fixed
5.46800000
N
N
N
N
N
N
Star Trust
N/A
STAR 2021-SFR1 Trust
85521DAQ5
1600000.00000000
PA
USD
1473958.88000000
0.097428143163
Long
ABS-O
CORP
US
N
2
2038-04-17
Floating
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N
N
N
N
N
N
BANCO DO BRASIL (CAYMAN)
QE0Q0253K88YAGNPE356
Banco do Brasil SA/Cayman
059578AK0
7000000.00000000
PA
USD
7043750.00000000
0.465589300160
Long
DBT
CORP
BR
N
2
2031-03-18
Fixed
6.00000000
N
N
N
N
N
N
LHOME Mortgage Trust
N/A
LHOME Mortgage Trust 2023-RTL4
50204VAA8
1585000.00000000
PA
USD
1610557.65000000
0.106457271926
Long
ABS-MBS
CORP
US
N
2
2028-11-25
Variable
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N
N
N
N
N
N
Cologix Data Centers Issuer LLC
N/A
Cologix Data Centers US Issuer LLC
19521UAC7
4300000.00000000
PA
USD
3881584.63000000
0.256571325131
Long
ABS-O
CORP
US
N
2
2051-12-26
Fixed
3.79000000
N
N
N
N
N
N
Banc of America Merrill Lynch Large Loan Inc
N/A
BAMLL Commercial Mortgage Securities Trust 2019-BPR
05492PAL2
7255000.00000000
PA
USD
2575821.73000000
0.170260874762
Long
ABS-MBS
CORP
US
N
2
2032-11-05
Variable
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N
N
N
N
N
N
INTESA SANPAOLO SPA
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Intesa Sanpaolo SpA
46115HCB1
2500000.00000000
PA
USD
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0.176383161714
Long
DBT
CORP
IT
N
2
2054-06-20
Fixed
7.77800000
N
N
N
N
N
N
Minejesa Capital BV
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Minejesa Capital BV
000000000
1952580.00000000
PA
USD
1858033.15000000
0.122815312011
Long
DBT
CORP
NL
Y
2
2030-08-10
Fixed
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N
N
N
N
N
N
AFRICAN EXPORT-IMPORT BA
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African Export-Import Bank/The
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2200000.00000000
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USD
1980303.60000000
0.130897344061
Long
DBT
NUSS
XX
Y
2
2029-09-21
Fixed
3.99400000
N
N
N
N
N
N
Conn Funding II, L.P
N/A
Conn's Receivables Funding 2023-A LLC
20824CAB1
3167000.00000000
PA
USD
3195600.86000000
0.211228048695
Long
ABS-O
CORP
US
N
2
2028-01-17
Fixed
10.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDL2
17150000.00000000
PA
USD
15172390.63000000
1.002889474383
Long
DBT
UST
US
N
2
2028-11-30
Fixed
1.50000000
N
N
N
N
N
N
BLACKSTONE PRIVATE CRE
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HBF3
5230000.00000000
PA
USD
5257569.47000000
0.347523420065
Long
DBT
CORP
US
N
2
2031-01-25
Fixed
6.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810FP8
21475000.00000000
PA
USD
23061297.91000000
1.524343361805
Long
DBT
UST
US
N
2
2031-02-15
Fixed
5.37500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810FM5
5520000.00000000
PA
USD
6109950.00000000
0.403865461510
Long
DBT
UST
US
N
2
2030-05-15
Fixed
6.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384MAU1
1605000.00000000
PA
USD
1635477.83000000
0.108104486714
Long
ABS-MBS
USGA
US
N
2
2054-03-20
Fixed
6.00000000
N
N
N
N
N
N
Willis Engine Securitization Trust
N/A
Willis Engine Structured Trust VII
97064YAA2
2090182.41000000
PA
USD
2194768.87000000
0.145073420010
Long
ABS-O
CORP
US
N
2
2048-10-15
Fixed
8.00000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Selection Trust 2021-2
69546LAA7
348079.84000000
PA
USD
339414.71000000
0.022435188258
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
2336300.00000000
PA
USD
2122614.99000000
0.140304074918
Long
ABS-O
CORP
US
N
2
2049-12-05
Fixed
3.85800000
N
N
N
N
N
N
ANTARES HOLDINGS
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Antares Holdings LP
03666HAG6
3770000.00000000
PA
USD
3746820.31000000
0.247663452842
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
3183000.00000000
PA
USD
3556933.56000000
0.235112008080
Long
DBT
CORP
IT
N
2
2033-11-21
Fixed
8.24800000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29
61766EBK0
4198800.00000000
PA
USD
3882426.72000000
0.256626986972
Long
ABS-MBS
CORP
US
N
2
2049-05-15
Variable
4.71700000
N
N
N
N
N
N
JAZZ INVESTMENTS I LTD
N/A
Jazz Investments I Ltd
472145AF8
200000.00000000
PA
USD
199077.48000000
0.013158948655
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
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29
61766EAL9
3047635.00000000
PA
USD
2491553.16000000
0.164690753090
Long
ABS-MBS
CORP
US
N
2
2049-05-15
Fixed
3.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300BSYX29G4VVM177
Wells Fargo Commercial Mortgage Trust 2016-C36
95000MAC5
6000000.00000000
PA
USD
3955558.80000000
0.261460990727
Long
ABS-MBS
CORP
US
N
2
2059-11-15
Fixed
2.94200000
N
N
N
N
N
N
ALPHA HOLDING SA
549300R872G37EN6NT94
Alpha Holding SA de CV
02074AAB0
2946034.02000000
PA
USD
44190.51000000
0.002920976557
Long
DBT
CORP
MX
N
2
2025-02-10
None
0.00000000
Y
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2023-HE2
46657FAA3
3691419.84000000
PA
USD
3722776.24000000
0.246074148605
Long
ABS-O
CORP
US
N
2
2054-03-25
Floating
7.01900000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAF5
2270000.00000000
PA
USD
2111076.85000000
0.139541408081
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
3088000.00000000
PA
USD
2723083.63000000
0.179994832521
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
3873000.00000000
PA
USD
3883137.65000000
0.256673979186
Long
DBT
CORP
US
N
2
2034-01-25
Fixed
5.87500000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2019-2
61945LAB9
1468618.33000000
PA
USD
1305571.88000000
0.086297824016
Long
ABS-O
CORP
US
N
2
2040-09-20
Fixed
3.28000000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAS2
563000.00000000
PA
USD
554782.22000000
0.036670901941
Long
DBT
CORP
US
N
2
2025-06-13
Fixed
4.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137HABQ8
240559.43000000
PA
USD
245213.44000000
0.016208518746
Long
ABS-MBS
USGSE
US
N
2
2053-07-25
Fixed
6.00000000
N
Y
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TQ1
4455000.00000000
PA
USD
4119656.82000000
0.272307809863
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
1390000.00000000
PA
USD
1504697.38000000
0.099459946776
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
4440000.00000000
PA
USD
4602930.24000000
0.304252006265
Long
DBT
CORP
MX
N
2
2039-01-08
Fixed
8.12500000
N
N
N
N
N
N
Falcon Aerospace Ltd
N/A
Falcon 2019-1 Aerospace Ltd
30610GAB9
4067198.44000000
PA
USD
3152078.79000000
0.208351255778
Long
ABS-O
CORP
KY
N
2
2039-09-15
Fixed
4.79100000
N
N
N
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR Properties
26884UAF6
2982000.00000000
PA
USD
2636449.54000000
0.174268350841
Long
DBT
US
N
2
2029-08-15
Fixed
3.75000000
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Issuance Trust 2021-B
68377GAA4
6725000.00000000
PA
USD
6380989.35000000
0.421781063467
Long
ABS-O
CORP
US
N
2
2031-05-08
Fixed
1.47000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DR7
3399000.00000000
PA
USD
3617709.95000000
0.239129305243
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
2436112.50000000
PA
USD
2166720.12000000
0.143219407888
Long
ABS-O
CORP
US
N
2
2051-04-30
Fixed
3.58400000
N
N
N
N
N
N
APOLLO DEBT SOLUTIONS BD
549300UMUGX092P8DW87
Apollo Debt Solutions BDC
03770DAA1
5273000.00000000
PA
USD
5326929.03000000
0.352108061626
Long
DBT
CORP
US
N
2
2029-04-13
Fixed
6.90000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJJ1
15203000.00000000
PA
USD
15543879.84000000
1.027444775366
Long
DBT
UST
US
N
2
2033-11-15
Fixed
4.50000000
N
N
N
N
N
N
Eaton Vance Emerging Markets Local Income Fund
549300TX6IW7FQVQNZ22
Eaton Vance Emerging Markets Local Income Fund
277923447
2992038.76000000
NS
USD
10232772.55000000
0.676382524970
Long
EC
RF
US
N
1
N
N
N
CONCENTRIX CORP
5493000EAJN1KMPVA737
Concentrix Corp
20602DAB7
8433000.00000000
PA
USD
8534367.70000000
0.564118585236
Long
DBT
CORP
US
N
2
2028-08-02
Fixed
6.60000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)JUN24
000000000
50.00000000
NC
USD
20443.83000000
0.001351329689
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year U.S. Treasury Notes
TYM4 Comdty
2024-06-18
5519399.92000000
USD
20443.83000000
N
N
N
HAT HOLDINGS I LLC/HAT
N/A
HAT Holdings I LLC / HAT Holdings II LLC
418751AL7
5525000.00000000
PA
USD
5767823.75000000
0.381251041450
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
8.00000000
N
N
N
N
N
N
RAPID7 INC
549300GNVG5D60KEYN14
Rapid7 Inc
753422AF1
175000.00000000
PA
USD
154073.32000000
0.010184190130
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
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AL7
2785000.00000000
PA
USD
2598911.73000000
0.171787115322
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
4.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGT2
5750000.00000000
PA
USD
5606362.30000000
0.370578498627
Long
DBT
UST
US
N
2
2028-03-31
Fixed
3.62500000
N
N
N
N
N
N
Helios Issuer, LLC
N/A
SUNNOVA HELIOS II ISSUER LLC 2019-A
86745LAC6
952336.67000000
PA
USD
746160.73000000
0.049320951494
Long
ABS-O
CORP
US
N
2
2046-06-20
Fixed
5.32000000
N
N
N
N
N
N
US ACUTE CARE SOLUTIONS
N/A
US Acute Care Solutions LLC
90367UAA9
2520000.00000000
PA
USD
2428944.59000000
0.160552349499
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.37500000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBA8
2550000.00000000
PA
USD
2518917.54000000
0.166499528605
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2021-SFR1 Trust
33767WAQ6
3093000.00000000
PA
USD
2767163.89000000
0.182908521593
Long
ABS-O
CORP
US
N
2
2038-08-17
Fixed
3.45200000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAG5
2903676.29000000
PA
USD
2903792.44000000
0.191939618804
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
7.13900000
N
N
N
N
N
N
KYNDRYL HOLDINGS INC
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc
50155QAL4
6646000.00000000
PA
USD
5595573.18000000
0.369865341739
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
3.15000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJV4
38980000.00000000
PA
USD
38676991.31000000
2.556534987237
Long
DBT
UST
US
N
2
2026-01-31
Fixed
4.25000000
N
N
N
N
N
N
AETHON UN/AETHIN UN FIN
N/A
Aethon United BR LP / Aethon United Finance Corp
00810GAC8
2740000.00000000
PA
USD
2774110.26000000
0.183367674111
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
8.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XARZ7
1019758.50000000
PA
USD
823993.06000000
0.054465640055
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings Inc
50212YAH7
2380000.00000000
PA
USD
2493776.26000000
0.164837699187
Long
DBT
CORP
US
N
2
2028-11-17
Fixed
6.75000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-BPNY
12659XAA4
3917000.00000000
PA
USD
3515190.03000000
0.232352776007
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
1800000.00000000
PA
USD
1495161.79000000
0.098829647763
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
5.14100000
N
N
N
N
N
N
BANK LEUMI LE-ISRAEL
7JDSZWRGUQY2DSTWCR57
Bank Leumi Le-Israel BM
000000000
2360000.00000000
PA
USD
2333060.60000000
0.154214452810
Long
DBT
CORP
IL
Y
2
2033-07-18
Fixed
7.12900000
N
N
N
N
N
N
MED Trust
N/A
Med Trust 2021-MDLN
58403YAX4
3199644.15000000
PA
USD
3203057.21000000
0.211720910705
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
9.43900000
N
N
N
N
N
N
TYLER TECHNOLOGIES INC
25490040SMU4Z8LBCW70
Tyler Technologies Inc
902252AB1
175000.00000000
PA
USD
176662.50000000
0.011677326671
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
3858000.00000000
PA
USD
3522564.65000000
0.232840235693
Long
ABS-O
CORP
US
N
2
2046-10-15
Fixed
2.16500000
N
N
N
N
N
N
Bridge Trust
N/A
Bridge 2022-SFR1 Trust
10805VAL1
8000000.00000000
PA
USD
7673733.60000000
0.507230985830
Long
ABS-O
CORP
US
N
2
2037-11-17
Fixed
6.30000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20753WAE6
3025769.15000000
PA
USD
3153100.48000000
0.208418789113
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
2400000.00000000
PA
USD
2249305.20000000
0.148678251487
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
3300000.00000000
PA
USD
3122919.46000000
0.206423834724
Long
DBT
CORP
US
N
2
2032-06-13
Fixed
6.14400000
N
N
N
N
N
N
Raptor Aircraft Finance LLC
549300QFYP8PTWJMXQ65
Raptor Aircraft Finance I LLC
75383HAA9
1272123.98000000
PA
USD
1048789.13000000
0.069324578108
Long
ABS-O
CORP
KY
N
2
2044-08-23
Fixed
4.21300000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
16600000.00000000
PA
342484.20000000
0.022638080425
Long
DBT
NUSS
DO
Y
2
2033-02-03
Fixed
13.62500000
N
N
N
N
N
N
OAKTREE STRATEGIC CREDIT
2549006RRE0JC7G43241
Oaktree Strategic Credit Fund
67403AAA7
5745000.00000000
PA
USD
6098849.54000000
0.403131725162
Long
DBT
CORP
US
N
2
2028-11-14
Fixed
8.40000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAA4
2440000.00000000
PA
USD
2301847.93000000
0.152151306733
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.12500000
N
N
N
N
N
N
Conn Funding II, L.P
N/A
Conn's Receivables Funding 2021-A LLC
20825GAC9
975674.50000000
PA
USD
974389.24000000
0.064406772576
Long
ABS-O
CORP
US
N
2
2026-05-15
Fixed
4.59000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-VOLT
05609VAL9
474300.00000000
PA
USD
467979.05000000
0.030933244135
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
229.00000000
NC
USD
498063.88000000
0.032921840401
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT U.S. Long Bond Futures
USM4 Comdty
2024-06-18
27082123.62000000
USD
498063.88000000
N
N
N
Pagaya AI Technology in Housing Trust 2021-1
N/A
Pagaya AI Technology in Housing Trust 2023-1
69547YAN0
1323000.00000000
PA
USD
947808.58000000
0.062649800667
Long
ABS-O
CORP
US
N
2
2040-10-25
Fixed
3.60000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DD4
3000000.00000000
PA
USD
3341274.00000000
0.220856989999
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
7.50000000
N
N
N
N
N
N
Eagle Re Ltd
N/A
Eagle RE 2021-2 Ltd
26982AAB0
1086568.42000000
PA
USD
1090876.12000000
0.072106512762
Long
ABS-MBS
CORP
BM
N
2
2034-04-25
Floating
7.37000000
N
N
N
N
N
N
FMC GMSR Issuer Trust
N/A
FMC GMSR Issuer Trust
30259RAP0
6196500.00000000
PA
USD
6271214.92000000
0.414525013772
Long
ABS-O
CORP
US
N
2
2027-07-25
Fixed
7.90000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBQ3
11380000.00000000
PA
USD
10519832.00000000
0.695357049680
Long
DBT
UST
US
N
2
2026-02-28
Fixed
0.50000000
N
N
N
N
N
N
Willis Engine Securitization Trust
N/A
Willis Engine Structured Trust V
97064FAC9
445050.98000000
PA
USD
410402.03000000
0.027127424160
Long
ABS-O
CORP
US
N
2
2045-03-15
Fixed
6.65700000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBS3
5500000.00000000
PA
USD
5737033.50000000
0.379215817180
Long
DBT
CORP
CA
N
2
2084-01-15
Fixed
8.25000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT JUN24
000000000
33.00000000
NC
USD
-3110.91000000
-0.00020563001
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Ultra 10-Year U.S. Treasury Notes Futures
UXYM4 Comdty
2024-06-18
3785220.29000000
USD
-3110.91000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) JUN24
000000000
1579.00000000
NC
USD
306411.50000000
0.020253688141
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year U.S. Treasury Notes
FVM4 Comdty
2024-06-28
168671260.38000000
USD
306411.50000000
N
N
N
SYNCHRONY BANK
549300UATVPGSLE43Z27
Synchrony Bank
87166FAD5
1200000.00000000
PA
USD
1189395.58000000
0.078618613055
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
2800000.00000000
PA
1902772.14000000
0.125772542896
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
240000.00000000
PA
USD
220796.38000000
0.014594560005
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.00000000
N
N
N
N
N
N
New York Mortgage Trust
N/A
NYMT Loan Trust Series 2024-BPL1
62956MAA3
3425000.00000000
PA
USD
3425804.19000000
0.226444404658
Long
ABS-MBS
CORP
US
N
2
2029-02-25
Variable
7.15400000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-BPR
61769GAG2
3960000.00000000
PA
USD
3898440.61000000
0.257685499248
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
8.01800000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AF6
5038000.00000000
PA
USD
4922102.12000000
0.325349150860
Long
DBT
CORP
IT
N
2
2032-06-19
Fixed
5.86100000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACP0
975000.00000000
PA
USD
1017787.21000000
0.067275362529
Long
DBT
CORP
US
N
2
2030-09-21
Fixed
6.20000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJR2
8834000.00000000
PA
USD
8923678.17000000
0.589851864991
Long
DBT
CORP
US
N
2
2035-01-23
Fixed
5.67800000
N
N
N
N
N
N
Elmwood CLO VIII Ltd
N/A
Elmwood CLO VIII Ltd
29003EAY1
2500000.00000000
PA
USD
2504470.00000000
0.165544551492
Long
ABS-CBDO
CORP
KY
N
2
2037-04-20
Floating
9.12700000
N
N
N
N
N
N
FS Commerical Mortgage Trust 2023-4SZN
N/A
FS Commercial Mortgage Trust 2023-4SZN
30334RAA2
2143000.00000000
PA
USD
2238711.52000000
0.147978013112
Long
ABS-MBS
CORP
US
N
2
2039-11-10
Fixed
7.06600000
N
N
N
N
N
N
OLYMPUS WTR US HLDG CORP
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp
25259KAA8
2200000.00000000
PA
USD
2346226.63000000
0.155084722581
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
9.75000000
N
N
N
N
N
N
STEWART INFORMATION SERV
529900TV1XI0PLKENU10
Stewart Information Services Corp
86038AAA0
4244000.00000000
PA
USD
3471253.58000000
0.229448592723
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
3.60000000
N
N
N
N
N
N
Home Re Ltd
N/A
Home RE 2021-2 Ltd
43730VAE8
3670000.00000000
PA
USD
3719296.54000000
0.245844141707
Long
ABS-MBS
CORP
BM
N
2
2034-01-25
Floating
9.47000000
N
N
N
N
N
N
Chase Auto Credit Linked Notes
N/A
JPMorgan Chase Bank NA - CACLN
46591HCF5
247950.79000000
PA
USD
240468.35000000
0.015894870031
Long
ABS-O
CORP
US
N
2
2029-02-26
Fixed
1.00900000
N
N
N
N
N
N
Empower CLO Ltd.
N/A
Empower CLO 2024-1 Ltd
29244RAG0
3000000.00000000
PA
USD
3017679.00000000
0.199467478789
Long
ABS-CBDO
CORP
KY
N
2
2037-04-25
Floating
9.06100000
N
N
N
N
N
N
Loanpal Solar Loan Ltd.
N/A
Loanpal Solar Loan 2021-1 Ltd
53948PAC2
1546199.57000000
PA
USD
972001.04000000
0.064248913429
Long
ABS-O
CORP
US
N
2
2048-01-20
Fixed
3.50000000
N
N
N
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR Properties
26884UAG4
3270000.00000000
PA
USD
2735253.76000000
0.180799273665
Long
DBT
US
N
2
2031-11-15
Fixed
3.60000000
N
N
N
N
N
N
CONNECT FINCO SARL/CONNE
N/A
Connect Finco SARL / Connect US Finco LLC
20752TAA2
4970000.00000000
PA
USD
4875346.85000000
0.322258644604
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
3741000.00000000
PA
USD
3852094.68000000
0.254622050216
Long
DBT
CORP
US
N
2
2064-02-22
Fixed
5.65000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHA2
12455000.00000000
PA
USD
12084269.20000000
0.798765776721
Long
DBT
UST
US
N
2
2028-04-30
Fixed
3.50000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-BPR
61769GAJ6
2219000.00000000
PA
USD
2162598.57000000
0.142946974940
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
8.96800000
N
N
N
N
N
N
KYNDRYL HOLDINGS INC
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc
50155QAK6
4495000.00000000
PA
USD
3983007.50000000
0.263275339763
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
2.70000000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AF0
5255000.00000000
PA
USD
5210099.18000000
0.344385651248
Long
DBT
US
N
2
2034-04-01
Fixed
5.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384EDD4
2770000.00000000
PA
USD
2828882.17000000
0.186988077340
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
3465000.00000000
PA
USD
3514752.06000000
0.232323826350
Long
DBT
CORP
IE
N
2
2054-04-03
Fixed
5.77700000
N
N
N
N
N
N
LHOME Mortgage Trust
N/A
LHOME Mortgage Trust 2023-RTL2
50205BAA1
1550000.00000000
PA
USD
1578454.59000000
0.104335271395
Long
ABS-MBS
CORP
US
N
2
2028-06-25
Variable
8.00000000
N
N
N
N
N
N
US CELLULAR CORP
549300B164AZXESI6E03
United States Cellular Corp
911684801
67450.00000000
NS
USD
1215449.00000000
0.080340734593
Long
EP
CORP
US
N
1
N
N
N
SYNOVUS BANK GA
DX0JX77PRMOELF7VG772
Synovus Bank/Columbus GA
87164DVJ6
5649000.00000000
PA
USD
5488948.97000000
0.362817520434
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.62500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TN8
8233000.00000000
PA
USD
7231532.78000000
0.478001673274
Long
DBT
UST
US
N
2
2053-02-15
Fixed
3.62500000
N
N
N
N
N
N
Cologix Data Centers Issuer LLC
N/A
Cologix Data Centers US Issuer LLC
19521UAE3
2900000.00000000
PA
USD
2589162.34000000
0.171142684207
Long
ABS-O
CORP
US
N
2
2051-12-26
Fixed
5.99000000
N
N
N
N
N
N
Taubman Centers Commercial Mortgage Trust
N/A
Taubman Centers Commercial Mortgage Trust 2022-DPM
87666YAA5
2000000.00000000
PA
USD
2024649.60000000
0.133828598450
Long
ABS-MBS
CORP
US
N
2
2037-05-15
Floating
7.51100000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBM1
8310000.00000000
PA
USD
7150426.76000000
0.472640595001
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.70000000
N
N
N
N
N
N
LUNAR AIRCRAFT 2020-1 LIMITED
N/A
LUNAR AIRCRAFT 2020-1 LTD
55037LAC8
323969.47000000
PA
USD
179000.13000000
0.011831843159
Long
ABS-O
CORP
US
N
2
2045-02-15
Fixed
6.41300000
N
Y
N
N
N
N
ENVIVA PARTNERS LP/FIN C
N/A
Enviva Partners LP / Enviva Partners Finance Corp
29413XAD9
3339000.00000000
PA
USD
1455186.29000000
0.096187281826
Long
DBT
CORP
US
N
2
2026-01-15
None
0.00000000
Y
N
N
N
N
N
Pnmac Gmsr Issuer Trust
5493007JEN3QN6CZC711
PNMAC GMSR Issuer Trust
69354WAJ5
2800000.00000000
PA
USD
2834359.92000000
0.187350154613
Long
ABS-O
CORP
US
N
2
2029-03-25
Floating
8.52900000
N
N
N
N
N
N
Benefit Street Partners CLO Ltd
N/A
Benefit Street Partners CLO XXV Ltd
08186YAC8
3000000.00000000
PA
USD
3002346.00000000
0.198453973093
Long
ABS-CBDO
CORP
KY
N
2
2035-01-15
Floating
7.27600000
N
N
N
N
N
N
MED Trust
N/A
Med Trust 2021-MDLN
58403YAU0
4150082.76000000
PA
USD
4144241.31000000
0.273932835665
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
8.58900000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2021-SFR2 Trust
00179VAG1
500000.00000000
PA
USD
452616.50000000
0.029917785196
Long
ABS-O
CORP
US
N
2
2038-08-17
Fixed
3.27500000
N
N
N
N
N
N
Conn Funding II, L.P
N/A
Conn's Receivables Funding 2024-A LLC
20824DAB9
3100000.00000000
PA
USD
3098472.32000000
0.204807887707
Long
ABS-O
CORP
US
N
2
2029-01-16
Fixed
9.80000000
N
N
N
N
N
N
RADIAN GROUP INC
54930005OUP720S5U385
Radian Group Inc
750236AY7
3257000.00000000
PA
USD
3307583.69000000
0.218630072823
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.20000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2015-P1
17324DAA2
4000000.00000000
PA
USD
3479121.20000000
0.229968639529
Long
ABS-MBS
CORP
US
N
2
2048-09-15
Fixed
3.22500000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16
46641BAP8
1119340.99000000
PA
USD
994863.78000000
0.065760132186
Long
ABS-MBS
CORP
US
N
2
2046-12-15
Variable
4.88400000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2022-NWPT
12663MAA2
3163000.00000000
PA
USD
3182735.54000000
0.210377655746
Long
ABS-MBS
CORP
US
N
2
2024-09-09
Floating
8.46800000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-23615.60000000
-0.00156098252
N/A
DFE
BR
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
8667110.00000000
USD
43473357.04000000
BRL
2024-04-30
-23615.60000000
N
N
N
Bryant Park Funding Ltd
N/A
Bryant Park Funding 2024-22 Ltd
11766CAJ3
3000000.00000000
PA
USD
3003504.00000000
0.198530516470
Long
ABS-CBDO
CORP
KY
N
2
2037-04-15
Floating
9.61200000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F050643
108375000.00000000
PA
USD
105809557.84000000
6.993973094595
Long
ABS-MBS
USGSE
US
N
2
2054-04-01
Fixed
5.00000000
N
N
N
N
N
N
BIOMARIN PHARMACEUTICAL
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061GAH4
175000.00000000
PA
USD
172270.00000000
0.011386984026
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
Smithfield Foods Inc
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248BB3
4300000.00000000
PA
USD
4144045.97000000
0.273919923763
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.20000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHY0
11276000.00000000
PA
USD
11302428.13000000
0.747086367796
Long
DBT
UST
US
N
2
2026-09-15
Fixed
4.62500000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
166000000.00000000
PA
3050921.97000000
0.201664826954
Long
DBT
NUSS
DO
Y
2
2035-09-15
Fixed
11.25000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECR4
2900000.00000000
PA
USD
2916060.58000000
0.192750538373
Long
DBT
CORP
GB
N
2
2030-03-12
Fixed
5.69000000
N
N
N
N
N
N
ExteNet Systems
N/A
ExteNet LLC 2019-1
30227XAC5
3040000.00000000
PA
USD
3008285.81000000
0.198846592363
Long
ABS-O
CORP
US
N
2
2049-07-25
Fixed
5.21900000
N
N
N
N
N
N
Conn Funding II, L.P
N/A
Conn's Receivables Funding 2022-A LLC
20825YAB2
430690.31000000
PA
USD
431901.71000000
0.028548545149
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
9.52000000
N
N
N
N
N
N
RMF Buyout Issuance Trust
N/A
RMF Buyout Issuance Trust 2020-HB1
76971EAH7
1215929.29000000
PA
USD
790354.04000000
0.052242113130
Long
ABS-MBS
CORP
US
N
2
2050-10-25
Fixed
6.00000000
N
Y
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECJ2
3596000.00000000
PA
USD
3669360.41000000
0.242543381768
Long
DBT
CORP
GB
N
2
2027-09-13
Fixed
6.49600000
N
N
N
N
N
N
GLOBAL ATLANTIC FIN CO
N/A
Global Atlantic Fin Co
37959GAB3
5247000.00000000
PA
USD
4349287.99000000
0.287486346259
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.12500000
N
N
N
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAA1
2325000.00000000
PA
USD
2184310.76000000
0.144382142762
Long
DBT
CORP
IE
N
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBD2
200000.00000000
PA
USD
189620.00000000
0.012533812684
Long
DBT
CORP
BM
N
2
2027-02-15
Fixed
1.12500000
N
N
N
N
Y
Norwegian Cruise Line Holdings Ltd
Norwegian Cruise Line Holdings Ltd
USD
XXXX
N
N
N
FMC GMSR Issuer Trust
N/A
FMC GMSR Issuer Trust
30259RAH8
2285000.00000000
PA
USD
2015728.06000000
0.133238887917
Long
ABS-O
CORP
US
N
2
2026-07-25
Variable
3.62000000
N
N
N
N
N
N
NRZ Excess Spread Collateralized Notes
N/A
NRZ Excess Spread-Collateralized Notes
62955MAB2
231647.82000000
PA
USD
216255.68000000
0.014294421395
Long
ABS-O
CORP
US
N
2
2026-07-25
Fixed
3.10400000
N
N
N
N
N
N
Castlelake Aircraft Securitization Trust
549300MHTIBONNXM3R82
Castlelake Aircraft Structured Trust 2019-1
14855MAA6
7906577.06000000
PA
USD
7126153.63000000
0.471036149981
Long
ABS-O
CORP
US
N
2
2039-04-15
Fixed
3.96700000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20753KAF9
509179.95000000
PA
USD
542685.67000000
0.035871324408
Long
ABS-MBS
USGSE
US
N
2
2031-08-25
Floating
9.58500000
N
N
N
N
N
N
ALPHA HOLDING SA
549300R872G37EN6NT94
ALPHA HOLDING SA
020ESCAC3
3125000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
MX
N
3
2025-02-10
None
0.00000000
N
N
N
N
N
N
SES SA
5493008JPA4HYMH1HX51
SES SA
78413HAB5
810000.00000000
PA
USD
602818.71000000
0.039846096370
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
1096000.00000000
PA
USD
1033278.00000000
0.068299298085
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
3242000.00000000
PA
USD
3263597.65000000
0.215722611658
Long
DBT
CORP
FR
N
2
2035-01-19
Fixed
6.06600000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJW2
37020000.00000000
PA
USD
36644015.63000000
2.422156037942
Long
DBT
UST
US
N
2
2029-01-31
Fixed
4.00000000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327M3F9
3495000.00000000
PA
USD
3467903.09000000
0.229227126558
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
3000000.00000000
PA
USD
3209790.00000000
0.212165945662
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
2496000.00000000
PA
USD
2569061.86000000
0.169814049826
Long
DBT
CORP
US
N
2
2054-02-22
Fixed
5.55000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CG5
200000.00000000
PA
USD
331400.00000000
0.021905418856
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
Oaktown Re Ltd
N/A
Oaktown Re VI Ltd
67401FAC4
391676.25000000
PA
USD
393066.54000000
0.025981554608
Long
ABS-MBS
CORP
BM
N
2
2033-10-25
Floating
7.37000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TR9
25336000.00000000
PA
USD
22267473.94000000
1.471871887570
Long
DBT
UST
US
N
2
2053-05-15
Fixed
3.62500000
N
N
N
N
N
N
COMM Mortgage Trust
549300BCCWSDWINK2593
COMM 2013-CCRE11 Mortgage Trust
12626LAY8
3062142.87000000
PA
USD
2777273.56000000
0.183576767085
Long
ABS-MBS
CORP
US
N
2
2050-08-10
Variable
4.46300000
N
N
N
N
N
N
BRUNSWICK CORP
YM4O38W15AX4YLLQKU27
Brunswick Corp/DE
117043AW9
5278000.00000000
PA
USD
5338232.91000000
0.352855243962
Long
DBT
CORP
US
N
2
2029-03-18
Fixed
5.85000000
N
N
N
N
N
N
KYNDRYL HOLDINGS INC
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc
50155QAN0
1700000.00000000
PA
USD
1745879.84000000
0.115402019218
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
2811000.00000000
PA
USD
2520319.66000000
0.166592208224
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.37500000
N
N
N
N
N
N
Viking Cruises Ltd
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAD9
2525000.00000000
PA
USD
2479082.88000000
0.163866472140
Long
DBT
CORP
BM
N
2
2027-09-15
Fixed
5.87500000
N
N
N
N
N
N
NEXTERA ENERGY PARTNERS
5493008F4ZOQFNG3WN54
NextEra Energy Partners LP
65341BAG1
200000.00000000
PA
USD
180741.25000000
0.011946930555
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
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAJ9
8630574.22000000
PA
USD
8630565.59000000
0.570477230600
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
7.68900000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
55608JBQ0
2429000.00000000
PA
USD
2543825.32000000
0.168145923757
Long
DBT
CORP
AU
N
2
2034-12-07
Fixed
6.25500000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AR4
3750000.00000000
PA
USD
3794098.16000000
0.250788501445
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
6683000.00000000
PA
USD
6797510.60000000
0.449312965833
Long
DBT
CORP
FR
N
2
2035-01-10
Fixed
6.25100000
N
N
N
N
N
N
TAPESTRY INC
549300LJNVY5SW3VTN33
Tapestry Inc
876030AD9
4579000.00000000
PA
USD
4827623.08000000
0.319104120852
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
200000.00000000
PA
USD
207700.00000000
0.013728894075
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
2165000.00000000
PA
USD
2386975.07000000
0.157778179569
Long
ABS-MBS
USGSE
US
N
2
2033-08-25
Floating
8.72000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trust
N/A
CFCRE Commercial Mortgage Trust 2016-C3
12531WAL6
1500000.00000000
PA
USD
1252710.75000000
0.082803722647
Long
ABS-MBS
CORP
US
N
2
2048-01-10
Variable
3.05200000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
Cascade Funding Mortgage Trust 2020-HB2
12529GAC5
2000000.00000000
PA
USD
1873253.40000000
0.123821364973
Long
ABS-O
CORP
US
N
2
2035-11-25
Variable
3.25000000
N
N
N
N
N
N
VineBrook Homes
N/A
VINE 2023-SFR1 Trust
91825KAE7
5000000.00000000
PA
USD
4453763.50000000
0.294392139279
Long
ABS-O
CORP
US
N
2
2040-12-17
Fixed
4.75000000
N
N
N
N
N
N
Neighborly Issuer LLC
N/A
Neighborly Issuer 2023-1
64016NAE7
5083650.00000000
PA
USD
5160926.56000000
0.341135359042
Long
ABS-O
CORP
US
N
2
2053-01-30
Fixed
7.30800000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TZ1
1725000.00000000
PA
USD
1734972.66000000
0.114681058607
Long
DBT
UST
US
N
2
2044-02-15
Fixed
4.50000000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2014-C24
92939KAT5
4150000.00000000
PA
USD
2294423.78000000
0.151660573132
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Fixed
3.69200000
N
N
N
N
N
N
CI FINANCIAL CORP
549300M9W7JJQSVCEM78
CI Financial Corp
125491AP5
3984000.00000000
PA
USD
2491804.87000000
0.164707391029
Long
DBT
CORP
CA
N
2
2051-06-15
Fixed
4.10000000
N
N
N
N
N
N
LHOME Mortgage Trust
N/A
LHOME Mortgage Trust 2023-RTL3
50205TAA2
1624000.00000000
PA
USD
1656494.29000000
0.109493667038
Long
ABS-MBS
CORP
US
N
2
2028-08-25
Variable
8.00000000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust 2022-1
67571EAB3
783917.43000000
PA
USD
777687.09000000
0.051404832365
Long
ABS-O
CORP
US
N
2
2028-03-20
Fixed
4.18000000
N
N
N
N
N
N
SONIC AUTOMOTIVE INC
549300NTLRGJ2JCBZU03
Sonic Automotive Inc
83545GBD3
2575000.00000000
PA
USD
2311683.33000000
0.152801423078
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.62500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754RAJ5
1995000.00000000
PA
USD
2126238.08000000
0.140543559842
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
6497000.00000000
PA
USD
6635985.38000000
0.438636207837
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
6.25000000
N
N
N
N
N
N
CI FINANCIAL CORP
549300M9W7JJQSVCEM78
CI Financial Corp
125491AN0
3912000.00000000
PA
USD
3207542.02000000
0.212017355006
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
7600000.00000000
PA
USD
6519165.70000000
0.430914469692
Long
DBT
CORP
US
N
2
2028-11-02
Fixed
2.20000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TS7
3760000.00000000
PA
USD
3471390.63000000
0.229457651677
Long
DBT
UST
US
N
2
2043-05-15
Fixed
3.87500000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACJ4
2036000.00000000
PA
USD
2076428.75000000
0.137251181337
Long
DBT
CORP
US
N
2
2030-06-26
Fixed
5.70000000
N
N
N
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block Inc
852234AF0
170000.00000000
PA
USD
174462.50000000
0.011531907475
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
2475000.00000000
PA
USD
2447136.70000000
0.161754841320
Long
ABS-O
CORP
US
N
2
2049-07-25
Fixed
3.20400000
N
N
N
N
N
N
Driven Brands Funding, LLC
N/A
DRIVEN BRANDS FUNDING LLC
26208LAD0
1912017.51000000
PA
USD
1855126.38000000
0.122623175577
Long
ABS-O
CORP
US
N
2
2049-04-20
Fixed
4.64100000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACV7
573000.00000000
PA
USD
575704.33000000
0.038053845764
Long
DBT
CORP
US
N
2
2031-01-08
Fixed
5.40000000
N
N
N
N
N
N
BATTALION CLO LTD
5493006S0D1X0TK7V334
BATTALION CLO LTD
07134FAG5
3000000.00000000
PA
USD
3007896.00000000
0.198820826065
Long
ABS-CBDO
CORP
KY
N
2
2037-03-13
Floating
9.62200000
N
N
N
N
N
N
VMC Finance LLC
N/A
VMC Finance 2021-HT1 LLC
91835TAC0
8477000.00000000
PA
USD
8085526.63000000
0.534450354582
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
3824000.00000000
PA
USD
3148615.06000000
0.208122304491
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.50000000
N
N
N
N
N
N
Falcon Aerospace Ltd
N/A
Falcon 2019-1 Aerospace Ltd
30610GAC7
3280080.57000000
PA
USD
1361266.24000000
0.089979200853
Long
ABS-O
CORP
KY
N
2
2039-09-15
Fixed
6.65600000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384ELZ6
3762441.46000000
PA
USD
3819364.94000000
0.252458626367
Long
ABS-MBS
USGA
US
N
2
2053-09-20
Floating
5.64200000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGH8
7543000.00000000
PA
USD
7323781.56000000
0.484099283911
Long
DBT
UST
US
N
2
2028-01-31
Fixed
3.50000000
N
N
N
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WBM2
1901000.00000000
PA
USD
2167934.62000000
0.143299685894
Long
DBT
CORP
KY
N
2
2032-12-01
Fixed
9.62500000
N
N
N
N
N
N
Sonic Capital LLC
N/A
Sonic Capital LLC
83546DAG3
3773748.34000000
PA
USD
3577938.35000000
0.236500417021
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
3585896.53000000
PA
USD
3418337.63000000
0.225950867771
Long
ABS-O
CORP
US
N
2
2049-11-22
Fixed
5.60000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
85000000.00000000
PA
5044388.29000000
0.333432221995
Long
DBT
NUSS
MX
N
2
2024-09-05
Fixed
8.00000000
N
N
N
N
N
N
MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01
5493002KQF9IH3CTQZ40
Multifamily Connecticut Avenue Securities Trust 2020-01
62548QAD3
7219467.20000000
PA
USD
7160202.59000000
0.473286773790
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
6590000.00000000
PA
USD
6686689.34000000
0.441987721058
Long
DBT
CORP
US
N
2
2034-03-05
Fixed
5.87500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBH3
41650000.00000000
PA
USD
38514861.22000000
2.545818247554
Long
DBT
UST
US
N
2
2026-01-31
Fixed
0.37500000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
5493004IHDYOZ9K9WF47
Hertz Vehicle Financing LLC
42806MAD1
5000000.00000000
PA
USD
4897370.50000000
0.323714399818
Long
ABS-O
CORP
US
N
2
2025-12-26
Fixed
3.98000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384BY39
1733338.98000000
PA
USD
1662502.88000000
0.109890832640
Long
ABS-MBS
USGA
US
N
2
2053-07-20
Floating
2.72300000
N
N
N
N
N
N
ServiceMaster Brands
N/A
ServiceMaster Funding LLC
81761TAC9
741196.11000000
PA
USD
635127.02000000
0.041981663851
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
1639000.00000000
PA
USD
1682618.71000000
0.111220481650
Long
DBT
CORP
LU
N
2
2034-03-05
Fixed
6.45000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust 2016-NXSR
12594PAG6
2000000.00000000
PA
USD
1394421.60000000
0.092170758029
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
4.42500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGP0
6228000.00000000
PA
USD
6156232.02000000
0.406924686114
Long
DBT
UST
US
N
2
2028-02-29
Fixed
4.00000000
N
N
N
N
N
N
Avant Credit Card Master Trust
N/A
Avant Credit Card Master Trust
05351KAA7
1450000.00000000
PA
USD
1400226.72000000
0.092554474339
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
1.37000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384BXQ9
1190000.00000000
PA
USD
1214306.11000000
0.080265189982
Long
ABS-MBS
USGA
US
N
2
2053-07-20
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20753MAE8
1046952.46000000
PA
USD
1115451.63000000
0.073730944990
Long
ABS-MBS
USGSE
US
N
2
2031-09-25
Floating
9.53500000
N
N
N
N
N
N
Loanpal Solar Loan 2020-3 Ltd
N/A
Loanpal Solar Loan Ltd
53948NAC7
4157118.06000000
PA
USD
2522474.80000000
0.166734662190
Long
ABS-O
CORP
US
N
2
2047-12-20
Fixed
3.50000000
N
N
N
N
N
N
Driven Brands Funding, LLC
N/A
DRIVEN BRANDS FUNDING LLC
26208LAC2
2554175.00000000
PA
USD
2509145.66000000
0.165853610909
Long
ABS-O
CORP
US
N
2
2048-04-20
Fixed
4.73900000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBC4
49330000.00000000
PA
USD
45761282.81000000
3.024804065728
Long
DBT
UST
US
N
2
2025-12-31
Fixed
0.37500000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Selection Trust 2021-3
69546RAC0
2899842.15000000
PA
USD
2525783.68000000
0.166953377949
Long
ABS-O
CORP
US
N
2
2029-05-15
Fixed
3.27000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAV3
990000.00000000
PA
USD
876715.98000000
0.057950605794
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.37500000
N
N
N
N
N
N
Driven Brands Funding, LLC
N/A
DRIVEN BRANDS FUNDING LLC
26208LAE8
4107675.00000000
PA
USD
3869341.53000000
0.255762060697
Long
ABS-O
CORP
US
N
2
2049-10-20
Fixed
3.98100000
N
N
N
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
05523RAL1
1952000.00000000
PA
USD
1962524.42000000
0.129722146762
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
7215000.00000000
PA
USD
1517996.32000000
0.100339001849
Long
ABS-MBS
CORP
US
N
2
2032-11-05
Variable
3.71900000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-WEHO
12657CAA2
395739.86000000
PA
USD
390068.51000000
0.025783385921
Long
ABS-MBS
CORP
US
N
2
2026-04-15
Floating
9.40900000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE22 Mortgage Trust
12592XAG1
2324000.00000000
PA
USD
1979807.00000000
0.130864518982
Long
ABS-MBS
CORP
US
N
2
2048-03-10
Variable
4.06600000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397C68
5097000.00000000
PA
USD
5437497.39000000
0.359416589804
Long
DBT
CORP
US
N
2
2030-03-06
Fixed
7.35000000
N
N
N
N
N
N
TAPESTRY INC
549300LJNVY5SW3VTN33
Tapestry Inc
876030AC1
1643000.00000000
PA
USD
1693480.09000000
0.111938414898
Long
DBT
CORP
US
N
2
2026-11-27
Fixed
7.00000000
N
N
N
N
N
N
Mello Warehouse Securitization Trust
N/A
Mello Warehouse Securitization Trust 2021-3
58552FAE6
4000000.00000000
PA
USD
4030986.40000000
0.266446727515
Long
ABS-MBS
CORP
US
N
2
2055-11-25
Floating
8.69400000
N
N
N
N
N
N
Focus Brands Funding LLC
N/A
FOCUS Brands Funding LLC
34417RAB2
1970000.00000000
PA
USD
1978082.71000000
0.130750544043
Long
ABS-O
CORP
US
N
2
2052-07-30
Fixed
7.20600000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBW1
4175000.00000000
PA
USD
4159533.67000000
0.274943655071
Long
DBT
CORP
FR
N
2
2030-01-19
Fixed
5.63400000
N
N
N
N
N
N
Diamond Issuer LLC
N/A
Diamond Issuer
25267TAQ4
1000000.00000000
PA
USD
854649.10000000
0.056491993093
Long
ABS-O
CORP
US
N
2
2051-11-20
Fixed
2.70100000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384BS69
1190000.00000000
PA
USD
1214143.02000000
0.080254409792
Long
ABS-MBS
USGA
US
N
2
2053-07-20
Fixed
6.00000000
N
N
N
N
N
N
AMERICAN ASSETS TRUST LP
549300V1TI0SMG9Z6U69
American Assets Trust LP
02401LAA2
3290000.00000000
PA
USD
2685075.53000000
0.177482511005
Long
DBT
US
N
2
2031-02-01
Fixed
3.37500000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HBD6
5400000.00000000
PA
USD
5407751.97000000
0.357450428416
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
3883000.00000000
PA
USD
3952149.43000000
0.261235632616
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
2331250.00000000
PA
USD
2263145.56000000
0.149593094224
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
992000.00000000
PA
USD
889653.18000000
0.058805749985
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
2303000.00000000
PA
USD
2445896.47000000
0.161672862570
Long
DBT
CORP
US
N
2
2030-06-10
Fixed
7.20000000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
74841CAB7
2900000.00000000
PA
USD
2529247.30000000
0.167182321964
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.87500000
N
N
N
N
N
N
Pnmac Gmsr Issuer Trust
N/A
PMT Issuer Trust - FMSR
69346MAE9
5455000.00000000
PA
USD
5534783.74000000
0.365847181976
Long
ABS-O
CORP
US
N
2
2027-06-25
Floating
9.51100000
N
N
N
N
N
N
Brookhaven Park CLO Ltd
N/A
Brookhaven Park CLO LTD
113520AJ9
2500000.00000000
PA
USD
2509817.50000000
0.165898019287
Long
ABS-CBDO
CORP
KY
N
2
2037-04-19
Floating
0.00000000
N
N
N
N
N
N
ACHV ABS TRUST
N/A
ACHV ABS TRUST 2023-3PL
000876AB8
2750000.00000000
PA
USD
2764607.73000000
0.182739560352
Long
ABS-O
CORP
US
N
2
2030-08-19
Fixed
7.17000000
N
N
N
N
N
N
COMETA ENERGIA SA
5493007L8UH7TYXKI505
Cometa Energia SA de CV
000000000
1884700.00000000
PA
USD
1901221.28000000
0.125670031617
Long
DBT
CORP
MX
Y
2
2035-04-24
Fixed
6.37500000
N
N
N
N
N
N
SERVPRO MASTER ISSUER, LLC
N/A
SERVPRO Master Issuer LLC
817743AA5
4672600.00000000
PA
USD
4437628.50000000
0.293325621677
Long
ABS-O
CORP
US
N
2
2049-10-25
Fixed
3.88200000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
5493002S7XBI8CVRR075
Wells Fargo Commercial Mortgage Trust 2015-NXS1
94989HBJ8
1000000.00000000
PA
USD
923420.55000000
0.061037760799
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
3.84800000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300MZIB10PDVAE312
Wells Fargo Commercial Mortgage Trust 2016-C35
95000FAC0
2150000.00000000
PA
USD
1761403.63000000
0.116428136062
Long
ABS-MBS
CORP
US
N
2
2048-07-15
Fixed
3.14200000
N
N
N
N
N
N
LA CONSTRUCCION SA
254900IMQ8BOPW9UKX13
Inversiones La Construccion SA
000000000
2250000.00000000
PA
USD
1923750.00000000
0.127159171774
Long
DBT
CORP
CL
Y
2
2032-02-07
Fixed
4.75000000
N
N
N
N
N
N
SOLRR Aircraft 2021-1 Limited
N/A
Lunar 2021-1 Structured Aircraft Portfolio Notes
83438LAA9
5954904.59000000
PA
USD
5290985.13000000
0.349732182976
Long
ABS-O
CORP
IE
N
2
2046-10-15
Fixed
2.63600000
N
N
N
N
N
N
Conn Funding II, L.P
N/A
Conn's Receivables Funding 2022-A LLC
20825YAD8
3700000.00000000
PA
USD
3378939.90000000
0.223346692220
Long
ABS-O
CORP
US
N
2
2026-12-15
None
0.00000000
N
N
N
N
N
N
Falcon Aerospace Ltd
N/A
Falcon 2019-1 Aerospace Ltd
30610GAA1
1534001.55000000
PA
USD
1403611.42000000
0.092778201772
Long
ABS-O
CORP
KY
N
2
2039-09-15
Fixed
3.59700000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F040644
8514000.00000000
PA
USD
7886757.44000000
0.521311783783
Long
ABS-MBS
USGSE
US
N
2
2054-04-01
Fixed
4.00000000
N
N
N
N
N
N
SEASPAN CORP
5493007Z8Q1H45KT7W98
Seaspan Corp
81254UAK2
2786000.00000000
PA
USD
2433311.07000000
0.160840972231
Long
DBT
CORP
MH
N
2
2029-08-01
Fixed
5.50000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
549300BI6Y5SI6BYPB26
Morgan Stanley Institutional Liquidity Funds - Government Portfolio
61747C707
96947526.47000000
NS
USD
96947526.47000000
6.408196060549
Long
STIV
RF
US
N
1
N
N
N
Palmer Square CLO Ltd
549300A8L0VCZ9626397
Palmer Square CLO 2018-1 Ltd
69703PAS8
3000000.00000000
PA
USD
3008346.00000000
0.198850570900
Long
ABS-CBDO
CORP
KY
N
2
2037-04-18
Floating
9.22400000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AT4
2996000.00000000
PA
USD
2845907.89000000
0.188113471208
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TG3
5803000.00000000
PA
USD
4392598.96000000
0.290349185543
Long
DBT
UST
US
N
2
2052-05-15
Fixed
2.87500000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
12545.52000000
0.000829254285
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
7139530.68000000
CAD
5285557.45000000
USD
2024-04-30
12545.52000000
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F042640
18576000.00000000
PA
USD
17694366.32000000
1.169591145585
Long
ABS-MBS
USGSE
US
N
2
2054-04-01
Fixed
4.50000000
N
N
N
N
N
N
BANK HAPOALIM
B6ARUI4946ST4S7WOU88
Bank Hapoalim BM
000000000
2600000.00000000
PA
USD
2338193.00000000
0.154553702574
Long
DBT
CORP
IL
Y
2
2032-01-21
Fixed
3.25500000
N
N
N
N
N
N
ServiceMaster Brands
N/A
ServiceMaster Funding LLC
81761TAA3
633458.13000000
PA
USD
566725.22000000
0.037460329875
Long
ABS-O
CORP
US
N
2
2051-01-30
Fixed
2.84100000
N
N
N
N
N
N
Helios Issuer VI, LLC
N/A
SUNNOVA HELIOS II ISSUER LLC 2021-B
86744TAB2
2240223.07000000
PA
USD
1858148.99000000
0.122822968993
Long
ABS-O
CORP
US
N
2
2048-07-20
Fixed
2.01000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAA9
1968750.03000000
PA
USD
1956572.92000000
0.129328754787
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
2300000.00000000
PA
USD
2340363.07000000
0.154697143408
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
3315000.00000000
PA
USD
2734282.61000000
0.180735081005
Long
DBT
CORP
CH
N
2
2031-02-10
Fixed
4.37500000
N
N
N
N
N
N
ExteNet Systems
N/A
ExteNet LLC 2019-1
30227XAB7
3502000.00000000
PA
USD
3465185.93000000
0.229047523276
Long
ABS-O
CORP
US
N
2
2049-07-25
Fixed
4.14000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C25
46643PAN0
2600000.00000000
PA
USD
1498071.90000000
0.099022004970
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Variable
3.93200000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YDX4
3558000.00000000
PA
USD
3662084.84000000
0.242062469250
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
4319490.98000000
PA
USD
3898461.56000000
0.257686884035
Long
ABS-O
CORP
US
N
2
2029-08-15
Fixed
3.93000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT JUN24
000000000
25.00000000
NC
USD
56997.00000000
0.003767480864
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CME Ultra Long Term U.S. Treasury Bond Futures
WNM4 Comdty
2024-06-18
3168003.00000000
USD
56997.00000000
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp
928881AF8
3671000.00000000
PA
USD
3071913.72000000
0.203052373955
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.95000000
N
N
N
N
N
N
Freedom Financial
N/A
FREED ABS Trust 2022-4FP
35634JAB4
313003.35000000
PA
USD
313486.72000000
0.020721357597
Long
ABS-O
CORP
US
N
2
2029-12-18
Fixed
7.58000000
N
N
N
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884UAE9
3559000.00000000
PA
USD
3390172.71000000
0.224089176855
Long
DBT
US
N
2
2028-04-15
Fixed
4.95000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83370RAD0
10450000.00000000
PA
USD
10423875.00000000
0.689014327057
Long
DBT
CORP
FR
N
2
2034-03-25
Fixed
8.50000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
Comm 2013-CCRE13 Mortgage Trust
12630BBF4
353095.34000000
PA
USD
328494.08000000
0.021713338607
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Variable
4.91900000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHE4
15600000.00000000
PA
USD
15206648.50000000
1.005153907067
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
2631000.00000000
PA
USD
2509264.42000000
0.165861460901
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.37500000
N
N
N
N
N
N
COPT DEFENSE PROP LP
H0TWO5VRNEP6CQAWPX27
COPT Defense Properties LP
22003BAP1
3876000.00000000
PA
USD
3041662.20000000
0.201052759541
Long
DBT
US
N
2
2033-12-01
Fixed
2.90000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDF5
4000000.00000000
PA
USD
3524375.00000000
0.232959899166
Long
DBT
UST
US
N
2
2028-10-31
Fixed
1.37500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384AG64
1001512.00000000
PA
USD
1022022.62000000
0.067555321582
Long
ABS-MBS
USGA
US
N
2
2053-06-20
Fixed
6.00000000
N
N
N
N
N
N
ACHV ABS TRUST
N/A
ACHV ABS TRUST 2023-4CP
00092CAB8
1200000.00000000
PA
USD
1210412.88000000
0.080007848902
Long
ABS-O
CORP
US
N
2
2030-11-25
Fixed
7.24000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BF8
148899500.00000000
PA
4173667.16000000
0.275877873594
Long
DBT
NUSS
UY
N
2
2033-07-20
Fixed
9.75000000
N
N
N
N
N
N
PNMSR PART 2023
N/A
PNMSR PART 2023
000000000
1128879.00000000
PA
USD
1138287.85000000
0.075240410784
Long
ABS-O
CORP
US
N
2
2024-12-24
Variable
11.08000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C22
46642NAJ5
1250000.00000000
PA
USD
747353.25000000
0.049399776630
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Variable
4.56100000
N
N
N
N
N
N
BILL HOLDINGS INC
549300IBF9VZZIGOZW63
BILL Holdings Inc
090043AB6
175000.00000000
PA
USD
163800.00000000
0.010827120122
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
GLOBAL ATLANTIC FIN CO
N/A
Global Atlantic Fin Co
37959GAF4
7800000.00000000
PA
USD
8008629.80000000
0.529367502229
Long
DBT
CORP
US
N
2
2054-03-15
Fixed
6.75000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBK0
3250000.00000000
PA
USD
3132626.84000000
0.207065488993
Long
DBT
CORP
GB
N
2
2030-06-20
Fixed
5.08800000
N
N
N
N
N
N
Chase Auto Credit Linked Notes
N/A
JPMorgan Chase Bank NA - CACLN
46591HCG3
145742.07000000
PA
USD
142165.30000000
0.009397074361
Long
ABS-O
CORP
US
N
2
2029-02-26
Fixed
2.10200000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trust
N/A
CFCRE Commercial Mortgage Trust 2016-C7
12532BAL1
1725000.00000000
PA
USD
1320341.91000000
0.087274117600
Long
ABS-MBS
CORP
US
N
2
2054-12-10
Variable
4.36700000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAH6
1518000.00000000
PA
USD
1270452.79000000
0.083976465005
Long
DBT
CORP
FR
N
2
2037-01-14
Fixed
3.64800000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-199637.65000000
-0.01319597568
N/A
DFE
JP
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
7564686.76000000
USD
1110000000.00000000
JPY
2024-04-30
-199637.65000000
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2021-2 Trust
43732VAL0
6730076.29000000
PA
USD
6030795.79000000
0.398633397164
Long
ABS-O
CORP
US
N
2
2026-12-17
Fixed
3.79900000
N
N
N
N
N
N
ORL TRUST
N/A
ORL Trust 2023-GLKS
67116QAA0
2011000.00000000
PA
USD
2026081.90000000
0.133923272956
Long
ABS-MBS
CORP
US
N
2
2036-10-19
Floating
7.67600000
N
N
N
N
N
N
OCP CLO Ltd
N/A
OCP CLO 2024-32 Ltd
67570CAJ1
3000000.00000000
PA
USD
3011778.00000000
0.199077424846
Long
ABS-CBDO
CORP
JE
N
2
2037-04-23
Floating
9.07500000
N
N
N
N
N
N
UBS-Barclays Commercial Mortgage Trust
549300G1IXWLFE766Q13
UBS-Barclays Commercial Mortgage Trust 2013-C6
90349GAS4
1706680.94000000
PA
USD
1469976.75000000
0.097164925825
Long
ABS-MBS
CORP
US
N
2
2046-04-10
Variable
3.90600000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AM34
8000000.00000000
PA
USD
8209464.00000000
0.542642569434
Long
DBT
CORP
FR
N
2
2029-08-16
Fixed
7.75000000
N
N
N
N
N
N
Retained Vantage Data Centers Issuer, LLC
254900N4NW6XZ9B4HM15
Retained Vantage Data Centers Issuer LLC
76134KAC8
4890000.00000000
PA
USD
4592296.80000000
0.303549139768
Long
ABS-O
CORP
US
N
2
2048-09-15
Fixed
5.75000000
N
N
N
N
N
N
MVW 2020-1 LLC
N/A
MVW 2020-1 LLC
55400EAA7
154758.95000000
PA
USD
145163.66000000
0.009595264861
Long
ABS-O
CORP
US
N
2
2037-10-20
Fixed
1.74000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2021-SFR1 Trust
33767WAS2
3615000.00000000
PA
USD
3200340.70000000
0.211541350387
Long
ABS-O
CORP
US
N
2
2038-08-17
Fixed
3.68600000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C23
46643AAG8
3000000.00000000
PA
USD
2692153.80000000
0.177950382064
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Variable
3.98000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
0641598V1
7660000.00000000
PA
USD
7813797.48000000
0.516489157098
Long
DBT
CORP
CA
N
2
2084-01-27
Fixed
8.00000000
N
N
N
N
N
N
Finance of America HECM Buyout
N/A
Finance of America HECM Buyout 2022-HB2
317380AG8
1000000.00000000
PA
USD
663024.10000000
0.043825650641
Long
ABS-O
CORP
US
N
2
2032-08-01
Variable
6.00000000
N
N
N
N
N
N
Retained Vantage Data Centers Issuer, LLC
254900N4NW6XZ9B4HM15
Retained Vantage Data Centers Issuer LLC
000000000
4877000.00000000
PA
3315008.02000000
0.219120818322
Long
ABS-O
CORP
US
N
2
2048-09-15
Fixed
5.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHQ7
12400000.00000000
PA
USD
12324679.67000000
0.814656820906
Long
DBT
UST
US
N
2
2028-07-31
Fixed
4.12500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CKG5
7392000.00000000
PA
USD
7360526.27000000
0.486528095810
Long
DBT
UST
US
N
2
2029-03-31
Fixed
4.12500000
N
N
N
N
N
N
WASH MULTIFAM ACQ INC
549300AS7PRY5PHG6L12
WASH Multifamily Acquisition Inc
93710WAA3
2340000.00000000
PA
USD
2289075.05000000
0.151307024034
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
ASR NEDERLAND NV
7245000G0HS48PZWUD53
ASR Nederland NV
000000000
2860000.00000000
PA
3569404.33000000
0.235936321419
Long
DBT
CORP
NL
Y
2
2043-12-07
Fixed
7.00000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2022-CNTR
12665CAA2
3745000.00000000
PA
USD
3406761.52000000
0.225185691132
Long
ABS-MBS
CORP
US
N
2
2025-01-15
Floating
9.27000000
N
N
N
N
N
N
AMER AGCREDIT ACA
N/A
American AgCredit Corp
02369GAA3
1431000.00000000
PA
USD
1359450.00000000
0.089859148053
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.25000000
N
N
N
N
N
N
KITE REALTY GROUP LP
549300X6R2GYI8Y3OD81
Kite Realty Group LP
49803XAE3
2624000.00000000
PA
USD
2608421.86000000
0.172415731438
Long
DBT
US
N
2
2034-03-01
Fixed
5.50000000
N
N
N
N
N
N
Sunnova Sol Issuer,LLC
N/A
Sunnova Sol Issuer LLC
86745NAB4
8110744.27000000
PA
USD
6491735.90000000
0.429101369939
Long
ABS-O
CORP
US
N
2
2055-02-01
Fixed
5.54000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RB6
18903000.00000000
PA
USD
15026777.47000000
0.993264497736
Long
DBT
UST
US
N
2
2043-05-15
Fixed
2.87500000
N
N
N
N
N
N
Republic of South Africa Government International Bonds
378900AAFB4F17004C49
Republic of South Africa Government International Bonds
836205BC7
3118000.00000000
PA
USD
2814182.08000000
0.186016406765
Long
DBT
NUSS
ZA
N
2
2032-04-20
Fixed
5.87500000
N
N
N
N
N
N
CAIXABANK SA
7CUNS533WID6K7DGFI87
CaixaBank SA
12803RAC8
2818000.00000000
PA
USD
3014076.13000000
0.199229330399
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
1051000.00000000
PA
USD
1069676.64000000
0.070705234884
Long
ABS-MBS
USGA
US
N
2
2053-06-20
Fixed
6.00000000
N
N
N
N
N
N
Natixis Commercial Mortgage Securities
N/A
Natixis Commercial Mortgage Securities Trust 2018-FL1
63874MAL6
3219000.00000000
PA
USD
1347722.23000000
0.089083946743
Long
ABS-MBS
CORP
US
N
2
2035-06-15
Floating
8.50000000
N
N
N
N
N
N
PMT ISSUER TRUST - FMSR
N/A
PMT Issuer Trust - FMSR
69346MAD1
390000.00000000
PA
USD
394909.13000000
0.026103349134
Long
ABS-O
CORP
US
N
2
2026-03-25
Floating
8.44400000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2021-SFR2 Trust
33767TAS9
4000000.00000000
PA
USD
3530312.48000000
0.233352364424
Long
ABS-O
CORP
US
N
2
2038-09-17
Fixed
3.40600000
N
N
N
N
N
N
VAR ENERGI ASA
549300LIVN3FFOJN2K47
Var Energi ASA
92212WAD2
3000000.00000000
PA
USD
3177949.44000000
0.210061296286
Long
DBT
CORP
NO
N
2
2028-01-15
Fixed
7.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) JUN24
000000000
1418.00000000
NC
USD
-121387.73000000
-0.00802368457
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
290080232.90000000
USD
-121387.73000000
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EEL3
1630000.00000000
PA
USD
1622721.74000000
0.107261313828
Long
DBT
CORP
US
N
2
2025-05-23
Fixed
3.87800000
N
N
N
N
N
N
Horizon Aircraft Finance II LLC
549300KSCDSEIWTVMM32
Horizon Aircraft Finance II Ltd
44040HAA0
1570842.19000000
PA
USD
1420938.92000000
0.093923543188
Long
ABS-O
CORP
KY
N
2
2039-07-15
Fixed
3.72100000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384GBJ8
2750000.00000000
PA
USD
2815298.89000000
0.186090227497
Long
ABS-MBS
USGA
US
N
2
2053-11-20
Fixed
6.00000000
N
N
N
N
N
N
Helios Issuer, LLC
N/A
Sunnova Helios IV Issuer LLC
86746CAB7
1726799.27000000
PA
USD
1453759.84000000
0.096092994002
Long
ABS-O
CORP
US
N
2
2047-06-20
Fixed
7.25000000
N
N
N
N
N
N
BLUE OWL CREDIT INCOME
5493003I42XBWPE05N35
Blue Owl Credit Income Corp
69120VAX9
5075000.00000000
PA
USD
4957555.92000000
0.327692634080
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
6.65000000
N
N
N
N
N
N
Seagate HDD Cayman
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WAN1
1953000.00000000
PA
USD
1912113.95000000
0.126390033122
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
3055000.00000000
PA
USD
2970600.77000000
0.196355624995
Long
DBT
CORP
US
N
2
2025-08-08
Fixed
4.15000000
N
N
N
N
N
N
Helios Issuer, LLC
N/A
Sunnova Helios V Issuer LLC
86746EAB3
2761272.80000000
PA
USD
2241290.62000000
0.148148490679
Long
ABS-O
CORP
US
N
2
2048-02-20
Fixed
3.15000000
N
N
N
N
N
N
SES GLOBAL AMERICAS HLDG
5299000YGN3VJ3R60481
SES GLOBAL Americas Holdings Inc
78413KAB8
1360000.00000000
PA
USD
1041556.97000000
0.068846534976
Long
DBT
CORP
US
N
2
2044-03-25
Fixed
5.30000000
N
N
N
N
N
N
RAIZEN FUELS FINANCE
52990010NH26VC32Q522
Raizen Fuels Finance SA
75102XAC0
1060000.00000000
PA
USD
1091935.68000000
0.072176549291
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
583673.00000000
PA
USD
604748.61000000
0.039973662055
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
1989578.18000000
PA
USD
1809793.53000000
0.119626690763
Long
ABS-O
CORP
US
N
2
2054-08-25
Variable
4.25000000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAF2
5000000.00000000
PA
USD
5100940.00000000
0.337170269354
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
8.75000000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05971PAB4
745000.00000000
PA
USD
743662.95000000
0.049155849149
Long
DBT
CORP
MX
N
2
2029-06-27
Fixed
7.50000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397D67
5474000.00000000
PA
USD
5893687.64000000
0.389570598569
Long
DBT
CORP
US
N
2
2033-11-07
Fixed
7.12200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137HC2Y7
1140000.00000000
PA
USD
1166822.83000000
0.077126562531
Long
ABS-MBS
USGSE
US
N
2
2054-04-25
Fixed
6.00000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-VOLT
05609VAJ4
6378904.00000000
PA
USD
6289859.60000000
0.415757420305
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
6.54000000
N
N
N
N
N
N
ALPHA HOLDING SA
549300R872G37EN6NT94
ALPHA HOLDING SA
020ESCAD1
3125000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
MX
N
3
2025-02-10
None
0.00000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ITBJ4KEFYWF83
Freddie Mac STACR REMIC Trust 2020-HQA2
35565LBD7
1878000.00000000
PA
USD
2124239.79000000
0.140411473604
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
2870000.00000000
PA
USD
2777285.51000000
0.183577556975
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
6.75000000
N
N
N
N
N
N
AASET 2019-2 Trust
N/A
Aaset 2019-2 Trust
00038RAB2
3083614.53000000
PA
USD
1507513.77000000
0.099646109126
Long
ABS-O
CORP
US
N
2
2039-10-16
Fixed
4.45800000
N
N
N
N
N
N
Theorem Funding Trust
N/A
Theorem Funding Trust 2021-1
88339VAB4
425834.59000000
PA
USD
424880.93000000
0.028084474157
Long
ABS-O
CORP
US
N
2
2027-12-15
Fixed
1.84000000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
CFMT 2023-H11 LLC
12530KAC3
2500000.00000000
PA
USD
2195882.50000000
0.145147030546
Long
ABS-O
CORP
US
N
2
2037-02-25
Variable
4.00000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754JAC8
7810248.97000000
PA
USD
8151644.32000000
0.538820709722
Long
ABS-MBS
USGSE
US
N
2
2039-09-25
Floating
9.18500000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBM5
7769000.00000000
PA
USD
7032240.87000000
0.464828550875
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
4.12500000
N
N
N
N
N
N
Star Trust
N/A
STAR 2021-SFR1 Trust
85521DAN2
2494000.00000000
PA
USD
2389207.61000000
0.157925749647
Long
ABS-O
CORP
US
N
2
2038-04-17
Floating
8.64000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJZ5
4922000.00000000
PA
USD
4841248.44000000
0.320004752168
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
504849.09000000
PA
USD
435059.00000000
0.028757240864
Long
ABS-O
CORP
US
N
2
2045-02-15
Fixed
4.33500000
N
N
N
N
N
N
MEXICAN UDIBONOS
254900EGTWEU67VP6075
Mexican Udibonos
000000000
85155095.25000000
PA
4870223.58000000
0.321919998330
Long
DBT
NUSS
MX
N
2
2028-11-30
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TW8
3380000.00000000
PA
USD
3507278.13000000
0.231829802309
Long
DBT
UST
US
N
2
2043-11-15
Fixed
4.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TF5
72222000.00000000
PA
USD
53740502.87000000
3.552227594894
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.37500000
N
N
N
N
N
N
Credit Agricole CIB
1VUV7VQFKUOQSJ21A208
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-5516.25000000
-0.00036462210
N/A
DFE
US
N
2
Credit Agricole CIB
1VUV7VQFKUOQSJ21A208
2907464.40000000
EUR
3134591.74000000
USD
2024-04-30
-5516.25000000
N
N
N
Dryden Senior Loan Fund
254900XGNUOV0Y3IBA68
Dryden 77 CLO Ltd
26252VAU5
1200000.00000000
PA
USD
1200051.60000000
0.079322972081
Long
ABS-CBDO
CORP
KY
N
2
2034-05-20
Floating
7.23100000
N
N
N
N
N
N
FMC GMSR Issuer Trust
N/A
FMC GMSR Issuer Trust
30259RAK1
1690000.00000000
PA
USD
1497728.87000000
0.098999330812
Long
ABS-O
CORP
US
N
2
2026-10-25
Variable
3.85000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2021-SFR1 Trust
33767WAU7
4949000.00000000
PA
USD
4318218.77000000
0.285432682174
Long
ABS-O
CORP
US
N
2
2038-08-17
Fixed
3.83500000
N
N
N
N
N
N
Prosper Marketplace Issuance Trust
N/A
Prosper Marketplace Issuance Trust Series 2023-1
74390NAA0
1956605.01000000
PA
USD
1963374.28000000
0.129778322197
Long
ABS-O
CORP
US
N
2
2029-07-16
Fixed
7.06000000
N
N
N
N
N
N
Coinstar Funding, LLC
N/A
Coinstar Funding LLC Series 2017-1
19260MAA4
3176095.00000000
PA
USD
2850505.24000000
0.188417354363
Long
ABS-O
CORP
US
N
2
2047-04-25
Fixed
5.21600000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32
61691GAC4
5000000.00000000
PA
USD
3250295.50000000
0.214843344406
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
3.39600000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384GQP8
3000000.00000000
PA
USD
3057402.30000000
0.202093174398
Long
ABS-MBS
USGA
US
N
2
2053-12-20
Fixed
6.00000000
N
N
N
N
N
N
NEWMARK GROUP INC
N/A
Newmark Group Inc
65158NAC6
6625000.00000000
PA
USD
6819324.50000000
0.450754856649
Long
DBT
CORP
US
N
2
2029-01-12
Fixed
7.50000000
N
N
N
N
N
N
Multifamily Connecticut Avenue Securities
549300HG8ZEWVWVSN227
Multifamily Connecticut Avenue Securities Trust 2019-01
62547NAB5
2794976.49000000
PA
USD
2759605.50000000
0.182408914777
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
453000.00000000
PA
USD
462205.84000000
0.030551637064
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
5.35000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613BF4
4910000.00000000
PA
USD
5332137.25000000
0.352452323065
Long
DBT
CORP
CH
N
2
2028-11-13
Fixed
9.25000000
N
N
N
N
N
N
Willis Engine Securitization Trust
N/A
Willis Engine Structured Trust V
97064FAB1
1421201.52000000
PA
USD
1204073.62000000
0.079588826133
Long
ABS-O
CORP
US
N
2
2045-03-15
Fixed
4.21200000
N
N
N
N
N
N
BROOKFIELD PROPERTY PART
5493004J5Z0TZW83NU62
Brookfield Property Partners LP
000000000
187034.00000000
NS
USD
2386553.84000000
0.157750336420
Long
EP
CORP
BM
N
1
N
N
N
FirstKey Homes 2021-SFR3 Trust
N/A
FirstKey Homes 2021-SFR3 Trust
33768JAW1
4000000.00000000
PA
USD
3549132.40000000
0.234596354256
Long
ABS-O
CORP
US
N
2
2038-12-17
Fixed
3.98100000
N
N
N
N
N
N
DEXCOM INC
549300YSK3QDSFR5EU59
Dexcom Inc
252131AK3
175000.00000000
PA
USD
192741.69000000
0.012740155252
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
CONTL AIRLINES 2012-2 A
N/A
Continental Airlines 2012-2 Class A Pass Through Trust
210795QB9
3448682.62000000
PA
USD
3407342.92000000
0.225224121459
Long
DBT
CORP
US
N
2
2024-10-29
Fixed
4.00000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89117F8Z5
4577000.00000000
PA
USD
4812042.68000000
0.318074262108
Long
DBT
CORP
CA
N
2
2082-10-31
Fixed
8.12500000
N
N
N
N
N
N
2024-04-25
EATON VANCE MUTUAL FUNDS TRUST
James Kirchner
James Kirchner
Treasurer