NPORT-P false 0000745463 XXXXXXXX S000026932 C000081143 C000243098 C000081144 C000081142 Eaton Vance Mutual Funds Trust 811-04015 0000745463 549300C67AFHZKODE756 One Post Office Square Boston 02109 617-482-8260 Eaton Vance Total Return Bond Fund S000026932 5493006T2FYVRDJMYZ15 2025-09-30 2025-06-30 N 3823221105.06 820917437.41 3002303667.65 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 806420815.09000000 0.00000000 0.00000000 2544550.10000000 USD N Securities Portfolio Securities Portfolio Loanpal Solar Loan Ltd. N/A 53948KAC3 4473245.72000000 PA USD 3135733.62000000 0.104444252384 Long ABS-O CORP US N 2 2047-07-20 Fixed 3.50000000 N N N N N N TK ELEVATOR MIDCO GMBH 549300C2AFWPAYWS5574 000000000 1736907.79000000 PA USD 1743421.19000000 0.058069448763 Long LON CORP US N 2 2030-04-30 Floating 7.23700000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CGQ8 55909000.00000000 PA USD 56465906.19000000 1.880752663310 Long DBT UST US N 2 2030-02-28 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TL2 57541000.00000000 PA USD 50341631.77000000 1.676766821172 Long DBT UST US N 2 2052-11-15 Fixed 4.00000000 N N N N N N PHILLIPS EDISON GROCERY 549300WUPIVS6ZE0ZI51 71845JAA6 1882000.00000000 PA USD 1641262.20000000 0.054666761982 Long DBT US N 2 2031-11-15 Fixed 2.62500000 N N N N N N VB-S1 Issuer LLC N/A 91823ABG5 2581000.00000000 PA USD 2697076.86000000 0.089833579762 Long ABS-O CORP US N 2 2054-05-15 Fixed 8.87100000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -2459.47000000 -0.00008191942 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 541000.00000000 CAD 396509.83000000 USD 2025-09-25 -2459.47000000 N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAH7 1389000.00000000 PA USD 1454059.40000000 0.048431456673 Long DBT CORP ES N 2 2035-06-15 Fixed 6.03700000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 94989WBB2 5598000.00000000 PA USD 4859051.68000000 0.161844110985 Long ABS-MBS CORP US N 2 2048-11-15 Fixed 3.85200000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384D3W5 1580000.00000000 PA USD 1631884.99000000 0.054354428154 Long ABS-MBS USGA US N 2 2053-11-20 Fixed 6.00000000 N N N N N N Avant Loans Funding Trust N/A 05353LAD7 858885.68000000 PA USD 858058.23000000 0.028579994730 Long ABS-O CORP US N 2 2030-07-15 Fixed 4.30000000 N N N N N N QORVO INC 254900YAUJV2EUEVBR11 74736KAJ0 3150000.00000000 PA USD 2843335.85000000 0.094705138611 Long DBT CORP US N 2 2031-04-01 Fixed 3.37500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEY8 9025000.00000000 PA USD 9251150.71000000 0.308135076730 Long DBT CORP US N 2 2031-04-22 Fixed 5.10300000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 93.00000000 NC USD 36993.20000000 0.001232160503 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long Ultra 10 Year U.S. Treasury Notes Futures UXYU5 Comdty 2025-09-19 10589709.93000000 USD 36993.20000000 N N N MAREX GROUP PLC 549300DWX0SVICJAL507 566539AA0 13996000.00000000 PA USD 14412487.51000000 0.480047626937 Long DBT CORP GB N 2 2029-11-04 Fixed 6.40400000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDC3 8155000.00000000 PA USD 7883597.52000000 0.262584947850 Long DBT CORP MX N 2 2030-01-23 Fixed 6.84000000 N N N N N N Banc of America Merrill Lynch Large Loan Inc 5493001M1XQ4INMTAE48 05493WAA0 5864000.00000000 PA USD 5905046.24000000 0.196683843264 Long ABS-MBS CORP US N 2 2039-08-15 Floating 6.66200000 N N N N N N PPL CAPITAL FUNDING INC 549300MROK5WY0D2NU17 69352PAS2 850000.00000000 PA USD 920169.82000000 0.030648792456 Long DBT CORP US N 2 2028-03-15 Fixed 2.87500000 N N N N Y PPL Corp. USD XXXX N N N BROOKFIELD PROPERTY PART 5493004J5Z0TZW83NU62 000000000 74772.00000000 NS USD 1132048.08000000 0.037705981983 Long EP CORP BM N 1 N N N TLWND 2019-1 N/A 87404LAA0 587654.52000000 PA USD 567708.41000000 0.018909093577 Long ABS-O CORP KY N 2 2044-12-15 Variable 3.96700000 N N N N N N CHAMP ACQUISITION CORP N/A 15807XAA8 2354000.00000000 PA USD 2507308.96000000 0.083512836726 Long DBT CORP US N 2 2031-12-01 Fixed 8.37500000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3E9 1826000.00000000 PA USD 1583276.38000000 0.052735384400 Long DBT CORP US N 2 2031-10-04 Fixed 2.64600000 N N N N N N NRZ Excess Spread Collateralized Notes N/A 65246QAA7 1243397.64000000 PA USD 1205640.63000000 0.040157184730 Long ABS-O CORP US N 2 2026-11-25 Fixed 3.47400000 N N N N N N CALDERYS FINANCING LLC 254900ZIKDM74XNEFV84 128786AA8 3970000.00000000 PA USD 4213699.52000000 0.140348878276 Long DBT CORP US N 2 2028-06-01 Fixed 11.25000000 N N N N N N TEXAS CAPITAL BANCSHARES 549300466Q2SXRX0YM48 88224QAA5 3393000.00000000 PA USD 3293874.01000000 0.109711554014 Long DBT CORP US N 2 2031-05-06 Fixed 4.00000000 N N N N N N INFORMATICA LLC 5493007SV33RZV7RPS40 45673YAL0 3500000.00000000 PA USD 3518602.50000000 0.117196755874 Long LON CORP US N 2 2028-10-27 None 0.00000000 N N N N N N BX Trust N/A 05610MAC6 4135000.00000000 PA USD 4176287.15000000 0.139102756160 Long ABS-MBS CORP US N 2 2027-06-15 Floating 7.45200000 N N N N N N Fannie Mae - CAS N/A 20754WAC9 1611620.00000000 PA USD 1656686.54000000 0.055180512146 Long ABS-MBS USGSE US N 2 2040-01-25 Floating 7.42000000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 07336UAA1 2261000.00000000 PA USD 2392833.64000000 0.079699920623 Long DBT CORP MX N 2 2038-06-29 Fixed 8.45000000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 072912AA6 2691000.00000000 PA USD 2769846.30000000 0.092257366563 Long DBT CORP MX N 2 2035-02-11 Fixed 7.62500000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46642MAG3 1384000.00000000 PA USD 58128.00000000 0.001936113279 Long ABS-MBS CORP US N 2 2027-06-10 Fixed 3.77100000 N N N N N N Golub Capital Partners CLO, LTD N/A 381941AG8 3000000.00000000 PA USD 3024585.00000000 0.100742141196 Long ABS-CBDO CORP JE N 2 2037-04-25 Floating 8.28200000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 07332VAA3 3500000.00000000 PA USD 2405497.50000000 0.080121725391 Long ABS-MBS CORP US N 2 2050-02-15 Variable 3.71000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UJ5 11779000.00000000 PA USD 11720105.00000000 0.390370405441 Long DBT UST US N 2 2045-02-15 Fixed 4.75000000 N N N N N N Galaxy CLO Ltd 3912004FNLYTWOWSZU31 36321EAL9 1500000.00000000 PA USD 1507668.00000000 0.050217038877 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 7.81900000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 1769.29000000 0.000058931080 N/A DFE JP N 2 Bank of America NA B4TYDEB6GKMZO031MB27 258108.81000000 USD 37070000.00000000 JPY 2025-09-25 1769.29000000 N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAJ9 850000.00000000 PA USD 1019575.00000000 0.033959756002 Long DBT CORP US N 2 2025-12-15 None 0.00000000 N N N N Y Uber Technologies Inc USD XXXX N N N iShares 0-5 Year High Yield Corporate Bond ETF 549300R96U5WQ7R5ID10 46434V407 327000.00000000 NS USD 14106780.00000000 0.469865195583 Long EC RF US N 1 N N N MCAFEE LLC 2549009UKR8UEZYVCR93 57906HAF4 995006.25000000 PA USD 968369.93000000 0.032254229991 Long LON CORP US N 2 2029-03-01 Floating 7.31600000 N N N N N N CITADEL SECURITIES GLOBA 549300NV5RXBUS3X7L47 17289RAB2 2550000.00000000 PA USD 2617480.11000000 0.087182390582 Long DBT CORP US N 2 2035-06-18 Fixed 6.20000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -40868.86000000 -0.00136125004 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 7134060.00000000 CAD 5220260.35000000 USD 2025-09-25 -40868.86000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 60865.65000000 0.002027298259 N/A DFE MX N 2 Bank of America NA B4TYDEB6GKMZO031MB27 3899473.22000000 USD 74984000.00000000 MXN 2025-09-25 60865.65000000 N N N AMERICAN NATIONAL GROUP 549300RK5RZQ740FPL83 025676AN7 3106000.00000000 PA USD 3182186.76000000 0.105991502268 Long DBT CORP US N 2 2029-10-01 Fixed 5.75000000 N N N N N N Star Trust N/A 85521DAQ5 1600000.00000000 PA USD 1601321.92000000 0.053336440855 Long ABS-O CORP US N 2 2038-04-17 Floating 8.87600000 N N N N N N LHOME Mortgage Trust N/A 50204VAA8 2759000.00000000 PA USD 2793558.13000000 0.093047154426 Long ABS-MBS CORP US N 2 2028-11-25 Variable 7.62800000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 06744EDH7 850000.00000000 PA USD 921026.00000000 0.030677309891 Long DBT CORP GB N 2 2029-02-16 Fixed 1.00000000 N N N N N Microsoft Corp. USD XXXX N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AN7 4250000.00000000 PA USD 4386092.82000000 0.146090912363 Long DBT CORP US N 2 2030-06-14 Fixed 6.00000000 N N N N N N Cologix Data Centers Issuer LLC N/A 19521UAC7 4300000.00000000 PA USD 4132816.00000000 0.137654829674 Long ABS-O CORP US N 2 2051-12-26 Fixed 3.79000000 N N N N N N Banc of America Merrill Lynch Large Loan Inc N/A 05492PAL2 7255000.00000000 PA USD 5751137.17000000 0.191557477412 Long ABS-MBS CORP US N 2 2032-11-05 Variable 3.84300000 N N N N N N Minejesa Capital BV 549300KS7ERCP10BKC35 000000000 1657740.00000000 PA USD 1638790.37000000 0.054584430870 Long DBT CORP NL Y 2 2030-08-10 Fixed 4.62500000 N N N N N N AFRICAN EXPORT-IMPORT BA 21380068LJCDYA42GJ76 000000000 2200000.00000000 PA USD 2019924.50000000 0.067279153730 Long DBT NUSS XX Y 2 2029-09-21 Fixed 3.99400000 N N N N N N MCGRAW-HILL EDUCATION 254900U6YJ9QZ4IQOR26 57767XAB6 5300000.00000000 PA USD 5400021.60000000 0.179862605444 Long DBT CORP US N 2 2029-08-01 Fixed 8.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810FM5 7117000.00000000 PA USD 7888193.71000000 0.262738036628 Long DBT UST US N 2 2030-05-15 Fixed 6.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384MAU1 1605000.00000000 PA USD 1657932.74000000 0.055222020272 Long ABS-MBS USGA US N 2 2054-03-20 Fixed 6.00000000 N N N N N N LHOME Mortgage Trust N/A 50205DAA7 4645000.00000000 PA USD 4692547.15000000 0.156298218616 Long ABS-MBS CORP US N 2 2029-01-25 Variable 7.01700000 N N N N N N ESC GCB144A ENVIVA PAR N/A 294ESCAA6 3339000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 3 2026-01-15 None 0.00000000 N N N N N N Willis Engine Securitization Trust N/A 97064YAA2 1784846.19000000 PA USD 1842279.33000000 0.061362191634 Long ABS-O CORP US N 2 2048-10-15 Fixed 8.00000000 N N N N N N STAR 2024-SFR4 Trust N/A 85520AAG4 2405000.00000000 PA USD 2429404.26000000 0.080918005935 Long ABS-O CORP US N 2 2041-10-17 Floating 7.26200000 N N N N N N Pagaya AI Debt Selection Trust N/A 69546LAA7 53885.59000000 PA USD 53469.78000000 0.001780958421 Long ABS-O CORP US N 2 2029-01-25 Fixed 3.00000000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AH6 16636000.00000000 PA USD 17231558.32000000 0.573944551501 Long DBT CORP US N 2 2036-01-25 Fixed 6.10000000 N N N N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAC7 2305800.00000000 PA USD 2200304.12000000 0.073287194220 Long ABS-O CORP US N 2 2049-12-05 Fixed 3.85800000 N N N N N N ANTARES HOLDINGS 5493008EAIGV4283RM42 03666HAG6 2495000.00000000 PA USD 2528683.82000000 0.084224785362 Long DBT CORP US N 2 2029-02-08 Fixed 6.50000000 N N N N N N VAR ENERGI ASA 549300LIVN3FFOJN2K47 92212WAF7 7218000.00000000 PA USD 7399634.76000000 0.246465234004 Long DBT CORP NO N 2 2030-05-22 Fixed 5.87500000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBV8 7858000.00000000 PA USD 9125198.45000000 0.303939889503 Long DBT CORP IT N 2 2033-11-21 Fixed 8.24800000 N N N N N N Morgan Stanley BAML Trust N/A 61766EBK0 4198800.00000000 PA USD 3896309.63000000 0.129777333052 Long ABS-MBS CORP US N 2 2049-05-15 Variable 4.87000000 N N N N N N Morgan Stanley BAML Trust N/A 61766EAL9 3047635.00000000 PA USD 2311941.09000000 0.077005571252 Long ABS-MBS CORP US N 2 2049-05-15 Fixed 3.00000000 N N N N N N BELL CANADA 5493000G3EFX9S7TDE29 0778FPAP4 6235000.00000000 PA USD 6406547.11000000 0.213387712210 Long DBT CORP CA N 2 2055-09-15 Fixed 6.87500000 N N N N N N OSD CLO 2023-27, Ltd. N/A 67570KAG9 2000000.00000000 PA USD 2007686.00000000 0.066871516750 Long ABS-CBDO CORP KY N 2 2035-07-16 Floating 7.61100000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300BSYX29G4VVM177 95000MAC5 6000000.00000000 PA USD 4477525.80000000 0.149136339812 Long ABS-MBS CORP US N 2 2059-11-15 Fixed 2.94200000 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74843PAA8 5478000.00000000 PA USD 5636560.27000000 0.187741177907 Long DBT CORP US N 2 2032-03-01 Fixed 6.37500000 N N N N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAF0 6054250.00000000 PA USD 6151541.19000000 0.204894037078 Long ABS-O CORP US N 2 2054-06-05 Fixed 5.76500000 N N N N N N ALPHA HOLDING SA 549300R872G37EN6NT94 02074AAB0 2946034.02000000 PA USD 22095.26000000 0.000735943543 Long DBT CORP MX N 2 2025-02-10 None 0.00000000 Y N N N N N JP Morgan Mortgage Trust N/A 46657FAA3 2009382.20000000 PA USD 2019067.42000000 0.067250606317 Long ABS-O CORP US N 2 2054-03-20 Floating 6.00200000 N N N N N N Fontainebleau Miami Beach Trust N/A 34461WAL4 3740000.00000000 PA USD 3747332.27000000 0.124815231396 Long ABS-MBS CORP US N 2 2039-12-15 Floating 8.56200000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 05533UAF5 7145000.00000000 PA USD 6871565.85000000 0.228876443247 Long DBT CORP MX N 2 2033-01-18 Fixed 5.12500000 N N N N N N Vantage Data Centers LLC 5493000RL8X7WTQ7HO20 92212KAC0 3088000.00000000 PA USD 2901332.25000000 0.096636868590 Long ABS-O CORP US N 2 2045-09-15 Fixed 1.99200000 N N N N N N Mosaic Solar Loans LLC N/A 61945LAB9 1124849.50000000 PA USD 1015822.56000000 0.033834770644 Long ABS-O CORP US N 2 2040-09-20 Fixed 3.28000000 N N N N N N BLUE OWL CREDIT INCOME 5493003I42XBWPE05N35 09581CAB7 1424000.00000000 PA USD 1465586.18000000 0.048815387856 Long DBT CORP US N 2 2029-09-15 Fixed 6.60000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475CC7 1805000.00000000 PA USD 1861081.31000000 0.061988443409 Long DBT CORP US N 2 2036-01-29 Fixed 5.57500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HABQ8 259246.73000000 PA USD 262344.73000000 0.008738114429 Long ABS-MBS USGSE US N 2 2053-07-25 Fixed 6.00000000 N Y N N N N INTOWN Mortgage Trust N/A 46117WAG7 4668000.00000000 PA USD 4666502.97000000 0.155430745406 Long ABS-MBS CORP US N 2 2042-03-15 Floating 7.16200000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TQ1 4455000.00000000 PA USD 3989313.28000000 0.132875075995 Long DBT UST US N 2 2043-02-15 Fixed 3.87500000 N N N N N N Great Wolf Trust N/A 362414AG9 5387000.00000000 PA USD 5416623.65000000 0.180415582486 Long ABS-MBS CORP US N 2 2041-05-15 Floating 7.25100000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAG9 250000.00000000 PA USD 258623.44000000 0.008614166607 Long DBT CORP ES N 2 2030-03-15 Fixed 5.67300000 N N N N N N Fannie Mae - CAS N/A 20754FAL6 1218801.25000000 PA USD 1306127.75000000 0.043504185271 Long ABS-MBS USGSE US N 2 2031-07-25 Floating 8.77000000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 07336UAB9 4440000.00000000 PA USD 4592376.36000000 0.152961754318 Long DBT CORP MX N 2 2039-01-08 Fixed 8.12500000 N N N N N N Falcon Aerospace Ltd N/A 30610GAB9 1064311.08000000 PA USD 1019355.75000000 0.033952453277 Long ABS-O CORP KY N 2 2039-09-15 Fixed 4.79100000 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAF6 3203000.00000000 PA USD 3051150.83000000 0.101626989397 Long DBT US N 2 2029-08-15 Fixed 3.75000000 N N N N N N Oportun Funding LLC N/A 68377GAA4 2449990.51000000 PA USD 2390533.65000000 0.079623313116 Long ABS-O CORP US N 2 2031-05-08 Fixed 1.47000000 N N N N N N Neighborly Issuer LLC N/A 64016NAA5 3844800.00000000 PA USD 3601349.57000000 0.119952875147 Long ABS-O CORP US N 2 2051-04-30 Fixed 3.58400000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJJ1 12326000.00000000 PA USD 12664965.00000000 0.421841572405 Long DBT UST US N 2 2033-11-15 Fixed 4.50000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RAY8 2391000.00000000 PA USD 2196277.75000000 0.073153084868 Long DBT CORP FR N 2 2035-07-08 Fixed 3.65300000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RT7 146000.00000000 PA USD 95692.73000000 0.003187310165 Long DBT UST US N 2 2046-08-15 Fixed 2.25000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 159.00000000 NC USD 635650.31000000 0.021172085850 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Ultra Long-Term U.S. Treasury Bond Futures WNU5 Comdty 2025-09-19 18305224.69000000 USD 635650.31000000 N N N REWORLD HOLDING CORP 40XIFLS8XDQGGHGPGC04 22282GAP2 1659326.42000000 PA USD 1661923.27000000 0.055354935874 Long LON CORP US N 2 2028-11-30 None 0.00000000 N N N N N N UMBS, TBA N/A 01F052672 325016309.00000000 PA USD 324939978.92000000 10.82302174897 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 5.50000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EK7 9700000.00000000 PA USD 9627309.17000000 0.320664071184 Long DBT CORP US N 2 2032-01-01 Fixed 5.37500000 N N N N N N API GROUP DE INC 549300XP4G7B4QYA0G83 00186XAN3 1672476.88000000 PA USD 1674743.09000000 0.055781935320 Long LON CORP US N 2 2029-01-03 Floating 6.07700000 N N N N N N (Sunnova) Aurora I Issuer, LLC N/A 86745LAC6 854469.82000000 PA USD 710428.94000000 0.023662794262 Long ABS-O CORP US N 2 2046-06-20 Fixed 5.32000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBA8 403000.00000000 PA USD 405101.65000000 0.013493027183 Long DBT CORP BM N 2 2026-03-15 Fixed 5.87500000 N N N N N N BX Trust N/A 12433GAJ5 10900000.00000000 PA USD 10960185.44000000 0.365059189651 Long ABS-MBS CORP US N 2 2042-07-15 Floating 7.95000000 N N N N N N Firstkey Homes Trust N/A 33767WAQ6 3093000.00000000 PA USD 3012288.47000000 0.100332571367 Long ABS-O CORP US N 2 2038-08-17 Fixed 3.45200000 N N N N N N Extended Stay America Trust N/A 30227FAG5 2724143.37000000 PA USD 2728168.02000000 0.090869156554 Long ABS-MBS CORP US N 2 2038-07-15 Floating 6.12600000 N N N N N N Elmwood CLO VI Ltd. N/A 29001VBC2 1000000.00000000 PA USD 1005739.00000000 0.033498909881 Long ABS-CBDO CORP KY N 2 2037-07-18 Floating 8.61900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XARZ7 906442.35000000 PA USD 734165.41000000 0.024453402828 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N MASTERBRAND INC 549300E0Y4BR5Z9RDZ64 57638PAA2 5632000.00000000 PA USD 5759124.83000000 0.191823528447 Long DBT CORP US N 2 2032-07-15 Fixed 7.00000000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 58503UAF0 3465087.50000000 PA USD 3472970.57000000 0.115676858654 Long LON CORP US N 2 2028-10-23 Floating 6.57700000 N N N N N N Navigator Aviation Ltd 984500UF8C3O89B30652 63943DAA7 5124654.81000000 PA USD 5079448.69000000 0.169185040964 Long ABS-O CORP KY N 2 2049-08-15 Fixed 5.40000000 N N N N N N TX Trust 24-HOU N/A 90216DAL6 5596000.00000000 PA USD 5612797.51000000 0.186949693679 Long ABS-MBS CORP US N 2 2039-06-15 Floating 8.69900000 N N N N N N Credit Suisse Mortgage Trust N/A 12659XAA4 10799490.56000000 PA USD 10134272.18000000 0.337549871760 Long ABS-MBS CORP US N 2 2026-08-15 Floating 8.14100000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAQ7 9515000.00000000 PA USD 9630333.41000000 0.320764801834 Long DBT CORP US N 2 2035-06-15 Fixed 5.75000000 N N N N N N Vantage Data Centers LLC 5493000RL8X7WTQ7HO20 92212KAD8 3858000.00000000 PA USD 3719364.31000000 0.123883681390 Long ABS-O CORP US N 2 2046-10-15 Fixed 2.16500000 N N N N N N Bridge Trust N/A 10805VAL1 8000000.00000000 PA USD 7975326.40000000 0.265640231064 Long ABS-O CORP US N 2 2037-11-17 Fixed 6.30000000 N N N N N N Fannie Mae - CAS N/A 20753WAE6 2592154.14000000 PA USD 2667027.73000000 0.088832710652 Long ABS-MBS USGSE US N 2 2039-10-25 Floating 7.82000000 N N N N N N PETSMART INC/PETSMART FI N/A 71677KAA6 7525000.00000000 PA USD 7344507.91000000 0.244629082298 Long DBT CORP US N 2 2028-02-15 Fixed 4.75000000 N N N N N N Cascade Funding Mortgage Trust 984500D67D63D8645054 12530VAD7 700000.00000000 PA USD 653481.50000000 0.021766002787 Long ABS-O CORP US N 2 2034-05-25 Variable 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKF7 22788000.00000000 PA USD 23079971.25000000 0.768742066256 Long DBT UST US N 2 2031-03-31 Fixed 4.12500000 N N N N N N AMERICAN NATIONAL GROUP 549300RK5RZQ740FPL83 02772AAA7 5584000.00000000 PA USD 5732452.99000000 0.190935149291 Long DBT CORP US N 2 2032-06-13 Fixed 6.14400000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CB4 9174000.00000000 PA USD 7592832.66000000 0.252900222646 Long DBT CORP US N 2 2052-08-05 Fixed 4.90000000 N N N N N N Velocity Commercial Capital Loan Trust N/A 91825JAA8 9544478.38000000 PA USD 9655535.07000000 0.321604212593 Long ABS-MBS CORP US N 2 2055-05-25 Variable 8.16300000 N N N N N N Flatiron CLO Ltd 254900U51J2X527SRJ56 33884EAL5 2000000.00000000 PA USD 2004038.00000000 0.066750010053 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 7.25600000 N N N N N N MCAFEE CORP 2549009UKR8UEZYVCR93 579063AB4 3000000.00000000 PA USD 2836091.22000000 0.094463836238 Long DBT CORP US N 2 2030-02-15 Fixed 7.37500000 N N N N N N JD.COM INC 549300HVTWB0GJZ16V92 47215PAJ5 800000.00000000 PA USD 836400.00000000 0.027858607675 Long DBT CORP KY N 2 2029-06-01 Fixed 0.25000000 N N N N N JD.com, Inc. USD XXXX N N N DIGITAL REALTY TRUST LP CD4SPTZ3YBTHY0C1AH38 25389JAX4 845000.00000000 PA USD 890545.50000000 0.029662072814 Long DBT US N 2 2029-11-15 Fixed 1.87500000 N N N N N Digital Realty Trust, Inc. USD XXXX N N N ANTARES HOLDINGS 5493008EAIGV4283RM42 03666HAH4 1050000.00000000 PA USD 1061227.36000000 0.035347102674 Long DBT CORP US N 2 2029-10-23 Fixed 6.35000000 N N N N N N REWORLD HOLDING CORP 40XIFLS8XDQGGHGPGC04 22282GAQ0 90673.58000000 PA USD 90815.48000000 0.003024859909 Long LON CORP US N 2 2028-11-30 None 0.00000000 N N N N N N Pagaya AI Technology in Housing Trust N/A 69547YAN0 1323000.00000000 PA USD 1099605.89000000 0.036625405412 Long ABS-O CORP US N 2 2040-10-25 Fixed 3.60000000 N N N N N N CI FINANCIAL CORP 549300M9W7JJQSVCEM78 125491AT7 10858000.00000000 PA USD 11461736.83000000 0.381764741305 Long DBT CORP CA N 2 2029-05-30 Fixed 7.50000000 N N N N N N AS MILEAGE PLAN IP LTD N/A 00218QAB6 1950000.00000000 PA USD 1919638.44000000 0.063938850046 Long DBT CORP KY N 2 2031-10-20 Fixed 5.30800000 N N N N N N FMC GMSR Issuer Trust N/A 30259RAP0 6196500.00000000 PA USD 6301901.23000000 0.209902192703 Long ABS-O CORP US N 2 2027-07-25 Fixed 7.90000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 10475000.00000000 PA USD 7332407.82000000 0.244226055445 Long DBT CORP US N 2 2050-04-01 Fixed 3.60000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 129488.79000000 0.004312981108 N/A DFE HU N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 4023104.18000000 USD 1415110000.00000000 HUF 2025-09-25 129488.79000000 N N N HUB INTERNATIONAL LIMITED 549300JQT6ATTUNS5E06 44332EAZ9 2966391.51000000 PA USD 2978613.04000000 0.099210918338 Long LON CORP US N 2 2030-06-20 Floating 6.76900000 N N N N N N Willis Engine Securitization Trust N/A 97064FAC9 305055.44000000 PA USD 293335.52000000 0.009770348121 Long ABS-O CORP US N 2 2045-03-15 Fixed 6.65700000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBS3 5500000.00000000 PA USD 5828064.00000000 0.194119737546 Long DBT CORP CA N 2 2084-01-15 Fixed 8.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMP3 3492000.00000000 PA USD 3510687.65000000 0.116933129977 Long DBT UST US N 2 2027-02-28 Fixed 4.12500000 N N N N N N SYNCHRONY BANK 549300UATVPGSLE43Z27 87166FAD5 1200000.00000000 PA USD 1199795.58000000 0.039962499227 Long DBT CORP US N 2 2025-08-22 Fixed 5.40000000 N N N N N N Cologix Data Centers Issuer LLC N/A 19521DAN1 2800000.00000000 PA 1995273.73000000 0.066458091881 Long ABS-O CORP CA N 2 2052-01-25 Fixed 7.74000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAD6 4960000.00000000 PA USD 4819537.86000000 0.160527994284 Long DBT CORP US N 2 2029-03-15 Fixed 4.00000000 N N N N N N New York Mortgage Trust N/A 62956MAA3 3425000.00000000 PA USD 3449589.45000000 0.114898085998 Long ABS-MBS CORP US N 2 2029-02-25 Variable 7.15400000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 904678AF6 5038000.00000000 PA USD 5079627.68000000 0.169191002720 Long DBT CORP IT N 2 2032-06-19 Fixed 5.86100000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659T2D2 5283000.00000000 PA USD 5331499.52000000 0.177580288677 Long DBT CORP FR N 2 2035-11-19 Fixed 5.90600000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAZ8 4089000.00000000 PA USD 4242831.66000000 0.141319204506 Long DBT CORP FR N 2 2031-01-14 Fixed 5.87600000 N N N N N N AMERICAN NATIONAL GROUP 549300RK5RZQ740FPL83 025676AQ0 1416000.00000000 PA USD 1425002.69000000 0.047463642847 Long DBT CORP US N 2 2035-07-15 Fixed 6.00000000 N N N N N N HLTN Commercial Mortgage Trust 2024-DPLO N/A 40424UAE7 612125.00000000 PA USD 613085.67000000 0.020420508311 Long ABS-MBS CORP US N 2 2041-06-15 Floating 6.85200000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 98313RAJ5 850000.00000000 PA USD 847237.50000000 0.028219580488 Long DBT CORP KY N 2 2029-03-07 Fixed 4.50000000 N N N N N Wynn Macau Ltd. USD XXXX N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMM8 11426000.00000000 PA USD 11752728.87000000 0.391457033365 Long DBT CORP US N 2 2036-01-24 Fixed 5.51100000 N N N N N N Bryant Park Funding Ltd 5493004CTFWJSWYD8564 11765AAY5 4000000.00000000 PA USD 3999148.00000000 0.133202648455 Long ABS-CBDO CORP KY N 2 2038-04-15 Floating 7.09300000 N N N N N N Elmwood CLO VIII Ltd N/A 29003EAY1 2500000.00000000 PA USD 2519807.50000000 0.083929135055 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 8.06900000 N N N N N N FS Commerical Mortgage Trust 2023-4SZN N/A 30334RAA2 2143000.00000000 PA USD 2196168.26000000 0.073149438002 Long ABS-MBS CORP US N 2 2039-11-10 Fixed 7.06600000 N N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 25259KAA8 4960000.00000000 PA USD 5229228.80000000 0.174173880422 Long DBT CORP US N 2 2028-11-15 Fixed 9.75000000 N N N N N N Home Re Ltd N/A 43730VAE8 3670000.00000000 PA USD 3765731.95000000 0.125428083460 Long ABS-MBS CORP BM N 2 2034-01-25 Floating 8.45500000 N N N N N N Empower CLO Ltd. N/A 29244RAG0 3000000.00000000 PA USD 3024615.00000000 0.100743140428 Long ABS-CBDO CORP KY N 2 2037-04-25 Floating 8.03200000 N N N N N N BX Trust N/A 05610MAD4 2290000.00000000 PA USD 2325358.75000000 0.077452483406 Long ABS-MBS CORP US N 2 2027-06-15 Floating 8.20000000 N N N N N N Loanpal Solar Loan Ltd. N/A 53948PAC2 1348497.60000000 PA USD 955066.55000000 0.031811124247 Long ABS-O CORP US N 2 2048-01-20 Fixed 3.50000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83371GAA9 4620000.00000000 PA USD 5053559.28000000 0.168322722796 Long DBT CORP FR N 2 2028-11-14 Fixed 10.00000000 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAG4 2509000.00000000 PA USD 2280541.50000000 0.075959721349 Long DBT US N 2 2031-11-15 Fixed 3.60000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 53868.53000000 0.001794239889 N/A DFE KR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 4033347.32000000 USD 5501324414.00000000 KRW 2025-09-25 53868.53000000 N N N US ACUTE CARE SOLUTIONS N/A 90367UAD3 2822000.00000000 PA USD 2914245.54000000 0.097066981311 Long DBT CORP US N 2 2029-05-15 Fixed 9.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UB2 72451000.00000000 PA USD 71072732.75000000 2.367273288035 Long DBT UST US N 2 2044-05-15 Fixed 4.62500000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 939.00000000 NC USD 765474.62000000 0.025496242377 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUU5 Comdty 2025-09-30 194568533.66000000 USD 765474.62000000 N N N SUBWAY FUNDING LLC N/A 864300AG3 7028820.30000000 PA USD 7003988.88000000 0.233287157307 Long ABS-O CORP US N 2 2054-07-30 Fixed 5.24600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384EDD4 2770000.00000000 PA USD 2867346.94000000 0.095504894154 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 6.00000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAP7 8682000.00000000 PA USD 9073215.52000000 0.302208454719 Long DBT CORP US N 2 2034-06-08 Fixed 5.86700000 N N N N N N LHOME Mortgage Trust N/A 50205BAA1 2550000.00000000 PA USD 2566924.10000000 0.085498483303 Long ABS-MBS CORP US N 2 2028-06-25 Variable 8.00000000 N N N N N N Magnetite CLO Ltd 5493000081NBXWGGSW23 55954HBE1 1000000.00000000 PA USD 1002044.00000000 0.033375837720 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 8.40600000 N N N N N N US CELLULAR CORP 549300B164AZXESI6E03 911684801 16450.00000000 NS USD 337554.00000000 0.011243166493 Long EP CORP US N 1 N N N JAZZ INVESTMENTS I LTD N/A 472145AG6 895000.00000000 PA USD 953175.00000000 0.031748120960 Long DBT CORP BM N 2 2030-09-15 Fixed 3.12500000 N N N N Y Jazz Pharmaceuticals PLC USD XXXX N N N BLUE OWL CREDIT INCOME 5493003I42XBWPE05N35 69120VAZ4 3651000.00000000 PA USD 3756936.50000000 0.125135126752 Long DBT CORP US N 2 2031-03-15 Fixed 6.65000000 N N N N N N SYNOVUS BANK GA DX0JX77PRMOELF7VG772 87164DVJ6 4724000.00000000 PA USD 4776291.28000000 0.159087547720 Long DBT CORP US N 2 2028-02-15 Fixed 5.62500000 N N N N N N CAJUN GLOBAL LLC N/A 12803VAA3 9053762.50000000 PA USD 8868918.17000000 0.295403768298 Long ABS-O CORP US N 2 2051-11-20 Fixed 3.93100000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 7000000.00000000 PA 8518188.18000000 0.283721739135 Long DBT NUSS RO N 2 2033-09-18 Fixed 6.37500000 N N N N N N Cascade Funding Mortgage Trust 984500D67D63D8645054 12530VAC9 500000.00000000 PA USD 473892.80000000 0.015784306068 Long ABS-O CORP US N 2 2034-05-25 Variable 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAE1 167000.00000000 PA USD 142462.09000000 0.004745092627 Long DBT UST US N 2 2030-08-15 Fixed 0.62500000 N N N N N N Cologix Data Centers Issuer LLC N/A 19521UAE3 2900000.00000000 PA USD 2809007.57000000 0.093561740614 Long ABS-O CORP US N 2 2051-12-26 Fixed 5.99000000 N N N N N N VANTAGE DATA CENTERS GERMANY BORROWER LUX S.A R.L. 2549008VW14T3IH21H24 000000000 8068000.00000000 PA 9563027.97000000 0.318523008616 Long ABS-O CORP LU N 2 2050-06-28 Fixed 4.29200000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBM1 11460000.00000000 PA USD 11100591.37000000 0.369735796202 Long DBT CORP US N 2 2026-05-15 Fixed 4.70000000 N N N N N N LUNAR AIRCRAFT 2020-1 LIMITED N/A 55037LAC8 27364.52000000 PA USD 26762.03000000 0.000891383183 Long ABS-O CORP US N 2 2045-02-15 Fixed 6.41300000 N N N N N N ARTERA SERVICES LLC 549300J2G34D0WX8Z443 04302XAA2 4500000.00000000 PA USD 3750867.45000000 0.124932980311 Long DBT CORP US N 2 2031-02-15 Fixed 8.50000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBU3 4926000.00000000 PA USD 5202858.69000000 0.173295551214 Long DBT CORP US N 2 2030-01-03 Fixed 6.84800000 N N N N N N Freddie Mac - STACR 5493000ISA3AUOXQEF68 35564KSQ3 2700000.00000000 PA USD 2958187.50000000 0.098530589422 Long ABS-MBS USGSE US N 2 2042-02-25 Floating 12.80500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397G49 2740000.00000000 PA USD 2749045.97000000 0.091564554232 Long DBT CORP US N 2 2029-11-07 Fixed 5.87500000 N N N N N N Pnmac Gmsr Issuer Trust 5493007JEN3QN6CZC711 69354WAJ5 2800000.00000000 PA USD 2841815.76000000 0.094654507824 Long ABS-O CORP US N 2 2029-03-25 Floating 7.51900000 N N N N N N Hudson Yards N/A 44855PAL2 1750000.00000000 PA USD 1814931.65000000 0.060451301763 Long ABS-MBS CORP US N 2 2040-01-13 Variable 7.64900000 N N N N N N AMSR Trust N/A 00179VAG1 500000.00000000 PA USD 484908.25000000 0.016151205996 Long ABS-O CORP US N 2 2038-08-17 Fixed 3.27500000 N N N N N N Navigator Aviation Ltd 984500UF8C3O89B30652 63943DAB5 3089464.32000000 PA USD 3064196.83000000 0.102061522390 Long ABS-O CORP KY N 2 2049-08-15 Fixed 6.09000000 N N N N N N DATADOG INC 549300F6JNO0KRPO1K63 23804LAC7 900000.00000000 PA USD 864450.00000000 0.028792890250 Long DBT CORP US N 2 2029-12-01 None 0.00000000 N N N N Y Datadog, Inc. USD XXXX N N N LES SCHWAB TIRE CENTERS 549300GJM1TKHPYFPF83 50220KAD6 1337896.87000000 PA USD 1338318.31000000 0.044576380611 Long LON CORP US N 2 2031-04-23 Floating 6.83300000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46641BAP8 1084967.98000000 PA USD 1026759.12000000 0.034199042923 Long ABS-MBS CORP US N 2 2046-12-15 Variable 5.04600000 N N N N N N Bryant Park Funding Ltd 5493000N8L82QL1KEO96 11766CAJ3 3000000.00000000 PA USD 3032445.00000000 0.101003940163 Long ABS-CBDO CORP KY N 2 2037-04-15 Floating 8.55600000 N N N N N N SHIFT4 PAYMENTS INC N/A 82452JAD1 800000.00000000 PA USD 860000.00000000 0.028644670732 Long DBT CORP US N 2 2027-08-01 Fixed 0.50000000 N N N N Y Shift4 Payments Inc USD XXXX N N N Smithfield Foods Inc CVTIPZRZJC0JQEZLL598 832248BB3 4400000.00000000 PA USD 4431081.34000000 0.147589379040 Long DBT CORP US N 2 2029-04-01 Fixed 5.20000000 N N N N N N Champs Trust N/A 15878AAA2 3719717.83000000 PA USD 3857149.87000000 0.128473009294 Long ABS-MBS CORP US N 2 2059-07-25 Variable 9.10100000 N N N N N N RMF Buyout Issuance Trust N/A 76971EAH7 1316937.95000000 PA USD 1029317.25000000 0.034284248495 Long ABS-MBS CORP US N 2 2050-10-25 Fixed 6.00000000 N N N N N N OCP CLO Ltd 254900KJTZSIMELS6Y52 67118YAY9 1500000.00000000 PA USD 1463602.50000000 0.048749315925 Long ABS-CBDO CORP JE N 2 2037-10-20 Floating 8.66900000 N N N N N N GLOBAL ATLANTIC FIN CO 98450051B2E65CAA7E94 37959GAB3 5347000.00000000 PA USD 4752672.29000000 0.158300852149 Long DBT CORP US N 2 2031-06-15 Fixed 3.12500000 N N N N N N NEWMARK GROUP INC N/A 65158NAD4 6625000.00000000 PA USD 7013390.63000000 0.233600308508 Long DBT CORP US N 2 2029-01-12 Fixed 7.50000000 N N N N N N ACHV ABS TRUST N/A 00092KAC8 2401061.15000000 PA USD 2405818.61000000 0.080132420844 Long ABS-O CORP US N 2 2031-12-26 Fixed 5.68000000 N N N N N N Battalion CLO LTD 254900BHK74DPDADPT35 07135TAJ8 3500000.00000000 PA USD 3513125.00000000 0.117014312637 Long ABS-CBDO CORP KY N 2 2038-03-31 Floating 7.58100000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBD2 850000.00000000 PA USD 837250.00000000 0.027886919268 Long DBT CORP BM N 2 2027-02-15 Fixed 1.12500000 N N N N Y Norwegian Cruise Line Holdings Ltd USD XXXX N N N UMBS, TBA N/A 01F060675 164638000.00000000 PA USD 167319846.01000000 5.573048716320 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.00000000 N N N N N N SHR Trust N/A 784234AA4 7500000.00000000 PA USD 7509297.00000000 0.250117837209 Long ABS-MBS CORP US N 2 2041-10-15 Floating 6.26200000 N N N N N N FMC GMSR Issuer Trust N/A 30259RAH8 2285000.00000000 PA USD 2167930.08000000 0.072208887573 Long ABS-O CORP US N 2 2026-07-25 Variable 3.62000000 N N N N N N PFIZER INVESTMENT ENTER 5493000FQO8XF9C0RT95 716973AG7 5038000.00000000 PA USD 4759672.97000000 0.158534029095 Long DBT CORP SG N 2 2053-05-19 Fixed 5.30000000 N N N N N N Champs Trust N/A 15878BAA0 2823526.39000000 PA USD 2947817.17000000 0.098185176994 Long ABS-MBS CORP US N 2 2059-11-25 Variable 9.25900000 N N N N N N NRZ Excess Spread Collateralized Notes N/A 62955MAB2 182398.31000000 PA USD 178136.12000000 0.005933314538 Long ABS-O CORP US N 2 2026-07-25 Fixed 3.10400000 N N N N N N REWORLD HOLDING CORP 40XIFLS8XDQGGHGPGC04 22303XAA3 3760000.00000000 PA USD 3580023.09000000 0.119242537940 Long DBT CORP US N 2 2029-12-01 Fixed 4.87500000 N N N N N N Castlelake Aircraft Securitization Trust 549300MHTIBONNXM3R82 14855MAA6 5178230.84000000 PA USD 4909924.43000000 0.163538568163 Long ABS-O CORP US N 2 2039-04-15 Fixed 3.96700000 N N N N N N Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC N/A 102104AC0 9055000.00000000 PA USD 9111118.36000000 0.303470913291 Long ABS-O CORP US N 2 2049-11-22 Fixed 5.92300000 N N N N N N Eaton Vance Ultra-Short Income ETF 254900V7QBF5XYWO0K24 61774R700 25000.00000000 NS USD 1270250.00000000 0.042309177905 Long EC RF US N 1 N N N BROOKFIELD FINANCE INC 549300XH8D8K6OYWGD17 11271LAN2 8515000.00000000 PA USD 8169712.49000000 0.272114795649 Long DBT CORP CA N 2 2055-01-15 Fixed 6.30000000 N N N N N N Harvest US CLO Ltd N/A 41756YAJ4 2500000.00000000 PA USD 2505165.00000000 0.083441426228 Long ABS-CBDO CORP KY N 2 2037-10-15 Floating 7.50600000 N N N N N N BIOGEN INC W8J5WZB5IY3K0NDQT671 09062XAM5 6907000.00000000 PA USD 7117669.03000000 0.237073588081 Long DBT CORP US N 2 2055-05-15 Fixed 6.45000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJW2 303648000.00000000 PA USD 306459115.49000000 10.20746564686 Long DBT UST US N 2 2029-01-31 Fixed 4.00000000 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 000000000 7400000.00000000 PA USD 7645376.60000000 0.254650343413 Long DBT CORP DE Y 2 2030-04-30 Fixed 8.13000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAP4 3200000.00000000 PA USD 3540694.40000000 0.117932587504 Long DBT CORP ES N 2 2028-11-21 Fixed 9.62500000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AV3 1350000.00000000 PA USD 1135613.47000000 0.037824737125 Long DBT CORP US N 2 2032-04-01 Fixed 2.87500000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 41134.17000000 0.001370086925 N/A DFE HU N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1961639.25000000 USD 682500000.00000000 HUF 2025-09-25 41134.17000000 N N N Standard Industries Inc 54930064UHXCIUWVI755 85350EAB2 583807.40000000 PA USD 585874.08000000 0.019514151293 Long LON CORP US N 2 2028-09-22 Floating 6.07100000 N N N N N N MICROSTRATEGY INC 549300WQTWEJUEHXQX21 594972861 20000.00000000 NS USD 1795000.00000000 0.059787423215 Long EP CORP US N 1 N N N ENACT HOLDINGS INC 9845003CA5664B741N19 29249EAA7 10725000.00000000 PA USD 11134508.28000000 0.370865492387 Long DBT CORP US N 2 2029-05-28 Fixed 6.25000000 N N N N N N FMC GMSR Issuer Trust N/A 30191JAB0 9220000.00000000 PA USD 9350844.71000000 0.311455660223 Long ABS-O CORP US N 2 2029-09-25 Fixed 6.55900000 N N N N N N COMM Mortgage Trust 549300BCCWSDWINK2593 12626LAY8 2841672.26000000 PA USD 2727450.39000000 0.090845253909 Long ABS-MBS CORP US N 2 2050-08-10 Variable 4.61300000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119DC0 6227000.00000000 PA USD 6276464.24000000 0.209054943629 Long DBT CORP US N 2 2055-03-01 Fixed 6.20000000 N N N N N N KYNDRYL HOLDINGS INC 549300LQ4LWX2R8ZV130 50155QAN0 9995000.00000000 PA USD 10683035.01000000 0.355827930569 Long DBT CORP US N 2 2034-02-20 Fixed 6.35000000 N N N N N N CLOUD SOFTWARE GRP INC 04EEB871XLHVNY4RZJ65 18912UAA0 5200000.00000000 PA USD 5394768.08000000 0.179687622478 Long DBT CORP US N 2 2029-09-30 Fixed 9.00000000 N N N N N N XPLR INFRASTRUCTURE LP 5493008F4ZOQFNG3WN54 65341BAG1 950000.00000000 PA USD 909623.61000000 0.030297521859 Long DBT CORP US N 2 2026-06-15 Fixed 2.50000000 N N N N N NextEra Energy Partners LP USD XXXX N N N Frontera Energy Corp A25574TZFLBNK7NWQT47 35905B107 362.00000000 NS 1759.82000000 0.000058615656 Long EC CORP CA N 1 N N N Benefit Street Partners CLO Ltd N/A 08179MAY5 1000000.00000000 PA USD 1003606.00000000 0.033427864436 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 8.75600000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 12204.60000000 0.000406507847 N/A DFE KR N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1906443.97000000 USD 2582469000.00000000 KRW 2025-09-25 12204.60000000 N N N Extended Stay America Trust N/A 30227FAJ9 9430716.58000000 PA USD 9452720.33000000 0.314848908584 Long ABS-MBS CORP US N 2 2038-07-15 Floating 6.67600000 N N N N N N ACM Auto Trust N/A 00461WAA9 1539589.86000000 PA USD 1543829.27000000 0.051421489659 Long ABS-O CORP US N 2 2029-02-20 Fixed 6.06000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 000000000 4680000.00000000 PA USD 4981731.30000000 0.165930293916 Long DBT CORP NL Y 2 2030-05-16 Fixed 8.00000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 2995093.94000000 OU Notional Amount USD 9164.99000000 0.000305265256 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Petroleos Mexicanos Petroleos Mexicanos Y sell protection 2028-03-18 0.00000000 USD -4537.76000000 USD 2995093.94000000 USD 13702.75000000 N N N Open Text Corporation 549300HP7ONDQODZJV16 68371YAP8 3429672.40000000 PA USD 3432896.29000000 0.114342074287 Long LON CORP CA N 2 2030-01-31 Floating 6.07700000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CZ1 500000.00000000 PA USD 495250.00000000 0.016495666488 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N Y Ford Motor Co USD XXXX N N N Freddie Mac - STACR 5493007ZK0X40BI7UF30 35564KDX4 2165000.00000000 PA USD 2422262.19000000 0.080680119606 Long ABS-MBS USGSE US N 2 2033-08-25 Floating 7.70500000 N N N N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 05971PAD0 8225000.00000000 PA USD 8341219.25000000 0.277827301078 Long DBT CORP MX N 2 2031-05-20 Fixed 8.37500000 N N N N N N CFCRE Commercial Mortgage Trust N/A 12531WAL6 1500000.00000000 PA USD 1403765.55000000 0.046756281355 Long ABS-MBS CORP US N 2 2048-01-10 Variable 3.05200000 N N N N N N Cascade Funding Mortgage Trust N/A 12529GAC5 2000000.00000000 PA USD 1971230.00000000 0.065657249173 Long ABS-O CORP US N 2 2035-11-25 Variable 3.25000000 N N N N N N VineBrook Homes N/A 91825KAE7 5000000.00000000 PA USD 4726261.50000000 0.157421167982 Long ABS-O CORP US N 2 2040-12-17 Fixed 4.75000000 N N N N N N Neighborly Issuer LLC N/A 64016NAE7 5019462.50000000 PA USD 5127672.07000000 0.170791253571 Long ABS-O CORP US N 2 2053-01-30 Fixed 7.30800000 N N N N N N FORTITUDE GROUP HOLDINGS 2549006R9ZUL08JFIH12 34966XAA6 1162000.00000000 PA USD 1195981.93000000 0.039835475101 Long DBT CORP US N 2 2030-04-01 Fixed 6.25000000 N N N N N N MIDAS OPCO HOLDINGS LLC 984500904E015Z0C1F82 59565JAA9 3000000.00000000 PA USD 2872694.10000000 0.095682996059 Long DBT CORP US N 2 2029-08-15 Fixed 5.62500000 N N N N N N Loandepot GMSR Master Trust N/A 53946TAD4 5029750.00000000 PA USD 5029750.00000000 0.167529689091 Long ABS-O CORP US N 2 2030-05-16 Floating 7.16200000 N N N N N N Babson CLO Ltd 549300QO1I8V07FLPQ13 06761VAY3 2500000.00000000 PA USD 2512812.50000000 0.083696147297 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 8.85600000 N N N N N N VISTAJET MALTA/VM HOLDS N/A 92840JAB5 4970000.00000000 PA USD 4664369.25000000 0.155359675980 Long DBT CORP XX N 2 2030-02-01 Fixed 6.37500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKR1 11122000.00000000 PA USD 11270148.49000000 0.375383363496 Long DBT UST US N 2 2027-05-15 Fixed 4.50000000 N N N N N N LHOME Mortgage Trust N/A 50205TAA2 1624000.00000000 PA USD 1637602.30000000 0.054544858924 Long ABS-MBS CORP US N 2 2028-08-25 Variable 8.00000000 N N N N N N SONIC AUTOMOTIVE INC 549300NTLRGJ2JCBZU03 83545GBD3 5840000.00000000 PA USD 5670559.99000000 0.188873632307 Long DBT CORP US N 2 2029-11-15 Fixed 4.62500000 N N N N N N Eaton Vance Short Duration Income ETF 254900H1WCGW58VEGZ62 61774R825 210000.00000000 NS USD 10737300.00000000 0.357635375651 Long EC RF US N 1 N N N Fannie Mae - CAS N/A 20754RAJ5 1995000.00000000 PA USD 2091449.07000000 0.069661476703 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 10.30500000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AH6 7430000.00000000 PA USD 7444426.09000000 0.247957132724 Long DBT US N 2 2031-11-15 Fixed 5.12500000 N N N N N N FERRELLGAS LP/FERRELLGAS N/A 315289AC2 6308000.00000000 PA USD 5841204.85000000 0.194557429780 Long DBT CORP US N 2 2029-04-01 Fixed 5.87500000 N N N N N N FEDERAL REALTY OP LP 549300LI6XZ51GOCJ427 313747BD8 850000.00000000 PA USD 846600.00000000 0.028198346793 Long DBT US N 2 2029-01-15 Fixed 3.25000000 N N N N Y Federal Realty Investment Trust USD XXXX N N N Banc of America Merrill Lynch Large Loan Inc N/A 05493WAE2 1700000.00000000 PA USD 1708099.82000000 0.056892973166 Long ABS-MBS CORP US N 2 2039-08-15 Floating 7.91200000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A 18060TAD7 5568000.00000000 PA USD 5793988.42000000 0.192984756419 Long DBT CORP XX N 2 2030-02-15 Fixed 6.75000000 N N N N N N Elmwood CLO 32 Ltd N/A 29003TAJ1 2500000.00000000 PA USD 2507947.50000000 0.083534105061 Long ABS-CBDO CORP KY N 2 2037-10-18 Floating 7.12200000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAV1 2000000.00000000 PA USD 2165914.00000000 0.072141736471 Long DBT CORP US N 2 2030-08-15 Fixed 9.87500000 N N N N N N Driven Brands Funding, LLC N/A 26208LAD0 1841079.84000000 PA USD 1834863.99000000 0.061115203294 Long ABS-O CORP US N 2 2049-04-20 Fixed 4.64100000 N N N N N N Saluda Grade Alternative Mortgage Trust N/A 79584CAA9 3000000.00000000 PA USD 3028179.60000000 0.100861869258 Long ABS-MBS CORP US N 2 2030-02-25 Variable 7.50000000 N N N N N N BATTALION CLO LTD 5493006S0D1X0TK7V334 07134FAG5 3000000.00000000 PA USD 3028104.00000000 0.100859351191 Long ABS-CBDO CORP KY N 2 2037-03-13 Floating 8.61900000 N N N N N N AMWINS GROUP INC 549300SJE7MUB8NMRG61 03234TBA5 3455520.38000000 PA USD 3460599.99000000 0.115264822385 Long LON CORP US N 2 2032-01-30 Floating 6.57700000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAX9 11789000.00000000 PA USD 10158013.07000000 0.338340627547 Long DBT CORP US N 2 2031-03-01 Fixed 2.50000000 N N N N N N BAIDU INC 254900AL64IANZYI1E02 000000000 1000000.00000000 PA USD 952500.00000000 0.031725638224 Long DBT CORP KY Y 2 2032-03-12 None 0.00000000 N N N N Y Trip.com Group Ltd. USD XXXX N N N Falcon Aerospace Ltd N/A 30610GAC7 2881720.74000000 PA USD 2690891.46000000 0.089627557964 Long ABS-O CORP KY N 2 2039-09-15 Fixed 6.65600000 N N N N N N OAKTREE STRATEGIC CREDIT 2549006RRE0JC7G43241 67403AAE9 2024000.00000000 PA USD 2073694.12000000 0.069070099149 Long DBT CORP US N 2 2029-07-23 Fixed 6.50000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 162228.81000000 0.005403477727 N/A DFE BR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 14328760.25000000 USD 80418734.00000000 BRL 2025-09-25 162228.81000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384ELZ6 2476167.44000000 PA USD 2780470.59000000 0.092611237829 Long ABS-MBS USGA US N 2 2053-09-20 Floating 8.69400000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBM2 4376000.00000000 PA USD 4936451.82000000 0.164422136014 Long DBT CORP KY N 2 2032-12-01 Fixed 9.62500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797QA8 2232000.00000000 PA USD 2228399.97000000 0.074223003955 Long STIV UST US N 2 2025-07-15 None 0.00000000 N N N N N N Sonic Capital LLC N/A 83546DAG3 3724823.33000000 PA USD 3648277.09000000 0.121515925564 Long ABS-O CORP US N 2 2050-01-20 Fixed 3.84500000 N N N N N N Oportun Funding LLC N/A 68377WAC5 5292617.47000000 PA USD 5202602.75000000 0.173287026427 Long ABS-O CORP US N 2 2031-10-08 Fixed 3.61000000 N N N N N N CLEAR CHANNEL OUTDOOR HO 254900XBEE6V1ENYS150 18453HAF3 5450000.00000000 PA USD 5630689.30000000 0.187545629067 Long DBT CORP US N 2 2030-04-01 Fixed 7.87500000 N N N N N N MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01 5493002KQF9IH3CTQZ40 62548QAD3 6672790.61000000 PA USD 6788522.16000000 0.226110444228 Long ABS-MBS CORP US N 2 2050-03-25 Floating 8.17000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384BY39 1219859.71000000 PA USD 1306793.44000000 0.043526357912 Long ABS-MBS USGA US N 2 2053-07-20 Floating 6.51500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HHNE7 10412403.68000000 PA USD 10419753.80000000 0.347058624091 Long ABS-MBS USGSE US N 2 2054-12-25 Floating 5.73500000 N N N N N N ServiceMaster Brands N/A 81761TAC9 737276.11000000 PA USD 642378.06000000 0.021396172110 Long ABS-O CORP US N 2 2051-01-30 Fixed 3.33700000 N N N N N N CPI HOLDCO B LLC N/A 1261MAAB6 1736875.00000000 PA USD 1733835.47000000 0.057750169933 Long LON CORP US N 2 2031-05-19 Floating 6.32700000 N N N N N N RAIZEN FUELS FINANCE 52990010NH26VC32Q522 75102XAB2 2189000.00000000 PA USD 2192519.91000000 0.073027919647 Long DBT CORP LU N 2 2034-03-05 Fixed 6.45000000 N N N N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 69331C306 18000.00000000 NS USD 676800.00000000 0.022542689711 Long EP CORP US N 1 N N N Credit Suisse Mortgage Trust N/A 12594PAG6 2000000.00000000 PA USD 1599110.40000000 0.053262780085 Long ABS-MBS CORP US N 2 2049-12-15 Variable 4.55700000 N N N N N N PLAYTIKA HOLDING CORP 254900E35Z4TKA4UFG64 72815LAA5 6150000.00000000 PA USD 5586813.75000000 0.186084232924 Long DBT CORP US N 2 2029-03-15 Fixed 4.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384BXQ9 1190000.00000000 PA USD 1231760.91000000 0.041027192661 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 6.00000000 N N N N N N AIRCASTLE / IRELAND DAC N/A 00929JAA4 3849000.00000000 PA USD 3960387.67000000 0.131911628816 Long DBT CORP BM N 2 2031-10-01 Fixed 5.75000000 N N N N N N ON SEMICONDUCTOR CORP ZV20P4CNJVT8V1ZGJ064 682189AU9 900000.00000000 PA USD 835155.00000000 0.027817139518 Long DBT CORP US N 2 2029-03-01 Fixed 0.50000000 N N N N Y ON Semiconductor Corp. USD XXXX N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 43301.16000000 0.001442264500 N/A DFE AU N 2 Bank of America NA B4TYDEB6GKMZO031MB27 3124662.67000000 USD 4805000.00000000 AUD 2025-09-25 43301.16000000 N N N Loanpal Solar Loan 2020-3 Ltd N/A 53948NAC7 3813770.68000000 PA USD 2397269.13000000 0.079847656845 Long ABS-O CORP US N 2 2047-12-20 Fixed 3.50000000 N N N N N N Galaxy CLO Ltd 549300XTB6S9P2VMDV60 36320HAS8 2350000.00000000 PA USD 2352857.60000000 0.078368408410 Long ABS-CBDO CORP KY N 2 2038-07-15 Floating 7.51100000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBC4 49330000.00000000 PA USD 48397784.35000000 1.612021624310 Long DBT UST US N 2 2025-12-31 Fixed 0.37500000 N N N N N N Pagaya AI Debt Selection Trust N/A 69546RAC0 695164.70000000 PA USD 680231.10000000 0.022656971955 Long ABS-O CORP US N 2 2029-05-15 Fixed 3.27000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMM0 38823000.00000000 PA USD 40066549.22000000 1.334526871872 Long DBT UST US N 2 2035-02-15 Fixed 4.62500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397G23 1020000.00000000 PA USD 1001995.67000000 0.033374227956 Long DBT CORP US N 2 2029-09-06 Fixed 5.30300000 N N N N N N ZEGONA FINANCE PLC 254900B3KC1SS7T2TE92 98927UAA5 5043000.00000000 PA USD 5393463.29000000 0.179644162851 Long DBT CORP GB N 2 2029-07-15 Fixed 8.62500000 N N N N N N ALIBABA GROUP HOLDING 5493001NTNQJDH60PM02 01609WBG6 800000.00000000 PA USD 1023059.38000000 0.034075812884 Long DBT CORP KY N 2 2031-06-01 Fixed 0.50000000 N N N N N Alibaba Group Holding Ltd. USD XXXX N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 27730.21000000 0.000923631086 N/A DFE MX N 2 UBS AG BFM8T61CT2L1QCEMIK50 1310138.64000000 USD 25330852.00000000 MXN 2025-09-25 27730.21000000 N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBW9 4744000.00000000 PA USD 4812939.38000000 0.160308213718 Long DBT CORP US N 2 2031-01-17 Fixed 5.54300000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAV3 990000.00000000 PA USD 912545.87000000 0.030394855784 Long DBT CORP US N 2 2030-02-15 Fixed 3.37500000 N N N N N N Driven Brands Funding, LLC N/A 26208LAE8 8012819.24000000 PA USD 7895828.87000000 0.262992346679 Long ABS-O CORP US N 2 2049-10-20 Fixed 3.98100000 N N N N N N Banc of America Merrill Lynch Large Loan Inc N/A 05492PAN8 7215000.00000000 PA USD 5063514.42000000 0.168654306176 Long ABS-MBS CORP US N 2 2032-11-05 Variable 3.84300000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBC6 16807000.00000000 PA USD 12584241.25000000 0.419152845383 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RCF7 1530000.00000000 PA USD 1591471.18000000 0.053008334804 Long DBT CORP FR N 2 2033-04-13 Fixed 6.10000000 N N N N N N COMM Mortgage Trust N/A 12592XAG1 2324000.00000000 PA USD 1794459.17000000 0.059769409381 Long ABS-MBS CORP US N 2 2048-03-10 Variable 3.97500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C68 6697000.00000000 PA USD 7072425.72000000 0.235566634921 Long DBT CORP US N 2 2030-03-06 Fixed 7.35000000 N N N N N N Focus Brands Funding LLC N/A 34417RAB2 1949862.50000000 PA USD 1974143.75000000 0.065754299649 Long ABS-O CORP US N 2 2052-07-30 Fixed 7.20600000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAU6 7109000.00000000 PA USD 7244845.10000000 0.241309537674 Long DBT CORP US N 2 2034-12-30 Fixed 5.70000000 N N N N N N Diamond Issuer LLC N/A 25267TAQ4 1000000.00000000 PA USD 936145.10000000 0.031180893195 Long ABS-O CORP US N 2 2051-11-20 Fixed 2.70100000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -398079.23000000 -0.01325912612 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 15733421.00000000 EUR 18239063.32000000 USD 2025-09-25 -398079.23000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 310.00000000 NC USD 495811.11000000 0.016514355804 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes TYU5 Comdty 2025-09-19 34262938.89000000 USD 495811.11000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384BS69 1190000.00000000 PA USD 1231687.96000000 0.041024762860 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 6.00000000 N N N N N N AMERICAN ASSETS TRUST LP 549300V1TI0SMG9Z6U69 02401LAA2 2128000.00000000 PA USD 1906699.07000000 0.063507868659 Long DBT US N 2 2031-02-01 Fixed 3.37500000 N N N N N N HYT Commercial Mortgage Trust 2024-RGCY N/A 449173AC7 1377000.00000000 PA USD 1378266.98000000 0.045906981190 Long ABS-MBS CORP US N 2 2041-09-15 Floating 6.65300000 N N N N N N Focus Brands Funding LLC N/A 34417MAB3 2300000.00000000 PA USD 2287406.35000000 0.076188374102 Long ABS-O CORP US N 2 2047-04-30 Fixed 5.09300000 N N N N N N Diamond Infrastructure Funding LLC N/A 25265LAE0 992000.00000000 PA USD 937854.06000000 0.031237814818 Long ABS-O CORP US N 2 2049-04-15 Fixed 3.47500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397D42 2303000.00000000 PA USD 2424613.12000000 0.080758423810 Long DBT CORP US N 2 2030-06-10 Fixed 7.20000000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 74841CAB7 4805000.00000000 PA USD 4458001.50000000 0.148486029179 Long DBT CORP US N 2 2031-03-01 Fixed 3.87500000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AK3 3696000.00000000 PA USD 3800356.82000000 0.126581360205 Long DBT CORP US N 2 2029-08-15 Fixed 6.00000000 N N N N N N MCGRAW-HILL EDUCATION 254900U6YJ9QZ4IQOR26 58064LAA2 390000.00000000 PA USD 407121.49000000 0.013560303522 Long DBT CORP US N 2 2031-09-01 Fixed 7.37500000 N N N N N N Brookhaven Park CLO Ltd N/A 113520AJ9 2500000.00000000 PA USD 2521945.00000000 0.084000330385 Long ABS-CBDO CORP KY N 2 2037-04-19 Floating 7.86900000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828YB0 15000.00000000 PA USD 13816.41000000 0.000460193622 Long DBT UST US N 2 2029-08-15 Fixed 1.62500000 N N N N N N COMETA ENERGIA SA 5493007L8UH7TYXKI505 000000000 1266618.00000000 PA USD 1306302.85000000 0.043510017460 Long DBT CORP MX Y 2 2035-04-24 Fixed 6.37500000 N N N N N N SERVPRO MASTER ISSUER, LLC N/A 817743AA5 4611600.00000000 PA USD 4538853.85000000 0.151179039579 Long ABS-O CORP US N 2 2049-10-25 Fixed 3.88200000 N N N N N N Wells Fargo Commercial Mortgage Trust 5493002S7XBI8CVRR075 94989HBJ8 742849.94000000 PA USD 742041.27000000 0.024715730057 Long ABS-MBS CORP US N 2 2048-05-15 Variable 3.84800000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300MZIB10PDVAE312 95000FAC0 2150000.00000000 PA USD 1987561.27000000 0.066201207140 Long ABS-MBS CORP US N 2 2048-07-15 Fixed 3.14200000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 53366.23000000 0.001777509403 N/A DFE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 2847578.80000000 USD 4400000.00000000 AUD 2025-09-25 53366.23000000 N N N LA CONSTRUCCION SA 254900IMQ8BOPW9UKX13 000000000 2250000.00000000 PA USD 2096437.50000000 0.069827630115 Long DBT CORP CL Y 2 2032-02-07 Fixed 4.75000000 N N N N N N PARSONS CORP 549300ZXH0VRBSEPX752 70202LAD4 840000.00000000 PA USD 897120.00000000 0.029881054660 Long DBT CORP US N 2 2029-03-01 Fixed 2.62500000 N N N N Y Parsons Corp. USD XXXX N N N SOLRR Aircraft 2021-1 Limited N/A 83438LAA9 5206517.37000000 PA USD 4857934.26000000 0.161806892232 Long ABS-O CORP IE N 2 2046-10-15 Fixed 2.63600000 N N N N N N SYNOVUS FINANCIAL CORP 549300EIUS8UN5JTLE54 87161CAP0 4054000.00000000 PA USD 4160176.04000000 0.138566131228 Long DBT CORP US N 2 2030-11-01 Fixed 6.16800000 N N N N N N Falcon Aerospace Ltd N/A 30610GAA1 900177.35000000 PA USD 883640.10000000 0.029432069431 Long ABS-O CORP KY N 2 2039-09-15 Fixed 3.59700000 N N N N N N HA SUSTAINABLE INF CAP 254900ZZRL7MWL1X8E92 41068XAF7 17159000.00000000 PA USD 17170406.45000000 0.571907719895 Long DBT CORP US N 2 2034-07-01 Fixed 6.37500000 N N N N N N SEASPAN CORP 5493007Z8Q1H45KT7W98 81254UAK2 4657000.00000000 PA USD 4431165.30000000 0.147592175559 Long DBT CORP MH N 2 2029-08-01 Fixed 5.50000000 N N N N N N Sedgwick Claims Management Services Inc 549300BIN4DWJG5VWF64 81527CAP2 2977462.12000000 PA USD 2991530.63000000 0.099641174283 Long LON CORP US N 2 2031-07-31 Floating 7.32700000 N N N N N N COPT DEFENSE PROP LP H0TWO5VRNEP6CQAWPX27 22003BAM8 7410000.00000000 PA USD 6558184.64000000 0.218438418160 Long DBT US N 2 2031-04-15 Fixed 2.75000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 93200000.00000000 PA 4902484.00000000 0.163290744131 Long DBT NUSS MX N 2 2026-09-03 Fixed 7.00000000 N N N N N N Magnetite CLO Ltd 5493000081NBXWGGSW23 55954HBC5 2000000.00000000 PA USD 2003456.00000000 0.066730624939 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 7.15600000 N N N N N N GLOBAL ATLANTIC FIN CO 98450051B2E65CAA7E94 37959GAG2 6134000.00000000 PA USD 6401307.45000000 0.213213190889 Long DBT CORP US N 2 2054-10-15 Fixed 7.95000000 N N N N N N Morgan Stanley & Co. LLC 549300BI6Y5SI6BYPB26 61747C707 248322375.68000000 NS USD 248322375.68000000 8.271061263911 Long STIV RF US N 1 N N N Palmer Square CLO Ltd 549300A8L0VCZ9626397 69703PAS8 3000000.00000000 PA USD 3028878.00000000 0.100885131395 Long ABS-CBDO CORP KY N 2 2037-04-18 Floating 8.16900000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEV4 3533000.00000000 PA USD 3585106.91000000 0.119411868580 Long DBT CORP US N 2 2034-04-04 Fixed 5.95000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TD0 900000.00000000 PA USD 550019.53000000 0.018319916666 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N ACHV ABS TRUST N/A 00092KAD6 5050000.00000000 PA USD 5085972.16000000 0.169402323116 Long ABS-O CORP US N 2 2031-12-26 Fixed 6.75000000 N N N N N N Freddie Mac - STACR 5493000IS4CDPWRMWB65 35564KYC7 4850000.00000000 PA USD 5512503.21000000 0.183609115540 Long ABS-MBS USGSE US N 2 2042-05-25 Floating 14.55500000 N N N N N N Altde Trust N/A 00166NAA7 4946806.51000000 PA USD 5055312.73000000 0.168381126282 Long ABS-O CORP US N 2 2050-08-15 Fixed 5.90000000 N N N N N N NEXA RESOURCES SA 549300QRMRHM7GAU7L47 65290DAB9 2687000.00000000 PA USD 2808361.04000000 0.093540206151 Long DBT CORP LU N 2 2034-04-09 Fixed 6.75000000 N N N N N N ServiceMaster Brands N/A 81761TAA3 630108.13000000 PA USD 586191.17000000 0.019524712850 Long ABS-O CORP US N 2 2051-01-30 Fixed 2.84100000 N N N N N N NCL FINANCE LTD N/A 62888HAA7 800000.00000000 PA USD 813514.40000000 0.027096339679 Long DBT CORP BM N 2 2028-03-15 Fixed 6.12500000 N N N N N N Helios Issuer VI, LLC N/A 86744TAB2 2083572.86000000 PA USD 1479161.71000000 0.049267558306 Long ABS-O CORP US N 2 2048-07-20 Fixed 2.01000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 70054.24000000 0.002333349579 N/A DFE JP N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 5706922.96000000 USD 824050000.00000000 JPY 2025-09-25 70054.24000000 N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 47233WEJ4 9323000.00000000 PA USD 9756737.75000000 0.324975046832 Long DBT CORP US N 2 2034-04-14 Fixed 6.20000000 N N N N N N AMERICAN AIRLINES/AADVAN N/A 00253XAA9 875000.05000000 PA USD 873539.06000000 0.029095626448 Long DBT CORP XX N 2 2026-04-20 Fixed 5.50000000 N N N N N N Champs Trust N/A 15878CAA8 6155735.06000000 PA USD 6405695.45000000 0.213359345326 Long ABS-MBS CORP US N 2 2060-01-25 Variable 8.74500000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AD0 3315000.00000000 PA USD 2938174.01000000 0.097863984967 Long DBT CORP CH N 2 2031-02-10 Fixed 4.37500000 N N N N N N Prime Security Services Borrower, LLC 549300O6QPZVWXV2DC15 03765VAP5 1439143.12000000 PA USD 1441481.73000000 0.048012522701 Long LON CORP US N 2 2030-10-13 Floating 6.32000000 N N N N N N INTOWN Mortgage Trust N/A 46117WAE2 2668000.00000000 PA USD 2664139.67000000 0.088736515853 Long ABS-MBS CORP US N 2 2042-03-15 Floating 6.56200000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 8411.75000000 0.000280176522 N/A DFE BR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 622988.71000000 USD 3504000.00000000 BRL 2025-09-25 8411.75000000 N N N NUVEEN LLC N/A 67080LAD7 4063000.00000000 PA USD 4230903.19000000 0.140921893930 Long DBT CORP US N 2 2034-04-15 Fixed 5.85000000 N N N N N N ORL TRUST N/A 67120DAL9 7980000.00000000 PA USD 7966395.70000000 0.265342769481 Long ABS-MBS CORP US N 2 2039-12-15 Floating 8.75000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69547EAC8 1722135.20000000 PA USD 1676744.37000000 0.055848593467 Long ABS-O CORP US N 2 2029-08-15 Fixed 3.93000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UE6 9016000.00000000 PA USD 8594783.75000000 0.286272965743 Long DBT UST US N 2 2054-11-15 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKH3 206886000.00000000 PA USD 207466867.62000000 6.910255942976 Long DBT UST US N 2 2026-03-31 Fixed 4.50000000 N N N N N N XPLR INFRAST OPERATING 549300KJEC5IUVJWR786 98380MAB1 5850000.00000000 PA USD 6274399.95000000 0.208986186760 Long DBT CORP US N 2 2033-03-15 Fixed 8.62500000 N N N N N N Ballyrock Ltd 2549003CI27B7ZDOMR46 05876KAS4 3000000.00000000 PA USD 2952348.00000000 0.098336088777 Long ABS-CBDO CORP KY N 2 2038-04-20 Floating 6.99900000 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 26884UAE9 4193000.00000000 PA USD 4186472.76000000 0.139442015979 Long DBT US N 2 2028-04-15 Fixed 4.95000000 N N N N N N MFRA Trust N/A 58004YAA7 5469270.62000000 PA USD 5488051.00000000 0.182794667279 Long ABS-MBS CORP US N 2 2054-09-25 Variable 6.33000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83370RAD0 5261000.00000000 PA USD 5507962.97000000 0.183457890330 Long DBT CORP FR N 2 2034-03-25 Fixed 8.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810FT0 567000.00000000 PA USD 581950.20000000 0.019383455653 Long DBT UST US N 2 2036-02-15 Fixed 4.50000000 N N N N N N INTOWN Mortgage Trust N/A 46117WAJ1 5059000.00000000 PA USD 5061517.36000000 0.168587788588 Long ABS-MBS CORP US N 2 2042-03-15 Floating 8.16200000 N N N N N N BIOMARIN PHARMACEUTICAL NSLL8ITTRR0J5HEMR848 09061GAK7 600000.00000000 PA USD 567027.68000000 0.018886419988 Long DBT CORP US N 2 2027-05-15 Fixed 1.25000000 N N N N N BioMarin Pharmaceutical Inc USD XXXX N N N Pioneer Aircraft Finance Limited N/A 72353PAB2 3351303.67000000 PA USD 3186391.38000000 0.106131548728 Long ABS-O CORP KY N 2 2044-06-15 Fixed 4.94800000 N N N N N N COMM Mortgage Trust N/A 12630BBF4 195852.81000000 PA USD 183932.19000000 0.006126368627 Long ABS-MBS CORP US N 2 2046-11-10 Variable 5.10900000 N N N N N N TERRAFORM POWER OPERATIN 5493000S2OLR3UT5BE13 88104LAG8 4319000.00000000 PA USD 4137759.64000000 0.137819491232 Long DBT CORP US N 2 2030-01-15 Fixed 4.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810PU6 6596000.00000000 PA USD 7015464.38000000 0.233669380469 Long DBT UST US N 2 2037-05-15 Fixed 5.00000000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAX7 3600000.00000000 PA USD 3718494.00000000 0.123854693316 Long DBT CORP US N 2 2032-06-01 Fixed 10.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMA6 26892000.00000000 PA USD 27293279.20000000 0.909077902215 Long DBT UST US N 2 2029-11-30 Fixed 4.12500000 N N N N N N USI Inc 2549006D7UF7072T7I27 90351NAR6 3456381.25000000 PA USD 3454497.52000000 0.115061562800 Long LON CORP US N 2 2029-11-21 Floating 6.54600000 N N N N N N JPM Lending Facility N/A 000000000 1650000.00000000 PA USD 1662054.90000000 0.055359320174 Long ABS-MBS CORP US N 2 2029-07-15 Variable 11.32200000 N N N N N N COPT DEFENSE PROP LP H0TWO5VRNEP6CQAWPX27 22003BAP1 3876000.00000000 PA USD 3187617.21000000 0.106172378375 Long DBT US N 2 2033-12-01 Fixed 2.90000000 N N N N N N Willowbrook Mall N/A 65486BAL5 3600000.00000000 PA USD 3323464.92000000 0.110697160843 Long ABS-MBS CORP US N 2 2035-03-05 Variable 6.27800000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384AG64 1001512.00000000 PA USD 1036742.39000000 0.034531563251 Long ABS-MBS USGA US N 2 2053-06-20 Fixed 6.00000000 N N N N N N Freddie Mac - STACR 5493007ZK0X40BI7UF30 35564KDY2 4490000.00000000 PA USD 5447184.94000000 0.181433510497 Long ABS-MBS USGSE US N 2 2033-08-25 Floating 10.30500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CX1 2356000.00000000 PA USD 2241594.48000000 0.074662483484 Long DBT CORP US N 2 2060-05-01 Fixed 5.93000000 N N N N N N NRZ Excess Spread Collateralized Notes N/A 62956YAA7 6212725.49000000 PA USD 6321613.44000000 0.210558762197 Long ABS-O CORP US N 2 2031-11-25 Variable 7.39800000 N N N N N N Progress Residential Trust N/A 74333YAS7 2693000.00000000 PA USD 2503232.77000000 0.083377067981 Long ABS-O CORP US N 2 2041-02-17 Fixed 5.25000000 N N N N N N UNITED STATES CELLULAR C 549300B164AZXESI6E03 911684702 124014.00000000 NS USD 2930450.82000000 0.097606742834 Long EP CORP US N 1 N N N JPMBB Commercial Mortgage Securities Trust N/A 46642NAJ5 515000.00000000 PA USD 351497.80000000 0.011707603191 Long ABS-MBS CORP US N 2 2047-09-15 Variable 4.65800000 N N N N N N GLOBAL ATLANTIC FIN CO 98450051B2E65CAA7E94 37959GAF4 7950000.00000000 PA USD 8153495.99000000 0.271574660413 Long DBT CORP US N 2 2054-03-15 Fixed 6.75000000 N N N N N N TRANS UNION LLC X8NPN6PWJOM1QCTYFV34 89334GBG8 1736885.96000000 PA USD 1740602.90000000 0.057975577845 Long LON CORP US N 2 2031-06-24 Floating 6.07700000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828ZN3 229000.00000000 PA USD 215966.68000000 0.007193365625 Long DBT UST US N 2 2027-04-30 Fixed 0.50000000 N N N N N N Home Partners of America Trust N/A 43732VAL0 6719410.94000000 PA USD 6477061.27000000 0.215736380692 Long ABS-O CORP US N 2 2026-12-17 Fixed 3.79900000 N N N N N N NYC Commercial Mortgage Trust N/A 67120UAG2 4942000.00000000 PA USD 4862314.20000000 0.161952778208 Long ABS-MBS CORP US N 2 2042-02-15 Floating 6.75300000 N N N N N N OCP CLO Ltd N/A 67570CAJ1 3000000.00000000 PA USD 3034371.00000000 0.101068090902 Long ABS-CBDO CORP JE N 2 2037-04-23 Floating 8.02900000 N N N N N N UBS-Barclays Commercial Mortgage Trust 549300G1IXWLFE766Q13 90349GAS4 1696768.16000000 PA USD 1469647.26000000 0.048950653321 Long ABS-MBS CORP US N 2 2046-04-10 Variable 4.06000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565AM34 8000000.00000000 PA USD 8434200.00000000 0.280924281273 Long DBT CORP FR N 2 2029-08-16 Fixed 7.75000000 N N N N N N Benefit Street Partners CLO Ltd N/A 08186GAG8 3500000.00000000 PA USD 3513125.00000000 0.117014312637 Long ABS-CBDO CORP KY N 2 2038-07-25 Floating 0.00000000 N N N N N N Ellington Financial Mortgage Trust N/A 26845EAA1 1848090.02000000 PA USD 1780306.33000000 0.059298010030 Long ABS-MBS CORP US N 2 2054-12-25 Fixed 5.00000000 N N N N N N Oaktree CLO Ltd N/A 67402CBN5 2000000.00000000 PA USD 2009028.00000000 0.066916215759 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 8.96900000 N N N N N N MVW 2020-1 LLC N/A 55400EAA7 97092.92000000 PA USD 94169.68000000 0.003136580786 Long ABS-O CORP US N 2 2037-10-20 Fixed 1.74000000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368LQ58 7399000.00000000 PA USD 7658586.52000000 0.255090336214 Long DBT CORP CA N 2 2084-05-26 Fixed 7.70000000 N N N N N N ENVIVA LLC N/A 000000000 106272.00000000 NS USD 2085588.00000000 0.069466257609 Long STIV CORP US N 2 N N N Firstkey Homes Trust N/A 33767WAS2 3615000.00000000 PA USD 3514699.66000000 0.117066761029 Long ABS-O CORP US N 2 2038-08-17 Fixed 3.68600000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587EC7 1000000.00000000 PA USD 1007500.00000000 0.033557564841 Long DBT CORP US N 2 2028-06-15 Fixed 3.25000000 N N N N Y Southern Co. USD XXXX N N N Madison Park Funding Ltd N/A 55819FAY7 2500000.00000000 PA USD 2510207.50000000 0.083609380591 Long ABS-CBDO CORP KY N 2 2037-07-18 Floating 7.41900000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46643AAG8 3000000.00000000 PA USD 2581781.40000000 0.085993346636 Long ABS-MBS CORP US N 2 2047-09-15 Variable 4.20000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 0641598V1 15060000.00000000 PA USD 16008192.66000000 0.533196985784 Long DBT CORP CA N 2 2084-01-27 Fixed 8.00000000 N N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 00135TAF1 2800000.00000000 PA USD 2850055.88000000 0.094928967735 Long DBT CORP IE N 2 2031-05-15 Fixed 5.32000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAU6 880000.00000000 PA USD 790240.00000000 0.026321121627 Long DBT CORP US N 2 2031-03-01 Fixed 1.50000000 N N N N Y Global Payments, Inc. USD XXXX N N N Bryant Park Funding Ltd N/A 117919AJ9 3500000.00000000 PA USD 3509975.00000000 0.116909393204 Long ABS-CBDO CORP KY N 2 2038-04-15 Floating 7.72500000 N N N N N N SUBWAY FUNDING LLC N/A 864300AJ7 5292405.00000000 PA USD 5287073.43000000 0.176100555282 Long ABS-O CORP US N 2 2054-07-30 Fixed 5.56600000 N N N N N N Retained Vantage Data Centers Issuer, LLC 254900N4NW6XZ9B4HM15 000000000 4877000.00000000 PA 3590466.56000000 0.119590386498 Long ABS-O CORP US N 2 2048-09-15 Fixed 5.25000000 N N N N N N ANLLIAN CAPITAL 2 LTD 529900ESV3CEMDZ51067 000000000 800000.00000000 PA 1005263.08000000 0.033483058054 Long DBT CORP VG Y 2 2029-12-05 None 0.00000000 N N N N N ANTA Sports Products Ltd. EUR XXXX N N N United States Treasury 254900HROIFWPRGM1V77 91282CHQ7 46218000.00000000 PA USD 46784892.43000000 1.558299812710 Long DBT UST US N 2 2028-07-31 Fixed 4.12500000 N N N N N N Castlelake Aircraft Securitization Trust N/A 14856VAC1 10247227.30000000 PA USD 10099500.20000000 0.336391695111 Long ABS-O CORP US N 2 2050-02-15 Fixed 7.75000000 N N N N N N AKAMAI TECHNOLOGIES INC OC1LZNN2LF5WTJ5RIL89 00971TAN1 900000.00000000 PA USD 856350.00000000 0.028523097421 Long DBT CORP US N 2 2029-02-15 Fixed 1.12500000 N N N N Y Akamai Technologies, Inc. USD XXXX N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 556.00000000 NC USD 2336530.37000000 0.077824585007 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT U.S. Long Bond Futures USU5 Comdty 2025-09-19 61864094.63000000 USD 2336530.37000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 4.90000000 0.000000163208 N/A DFE SG N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 442.19000000 USD 565.00000000 SGD 2025-09-25 4.90000000 N N N WASH MULTIFAM ACQ INC 549300AS7PRY5PHG6L12 93710WAA3 2340000.00000000 PA USD 2333240.91000000 0.077715020473 Long DBT CORP US N 2 2026-04-15 Fixed 5.75000000 N N N N N N MGIC INVESTMENT CORP 254900S8483WM4M98R28 552848AG8 809000.00000000 PA USD 809030.39000000 0.026946987365 Long DBT CORP US N 2 2028-08-15 Fixed 5.25000000 N N N N N N ASR NEDERLAND NV 7245000G0HS48PZWUD53 000000000 2860000.00000000 PA 3940101.17000000 0.131235931010 Long DBT CORP NL Y 2 2043-12-07 Fixed 7.00000000 N N N N N N NRZ Excess Spread Collateralized Notes N/A 64832EAA7 2447974.25000000 PA USD 2477940.64000000 0.082534643870 Long ABS-MBS CORP US N 2 2032-03-25 Variable 6.54500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 4973000.00000000 PA USD 4773698.57000000 0.159001190367 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N Credit Suisse Mortgage Trust N/A 12665CAA2 3745000.00000000 PA USD 2486155.70000000 0.082808269089 Long ABS-MBS CORP US N 2 2025-01-09 Floating 8.25600000 N N N N N N AMER AGCREDIT ACA N/A 02369GAA3 1431000.00000000 PA USD 1388070.16000000 0.046233503124 Long DBT CORP US N 2 2026-06-15 Fixed 5.25000000 N N N N N N KITE REALTY GROUP LP 549300X6R2GYI8Y3OD81 49803XAE3 1299000.00000000 PA USD 1324986.91000000 0.044132341584 Long DBT US N 2 2034-03-01 Fixed 5.50000000 N N N N N N ESSENT GROUP LTD 254900QUO860OUT6ZF83 29669JAA7 8989000.00000000 PA USD 9314893.77000000 0.310258215062 Long DBT CORP BM N 2 2029-07-01 Fixed 6.25000000 N N N N N N ACM Auto Trust N/A 00161EAA2 3172041.16000000 PA USD 3175335.96000000 0.105763317488 Long ABS-O CORP US N 2 2029-06-20 Fixed 5.38000000 N N N N N N Sunnova Sol Issuer,LLC N/A 86745NAB4 7409549.65000000 PA USD 4952925.32000000 0.164970831344 Long ABS-O CORP US N 2 2055-02-01 Fixed 5.54000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828ZQ6 553000.00000000 PA USD 475904.02000000 0.015851295294 Long DBT UST US N 2 2030-05-15 Fixed 0.62500000 N N N N N N Republic of South Africa Government International Bonds 378900AAFB4F17004C49 836205BC7 3118000.00000000 PA USD 3056192.60000000 0.101794919445 Long DBT NUSS ZA N 2 2032-04-20 Fixed 5.87500000 N N N N N N EXACT SCIENCES CORP 549300VM3X1FYD4N9Z14 30063PAE5 600000.00000000 PA USD 551875.42000000 0.018381732199 Long DBT CORP US N 2 2031-04-15 Fixed 1.75000000 N N N N Y Exact Sciences Corp. USD XXXX N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAC8 4731000.00000000 PA USD 5198962.42000000 0.173165775201 Long DBT CORP ES N 2 2034-09-13 Fixed 6.84000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384AF65 1051000.00000000 PA USD 1083165.33000000 0.036077807240 Long ABS-MBS USGA US N 2 2053-06-20 Fixed 6.00000000 N N N N N N Natixis Commercial Mortgage Securities N/A 63874MAL6 3219000.00000000 PA USD 1715582.47000000 0.057142203451 Long ABS-MBS CORP US N 2 2035-06-15 Floating 7.50000000 N N N N N N Pnmac Gmsr Issuer Trust N/A 69346MAD1 390000.00000000 PA USD 392141.53000000 0.013061354659 Long ABS-O CORP US N 2 2026-03-25 Floating 7.43400000 N N N N N N Firstkey Homes Trust N/A 33767TAS9 4000000.00000000 PA USD 3813879.20000000 0.127031760347 Long ABS-O CORP US N 2 2038-09-17 Fixed 3.40600000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBX2 7260000.00000000 PA USD 7633360.02000000 0.254250098091 Long DBT CORP GB N 2 2029-03-15 Fixed 8.00000000 N N N N N N STARWOOD MORTGAGE RESIDENTIAL TRUST N/A 78474LAL0 3784000.00000000 PA USD 3793392.64000000 0.126349398992 Long ABS-O CORP US N 2 2039-01-17 Floating 7.27600000 N N N N N N Loandepot GMSR Master Trust N/A 53946TAE2 3962000.00000000 PA USD 3962000.00000000 0.131965331911 Long ABS-O CORP US N 2 2030-05-16 Floating 7.86200000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 0.44000000 0.000000014655 N/A DFE GB N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 24.28000000 USD 18.00000000 GBP 2025-09-25 0.44000000 N N N BELROSE FUNDING TRUST II N/A 08079KAA2 14000000.00000000 PA USD 14322876.12000000 0.477062872564 Long DBT CORP US N 2 2055-05-15 Fixed 6.79200000 N N N N N N Horizon Aircraft Finance 549300KSCDSEIWTVMM32 44040HAA0 679123.17000000 PA USD 656409.69000000 0.021863534227 Long ABS-O CORP KY N 2 2039-07-15 Fixed 3.72100000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384GBJ8 2750000.00000000 PA USD 2837526.18000000 0.094511631537 Long ABS-MBS USGA US N 2 2053-11-20 Fixed 6.00000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAR3 3055000.00000000 PA USD 2939822.62000000 0.097918896468 Long DBT CORP US N 2 2052-08-15 Fixed 5.95000000 N N N N N N (Sunnova) Aurora I Issuer, LLC N/A 86746CAB7 1336224.44000000 PA USD 1044005.78000000 0.034773490478 Long ABS-O CORP US N 2 2047-06-20 Fixed 7.25000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 2635.00000000 NC USD 3135219.92000000 0.104427142190 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVU5 Comdty 2025-09-30 284079780.08000000 USD 3135219.92000000 N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 04686JAL5 14073000.00000000 PA USD 14513889.64000000 0.483425104408 Long DBT CORP US N 2 2055-05-19 Fixed 6.62500000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BT0 14334000.00000000 PA USD 11476799.62000000 0.382266449049 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N ENI SPA BUCRF72VH5RBN7X3VL35 000000000 800000.00000000 PA 970598.35000000 0.032328453662 Long DBT CORP IT Y 2 2030-09-14 Fixed 2.95000000 N N N N N Eni SpA EUR XXXX N N N UMBS, TBA N/A 01F050676 291467000.00000000 PA USD 285660350.71000000 9.514705450618 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 5.00000000 N N N N N N (Sunnova) Aurora I Issuer, LLC N/A 86746EAB3 2434483.69000000 PA USD 1111692.86000000 0.037027995268 Long ABS-O CORP US N 2 2048-02-20 Fixed 3.15000000 N N N N N N RAIZEN FUELS FINANCE 52990010NH26VC32Q522 75102XAC0 1060000.00000000 PA USD 984187.21000000 0.032781068104 Long DBT CORP LU N 2 2054-03-05 Fixed 6.95000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 20754KAF8 583673.00000000 PA USD 601699.74000000 0.020041268526 Long ABS-MBS USGSE US N 2 2041-11-25 Floating 7.60500000 N N N N N N Cascade MH Asset Trust N/A 14732KAA9 1803624.49000000 PA USD 1750925.83000000 0.058319411486 Long ABS-O CORP US N 2 2054-08-25 Variable 4.25000000 N N N N N N Horizon Aircraft Finance N/A 43990EAA9 7218750.00000000 PA USD 7235449.86000000 0.240996603307 Long ABS-O CORP KY N 2 2049-09-15 Fixed 5.37500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397D67 2470000.00000000 PA USD 2564643.34000000 0.085422516304 Long DBT CORP US N 2 2033-11-07 Fixed 7.12200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HC2Y7 1228558.32000000 PA USD 1245044.47000000 0.041469638245 Long ABS-MBS USGSE US N 2 2054-04-25 Fixed 6.00000000 N Y N N N N BX Trust N/A 05609VAJ4 5566793.40000000 PA USD 5543292.07000000 0.184634623397 Long ABS-MBS CORP US N 2 2036-09-15 Floating 5.52600000 N N N N N N COMPASS MINERALS INTERNA 2549008X9G8XP7YJGC47 20451NAG6 548000.00000000 PA USD 552917.20000000 0.018416431554 Long DBT CORP US N 2 2027-12-01 Fixed 6.75000000 N N N N N N AASET 2019-2 Trust N/A 00038RAB2 735678.93000000 PA USD 722136.63000000 0.024052751151 Long ABS-O CORP US N 2 2039-10-16 Fixed 4.45800000 N N N N N N LIBERTY MEDIA CORP N/A 531229AQ5 600000.00000000 PA USD 798900.00000000 0.026609566800 Long DBT CORP US N 2 2027-08-15 Fixed 2.25000000 N N N N N Liberty Media Corp.-Liberty Formula One USD XXXX N N N APOLLO DEBT SOLUTIONS BD 549300UMUGX092P8DW87 03770DAD5 7628000.00000000 PA USD 7929261.22000000 0.264105903258 Long DBT CORP US N 2 2031-07-29 Fixed 6.70000000 N N N N N N Cascade Funding Mortgage Trust N/A 12530KAC3 2500000.00000000 PA USD 2414381.00000000 0.080417614847 Long ABS-O CORP US N 2 2037-02-25 Variable 4.00000000 N N N N N N Fannie Mae - CAS N/A 20754JAC8 6704843.15000000 PA USD 6913383.22000000 0.230269286031 Long ABS-MBS USGSE US N 2 2039-09-25 Floating 8.17000000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBM5 13384000.00000000 PA USD 13037531.34000000 0.434250921400 Long DBT CORP US N 2 2051-12-15 Fixed 4.12500000 N N N N N N Star Trust N/A 85521DAN2 4844000.00000000 PA USD 4830799.62000000 0.160903098245 Long ABS-O CORP US N 2 2038-04-17 Floating 7.62600000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJZ5 128744000.00000000 PA USD 127441472.49000000 4.244789554873 Long DBT UST US N 2 2034-02-15 Fixed 4.00000000 N N N N N N LUNAR AIRCRAFT 2020-1 LIMITED N/A 55037LAB0 361920.88000000 PA USD 356771.04000000 0.011883242985 Long ABS-O CORP US N 2 2045-02-15 Fixed 4.33500000 N N N N N N Rain City Mortgage Trust N/A 75079KAA1 4400000.00000000 PA USD 4447797.20000000 0.148146146838 Long ABS-MBS CORP US N 2 2029-11-25 Variable 6.53000000 N N N N N N MEXICAN UDIBONOS 254900EGTWEU67VP6075 000000000 89185786.22000000 PA 4658326.49000000 0.155158405200 Long DBT NUSS MX N 2 2028-11-30 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TF5 7263600.00000000 PA USD 5286538.88000000 0.176082750621 Long DBT UST US N 2 2042-02-15 Fixed 2.37500000 N N N N N N STAR 2025-SFR5 Trust N/A 85520CAG0 5000000.00000000 PA USD 5004605.00000000 0.166692165550 Long ABS-O CORP US N 2 2042-02-17 Floating 6.76200000 N N N N N N iShares Broad USD High Yield Corporate Bond ETF 549300X7H67ZLUE3IZ46 46435U853 740000.00000000 NS USD 27757400.00000000 0.924536724885 Long EC RF US N 1 N N N Freddie Mac - STACR 5493000IS4M3TZMRB410 35564KWG0 2000000.00000000 PA USD 2242267.60000000 0.074684903601 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 14.05500000 N N N N N N AS MILEAGE PLAN IP LTD N/A 00218QAA8 8087000.00000000 PA USD 8007353.81000000 0.266706992243 Long DBT CORP KY N 2 2029-10-20 Fixed 5.02100000 N N N N N N Goddard Funding LLC N/A 380241AC3 6607795.00000000 PA USD 6714974.76000000 0.223660745325 Long ABS-O CORP US N 2 2054-10-30 Fixed 6.83400000 N N N N N N Dryden Senior Loan Fund 254900XGNUOV0Y3IBA68 26252VAU5 1200000.00000000 PA USD 1201424.40000000 0.040016751567 Long ABS-CBDO CORP KY N 2 2034-05-20 Floating 6.23400000 N N N N N N RAIZEN FUELS FINANCE 52990010NH26VC32Q522 75102XAD8 6109000.00000000 PA USD 5724133.00000000 0.190658029088 Long DBT CORP LU N 2 2035-01-17 Fixed 5.70000000 N N N N N N FMC GMSR Issuer Trust N/A 30259RAK1 1690000.00000000 PA USD 1609938.95000000 0.053623454793 Long ABS-O CORP US N 2 2026-10-25 Variable 3.85000000 N N N N N N Firstkey Homes Trust N/A 33767WAU7 4949000.00000000 PA USD 4794154.20000000 0.159682521513 Long ABS-O CORP US N 2 2038-08-17 Fixed 3.83500000 N N N N N N CITADEL LP 549300IPM6EKPVUPFL67 17288XAC8 11905000.00000000 PA USD 12438094.23000000 0.414285016003 Long DBT CORP US N 2 2032-01-23 Fixed 6.37500000 N N N N N N EPICOR SOFTWARE CORPORATION JGNXVGGGXR4O1L5I7S73 29426NAZ7 1736875.00000000 PA USD 1743249.33000000 0.058063724492 Long LON CORP US N 2 2031-05-30 Floating 7.07700000 N N N N N N IONIS PHARMACEUTICALS IN 549300SI4ZGLG0BLUZ92 462222AF7 850000.00000000 PA USD 895156.25000000 0.029815646553 Long DBT CORP US N 2 2028-06-15 Fixed 1.75000000 N N N N N Ionis Pharmaceuticals, Inc. USD XXXX N N N Coinstar Funding, LLC N/A 19260MAA4 3133520.00000000 PA USD 2922038.74000000 0.097326555321 Long ABS-O CORP US N 2 2047-04-25 Fixed 5.21600000 N N N N N N Morgan Stanley BAML Trust N/A 61691GAC4 5000000.00000000 PA USD 3978238.50000000 0.132506199917 Long ABS-MBS CORP US N 2 2049-12-15 Variable 3.39600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384GQP8 3000000.00000000 PA USD 3098412.30000000 0.103201162939 Long ABS-MBS USGA US N 2 2053-12-20 Fixed 6.00000000 N N N N N N Multifamily Connecticut Avenue Securities 549300HG8ZEWVWVSN227 62547NAB5 2548507.44000000 PA USD 2591448.77000000 0.086315345043 Long ABS-MBS CORP US N 2 2049-10-25 Floating 7.67000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BF4 4910000.00000000 PA USD 5371412.34000000 0.178909695174 Long DBT CORP CH N 2 2028-11-13 Fixed 9.25000000 N N N N N N Willis Engine Securitization Trust N/A 97064FAB1 1321881.80000000 PA USD 1234315.86000000 0.041112292314 Long ABS-O CORP US N 2 2045-03-15 Fixed 4.21200000 N N N N N N OAKTREE STRATEGIC CREDIT 2549006RRE0JC7G43241 67403AAB5 3770000.00000000 PA USD 4066268.99000000 0.135438298058 Long DBT CORP US N 2 2028-11-14 Fixed 8.40000000 N N N N N N BROOKFIELD PROPERTY PART 5493004J5Z0TZW83NU62 000000000 187034.00000000 NS USD 2431442.00000000 0.080985878483 Long EP CORP BM N 1 N N N FirstKey Homes 2021-SFR3 Trust N/A 33768JAW1 4000000.00000000 PA USD 3807581.60000000 0.126822001419 Long ABS-O CORP US N 2 2038-12-17 Fixed 3.98100000 N N N N N N BHMS Mortgage Trust N/A 05549GAG6 3000000.00000000 PA USD 2998558.20000000 0.099875246874 Long ABS-MBS CORP US N 2 2035-07-15 Floating 6.10900000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89117F8Z5 7227000.00000000 PA USD 7565996.89000000 0.252006383349 Long DBT CORP CA N 2 2082-10-31 Fixed 8.12500000 N N N N N N 2025-07-25 Eaton Vance Mutual Funds Trust James Kirchner James Kirchner Treasurer XXXX