NPORT-P false 0000319676 XXXXXXXX S000046839 C000146362 C000146360 C000146359 C000213138 Calvert Management Series 811-03101 0000319676 549300JLDDCMBLNYVQ38 1825 Connecticut Avenue NW Suite 400 Washington 20009 202-238-2200 Calvert Absolute Return Bond Fund S000046839 549300HDLJYKTU171023 2019-12-31 2019-12-31 N 202498567.63 1686731.7 200811835.93 0 0 0 0 0 0 0 0 0 0 903256.25 0 0 2006196.38 USD UST Coinstar Funding LLC Series 2017-1 N/A 19260MAA4 1457625.00000000 PA USD 1496170.00000000 0.745060664910 Long ABS-O CORP US N 2 2047-04-25 Fixed 5.22000000 N N N N N N SolarWinds Holdings, Inc. 549300GUYI8M0E3S0X29 83417UAH9 158383.84000000 PA USD 159802.64000000 0.079578297394 Long LON CORP US N 2 2024-02-05 Floating 4.55000000 N N N N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAA1 740625.00000000 PA USD 754861.89000000 0.375905078753 Long ABS-O CORP US N 2 2048-09-05 Fixed 4.26000000 N N N N N N Banc of America Merrill Lynch Large Loan Inc N/A 05492PAL2 3865000.00000000 PA USD 3648997.90000000 1.817122921615 Long ABS-MBS CORP US N 2 2032-11-05 Variable 3.84000000 N N N N N N Fannie Mae - CAS N/A 20754HAE8 695313.00000000 PA USD 699483.28000000 0.348327715226 Long ABS-MBS USGSE US N 2 2039-07-25 Floating 3.79000000 N N N N N N COMMSCOPE TECH LLC M4TWC4QDOKW45N7T6Y12 20337YAA5 755000.00000000 PA USD 757740.65000000 0.377338639672 Long DBT CORP US N 2 2025-06-15 Fixed 6.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -20.00000000 NC USD 2466.60000000 0.001228314052 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short 2 Year US Treasury Note TUH0 Comdty 2020-03-31 -4312466.6 USD 2466.6 N N N NORDSTROM INC 549300S3IZB5P35KNV16 655664AT7 755000.00000000 PA USD 770434.14000000 0.383659726246 Long DBT CORP US N 2 2030-04-01 Fixed 4.38000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -29.00000000 NC USD 50261.77000000 0.025029286629 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short US 10 Year Ultra Bond UXYH0 Comdty 2020-03-20 -4130652.4 USD 50261.77 N N N SS&C Technologies Holdings Europe S.A.R.L. N/A 78466DBE3 128410.61000000 PA USD 129403.74000000 0.064440295264 Long LON CORP LU N 2 2025-04-16 Floating 4.05000000 N N N N N N RenewFund Receivables Trust N/A 75973JAA1 13412.35000000 PA USD 13427.85000000 0.006686782149 Long ABS-O CORP US N 2 2025-04-15 Fixed 3.51000000 N N N N N N Avant Loans Funding Trust N/A 05352PAC1 2540000.00000000 PA USD 2564889.46000000 1.277260101787 Long ABS-O CORP US N 2 2024-05-15 Fixed 4.79000000 N N N N N N Progress Residential Trust N/A 74332NAJ2 860000.00000000 PA USD 859765.39000000 0.428144778428 Long ABS-O CORP US N 2 2032-11-12 Fixed 5.66000000 N N N N N N Springcastle SPV N/A 85022WAL8 1402878.25000000 PA USD 1408479.80000000 0.701392820536 Long ABS-O CORP US N 2 2036-05-27 Fixed 3.20000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828V31 8875000.00000000 PA USD 8874136.82000000 4.419130365947 Long DBT UST US N 2 2020-01-15 Fixed 1.38000000 N N N N N N Avolon TLB Borrower 1 (US) LLC 635400O84AGITYFZQB55 05400KAE0 316232.50000000 PA USD 318604.24000000 0.158658098276 Long LON CORP US N 2 2025-01-15 Floating 3.51000000 N N N N N N Horizon Aircraft Finance I Limited N/A 44040HAB8 638205.15000000 PA USD 636282.62000000 0.316855138071 Long ABS-O CORP KY N 2 2039-07-15 Fixed 4.70000000 N N N N N N Conn Funding II, L.P N/A 20827DAA8 160970.09000000 PA USD 162241.91000000 0.080793001691 Long ABS-O CORP US N 2 2023-10-16 Fixed 3.40000000 N N N N N N AMER AIRLN 13-1 B PASS T N/A 023766AD0 973469.16000000 PA USD 991975.00000000 0.493982336950 Long DBT CORP US N 2 2021-01-15 Fixed 5.63000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 125333BU7 600000.00000000 PA USD 597494.76000000 0.297539613256 Long ABS-MBS CORP US N 2 2030-07-15 Floating 3.04000000 N N N N N N Go Daddy Operating Company, LLC 5493005GJOH8HLL11157 38017BAN6 96937.37000000 PA USD 97583.65000000 0.048594570906 Long LON CORP US N 2 2024-02-15 Floating 3.55000000 N N N N N N Driven Brands Funding, LLC N/A 26208LAE8 865000.00000000 PA USD 866808.63000000 0.431652161330 Long ABS-O CORP US N 2 2049-10-20 Fixed 3.98000000 N N N N N N OCEANEERING INTL INC 549300L6PH74701W0R30 675232AA0 1250000.00000000 PA USD 1228125.00000000 0.611579986962 Long DBT CORP US N 2 2024-11-15 Fixed 4.65000000 N N N N N N Freddie Mac - STACR 549300KB1O80CETXGJ21 35564TAH3 2796000.00000000 PA USD 2811542.13000000 1.400087856863 Long ABS-MBS USGSE US N 2 2049-07-25 Floating 3.84000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128284H0 2719421.25000000 PA USD 2761832.53000000 1.375333539086 Long DBT UST US N 2 2023-04-15 Fixed 0.63000000 N N N N N N InSite Issuer LLC N/A 45780KAF3 200000.00000000 PA USD 207896.52000000 0.103528021163 Long ABS-O CORP US N 2 2046-11-15 Fixed 6.41000000 N N N N N N Freddie Mac - STACR N/A 3137G0TG4 400557.76000000 PA USD 400781.27000000 0.199580501888 Long ABS-MBS USGSE US N 2 2030-07-25 Floating 2.24000000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887CF4 2150000.00000000 PA USD 2151093.10000000 1.071198363402 Long DBT CORP US N 2 2020-12-29 Floating 2.84000000 N N N N N N Freddie Mac - STACR N/A 3137G0QQ5 1898000.00000000 PA USD 1944129.94000000 0.968135135559 Long ABS-MBS USGSE US N 2 2030-03-25 Floating 4.29000000 N N N N N N BX Commercial Mortgage Trust 2019-XL N/A 056054AE9 630000.00000000 PA USD 631556.35000000 0.314501556681 Long ABS-MBS CORP US N 2 2036-10-15 Floating 2.82000000 N N N N N N NXP BV/NXP FUNDING LLC N/A 62947QAT5 560000.00000000 PA USD 590321.46000000 0.293967463255 Long DBT CORP NL N 2 2022-06-15 Fixed 4.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128285T3 287000.00000000 PA USD 300743.56000000 0.149763861580 Long DBT UST US N 2 2025-12-31 Fixed 2.63000000 N N N N N N Stack Infrastructure Issuer LLC N/A 85236KAC6 175000.00000000 PA USD 174879.08000000 0.087086042110 Long ABS-O CORP US N 2 2044-10-25 Fixed 3.08000000 N N N N N N Consumer Loan Underlying Bond Credit Trust N/A 21051DAC9 426774.06000000 PA USD 428478.85000000 0.213373304424 Long ABS-O CORP US N 2 2024-01-16 Fixed 4.87000000 N N N N N N Motel 6 Trust N/A 61975FAG4 982998.62000000 PA USD 983973.16000000 0.489997591747 Long ABS-MBS CORP US N 2 2034-08-15 Floating 2.93000000 N N N N N N MA FinanceCo., LLC N/A 55280FAG6 61915.78000000 PA USD 62157.25000000 0.030952981288 Long LON CORP US N 2 2024-06-21 Floating 4.30000000 N N N N N N Newmark Group Inc N/A 65158NAB8 457000.00000000 PA USD 503935.51000000 0.250949107489 Long DBT CORP US N 2 2023-11-15 Fixed 6.13000000 N N N N N N Sprint Communications, Inc. 549300JKU50UT08ZWD77 85208EAB6 521949.38000000 PA USD 518520.69000000 0.258212215230 Long LON CORP US N 2 2024-02-02 Floating 4.31000000 N N N N N N Fannie Mae - CAS N/A 20753QAE9 527335.69000000 PA USD 532699.96000000 0.265273188471 Long ABS-MBS USGSE US N 2 2031-04-25 Variable 4.19000000 N N N N N N Fannie Mae - CAS N/A 30711XNX8 2375000.00000000 PA USD 2418705.23000000 1.204463481347 Long ABS-MBS USGSE US N 2 2030-01-25 Floating 3.99000000 N N N N N N Tesla Auto Lease Trust N/A 88165GAE0 835000.00000000 PA USD 832554.29000000 0.414594232528 Long ABS-O CORP US N 2 2022-12-20 Fixed 2.41000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VAV2 942080.12000000 PA USD 949047.74000000 0.472605479455 Long LON CORP US N 2 2023-11-03 Floating 4.80000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 125333AS3 1657830.12000000 PA USD 1646801.90000000 0.820072129898 Long ABS-MBS CORP US N 2 2030-07-15 Floating 2.84000000 N N N N N N SS&C Technologies Inc. 549300KY09TR3J12JU49 78466DBD5 188840.09000000 PA USD 190300.58000000 0.094765619326 Long LON CORP US N 2 2025-04-16 Floating 4.05000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -26.00000000 NC USD 153004.76000000 0.076193098524 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short US Treasury Ultra Long Bond WNH0 Comdty 2020-03-20 -4876067.26 USD 153004.76 N N N JABIL INC DISC COML PAPER 5493000CGCQY2OQU7669 46652LB63 2910000.00000000 PA USD 2902349.44000000 1.445307955359 Long STIV CORP US N 2 2020-02-06 None 0.00000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 125333BW3 2175000.00000000 PA USD 2172780.41000000 1.081998180006 Long ABS-MBS CORP US N 2 2030-07-15 Floating 3.99000000 N N N N N N Driven Brands Funding, LLC N/A 26208LAB4 870750.00000000 PA USD 913588.29000000 0.454947431643 Long ABS-O CORP US N 2 2046-07-20 Fixed 6.13000000 N N N N N N Avant Loans Funding Trust 5493002OOYZ2P0TF3005 05353WAC5 1031639.59000000 PA USD 1033757.34000000 0.514789048769 Long ABS-O CORP US N 2 2023-11-15 Fixed 4.99000000 N N N N N N SHERWIN WILLIAMS CO Z15BMIOX8DDH0X2OBP21 82434TA67 2960000.00000000 PA USD 2959230.90000000 1.473633706048 Long STIV CORP US N 2 2020-01-06 None 0.00000000 N N N N N N Vantage Data Centers LLC N/A 92212KAA4 1006633.33000000 PA USD 1013547.29000000 0.504724876054 Long ABS-O CORP US N 2 2044-07-15 Fixed 3.19000000 N N N N N N DELL INT LLC / EMC CORP N/A 25272KAU7 411000.00000000 PA USD 417937.68000000 0.208124027184 Long DBT CORP US N 2 2021-06-15 Fixed 5.88000000 N N N N N N Synovus Financial Corp 549300EIUS8UN5JTLE54 87161CAM7 313000.00000000 PA USD 332570.33000000 0.165612912436 Long DBT CORP US N 2 2029-02-07 Variable 5.90000000 N N N N N N CenturyLink, Inc. 8M3THTGWLTYZVE6BBY25 15670BAB8 465000.00000000 PA USD 467454.27000000 0.232782230108 Long LON CORP US N 2 2025-01-31 None 0.00000000 N N N N N N Freddie Mac - STACR N/A 3137G0UD9 1525000.00000000 PA USD 1544082.33000000 0.768919980662 Long ABS-MBS USGSE US N 2 2030-09-25 Floating 4.09000000 N N N N N N AMER AIRLN 13-2 B PTT N/A 02376TAC2 2662529.49000000 PA USD 2706631.63000000 1.347844671338 Long DBT CORP US N 2 2020-07-15 Fixed 5.60000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46642MAG3 500000.00000000 PA USD 496872.05000000 0.247431655459 Long ABS-MBS CORP US N 2 2027-06-10 Fixed 3.77000000 N N N N N N Driven Brands Funding, LLC N/A 26208LAC2 392030.00000000 PA USD 407273.97000000 0.202813727644 Long ABS-O CORP US N 2 2048-04-20 Fixed 4.74000000 N N N N N N Freddie Mac - STACR N/A 35564XAA9 2066397.45000000 PA USD 2069261.68000000 1.030448066179 Long ABS-MBS USGSE US N 2 2049-09-25 Floating 2.54000000 N N N N N N Consumer Loan Underlying Bond Credit Trust N/A 21051CAC1 5249.84000000 PA USD 5250.24000000 0.002614507245 Long ABS-O CORP US N 2 2024-01-15 Fixed 2.61000000 N N N N N N Conn Funding II, L.P N/A 20826JAB4 223208.52000000 PA USD 224468.40000000 0.111780463019 Long ABS-O CORP US N 2 2023-01-15 Fixed 4.65000000 N N N N N N Sierra Receivables Funding Co LLC N/A 82652JAB3 117406.08000000 PA USD 117526.56000000 0.058525713614 Long ABS-O CORP US N 2 2032-09-20 Fixed 3.08000000 N N N N N N Hardee's Funding N/A 411707AB8 429562.50000000 PA USD 432590.92000000 0.215421027349 Long ABS-O CORP US N 2 2048-06-20 Fixed 4.25000000 N N N N N N Prosper Marketplace Issuance Trust 54930091UL0OQ4F85R54 74360PAC7 4640000.00000000 PA USD 4672672.10000000 2.326890782288 Long ABS-O CORP US N 2 2024-10-15 Fixed 3.96000000 N N N N N N Fannie Mae - CAS N/A 20753KAB8 1505000.00000000 PA USD 1517181.17000000 0.755523778254 Long ABS-MBS USGSE US N 2 2031-08-25 Floating 4.09000000 N N N N N N Prosper Marketplace Issuance Trust N/A 74360JAC1 1096163.38000000 PA USD 1097646.60000000 0.546604533998 Long ABS-O CORP US N 2 2023-06-15 Fixed 5.80000000 N N N N N N Driven Brands Funding, LLC N/A 26208LAA6 979200.00000000 PA USD 1002044.05000000 0.498996508527 Long ABS-O CORP US N 2 2045-07-20 Fixed 5.22000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LN9 1150000.00000000 PA USD 1160386.44000000 0.577847632648 Long DBT CORP US N 2 2023-07-24 Floating 2.89000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828Y38 6967876.58000000 PA USD 7332635.16000000 3.651495503759 Long DBT UST US N 2 2028-07-15 Fixed 0.75000000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAF0 720000.00000000 PA USD 720574.88000000 0.358830880990 Long DBT CORP US N 2 2020-02-03 Floating 3.13000000 N N N N N N Consumer Loan Underlying Bond Credit Trust N/A 21054PAB1 780536.67000000 PA USD 781046.20000000 0.388944305191 Long ABS-O CORP US N 2 2026-10-15 Fixed 2.47000000 N N N N N N Motel 6 Trust N/A 61975FAN9 365113.77000000 PA USD 367386.35000000 0.182950545867 Long ABS-MBS CORP US N 2 2034-08-15 Floating 4.99000000 N N N N N N Fannie Mae - CAS N/A 20754FAK8 1995000.00000000 PA USD 2018874.17000000 1.005356163719 Long ABS-MBS USGSE US N 2 2031-07-25 Floating 4.24000000 N N N N N N Freddie Mac - STACR N/A 3137G0FJ3 1000000.00000000 PA USD 1059289.50000000 0.527503518452 Long ABS-MBS USGSE US N 2 2025-05-25 Floating 5.04000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 33.00000000 NC USD -14752.05000000 -0.00734620543 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 5 Year US Treasury Note FVH0 Comdty 2020-03-31 3928861.43 USD -14752.05 N N N retl N/A 74952PAG2 3370000.00000000 PA USD 3377902.99000000 1.682123453707 Long ABS-MBS CORP US N 2 2036-03-15 Floating 3.29000000 N N N N N N Calvert Floating-Rate Advantage Fund 549300GG1YFY0YH1UJ86 13161X865 154479.91800000 NS USD 1513903.20000000 0.753891419292 Long EC RF US N 1 N N N Freddie Mac - STACR 549300Y6KOVOWQ8OJC33 35564LAH0 1087016.25000000 PA USD 1097204.74000000 0.546384497168 Long ABS-MBS USGSE US N 2 2049-03-25 Variable 4.24000000 N N N N N N Bombardier Recreational Products, Inc. 549300R46OV8J34BJD75 000000000 138596.48000000 PA USD 139215.17000000 0.069326177590 Long LON CORP US N 2 2025-05-23 Floating 3.80000000 N N N N N N Seagate HDD Cayman 529900BD50TRWEG1SF63 81180WAN1 1170000.00000000 PA USD 1226662.77000000 0.610851827691 Long DBT CORP KY N 2 2034-12-01 Fixed 5.75000000 N N N N N N Seattle Spinco, Inc. 213800AAQDP1DDU8BK05 81271EAB7 418132.51000000 PA USD 419763.23000000 0.209033112045 Long LON CORP US N 2 2024-06-21 Floating 4.30000000 N N N N N N Conn Funding II, L.P N/A 20827DAB6 2602000.00000000 PA USD 2628471.19000000 1.308922443653 Long ABS-O CORP US N 2 2023-10-16 Fixed 4.36000000 N N N N N N Nvent Finance Sarl 549300KO1OQ4MVFB6X02 67078AAD5 925000.00000000 PA USD 959871.11000000 0.477995286261 Long DBT CORP LU N 2 2028-04-15 Fixed 4.55000000 N N N N N N Freddie Mac - STACR 549300NKHCH87PYOHD44 35564MAH8 805000.00000000 PA USD 808847.98000000 0.402788997099 Long ABS-MBS USGSE US N 2 2049-04-25 Floating 3.84000000 N N N N N N Cushman & Wakefield U.S. Borrower, LLC N/A 23340DAN2 345625.00000000 PA USD 347407.04000000 0.173001276738 Long LON CORP US N 2 2025-08-21 Floating 5.05000000 N N N N N N RADIAN GROUP INC 54930005OUP720S5U385 750236AW1 1300000.00000000 PA USD 1371951.75000000 0.683202632776 Long DBT CORP US N 2 2027-03-15 Fixed 4.88000000 N N N N N N Morgan Stanley Capital I Trust N/A 61769GAJ6 960000.00000000 PA USD 961389.70000000 0.478751511606 Long ABS-MBS CORP US N 2 2036-05-15 Floating 4.79000000 N N N N N N CommScope Inc 549300Z6K4JXMFE8QY54 20338QAA1 520000.00000000 PA USD 548262.00000000 0.273022751602 Long DBT CORP US N 2 2027-03-01 Fixed 8.25000000 N N N N N Motel 6 Trust N/A 61975FAJ8 966949.67000000 PA USD 967932.67000000 0.482009770747 Long ABS-MBS CORP US N 2 2034-08-15 Floating 3.14000000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAA4 520000.00000000 PA USD 546325.00000000 0.272058167024 Long DBT CORP US N 2 2023-05-15 Fixed 9.25000000 N N N N N N Thunderbolt Aircraft Lease Ltd N/A 88606WAB8 806087.21000000 PA USD 833932.61000000 0.415280606413 Long ABS-O CORP KY N 2 2032-05-17 Variable 5.75000000 N N N N N N CREDIT ACCEPTANC N/A 225310AN1 879000.00000000 PA USD 915003.84000000 0.455652345272 Long DBT CORP US N 2 2024-12-31 Fixed 5.13000000 N N N N N N Springleaf Funding Trust N/A 85172NAB8 490000.00000000 PA USD 490700.55000000 0.244358380434 Long ABS-O CORP US N 2 2029-11-15 Fixed 3.80000000 N N N N N N Capital One NA 207ALC1P1YM0OVDV0K75 14042RHB0 520000.00000000 PA USD 524058.72000000 0.260970035741 Long DBT CORP US N 2 2022-08-08 Floating 2.72000000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887BX9 278000.00000000 PA USD 278028.61000000 0.138452302232 Long DBT CORP US N 2 2020-10-22 Floating 2.70000000 N N N N N N SBA Tower Trust N/A 78403DAN0 840000.00000000 PA USD 849273.43000000 0.422920006715 Long DBT US N 2 2025-01-15 Fixed 2.84000000 N N N N N N COMMONWEALTH BANK AUST MSFSBD3QN1GSN7Q6C537 202712BK0 473000.00000000 PA USD 475702.00000000 0.236889423273 Long DBT CORP AU N 2 2034-09-12 Variable 3.61000000 N N N N N N OneMain Financial Issuance Trust N/A 68268GAB4 2600000.00000000 PA USD 2617841.46000000 1.303629065426 Long ABS-O CORP US N 2 2029-02-20 Fixed 4.57000000 N N N N N N Helios Issuer, LLC N/A 42329GAC4 2620255.31000000 PA USD 2719898.90000000 1.354451488082 Long ABS-O CORP US N 2 2049-09-20 Fixed 8.00000000 N N N N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 42824CBB4 325000.00000000 PA USD 325044.65000000 0.161865284730 Long DBT CORP US N 2 2021-10-05 Floating 2.76000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HBV6 2550000.00000000 PA USD 2554084.87000000 1.271879647019 Long DBT CORP US N 2 2023-01-30 Floating 2.66000000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 02005NAZ3 3020000.00000000 PA USD 3034918.80000000 1.511324661688 Long DBT CORP US N 2 2020-03-30 Fixed 4.13000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397YN7 1675000.00000000 PA USD 1676106.92000000 0.834665403180 Long DBT CORP US N 2 2020-06-12 Floating 2.68000000 N N N N N N Marlette Funding Trust 5493000DIU62BZSFTP62 57108PAB1 43403.21000000 PA USD 43411.38000000 0.021617938902 Long ABS-O CORP US N 2 2024-07-15 Fixed 3.19000000 N N N N N N JABIL INC N/A 46652LA64 1975000.00000000 PA USD 1974135.60000000 0.983077312578 Long STIV CORP US N 2 2020-01-06 None 0.00000000 N N N N N N Prosper Marketplace Issuance Trust 549300WV6NCA12RVBP15 74361HAC4 750000.00000000 PA USD 757238.33000000 0.377088495054 Long ABS-O CORP US N 2 2024-06-17 Fixed 4.87000000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DAT6 856000.00000000 PA USD 996553.32000000 0.496262242404 Long DBT CORP US N 2 2047-09-20 Fixed 5.20000000 N N N N N N Invitation Homes Trust N/A 46187BAD5 352482.77000000 PA USD 353482.41000000 0.176026681078 Long ABS-O CORP US N 2 2036-12-17 Floating 3.54000000 N N N N N N Freddie Mac - STACR N/A 3137G0TS8 1135000.00000000 PA USD 1133801.55000000 0.564608925937 Long ABS-MBS USGSE US N 2 2030-07-25 Floating 2.84000000 N N N N N N Marlette Funding Trust 549300ICATMFOKQ20083 57109FAC0 815000.00000000 PA USD 834222.26000000 0.415424845919 Long ABS-O CORP US N 2 2028-09-15 Fixed 4.63000000 N N N N N N Focus Brands Funding LLC N/A 34417MAA5 1535625.00000000 PA USD 1543324.32000000 0.768542507891 Long ABS-O CORP US N 2 2047-04-30 Fixed 3.86000000 N N N N N N Horizon Aircraft Finance III Limited N/A 44040JAB4 275000.00000000 PA USD 273764.98000000 0.136329105668 Long ABS-O CORP KY N 2 2039-11-15 Fixed 4.46000000 N N N N N N Avant Loans Funding Trust N/A 05352EAA0 137785.34000000 PA USD 138299.78000000 0.068870332946 Long ABS-O CORP US N 2 2022-07-15 Fixed 3.48000000 N N N N N N Ziggo Secured Finance Partnership N/A 000000000 280000.00000000 PA USD 280641.76000000 0.139753595050 Long LON CORP US N 2 2025-04-15 Floating 4.24000000 N N N N N N NORTONLIFELOCK INC YF6ZV0M6AU4FY94MK914 871503AU2 718000.00000000 PA USD 733668.61000000 0.365351278525 Long DBT CORP US N 2 2025-04-15 Fixed 5.00000000 N N N N N N Prosper Marketplace Issuance Trust Series 2017-1 N/A 74360TAC9 1170884.18000000 PA USD 1179507.98000000 0.587369750661 Long ABS-O CORP US N 2 2023-09-15 Fixed 5.37000000 N N N N N N Freddie Mac - STACR N/A 3137G0TH2 2510000.00000000 PA USD 2517158.27000000 1.253490989882 Long ABS-MBS USGSE US N 2 2030-07-25 Floating 3.59000000 N N N N N N CREDIT ACCEPTANC N/A 225310AK7 890000.00000000 PA USD 915956.85000000 0.456126923872 Long DBT CORP US N 2 2023-03-15 Fixed 7.38000000 N N N N N N Horizon Aircraft Finance I Limited N/A 44040HAC6 652381.00000000 PA USD 663737.39000000 0.330527026420 Long ABS-O CORP KY N 2 2039-07-15 Fixed 6.90000000 N N N N N N EMC Corp KDMDXRWU7UTJ30FC8R59 268648AQ5 108000.00000000 PA USD 108154.44000000 0.053858598273 Long DBT CORP US N 2 2020-06-01 Fixed 2.65000000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AG6 1276000.00000000 PA USD 1209937.72000000 0.602523110451 Long DBT CORP US N 2 2047-07-15 Fixed 4.30000000 N N N N N N ENEL FINANCE AMERICA N/A 29279GA31 3025000.00000000 PA USD 3024556.32000000 1.506164368246 Long STIV CORP US N 2 2020-01-03 None 0.00000000 N N N N N N Solarcity LMC Series LLC 549300EE9TJJ2SFMZ938 83417FAA7 622978.89000000 PA USD 627151.85000000 0.312308209869 Long ABS-O CORP US N 2 2044-07-20 Fixed 4.02000000 N N N N N N Commonbond Student Loan Trust N/A 202679AA4 10896.21000000 PA USD 10903.18000000 0.005429550479 Long ABS-O CORP US N 2 2032-06-25 Fixed 3.20000000 N N N N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAB9 701125.00000000 PA USD 730757.35000000 0.363901533301 Long ABS-O CORP US N 2 2048-09-05 Fixed 4.67000000 N N N N N N Motel 6 Trust N/A 61975FAL3 324991.38000000 PA USD 325940.22000000 0.162311259438 Long ABS-MBS CORP US N 2 2034-08-15 Floating 3.89000000 N N N N N N Focus Brands Funding LLC N/A 34417MAB3 78000.00000000 PA USD 82054.67000000 0.040861470948 Long ABS-O CORP US N 2 2047-04-30 Fixed 5.09000000 N N N N N N Thunderbolt Aircraft Lease Ltd N/A 88606WAC6 404797.36000000 PA USD 394775.39000000 0.196589702081 Long ABS-O CORP KY N 2 2032-05-17 Fixed 4.50000000 N N N N N N Fannie Mae - CAS N/A 20754HCK2 136422.05000000 PA USD 136592.44000000 0.068020114136 Long ABS-MBS USGSE US N 2 2039-07-25 Variable 2.54000000 N N N N N N Conn Funding II, L.P N/A 20826JAA6 40884.99000000 PA USD 41036.64000000 0.020435369165 Long ABS-O CORP US N 2 2023-01-15 Fixed 3.25000000 N N N N N N Infor (US), Inc. CIOT8TLNSHRE7MIBDR09 45672LAE5 515103.28000000 PA USD 518000.74000000 0.257953291249 Long LON CORP US N 2 2022-02-01 Floating 4.69000000 N N N N N N DXC CAPITAL FUNDING LT 6354001BJH7XSHGTD882 23355GBT3 3000000.00000000 PA USD 2989748.49000000 1.488830813260 Long STIV CORP IE N 2 2020-02-27 None 0.00000000 N N N N N N Iron Mountain Inc SQL3F6CKNNBM3SQGHX24 46284VAB7 177000.00000000 PA USD 179177.10000000 0.089226364158 Long DBT US N 2 2021-06-01 Fixed 4.38000000 N N N N N N Morgan Stanley Capital I Trust N/A 61769GAG2 2225000.00000000 PA USD 2224331.17000000 1.107669356090 Long ABS-MBS CORP US N 2 2036-05-15 Floating 3.84000000 N N N N N N Epicor Software Corporation JGNXVGGGXR4O1L5I7S73 29426NAE4 767989.56000000 PA USD 774229.48000000 0.385549724404 Long LON CORP US N 2 2022-06-01 Floating 5.05000000 N N N N N N Nordstrom Inc 549300S3IZB5P35KNV16 655664AR1 1130000.00000000 PA USD 1106827.61000000 0.551176480646 Long DBT CORP US N 2 2044-01-15 Fixed 5.00000000 N N N N N N Freddie Mac - STACR N/A 35564XAH4 185000.00000000 PA USD 185157.36000000 0.092204405752 Long ABS-MBS USGSE US N 2 2049-09-25 Floating 3.64000000 N N N N N N Azul Investments LLP 549300C6XNC8IDH04C74 05502FAA6 965000.00000000 PA USD 1003527.63000000 0.499735299641 Long DBT CORP US N 2 2024-10-26 Fixed 5.88000000 N N N N N N Tesla Auto Lease Trust N/A 88165GAH3 605000.00000000 PA USD 607593.57000000 0.302568604677 Long ABS-O CORP US N 2 2023-05-22 Fixed 5.48000000 N N N N N N Toorak Mortgage Corp 2018-1 Ltd N/A 89051QAA1 690000.00000000 PA USD 694400.48000000 0.345796589520 Long ABS-MBS CORP US N 2 2021-08-25 Variable 4.34000000 N N N N N N ESH Hospitality, Inc. 54930042FMK7X7SQ2896 26908BAK9 80433.40000000 PA USD 81212.64000000 0.040442158015 Long LON CORP US N 2 2026-09-18 Floating 3.80000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAD7 1165000.00000000 PA USD 1173072.40000000 0.584164969443 Long DBT CORP ES N 2 2023-02-23 Floating 3.00000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAQ4 367000.00000000 PA USD 378230.20000000 0.188350551275 Long DBT CORP US N 2 2027-12-15 Fixed 4.25000000 N N N N N N SERVPRO MASTER ISSUER, LLC N/A 817743AA5 1963000.00000000 PA USD 1975820.35000000 0.983916282050 Long ABS-O CORP US N 2 2049-10-25 Fixed 3.88000000 N N N N N N ROVI CORP 5493006VRWO1PMVOHL98 779376AD4 1355000.00000000 PA USD 1347243.30000000 0.670898353058 Long DBT CORP US N 2 2020-03-01 Fixed 0.50000000 N N N N Y TiVo Corp USD XXXX N N N WESTINGHOUSE AIR BRAKE 06BTX5UWZD0GQ5N5Y745 960386AP5 508000.00000000 PA USD 508079.64000000 0.253012795608 Long DBT CORP US N 2 2021-09-15 Floating 3.19000000 N N N N N N Multifamily Connecticut Avenue Securities 549300HG8ZEWVWVSN227 62547NAB5 140000.00000000 PA USD 146290.98000000 0.072849779656 Long ABS-MBS CORP US N 2 2049-10-15 Floating 5.04000000 N N N N N N Prestige Brands, Inc. N/A 74112CAT0 100727.97000000 PA USD 101562.10000000 0.050575753928 Long LON CORP US N 2 2024-01-26 Floating 3.80000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AL7 514000.00000000 PA USD 526207.50000000 0.262040082230 Long DBT CORP US N 2 2029-11-01 Fixed 4.25000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397ZG1 466000.00000000 PA USD 462129.38000000 0.230130548759 Long DBT CORP US N 2 2021-10-12 Floating 2.88000000 N N N N N N Stack Infrastructure Issuer LLC N/A 85236KAA0 1869291.66000000 PA USD 1958047.87000000 0.975065967069 Long ABS-O CORP US N 2 2044-02-25 Fixed 4.54000000 N N N N N N Freddie Mac - STACR N/A 3137G0HF9 275670.71000000 PA USD 278072.49000000 0.138474153533 Long ABS-MBS USGSE US N 2 2028-05-25 Floating 4.59000000 N N N N N N Jaguar Holding Company II N/A 47009YAK3 510641.98000000 PA USD 513975.45000000 0.255948782908 Long LON CORP US N 2 2022-08-18 Floating 4.30000000 N N N N N N Fannie Mae - CAS N/A 30711XAP9 1354282.20000000 PA USD 1490870.77000000 0.742421761693 Long ABS-MBS USGSE US N 2 2024-11-25 Floating 6.69000000 N N N N N N Avant Loans Funding Trust N/A 05354NAA8 869215.62000000 PA USD 870108.30000000 0.433295326428 Long ABS-O CORP US N 2 2026-10-15 Fixed 2.72000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828K33 999944.40000000 PA USD 998747.70000000 0.497354996718 Long DBT UST US N 2 2020-04-15 Fixed 0.13000000 N N N N N N Fannie Mae - CAS N/A 30711XNS9 29689.25000000 PA USD 29722.38000000 0.014801109636 Long ABS-MBS USGSE US N 2 2030-01-25 Floating 2.34000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397YF4 455000.00000000 PA USD 455064.85000000 0.226612563892 Long DBT CORP US N 2 2020-01-09 Floating 3.01000000 N N N N N N Consumer Loan Underlying Bond Credit Trust N/A 21051CAE7 2375000.00000000 PA USD 2379902.00000000 1.185140302601 Long ABS-O CORP US N 2 2024-01-15 Fixed 3.56000000 N N N N N N Springleaf Funding Trust N/A 85172NAA0 169436.71000000 PA USD 169509.64000000 0.084412175813 Long ABS-O CORP US N 2 2029-11-15 Fixed 2.90000000 N N N N N N Fannie Mae - CAS N/A 30711XAK0 1230940.96000000 PA USD 1296828.92000000 0.645793069912 Long ABS-MBS USGSE US N 2 2024-07-25 Floating 4.79000000 N N N N N N ExteNet Systems N/A 30227XAB7 435000.00000000 PA USD 437584.34000000 0.217907643727 Long ABS-O CORP US N 2 2049-07-26 Fixed 4.14000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46642MAA6 1000000.00000000 PA USD 1002941.50000000 0.499443419435 Long ABS-MBS CORP US N 2 2027-06-10 Fixed 3.43000000 N N N N N N JSL EUROPE 54930068BSUST41D5C30 46590PAB9 895000.00000000 PA USD 967132.53000000 0.481611318138 Long DBT CORP LU N 2 2024-07-26 Fixed 7.75000000 N N N N N N AMER AIRLINE 16-1 B PTT N/A 02376YAA5 120290.75000000 PA USD 127479.75000000 0.063482189388 Long DBT CORP US N 2 2024-01-15 Fixed 5.25000000 N N N N N N Oportun Funding VIII LLC N/A 68376HAB1 1540000.00000000 PA USD 1558702.22000000 0.776200373240 Long ABS-O CORP US N 2 2024-03-08 Fixed 4.45000000 N N N N N N Banc of America Merrill Lynch Large Loan Inc N/A 05492PAN8 1555000.00000000 PA USD 1323408.72000000 0.659029241912 Long ABS-O CORP US N 2 2032-11-05 Variable 3.84000000 N N N N N N Western Digital Corp 549300QQXOOYEF89IC56 958102AM7 718000.00000000 PA USD 749861.25000000 0.373414866970 Long DBT CORP US N 2 2026-02-15 Fixed 4.75000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RBW3 183333.33000000 PA USD 183431.71000000 0.091345068954 Long ABS-O CORP US N 2 2021-02-20 Fixed 3.29000000 N N N N N N WestJet Airlines Ltd N/A 960410AC2 955000.00000000 PA USD 970369.33000000 0.483223175320 Long DBT CORP CA N 2 2021-06-16 Fixed 3.50000000 N N N N N N Mosaic Solar Loans LLC N/A 61945LAB9 710000.00000000 PA USD 706593.28000000 0.351868343181 Long ABS-O CORP US N 2 2040-09-20 Fixed 3.28000000 N N N N N N SMITHFIELD FOODS INC N/A 83225LAM0 2960000.00000000 PA USD 2955978.60000000 1.472014130198 Long STIV CORP US N 2 2020-01-21 None 0.00000000 N N N N N N Conn Funding II, L.P N/A 20824LAB1 1685000.00000000 PA USD 1687267.50000000 0.840223133355 Long ABS-O CORP US N 2 2024-06-17 Fixed 3.62000000 N N N N N N ALLIANCE DATA SYSTEMS CO 549300G8S4PO686J7H97 018581AK4 979000.00000000 PA USD 979000.00000000 0.487521064416 Long DBT CORP US N 2 2024-12-15 Fixed 4.75000000 N N N N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAC7 540000.00000000 PA USD 532982.27000000 0.265413772814 Long ABS-O CORP US N 2 2049-12-05 Fixed 3.86000000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887BW1 780000.00000000 PA USD 781264.34000000 0.389052934246 Long DBT CORP US N 2 2020-10-09 Floating 2.51000000 N N N N N N Solarcity LMC Series LLC 549300HK0005YP7HO349 83417EAA0 570160.11000000 PA USD 580678.59000000 0.289165520204 Long ABS-O CORP US N 2 2044-04-20 Fixed 4.59000000 N N N N N N NuStar Energy LP 5493003BMLTUIEG2LG44 67058H300 21247.00000000 NS USD 459997.55000000 0.229068943008 Long EP CORP US N 1 N N N Consumer Loan Underlying Bond Credit Trust N/A 21054AAA6 220701.65000000 PA USD 221796.48000000 0.110449903997 Long ABS-O CORP US N 2 2026-07-15 Fixed 2.94000000 N N N N N N Change Healthcare Holdings LLC N/A 15911AAC7 464904.19000000 PA USD 467180.36000000 0.232645828786 Long LON CORP US N 2 2024-03-01 Floating 4.30000000 N N N N N N Solarcity LMC Series LLC 549300EE9TJJ2SFMZ938 83417FAB5 258200.39000000 PA USD 258308.83000000 0.128632273493 Long ABS-O CORP US N 2 2044-07-20 Fixed 5.44000000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 05533UAF5 965000.00000000 PA USD 975890.03000000 0.485972365862 Long DBT CORP MX N 2 2033-01-18 Variable 5.13000000 N N N N N N NATIONAL OILWELL VARCO I 549300EHF3IW1AR6U008 637071AM3 1463000.00000000 PA USD 1467900.10000000 0.730982859253 Long DBT CORP US N 2 2029-12-01 Fixed 3.60000000 N N N N N N ADAMS OUTDOOR ADVERTISING 549300BTFXNHDCUHER30 006346AS9 472127.54000000 PA USD 490356.57000000 0.244187085750 Long ABS-O CORP US N 2 2048-11-15 Fixed 4.81000000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAN1 800000.00000000 PA USD 836720.00000000 0.416668667026 Long DBT CORP US N 2 2028-08-09 Variable 4.68000000 N N N N N N Level 3 Financing Inc. N/A 52729KAP1 141677.69000000 PA USD 142533.71000000 0.070978739544 Long LON CORP US N 2 2027-03-01 Floating 3.55000000 N N N N N N TWITTER INC 549300I8RX485XMK6836 90184LAG7 269000.00000000 PA USD 269532.62000000 0.134221480896 Long DBT CORP US N 2 2027-12-15 Fixed 3.88000000 N N N N N N Rexnord LLC N/A 76168JAR7 85937.50000000 PA USD 86474.61000000 0.043062506549 Long LON CORP US N 2 2024-08-21 Floating 3.54000000 N N N N N N Oportun Funding VIII LLC N/A 68376HAA3 500000.00000000 PA USD 504491.90000000 0.251226177811 Long ABS-O CORP US N 2 2024-03-08 Fixed 3.61000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAS0 418000.00000000 PA USD 441282.60000000 0.219749298120 Long DBT CORP US N 2 2029-12-15 Fixed 4.63000000 N N N N N N REYNOLDS GRP ISS/REYNOLD N/A 761735AP4 1608718.79000000 PA USD 1612740.59000000 0.803110325908 Long DBT CORP US N 2 2020-10-15 Fixed 5.75000000 N N N N N N Hyland Software, Inc. N/A 44908XAT5 723169.19000000 PA USD 730024.11000000 0.363536395461 Long LON CORP US N 2 2024-07-01 Floating 5.30000000 N N N N N N Small Business Lending Trust N/A 831645AA4 858181.45000000 PA USD 858392.73000000 0.427461223102 Long ABS-O CORP US N 2 2026-07-15 Fixed 2.85000000 N N N N N N Jack in the Box Funding, LLC N/A 466365AA1 515000.00000000 PA USD 519439.30000000 0.258669663366 Long ABS-O CORP US N 2 2049-08-25 Fixed 3.98000000 N N N N N N 2020-01-24 Calvert Management Series James Kirchner James Kirchner Treasurer