NPORT-P false 0000701039 XXXXXXXX S000005150 C000014103 C000014104 C000014105 C000211120 Calvert Fund 811-03416 0000701039 549300SAFDT1VZ80RP53 2050 M Street NW STE 1000N Washington 20036 202-238-2200 Calvert Short Duration Income Fund S000005150 549300KRHGOWQEB8SR45 2026-09-30 2026-06-30 N 3127816918.87 242991207.41 2884825711.46 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 132373315.44000000 0.00000000 0.00000000 12851822.64000000 DKK EUR USD N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00084DBD1 7500000.00000000 PA USD 7542071.78000000 0.261439425960 Long DBT CORP NL N 2 2028-12-03 Fixed 4.98800000 N N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 00135TAD6 6125000.00000000 PA USD 6355881.26000000 0.220321152669 Long DBT CORP IE N 2 2029-09-13 Fixed 6.60800000 N N N N N N Altde Trust N/A 00166NAA7 2035043.29000000 PA USD 2045472.68000000 0.070904549688 Long ABS-O CORP US N 2 2050-08-15 Fixed 5.90000000 N N N N N N AS MILEAGE PLAN IP LTD N/A 00218QAA8 1840000.00000000 PA USD 1825347.71000000 0.063274107088 Long DBT CORP KY N 2 2029-10-20 Fixed 5.02100000 N N N N N N Apollo Aviation Securitization Equity Trust N/A 00255JAA8 6595099.72000000 PA USD 6712170.65000000 0.232671617676 Long ABS-O CORP US N 2 2049-05-16 Fixed 6.26100000 N N N N N N AIR CANADA 4B4HI3CGXMBDC0G6BM51 008911BK4 9404000.00000000 PA USD 9401445.87000000 0.325893028221 Long DBT CORP CA N 2 2026-08-15 Fixed 3.87500000 N N N N N N AIRCASTLE / IRELAND DAC N/A 00929JAD8 4055000.00000000 PA USD 4019301.32000000 0.139325620401 Long DBT CORP BM N 2 2031-05-15 Fixed 5.00000000 N N N N N N Alliant Holdings Intermediate, LLC 5493006Q26653NF8SI73 01881UAN5 3176434.62000000 PA USD 3137825.06000000 0.108770004632 Long LON CORP US N 2 2031-09-19 Floating 6.14400000 N N N N N N UMBS, TBA N/A 01F050676 110829000.00000000 PA USD 108911142.95000000 3.775311018525 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 5.00000000 N N N N N N UMBS, TBA N/A 01F052672 -95028000.00000000 PA USD -95358369.59000000 -3.30551579636 Short ABS-MBS USGSE US N 2 2056-07-01 Fixed 5.50000000 N N N N N N Ally Bank Auto Credit-Linked Notes N/A 02007G6N8 5108458.40000000 PA USD 5089392.10000000 0.176419396145 Long ABS-O CORP US N 2 2033-09-15 Fixed 4.30500000 N N N N N N Ally Bank Auto Credit-Linked Notes N/A 02007G6P3 6307644.25000000 PA USD 6288024.32000000 0.217968950256 Long ABS-O CORP US N 2 2033-09-15 Fixed 4.50100000 N N N N N N Ally Bank Auto Credit-Linked Notes N/A 02009EAC0 3732016.65000000 PA USD 3729314.30000000 0.129273469977 Long ABS-O CORP US N 2 2034-03-15 Fixed 4.85600000 N N N N N N AMERICAN NATIONAL GROUP 549300RK5RZQ740FPL83 025676AQ0 4000000.00000000 PA USD 3987134.32000000 0.138210579036 Long DBT CORP US N 2 2035-07-15 Fixed 6.00000000 N N N N N N AMERICAN NATIONAL GF N/A 02771D2B9 3450000.00000000 PA USD 3454801.57000000 0.119757722495 Long DBT CORP US N 2 2030-06-03 Fixed 5.25000000 N N N N N N AMERICAN NATIONAL GROUP 549300RK5RZQ740FPL83 02772AAA7 2601000.00000000 PA USD 2683773.99000000 0.093030715142 Long DBT CORP US N 2 2032-06-13 Fixed 6.14400000 N N N N N N AMWINS GROUP INC 549300SJE7MUB8NMRG61 03234TBB3 4904425.53000000 PA USD 4809009.93000000 0.166700189578 Long LON CORP US N 2 2032-01-30 Floating 5.73200000 N N N N N N AXIS Equipment Finance Receivables LLC 5493000K1GV1VHEHGY40 03236YAB1 147449.52000000 PA USD 147993.67000000 0.005130073176 Long ABS-O CORP US N 2 2029-12-20 Fixed 6.09000000 N N N N N N AXIS Equipment Finance Receivables LLC 254900O8ABFLU3FOSN14 03237CAB8 1525036.23000000 PA USD 1532978.62000000 0.053139384258 Long ABS-O CORP US N 2 2031-01-21 Fixed 5.38000000 N N N N N N ANTARES HOLDINGS 5493008EAIGV4283RM42 03666HAD3 3343000.00000000 PA USD 3295342.83000000 0.114230222536 Long DBT CORP US N 2 2027-01-15 Fixed 2.75000000 N N N N N N ANTARES HOLDINGS 5493008EAIGV4283RM42 03666HAE1 5537000.00000000 PA USD 5438247.44000000 0.188512166208 Long DBT CORP US N 2 2027-07-15 Fixed 3.75000000 N N N N N N ANTARES HOLDINGS 5493008EAIGV4283RM42 03666HAJ0 2172000.00000000 PA USD 2173117.08000000 0.075329232936 Long DBT CORP US N 2 2031-06-10 Fixed 6.62500000 N N N N N N Prime Security Services Borrower, LLC 549300O6QPZVWXV2DC15 03765VAP5 5492951.38000000 PA USD 5464800.00000000 0.189432587843 Long LON CORP US N 2 2030-10-13 Floating 5.61900000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3X7 12000000.00000000 PA USD 12085759.44000000 0.418942447441 Long DBT CORP US N 2 2027-07-09 Fixed 5.34900000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4G3 6977000.00000000 PA USD 7001527.22000000 0.242701914094 Long DBT CORP US N 2 2030-01-07 Fixed 5.38000000 N N N N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 04686JAF8 2200000.00000000 PA USD 2320726.80000000 0.080445996816 Long DBT CORP US N 2 2033-02-01 Fixed 6.65000000 N N N N N N AVIENT CORP SM8L9RZYIB34LNTWO040 05368VAA4 2700000.00000000 PA USD 2751600.65000000 0.095381867925 Long DBT CORP US N 2 2030-08-01 Fixed 7.12500000 N N N N N N Avolon TLB Borrower 1 (US) LLC 635400O84AGITYFZQB55 05400KAJ9 3930200.53000000 PA USD 3935525.95000000 0.136421619315 Long LON CORP US N 2 2030-06-24 Floating 5.38900000 N N N N N N AZORRA FINANCE 254900MC1HXDAVUUP395 05480AAA3 4290000.00000000 PA USD 4453393.23000000 0.154373042791 Long DBT CORP KY N 2 2030-04-15 Fixed 7.75000000 N N N N N N Banc of America Merrill Lynch Large Loan Inc 5493001M1XQ4INMTAE48 05492PAJ7 10820000.00000000 PA USD 10195614.59000000 0.353422203272 Long ABS-MBS CORP US N 2 2032-11-05 Variable 3.84300000 N N N N N N Banc of America Merrill Lynch Large Loan Inc 5493001M1XQ4INMTAE48 05492PAL2 6285000.00000000 PA USD 5799756.52000000 0.201043567275 Long ABS-MBS CORP US N 2 2032-11-05 Variable 3.84300000 N N N N N N BFLD Trust N/A 05556QAA7 9225000.00000000 PA USD 9258166.64000000 0.320926377050 Long ABS-MBS CORP US N 2 2042-11-15 Floating 5.12500000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571ABE4 3600000.00000000 PA USD 3549533.58000000 0.123041526075 Long DBT CORP FR N 2 2032-01-13 Fixed 4.76000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05581KAF8 10548000.00000000 PA USD 10670760.58000000 0.369892730004 Long DBT CORP FR N 2 2029-06-12 Fixed 5.33500000 N N N N N N Boca Commercial Mortgage Trust N/A 05619RAA0 5491000.00000000 PA USD 5509672.15000000 0.190988042297 Long ABS-MBS CORP US N 2 2042-12-15 Floating 5.22500000 N N N N N N BAIN CAPITAL SPECIALTY F 549300V2JL72R0EYBK64 05684BAC1 4213000.00000000 PA USD 4189512.95000000 0.145225860035 Long DBT CORP US N 2 2026-10-13 Fixed 2.55000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAS4 1600000.00000000 PA USD 1612237.06000000 0.055886809854 Long DBT CORP ES N 2 2027-08-18 Fixed 5.29400000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAU9 9000000.00000000 PA USD 9158479.38000000 0.317470803994 Long DBT CORP ES N 2 2028-08-08 Fixed 5.58800000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505GQ1 46329000.00000000 PA USD 45524314.84000000 1.578061186128 Long DBT CORP US N 2 2032-02-06 Fixed 4.45600000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLU1 3180000.00000000 PA USD 3324875.74000000 0.115253955439 Long DBT CORP US N 2 2034-09-15 Fixed 5.87200000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GNA3 6907000.00000000 PA USD 6850384.08000000 0.237462667251 Long DBT CORP US N 2 2032-04-23 Fixed 4.69500000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368ME67 8050000.00000000 PA USD 7916263.02000000 0.274410443187 Long DBT CORP CA N 2 2032-01-14 Fixed 4.43900000 N N N N N N BANK OF NEW YORK MELLON HPFHU0OQ28E4N0NFVK49 06405LAH4 8125000.00000000 PA USD 8160977.58000000 0.282893262756 Long DBT CORP US N 2 2029-04-20 Fixed 4.72900000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RCB1 4320000.00000000 PA USD 4357502.22000000 0.151049063473 Long DBT CORP US N 2 2031-02-11 Fixed 4.94200000 N N N N N N BBVA MEX BANCA GRUPO TX 549300WIWQK5Q9MCUN92 072912AB4 6723000.00000000 PA USD 6815441.25000000 0.236251404129 Long DBT CORP MX N 2 2031-06-03 Fixed 5.40000000 N N N N N N Bankers Healthcare Group Securitization Trust N/A 08862BAB1 428691.17000000 PA USD 427760.61000000 0.014827953324 Long ABS-O CORP US N 2 2034-10-17 Fixed 1.67000000 N N N N N N Bankers Healthcare Group Securitization Trust N/A 08862HAA0 1171092.24000000 PA USD 1188969.90000000 0.041214618105 Long ABS-O CORP US N 2 2035-04-17 Fixed 5.81000000 N N N N N N BIOGEN INC W8J5WZB5IY3K0NDQT671 09062XAH6 9476000.00000000 PA USD 8652205.46000000 0.299921254363 Long DBT CORP US N 2 2030-05-01 Fixed 2.25000000 N N N N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 09261HAD9 9750000.00000000 PA USD 9644982.85000000 0.334335027994 Long DBT CORP US N 2 2026-12-15 Fixed 2.62500000 N N N N N N BLUE OWL CREDIT INCOME 5493003I42XBWPE05N35 09581CAB7 3773000.00000000 PA USD 3798957.49000000 0.131687591209 Long DBT CORP US N 2 2029-09-15 Fixed 6.60000000 N N N N N N BLUE OWL FINANCE LLC 254900OF2NO2GYFV5T41 09581JAR7 3190000.00000000 PA USD 2805796.34000000 0.097260514867 Long DBT CORP US N 2 2031-06-10 Fixed 3.12500000 N N N N N N Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC N/A 102104AA4 10545000.00000000 PA USD 10544610.89000000 0.365519859591 Long ABS-O CORP US N 2 2049-11-22 Fixed 5.78100000 N N N N N N BROOKFIELD ASSET MANAGEM 549300CZ84WPNJZKY093 113004AB1 10725000.00000000 PA USD 10588347.09000000 0.367035937316 Long DBT CORP CA N 2 2030-11-15 Fixed 4.65300000 N N N N N N BROOKFIELD ASSET MANAGEM 549300CZ84WPNJZKY093 113004AE5 2850000.00000000 PA USD 2824109.20000000 0.097895314395 Long DBT CORP CA N 2 2031-04-15 Fixed 4.83200000 N N N N N N BX Trust N/A 12433GAC0 8110000.00000000 PA USD 8153115.19000000 0.282620719775 Long ABS-MBS CORP US N 2 2042-07-15 Floating 5.47500000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBT9 4199000.00000000 PA USD 4192656.99000000 0.145334845475 Long DBT CORP US N 2 2027-05-01 Fixed 5.12500000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBX0 5733000.00000000 PA USD 5664128.90000000 0.196342152577 Long DBT CORP US N 2 2028-02-01 Fixed 5.00000000 N N N N N N CI FINANCIAL CORP 549300M9W7JJQSVCEM78 125491AT7 10587000.00000000 PA USD 11099536.47000000 0.384755877136 Long DBT CORP CA N 2 2029-05-30 Fixed 7.50000000 N N N N N N CHNGE Mortgage Trust N/A 12569QAA8 1490184.59000000 PA USD 1491778.04000000 0.051711201618 Long ABS-MBS CORP US N 2 2058-09-25 Variable 7.57300000 N N N N N N CPI HOLDCO B LLC N/A 1261MAAE0 3989847.72000000 PA USD 3979035.23000000 0.137929831053 Long LON CORP US N 2 2031-05-19 Floating 5.64400000 N N N N N N CRSNT Trust N/A 12642SAA5 5915000.00000000 PA USD 5925814.99000000 0.205413275625 Long ABS-MBS CORP US N 2 2043-02-15 Floating 5.02500000 N N N N N N CTR PARTNERSHIP/CARETRST N/A 126458AE8 14080000.00000000 PA USD 13729340.42000000 0.475915767301 Long DBT US N 2 2028-06-30 Fixed 3.87500000 N N N N N N CNT Holdings I Corp 254900SYIEHMSB69WT08 12656AAF6 2493686.87000000 PA USD 2498724.12000000 0.086616120692 Long LON CORP US N 2 2032-11-08 Floating 6.16300000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12659XAA4 8844962.26000000 PA USD 8828886.54000000 0.306045751912 Long ABS-MBS CORP US N 2 2026-08-15 Floating 7.45500000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12665CAA2 522799.77000000 PA USD 54893.98000000 0.001902852563 Long ABS-MBS CORP US N 2 2025-01-09 Floating 7.57000000 N N N N N N COMM Mortgage Trust 5493004GWEVMOU8S3L34 12674VAA9 3000000.00000000 PA USD 2947846.20000000 0.102184550986 Long ABS-MBS CORP US N 2 2040-08-10 Fixed 5.50300000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAN4 3900000.00000000 PA USD 3869371.12000000 0.134128419080 Long DBT CORP ES N 2 2032-04-22 Fixed 4.81800000 N N N N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 13607QFE7 7406000.00000000 PA USD 7336306.65000000 0.254306754853 Long DBT CORP CA N 2 2031-09-08 Fixed 4.58000000 N N N N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 13607QWB4 2772000.00000000 PA USD 2741941.96000000 0.095047057751 Long DBT CORP CA N 2 2030-01-29 Fixed 4.28300000 N N N N N N Castlelake Aircraft Securitization Trust 549300MHTIBONNXM3R82 14855XAB0 2617746.17000000 PA USD 2609312.05000000 0.090449556090 Long ABS-O CORP US N 2 2050-08-15 Fixed 6.30300000 N N N N N N Castlelake Aircraft Securitization Trust 549300MHTIBONNXM3R82 14856VAA5 16444656.52000000 PA USD 16513633.63000000 0.572430894677 Long ABS-O CORP US N 2 2050-02-15 Fixed 5.78300000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAW4 7190000.00000000 PA USD 7493130.40000000 0.259742915151 Long DBT CORP US N 2 2028-11-15 Fixed 7.35000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAT8 7247000.00000000 PA USD 7033838.48000000 0.243821956108 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N Champs Trust N/A 15878AAA2 3557488.13000000 PA USD 3643076.31000000 0.126284104288 Long ABS-MBS CORP US N 2 2059-07-25 Variable 11.10500000 N N N N N N Champs Trust N/A 15878BAA0 2225476.27000000 PA USD 2293748.99000000 0.079510834255 Long ABS-MBS CORP US N 2 2059-11-25 Variable 7.99700000 N N N N N N Champs Trust N/A 15878CAA8 1973577.57000000 PA USD 2038266.11000000 0.070654740142 Long ABS-MBS CORP US N 2 2060-01-25 Variable 9.05000000 N N N N N N Chamberlain Group Inc 25490092IFNOZBRVE539 15963CAE6 3491183.88000000 PA USD 3497293.45000000 0.121230666937 Long LON CORP US N 2 2032-09-08 Floating 6.64400000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CP7 8100000.00000000 PA USD 8315211.57000000 0.288239651254 Long DBT CORP US N 2 2034-02-01 Fixed 6.65000000 N N N N N N Charter NEX US Inc 549300KRNU8RNVGYXG75 16125TAP7 4986807.39000000 PA USD 4994063.19000000 0.173114901540 Long LON CORP US N 2 2030-11-29 Floating 6.11400000 N N N N N N Chase Mortgage Finance Corporation 529900FU45ZZQULAKB21 16161YAB2 8046238.08000000 PA USD 8023393.60000000 0.278124032523 Long ABS-MBS CORP US N 2 2056-11-25 Variable 5.50000000 N N N N N N Chase Mortgage Finance Corporation 529900A7SLLSJMEDIN80 16162QAA0 6736957.37000000 PA USD 6715574.60000000 0.232789612673 Long ABS-MBS CORP US N 2 2056-02-25 Variable 5.50000000 N N N N N N Chase Mortgage Finance Corporation 529900A7SLLSJMEDIN80 161938AC9 5354247.81000000 PA USD 5335723.99000000 0.184958279067 Long ABS-MBS CORP US N 2 2057-01-25 Variable 5.50000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183DE1 3184498.71000000 PA USD 3204625.06000000 0.111085569130 Long ABS-O CORP US N 2 2036-05-15 Fixed 5.52000000 N N N N N N CITADEL FINANCE LLC 549300BQL283NCR7P163 17287HAD2 9715000.00000000 PA USD 9800128.08000000 0.339713003841 Long DBT CORP US N 2 2030-02-10 Fixed 5.90000000 N N N N N N CITADEL LP 549300IPM6EKPVUPFL67 17288XAC8 1450000.00000000 PA USD 1510651.54000000 0.052365435249 Long DBT CORP US N 2 2032-01-23 Fixed 6.37500000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20753WAE6 6906742.03000000 PA USD 6970335.17000000 0.241620668531 Long ABS-MBS USGSE US N 2 2039-10-25 Floating 7.14200000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754HAD0 1742120.26000000 PA USD 1750083.67000000 0.060665143930 Long ABS-MBS USGSE US N 2 2039-07-25 Floating 7.84200000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754JAC8 8255425.15000000 PA USD 8324300.16000000 0.288554699402 Long ABS-MBS USGSE US N 2 2039-09-25 Floating 7.49200000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754RAJ5 3995262.00000000 PA USD 4061754.75000000 0.140797232008 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 9.62800000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754WAC9 6160406.00000000 PA USD 6233690.19000000 0.216085504411 Long ABS-MBS USGSE US N 2 2040-01-25 Floating 6.74200000 N N N N N N REWORLD HOLDING CORP 40XIFLS8XDQGGHGPGC04 22282GAS6 4731182.79000000 PA USD 4735819.35000000 0.164163101125 Long LON CORP US N 2 2031-01-15 None 0.00000000 N N N N N N REWORLD HOLDING CORP 40XIFLS8XDQGGHGPGC04 22282GAT4 768817.21000000 PA USD 769570.65000000 0.026676504127 Long LON CORP US N 2 2031-01-15 None 0.00000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAR8 8350000.00000000 PA USD 8419754.15000000 0.291863529798 Long DBT CORP FR N 2 2031-05-27 Fixed 5.22200000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401BR8 11818000.00000000 PA USD 11625168.53000000 0.402976460027 Long DBT CORP CH N 2 2030-04-10 Fixed 4.21400000 N N N N N N EquipmentShare N/A 22689LAA3 4522818.18000000 PA USD 4564837.87000000 0.158236175303 Long ABS-O CORP US N 2 2031-01-20 Fixed 6.05000000 N N N N N N Crossroads Asset Trust N/A 227927AB6 1236555.26000000 PA USD 1244157.60000000 0.043127652220 Long ABS-O CORP US N 2 2030-08-20 Fixed 5.90000000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AF8 3582837.50000000 PA USD 3548203.28000000 0.122995412371 Long ABS-O CORP US N 2 2047-11-20 Fixed 4.03000000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 23341CAH6 12838000.00000000 PA USD 12795578.24000000 0.443547705123 Long DBT CORP NO N 2 2032-03-30 Fixed 4.83200000 N N N N N N DataBank Issuer LLC N/A 23802WAG6 6085000.00000000 PA USD 6036726.48000000 0.209257926952 Long ABS-O CORP US N 2 2051-10-25 Fixed 2.40000000 N N N N N N DataBank Issuer II, LLC N/A 23802YAA5 10515000.00000000 PA USD 10322365.20000000 0.357815904059 Long ABS-O CORP US N 2 2055-09-27 Fixed 5.18000000 N N N N N N Diamond Infrastructure Funding LLC N/A 25265LAA8 5250000.00000000 PA USD 5168401.88000000 0.179158202156 Long ABS-O CORP US N 2 2049-04-15 Fixed 1.76000000 N N N N N N Diamond Infrastructure Funding LLC N/A 25265LAC4 3000000.00000000 PA USD 2959071.60000000 0.102573669814 Long ABS-O CORP US N 2 2049-04-15 Fixed 2.35500000 N N N N N N Diamond Infrastructure Funding LLC N/A 25265LAE0 1499000.00000000 PA USD 1482711.72000000 0.051396925440 Long ABS-O CORP US N 2 2049-04-15 Fixed 3.47500000 N N N N N N Diamond Issuer LLC N/A 25267TAN1 13011000.00000000 PA USD 12683388.22000000 0.439658734654 Long ABS-O CORP US N 2 2051-11-20 Fixed 2.30500000 N N N N N N DIEBOLD NIXDORF INC 549300XZK6EWDBAZSY16 253651AK9 2660000.00000000 PA USD 2776829.86000000 0.096256416773 Long DBT CORP US N 2 2030-03-31 Fixed 7.75000000 N N N N N N Driven Brands Funding, LLC N/A 26209XAA9 899076.60000000 PA USD 886404.12000000 0.030726435793 Long ABS-O CORP US N 2 2050-07-20 Fixed 3.78600000 N N N N N N Driven Brands Funding, LLC N/A 26209XAC5 6913559.71000000 PA USD 6681587.66000000 0.231611484654 Long ABS-O CORP US N 2 2051-01-20 Fixed 3.23700000 N N N N N N Engineered Machinery Holdings Inc 5493008AR0NPSLW8EW07 26658NAT6 2493700.73000000 PA USD 2509660.41000000 0.086995217771 Long LON CORP US N 2 2032-11-26 Floating 6.98200000 N N N N N N DURST Commercial Mortgage Trust N/A 266895AG6 2601000.00000000 PA USD 2680101.09000000 0.092903397226 Long ABS-MBS CORP US N 2 2042-08-10 Variable 7.01800000 N N N N N N Dynasty Acquisition Co Inc 549300L1RCRPOAUCB870 26812CAN6 3257134.33000000 PA USD 3268566.87000000 0.113302056932 Long LON CORP US N 2 2031-10-31 Floating 5.64400000 N N N N N N Dynasty Acquisition Co Inc 549300L1RCRPOAUCB870 26812CAP1 1238909.98000000 PA USD 1243258.55000000 0.043096487425 Long LON CORP US N 2 2031-10-31 Floating 5.64400000 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAE9 6442000.00000000 PA USD 6445488.60000000 0.223427313975 Long DBT US N 2 2028-04-15 Fixed 4.95000000 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAG4 1435000.00000000 PA USD 1316076.94000000 0.045620674232 Long DBT US N 2 2031-11-15 Fixed 3.60000000 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAH2 11335000.00000000 PA USD 11096944.48000000 0.384666028034 Long DBT US N 2 2030-11-15 Fixed 4.75000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 561951.61000000 0.019479568826 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 275958248.00000000 DKK 42916633.96000000 USD 2026-09-16 561951.61000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 245807.08000000 0.008520690834 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 15730615.00000000 EUR 18276457.73000000 USD 2026-09-16 245807.08000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 261367.60000000 0.009060082866 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 17264304.00000000 GBP 23161482.94000000 USD 2026-09-16 261367.60000000 N N N ENACT HOLDINGS INC 9845003CA5664B741N19 29249EAA7 5597000.00000000 PA USD 5762672.88000000 0.199758094816 Long DBT CORP US N 2 2029-05-28 Fixed 6.25000000 N N N N N N ENGIE SA LAXUQCHT4FH58LRZDY46 29286DAA3 7712000.00000000 PA USD 7828422.97000000 0.271365543467 Long DBT CORP FR N 2 2029-04-10 Fixed 5.25000000 N N N N N N Enterprise Fleet Financing LLC RKWYUSIDZTWNAX1D9U96 29375PAB6 1448390.27000000 PA USD 1453976.42000000 0.050400841001 Long ABS-O CORP US N 2 2030-03-20 Fixed 5.23000000 N N N N N N EQUITABLE AMERICA GLOBAL 98450066CCBIACF06694 29446Q2G7 2961000.00000000 PA USD 2972751.71000000 0.103047879051 Long DBT CORP US N 2 2031-06-15 Fixed 5.12500000 N N N N N N ESSENT GROUP LTD 254900QUO860OUT6ZF83 29669JAA7 8630000.00000000 PA USD 8900873.52000000 0.308541118606 Long DBT CORP BM N 2 2029-07-01 Fixed 6.25000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAF4 1683000.00000000 PA USD 1509395.30000000 0.052321888771 Long DBT US N 2 2031-06-01 Fixed 2.55000000 N N N N N N Extended Stay America Trust N/A 30227TAC4 2932741.00000000 PA USD 2946142.45000000 0.102125491959 Long ABS-MBS CORP US N 2 2042-10-15 Floating 5.22500000 N N N N N N Extended Stay America Trust N/A 30227TAG5 3211086.53000000 PA USD 3238357.00000000 0.112254857793 Long ABS-MBS CORP US N 2 2042-10-15 Floating 6.22500000 N N N N N N Extended Stay America Trust N/A 30227WAE3 3499397.49000000 PA USD 3524339.10000000 0.122168181114 Long ABS-MBS CORP US N 2 2043-02-15 Floating 5.22500000 N N N N N N First Help Financial LLC N/A 30333LAB4 1135138.73000000 PA USD 1141819.82000000 0.039580201170 Long ABS-O CORP US N 2 2029-10-15 Fixed 6.79000000 N N N N N N FS Commerical Mortgage Trust 2023-4SZN N/A 30334RAA2 4304000.00000000 PA USD 4325566.91000000 0.149942053442 Long ABS-MBS CORP US N 2 2039-11-10 Fixed 7.06600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWMY6 8291515.21000000 PA USD 8343291.16000000 0.289213006070 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWN82 19254991.55000000 PA USD 19369211.20000000 0.671417033030 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWNJ8 19209730.08000000 PA USD 19323681.24000000 0.669838776160 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWNK5 15167130.62000000 PA USD 15257101.28000000 0.528874282400 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.50000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 3133Q3GP0 3488625.29000000 PA USD 3527022.84000000 0.122261210650 Long ABS-MBS USGSE US N 2 2053-10-25 Floating 4.92800000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AY2C6 3720784.30000000 PA USD 3661182.36000000 0.126911734925 Long ABS-MBS USGSE US N 2 2027-09-25 Variable 3.03200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BRTL1 8181928.93000000 PA USD 8225346.74000000 0.285124564278 Long ABS-MBS USGSE US N 2 2054-05-25 Floating 4.77800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BSFC4 3221475.88000000 PA USD 3243866.43000000 0.112445837442 Long ABS-MBS USGSE US N 2 2054-01-25 Floating 4.57800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BTBC6 2255115.68000000 PA USD 2267879.52000000 0.078614091346 Long ABS-MBS USGSE US N 2 2054-10-25 Floating 4.87800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BTGY3 3815058.59000000 PA USD 3844449.99000000 0.133264549561 Long ABS-MBS USGSE US N 2 2054-11-25 Floating 4.92800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BTLY7 3856829.46000000 PA USD 3871559.66000000 0.134204282935 Long ABS-MBS USGSE US N 2 2054-11-25 Floating 4.72800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BTP31 7612897.65000000 PA USD 7671533.71000000 0.265927112321 Long ABS-MBS USGSE US N 2 2054-12-25 Floating 5.12800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BTPD9 7161648.12000000 PA USD 7214811.18000000 0.250095218970 Long ABS-MBS USGSE US N 2 2054-11-25 Floating 4.87800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BTUD3 6949054.72000000 PA USD 6999886.36000000 0.242645035094 Long ABS-MBS USGSE US N 2 2054-11-25 Floating 5.09800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BVMZ8 7262406.24000000 PA USD 7319010.52000000 0.253707199395 Long ABS-MBS USGSE US N 2 2054-09-25 Floating 4.72800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BVYK8 4859043.04000000 PA USD 4887328.99000000 0.169415052375 Long ABS-MBS USGSE US N 2 2054-06-25 Floating 4.77800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BWXU5 9613716.33000000 PA USD 9664343.60000000 0.335006151727 Long ABS-MBS USGSE US N 2 2055-08-25 Floating 4.77800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BXHG2 7612794.78000000 PA USD 7637588.13000000 0.264750418011 Long ABS-MBS USGSE US N 2 2055-09-25 Floating 4.67800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BYEL2 5723671.46000000 PA USD 5735789.62000000 0.198826209750 Long ABS-MBS USGSE US N 2 2054-11-25 Floating 4.62800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HAEW2 6425975.91000000 PA USD 6469305.94000000 0.224252921564 Long ABS-MBS USGSE US N 2 2053-08-25 Floating 4.72800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HBGH1 6557128.44000000 PA USD 6621241.42000000 0.229519634191 Long ABS-MBS USGSE US N 2 2054-02-25 Floating 4.82800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HCFS6 6616340.59000000 PA USD 6696235.88000000 0.232119252591 Long ABS-MBS USGSE US N 2 2054-04-25 Floating 4.88800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HCV82 6012592.30000000 PA USD 6063950.96000000 0.210201640116 Long ABS-MBS USGSE US N 2 2054-05-25 Floating 4.72800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HDXH8 5146891.67000000 PA USD 5188062.17000000 0.179839709185 Long ABS-MBS USGSE US N 2 2054-08-25 Floating 4.82800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HFDN2 2190253.60000000 PA USD 2209006.77000000 0.076573318146 Long ABS-MBS USGSE US N 2 2054-08-25 Floating 4.92800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HFS63 6392174.46000000 PA USD 6428722.68000000 0.222846137791 Long ABS-MBS USGSE US N 2 2054-10-25 Floating 4.67800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HFW84 5131882.26000000 PA USD 5149195.43000000 0.178492427100 Long ABS-MBS USGSE US N 2 2054-10-25 Floating 4.57800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HHNE7 7806898.65000000 PA USD 7883594.01000000 0.273278000077 Long ABS-MBS USGSE US N 2 2054-12-25 Floating 5.05800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HJX36 3393977.67000000 PA USD 3393472.31000000 0.117631796490 Long ABS-MBS USGSE US N 2 2055-02-25 Floating 4.62800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HJX44 5836921.92000000 PA USD 5884151.67000000 0.203969052502 Long ABS-MBS USGSE US N 2 2055-02-25 Floating 4.77800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HKE42 1306966.00000000 PA USD 1313210.03000000 0.045521295265 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 4.62800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HKU51 6985250.81000000 PA USD 7020018.15000000 0.243342886265 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 4.62800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HKWJ9 4745412.13000000 PA USD 4751891.52000000 0.164720229063 Long ABS-MBS USGSE US N 2 2055-04-25 Floating 4.62800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HMBS8 5496187.51000000 PA USD 5517245.88000000 0.191250579127 Long ABS-MBS USGSE US N 2 2055-07-25 Floating 4.77800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FED5 18952127.93000000 PA USD 19070473.55000000 0.661061549550 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FGY7 18638097.53000000 PA USD 18734095.85000000 0.649401306137 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142J6BT9 18060405.97000000 PA USD 18144963.89000000 0.628979553874 Long ABS-MBS USGSE US N 2 2055-09-01 Fixed 5.50000000 N N N N N N First Help Financial LLC N/A 31568AAB2 711267.92000000 PA USD 713098.01000000 0.024718928674 Long ABS-O CORP US N 2 2030-02-15 Fixed 5.69000000 N N N N N N FIGRE Trust N/A 31684QAA8 5538024.50000000 PA USD 5531236.54000000 0.191735553313 Long ABS-O CORP US N 2 2055-07-25 Variable 5.26500000 N N N N N N FIGRE Trust N/A 31684TAA2 5398916.24000000 PA USD 5360777.76000000 0.185826746437 Long ABS-O CORP US N 2 2055-11-25 Variable 5.05300000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DA5 2453000.00000000 PA USD 2162934.42000000 0.074976259793 Long DBT CORP US N 2 2032-02-12 Fixed 3.25000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397H48 2389000.00000000 PA USD 2402982.58000000 0.083297322623 Long DBT CORP US N 2 2030-09-05 Fixed 5.73000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397ZR7 8950000.00000000 PA USD 8889544.90000000 0.308148421746 Long DBT CORP US N 2 2029-05-03 Fixed 5.11300000 N N N N N N FORTITUDE GROUP HOLDINGS 2549006R9ZUL08JFIH12 34966XAA6 6929000.00000000 PA USD 7085830.22000000 0.245624205020 Long DBT CORP US N 2 2030-04-01 Fixed 6.25000000 N N N N N N FORTITUDE GLOBAL FUNDING 635400TKBOGEHNO5RT68 34967GAA2 2893000.00000000 PA USD 2862433.26000000 0.099223784945 Long DBT CORP US N 2 2028-10-06 Fixed 4.62500000 N N N N N N FORTITUDE GLOBAL FUNDING 635400TKBOGEHNO5RT68 34967GAB0 4900000.00000000 PA USD 4927149.48000000 0.170795395383 Long DBT CORP US N 2 2031-06-12 Fixed 5.50000000 N N N N N N Freddie Mac - STACR 5493000ISOMSKCX2AW62 35564KNE5 2565000.00000000 PA USD 2634245.77000000 0.091313862031 Long ABS-MBS USGSE US N 2 2041-11-25 Floating 11.42800000 N N N N N N Freddie Mac - STACR 5493000ISA3AUOXQEF68 35564KRE1 441061.24000000 PA USD 442131.92000000 0.015326122415 Long ABS-MBS USGSE US N 2 2042-02-25 Floating 4.92800000 N N N N N N Freddie Mac - STACR 529900PGKDI4ZEXFQ523 35564NBW2 6522406.80000000 PA USD 6557204.49000000 0.227299849136 Long ABS-MBS USGSE US N 2 2044-03-25 Floating 4.87800000 N N N N N N GFL Environmental Inc 254900PGDQWC19PRP053 36257SAB8 2493718.59000000 PA USD 2496960.42000000 0.086554983549 Long LON CORP US N 2 2032-03-03 Floating 6.15600000 N N N N N N GS Mortgage-Backed Securities Trust 254900RIVK2GCJ08H839 36272NAA2 5544476.02000000 PA USD 5569675.66000000 0.193068012319 Long ABS-O CORP US N 2 2055-10-25 Floating 5.17800000 N N N N N N GSJP Trust N/A 362946AA3 6960000.00000000 PA USD 6935385.26000000 0.240409159986 Long ABS-MBS CORP US N 2 2042-12-15 Floating 5.12500000 N N N N N N Gates Global LLC 984500F43C791F4C7894 36740UAX0 304023.91000000 PA USD 304183.52000000 0.010544259876 Long LON CORP US N 2 2029-11-16 Floating 5.39400000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDE3 3482000.00000000 PA USD 3116831.76000000 0.108042289959 Long DBT CORP US N 2 2031-01-08 Fixed 2.35000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDV5 3268000.00000000 PA USD 3228390.96000000 0.111909393596 Long DBT CORP US N 2 2029-04-06 Fixed 4.30000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XFM3 3835000.00000000 PA USD 3783591.79000000 0.131154952445 Long DBT CORP US N 2 2031-01-08 Fixed 4.60000000 N N N N N N GLOBAL ATLANTIC FIN CO 98450051B2E65CAA7E94 37959GAA5 4920000.00000000 PA USD 4776955.43000000 0.165589047928 Long DBT CORP US N 2 2029-10-15 Fixed 4.40000000 N N N N N N GLOBAL ATLANTIC FIN CO 98450051B2E65CAA7E94 37959GAB3 3395000.00000000 PA USD 3047508.61000000 0.105639262638 Long DBT CORP US N 2 2031-06-15 Fixed 3.12500000 N N N N N N GLOBAL ATLANTIC FIN CO 98450051B2E65CAA7E94 37959GAD9 4055000.00000000 PA USD 4489016.87000000 0.155607905606 Long DBT CORP US N 2 2033-06-15 Fixed 7.95000000 N N N N N N GLS Auto Select Receivables Trust N/A 37988XAB1 1302538.98000000 PA USD 1307686.87000000 0.045329839678 Long ABS-O CORP US N 2 2030-03-15 Fixed 5.24000000 N N N N N N GLS Auto Select Receivables Trust N/A 379924AC7 447053.74000000 PA USD 449728.28000000 0.015589443695 Long ABS-O CORP US N 2 2030-06-17 Fixed 5.58000000 N N N N N N Goddard Funding LLC N/A 380241AC3 9193990.00000000 PA USD 9285651.32000000 0.321879109823 Long ABS-O CORP US N 2 2054-10-30 Fixed 6.83400000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GC93 10677000.00000000 PA USD 10785290.73000000 0.373862819065 Long DBT CORP US N 2 2031-04-23 Fixed 5.21800000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GD35 8556000.00000000 PA USD 8369877.48000000 0.290134597967 Long DBT CORP US N 2 2031-10-21 Fixed 4.36900000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GE83 4485000.00000000 PA USD 4460266.12000000 0.154611285606 Long DBT CORP US N 2 2030-04-20 Fixed 4.59400000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GF33 9355000.00000000 PA USD 9351625.46000000 0.324166046595 Long DBT CORP US N 2 2032-06-03 Fixed 4.97200000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38145GAR1 4400000.00000000 PA USD 4317842.58000000 0.149674296192 Long DBT CORP US N 2 2032-01-21 Fixed 4.51600000 N N N N N N GoodLeap Sustainable Home Improvement Loan Trust N/A 38237HAA5 1219488.05000000 PA USD 1012570.68000000 0.035099890990 Long ABS-O CORP US N 2 2048-10-20 Fixed 2.31000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381QF71 6039619.67000000 PA USD 6063246.06000000 0.210177205365 Long ABS-MBS USGA US N 2 2065-08-20 Floating 4.70900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381UEK4 1353815.67000000 PA USD 1358135.22000000 0.047078588304 Long ABS-MBS USGA US N 2 2055-06-20 Floating 4.60900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383WQB5 9706557.40000000 PA USD 9630968.07000000 0.333849217709 Long ABS-MBS USGA US N 2 2041-09-20 Floating 3.85400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384CBT5 8837723.64000000 PA USD 8864834.68000000 0.307291863240 Long ABS-MBS USGA US N 2 2053-07-20 Floating 4.50900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384EDX0 4991097.00000000 PA USD 5028916.79000000 0.174323071581 Long ABS-MBS USGA US N 2 2053-08-20 Floating 4.70900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384HBX5 5362773.57000000 PA USD 5361930.01000000 0.185866688191 Long ABS-MBS USGA US N 2 2053-12-20 Floating 4.45900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384JNF7 3074978.87000000 PA USD 3086509.27000000 0.106991186945 Long ABS-MBS USGA US N 2 2054-02-20 Floating 4.60900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384KNV9 3732394.41000000 PA USD 3751997.32000000 0.130059757339 Long ABS-MBS USGA US N 2 2054-03-20 Floating 4.55900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384W3E3 5431021.63000000 PA USD 5481670.79000000 0.190017399256 Long ABS-MBS USGA US N 2 2064-09-20 Floating 4.60900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385BAP5 4420899.48000000 PA USD 4440318.50000000 0.153919818530 Long ABS-MBS USGA US N 2 2054-12-20 Floating 4.60900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385BP53 7101706.55000000 PA USD 7163665.39000000 0.248322294187 Long ABS-MBS USGA US N 2 2054-12-20 Floating 4.65900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385KPJ3 8994097.42000000 PA USD 9037203.88000000 0.313266893181 Long ABS-MBS USGA US N 2 2065-12-20 Floating 4.60900000 N N N N N N Great Wolf Trust N/A 39152MAA3 9312000.00000000 PA USD 9340995.71000000 0.323797575461 Long ABS-MBS CORP US N 2 2039-03-15 Floating 5.16700000 N N N N N N Hilton USA Trust N/A 403956AC9 7000000.00000000 PA USD 7015927.80000000 0.243201097803 Long ABS-MBS CORP US N 2 2037-05-15 Floating 5.56600000 N N N N N N HA SUSTAINABLE INF CAP 254900ZZRL7MWL1X8E92 40409AAB6 1745000.00000000 PA USD 1753062.67000000 0.060768408401 Long DBT CORP US N 2 2033-07-15 Fixed 5.95000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119DE6 14600000.00000000 PA USD 14224831.39000000 0.493091535252 Long DBT CORP US N 2 2032-11-15 Fixed 4.60000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DR7 9564000.00000000 PA USD 9904480.50000000 0.343330290653 Long DBT CORP GB N 2 2028-11-03 Fixed 7.39000000 N N N N N N HA SUSTAINABLE INF CAP 254900ZZRL7MWL1X8E92 41068XAF7 8619000.00000000 PA USD 8794354.33000000 0.304848722578 Long DBT CORP US N 2 2034-07-01 Fixed 6.37500000 N N N N N N Hawaii Hotel Trust N/A 419909AA4 5195000.00000000 PA USD 5210577.73000000 0.180620191691 Long ABS-MBS CORP US N 2 2042-03-15 Floating 5.01800000 N N N N N N HEXCEL CORP S6Q7LW43WUBUHXY2QP69 428291AQ1 4711000.00000000 PA USD 4698002.92000000 0.162852227132 Long DBT CORP US N 2 2031-05-15 Fixed 4.90000000 N N N N N N HOLOGIC INC 9845009E9B4548A5N478 43644ABL2 5000000.00000000 PA USD 4898975.00000000 0.169818751286 Long LON CORP US N 2 2033-04-07 Floating 5.99500000 N N N N N N Horizon Aircraft Finance 549300KSCDSEIWTVMM32 43990EAA9 7938750.00000000 PA USD 7879877.82000000 0.273149181550 Long ABS-O CORP KY N 2 2049-09-15 Fixed 5.37500000 N N N N N N Horizon Aircraft Finance 549300KSCDSEIWTVMM32 44040HAA0 1011520.24000000 PA USD 1001483.03000000 0.034715547148 Long ABS-O CORP KY N 2 2039-07-15 Fixed 3.72100000 N N N N N N Horizon Aircraft Finance 549300KSCDSEIWTVMM32 44040JAA6 1321173.98000000 PA USD 1304297.70000000 0.045212357017 Long ABS-O CORP KY N 2 2039-11-15 Fixed 3.42500000 N N N N N N HUB International Limited 549300JQT6ATTUNS5E06 44332EAZ9 5850461.76000000 PA USD 5851017.55000000 0.202820486754 Long LON CORP US N 2 2030-06-20 Floating 5.92200000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADV6 4806000.00000000 PA USD 4819675.18000000 0.167069891288 Long DBT CORP US N 2 2028-06-23 Fixed 4.90000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891AEA1 9168000.00000000 PA USD 9005785.72000000 0.312177809710 Long DBT CORP US N 2 2030-09-18 Fixed 4.50000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891AEE3 5024000.00000000 PA USD 4943263.62000000 0.171353978174 Long DBT CORP US N 2 2031-01-08 Fixed 4.55000000 N N N N N N HYT Commercial Mortgage Trust 2024-RGCY N/A 449173AA1 6758000.00000000 PA USD 6775285.61000000 0.234859443434 Long ABS-MBS CORP US N 2 2041-09-15 Floating 5.46700000 N N N N N N HYT Commercial Mortgage Trust 2024-RGCY N/A 449173AE3 4186000.00000000 PA USD 4199421.99000000 0.145569348377 Long ABS-MBS CORP US N 2 2041-09-15 Floating 6.46500000 N N N N N N ICON INVESTMENTS SIX DAC 635400FQ1M7J2CHLAS59 45115AAA2 6150000.00000000 PA USD 6199249.26000000 0.214891639220 Long DBT CORP IE N 2 2027-05-08 Fixed 5.80900000 N N N N N N ICON INVESTMENTS SIX DAC 635400FQ1M7J2CHLAS59 45115AAB0 775000.00000000 PA USD 792045.09000000 0.027455561244 Long DBT CORP IE N 2 2029-05-08 Fixed 5.84900000 N N N N N N INGRAM MICRO INC 549300KJMEWPKRQZHX63 45258LAA5 7075000.00000000 PA USD 6952800.60000000 0.241012847756 Long DBT CORP US N 2 2029-05-15 Fixed 4.75000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BU6 10900000.00000000 PA USD 10830427.92000000 0.375427460902 Long DBT CORP NL N 2 2032-03-23 Fixed 4.80300000 N N N N N N INTACT FINANCIAL CORP 5493009LXGE7Y4U9OY43 45823TAL0 10400000.00000000 PA USD 10676061.66000000 0.370076487379 Long DBT CORP CA N 2 2032-09-22 Fixed 5.45900000 N N N N N N INTOWN Mortgage Trust N/A 46117WAE2 13165000.00000000 PA USD 13189184.11000000 0.457191713787 Long ABS-MBS CORP US N 2 2042-03-15 Floating 5.87500000 N N N N N N Iskandar Enterprise LLC N/A 464338AA0 5945000.00000000 PA USD 5917330.19000000 0.205119157337 Long ABS-O CORP US N 2 2056-04-17 Fixed 5.04900000 N N N N N N Chase Auto Credit Linked Notes N/A 46591HCS7 7197772.67000000 PA USD 7194777.68000000 0.249400774938 Long ABS-O CORP US N 2 2033-02-25 Fixed 4.75300000 N N N N N N Chase Auto Credit Linked Notes N/A 46591HCT5 2911610.77000000 PA USD 2909725.21000000 0.100863119683 Long ABS-O CORP US N 2 2033-02-25 Fixed 4.85100000 N N N N N N JP Morgan Mortgage Trust 529900ELA1S09AZO9Q54 46593HAA6 702246.45000000 PA USD 703722.71000000 0.024393941970 Long ABS-O CORP US N 2 2054-10-20 Floating 4.81200000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46642MAG3 4200000.00000000 PA USD 154350.00000000 0.005350409883 Long ABS-MBS CORP US N 2 2027-06-10 Fixed 3.77100000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46642MAJ7 1920000.00000000 PA USD 25200.00000000 0.000873536307 Long ABS-MBS CORP US N 2 2027-06-10 Variable 3.93100000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDX1 34667000.00000000 PA USD 35726722.00000000 1.238436064198 Long DBT CORP US N 2 2029-10-23 Fixed 6.08700000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PFD3 9255000.00000000 PA USD 9050108.37000000 0.313714216219 Long DBT CORP US N 2 2031-10-22 Fixed 4.25500000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 46657FAA3 1713526.55000000 PA USD 1718364.86000000 0.059565638685 Long ABS-O CORP US N 2 2054-03-20 Floating 5.31200000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46665LAA0 6815000.00000000 PA USD 6835477.71000000 0.236945950767 Long ABS-MBS CORP US N 2 2039-06-15 Floating 5.25000000 N N N N N N JDE PEET'S NV 724500EHG519SE5ZRT89 47216QAB9 4342000.00000000 PA USD 4262311.88000000 0.147749372278 Long DBT CORP NL N 2 2027-01-15 Fixed 1.37500000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 47233JDX3 7990000.00000000 PA USD 6830165.77000000 0.236761816939 Long DBT CORP US N 2 2032-10-15 Fixed 2.75000000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 47233WMK2 11431000.00000000 PA USD 11287188.42000000 0.391260670450 Long DBT CORP US N 2 2031-04-28 Fixed 5.12500000 N N N N N N JW Commercial Mortgage Trust N/A 481948AA5 1125000.00000000 PA USD 1129543.20000000 0.039154642705 Long ABS-MBS CORP US N 2 2039-06-15 Floating 5.12500000 N N N N N N KEYBANK NATIONAL ASSN HUX2X73FUCYHUVH1BK78 49327M3F9 5509000.00000000 PA USD 5598587.14000000 0.194070203886 Long DBT CORP US N 2 2027-11-15 Fixed 5.85000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAD6 4574000.00000000 PA USD 4447850.36000000 0.154180903973 Long DBT CORP US N 2 2029-03-15 Fixed 4.00000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAF1 3308000.00000000 PA USD 3180869.92000000 0.110262117651 Long DBT CORP US N 2 2031-05-15 Fixed 4.37500000 N N N N N N Les Schwab Tire Centers 549300GJM1TKHPYFPF83 50220KAD6 1870012.63000000 PA USD 1865889.25000000 0.064679444674 Long LON CORP US N 2 2031-04-23 Floating 6.16600000 N N N N N N Lendbuzz Securitization Trust N/A 525935AB8 1438210.13000000 PA USD 1442807.51000000 0.050013680350 Long ABS-O CORP US N 2 2029-08-15 Fixed 6.19000000 N N N N N N Lendbuzz Securitization Trust N/A 525938AC0 3225926.78000000 PA USD 3229082.06000000 0.111933349982 Long ABS-O CORP US N 2 2030-10-15 Fixed 5.10000000 N N N N N N Lendbuzz Securitization Trust N/A 52609YAB7 2542178.88000000 PA USD 2543146.43000000 0.088155981829 Long ABS-O CORP US N 2 2029-10-15 Fixed 4.97000000 N N N N N N Lendbuzz Securitization Trust N/A 52611JAB6 10374206.28000000 PA USD 10390748.99000000 0.360186369274 Long ABS-O CORP US N 2 2030-05-15 Fixed 5.18000000 N N N N N N Lendbuzz Securitization Trust N/A 52611JAC4 4785000.00000000 PA USD 4757129.77000000 0.164901808490 Long ABS-O CORP US N 2 2030-11-15 Fixed 5.13000000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBM5 6636000.00000000 PA USD 6590017.43000000 0.228437281455 Long DBT CORP US N 2 2051-12-15 Fixed 4.12500000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AE3 6311000.00000000 PA USD 6284862.99000000 0.217859365473 Long DBT CORP US N 2 2027-12-15 Fixed 4.62500000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AG8 2300000.00000000 PA USD 2204546.09000000 0.076418692513 Long DBT CORP US N 2 2029-06-01 Fixed 3.87500000 N N N N N N Loandepot GMSR Master Trust N/A 53946TAD4 9720000.00000000 PA USD 9691268.65000000 0.335939485408 Long ABS-O CORP US N 2 2030-05-16 Floating 6.48300000 N N N N N N LUNAR AIRCRAFT 2020-1 LIMITED N/A 55037LAB0 329412.22000000 PA USD 327552.85000000 0.011354337584 Long ABS-O CORP US N 2 2045-02-15 Fixed 4.33500000 N N N N N N LUNAR AIRCRAFT 2020-1 LIMITED N/A 55037LAC8 11581.85000000 PA USD 11442.27000000 0.000396636439 Long ABS-O CORP US N 2 2045-02-15 Fixed 6.41300000 N Y N N N N MAPS Trust N/A 55293WAA7 4641930.89000000 PA USD 4568404.56000000 0.158359811542 Long ABS-O CORP US N 2 2051-01-15 Fixed 5.20100000 N N N N N N MMP Capital N/A 55317QAA2 2436338.71000000 PA USD 2442625.68000000 0.084671516559 Long ABS-O CORP US N 2 2031-12-15 Fixed 5.36000000 N N N N N N MVW 2020-1 LLC N/A 55400EAA7 135265.63000000 PA USD 134825.52000000 0.004673610591 Long ABS-O CORP US N 2 2037-10-20 Fixed 1.74000000 N N N N N N MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 556079AC5 3984000.00000000 PA USD 3783446.60000000 0.131149919559 Long DBT CORP AU N 2 2030-06-03 Fixed 3.62400000 N N N N N N Morgan Stanley & Co. LLC 549300BI6Y5SI6BYPB26 61747C707 115867571.37000000 NS USD 115867571.37000000 4.016449621539 Long STIV RF US N 1 N N N MAPLE PARENT HLDS CO 254900J6FBJ1E892Q074 56530KAA4 4506000.00000000 PA USD 4503867.49000000 0.156122689565 Long DBT CORP US N 2 2029-03-26 Fixed 4.75000000 N N N N N N MAREX GROUP PLC 549300DWX0SVICJAL507 566539AA0 6123000.00000000 PA USD 6277557.56000000 0.217606129031 Long DBT CORP GB N 2 2029-11-04 Fixed 6.40400000 N N N N N N MAREX GROUP PLC 549300DWX0SVICJAL507 566539AD4 3623000.00000000 PA USD 3625922.20000000 0.125689471831 Long DBT CORP GB N 2 2031-04-21 Fixed 5.68000000 N N N N N N Marlette Funding Trust 549300JRCMNFIBT50883 570920AB4 13389000.00000000 PA USD 13389713.63000000 0.464142896980 Long ABS-O CORP US N 2 2035-07-16 Fixed 4.95000000 N N N N N N Marlette Funding Trust 549300JRCMNFIBT50883 570920AC2 4493000.00000000 PA USD 4488407.70000000 0.155586789252 Long ABS-O CORP US N 2 2035-07-16 Fixed 5.26000000 N N N N N N MCGRAW-HILL EDUCATION 254900U6YJ9QZ4IQOR26 57767XAA8 4275000.00000000 PA USD 4259993.04000000 0.147668991685 Long DBT CORP US N 2 2028-08-01 Fixed 5.75000000 N N N N N N MIDCAP FINANCIAL ISSR TR N/A 59590AAF6 4213000.00000000 PA USD 4191682.22000000 0.145301055912 Long DBT CORP US N 2 2029-04-15 Fixed 5.37000000 N N N N N N Mission Lane Credit Card Master Trust N/A 60510MCA4 6750000.00000000 PA USD 6737578.65000000 0.233552364124 Long ABS-O CORP US N 2 2030-12-16 Fixed 4.78000000 N N N N N N Calvert Ultra-Short Investment Grade Etf 549300RQT9YNL0GPOP12 61774R601 110000.00000000 NS USD 5570400.00000000 0.193093120942 Long EC RF US N 1 N N N Mosaic Solar Loans LLC 549300ZLA8SW2SVJMN33 61945LAB9 1050510.15000000 PA USD 935051.94000000 0.032412770597 Long ABS-O CORP US N 2 2040-09-20 Fixed 3.28000000 N N N N N N Mosaic Solar Loans LLC 549300ZLA8SW2SVJMN33 61946FAB1 1922247.56000000 PA USD 1517347.26000000 0.052597536619 Long ABS-O CORP US N 2 2043-06-22 Fixed 2.00000000 N N N N N N Mosaic Solar Loans LLC 549300ZLA8SW2SVJMN33 61946NAB4 450510.77000000 PA USD 384978.26000000 0.013344939989 Long ABS-O CORP US N 2 2046-04-20 Fixed 3.10000000 N N N N N N Mosaic Solar Loans LLC 549300ZLA8SW2SVJMN33 61946PAA1 2247558.03000000 PA USD 1891812.52000000 0.065578052514 Long ABS-O CORP US N 2 2046-08-20 Fixed 1.44000000 N N N N N N Mosaic Solar Loans LLC 549300ZLA8SW2SVJMN33 61946PAB9 1737602.23000000 PA USD 1396227.16000000 0.048399012614 Long ABS-O CORP US N 2 2046-08-20 Fixed 2.21000000 N N N N N N Mosaic Solar Loans LLC 549300ZLA8SW2SVJMN33 61946TAA3 3744917.47000000 PA USD 3102422.20000000 0.107542794965 Long ABS-O CORP US N 2 2052-06-20 Fixed 1.44000000 N N N N N N Mosaic Solar Loans LLC 549300ZLA8SW2SVJMN33 61946UAC6 9530000.00000000 PA USD 1115013.81000000 0.038650993908 Long ABS-O CORP US N 2 2053-01-21 Fixed 5.95000000 N N N N N N Mosaic Solar Loans LLC 549300ZLA8SW2SVJMN33 61947DAB5 2471727.97000000 PA USD 1905232.39000000 0.066043240755 Long ABS-O CORP US N 2 2046-12-20 Fixed 2.05000000 N N N N N N NLG GLOBAL FUNDING 635400SKBQOWEJZLTW68 62915W2B8 4523000.00000000 PA USD 4427959.96000000 0.153491420379 Long DBT CORP US N 2 2030-09-15 Fixed 4.35000000 N N N N N N NYO Commercial Mortgage Trust N/A 62955HAC1 9050000.00000000 PA USD 9058865.38000000 0.314017770432 Long ABS-MBS CORP US N 2 2038-11-15 Floating 4.83500000 N N N N N N NYC Trust N/A 62956HAA4 7784000.00000000 PA USD 7797304.41000000 0.270286845372 Long ABS-MBS CORP US N 2 2029-08-15 Floating 5.61600000 N N N N N N NRZ Excess Spread Collateralized Notes N/A 62956YAA7 3564190.50000000 PA USD 3564991.73000000 0.123577369538 Long ABS-O CORP US N 2 2031-11-25 Variable 7.39800000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AV0 14258000.00000000 PA USD 14344259.19000000 0.497231397134 Long DBT CORP GB N 2 2031-05-23 Fixed 5.11500000 N N N N N N Navistar Financial Dealer Note Master Trust N/A 63938PBZ1 2804000.00000000 PA USD 2795907.94000000 0.096917741993 Long ABS-O CORP US N 2 2030-09-25 Fixed 4.18000000 N N N N N N Navigator Aviation Ltd 984500UF8C3O89B30652 63943DAA7 3830761.82000000 PA USD 3811681.18000000 0.132128646970 Long ABS-O CORP KY N 2 2049-08-15 Fixed 5.40000000 N N N N N N Neighborly Issuer LLC N/A 64016NAA5 6460000.00000000 PA USD 6196965.60000000 0.214812478112 Long ABS-O CORP US N 2 2051-04-30 Fixed 3.58400000 N N N N N N Neighborly Issuer LLC N/A 64016NAE7 3478162.50000000 PA USD 3483475.74000000 0.120751687915 Long ABS-O CORP US N 2 2053-01-30 Fixed 7.30800000 N N N N N N NRZ Excess Spread Collateralized Notes N/A 64832EAA7 2081901.79000000 PA USD 2107451.10000000 0.073052978265 Long ABS-MBS CORP US N 2 2032-03-25 Variable 6.54500000 N N N N N N NRZ Excess Spread Collateralized Notes N/A 65246QAA7 2949291.83000000 PA USD 2923896.66000000 0.101354360798 Long ABS-O CORP US N 2 2026-11-25 Fixed 3.47400000 N N N N N N Newtek Small Business Loan Trust N/A 65254RAA4 3717980.41000000 PA USD 3749390.65000000 0.129969399368 Long ABS-O CORP US N 2 2050-07-25 Floating 6.25000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KCL2 12954000.00000000 PA USD 12987236.47000000 0.450191372685 Long DBT CORP US N 2 2027-09-01 Fixed 4.68500000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KCM0 8100000.00000000 PA USD 8144937.18000000 0.282337236098 Long DBT CORP US N 2 2028-02-28 Fixed 4.90000000 N N N N N N NextGear Floorplan Master Owner Trust N/A 65341KBZ8 4615000.00000000 PA USD 4638634.80000000 0.160794282357 Long ABS-O CORP US N 2 2029-03-15 Fixed 5.12000000 N N N N N N XPLR INFRAST OPERATING 549300KJEC5IUVJWR786 65342QAB8 5750000.00000000 PA USD 5709248.03000000 0.197906168380 Long DBT CORP US N 2 2027-09-15 Fixed 4.50000000 N N N N N N NIAGARA MOHAWK POWER 3T97Y9RR5EN5Y18QHB56 65364UAL0 6200000.00000000 PA USD 6145089.89000000 0.213014251280 Long DBT CORP US N 2 2028-12-15 Fixed 4.27800000 N N N N N N Willowbrook Mall N/A 65486BAG6 5400000.00000000 PA USD 5420349.36000000 0.187891744671 Long ABS-MBS CORP US N 2 2035-03-05 Variable 6.27800000 N N N N N N NRTH PARK Mortgage Trust N/A 669985AA1 1845000.00000000 PA USD 1851967.83000000 0.064196870633 Long ABS-MBS CORP US N 2 2040-10-15 Floating 5.01900000 N N N N N N ORL TRUST N/A 67120DAA3 12873871.00000000 PA USD 12912554.41000000 0.447602583362 Long ABS-MBS CORP US N 2 2039-12-15 Floating 5.11800000 N N N N N N ORL TRUST N/A 67120DAC9 4102000.00000000 PA USD 4118070.82000000 0.142749380097 Long ABS-MBS CORP US N 2 2039-12-15 Floating 5.51700000 N N N N N N ORL TRUST N/A 67120DAG0 3172000.00000000 PA USD 3194181.16000000 0.110723540327 Long ABS-MBS CORP US N 2 2039-12-15 Floating 6.41600000 N N N N N N Onslow Bay Financial LLC 2549002GJHC7CO92J583 67121CAA4 8355473.09000000 PA USD 8407290.39000000 0.291431484286 Long ABS-O CORP US N 2 2055-02-25 Floating 5.22800000 N N N N N N OAKTREE STRATEGIC CREDIT 2549006RRE0JC7G43241 67403AAB5 2990000.00000000 PA USD 3135915.35000000 0.108703806179 Long DBT CORP US N 2 2028-11-14 Fixed 8.40000000 N N N N N N OAKTREE STRATEGIC CREDIT 2549006RRE0JC7G43241 67403AAE9 2255000.00000000 PA USD 2271323.34000000 0.078733468402 Long DBT CORP US N 2 2029-07-23 Fixed 6.50000000 N N N N N N Octane Receivables Trust N/A 67571GAB8 2592261.84000000 PA USD 2599051.75000000 0.090093891623 Long ABS-O CORP US N 2 2030-05-20 Fixed 4.94000000 N N N N N N OneMain Financial Issuance Trust N/A 68267HAA5 1117775.71000000 PA USD 1117647.17000000 0.038742277065 Long ABS-O CORP US N 2 2035-05-14 Fixed 4.13000000 N N N N N N OneMain Financial Issuance Trust N/A 68268VAB1 1207588.20000000 PA USD 1207987.55000000 0.041873848572 Long ABS-O CORP US N 2 2034-10-14 Fixed 5.24000000 N N N N N N OneMain Financial Issuance Trust N/A 68269MAC8 8316000.00000000 PA USD 7921484.80000000 0.274591451696 Long ABS-O CORP US N 2 2036-06-16 Fixed 1.95000000 N N N N N N Oportun Funding LLC N/A 68377GAA4 375644.63000000 PA USD 370142.79000000 0.012830681192 Long ABS-O CORP US N 2 2031-05-08 Fixed 1.47000000 N N N N N N Oportun Funding LLC N/A 68377GAB2 251961.34000000 PA USD 248522.80000000 0.008614828931 Long ABS-O CORP US N 2 2031-05-08 Fixed 1.96000000 N N N N N N Oportun Funding LLC N/A 68377NAB7 109709.59000000 PA USD 109739.52000000 0.003804025995 Long ABS-O CORP US N 2 2029-08-15 Fixed 5.48000000 N N N N N N Oportun Funding LLC N/A 68377WAA9 3053533.60000000 PA USD 3012436.70000000 0.104423525068 Long ABS-O CORP US N 2 2031-10-08 Fixed 2.18000000 N N N N N N Oportun Funding LLC N/A 68377WAB7 2088594.68000000 PA USD 2059803.40000000 0.071401311760 Long ABS-O CORP US N 2 2031-10-08 Fixed 2.67000000 N N N N N N Oportun Funding LLC N/A 68378RAB7 3160000.00000000 PA USD 3144562.77000000 0.109003561549 Long ABS-O CORP US N 2 2033-07-08 Fixed 4.93000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDK8 11164000.00000000 PA USD 10627196.36000000 0.368382613819 Long DBT CORP US N 2 2032-09-26 Fixed 4.80000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDY8 10145000.00000000 PA USD 9857389.76000000 0.341697930687 Long DBT CORP US N 2 2033-05-04 Fixed 5.35000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDZ5 8828000.00000000 PA USD 8552622.72000000 0.296469304402 Long DBT CORP US N 2 2036-02-04 Fixed 5.70000000 N N N N N N OSCAR US Funding Trust 353800UI8625NXT7ND41 68784BAB0 1611101.38000000 PA USD 1610203.35000000 0.055816313048 Long ABS-O CORP US N 2 2027-12-10 Fixed 4.63000000 N N N N N N PK ALIFT LOAN FUNDING N/A 69291VAB0 3019600.17000000 PA USD 3059418.73000000 0.106052116696 Long ABS-O CORP US N 2 2039-09-15 Fixed 5.84200000 N N N N N N PFS Financing Corp. N/A 69335PFE0 7540000.00000000 PA USD 7568956.62000000 0.262371365796 Long ABS-O CORP US N 2 2029-02-15 Fixed 4.95000000 N N N N N N Pnmac Gmsr Issuer Trust 5493007JEN3QN6CZC711 69354WAJ5 1352941.18000000 PA USD 1370419.83000000 0.047504423735 Long ABS-O CORP US N 2 2029-03-25 Floating 6.84800000 N N N N N N Pnmac Gmsr Issuer Trust 5493007JEN3QN6CZC711 69354WAK2 5275000.00000000 PA USD 5306264.93000000 0.183937106110 Long ABS-O CORP US N 2 2030-08-26 Floating 6.09800000 N N N N N N Pnmac Gmsr Issuer Trust 5493007JEN3QN6CZC711 69354WAL0 4680000.00000000 PA USD 4703400.00000000 0.163039312264 Long ABS-MBS CORP US N 2 2031-05-25 Floating 3.64800000 N N N N N N PENN Commercial Mortgage Trust N/A 69382VAA2 5550000.00000000 PA USD 5610216.39000000 0.194473321827 Long ABS-MBS CORP US N 2 2042-08-10 Variable 5.52200000 N N N N N N PEAC Solutions Receivables LLC N/A 69433BAB3 1363839.98000000 PA USD 1369327.39000000 0.047466555243 Long ABS-O CORP US N 2 2027-06-21 Fixed 5.79000000 N N N N N N Pagaya AI Debt Selection Trust 254900ULYEY0HX0PKA54 69490AAB5 6990000.00000000 PA USD 6972212.55000000 0.241685746293 Long ABS-O CORP US N 2 2034-02-15 Fixed 5.20900000 N N N N N N Pagaya AI Debt Selection Trust N/A 694957AB7 8548655.00000000 PA USD 8539808.85000000 0.296025122629 Long ABS-O CORP US N 2 2034-01-16 Fixed 5.24500000 N N N N N N Pagaya AI Debt Selection Trust 254900ULYEY0HX0PKA54 69544NAB3 3915945.34000000 PA USD 3921506.77000000 0.135935656508 Long ABS-O CORP US N 2 2032-07-15 Fixed 5.15600000 N N N N N N Pagaya AI Debt Selection Trust 254900ULYEY0HX0PKA54 69546RAC0 217065.67000000 PA USD 215048.33000000 0.007454465243 Long ABS-O CORP US N 2 2029-05-15 Fixed 3.27000000 N N N N N N CRC INSURANCE GROUP LLC N/A 69867RAA5 4200000.00000000 PA USD 4189106.33000000 0.145211764903 Long DBT CORP US N 2 2031-06-01 Fixed 7.12500000 N N N N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAF0 8858220.00000000 PA USD 8914306.71000000 0.309006768574 Long ABS-O CORP US N 2 2054-06-05 Fixed 5.76500000 N N N N N N Post Road Equipment Finance N/A 737473AB4 200435.43000000 PA USD 200630.47000000 0.006954682537 Long ABS-O CORP US N 2 2029-11-15 Fixed 5.59000000 N N N N N N Prodigy Finance Designated Activity Co 635400HTAZNW3LYYMQ40 742855AA7 367688.10000000 PA USD 367153.44000000 0.012727057948 Long ABS-O CORP IE N 2 2051-07-25 Floating 5.01300000 N N N N N N PRMI Securitization Trust N/A 74291CAA4 5499402.48000000 PA USD 5523033.41000000 0.191451198873 Long ABS-MBS CORP US N 2 2055-12-25 Floating 5.09200000 N N N N N N Provident Funding Mortgage Trust N/A 74388PAC5 3710992.86000000 PA USD 3724883.85000000 0.129119892241 Long ABS-MBS CORP US N 2 2055-08-25 Variable 6.00000000 N N N N N N Provident Funding Mortgage Trust N/A 74388RAB3 8498163.24000000 PA USD 8472139.31000000 0.293679416276 Long ABS-MBS CORP US N 2 2055-11-25 Variable 5.50000000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 74841CAA9 3000000.00000000 PA USD 2887609.50000000 0.100096497633 Long DBT CORP US N 2 2029-03-01 Fixed 3.62500000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 74841CAB7 5000000.00000000 PA USD 4681024.00000000 0.162263667486 Long DBT CORP US N 2 2031-03-01 Fixed 3.87500000 N N N N N N RCKT Trust N/A 74939HAB9 4921000.00000000 PA USD 4902601.37000000 0.169944456281 Long ABS-O CORP US N 2 2034-11-27 Fixed 4.60000000 N N N N N N RADIAN GROUP INC 54930005OUP720S5U385 750236AW1 14183000.00000000 PA USD 14171398.31000000 0.491239323530 Long DBT CORP US N 2 2027-03-15 Fixed 4.87500000 N N N N N N Radian Mortgage Capital Trust N/A 75024RAZ7 2419069.73000000 PA USD 2427162.49000000 0.084135498389 Long ABS-MBS CORP US N 2 2055-12-25 Variable 6.00000000 N N N N N N Radnor Re LTD 254900P3K895250PCC81 75050KAA4 1734.39000000 PA USD 1741.85000000 0.000060379730 Long ABS-MBS CORP BM N 2 2033-07-25 Floating 6.32800000 N N N N N N RAIZEN FUELS FINANCE 52990010NH26VC32Q522 75102XAF3 4429000.00000000 PA USD 2435950.00000000 0.084440109859 Long DBT CORP LU N 2 2032-07-08 Fixed 6.25000000 N Y N N N N Reach Financial LLC N/A 75526XAB0 2660000.00000000 PA USD 2643904.61000000 0.091648677405 Long ABS-O CORP US N 2 2033-02-15 Fixed 4.37000000 N N N N N N Retained Vantage Data Centers Issuer, LLC 254900N4NW6XZ9B4HM15 76134KAA2 8052000.00000000 PA USD 7976482.71000000 0.276497906903 Long ABS-O CORP US N 2 2048-09-15 Fixed 5.00000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017DAV0 31829000.00000000 PA USD 31476814.98000000 1.091116695714 Long DBT CORP CA N 2 2032-05-03 Fixed 4.61200000 N N N N N N Saluda Grade Alternative Mortgage Trust 213800ETGZN4SIG56R83 79581XAB4 8783329.01000000 PA USD 8848667.32000000 0.306731435623 Long ABS-O CORP US N 2 2055-10-25 Floating 5.24800000 N N N N N N SAMMONS FINANCIAL GROUP 254900SHCOQLVJ21CT59 79588TAG5 3660000.00000000 PA USD 3667651.16000000 0.127135970309 Long DBT CORP US N 2 2036-06-15 Fixed 5.95000000 N N N N N N Santander Bank Auto Credit-Linked Notes N/A 80290CBY9 2908220.79000000 PA USD 2979319.23000000 0.103275536479 Long ABS-O CORP US N 2 2033-06-15 Fixed 13.75200000 N N N N N N Santander Bank Auto Credit-Linked Notes N/A 80290CCR3 4063326.00000000 PA USD 4045602.58000000 0.140237330939 Long ABS-O CORP US N 2 2034-01-16 Fixed 4.48400000 N N N N N N Santander Bank Auto Credit-Linked Notes N/A 80290CCS1 2720025.00000000 PA USD 2709400.31000000 0.093919029466 Long ABS-O CORP US N 2 2034-01-16 Fixed 4.66100000 N N N N N N SDR Commercial Mortgage Trust N/A 811304AE4 5313000.00000000 PA USD 5327494.93000000 0.184673025785 Long ABS-MBS CORP US N 2 2039-05-15 Floating 5.36700000 N N N N N N Seagate Data Storage Technology Pte Ltd N/A 81180LAR6 5622000.00000000 PA USD 6202825.69000000 0.215015613087 Long DBT CORP SG N 2 2032-12-01 Fixed 9.62500000 N N N N N N Sedgwick Claims Management Services Inc 549300BIN4DWJG5VWF64 81527CAP2 5910324.73000000 PA USD 5846049.95000000 0.202648289176 Long LON CORP US N 2 2031-07-31 Floating 6.14400000 N N N N N N ServiceMaster Brands N/A 81761TAA3 5340743.64000000 PA USD 5115707.13000000 0.177331584007 Long ABS-O CORP US N 2 2051-01-30 Fixed 2.84100000 N N N N N N ServiceMaster Brands N/A 81761TAE5 4015068.11000000 PA USD 3772249.64000000 0.130761786579 Long ABS-O CORP US N 2 2051-07-30 Fixed 2.86500000 N N N N N N Servpro Master Issuer, LLC N/A 817743AE7 5994500.00000000 PA USD 5705035.79000000 0.197760154706 Long ABS-O CORP US N 2 2051-04-25 Fixed 2.39400000 N N N N N N Servpro Master Issuer, LLC N/A 817743AL1 6964005.00000000 PA USD 6912832.79000000 0.239627398027 Long ABS-O CORP US N 2 2055-10-25 Fixed 5.52500000 N N N N N N DELTA AIR LINES/SKYMILES N/A 830867AB3 14485833.32000000 PA USD 14475746.11000000 0.501789278031 Long DBT CORP XX N 2 2028-10-20 Fixed 4.75000000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248AZ1 5479000.00000000 PA USD 5466490.24000000 0.189491178558 Long DBT CORP US N 2 2027-02-01 Fixed 4.25000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RCH3 5155000.00000000 PA USD 5193154.22000000 0.180016220715 Long DBT CORP FR N 2 2029-05-22 Fixed 5.24900000 N N N N N N SOFI CONSUMER LOAN PROGRAM TRUST N/A 83407HAB3 6555000.00000000 PA USD 6572222.61000000 0.227820439338 Long ABS-O CORP US N 2 2034-06-25 Fixed 4.97000000 N N N N N N Springcastle SPV N/A 85022WAP9 4718835.92000000 PA USD 4441411.78000000 0.153957716140 Long ABS-O CORP US N 2 2037-09-25 Fixed 1.97000000 N N N N N N SMYRNA READY MIX CONCRET 549300S7RFWHQFOIOY93 85236FAA1 5480000.00000000 PA USD 5493984.96000000 0.190444259359 Long DBT CORP US N 2 2028-11-01 Fixed 6.00000000 N N N N N N STELLANTIS FINANCIAL SER 5493000KNKFDOC1BOW59 85855FAB9 13870000.00000000 PA USD 13593267.29000000 0.471198909383 Long DBT CORP US N 2 2030-09-15 Fixed 5.40000000 N N N N N N STREAM INNOVATIONS ISSUER TRUST N/A 86324CAA9 2575660.71000000 PA USD 2643410.89000000 0.091631563026 Long ABS-O CORP US N 2 2044-07-15 Fixed 6.27000000 N N N N N N SUBWAY FUNDING LLC N/A 864300AG3 5378473.32000000 PA USD 5287320.57000000 0.183280416178 Long ABS-O CORP US N 2 2054-07-30 Fixed 5.24600000 N N N N N N SUBWAY FUNDING LLC N/A 864300AJ7 2061605.00000000 PA USD 2022048.37000000 0.070092566145 Long ABS-O CORP US N 2 2054-07-30 Fixed 5.56600000 N N N N N N Helios Issuer VI, LLC N/A 86744TAB2 5676759.09000000 PA USD 4383364.03000000 0.151945540854 Long ABS-O CORP US N 2 2048-07-20 Fixed 2.01000000 N N N N N N Sunnova Sol Issuer,LLC N/A 86745PAB9 6576524.29000000 PA USD 5897425.82000000 0.204429189485 Long ABS-O CORP US N 2 2055-11-01 Fixed 5.47000000 N N N N N N (Sunnova) Aurora I Issuer, LLC N/A 86746CAA9 2302056.51000000 PA USD 1962086.50000000 0.068014039538 Long ABS-O CORP US N 2 2047-06-20 Fixed 2.98000000 N N N N N N (Sunnova) Aurora I Issuer, LLC N/A 86746EAA5 856237.51000000 PA USD 653223.94000000 0.022643445578 Long ABS-O CORP US N 2 2048-02-20 Fixed 1.80000000 N N N N N N (Sunnova) Aurora I Issuer, LLC N/A 86746EAB3 1776870.99000000 PA USD 914942.86000000 0.031715706649 Long ABS-O CORP US N 2 2048-02-20 Fixed 3.15000000 N N N N N N Sunrun Demeter Issuer LLC N/A 86772HAA5 1527087.20000000 PA USD 1397025.18000000 0.048426675290 Long ABS-O CORP US N 2 2057-01-30 Fixed 2.27000000 N N N N N N SWEDBANK AB M312WZV08Y7LYUC71685 87020PAX5 11147000.00000000 PA USD 11181929.24000000 0.387611951584 Long DBT CORP SE N 2 2026-09-12 Fixed 6.13600000 N N N N N N PINNACLE FINANCL PARTNRS 549300EIUS8UN5JTLE54 87161CAP0 7386000.00000000 PA USD 7561676.23000000 0.262118997343 Long DBT CORP US N 2 2030-11-01 Fixed 6.16800000 N N N N N N TD SYNNEX CORP 5493004HI6PFLF46NS53 87162WAM2 6473000.00000000 PA USD 6393185.00000000 0.221614254705 Long DBT CORP US N 2 2029-01-17 Fixed 4.30000000 N N N N N N PINNACLE BANK TN 549300CDOC4F7XSRG390 87164DVJ6 4100000.00000000 PA USD 4143124.25000000 0.143617835682 Long DBT CORP US N 2 2028-02-15 Fixed 5.62500000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAW3 1875000.00000000 PA USD 1875579.81000000 0.065015359595 Long DBT CORP US N 2 2031-03-06 Fixed 5.45000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACB9 14050000.00000000 PA USD 12751852.36000000 0.442031985133 Long DBT CORP US N 2 2031-02-15 Fixed 2.55000000 N N N N N N TYSN 2023-CRNR Mortgage Trust N/A 87332PAA8 4465000.00000000 PA USD 4607503.15000000 0.159715130508 Long ABS-MBS CORP US N 2 2033-12-10 Variable 6.79900000 N N N N N N TERRAFORM POWER OPERATIN 5493000S2OLR3UT5BE13 88104LAE3 6000000.00000000 PA USD 5965899.00000000 0.206802753327 Long DBT CORP US N 2 2028-01-31 Fixed 5.00000000 N N N N N N Tesla Lease Electric Vehicle Securitization LLC N/A 88162VAD2 9500000.00000000 PA USD 9470536.70000000 0.328288002369 Long ABS-O CORP US N 2 2028-11-20 Fixed 4.27000000 N N N N N N Tesla Sustainable Energy Trust N/A 881938AA2 5100000.00000000 PA USD 5123463.06000000 0.177600436644 Long ABS-O CORP US N 2 2052-05-20 Fixed 5.31000000 N N N N N N Theorem Funding Trust N/A 882925AB6 5328015.21000000 PA USD 5335359.35000000 0.184945639135 Long ABS-O CORP US N 2 2029-04-15 Fixed 8.95000000 N N N N N N CLOUD SOFTWARE GRP INC 04EEB871XLHVNY4RZJ65 88632QAE3 4287000.00000000 PA USD 4162768.23000000 0.144298777339 Long DBT CORP US N 2 2029-03-31 Fixed 6.50000000 N N N N N N Towd Point Mortgage Trust 254900HCCXAYNB40M417 89183PAA4 5621006.27000000 PA USD 5646292.37000000 0.195723864619 Long ABS-O CORP US N 2 2065-09-25 Floating 4.97800000 N N N N N N Trans Union LLC X8NPN6PWJOM1QCTYFV34 89334GBG8 3920300.00000000 PA USD 3915399.63000000 0.135723957757 Long LON CORP US N 2 2031-06-24 Floating 5.39400000 N N N N N N PRIMO BRANDS CORPORATION 254900J0WS4AXV2LAX55 89678QAF3 998750.00000000 PA USD 1004457.86000000 0.034818667069 Long LON CORP US N 2 2031-03-31 Floating 6.48200000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAW2 7457000.00000000 PA USD 7355898.59000000 0.254985892588 Long DBT CORP US N 2 2032-01-27 Fixed 4.59700000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAX0 14940000.00000000 PA USD 14750534.36000000 0.511314576177 Long DBT CORP US N 2 2032-04-23 Fixed 4.68000000 N N N N N N Truist Bank Auto Credit-Linked Notes N/A 897926CB5 5382960.89000000 PA USD 5366367.37000000 0.186020505456 Long ABS-O CORP US N 2 2033-09-26 Fixed 4.72800000 N N N N N N Truist Bank Auto Credit-Linked Notes N/A 897926DQ1 2861000.00000000 PA USD 2858447.70000000 0.099085628939 Long ABS-O CORP US N 2 2034-06-26 Fixed 5.06700000 N N N N N N TX Trust 24-HOU N/A 90216DAA0 4845000.00000000 PA USD 4846368.23000000 0.167995182889 Long ABS-MBS CORP US N 2 2039-06-15 Floating 5.21700000 N N N N N N USI Inc 2549006D7UF7072T7I27 90351NAQ8 2500000.00000000 PA USD 2493125.00000000 0.086422032017 Long LON CORP US N 2 2030-09-29 None 0.00000000 N N N N N N USI Inc 2549006D7UF7072T7I27 90351NAR6 3920300.00000000 PA USD 3911969.36000000 0.135605050400 Long LON CORP US N 2 2029-11-21 Floating 5.98200000 N N N N N N UWM HOLDINGS LLC N/A 903522AB6 4135000.00000000 PA USD 3688433.65000000 0.127856377435 Long DBT CORP US N 2 2031-03-15 Fixed 6.25000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAK6 6150000.00000000 PA USD 6108244.58000000 0.211737040325 Long DBT CORP US N 2 2029-08-15 Fixed 4.50000000 N N N N N N U.S. Bank National Association N/A 90355PAJ5 7657689.32000000 PA USD 7575370.69000000 0.262593704011 Long ABS-O CORP US N 2 2046-12-25 Fixed 4.95900000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128283F5 87214000.00000000 PA USD 85014912.94000000 2.946968775350 Long DBT UST US N 2 2027-11-15 Fixed 2.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CDP3 241000.00000000 PA USD 225203.20000000 0.007806475070 Long DBT UST US N 2 2028-12-31 Fixed 1.37500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CGB1 1992000.00000000 PA USD 1972624.69000000 0.068379336823 Long DBT UST US N 2 2029-12-31 Fixed 3.87500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CGJ4 5032000.00000000 PA USD 4919566.25000000 0.170532529242 Long DBT UST US N 2 2030-01-31 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CGQ8 15214000.00000000 PA USD 15123964.00000000 0.524259193195 Long DBT UST US N 2 2030-02-28 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJK8 108546000.00000000 PA USD 108834086.51000000 3.772639923363 Long DBT UST US N 2 2026-11-15 Fixed 4.62500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJT9 2018000.00000000 PA USD 2018258.99000000 0.069961210550 Long DBT UST US N 2 2027-01-15 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLP4 5892000.00000000 PA USD 5887072.05000000 0.204070284960 Long DBT UST US N 2 2026-09-30 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMA6 20442000.00000000 PA USD 20412454.97000000 0.707580180283 Long DBT UST US N 2 2029-11-30 Fixed 4.12500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMZ1 21283000.00000000 PA USD 21054789.63000000 0.729846158343 Long DBT UST US N 2 2030-04-30 Fixed 3.87500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CNX5 120000000.00000000 PA USD 117407812.80000000 4.069840764854 Long DBT UST US N 2 2030-08-31 Fixed 3.62500000 N N N N N N UPX HIL 2025-1 Issuer Trust N/A 916925AA8 1093629.26000000 PA USD 1085567.79000000 0.037630272972 Long ABS-O CORP US N 2 2047-01-25 Fixed 5.16000000 N N N N N N Vantage Data Centers LLC 5493000RL8X7WTQ7HO20 92212KAC0 10045000.00000000 PA USD 9637697.35000000 0.334082482408 Long ABS-O CORP US N 2 2045-09-15 Fixed 1.99200000 N N N N N N Vantage Data Centers LLC 5493000RL8X7WTQ7HO20 92212KAD8 3661000.00000000 PA USD 3633813.78000000 0.125963026659 Long ABS-O CORP US N 2 2046-10-15 Fixed 2.16500000 N N N N N N VIDEOTRON LTD 549300LW4GNJRBECSD81 92660FAN4 8400000.00000000 PA USD 8103520.91000000 0.280901576750 Long DBT CORP CA N 2 2029-06-15 Fixed 3.62500000 N N N N N N Vivint Solar Financing LLC N/A 92855HAA3 5431380.30000000 PA USD 5073354.57000000 0.175863468973 Long ABS-O CORP US N 2 2051-07-31 Fixed 2.21000000 N N N N N N VONTIER CORP 549300VVSQLG4P5K4639 928881AF8 1899000.00000000 PA USD 1721834.30000000 0.059685903836 Long DBT CORP US N 2 2031-04-01 Fixed 2.95000000 N N N N N N CALVERT IMPACT CAPITAL NOTE N/A 000000000 3500000.00000000 PA USD 3495135.00000000 0.121155846126 Long DBT CORP US Y 2 2028-12-15 Variable 5.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U4D2 7528000.00000000 PA USD 7430249.75000000 0.257563211548 Long DBT CORP US N 2 2030-01-23 Fixed 4.18200000 N N N N N N WENDYS FUNDING LLC 5493009DRVSTWJOXUL48 95058XAE8 3082418.40000000 PA USD 3014020.77000000 0.104478435491 Long ABS-O CORP US N 2 2048-03-15 Fixed 3.88400000 N N N N N N CALVERT IMPACT CAPITAL NOTE N/A 000000000 1500000.00000000 PA USD 1497675.00000000 0.051915614660 Long DBT CORP US N 2 2029-09-20 Fixed 5.00000000 N N N N N N Westlake Automobile Receivables Trust N/A 96043RAE7 824533.37000000 PA USD 825087.13000000 0.028600935117 Long ABS-O CORP US N 2 2027-11-15 Fixed 5.55000000 N N N N N N Willis Engine Securitization Trust N/A 97063RAA8 7771863.70000000 PA USD 7800844.98000000 0.270409576183 Long ABS-O CORP US N 2 2050-06-15 Fixed 5.58200000 N N N N N N WILLIS NORTH AMERICA INC 5493004KVU1HWZCP0C66 970648AP6 14100000.00000000 PA USD 13851308.01000000 0.480143668817 Long DBT CORP US N 2 2031-03-15 Fixed 4.55000000 N N N N N N Willis Engine Securitization Trust N/A 97064FAB1 523136.50000000 PA USD 507302.62000000 0.017585208630 Long ABS-O CORP US N 2 2045-03-15 Fixed 4.21200000 N N N N N N Willis Engine Securitization Trust N/A 97064FAC9 328089.74000000 PA USD 324322.32000000 0.011242354042 Long ABS-O CORP US N 2 2045-03-15 Fixed 6.65700000 N N N N N N Willis Engine Securitization Trust N/A 970910AA3 6956384.89000000 PA USD 6907214.38000000 0.239432640681 Long ABS-O CORP US N 2 2050-12-15 Fixed 5.15900000 N N N N N N Wingspire Equipment Finance LLC N/A 97415AAB8 2094917.36000000 PA USD 2100521.47000000 0.072812768606 Long ABS-O CORP US N 2 2032-09-20 Fixed 4.99000000 N N N N N N Zekelman Industries Inc 549300S5LMRAKDWWI425 98931YAD5 5984693.88000000 PA USD 5988913.09000000 0.207600516946 Long LON CORP US N 2 2031-01-24 Floating 5.86300000 N N N N N N NYKREDIT REALKREDIT A/S LIU16F6VZJSD6UKHD557 000000000 7500000.00000000 PA 1113700.67000000 0.038605475040 Long DBT CORP DK Y 2 2053-04-01 Fixed 3.50000000 N N N N N N Vantage Data Centers Jersey Borrower SPV Limited 213800S5S638C9IBQ379 000000000 2575000.00000000 PA 3458081.70000000 0.119871425378 Long ABS-O CORP JE N 2 2039-05-28 Fixed 6.17200000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 4695000.00000000 PA 5496617.72000000 0.190535521718 Long DBT NUSS RO Y 2 2031-09-24 Fixed 5.12500000 N N N N N N NYKREDIT REALKREDIT A/S LIU16F6VZJSD6UKHD557 000000000 218725494.00000000 PA 32184226.09000000 1.115638492895 Long DBT CORP DK Y 2 2056-10-01 Fixed 3.50000000 N N N N N N VANTAGE DATA CENTERS GERMANY BORROWER LUX S.A R.L. 2549008VW14T3IH21H24 000000000 8137000.00000000 PA 9300998.50000000 0.322411106606 Long ABS-O CORP LU N 2 2050-06-28 Fixed 4.29200000 N N N N N N Caister Finance 635400IBLLJ9RCTGJN46 000000000 5170000.00000000 PA 6874918.00000000 0.238313114469 Long ABS-MBS CORP IE N 2 2035-08-17 Floating 6.19700000 N N N N N N Sirius Logistics 9845000F71BA3AD49D17 000000000 4420000.00000000 PA 5876710.03000000 0.203711094457 Long ABS-MBS CORP IE N 2 2035-11-17 Floating 5.49700000 N N N N N N UK Logisitics 635400H22JMICKOJRJ36 000000000 5060000.00000000 PA 6725206.69000000 0.233123500781 Long ABS-MBS CORP IE N 2 2036-08-15 Floating 5.08300000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -817.00000000 NC USD -724123.17000000 -0.02510110635 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 10 Year U.S. Treasury Notes TYU6 Comdty 2026-09-21 -89056517.46000000 USD -724123.17000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -335.00000000 NC -48742054.65000000 -1.68960136677 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 10 Year Euro BUND Futures RXU6 Comdty 2026-09-08 -42218368.30000000 EUR 330469.37000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 5029.00000000 NC USD -1403327.73000000 -0.04864514776 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUU6 Comdty 2026-09-30 1038045239.28000000 USD -1403327.73000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -40.00000000 NC USD 17423.20000000 0.000603960229 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT Ultra Long-Term U.S. Treasury Bond Futures WNU6 Comdty 2026-09-21 -4663673.20000000 USD 17423.20000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -497.00000000 NC USD -233016.66000000 -0.00807732193 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10 Year U.S. Treasury Notes Futures UXYU6 Comdty 2026-09-21 -55663952.09000000 USD -233016.66000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -332.00000000 NC USD -313524.91000000 -0.01086807111 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT U.S. Long Bond Futures USU6 Comdty 2026-09-21 -37368475.09000000 USD -313524.91000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 1138.00000000 NC USD 104626.85000000 0.003626799691 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVU6 Comdty 2026-09-30 121714716.90000000 USD 104626.85000000 N N N JYSKE REALKREDIT A/S 529900R9HQNZRT2OXB26 000000000 5732458.00000000 PA 842077.59000000 0.029189894788 Long DBT CORP DK N 2 2056-10-01 Fixed 3.50000000 N N N N N N REALKREDIT DANMARK 549300NLOMBOWE943Y30 000000000 56866657.00000000 PA 8340825.52000000 0.289127536782 Long DBT CORP DK Y 2 2056-10-01 Fixed 3.50000000 N N N N N N TK Elevator Midco GmbH 549300C2AFWPAYWS5574 000000000 3915977.13000000 PA USD 3937593.32000000 0.136493282916 Long LON CORP US N 2 2030-04-30 Floating 6.37700000 N N N N N N OPAL BIDCO SAS 969500R96XT7XY2UJ564 000000000 4500000.00000000 PA USD 4502407.50000000 0.156072080268 Long LON CORP US N 2 2032-04-28 Floating 6.20800000 N N N N N N Jazz Financing Lux Sarl 635400WUEO2NSG5OIU34 000000000 5491853.90000000 PA USD 5513189.75000000 0.191109976873 Long LON CORP LU N 2 2028-05-05 Floating 5.89400000 N N N N N N ICON Luxembourg SARL 635400PUWMHSPI2DDA35 000000000 970275.21000000 PA USD 972429.22000000 0.033708421834 Long LON CORP LU N 2 2028-07-03 Floating 5.73200000 N N N N N N PRA Health Sciences Inc 549300R1HR1VWWHIAK47 000000000 241744.69000000 PA USD 242281.36000000 0.008398474786 Long LON CORP US N 2 2028-07-03 Floating 5.73200000 N N N N N N Peer Holding III BV 7245002S0K5Q59JCVQ03 000000000 4000000.00000000 PA USD 4013000.00000000 0.139107190568 Long LON CORP NL N 2 2031-07-01 None 0.00000000 N N N N N N 2026-07-27 Calvert Fund James Kirchner James Kirchner Treasurer XXXX