Form NPORT-P CALVERT FUND For: Mar 31

  
    NPORT-P
    false
    
      
      
        
          0000701039
          XXXXXXXX
        
      
      
      
      
        S000005150
        C000014105
        C000014104
        C000211120
        C000014103
      
      
      
    
  
  
    
      CALVERT FUND
      811-03416
      0000701039
      549300SAFDT1VZ80RP53
      1825 Connecticut Avenue NW
      Suite 400
      Washington
      
      20009
      202-238-2200
      Calvert Short Duration Income Fund
      S000005150
      549300KRHGOWQEB8SR45
      2022-09-30
      2022-03-31
      N
    
    
      2670706627.67
      41268678.78
      2629437948.89
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      13000000.00000000
      0.00000000
      0.00000000
      0.00000000
      
        
          USD
          
          
        
      
      
      
      
        
        
        
        
        
        
      
      
        
          
            UST
          
        
      
      
        
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
    
    
      
        COCA-COLA EUROPACIFIC
        549300LTH67W4GWMRF57
        
        19123MAF0
        
          
        
        3742000.00000000
        PA
        USD
        3419973.81000000
        0.130064822843
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-01-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PCB0
        
          
        
        9000000.00000000
        PA
        USD
        8391422.25000000
        0.319133686099
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-22
          Fixed
          1.57800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mosaic Solar Loans LLC
        N/A
        
        61946PAA1
        
          
        
        4586477.34000000
        PA
        USD
        4188869.66000000
        0.159306655696
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-08-20
          Fixed
          1.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        
        61691LAJ8
        
          
        
        5755000.00000000
        PA
        USD
        5722156.79000000
        0.217619008366
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-11-15
          Floating
          1.39700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Change Healthcare Holdings LLC
        549300GHXFJ3EKF50583
        
        15911AAC7
        
          
        
        4142436.64000000
        PA
        USD
        4125423.65000000
        0.156893744221
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-03-01
          Floating
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Conn Funding II, L.P
        N/A
        
        20825XAA6
        
          
        
        123791.45000000
        PA
        USD
        123680.63000000
        0.004703690766
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-06-16
          Fixed
          1.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Multifamily Connecticut Avenue Securities
        549300HG8ZEWVWVSN227
        
        62547NAA7
        
          
        
        84218.98000000
        PA
        USD
        82676.14000000
        0.003144251418
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-10-15
          Floating
          2.15700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        
        00774MAS4
        
          
        
        3000000.00000000
        PA
        USD
        2756157.45000000
        0.104819261894
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2026-01-30
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMITHFIELD FOODS INC
        CVTIPZRZJC0JQEZLL598
        
        832248BD9
        
          
        
        4498000.00000000
        PA
        USD
        3957520.05000000
        0.150508212284
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-13
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Informatica LLC
        5493007SV33RZV7RPS40
        
        45673YAH9
        
          
        
        5975000.00000000
        PA
        USD
        5915250.00000000
        0.224962524880
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-10-27
          Floating
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYATT HOTELS CORP
        T27JQIMTYSH41TCD5186
        
        448579AN2
        
          
        
        6319000.00000000
        PA
        USD
        6085503.98000000
        0.231437443981
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-01
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pagaya AI Debt Selection Trust
        N/A
        
        69547EAB0
        
          
        
        8643000.00000000
        PA
        USD
        8209838.77000000
        0.312227895450
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        
        853254BV1
        
          
        
        7275000.00000000
        PA
        USD
        7208462.85000000
        0.274144626726
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-10-14
          Fixed
          1.31900000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        
        05964HAN5
        
          
        
        5000000.00000000
        PA
        USD
        4523396.85000000
        0.172029039586
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2027-09-14
          Fixed
          1.72200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HIKMA FINANCE USA LLC
        213800BU7YH2WTM1QL87
        
        000000000
        
          
        
        7304000.00000000
        PA
        USD
        7085062.60000000
        0.269451599076
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-07-09
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KFW
        549300GDPG70E3MBBU98
        
        500769JQ8
        
          
        
        5000000.00000000
        PA
        USD
        4685522.20000000
        0.178194819238
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2026-10-01
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRZ Excess Spread Collateralized Notes
        N/A
        
        65246QAA7
        
          
        
        13906664.53000000
        PA
        USD
        13409548.56000000
        0.509977752685
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-11-25
          Fixed
          3.47400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pagaya AI Debt Selection Trust
        N/A
        
        69546RAB2
        
          
        
        14250000.00000000
        PA
        USD
        13436772.45000000
        0.511013102844
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          1.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Discover Bank
        X05BVSK68TQ7YTOSNR22
        
        25466AAN1
        
          
        
        13250000.00000000
        PA
        USD
        13442836.39000000
        0.511243720190
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-09
          Fixed
          4.68200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEXAS CAPITAL BANCSHARES
        549300466Q2SXRX0YM48
        
        88224QAA5
        
          
        
        3909000.00000000
        PA
        USD
        3818251.35000000
        0.145211692544
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-06
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        N/A
        
        07876MAB3
        
          
        
        2360000.00000000
        PA
        USD
        2350296.62000000
        0.089383992536
        Long
        ABS-MBS
        CORP
        BM
        N
        
        2
        
          2031-03-25
          Floating
          2.29900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXTRA SPACE STORAGE LP
        549300YNKSKNZFR8UC42
        
        30225VAH0
        
          
        
        2650000.00000000
        PA
        USD
        2658049.43000000
        0.101088121555
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEDER WATERSCHAPSBANK
        JLP5FSPH9WPSHY3NIM24
        
        63983TBB0
        
          
        
        7000000.00000000
        PA
        USD
        6932619.82000000
        0.263654056674
        Long
        DBT
        NUSS
        NL
        N
        
        2
        
          2026-03-24
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HAT HOLDINGS I LLC/HAT
        N/A
        
        418751AB9
        
          
        
        5066000.00000000
        PA
        USD
        5199083.82000000
        0.197726051006
        Long
        DBT
        
        US
        N
        
        2
        
          2025-04-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        
        20754WAC9
        
          
        
        6160406.00000000
        PA
        USD
        5675087.37000000
        0.215828914023
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-01-25
          Floating
          3.45700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toorak Mortgage Corp.
        N/A
        
        89052WAA7
        
          
        
        5123388.93000000
        PA
        USD
        5087340.77000000
        0.193476357643
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2023-03-25
          Variable
          2.73400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marlette Funding Trust
        N/A
        
        57110NAB2
        
          
        
        5100000.00000000
        PA
        USD
        4999709.52000000
        0.190143658727
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-06-16
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banff Merger Sub Inc
        5493006T045HLTF7YX04
        
        05988HAE7
        
          
        
        5726374.38000000
        PA
        USD
        5699042.40000000
        0.216739946360
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-10-02
          Floating
          4.20700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Sec Trust
        N/A
        
        46642MAG3
        
          
        
        4200000.00000000
        PA
        USD
        1240777.86000000
        0.047187949824
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2027-06-10
          Fixed
          3.77100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RADIAN GROUP INC
        54930005OUP720S5U385
        
        750236AX9
        
          
        
        5610000.00000000
        PA
        USD
        5910724.05000000
        0.224790398742
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BBVA BANCOMER SA TEXAS
        549300WIWQK5Q9MCUN92
        
        05533UAH1
        
          
        
        6660000.00000000
        PA
        USD
        6353939.70000000
        0.241646307062
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2025-09-18
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        
        1248EPBT9
        
          
        
        10390000.00000000
        PA
        USD
        10419092.00000000
        0.396247875117
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Helios Issuer, LLC
        N/A
        
        86746CAA9
        
          
        
        3208440.94000000
        PA
        USD
        2904326.30000000
        0.110454262715
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2047-06-20
          Fixed
          2.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        
        1248EPBX0
        
          
        
        5483000.00000000
        PA
        USD
        5435901.03000000
        0.206732432392
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chase Auto Credit Linked Notes
        N/A
        
        46591HCE8
        
          
        
        2117090.85000000
        PA
        USD
        2056582.91000000
        0.078213783704
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-02-26
          Fixed
          0.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oportun Funding LLC
        N/A
        
        68377WAB7
        
          
        
        11238000.00000000
        PA
        USD
        10619813.35000000
        0.403881496974
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-10-08
          Fixed
          2.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVANTOR FUNDING INC
        5493003VM0XB4U8YD238
        
        05352TAA7
        
          
        
        5784000.00000000
        PA
        USD
        5727808.44000000
        0.217833945935
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY OPERATING
        549300KJEC5IUVJWR786
        
        65342QAC6
        
          
        
        779000.00000000
        PA
        USD
        787600.17000000
        0.029953175747
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cushman & Wakefield U.S. Borrower, LLC
        N/A
        
        23340DAP7
        
          
        
        6710449.23000000
        PA
        USD
        6631809.48000000
        0.252213956324
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-08-21
          Floating
          3.20700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTENE CORP
        549300Z7JJ4TQSQGT333
        
        15135BAR2
        
          
        
        15882000.00000000
        PA
        USD
        15957915.96000000
        0.606894563407
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GZJ6
        
          
        
        10000000.00000000
        PA
        USD
        9937081.50000000
        0.377916562138
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-24
          Floating
          0.83600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ABR5
        
          
        
        4389000.00000000
        PA
        USD
        4140582.60000000
        0.157470253357
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cologix Data Centers Issuer LLC
        N/A
        
        19521UAC7
        
          
        
        12235000.00000000
        PA
        USD
        11811684.91000000
        0.449209494180
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-12-26
          Fixed
          3.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICON Luxembourg S.A.R.L.
        549300R1HR1VWWHIAK47
        
        000000000
        
          
        
        1392732.42000000
        PA
        USD
        1386639.22000000
        0.052735194629
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-07-03
          Floating
          3.31300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LITHIA MOTORS INC
        SE8N1EZEHPZQBCBVKD53
        
        536797AE3
        
          
        
        6500000.00000000
        PA
        USD
        6459667.50000000
        0.245667234806
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Merrill Lynch Large Loan Inc
        N/A
        
        05492PAL2
        
          
        
        6285000.00000000
        PA
        USD
        5477228.55000000
        0.208304156875
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-11-05
          Variable
          3.71900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AGNC Investment Corp
        5TRACI5HRMELWV32OF39
        
        00123Q500
        
          
        
        65000.00000000
        NS
        USD
        1613950.00000000
        0.061380037535
        Long
        EP
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TERRAFORM POWER OPERATIN
        5493000S2OLR3UT5BE13
        
        88104LAE3
        
          
        
        1000000.00000000
        PA
        USD
        997875.00000000
        0.037950125441
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-31
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SS&C Technologies Inc.
        549300KY09TR3J12JU49
        
        78466DBD5
        
          
        
        489532.60000000
        PA
        USD
        483107.48000000
        0.018373032160
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-04-16
          Floating
          2.20700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Planet Fitness Master Issuer LLC
        549300NX9W3U2DO53T22
        
        72703PAB9
        
          
        
        3438295.00000000
        PA
        USD
        3435090.85000000
        0.130639738102
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-09-05
          Fixed
          4.66600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oportun Funding LLC
        N/A
        
        68377WAA9
        
          
        
        16430000.00000000
        PA
        USD
        15486106.36000000
        0.588951200256
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-10-08
          Fixed
          2.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pagaya AI Debt Selection Trust
        N/A
        
        69546LAA7
        
          
        
        7148008.81000000
        PA
        USD
        6992267.28000000
        0.265922505718
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-01-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GZR8
        
          
        
        9421000.00000000
        PA
        USD
        9419546.15000000
        0.358234205677
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          3.61500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORDSTROM INC
        549300S3IZB5P35KNV16
        
        655664AX8
        
          
        
        3428000.00000000
        PA
        USD
        3391526.08000000
        0.128982928896
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-08
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALVERT CASH RESERVES FUND
        N/A
        
        000000000
        
          
        
        52494137.18000000
        NS
        USD
        52488887.77000000
        1.996201803969
        Long
        EC
        RF
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        TD SYNNEX CORP
        5493004HI6PFLF46NS53
        
        87162WAE0
        
          
        
        8000000.00000000
        PA
        USD
        7338584.64000000
        0.279093280870
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-09
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VGH1
        
          
        
        7100000.00000000
        PA
        USD
        6631760.47000000
        0.252212092428
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-22
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Conn Funding II, L.P
        N/A
        
        20825XAE8
        
          
        
        1202328.68000000
        PA
        USD
        1192819.46000000
        0.045364046734
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-06-16
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Resimac
        N/A
        
        76120GAA7
        
          
        
        2618121.04000000
        PA
        USD
        2616305.37000000
        0.099500555664
        Long
        ABS-MBS
        CORP
        AU
        N
        
        2
        
          2052-02-07
          Floating
          1.33900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        N/A
        
        07876MAC1
        
          
        
        670000.00000000
        PA
        USD
        675523.01000000
        0.025690775866
        Long
        ABS-MBS
        CORP
        BM
        N
        
        2
        
          2031-03-25
          Floating
          3.04900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vantage Data Centers LLC
        5493000RL8X7WTQ7HO20
        
        92212KAC0
        
          
        
        10045000.00000000
        PA
        USD
        9206453.45000000
        0.350130089735
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2045-09-15
          Fixed
          1.99200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pagaya AI Debt Selection Trust
        N/A
        
        69546RAA4
        
          
        
        11393256.83000000
        PA
        USD
        11164574.80000000
        0.424599287642
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          1.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mosaic Solar Loans LLC
        N/A
        
        61945LAB9
        
          
        
        2656824.27000000
        PA
        USD
        2580672.78000000
        0.098145414729
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2040-09-20
          Fixed
          3.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        91282CDE8
        
          
        
        13000000.00000000
        PA
        USD
        13024460.67000000
        0.495332497787
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-10-31
          Floating
          0.64100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chase Auto Credit Linked Notes
        N/A
        
        46591HCD0
        
          
        
        4612909.86000000
        PA
        USD
        4483015.39000000
        0.170493294656
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-02-26
          Fixed
          0.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        
        30711XAP9
        
          
        
        3948884.42000000
        PA
        USD
        4069381.47000000
        0.154762407369
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-11-25
          Floating
          5.35700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oportun Funding LLC
        N/A
        
        68377GAA4
        
          
        
        2279000.00000000
        PA
        USD
        2153095.51000000
        0.081884248719
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-05-08
          Fixed
          1.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EPR Properties
        549300YSSXFHMPOWZ492
        
        26884UAD1
        
          
        
        12800000.00000000
        PA
        USD
        12642140.03000000
        0.480792484011
        Long
        DBT
        
        US
        N
        
        2
        
          2027-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTL FINANCE CORP
        QKL54NQY28TCDAI75F60
        
        45950VQM1
        
          
        
        4008000.00000000
        PA
        USD
        4002585.27000000
        0.152222085015
        Long
        DBT
        NUSS
        XX
        N
        
        2
        
          2024-04-03
          Floating
          0.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of San Francisco CA Public Utilities Commission Water Revenue
        N/A
        
        79765R4P1
        
          
        
        500000.00000000
        PA
        USD
        492145.00000000
        0.018716737552
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-11-01
          Fixed
          2.08200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Neighborly Issuer LLC
        N/A
        
        64016NAA5
        
          
        
        6749000.00000000
        PA
        USD
        6351587.16000000
        0.241556837752
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-04-30
          Fixed
          3.58400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Theorem Funding Trust
        N/A
        
        88339VAA6
        
          
        
        9486257.85000000
        PA
        USD
        9351873.62000000
        0.355660555669
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          1.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        
        61691LAN9
        
          
        
        6427000.00000000
        PA
        USD
        6366668.14000000
        0.242130381615
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-11-15
          Floating
          2.34700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JABIL INC
        5493000CGCQY2OQU7669
        
        466313AK9
        
          
        
        13955000.00000000
        PA
        USD
        12803984.76000000
        0.486947591419
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANSKE BANK A/S
        MAES062Z21O4RZ2U7M96
        
        23636AAZ4
        
          
        
        4647000.00000000
        PA
        USD
        4302368.21000000
        0.163623112377
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2026-09-11
          Fixed
          1.62100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pagaya AI Debt Selection Trust
        N/A
        
        69547JAA1
        
          
        
        3062967.21000000
        PA
        USD
        3021285.13000000
        0.114902317100
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          1.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bombardier Recreational Products, Inc.
        N/A
        
        09776MAM6
        
          
        
        735466.67000000
        PA
        USD
        723791.14000000
        0.027526458280
        Long
        LON
        CORP
        CA
        N
        
        2
        
          2027-05-24
          Floating
          2.45700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust
        N/A
        
        125333AS3
        
          
        
        697896.34000000
        PA
        USD
        696455.74000000
        0.026486867290
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-07-15
          Floating
          1.49700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZH Trust
        N/A
        
        98879FAA6
        
          
        
        7005605.00000000
        PA
        USD
        6908799.45000000
        0.262748145584
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2027-10-17
          Fixed
          2.34900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        
        61691LAG4
        
          
        
        5940000.00000000
        PA
        USD
        5909261.69000000
        0.224734783815
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-11-15
          Floating
          1.24700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMBC AVIATION CAPITAL FI
        549300OD7VKRVNWB2J98
        
        78448TAE2
        
          
        
        3800000.00000000
        PA
        USD
        3784641.31000000
        0.143933471090
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2024-04-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMC Finance LLC
        N/A
        
        91835TAA4
        
          
        
        23864452.60000000
        PA
        USD
        23441702.17000000
        0.891509996647
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2037-01-18
          Floating
          2.11800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        N/A
        
        078777AA7
        
          
        
        5245000.00000000
        PA
        USD
        5200828.18000000
        0.197792390658
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2031-09-25
          Floating
          1.09900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIANCE DATA SYSTEMS CO
        549300G8S4PO686J7H97
        
        018581AK4
        
          
        
        10514000.00000000
        PA
        USD
        10351243.28000000
        0.393667524436
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASHTEAD CAPITAL INC
        213800J1134IW58IC398
        
        045054AL7
        
          
        
        3000000.00000000
        PA
        USD
        2989303.95000000
        0.113686042724
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-11-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Global Advisors
        5493008BJIBKQ5KTIF74
        
        857492706
        
          
        
        20988675.00000000
        NS
        USD
        20988675.00000000
        0.798219064605
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GZQ0
        
          
        
        9800000.00000000
        PA
        USD
        9867725.94000000
        0.375278904914
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Floating
          1.64800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DataBank Issuer LLC
        N/A
        
        23802WAG6
        
          
        
        6085000.00000000
        PA
        USD
        5736794.39000000
        0.218175690071
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-10-25
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYATT HOTELS CORP
        T27JQIMTYSH41TCD5186
        
        448579AM4
        
          
        
        3755000.00000000
        PA
        USD
        3768187.18000000
        0.143307705039
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-01
          Floating
          1.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        91282CDN8
        
          
        
        3750800.00000000
        PA
        USD
        3605090.20000000
        0.137104973384
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-12-15
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES/SKYMILES
        N/A
        
        830867AA5
        
          
        
        8526000.00000000
        PA
        USD
        8582242.44000000
        0.326390757523
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2025-10-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DNB BANK ASA
        549300GKFG0RYRRQ1414
        
        23329PAG5
        
          
        
        5000000.00000000
        PA
        USD
        4604302.60000000
        0.175105961406
        Long
        DBT
        CORP
        NO
        N
        
        2
        
          2027-05-25
          Fixed
          1.53500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Affirm Inc
        N/A
        
        00833MAA2
        
          
        
        5045000.00000000
        PA
        USD
        5019053.57000000
        0.190879331155
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of San Francisco CA Public Utilities Commission Water Revenue
        N/A
        
        79765R4M8
        
          
        
        675000.00000000
        PA
        USD
        677214.00000000
        0.025755085807
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-11-01
          Fixed
          1.94900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        91282CEA5
        
          
        
        5500000.00000000
        PA
        USD
        5420292.96000000
        0.206138842800
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-02-29
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Mosaic Solar Loans LLC
        N/A
        
        61947DAB5
        
          
        
        4646466.52000000
        PA
        USD
        4294564.05000000
        0.163326312827
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-12-20
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        
        20754HAE8
        
          
        
        11486.13000000
        PA
        USD
        11509.33000000
        0.000437710652
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-07-25
          Floating
          2.45700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Extended Stay America Trust
        N/A
        
        30227FAG5
        
          
        
        6111387.41000000
        PA
        USD
        6035287.19000000
        0.229527652194
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-07-15
          Floating
          2.09700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ACC7
        
          
        
        3808000.00000000
        PA
        USD
        3592467.20000000
        0.136624908814
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLOCK FINANCIAL LLC
        N/A
        
        093662AH7
        
          
        
        3743000.00000000
        PA
        USD
        3682385.82000000
        0.140044598563
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912828M49
        
          
        
        32672000.00000000
        PA
        USD
        32798017.86000000
        1.247339488419
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-10-31
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KOMMUNINVEST I SVERIGE
        EV2XZWMLLXF2QRX0CD47
        
        50046PBR5
        
          
        
        10395000.00000000
        PA
        USD
        9931137.05000000
        0.377690489109
        Long
        DBT
        NUSS
        SE
        N
        
        2
        
          2024-06-19
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        DXC TECHNOLOGY CO
        549300DOVZ3EDJB7O259
        
        23355LAL0
        
          
        
        7500000.00000000
        PA
        USD
        6886257.60000000
        0.261890857812
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-15
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        91282CDR9
        
          
        
        3270000.00000000
        PA
        USD
        3185823.04000000
        0.121159848679
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-12-31
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENEL FINANCE INTL NV
        0YQH6LCEF474UTUV4B96
        
        29278GAM0
        
          
        
        3238000.00000000
        PA
        USD
        2976838.14000000
        0.113211956237
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-07-12
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vantage Data Centers LLC
        5493000RL8X7WTQ7HO20
        
        92212KAD8
        
          
        
        3661000.00000000
        PA
        USD
        3421471.02000000
        0.130121763148
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-10-15
          Fixed
          2.16500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Seattle Spinco, Inc.
        213800AAQDP1DDU8BK05
        
        81271EAB7
        
          
        
        1031987.63000000
        PA
        USD
        1021022.76000000
        0.038830456540
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-06-21
          Floating
          3.20700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        
        20753WAE6
        
          
        
        9349471.00000000
        PA
        USD
        9056942.88000000
        0.344444062040
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-10-25
          Floating
          3.85700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        
        20754HAD0
        
          
        
        3283000.00000000
        PA
        USD
        3279694.68000000
        0.124729875499
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-07-25
          Floating
          4.55700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AES CORP/THE
        2NUNNB7D43COUIRE5295
        
        00130HCG8
        
          
        
        4889000.00000000
        PA
        USD
        4380009.44000000
        0.166575881429
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HAT HOLDINGS I LLC/HAT
        N/A
        
        418751AE3
        
          
        
        14556000.00000000
        PA
        USD
        13848360.06000000
        0.526666167035
        Long
        DBT
        
        US
        N
        
        2
        
          2026-06-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROGERS COMMUNICATIONS IN
        54930030NVF3Y2OL0A78
        
        775109CB5
        
          
        
        10000000.00000000
        PA
        USD
        9860233.40000000
        0.374993956566
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-03-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        California Health Facilities Financing Authority
        5493007RI8BUDOGHZ546
        
        13032UVA3
        
          
        
        2000000.00000000
        PA
        USD
        1996940.00000000
        0.075945507702
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-06-01
          Fixed
          1.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNOVUS BANK GA
        DX0JX77PRMOELF7VG772
        
        87164DSE1
        
          
        
        2946000.00000000
        PA
        USD
        2922626.91000000
        0.111150252137
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-29
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Horizon Aircraft Finance III Limited
        N/A
        
        44040JAA6
        
          
        
        3978966.62000000
        PA
        USD
        3684960.78000000
        0.140142526715
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2039-11-15
          Fixed
          3.42500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Conn Funding II, L.P
        N/A
        
        20825GAC9
        
          
        
        7695000.00000000
        PA
        USD
        7291571.93000000
        0.277305343260
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          4.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Sec Trust
        N/A
        
        46642MAJ7
        
          
        
        1920000.00000000
        PA
        USD
        342720.00000000
        0.013033964165
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2027-06-10
          Variable
          3.80500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        
        05609VAL9
        
          
        
        9322500.00000000
        PA
        USD
        9017784.77000000
        0.342954842262
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-09-15
          Floating
          2.04700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ACA1
        
          
        
        3100000.00000000
        PA
        USD
        2836983.04000000
        0.107893135154
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        
        05609VAG0
        
          
        
        10284333.00000000
        PA
        USD
        9964279.41000000
        0.378950924253
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-09-15
          Floating
          1.34700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        
        61769GAA5
        
          
        
        14831000.00000000
        PA
        USD
        14650706.95000000
        0.557180174424
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-15
          Floating
          1.79700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Willis Engine Securitization Trust
        N/A
        
        97064FAC9
        
          
        
        1166092.70000000
        PA
        USD
        811866.85000000
        0.030876060427
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2045-03-15
          Fixed
          6.65700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967NH0
        
          
        
        19599000.00000000
        PA
        USD
        19674498.09000000
        0.748239679826
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-24
          Floating
          1.48400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Western Digital Corp
        549300QQXOOYEF89IC56
        
        958102AM7
        
          
        
        5645000.00000000
        PA
        USD
        5739215.05000000
        0.218267750049
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        
        61691LAA7
        
          
        
        9028000.00000000
        PA
        USD
        8988747.16000000
        0.341850514624
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-11-15
          Floating
          1.09700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER UK GROUP HLDGS
        549300F5XIFGNNW4CF72
        
        80281LAM7
        
          
        
        5400000.00000000
        PA
        USD
        4969781.62000000
        0.189005472523
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-08-21
          Fixed
          1.53200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        
        20753QAE9
        
          
        
        1394024.00000000
        PA
        USD
        1396498.11000000
        0.053110137494
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-04-25
          Floating
          2.85700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        N/A
        
        07876AAB9
        
          
        
        4750000.00000000
        PA
        USD
        4633957.98000000
        0.176233783419
        Long
        ABS-MBS
        CORP
        BM
        N
        
        2
        
          2031-06-25
          Floating
          1.59900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNICREDIT SPA
        549300TRUWO2CD2G5692
        
        904678AU3
        
          
        
        8524000.00000000
        PA
        USD
        7884916.17000000
        0.299870783158
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2026-09-22
          Fixed
          2.56900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vivint Solar Financing LLC
        N/A
        
        92855HAA3
        
          
        
        6857489.84000000
        PA
        USD
        6203416.97000000
        0.235921785970
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-07-31
          Fixed
          2.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        549300NKHCH87PYOHD44
        
        35564MBD6
        
          
        
        829789.00000000
        PA
        USD
        828002.63000000
        0.031489719327
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-04-25
          Floating
          4.55700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        91282CCH2
        
          
        
        8281000.00000000
        PA
        USD
        7704888.26000000
        0.293024152300
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-06-30
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEAGATE HDD CAYMAN
        529900BD50TRWEG1SF63
        
        81180WBE0
        
          
        
        5000000.00000000
        PA
        USD
        4455850.00000000
        0.169460169306
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2031-07-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GoodLeap Sustainable Home Improvement Loan Trust
        N/A
        
        38237HAA5
        
          
        
        1873022.32000000
        PA
        USD
        1720330.73000000
        0.065425796821
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-10-20
          Fixed
          2.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GHW2
        
          
        
        18878000.00000000
        PA
        USD
        18560640.05000000
        0.705878610211
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-22
          Fixed
          2.45600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GKE8
        
          
        
        11500000.00000000
        PA
        USD
        11005587.86000000
        0.418552864677
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-06
          Fixed
          1.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Upstart Securitization Trust
        N/A
        
        91679UAC6
        
          
        
        6316000.00000000
        PA
        USD
        6319536.96000000
        0.240337938481
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-04-22
          Fixed
          4.89900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kommunalbanken AS
        I7ETN0QQO2AHZZGHJ389
        
        50048MBX7
        
          
        
        5000000.00000000
        PA
        USD
        4942850.00000000
        0.187981237666
        Long
        DBT
        NUSS
        NO
        N
        
        2
        
          2025-02-11
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chase Auto Credit Linked Notes
        N/A
        
        46591HCF5
        
          
        
        2052707.03000000
        PA
        USD
        1991784.94000000
        0.075749455918
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-02-26
          Fixed
          1.00900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LL ABS Trust
        N/A
        
        53934QAA0
        
          
        
        2441835.81000000
        PA
        USD
        2377554.73000000
        0.090420644115
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          1.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ultimate Software Group Inc (The)
        529900FKHWSTQ1GXK240
        
        90385KAB7
        
          
        
        5664528.54000000
        PA
        USD
        5652729.33000000
        0.214978616718
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-05-04
          Floating
          4.75600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRON MOUNTAIN INC
        SQL3F6CKNNBM3SQGHX24
        
        46284VAG6
        
          
        
        7646000.00000000
        PA
        USD
        7467733.51000000
        0.284004933949
        Long
        DBT
        
        US
        N
        
        2
        
          2028-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967ND9
        
          
        
        1897000.00000000
        PA
        USD
        1806931.24000000
        0.068719295724
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-03
          Fixed
          1.28100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GXW9
        
          
        
        14197000.00000000
        PA
        USD
        14075080.00000000
        0.535288539740
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-08
          Floating
          0.82200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APTIV PLC / APTIV CORP
        N/A
        
        00217GAA1
        
          
        
        10692000.00000000
        PA
        USD
        10426259.96000000
        0.396520479382
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2025-02-18
          Fixed
          2.39600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AON CORP/AON GLOBAL HOLD
        N/A
        
        03740LAD4
        
          
        
        3820000.00000000
        PA
        USD
        3743667.38000000
        0.142375193967
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-28
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mosaic Solar Loans LLC
        N/A
        
        61947DAA7
        
          
        
        2262889.48000000
        PA
        USD
        2078546.13000000
        0.079049065633
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-12-20
          Fixed
          1.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICON Luxembourg S.A.R.L.
        635400PUWMHSPI2DDA35
        
        000000000
        
          
        
        5589921.48000000
        PA
        USD
        5565465.57000000
        0.211659893794
        Long
        LON
        CORP
        LU
        N
        
        2
        
          2028-07-03
          Floating
          3.31300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US CELLULAR CORP
        549300B164AZXESI6E03
        
        911684801
        
          
        
        93200.00000000
        NS
        USD
        2092340.00000000
        0.079573659491
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CenturyLink, Inc.
        8M3THTGWLTYZVE6BBY25
        
        15669GAH7
        
          
        
        6636851.93000000
        PA
        USD
        6471965.98000000
        0.246134957576
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-03-15
          Floating
          2.70700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LLOYDS BANKING GROUP PLC
        549300PPXHEU2JF0AM85
        
        539439AV1
        
          
        
        4905000.00000000
        PA
        USD
        4734489.50000000
        0.180057091744
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-02-05
          Fixed
          2.43800000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        NUSTAR LOGISTICS LP
        N62BF2PKP51FIIOIUN20
        
        67059TAG0
        
          
        
        4828000.00000000
        PA
        USD
        4927142.98000000
        0.187383884912
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cologix Data Centers Issuer LLC
        N/A
        
        19521UAA1
        
          
        
        14080000.00000000
        PA
        USD
        13629908.86000000
        0.518358262295
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-12-26
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONWIDE BLDG SOCIETY
        549300XFX12G42QIKN82
        
        63859UBG7
        
          
        
        8809000.00000000
        PA
        USD
        8450490.61000000
        0.321380111425
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-01-22
          Fixed
          0.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GJK6
        
          
        
        6362000.00000000
        PA
        USD
        5887327.74000000
        0.223900615052
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-24
          Fixed
          1.19700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUNAR AIRCRAFT 2020-1 LIMITED
        N/A
        
        55037LAC8
        
          
        
        488179.76000000
        PA
        USD
        378733.52000000
        0.014403592226
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2045-02-15
          Fixed
          6.41300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENACT HOLDINGS INC
        N/A
        
        37255LAA5
        
          
        
        16750000.00000000
        PA
        USD
        17308193.75000000
        0.658246898631
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, NA - CACLN
        N/A
        
        48128U2M0
        
          
        
        5309226.41000000
        PA
        USD
        5211719.28000000
        0.198206589442
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-12-26
          Fixed
          0.88900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mosaic Solar Loans LLC
        N/A
        
        61946TAA3
        
          
        
        6773204.15000000
        PA
        USD
        6192386.99000000
        0.235502305449
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-06-20
          Fixed
          1.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Purchasing Power Funding
        N/A
        
        74615JAA8
        
          
        
        7760000.00000000
        PA
        USD
        7515267.45000000
        0.285812694426
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          1.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pnmac Gmsr Issuer Trust
        N/A
        
        69346MAA7
        
          
        
        2250000.00000000
        PA
        USD
        2223529.88000000
        0.084562934103
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-04-25
          Floating
          2.80700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PNC FINANCIAL SERVICES
        CFGNEKW0P8842LEUIA51
        
        693475AY1
        
          
        
        1868000.00000000
        PA
        USD
        1847527.54000000
        0.070263211222
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-01
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GJQ3
        
          
        
        7000000.00000000
        PA
        USD
        6531875.70000000
        0.248413380614
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-11
          Fixed
          1.65800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUN COMMUNITIES OPER LP
        549300PUNBPJCGT6X741
        
        866677AF4
        
          
        
        2227000.00000000
        PA
        USD
        2022437.16000000
        0.076915188694
        Long
        DBT
        
        US
        N
        
        2
        
          2028-11-01
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hardee's Funding LLC and Carls' Jr Funding LLC
        N/A
        
        411707AH5
        
          
        
        4809125.00000000
        PA
        USD
        4667896.87000000
        0.177524511349
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-12-20
          Fixed
          3.98100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Virgin Media Bristol LLC
        N/A
        
        000000000
        
          
        
        6800000.00000000
        PA
        USD
        6756439.20000000
        0.256953741876
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-01-31
          Floating
          3.64700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        European Investment Bank
        5493006YXS1U5GIHE750
        
        298785HD1
        
          
        
        15000000.00000000
        PA
        USD
        14773098.15000000
        0.561834826953
        Long
        DBT
        NUSS
        XX
        N
        
        2
        
          2026-04-13
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Barclays Commercial Mortgage Securities LLC
        N/A
        
        05552EAN0
        
          
        
        4213000.00000000
        PA
        USD
        4112981.69000000
        0.156420564772
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-15
          Floating
          2.89700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ExteNet Systems
        N/A
        
        30227XAC5
        
          
        
        2000000.00000000
        PA
        USD
        2001820.80000000
        0.076131129120
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2049-07-26
          Fixed
          5.21900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        
        09659W2Q6
        
          
        
        8425000.00000000
        PA
        USD
        7715985.19000000
        0.293446178992
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-06-30
          Fixed
          1.67500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FMC GMSR Issuer Trust
        N/A
        
        30259RAH8
        
          
        
        6835000.00000000
        PA
        USD
        6419865.34000000
        0.244153521200
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-07-25
          Variable
          3.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Upstart Securitization Trust
        N/A
        
        91679LAA0
        
          
        
        3921424.65000000
        PA
        USD
        3852229.15000000
        0.146503900258
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-07-20
          Fixed
          0.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRZ Excess Spread Collateralized Notes
        N/A
        
        62955MAB2
        
          
        
        1645068.37000000
        PA
        USD
        1557884.19000000
        0.059247802012
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-07-25
          Fixed
          3.10400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LendingPoint Asset Securitization Trust
        N/A
        
        52605AAA5
        
          
        
        15245036.73000000
        PA
        USD
        15123530.74000000
        0.575162108175
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          1.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALVERT IMPACT CAPITAL NOTE
        N/A
        
        936VVUII3
        
          
        
        4000000.00000000
        PA
        USD
        3807720.00000000
        0.144811175392
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KFW
        549300GDPG70E3MBBU98
        
        500769HP2
        
          
        
        5000000.00000000
        PA
        USD
        5021868.55000000
        0.190986387494
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2022-09-29
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
        
        -940.00000000
        NC
        USD
        3818648.11000000
        0.145226781701
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                Ultra 10-Year US Treasury Note Futures
                UXYM2 COMDTY
              
            
            2022-06-21
            -131159273.11000000
            USD
            3818648.11000000
          
        
        
          N
          N
          N
        
      
      
        Nordstrom Inc
        549300S3IZB5P35KNV16
        
        655664AS9
        
          
        
        3500000.00000000
        PA
        USD
        3378812.50000000
        0.128499419483
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        AMER AIRLN 15-2 B PTT
        N/A
        
        02377BAC0
        
          
        
        449830.33000000
        PA
        USD
        438368.79000000
        0.016671577672
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-22
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADAMS OUTDOOR ADVERTISING
        549300BTFXNHDCUHER30
        
        006346AS9
        
          
        
        2927884.83000000
        PA
        USD
        2965733.01000000
        0.112789617691
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-11-15
          Fixed
          4.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Re Ltd
        N/A
        
        437307AD3
        
          
        
        3500000.00000000
        PA
        USD
        3261999.30000000
        0.124056903543
        Long
        ABS-MBS
        CORP
        BM
        N
        
        2
        
          2033-07-25
          Floating
          3.30700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MACQUARIE GROUP LTD
        ACMHD8HWFMFUIQQ8Y590
        
        55608JBA5
        
          
        
        5000000.00000000
        PA
        USD
        4729991.20000000
        0.179886017161
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2025-10-14
          Fixed
          1.20100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENEL FINANCE INTL NV
        0YQH6LCEF474UTUV4B96
        
        29278GAL2
        
          
        
        10529000.00000000
        PA
        USD
        10379783.64000000
        0.394752941189
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-09-10
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        USI, Inc.
        N/A
        
        90351NAE5
        
          
        
        5022569.78000000
        PA
        USD
        4998587.01000000
        0.190100968616
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-05-16
          Floating
          4.00600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ACB9
        
          
        
        5000000.00000000
        PA
        USD
        4541906.35000000
        0.172732973292
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        
        404280CU1
        
          
        
        7824000.00000000
        PA
        USD
        7571148.11000000
        0.287937888520
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-08-17
          Fixed
          0.73200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        
        853254CB4
        
          
        
        1970000.00000000
        PA
        USD
        1881694.45000000
        0.071562610967
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-03-23
          Fixed
          1.21400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UPC Financing Partnership
        213800DXWIS9KORQ3X94
        
        000000000
        
          
        
        6775000.00000000
        PA
        USD
        6719106.25000000
        0.255533934650
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-01-31
          Floating
          3.39700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Extended Stay America Trust
        N/A
        
        30227FAJ9
        
          
        
        6431417.78000000
        PA
        USD
        6343021.80000000
        0.241231089049
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-07-15
          Floating
          2.64700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRUIST FINANCIAL CORP
        549300DRQQI75D2JP341
        
        89788MAC6
        
          
        
        8238000.00000000
        PA
        USD
        7411803.07000000
        0.281877846675
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-03
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        N/A
        
        078777AB5
        
          
        
        4000000.00000000
        PA
        USD
        3972514.00000000
        0.151078446314
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2031-09-25
          Floating
          1.09900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEAGATE HDD CAYMAN
        529900BD50TRWEG1SF63
        
        81180WBF7
        
          
        
        2000000.00000000
        PA
        USD
        1799140.00000000
        0.068422987534
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2029-07-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        
        00774MAR6
        
          
        
        3019000.00000000
        PA
        USD
        3083516.60000000
        0.117269038476
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2027-10-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Commercial Mortgage Trust 2019-XL
        N/A
        
        056054AA7
        
          
        
        16890774.73000000
        PA
        USD
        16828478.17000000
        0.640002863619
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Floating
          1.31700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Newmark Group Inc
        N/A
        
        65158NAB8
        
          
        
        10113000.00000000
        PA
        USD
        10591344.90000000
        0.402798815027
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RJX1
        
          
        
        19048000.00000000
        PA
        USD
        18180893.90000000
        0.691436506713
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Commercial Mortgage Securities LLC
        N/A
        
        05552EAA8
        
          
        
        16617250.00000000
        PA
        USD
        16489139.31000000
        0.627097487391
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-15
          Floating
          1.24700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        
        345397B28
        
          
        
        6000000.00000000
        PA
        USD
        5871180.00000000
        0.223286501302
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-13
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bath & Body Works Inc
        GR3KVMWVCR54YWQNXU90
        
        501797AW4
        
          
        
        9136000.00000000
        PA
        USD
        9603534.80000000
        0.365231467205
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sunrun Demeter Issuer LLC
        N/A
        
        86772HAA5
        
          
        
        1985309.09000000
        PA
        USD
        1812821.66000000
        0.068943313941
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2057-01-30
          Fixed
          2.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stack Infrastructure Issuer LLC
        N/A
        
        85236KAA0
        
          
        
        33140653.67000000
        PA
        USD
        33315987.61000000
        1.267038365520
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2044-02-25
          Fixed
          4.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        
        20754RAJ5
        
          
        
        3995262.00000000
        PA
        USD
        3729455.22000000
        0.141834692146
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-10-25
          Floating
          6.09900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY OPERATING
        549300KJEC5IUVJWR786
        
        65342QAB8
        
          
        
        6129000.00000000
        PA
        USD
        6112574.28000000
        0.232466952969
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Delta 2 (LUX) S.a.r.l.
        549300BBG8Z3D6QSYP53
        
        000000000
        
          
        
        5000000.00000000
        PA
        USD
        4974375.00000000
        0.189180163087
        Long
        LON
        CORP
        LU
        N
        
        2
        
          2024-02-01
          Floating
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CI FINANCIAL CORP
        549300M9W7JJQSVCEM78
        
        125491AN0
        
          
        
        3788000.00000000
        PA
        USD
        3457644.16000000
        0.131497461708
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2030-12-17
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        
        00774MAP0
        
          
        
        5591000.00000000
        PA
        USD
        5636000.23000000
        0.214342393300
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2023-09-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
        
        900.00000000
        NC
        USD
        -2318540.53000000
        -0.08817627854
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CBOT 2 Year US Treasury Note Future
                TUM2 COMDTY
              
            
            2022-06-30
            193048228.93000000
            USD
            -2318540.53000000
          
        
        
          N
          N
          N
        
      
      
        PetSmart, Inc.
        N/A
        
        71677HAL9
        
          
        
        6500000.00000000
        PA
        USD
        6480500.00000000
        0.246459514389
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-02-11
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ExteNet Systems
        N/A
        
        30227XAA9
        
          
        
        5465000.00000000
        PA
        USD
        5422574.66000000
        0.206225617999
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2049-07-26
          Fixed
          3.20400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        
        05971KAE9
        
          
        
        10200000.00000000
        PA
        USD
        9950631.11000000
        0.378431866559
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2025-05-28
          Fixed
          2.74600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hyland Software, Inc.
        N/A
        
        44908XAT5
        
          
        
        3509090.87000000
        PA
        USD
        3496479.20000000
        0.132974394831
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-07-01
          Floating
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Level 3 Financing Inc.
        254900AE5FEFIJOXWL19
        
        52729KAP1
        
          
        
        775854.03000000
        PA
        USD
        762622.62000000
        0.029003256012
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-03-01
          Floating
          2.20700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMC Finance LLC
        N/A
        
        91835TAC0
        
          
        
        9712000.00000000
        PA
        USD
        9444921.94000000
        0.359199270855
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2037-01-18
          Floating
          4.96800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTENE CORP
        549300Z7JJ4TQSQGT333
        
        15135BAX9
        
          
        
        5111000.00000000
        PA
        USD
        4518992.87000000
        0.171861552082
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRON MOUNTAIN INC
        SQL3F6CKNNBM3SQGHX24
        
        46284VAN1
        
          
        
        4394000.00000000
        PA
        USD
        4063571.20000000
        0.154541437333
        Long
        DBT
        
        US
        N
        
        2
        
          2031-02-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diamond Infrastructure Funding LLC
        N/A
        
        25265LAA8
        
          
        
        5250000.00000000
        PA
        USD
        4761275.40000000
        0.181075784732
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2049-04-15
          Fixed
          1.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF NOVA SCOTIA
        L3I9ZG2KFGXZ61BMYR72
        
        0641593X2
        
          
        
        10000000.00000000
        PA
        USD
        9599006.20000000
        0.365059240285
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-04-15
          Fixed
          0.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TERRAFORM POWER OPERATIN
        5493000S2OLR3UT5BE13
        
        88104LAC7
        
          
        
        10500000.00000000
        PA
        USD
        10485195.00000000
        0.398761834422
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-31
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RADIAN GROUP INC
        54930005OUP720S5U385
        
        750236AW1
        
          
        
        6214000.00000000
        PA
        USD
        6252992.85000000
        0.237807203346
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mosaic Solar Loans LLC
        N/A
        
        61946NAB4
        
          
        
        927051.60000000
        PA
        USD
        891139.94000000
        0.033890890651
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-04-20
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pagaya AI Debt Selection Trust
        N/A
        
        69547PAA7
        
          
        
        6637465.77000000
        PA
        USD
        6433843.59000000
        0.244685127204
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-01-16
          Fixed
          1.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        California Health Facilities Financing Authority
        5493007RI8BUDOGHZ546
        
        13032UVB1
        
          
        
        2500000.00000000
        PA
        USD
        2467700.00000000
        0.093848953577
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-06-01
          Fixed
          2.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEAGATE HDD CAYMAN
        529900BD50TRWEG1SF63
        
        81180WBC4
        
          
        
        6210000.00000000
        PA
        USD
        6036958.35000000
        0.229591207982
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2029-06-01
          Fixed
          4.09100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        91282CEC1
        
          
        
        3442000.00000000
        PA
        USD
        3350302.99000000
        0.127415175985
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-02-28
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01
        5493002KQF9IH3CTQZ40
        
        62548QAD3
        
          
        
        3545000.00000000
        PA
        USD
        3423789.01000000
        0.130209918490
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-03-25
          Floating
          4.20700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERRIGO FINANCE UNLIMITD
        549300E86RB6YCTMRM83
        
        714295AC6
        
          
        
        250000.00000000
        PA
        USD
        251294.29000000
        0.009556958364
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2024-12-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Revolving Single Family Home Notes Series 2021-1
        N/A
        
        98879EAA9
        
          
        
        4635000.00000000
        PA
        USD
        4580308.85000000
        0.174193456511
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2027-02-18
          Fixed
          2.25300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stack Infrastructure Issuer LLC
        N/A
        
        85236KAC6
        
          
        
        2720000.00000000
        PA
        USD
        2676850.74000000
        0.101803153070
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2044-10-25
          Fixed
          3.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bankers Healthcare Group Securitization Trust
        N/A
        
        08862BAB1
        
          
        
        4500000.00000000
        PA
        USD
        4197796.20000000
        0.159646140414
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2034-10-17
          Fixed
          1.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Upstart Securitization Trust
        N/A
        
        91680FAB8
        
          
        
        3100000.00000000
        PA
        USD
        2948640.64000000
        0.112139578773
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-06-20
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTL BK RECON & DEVELOP
        ZTMSNXROF84AHWJNKQ93
        
        459058JQ7
        
          
        
        8579000.00000000
        PA
        USD
        8580366.46000000
        0.326319412238
        Long
        DBT
        NUSS
        XX
        N
        
        2
        
          2023-01-13
          Floating
          0.23100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIRIUS XM RADIO INC
        WP5O65E6BMU84LNO4227
        
        82967NBL1
        
          
        
        6799000.00000000
        PA
        USD
        6437313.60000000
        0.244817094950
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-01
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VS Buyer, LLC
        N/A
        
        91834WAC4
        
          
        
        5732687.08000000
        PA
        USD
        5696857.79000000
        0.216656863585
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-02-28
          Floating
          3.45700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Merrill Lynch Large Loan Inc
        N/A
        
        05492PAJ7
        
          
        
        10820000.00000000
        PA
        USD
        9919282.61000000
        0.377239653599
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-11-05
          Variable
          3.71900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Resimac
        N/A
        
        76118VAA8
        
          
        
        348784.45000000
        PA
        USD
        348474.21000000
        0.013252802187
        Long
        ABS-MBS
        CORP
        AU
        N
        
        2
        
          2059-12-05
          Floating
          1.13900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY OPERATING
        549300KJEC5IUVJWR786
        
        65342QAK8
        
          
        
        2281000.00000000
        PA
        USD
        2311839.12000000
        0.087921417616
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        
        35564KED7
        
          
        
        2735378.93000000
        PA
        USD
        2716600.83000000
        0.103314886405
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-10-25
          Floating
          0.84900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HP INC
        WHKXQACZ14C5XRO8LW03
        
        40434LAK1
        
          
        
        4550000.00000000
        PA
        USD
        4537150.57000000
        0.172552106503
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG LONDON
        BFM8T61CT2L1QCEMIK50
        
        902674YH7
        
          
        
        5143000.00000000
        PA
        USD
        4735497.07000000
        0.180095410580
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2026-06-01
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avant Credit Card Master Trust
        N/A
        
        05351KAA7
        
          
        
        5800000.00000000
        PA
        USD
        5516755.26000000
        0.209807394858
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          1.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        
        853254BZ2
        
          
        
        3503000.00000000
        PA
        USD
        3189751.13000000
        0.121309237639
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-01-14
          Fixed
          1.45600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        API GROUP DE, INC.
        549300XP4G7B4QYA0G83
        
        00186XAJ2
        
          
        
        5671450.89000000
        PA
        USD
        5628915.01000000
        0.214072935715
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-01-03
          Floating
          3.20700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Driven Brands Funding, LLC
        N/A
        
        26208LAC2
        
          
        
        5558437.50000000
        PA
        USD
        5621167.80000000
        0.213778302027
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-04-20
          Fixed
          4.73900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUST & NZ BANKING GROUP
        JHE42UYNWWTJB8YTTU19
        
        052528AL0
        
          
        
        6350000.00000000
        PA
        USD
        6117896.20000000
        0.232669350595
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2030-07-22
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oportun Funding LLC
        N/A
        
        68377XAA7
        
          
        
        10000000.00000000
        PA
        USD
        9978366.00000000
        0.379486650529
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pagaya AI Debt Selection Trust
        N/A
        
        69546RAC0
        
          
        
        3250000.00000000
        PA
        USD
        3076528.98000000
        0.117003292711
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          3.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Helios Issuer, LLC
        N/A
        
        86746EAA5
        
          
        
        1149126.01000000
        PA
        USD
        1072508.95000000
        0.040788524804
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-02-20
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CO
        ZUE8T73ROZOF6FLBAR73
        
        14040HBK0
        
          
        
        14222000.00000000
        PA
        USD
        14312764.66000000
        0.544327911067
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-28
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Re Ltd
        N/A
        
        437307AC5
        
          
        
        3645000.00000000
        PA
        USD
        3615379.64000000
        0.137496290472
        Long
        ABS-MBS
        CORP
        BM
        N
        
        2
        
          2033-07-25
          Floating
          2.75700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diamond Infrastructure Funding LLC
        N/A
        
        25265LAC4
        
          
        
        3000000.00000000
        PA
        USD
        2774969.70000000
        0.105534709467
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2049-04-15
          Fixed
          2.35500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        
        37045XDM5
        
          
        
        6446000.00000000
        PA
        USD
        6124996.16000000
        0.232939368756
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-15
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RKH4
        
          
        
        8300000.00000000
        PA
        USD
        7372331.66000000
        0.280376711803
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KEURIG DR PEPPER INC
        DYTQ8KRTKO7Y2BVU5K74
        
        49271VAL4
        
          
        
        6166000.00000000
        PA
        USD
        5943013.39000000
        0.226018392733
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        California Health Facilities Financing Authority
        5493007RI8BUDOGHZ546
        
        13032UVC9
        
          
        
        4450000.00000000
        PA
        USD
        4365227.50000000
        0.166013710338
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-06-01
          Fixed
          2.21100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KYNDRYL HOLDINGS INC
        549300LQ4LWX2R8ZV130
        
        50155QAA8
        
          
        
        6088000.00000000
        PA
        USD
        5444191.44000000
        0.207047724487
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of San Francisco CA Public Utilities Commission Water Revenue
        N/A
        
        79765R4N6
        
          
        
        700000.00000000
        PA
        USD
        696255.00000000
        0.026479232959
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-11-01
          Fixed
          1.98200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC Holdings, LLC
        3HG2WD2W22M120IUNG49
        
        64072UAE2
        
          
        
        4960937.51000000
        PA
        USD
        4892724.62000000
        0.186074922287
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-07-17
          Floating
          2.64700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN ASSETS TRUST LP
        549300V1TI0SMG9Z6U69
        
        02401LAA2
        
          
        
        4301000.00000000
        PA
        USD
        4052421.86000000
        0.154117417439
        Long
        DBT
        
        US
        N
        
        2
        
          2031-02-01
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        
        00774MAF2
        
          
        
        6055000.00000000
        PA
        USD
        6093754.72000000
        0.231751227389
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2023-07-03
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diamond Infrastructure Funding LLC
        N/A
        
        25265LAE0
        
          
        
        1499000.00000000
        PA
        USD
        1400921.18000000
        0.053278351010
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2049-04-15
          Fixed
          3.47500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
        
        -559.00000000
        NC
        USD
        1990888.87000000
        0.075715377533
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                CBOT 10 Year US Treasury Note
                TYM2 COMDTY
              
            
            2022-06-21
            -70678013.87000000
            USD
            1990888.87000000
          
        
        
          N
          N
          N
        
      
      
        TELEDYNE TECHNOLOGIES IN
        549300VSMO9KYQWDND94
        
        879360AB1
        
          
        
        14000000.00000000
        PA
        USD
        13449143.12000000
        0.511483571068
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-01
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GKH1
        
          
        
        26000000.00000000
        PA
        USD
        25843149.28000000
        0.982839290461
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-04
          Floating
          1.27100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        
        00774MAN5
        
          
        
        2768000.00000000
        PA
        USD
        2933533.38000000
        0.111565035457
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2025-07-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AES CORP/THE
        2NUNNB7D43COUIRE5295
        
        00130HCE3
        
          
        
        7000000.00000000
        PA
        USD
        6446101.27000000
        0.245151298311
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        
        05964HAQ8
        
          
        
        3800000.00000000
        PA
        USD
        3821825.15000000
        0.145347607522
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2028-03-24
          Fixed
          4.17500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTL BK RECON & DEVELOP
        ZTMSNXROF84AHWJNKQ93
        
        459058JX2
        
          
        
        20000000.00000000
        PA
        USD
        18729724.00000000
        0.712309031970
        Long
        DBT
        NUSS
        XX
        N
        
        2
        
          2026-07-15
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        N/A
        
        07876MAA5
        
          
        
        2051988.22000000
        PA
        USD
        2055843.50000000
        0.078185663246
        Long
        ABS-MBS
        CORP
        BM
        N
        
        2
        
          2031-03-25
          Floating
          1.84900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SERVPRO MASTER ISSUER, LLC
        N/A
        
        817743AA5
        
          
        
        13928397.49000000
        PA
        USD
        14029480.05000000
        0.533554330723
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2049-10-25
          Fixed
          3.88200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GJD2
        
          
        
        24600000.00000000
        PA
        USD
        23081736.22000000
        0.877820152772
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-19
          Fixed
          1.31900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mosaic Solar Loans LLC
        N/A
        
        61946PAB9
        
          
        
        3504162.24000000
        PA
        USD
        3280920.47000000
        0.124776493447
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-08-20
          Fixed
          2.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING GROEP NV
        549300NYKK9MWM7GGW15
        
        456837AV5
        
          
        
        5000000.00000000
        PA
        USD
        4618332.25000000
        0.175639522200
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2027-04-01
          Fixed
          1.72600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
        
        -305.00000000
        NC
        USD
        816412.86000000
        0.031048949466
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                CBOT 5 Year US Treasury Note
                FVM2 COMDTY
              
            
            2022-06-30
            -35796100.36000000
            USD
            816412.86000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        
        35565AAH3
        
          
        
        835365.94000000
        PA
        USD
        838384.87000000
        0.031884565686
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-10-25
          Floating
          2.40700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        
        20753TAC7
        
          
        
        4000000.00000000
        PA
        USD
        4054241.20000000
        0.154186608651
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-06-25
          Floating
          5.70700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        
        902613AH1
        
          
        
        10000000.00000000
        PA
        USD
        9091240.50000000
        0.345748432810
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2027-08-10
          Fixed
          1.49400000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PCP9
        
          
        
        11468000.00000000
        PA
        USD
        10581468.78000000
        0.402423216888
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-22
          Fixed
          1.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ortho-Clinical Diagnostics SA
        222100N2EDW8BU5UUT55
        
        000000000
        
          
        
        6700000.00000000
        PA
        USD
        6684817.80000000
        0.254229912625
        Long
        LON
        CORP
        LU
        N
        
        2
        
          2025-06-30
          Floating
          3.23500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avangrid Inc
        549300OX0Q38NLSKPB49
        
        05351WAA1
        
          
        
        7692000.00000000
        PA
        USD
        7684663.99000000
        0.292255004277
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PCY0
        
          
        
        27000000.00000000
        PA
        USD
        27005865.48000000
        1.027058481885
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-24
          Floating
          1.39400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ServiceMaster Brands
        N/A
        
        81761TAA3
        
          
        
        3137310.00000000
        PA
        USD
        2855826.47000000
        0.108609768532
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-01-30
          Fixed
          2.84100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marlette Funding Trust
        N/A
        
        57109JAB4
        
          
        
        559428.41000000
        PA
        USD
        559681.16000000
        0.021285201281
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-03-15
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Helios Issuer VI, LLC
        N/A
        
        86744TAB2
        
          
        
        8577328.52000000
        PA
        USD
        8017614.95000000
        0.304917442656
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-07-20
          Fixed
          2.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN AIRLINES/AADVAN
        N/A
        
        00253XAA9
        
          
        
        11787000.00000000
        PA
        USD
        11891963.24000000
        0.452262554627
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2026-04-20
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ExteNet Systems
        N/A
        
        30227XAB7
        
          
        
        5431000.00000000
        PA
        USD
        5402439.46000000
        0.205459857391
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2049-07-26
          Fixed
          4.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        
        00914AAJ1
        
          
        
        6823000.00000000
        PA
        USD
        6594181.42000000
        0.250782925787
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PBW5
        
          
        
        25000000.00000000
        PA
        USD
        22938617.50000000
        0.872377213148
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-04
          Fixed
          1.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        
        00774MBB0
        
          
        
        7000000.00000000
        PA
        USD
        6602203.58000000
        0.251088016082
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2024-10-29
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Preston Ridge Partners Mortgage Trust
        N/A
        
        69360GAA1
        
          
        
        3674272.31000000
        PA
        USD
        3515071.97000000
        0.133681495373
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-07-25
          Variable
          1.31900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Narragansett Bay Commission
        N/A
        
        631060CL2
        
          
        
        2350000.00000000
        PA
        USD
        2253650.00000000
        0.085708430615
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-09-01
          Fixed
          1.59700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        European Investment Bank
        5493006YXS1U5GIHE750
        
        298785HM1
        
          
        
        19314000.00000000
        PA
        USD
        19199469.33000000
        0.730173888990
        Long
        DBT
        NUSS
        XX
        N
        
        2
        
          2027-05-24
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Bankers Healthcare Group Securitization Trust
        N/A
        
        08862BAA3
        
          
        
        4142104.91000000
        PA
        USD
        4034675.69000000
        0.153442513891
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2034-10-17
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12690CAG8
        
          
        
        5000000.00000000
        PA
        USD
        4869304.50000000
        0.185184233081
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-04-15
          Variable
          4.78200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DXC TECHNOLOGY CO
        549300DOVZ3EDJB7O259
        
        23355LAM8
        
          
        
        2577000.00000000
        PA
        USD
        2333255.31000000
        0.088735895478
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Co LLC
        UDSQCVRUX5BONN0VY111
        
        345397ZB2
        
          
        
        1530000.00000000
        PA
        USD
        1542438.90000000
        0.058660403096
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-15
          Fixed
          4.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LLOYDS BANKING GROUP PLC
        549300PPXHEU2JF0AM85
        
        53944YAN3
        
          
        
        4000000.00000000
        PA
        USD
        3898619.00000000
        0.148268149915
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-05-11
          Fixed
          0.69500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRUNSWICK CORP
        YM4O38W15AX4YLLQKU27
        
        117043AS8
        
          
        
        7728000.00000000
        PA
        USD
        7311948.28000000
        0.278080275029
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-18
          Fixed
          0.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        
        35564KRE1
        
          
        
        6932606.70000000
        PA
        USD
        6908726.64000000
        0.262745376551
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-02-25
          Floating
          1.39900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        91282CBY6
        
          
        
        10000000.00000000
        PA
        USD
        10013647.40000000
        0.380828435378
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-04-30
          Floating
          0.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diamond Issuer LLC
        N/A
        
        25267TAN1
        
          
        
        13011000.00000000
        PA
        USD
        12053478.87000000
        0.458405146053
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-11-20
          Fixed
          2.30500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        17327CAP8
        
          
        
        7222000.00000000
        PA
        USD
        7108967.83000000
        0.270360737472
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-25
          Floating
          0.83100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01
        5493002KQF9IH3CTQZ40
        
        62548QAB7
        
          
        
        4444259.88000000
        PA
        USD
        4359428.51000000
        0.165793169290
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-03-25
          Floating
          2.40700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COCA-COLA EUROPACIFIC
        549300LTH67W4GWMRF57
        
        19123MAE3
        
          
        
        5000000.00000000
        PA
        USD
        4779843.65000000
        0.181781952756
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-05-03
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RJY9
        
          
        
        6307000.00000000
        PA
        USD
        5922391.70000000
        0.225234130453
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Asurion LLC
        549300KNQVXGIOXWK278
        
        04649VAX8
        
          
        
        1742400.00000000
        PA
        USD
        1707085.04000000
        0.064922050764
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-12-23
          Floating
          3.70700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMS-OSRAM AG
        5299001JPPT2QFTV5D76
        
        000000000
        
          
        
        2600000.00000000
        PA
        USD
        2557529.00000000
        0.097265234993
        Long
        DBT
        CORP
        AT
        Y
        
        2
        
          2022-09-28
          Fixed
          0.87500000
          N
          N
          N
          N
          N
          
            
              ams AG
              
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Clarios Global LP
        549300474L1ZLXZY2P98
        
        000000000
        
          
        
        5086391.26000000
        PA
        USD
        5032348.35000000
        0.191384944152
        Long
        LON
        CORP
        CA
        
        N
        
        2
        
          2026-04-30
          Floating
          3.70700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUROPEAN BK RECON & DEV
        549300HTGDOVDU6OGK19
        
        29874QEE0
        
          
        
        11400000.00000000
        PA
        USD
        11056702.22000000
        0.420496791896
        Long
        DBT
        NUSS
        XX
        N
        
        2
        
          2025-02-13
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        
        55903VAA1
        
          
        
        6825000.00000000
        PA
        USD
        6889385.62000000
        0.262009819357
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Floating
          2.03800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Commercial Mortgage Trust 2019-XL
        N/A
        
        056054AE9
        
          
        
        10595250.01000000
        PA
        USD
        10511157.63000000
        0.399749217677
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Floating
          1.47700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES/SKYMILES
        N/A
        
        830867AB3
        
          
        
        10953000.00000000
        PA
        USD
        11055997.85000000
        0.420470004042
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2028-10-20
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ziggo Financing Partnership
        N/A
        
        000000000
        
          
        
        4872000.00000000
        PA
        USD
        4802725.03000000
        0.182652153173
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2028-04-30
          Floating
          2.89700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chase Auto Credit Linked Notes
        N/A
        
        46591HCG3
        
          
        
        1310399.70000000
        PA
        USD
        1278858.38000000
        0.048636187841
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-02-26
          Fixed
          2.10200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AXIS Equipment Finance Receivables LLC
        549300INEWFFGID70G60
        
        03237KAB0
        
          
        
        3016991.16000000
        PA
        USD
        2959137.64000000
        0.112538789563
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-11-20
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ABU8
        
          
        
        5720000.00000000
        PA
        USD
        5470722.40000000
        0.208056721867
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, NA - CACLN
        N/A
        
        46591HBR0
        
          
        
        8507369.03000000
        PA
        USD
        8360080.95000000
        0.317941746962
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-09-25
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GYM0
        
          
        
        13967000.00000000
        PA
        USD
        12999737.76000000
        0.494392262250
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-21
          Fixed
          1.94800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MACQUARIE BANK LTD
        4ZHCHI4KYZG2WVRT8631
        
        556079AC5
        
          
        
        3984000.00000000
        PA
        USD
        3760700.82000000
        0.143022991722
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2030-06-03
          Fixed
          3.62400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENUINE PARTS CO
        549300D46DQVEU651W04
        
        372460AB1
        
          
        
        2154000.00000000
        PA
        USD
        2058923.58000000
        0.078302801588
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        
        404280CX5
        
          
        
        8383000.00000000
        PA
        USD
        7820334.21000000
        0.297414670435
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-11-22
          Fixed
          2.25100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        91282CDS7
        
          
        
        1767000.00000000
        PA
        USD
        1701703.84000000
        0.064717398663
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-01-15
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        5493005LAQ76UDHPEE03
        
        35565CBD7
        
          
        
        2769411.00000000
        PA
        USD
        2728137.91000000
        0.103753652416
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-11-25
          Floating
          3.40700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sunnova Sol Issuer,LLC
        N/A
        
        86745PAB9
        
          
        
        8666784.97000000
        PA
        USD
        8472902.92000000
        0.322232472668
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2055-11-01
          Fixed
          5.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nokia OYJ
        549300A0JPRWG1KI7U06
        
        654902AE5
        
          
        
        12838000.00000000
        PA
        USD
        13048801.24000000
        0.496258192573
        Long
        DBT
        CORP
        FI
        N
        
        2
        
          2027-06-12
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967MU2
        
          
        
        5060000.00000000
        PA
        USD
        4870250.00000000
        0.185220191336
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-10
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MACQUARIE BANK LTD
        4ZHCHI4KYZG2WVRT8631
        
        556079AD3
        
          
        
        3117000.00000000
        PA
        USD
        2749508.51000000
        0.104566396448
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2036-03-03
          Fixed
          3.05200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967MW8
        
          
        
        7382000.00000000
        PA
        USD
        7315333.31000000
        0.278209010906
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Floating
          0.83400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avolon TLB Borrower 1 (US) LLC
        635400O84AGITYFZQB55
        
        05400KAE0
        
          
        
        1778279.08000000
        PA
        USD
        1756050.59000000
        0.066784256716
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2025-01-15
          Floating
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        
        3137G0TS8
        
          
        
        2760568.24000000
        PA
        USD
        2761115.94000000
        0.105007837936
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-07-25
          Floating
          1.50700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MVW 2020-1 LLC
        N/A
        
        55400EAA7
        
          
        
        674878.20000000
        PA
        USD
        652368.51000000
        0.024810188438
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-10-20
          Fixed
          1.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Springcastle SPV
        N/A
        
        85022WAP9
        
          
        
        18740153.28000000
        PA
        USD
        18072589.67000000
        0.687317594911
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-09-25
          Fixed
          1.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mosaic Solar Loans LLC
        N/A
        
        61946FAB1
        
          
        
        4565637.93000000
        PA
        USD
        4251101.55000000
        0.161673393045
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2043-06-22
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        
        853254CE8
        
          
        
        6397000.00000000
        PA
        USD
        6083328.73000000
        0.231354717177
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-11-23
          Fixed
          1.82200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Business Jet Securities, LLC
        N/A
        
        12327FAA5
        
          
        
        3726955.78000000
        PA
        USD
        3594765.88000000
        0.136712329778
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2035-11-15
          Fixed
          2.98100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASHTEAD CAPITAL INC
        213800J1134IW58IC398
        
        045054AJ2
        
          
        
        8545000.00000000
        PA
        USD
        8437655.32000000
        0.320891973266
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Synovus Financial Corp
        549300EIUS8UN5JTLE54
        
        87161CAL9
        
          
        
        5545000.00000000
        PA
        USD
        5569882.24000000
        0.211827863911
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-01
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE SA
        969500TJ5KRTCJQWXH05
        
        22535WAH0
        
          
        
        10700000.00000000
        PA
        USD
        9746943.72000000
        0.370685443408
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-01-26
          Fixed
          1.24700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GA GLOBAL FUNDING TRUST
        54930029I8ROQ4OROZ88
        
        36143L2G9
        
          
        
        11545000.00000000
        PA
        USD
        10794946.06000000
        0.410541958769
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-06
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ameriprise Financial Inc
        6ZLKQF7QB6JAEKQS5388
        
        03076CAK2
        
          
        
        4382000.00000000
        PA
        USD
        4368389.64000000
        0.166133969498
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-02
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        N/A
        
        07876AAA1
        
          
        
        6041000.00000000
        PA
        USD
        6024241.06000000
        0.229107557474
        Long
        ABS-MBS
        CORP
        BM
        N
        
        2
        
          2031-06-25
          Floating
          1.29900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marlette Funding Trust
        549300ZOVOBV0NZDYW87
        
        57109EAC3
        
          
        
        971142.78000000
        PA
        USD
        970921.26000000
        0.036925049340
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-07-17
          Fixed
          4.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        91282CBD2
        
          
        
        11682000.00000000
        PA
        USD
        11569260.52000000
        0.439989866461
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-12-31
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWEDBANK AB
        M312WZV08Y7LYUC71685
        
        87020PAR8
        
          
        
        13000000.00000000
        PA
        USD
        13021386.95000000
        0.495215601322
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2025-04-04
          Floating
          1.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oaktown Re Ltd
        N/A
        
        67401FAA8
        
          
        
        4000000.00000000
        PA
        USD
        4001661.20000000
        0.152186941764
        Long
        ABS-MBS
        CORP
        BM
        N
        
        2
        
          2033-10-25
          Floating
          1.74900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSMC 2022 CNTR
        N/A
        
        12665CAA2
        
          
        
        3968000.00000000
        PA
        USD
        3864303.66000000
        0.146963105238
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2025-01-15
          Variable
          4.24600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEMAIN FINANCE CORP
        5493008I795YYBFWFU90
        
        682691AB6
        
          
        
        7159000.00000000
        PA
        USD
        6631524.88000000
        0.252203132718
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEVEL 3 FINANCING INC
        254900AE5FEFIJOXWL19
        
        527298BR3
        
          
        
        3000000.00000000
        PA
        USD
        2757187.50000000
        0.104858435665
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oportun Funding LLC
        N/A
        
        68377GAB2
        
          
        
        2687000.00000000
        PA
        USD
        2560343.42000000
        0.097372270035
        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
        
        30227FAE0
        
          
        
        3376221.01000000
        PA
        USD
        3334064.00000000
        0.126797591911
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-07-15
          Floating
          1.77700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Asurion LLC
        549300KNQVXGIOXWK278
        
        04649VAV2
        
          
        
        3004742.67000000
        PA
        USD
        2990845.74000000
        0.113744678449
        Long
        LON
        CORP
        US
        N
        
        2
        
          2023-11-03
          Floating
          3.58200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KYNDRYL HOLDINGS INC
        549300LQ4LWX2R8ZV130
        
        50155QAC4
        
          
        
        12332000.00000000
        PA
        USD
        10694654.22000000
        0.406727765700
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        
        83368RAZ5
        
          
        
        13600000.00000000
        PA
        USD
        12311171.25000000
        0.468205429802
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-12-14
          Fixed
          1.48800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Upstart Securitization Trust
        N/A
        
        91680EAC9
        
          
        
        4700000.00000000
        PA
        USD
        4683285.39000000
        0.178109751248
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-11-20
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEMAIN FINANCE CORP
        5493008I795YYBFWFU90
        
        85172FAN9
        
          
        
        3690000.00000000
        PA
        USD
        3948373.80000000
        0.150160371788
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CO
        ZUE8T73ROZOF6FLBAR73
        
        14040HCN3
        
          
        
        5971000.00000000
        PA
        USD
        5771585.50000000
        0.219498828730
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          3.27300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Consumer Loan Underlying Bond Credit Trust
        N/A
        
        21055JAC2
        
          
        
        5910000.00000000
        PA
        USD
        5892033.60000000
        0.224079583337
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          4.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Horizon Aircraft Finance II LLC
        549300KSCDSEIWTVMM32
        
        44040HAA0
        
          
        
        4047715.44000000
        PA
        USD
        3616106.33000000
        0.137523927177
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2039-07-15
          Fixed
          3.72100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SkyMiles IP Ltd.
        2549008L7P4I8VB90936
        
        24736CBS2
        
          
        
        5750000.00000000
        PA
        USD
        5953044.00000000
        0.226399866272
        Long
        LON
        CORP
        KY
        
        N
        
        2
        
          2027-10-20
          Floating
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Commercial Mortgage Securities LLC
        N/A
        
        05552EAL4
        
          
        
        1208000.00000000
        PA
        USD
        1189060.86000000
        0.045221103639
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-15
          Floating
          2.09700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vantage Data Centers LLC
        N/A
        
        92212KAA4
        
          
        
        5669649.88000000
        PA
        USD
        5623253.43000000
        0.213857620499
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2044-07-15
          Fixed
          3.18800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO DO BRASIL (CAYMAN)
        QE0Q0253K88YAGNPE356
        
        059578AF1
        
          
        
        17550000.00000000
        PA
        USD
        16913110.50000000
        0.643221510784
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2026-09-30
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Helios Issuer, LLC
        N/A
        
        86746EAB3
        
          
        
        2618986.84000000
        PA
        USD
        2311889.42000000
        0.087923330572
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-02-20
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        
        05609VAJ4
        
          
        
        3122154.00000000
        PA
        USD
        3005475.67000000
        0.114301068457
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-09-15
          Floating
          1.49700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SS&C European Holdings Sarl
        549300KY09TR3J12JU49
        
        78466DBE3
        
          
        
        397392.39000000
        PA
        USD
        392176.61000000
        0.014914845591
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-04-16
          Floating
          2.20700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        
        35565LBD7
        
          
        
        5335000.00000000
        PA
        USD
        5249024.87000000
        0.199625356141
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-03-25
          Floating
          4.55700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912828ZF0
        
          
        
        138050000.00000000
        PA
        USD
        130079768.84000000
        4.947056038911
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-03-31
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Theorem Funding Trust
        N/A
        
        88339VAB4
        
          
        
        5446000.00000000
        PA
        USD
        5202272.98000000
        0.197847337762
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          1.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        
        20753KAB8
        
          
        
        644415.98000000
        PA
        USD
        645833.12000000
        0.024561641406
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-08-25
          Floating
          2.75700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        
        20754JAC8
        
          
        
        12304480.00000000
        PA
        USD
        12035649.26000000
        0.457727069204
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-09-25
          Floating
          4.20700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Focus Brands Funding LLC
        N/A
        
        34417RAA4
        
          
        
        13896975.00000000
        PA
        USD
        13715063.60000000
        0.521596777204
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2047-04-30
          Fixed
          3.85700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Theorem Funding Trust
        N/A
        
        88339XAA2
        
          
        
        10432060.97000000
        PA
        USD
        10309504.07000000
        0.392080142996
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GZK3
        
          
        
        20500000.00000000
        PA
        USD
        19622631.78000000
        0.746267155240
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-24
          Fixed
          2.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUNAR AIRCRAFT 2020-1 LIMITED
        N/A
        
        55037LAB0
        
          
        
        843821.39000000
        PA
        USD
        712417.05000000
        0.027093890932
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2045-02-15
          Fixed
          4.33500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Preston Ridge Partners Mortgage Trust
        N/A
        
        69357QAA4
        
          
        
        2192832.09000000
        PA
        USD
        2116151.16000000
        0.080479220317
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-10-25
          Variable
          1.45500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TD SYNNEX CORP
        5493004HI6PFLF46NS53
        
        87162WAC4
        
          
        
        6500000.00000000
        PA
        USD
        6180861.05000000
        0.235063963103
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-09
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        
        05581KAA9
        
          
        
        3000000.00000000
        PA
        USD
        3031418.58000000
        0.115287701741
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-09-28
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FMC GMSR Issuer Trust
        N/A
        
        30259RAK1
        
          
        
        7670000.00000000
        PA
        USD
        7113411.11000000
        0.270529719592
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-10-25
          Variable
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GJS9
        
          
        
        13829000.00000000
        PA
        USD
        12855274.94000000
        0.488898205239
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-22
          Fixed
          1.73400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANSKE BANK A/S
        MAES062Z21O4RZ2U7M96
        
        23636AAW1
        
          
        
        5573000.00000000
        PA
        USD
        5314472.71000000
        0.202114399095
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2024-06-22
          Fixed
          1.22600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        San Diego County Water Authority
        549300Y0QN5OFKA1G520
        
        797412DM2
        
          
        
        1500000.00000000
        PA
        USD
        1410405.00000000
        0.053639029610
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-05-01
          Fixed
          0.74300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRAFT HEINZ FOODS CO
        5493003STKEZ2S0RNU91
        
        50077LBC9
        
          
        
        15000000.00000000
        PA
        USD
        15256800.00000000
        0.580230463565
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Coinstar Funding, LLC
        N/A
        
        19260MAA4
        
          
        
        19075717.49000000
        PA
        USD
        18994187.87000000
        0.722366841857
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2047-04-25
          Fixed
          5.21600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANSKE BANK A/S
        MAES062Z21O4RZ2U7M96
        
        23636AAY7
        
          
        
        8500000.00000000
        PA
        USD
        8393463.81000000
        0.319211328548
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2023-12-08
          Fixed
          1.17100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Multifamily Connecticut Avenue Securities
        549300HG8ZEWVWVSN227
        
        62547NAB5
        
          
        
        3175000.00000000
        PA
        USD
        3013976.38000000
        0.114624358459
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-10-15
          Floating
          3.70700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Conn Funding II, L.P
        N/A
        
        20825GAB1
        
          
        
        8955000.00000000
        PA
        USD
        8699013.27000000
        0.330831662092
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          2.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prodigy Finance Designated Activity Co
        635400HTAZNW3LYYMQ40
        
        742855AA7
        
          
        
        2662558.69000000
        PA
        USD
        2658832.17000000
        0.101117889894
        Long
        ABS-O
        CORP
        IE
        N
        
        2
        
          2051-07-25
          Floating
          1.70700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTER-AMERICAN DEVEL BK
        VKU1UKDS9E7LYLMACP54
        
        4581X0DL9
        
          
        
        11616000.00000000
        PA
        USD
        11052844.24000000
        0.420350069286
        Long
        DBT
        NUSS
        XX
        N
        
        2
        
          2025-04-03
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hawaii Hotel Trust 2019-MAUI
        N/A
        
        41975AAA0
        
          
        
        17728000.00000000
        PA
        USD
        17602831.46000000
        0.669452248052
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-05-15
          Floating
          1.54700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PATTERN ENERGY OP LP/PAT
        N/A
        
        70339PAA7
        
          
        
        3663000.00000000
        PA
        USD
        3607908.48000000
        0.137212155225
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Willis Engine Securitization Trust
        N/A
        
        97064FAB1
        
          
        
        682343.55000000
        PA
        USD
        589488.94000000
        0.022418819209
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2045-03-15
          Fixed
          4.21200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Pass-Through Trust
        N/A
        
        126650BP4
        
          
        
        1034112.70000000
        PA
        USD
        1107547.33000000
        0.042121067373
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-10
          Fixed
          6.03600000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2022-04-14
      CALVERT FUND
      James Kirchner
      James Kirchner
      Treasurer