NPORT-P false 0000701039 XXXXXXXX S000005150 C000211120 C000014105 C000014104 C000014103 CALVERT FUND 811-03416 0000701039 549300SAFDT1VZ80RP53 1825 Connecticut Avenue NW Suite 400 Washington 20009 202-238-2200 Calvert Short Duration Income Fund S000005150 549300KRHGOWQEB8SR45 2021-09-30 2020-12-31 N 1860536867.89 94247401.22 1766289466.67 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 85366526.88000000 0.00000000 0.00000000 1607212.25000000 USD N Tesla Auto Lease Trust N/A 88167HAC0 1660000.00000000 PA USD 1670359.73000000 0.094568855304 Long ABS-O CORP US N 2 2023-12-20 Fixed 0.68000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LBA3 11500000.00000000 PA USD 12401876.23000000 0.702142908284 Long DBT CORP US N 2 2027-05-15 Fixed 3.88000000 N N N N N N Small Business Lending Trust N/A 83165WAA4 2558443.43000000 PA USD 2545747.67000000 0.144129697766 Long ABS-O CORP US N 2 2026-12-15 Fixed 2.62000000 N N N N N N Mosaic Solar Loans LLC N/A 61946PAA1 6711264.14000000 PA USD 6674891.10000000 0.377904710748 Long ABS-O CORP US N 2 2046-08-20 Fixed 1.44000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691LAJ8 5555000.00000000 PA USD 5561232.71000000 0.314853981464 Long ABS-MBS CORP US N 2 2034-11-15 Floating 1.16000000 N N N N N N Change Healthcare Holdings LLC 549300GHXFJ3EKF50583 15911AAC7 5109498.72000000 PA USD 5092821.32000000 0.288334467033 Long LON CORP US N 2 2024-03-01 Floating 3.50000000 N N N N N N Conn Funding II, L.P N/A 20825XAA6 2583713.41000000 PA USD 2587128.05000000 0.146472483634 Long ABS-O CORP US N 2 2025-06-16 Fixed 1.71000000 N N N N N N Azul Investments LLP 549300C6XNC8IDH04C74 05502FAA6 2850000.00000000 PA USD 2670478.50000000 0.151191441176 Long DBT CORP US N 2 2024-10-26 Fixed 5.88000000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAA8 562500.00000000 PA USD 568667.81000000 0.032195618030 Long DBT CORP US N 2 2021-09-20 Fixed 3.36000000 N N N N N N Theorem Funding Trust 2020-1 N/A 88337YAA2 2948809.02000000 PA USD 2972649.55000000 0.168299115524 Long ABS-O CORP US N 2 2026-10-15 Fixed 2.48000000 N N N N N N Multifamily Connecticut Avenue Securities 549300HG8ZEWVWVSN227 62547NAA7 288700.88000000 PA USD 282207.88000000 0.015977442278 Long ABS-MBS CORP US N 2 2049-10-15 Floating 1.85000000 N N N N N N Tesla Auto Lease Trust N/A 88165GAC4 10740000.00000000 PA USD 10976267.11000000 0.621430819643 Long ABS-O CORP US N 2 2022-10-20 Fixed 2.16000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJJ9 6200000.00000000 PA USD 6253099.34000000 0.354024606838 Long DBT CORP US N 2 2024-10-24 Floating 0.82000000 N N N N N N Verizon Owner Trust 549300ESLK4DH2NBDS67 92290BAA9 5821000.00000000 PA USD 5845463.33000000 0.330945942910 Long ABS-O CORP US N 2 2025-02-20 Fixed 0.47000000 N N N N N N Small Business Lending Trust N/A 831645AA4 2452633.44000000 PA USD 2446594.81000000 0.138516073167 Long ABS-O CORP US N 2 2026-07-15 Fixed 2.85000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BV1 7275000.00000000 PA USD 7357571.25000000 0.416555235641 Long DBT CORP GB N 2 2023-10-14 Fixed 1.32000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599AS3 2500000.00000000 PA USD 2566569.70000000 0.145308554935 Long DBT CORP US N 2 2022-02-01 Fixed 3.38000000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887BT5 10769000.00000000 PA USD 11133134.14000000 0.630311981704 Long DBT CORP US N 2 2022-06-06 Fixed 2.89000000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAN1 8750000.00000000 PA USD 9308381.25000000 0.527002024619 Long DBT CORP US N 2 2028-08-09 Fixed 4.68000000 N N N N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 42824CBD0 5663000.00000000 PA USD 5668139.74000000 0.320906615079 Long DBT CORP US N 2 2021-03-12 Floating 0.90000000 N N N N N N HAT HOLDINGS I LLC/HAT N/A 418751AB9 3344000.00000000 PA USD 3582260.00000000 0.202812736394 Long DBT US N 2 2025-04-15 Fixed 6.00000000 N N N N N N HAT HOLDINGS I LLC/HAT N/A 418751AA1 5375000.00000000 PA USD 5600642.50000000 0.317085200681 Long DBT US N 2 2024-07-15 Fixed 5.25000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BR0 8300000.00000000 PA USD 8335549.32000000 0.471924306705 Long DBT CORP GB N 2 2022-09-10 Floating 1.43000000 N N N N N N Toorak Mortgage Corp. N/A 89052WAA7 5310000.00000000 PA USD 5383289.68000000 0.304779583504 Long ABS-MBS CORP US N 2 2023-03-25 Variable 2.73000000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBB6 5000000.00000000 PA USD 5036425.00000000 0.285141540785 Long DBT CORP KY N 2 2031-07-15 Fixed 3.38000000 N N N N N N Marlette Funding Trust N/A 57108RAA9 1161332.52000000 PA USD 1163638.93000000 0.065880420619 Long ABS-O CORP US N 2 2030-09-16 Fixed 1.02000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46642MAG3 4200000.00000000 PA USD 1445856.72000000 0.081858423960 Long ABS-MBS CORP US N 2 2027-06-10 Fixed 3.77000000 N N N N N N RADIAN GROUP INC 54930005OUP720S5U385 750236AX9 5610000.00000000 PA USD 6363843.75000000 0.360294497028 Long DBT CORP US N 2 2025-03-15 Fixed 6.63000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAC7 4000000.00000000 PA USD 4119157.72000000 0.233209663406 Long DBT CORP GB N 2 2027-09-02 Fixed 1.75000000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 05533UAH1 6660000.00000000 PA USD 6734925.00000000 0.381303581722 Long DBT CORP MX N 2 2025-09-18 Fixed 1.88000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBT9 1000000.00000000 PA USD 1062525.00000000 0.060155768352 Long DBT CORP US N 2 2027-05-01 Fixed 5.13000000 N N N N N N Helios Issuer, LLC N/A 86746CAA9 1383318.10000000 PA USD 1444747.25000000 0.081795610360 Long ABS-O CORP US N 2 2047-06-20 Fixed 2.98000000 N N N N N N NEXTERA ENERGY OPERATING 549300KJEC5IUVJWR786 65342QAC6 779000.00000000 PA USD 834503.75000000 0.047246148819 Long DBT CORP US N 2 2024-09-15 Fixed 4.25000000 N N N N N N Cushman & Wakefield U.S. Borrower, LLC N/A 23340DAP7 3479332.82000000 PA USD 3416269.91000000 0.193415064431 Long LON CORP US N 2 2025-08-21 Floating 2.90000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAR2 14382000.00000000 PA USD 15278214.33000000 0.864989268084 Long DBT CORP US N 2 2027-12-15 Fixed 4.25000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XAM6 3690000.00000000 PA USD 3708643.21000000 0.209968030721 Long DBT CORP US N 2 2021-04-01 Fixed 3.88000000 N N N N N N Tesla Auto Lease Trust N/A 88167HAD8 1078000.00000000 PA USD 1085960.60000000 0.061482595038 Long ABS-O CORP US N 2 2023-12-20 Fixed 0.78000000 N N N N N N Banc of America Merrill Lynch Large Loan Inc N/A 05492PAL2 6285000.00000000 PA USD 5139927.68000000 0.291001434192 Long ABS-MBS CORP US N 2 2032-11-05 Variable 3.72000000 N N N N N N AGNC Investment Corp 5TRACI5HRMELWV32OF39 00123Q500 49700.00000000 NS USD 1266853.00000000 0.071723974122 Long EP US N 1 N N N Toorak Mortgage Corp. N/A 89051QAA1 4549806.00000000 PA USD 4570388.41000000 0.258756477703 Long ABS-MBS CORP US N 2 2021-08-25 Variable 4.34000000 N N N N N N SS&C Technologies Inc. 549300KY09TR3J12JU49 78466DBD5 1280323.10000000 PA USD 1268120.34000000 0.071795725668 Long LON CORP US N 2 2025-04-16 None 0.00000000 N N N N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAB9 6964687.50000000 PA USD 6970241.14000000 0.394626207738 Long ABS-O CORP US N 2 2048-09-05 Fixed 4.67000000 N N N N N N CALVERT CASH RESERVES FUND CALVERT CASH RESERVES FUND N/A 000000000 67693195.89100000 NS USD 67699965.21000000 3.832891861017 Long EC RF US N 2 N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 58933YAY1 3300000.00000000 PA USD 3338902.91000000 0.189034865066 Long DBT CORP US N 2 2026-02-24 Fixed 0.75000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397XW8 4500000.00000000 PA USD 4516875.00000000 0.255726769888 Long DBT CORP US N 2 2021-03-18 Fixed 3.34000000 N N N N N N Tesla Auto Lease Trust N/A 88161NAB5 1000000.00000000 PA USD 1016161.20000000 0.057530841867 Long ABS-O CORP US N 2 2021-10-20 Fixed 4.12000000 N N N N N N Resimac N/A 76120GAA7 4248215.71000000 PA USD 4260501.55000000 0.241211966124 Long ABS-MBS CORP AU N 2 2052-02-07 Floating 1.20000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RBX1 0.00000000 PA USD 0.00000000 0.000000 Long ABS-O CORP US N 2 2021-07-20 Fixed 2.50000000 N N N N N N Vantage Data Centers LLC 5493000RL8X7WTQ7HO20 92212KAC0 10045000.00000000 PA USD 10152671.35000000 0.574802236076 Long ABS-O CORP US N 2 2045-09-15 Fixed 1.99000000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AE1 7040900.00000000 PA USD 7236777.84000000 0.409716412658 Long ABS-O CORP US N 2 2047-11-20 Fixed 3.63000000 N N N N N N Mosaic Solar Loans LLC N/A 61945LAB9 4072816.85000000 PA USD 4225507.98000000 0.239230775008 Long ABS-O CORP US N 2 2040-09-20 Fixed 3.28000000 N N N N N N Freddie Mac - STACR N/A 35565XAH3 3255000.00000000 PA USD 3292100.16000000 0.186385087049 Long ABS-MBS USGSE US N 2 2050-08-25 Floating 3.90000000 N N N N N N NuStar Logistics LP N62BF2PKP51FIIOIUN20 67059TAD7 5978000.00000000 PA USD 6014615.25000000 0.340522624603 Long DBT CORP US N 2 2021-02-01 Fixed 6.75000000 N N N N N N Fannie Mae - CAS N/A 30711XAP9 7320137.33000000 PA USD 7523465.12000000 0.425947460026 Long ABS-MBS USGSE US N 2 2024-11-25 Floating 5.05000000 N N N N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAA1 7321475.00000000 PA USD 7337317.21000000 0.415408535716 Long ABS-O CORP US N 2 2048-09-05 Fixed 4.26000000 N N N N N N City of San Francisco CA Public Utilities Commission Water Revenue N/A 79765R4P1 500000.00000000 PA USD 531280.00000000 0.030078874953 Long DBT MUN US N 2 2024-11-01 Fixed 2.08000000 N N N N N N JABIL INC 5493000CGCQY2OQU7669 466313AK9 8870000.00000000 PA USD 9450791.99000000 0.535064731366 Long DBT CORP US N 2 2031-01-15 Fixed 3.00000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAZ4 4647000.00000000 PA USD 4672217.22000000 0.264521603517 Long DBT CORP DK N 2 2026-09-11 Fixed 1.62000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822BV5 4685039.00000000 PA USD 4714251.95000000 0.266901435974 Long DBT CORP JP N 2 2024-09-15 Fixed 0.85000000 N N N N N N Bombardier Recreational Products, Inc. N/A 000000000 744847.62000000 PA USD 737709.75000000 0.041766073110 Long LON CORP CA N 2 2027-05-24 Floating 2.15000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691LAG4 3600000.00000000 PA USD 3600661.32000000 0.203854542980 Long ABS-MBS CORP US N 2 2034-11-15 Floating 1.01000000 N N N N N N SMBC AVIATION CAPITAL FI 549300OD7VKRVNWB2J98 78448TAE2 3800000.00000000 PA USD 4040123.37000000 0.228735065584 Long DBT CORP IE N 2 2024-04-15 Fixed 3.55000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MT5 17150000.00000000 PA USD 17269598.96000000 0.977733224699 Long DBT CORP US N 2 2024-10-30 Fixed 0.78000000 N N N N N N Crown Castle Towers LLC N/A 22822RBB5 2765000.00000000 PA USD 2795195.46000000 0.158252399323 Long DBT CORP US N 2 2022-05-15 Fixed 3.22000000 N N N N N N ALLIANCE DATA SYSTEMS CO 549300G8S4PO686J7H97 018581AK4 4949000.00000000 PA USD 5007769.38000000 0.283519178169 Long DBT CORP US N 2 2024-12-15 Fixed 4.75000000 N N N N N N State Street Global Advisors 5493008BJIBKQ5KTIF74 857492706 3488490.00000000 NS USD 3488490.00000000 0.197503867051 Long STIV RF US N 1 N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 341081GA9 5000000.00000000 PA USD 5001064.95000000 0.283139601088 Long DBT CORP US N 2 2023-07-28 Floating 0.60000000 N N N N N N DELTA AIR LINES/SKYMILES N/A 830867AA5 8526000.00000000 PA USD 9116039.10000000 0.516112408074 Long DBT CORP XX N 2 2025-10-20 Fixed 4.50000000 N N N N N N City of San Francisco CA Public Utilities Commission Water Revenue N/A 79765R4M8 675000.00000000 PA USD 695385.00000000 0.039369820922 Long DBT MUN US N 2 2022-11-01 Fixed 1.95000000 N N N N N N Fannie Mae - CAS N/A 20754HAE8 704332.16000000 PA USD 703936.68000000 0.039853981653 Long ABS-MBS USGSE US N 2 2039-07-25 Floating 2.15000000 N N N N N N SMBC AVIATION CAPITAL FI 549300OD7VKRVNWB2J98 78448TAB8 2625000.00000000 PA USD 2695558.16000000 0.152611347735 Long DBT CORP IE N 2 2022-07-15 Fixed 3.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BEC6 12000000.00000000 PA USD 12231087.48000000 0.692473556050 Long DBT CORP US N 2 2023-10-24 Floating 1.61000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DM9 12499000.00000000 PA USD 12559410.29000000 0.711061834823 Long DBT CORP US N 2 2027-08-21 Fixed 1.30000000 N N N N N N BLOCK FINANCIAL LLC N/A 093662AH7 5743000.00000000 PA USD 6205684.05000000 0.351340149341 Long DBT CORP US N 2 2030-08-15 Fixed 3.88000000 N N N N N N Tesla Inc 54930043XZGB27CTOV49 88160RAE1 5884000.00000000 PA USD 6141425.00000000 0.347702067859 Long DBT CORP US N 2 2025-08-15 Fixed 5.30000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828Q60 3845240.00000000 PA USD 3858511.58000000 0.218452957615 Long DBT UST US N 2 2021-04-15 Fixed 0.13000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397YQ0 11297000.00000000 PA USD 11499781.15000000 0.651070018080 Long DBT CORP US N 2 2022-08-03 Fixed 2.98000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236THG3 10700000.00000000 PA USD 10748928.64000000 0.608559856288 Long DBT CORP US N 2 2027-08-13 Fixed 1.15000000 N N N N N N Seattle Spinco, Inc. 213800AAQDP1DDU8BK05 81271EAB7 1862774.34000000 PA USD 1840653.89000000 0.104210205899 Long LON CORP US N 2 2024-06-21 Floating 2.90000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAM5 4620000.00000000 PA USD 4672114.71000000 0.264515799825 Long DBT CORP GB N 2 2023-06-15 Fixed 1.33000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22534UAE2 4191000.00000000 PA USD 4227206.89000000 0.239326960261 Long ABS-O CORP US N 2 2026-10-15 Fixed 3.48000000 N N N N N N California Health Facilities Financing Authority 5493007RI8BUDOGHZ546 13032UVA3 2000000.00000000 PA USD 2073620.00000000 0.117399782942 Long DBT MUN US N 2 2023-06-01 Fixed 1.97000000 N N N N N N SYNOVUS BANK GA DX0JX77PRMOELF7VG772 87164DSE1 2946000.00000000 PA USD 3120326.25000000 0.176659959133 Long DBT CORP US N 2 2030-10-29 Fixed 4.00000000 N N N N N N Freddie Mac - STACR 5493007ZK0X40BI7UF30 35565KAA6 3413153.37000000 PA USD 3423074.72000000 0.193800324612 Long ABS-MBS USGSE US N 2 2050-02-25 Floating 0.90000000 N N N N N N Horizon Aircraft Finance III Limited N/A 44040JAA6 4239738.98000000 PA USD 4112719.79000000 0.232845174452 Long ABS-O CORP KY N 2 2039-11-15 Fixed 3.43000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46642MAJ7 1920000.00000000 PA USD 387681.98000000 0.021948949326 Long ABS-MBS CORP US N 2 2027-06-10 Variable 3.80000000 N N N N N N PENSKE AUTOMOTIVE GROUP 549300W7UTQ0M4C7LB15 70959WAJ2 643000.00000000 PA USD 654252.50000000 0.037041068994 Long DBT CORP US N 2 2025-09-01 Fixed 3.50000000 N N N N N N Morgan Stanley Capital I Trust N/A 61769GAA5 17880000.00000000 PA USD 17258060.29000000 0.977079952955 Long ABS-MBS CORP US N 2 2036-05-15 Floating 1.56000000 N N N N N N Willis Engine Securitization Trust N/A 97064FAC9 1453054.09000000 PA USD 785976.28000000 0.044498724293 Long ABS-O CORP US N 2 2045-03-15 Fixed 6.66000000 N N N N N N Solarcity LMC Series LLC 549300EE9TJJ2SFMZ938 83417FAA7 2948522.37000000 PA USD 3009536.14000000 0.170387481598 Long ABS-O CORP US N 2 2044-07-20 Fixed 4.02000000 N N N N N N Springleaf Funding Trust N/A 85172MAA2 2933268.41000000 PA USD 2937522.82000000 0.166310385439 Long ABS-O CORP US N 2 2028-05-15 Fixed 3.48000000 N N N N N N Freddie Mac - STACR 549300TCRXCIFPAC3B85 35565JAA9 493100.23000000 PA USD 494220.80000000 0.027980736415 Long ABS-MBS USGSE US N 2 2050-01-25 Floating 0.90000000 N N N N N N Western Digital Corp 549300QQXOOYEF89IC56 958102AM7 4199000.00000000 PA USD 4645143.75000000 0.262988815687 Long DBT CORP US N 2 2026-02-15 Fixed 4.75000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAM7 11400000.00000000 PA USD 11582291.70000000 0.655741423960 Long DBT CORP GB N 2 2026-08-21 Fixed 1.53000000 N N N N N N Fannie Mae - CAS N/A 20753QAE9 5453281.25000000 PA USD 5460079.86000000 0.309127125707 Long ABS-MBS USGSE US N 2 2031-04-25 Floating 2.55000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YBJ7 5074000.00000000 PA USD 5104847.18000000 0.289015321459 Long DBT CORP JP N 2 2024-09-08 Fixed 0.85000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AU3 8024000.00000000 PA USD 8195240.10000000 0.463980579324 Long DBT CORP IT N 2 2026-09-22 Fixed 2.57000000 N N N N N N Vivint Solar Financing LLC N/A 92855HAA3 7320000.00000000 PA USD 7559129.76000000 0.427966644349 Long ABS-O CORP US N 2 2051-07-31 Fixed 2.21000000 N N N N N N Conn Funding II, L.P N/A 20824LAA3 1515937.69000000 PA USD 1517144.38000000 0.085894436253 Long ABS-O CORP US N 2 2024-06-17 Fixed 2.66000000 N N N N N N InSite Issuer LLC N/A 45780KAD8 2745000.00000000 PA USD 2839007.74000000 0.160732869304 Long ABS-O CORP US N 2 2046-11-15 Fixed 2.88000000 N N N N N N MA FinanceCo., LLC N/A 55280FAG6 275833.89000000 PA USD 272558.36000000 0.015431126389 Long LON CORP US N 2 2024-06-21 Floating 2.90000000 N N N N N N Hertz Fleet Lease Funding LP 549300FESQ105M6ZTE59 428041BC0 2723335.34000000 PA USD 2723481.58000000 0.154192256218 Long ABS-O CORP US N 2 2032-05-10 Floating 0.65000000 N N N N N N Tesla Auto Lease Trust N/A 88165GAD2 2260000.00000000 PA USD 2317380.04000000 0.131200467631 Long ABS-O CORP US N 2 2022-11-21 Fixed 2.20000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHW2 8640000.00000000 PA USD 9213906.30000000 0.521653243925 Long DBT CORP US N 2 2025-10-22 Fixed 2.46000000 N N N N N N WFLD Mortgage Trust N/A 92939GAA5 7000000.00000000 PA USD 7147753.20000000 0.404676205960 Long ABS-MBS CORP US N 2 2031-08-10 Variable 3.75000000 N N N N N N Centene Corp 549300Z7JJ4TQSQGT333 15137TAA8 2000000.00000000 PA USD 2111920.00000000 0.119568170441 Long DBT CORP US N 2 2026-06-01 Fixed 5.38000000 N N N N N N Ultimate Software Group Inc(The) 529900FKHWSTQ1GXK240 90385KAB7 6880000.00000000 PA USD 6886880.00000000 0.389906644972 Long LON CORP US N 2 2026-05-04 None 0.00000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAG6 1460000.00000000 PA USD 1552899.80000000 0.087918760163 Long DBT US N 2 2028-07-15 Fixed 5.00000000 N N N N N N Freddie Mac - STACR N/A 35566AAH2 1450000.00000000 PA USD 1469057.93000000 0.083171980455 Long ABS-MBS USGSE US N 2 2050-10-25 Floating 2.88000000 N N N N N N Jaguar Holding Company II N/A 47009YAK3 5188997.39000000 PA USD 5190943.26000000 0.293889725209 Long LON CORP US N 2 2022-08-18 Floating 3.50000000 N N N N N N Thunderbolt Aircraft Lease Limited/ US LLC N/A 88606WAA0 7432852.49000000 PA USD 7212402.26000000 0.408336368194 Long ABS-O CORP KY N 2 2032-05-17 Variable 4.21000000 N N N N N N US CELLULAR CORP N/A 911684801 186400.00000000 NS USD 4699144.00000000 0.266046086367 Long EP CORP US N 1 N N N CenturyLink, Inc. 8M3THTGWLTYZVE6BBY25 15669GAH7 10859874.06000000 PA USD 10749016.47000000 0.608564828859 Long LON CORP US N 2 2027-03-15 Floating 2.40000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 064159QD1 12241000.00000000 PA USD 12753642.43000000 0.722058454781 Long DBT CORP CA N 2 2023-01-18 Fixed 2.38000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AV1 4905000.00000000 PA USD 5183993.02000000 0.293496231383 Long DBT CORP GB N 2 2026-02-05 Fixed 2.44000000 N N N N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 67059TAG0 4828000.00000000 PA USD 5149062.00000000 0.291518581589 Long DBT CORP US N 2 2025-10-01 Fixed 5.75000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397ZG1 4509000.00000000 PA USD 4455771.07000000 0.252267318244 Long DBT CORP US N 2 2021-10-12 Floating 1.10000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJK6 12997000.00000000 PA USD 13173231.78000000 0.745813867351 Long DBT CORP US N 2 2026-10-24 Fixed 1.20000000 N N N N N N LUNAR AIRCRAFT 2020-1 LIMITED N/A 55037LAC8 448273.99000000 PA USD 221342.28000000 0.012531483891 Long ABS-O CORP US N 2 2045-02-15 Fixed 6.41000000 N Y N N N N DXC TECHNOLOGY CO 549300DOVZ3EDJB7O259 23355LAK2 9000000.00000000 PA USD 9954869.58000000 0.563603518440 Long DBT CORP US N 2 2025-04-15 Fixed 4.13000000 N N N N N N Fanniemae-Aces N/A 3136B1XJ8 10820000.00000000 PA USD 12350830.91000000 0.699252933511 Long ABS-MBS USGSE US N 2 2028-03-25 Variable 3.05000000 N N N N N N Motel 6 Trust N/A 61975FAJ8 12241009.84000000 PA USD 12203529.09000000 0.690913314056 Long ABS-MBS CORP US N 2 2034-08-15 Floating 1.56000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJG5 3786719.00000000 PA USD 3830037.25000000 0.216840858889 Long DBT CORP US N 2 2025-09-25 Fixed 0.98000000 N N N N N N Focus Brands Funding LLC N/A 34417MAA5 14079350.00000000 PA USD 14131304.21000000 0.800055963456 Long ABS-O CORP US N 2 2047-04-30 Fixed 3.86000000 N N N N N N Credit Acceptance Auto Loan Trust 549300J9CNONESCISQ91 22534BAC8 2295000.00000000 PA USD 2312950.80000000 0.130949702392 Long ABS-O CORP US N 2 2027-04-15 Fixed 3.60000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RBV5 0.00000000 PA USD 0.00000000 0.000000 Long ABS-O CORP US N 2 2021-02-20 Fixed 2.50000000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCF0 4889000.00000000 PA USD 4956379.76000000 0.280609710555 Long DBT CORP US N 2 2031-01-15 Fixed 2.45000000 N N N N N N MACY'S RETAIL HLDGS LLC N/A 55616XAF4 1927000.00000000 PA USD 1922182.50000000 0.108826018400 Long DBT CORP US N 2 2022-01-15 Fixed 3.88000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475AY1 19660000.00000000 PA USD 20901329.45000000 1.183346775509 Long DBT CORP US N 2 2024-11-01 Fixed 2.20000000 N N N N N N retl N/A 74952PAG2 67228.84000000 PA USD 66060.73000000 0.003740085147 Long ABS-MBS CORP US N 2 2036-03-15 Floating 1.71000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 270.00000000 NC USD 45942.12000000 0.002601052707 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 5 Year US Treasury Note FVH1 Comdty 2021-03-31 34018354.89000000 USD 45942.12000000 N N N Freddie Mac - STACR N/A 35565XAA8 3058249.02000000 PA USD 3074283.73000000 0.174053222193 Long ABS-MBS USGSE US N 2 2050-08-25 Floating 1.65000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BW2 1624000.00000000 PA USD 1850142.00000000 0.104747383422 Long DBT CORP MX N 2 2027-06-05 Fixed 7.38000000 N N N N N N CKE Restaurants Holdings Inc N/A 411707AH5 4870000.00000000 PA USD 5017607.75000000 0.284076185963 Long ABS-O CORP US N 2 2050-12-20 Fixed 3.98000000 N N N N N N Tesla Auto Lease Trust N/A 88165GAB6 1686575.61000000 PA USD 1702276.45000000 0.096375847907 Long ABS-O CORP US N 2 2022-04-20 Fixed 2.13000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AC2 2100000.00000000 PA USD 2124569.01000000 0.120284305041 Long DBT CORP CH N 2 2027-01-30 Fixed 1.36000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAB9 3350000.00000000 PA USD 3404282.76000000 0.192736401605 Long DBT CORP GB N 2 2025-09-02 Fixed 1.20000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828ZJ2 3528245.00000000 PA USD 3796581.76000000 0.214946747497 Long DBT UST US N 2 2025-04-15 Fixed 0.13000000 N N N N N N Digital Realty Trust LP CD4SPTZ3YBTHY0C1AH38 25389JAS5 5000000.00000000 PA USD 5223832.80000000 0.295751794854 Long DBT US N 2 2023-02-01 Fixed 2.75000000 N N N N N N Fannie Mae - CAS N/A 30711XAF1 6081371.53000000 PA USD 5939630.57000000 0.336277302338 Long ABS-MBS USGSE US N 2 2024-05-25 Floating 2.75000000 N N N N N N Helios Issuer, LLC N/A 42329GAA8 1689890.14000000 PA USD 1770325.53000000 0.100228505202 Long ABS-O CORP US N 2 2049-09-20 Fixed 4.94000000 N N N N N N Freddie Mac - STACR 549300KB1O80CETXGJ21 35564TAH3 8357396.33000000 PA USD 8314563.84000000 0.470736195674 Long ABS-MBS USGSE US N 2 2049-07-25 Floating 2.20000000 N N N N N N Consumer Loan Underlying Bond Credit Trust N/A 21054PAB1 3660573.89000000 PA USD 3682917.30000000 0.208511536160 Long ABS-O CORP US N 2 2026-10-15 Fixed 2.47000000 N N N N N N CALVERT IMPACT CAPITAL NOTE N/A 000000000 4000000.00000000 PA USD 3855920.00000000 0.218306233081 Long DBT CORP US N 2 2023-12-15 Fixed 1.00000000 N N N N N N Marlette Funding Trust N/A 57108RAC5 9160000.00000000 PA USD 9264988.26000000 0.524545293103 Long ABS-O CORP US N 2 2030-09-16 Fixed 1.83000000 N N N N N N KFW 549300GDPG70E3MBBU98 500769HP2 5000000.00000000 PA USD 5159221.60000000 0.292093776097 Long DBT CORP DE N 2 2022-09-29 Fixed 2.00000000 N N N N N N Nordstrom Inc 549300S3IZB5P35KNV16 655664AS9 3500000.00000000 PA USD 3476513.60000000 0.196825812846 Long DBT CORP US N 2 2027-03-15 Fixed 4.00000000 N N N N N N VEREIT OPERATING PARTNER 5493005TQOUJE1LCS698 92340LAH2 2493000.00000000 PA USD 2551406.28000000 0.144450064847 Long DBT US N 2 2028-06-15 Fixed 2.20000000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAD5 3198000.00000000 PA USD 3534661.20000000 0.200117889321 Long DBT CORP US N 2 2024-08-15 Fixed 4.25000000 N N N N N N Freddie Mac - STACR 5493003FQV7GR462GO02 35565HAA3 858191.38000000 PA USD 860006.80000000 0.048690025968 Long ABS-MBS USGSE US N 2 2050-01-25 Floating 0.85000000 N N N N N N AMER AIRLN 15-2 B PTT N/A 02377BAC0 499198.92000000 PA USD 379344.50000000 0.021476915712 Long DBT CORP US N 2 2023-09-22 Fixed 4.40000000 N N N N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 254709AJ7 11324000.00000000 PA USD 12050587.59000000 0.682254399258 Long DBT CORP US N 2 2022-11-21 Fixed 3.85000000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902VAG2 3500000.00000000 PA USD 3500960.37000000 0.198209887793 Long DBT CORP US N 2 2023-04-05 Floating 0.69000000 N N N N N N FLOWSERVE CORPORATION 6Y0GK87T6V7NJKZJVM41 34354PAF2 2073000.00000000 PA USD 2213399.90000000 0.125313542415 Long DBT CORP US N 2 2030-10-01 Fixed 3.50000000 N N N N N N ADAMS OUTDOOR ADVERTISING 549300BTFXNHDCUHER30 006346AS9 3092942.09000000 PA USD 3266119.01000000 0.184914141856 Long ABS-O CORP US N 2 2048-11-15 Fixed 4.81000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAL2 10529000.00000000 PA USD 11223587.92000000 0.635433100394 Long DBT CORP NL N 2 2024-09-10 Fixed 2.65000000 N N N N N N USI, Inc. N/A 90351NAE5 3130000.00000000 PA USD 3090549.48000000 0.174974121644 Long LON CORP US N 2 2024-05-16 None 0.00000000 N N N N N N OneMain Financial Issuance Trust 549300KQ3WN93FBBU117 68267LAA6 3205406.52000000 PA USD 3210081.93000000 0.181741554290 Long ABS-O CORP US N 2 2032-09-14 Fixed 2.37000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWM2 5484000.00000000 PA USD 5697459.05000000 0.322566553077 Long DBT CORP US N 2 2023-07-24 Fixed 2.91000000 N N N N N N Motel 6 Trust N/A 61975FAL3 1769397.52000000 PA USD 1755390.26000000 0.099382932023 Long ABS-MBS CORP US N 2 2034-08-15 Floating 2.31000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAC6 8238000.00000000 PA USD 8298648.98000000 0.469835162163 Long DBT CORP US N 2 2027-08-03 Fixed 1.13000000 N N N N N N SMBC AVIATION CAPITAL FI 549300OD7VKRVNWB2J98 78448TAA0 3160000.00000000 PA USD 3193550.89000000 0.180805635217 Long DBT CORP IE N 2 2021-07-15 Fixed 2.65000000 N N N N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102AP0 3500000.00000000 PA USD 3496310.51000000 0.197946631963 Long DBT CORP US N 2 2024-02-01 Fixed 1.50000000 N N N N N Western Digital Corp USD XXXX N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183AR5 393210.42000000 PA USD 393825.32000000 0.022296759813 Long ABS-O CORP US N 2 2029-08-15 Fixed 1.91000000 N N N N N N EMPOWER FINANCE 2020 LP N/A 29248HAA1 2405000.00000000 PA USD 2424270.52000000 0.137252164254 Long DBT CORP US N 2 2027-09-17 Fixed 1.36000000 N N N N N N Sprint Corp 549300ZTTY7CXOLJ6539 85207UAE5 4985000.00000000 PA USD 5193123.75000000 0.294013175529 Long DBT CORP US N 2 2021-09-15 Fixed 7.25000000 N N N N N N Avant Loans Funding Trust N/A 05354NAA8 8852525.92000000 PA USD 8885882.24000000 0.503081879141 Long ABS-O CORP US N 2 2026-10-15 Fixed 2.72000000 N N N N N N Freddie Mac - STACR N/A 3137G0TH2 7998209.02000000 PA USD 7929175.68000000 0.448917112943 Long ABS-MBS USGSE US N 2 2030-07-25 Floating 1.95000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAR6 3019000.00000000 PA USD 3421290.99000000 0.193699337201 Long DBT CORP IE N 2 2027-10-15 Fixed 4.63000000 N N N N N BX Commercial Mortgage Trust 2019-XL N/A 056054AA7 4569919.69000000 PA USD 4588729.94000000 0.259794899227 Long ABS-MBS CORP US N 2 2036-10-15 Floating 1.08000000 N N N N N N Newmark Group Inc N/A 65158NAB8 6263000.00000000 PA USD 6815768.00000000 0.385880577822 Long DBT CORP US N 2 2023-11-15 Fixed 6.13000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RJX1 4598000.00000000 PA USD 4906531.64000000 0.277787516292 Long DBT CORP US N 2 2027-06-01 Fixed 2.30000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397VU4 811000.00000000 PA USD 831072.25000000 0.047051871490 Long DBT CORP US N 2 2021-08-02 Fixed 5.88000000 N N N N N N Freddie Mac - STACR N/A 3137G0QQ5 4594000.00000000 PA USD 4660847.29000000 0.263877885134 Long ABS-MBS USGSE US N 2 2030-03-25 Floating 2.65000000 N N N N N N Stack Infrastructure Issuer LLC N/A 85236KAA0 33568091.38000000 PA USD 36034399.48000000 2.040118573992 Long ABS-O CORP US N 2 2044-02-25 Fixed 4.54000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2M5 8425000.00000000 PA USD 8613023.59000000 0.487633751575 Long DBT CORP FR N 2 2028-09-30 Fixed 1.90000000 N N N N N N MACY'S RETAIL HLDGS LLC N/A 55616XAH0 6625000.00000000 PA USD 6376562.50000000 0.361014580017 Long DBT CORP US N 2 2023-02-15 Fixed 2.88000000 N N N N N N Consumer Loan Underlying Bond Credit Trust N/A 21053NAB7 5995000.00000000 PA USD 6076306.59000000 0.344015332971 Long ABS-O CORP US N 2 2026-01-15 Fixed 4.32000000 N N N N N N SolarWinds Holdings, Inc. 549300GUYI8M0E3S0X29 83417UAH9 862222.24000000 PA USD 827194.46000000 0.046832327068 Long LON CORP US N 2 2024-02-05 Floating 2.90000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABH7 3100000.00000000 PA USD 3228371.00000000 0.182777005746 Long DBT CORP US N 2 2028-02-15 Fixed 2.05000000 N N N N N N Consumer Loan Underlying Bond Credit Trust N/A 21054AAA6 623690.37000000 PA USD 628278.98000000 0.035570555781 Long ABS-O CORP US N 2 2026-07-15 Fixed 2.94000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAP0 5591000.00000000 PA USD 6065252.55000000 0.343389498972 Long DBT CORP IE N 2 2023-09-15 Fixed 4.50000000 N N N N N N ExteNet Systems N/A 30227XAA9 3860000.00000000 PA USD 4011335.16000000 0.227105196271 Long ABS-O CORP US N 2 2049-07-26 Fixed 3.20000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAE9 3000000.00000000 PA USD 3205262.04000000 0.181468672065 Long DBT CORP ES N 2 2025-05-28 Fixed 2.75000000 N N N N N N BX Trust N/A 05607QAK4 4995427.85000000 PA USD 5007111.16000000 0.283481912477 Long ABS-MBS CORP US N 2 2036-12-15 Floating 1.16000000 N N N N N N Hyland Software, Inc. N/A 44908XAT5 3554545.45000000 PA USD 3565624.97000000 0.201870929838 Long LON CORP US N 2 2024-07-01 Floating 4.25000000 N N N N N N OneMain Financial Issuance Trust 549300KQ3WN93FBBU117 68267LAB4 1042546.07000000 PA USD 1043361.55000000 0.059070813119 Long ABS-O CORP US N 2 2032-09-14 Floating 0.95000000 N N N N N N Level 3 Financing Inc. N/A 52729KAP1 775854.03000000 PA USD 765324.91000000 0.043329529187 Long LON CORP US N 2 2027-03-01 Floating 1.90000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAN1 4394000.00000000 PA USD 4608207.50000000 0.260897638068 Long DBT US N 2 2031-02-15 Fixed 4.50000000 N N N N N N TERRAFORM POWER OPERATIN 5493000S2OLR3UT5BE13 88104LAC7 10500000.00000000 PA USD 10874062.50000000 0.615644417588 Long DBT CORP US N 2 2023-01-31 Fixed 4.25000000 N N N N N N RADIAN GROUP INC 54930005OUP720S5U385 750236AW1 4214000.00000000 PA USD 4638349.80000000 0.262604170354 Long DBT CORP US N 2 2027-03-15 Fixed 4.88000000 N N N N N N Mosaic Solar Loans LLC N/A 61946NAB4 1383751.77000000 PA USD 1450596.94000000 0.082126795600 Long ABS-O CORP US N 2 2046-04-20 Fixed 3.10000000 N N N N N N California Health Facilities Financing Authority 5493007RI8BUDOGHZ546 13032UVB1 2500000.00000000 PA USD 2619025.00000000 0.148278356940 Long DBT MUN US N 2 2024-06-01 Fixed 2.02000000 N N N N N N MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01 5493002KQF9IH3CTQZ40 62548QAD3 3545000.00000000 PA USD 3477533.33000000 0.196883545739 Long ABS-MBS CORP US N 2 2050-03-25 Floating 3.90000000 N N N N N N Stack Infrastructure Issuer LLC N/A 85236KAC6 2720000.00000000 PA USD 2831266.50000000 0.160294592331 Long ABS-O CORP US N 2 2044-10-25 Fixed 3.08000000 N N N N N N Banc of America Merrill Lynch Large Loan Inc N/A 05492PAJ7 10820000.00000000 PA USD 9235530.02000000 0.522877489464 Long ABS-MBS CORP US N 2 2032-11-05 Variable 3.72000000 N N N N N N Resimac N/A 76118VAA8 751226.77000000 PA USD 751490.07000000 0.042546257800 Long ABS-MBS CORP AU N 2 2059-12-05 Floating 1.00000000 N N N N N N NuStar Logistics LP N62BF2PKP51FIIOIUN20 67059TAC9 3500000.00000000 PA USD 3561250.00000000 0.201623237142 Long DBT CORP US N 2 2022-02-01 Fixed 4.75000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397YY3 2200000.00000000 PA USD 2190633.17000000 0.124024584380 Long DBT CORP US N 2 2021-04-05 Floating 1.05000000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZZ4 8105000.00000000 PA USD 9264267.15000000 0.524504466839 Long DBT CORP US N 2 2026-01-15 Fixed 7.38000000 N N N N N N UMBS, TBA N/A 01F022618 26000000.00000000 PA USD 27420849.30000000 1.552455009070 Long ABS-MBS USGSE US N 2 2051-01-15 Fixed 2.50000000 N N N N N N Driven Brands Funding, LLC N/A 26208LAC2 5630625.00000000 PA USD 6000596.48000000 0.339728939861 Long ABS-O CORP US N 2 2048-04-20 Fixed 4.74000000 N N N N N N AUST & NZ BANKING GROUP JHE42UYNWWTJB8YTTU19 052528AL0 6350000.00000000 PA USD 6702777.49000000 0.379483522745 Long DBT CORP AU N 2 2030-07-22 Fixed 2.95000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967ML2 7200000.00000000 PA USD 7729358.47000000 0.437604289435 Long DBT CORP US N 2 2031-01-29 Fixed 2.67000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HBK0 7082000.00000000 PA USD 8033028.89000000 0.454796851908 Long DBT CORP US N 2 2026-07-28 Fixed 3.75000000 N N N N N N Tesla Auto Lease Trust N/A 88161NAA7 892545.28000000 PA USD 898251.68000000 0.050855292801 Long ABS-O CORP US N 2 2021-08-20 Fixed 3.71000000 N N N N N N UMBS, TBA N/A 01F030611 16540000.00000000 PA USD 17331451.41000000 0.981235054448 Long ABS-MBS USGSE US N 2 2051-01-15 Fixed 3.00000000 N N N N N N RenewFund Receivables Trust N/A 75973JAA1 139122.21000000 PA USD 139824.92000000 0.007916308319 Long ABS-O CORP US N 2 2025-04-15 Fixed 3.51000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WDK4 6148000.00000000 PA USD 6224747.33000000 0.352419433363 Long DBT CORP US N 2 2023-07-07 Fixed 0.88000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKH4 8300000.00000000 PA USD 8431039.16000000 0.477330546271 Long DBT CORP US N 2 2032-02-01 Fixed 2.25000000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248BC1 634000.00000000 PA USD 672009.44000000 0.038046393452 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N SYNOVUS BANK GA DX0JX77PRMOELF7VG772 87164DQS2 16130000.00000000 PA USD 16339952.76000000 0.925100504098 Long DBT CORP US N 2 2023-02-10 Fixed 2.29000000 N N N N N N California Health Facilities Financing Authority 5493007RI8BUDOGHZ546 13032UVC9 4450000.00000000 PA USD 4719492.00000000 0.267198105919 Long DBT MUN US N 2 2025-06-01 Fixed 2.21000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHH5 8033000.00000000 PA USD 8128423.85000000 0.460197719761 Long DBT CORP US N 2 2022-05-17 Fixed 3.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -972.00000000 NC USD 360777.84000000 0.020425748259 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short US 10 Year Ultra Bond UXYH1 Comdty 2021-03-22 -152342090.34000000 USD 360777.84000000 N N N Driven Brands Funding, LLC N/A 26208LAE8 1485000.00000000 PA USD 1565168.62000000 0.088613369978 Long ABS-O CORP US N 2 2049-10-20 Fixed 3.98000000 N N N N N N AMER AIRLINE 16-1 B PTT N/A 02376YAA5 2586174.32000000 PA USD 2203946.29000000 0.124778318140 Long DBT CORP US N 2 2024-01-15 Fixed 5.25000000 N N N N N N City of San Francisco CA Public Utilities Commission Water Revenue N/A 79765R4N6 700000.00000000 PA USD 732291.00000000 0.041459285910 Long DBT MUN US N 2 2023-11-01 Fixed 1.98000000 N N N N N N Conn Funding II, L.P N/A 20827DAA8 374447.94000000 PA USD 376274.05000000 0.021303079540 Long ABS-O CORP US N 2 2023-10-16 Fixed 3.40000000 N N N N N N Marlette Funding Trust 549300Y3KZXU3NUCX480 57109HAA0 4555045.53000000 PA USD 4595506.18000000 0.260178541893 Long ABS-O CORP US N 2 2029-07-16 Fixed 3.13000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBP0 8939000.00000000 PA USD 9811353.08000000 0.555478208138 Long DBT CORP US N 2 2031-05-13 Fixed 2.96000000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WAZ4 710000.00000000 PA USD 762039.45000000 0.043143520039 Long DBT CORP KY N 2 2029-06-01 Fixed 4.09000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAF2 6055000.00000000 PA USD 6487566.66000000 0.367299176178 Long DBT CORP IE N 2 2023-07-03 Fixed 4.13000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAN5 2768000.00000000 PA USD 3310985.66000000 0.187454305903 Long DBT CORP IE N 2 2025-07-15 Fixed 6.50000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABJ3 5000000.00000000 PA USD 5256600.00000000 0.297606938114 Long DBT CORP US N 2 2031-02-15 Fixed 2.55000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAW6 2000000.00000000 PA USD 2237416.72000000 0.126673275373 Long DBT CORP US N 2 2039-10-01 Fixed 4.63000000 N N N N N N Oportun Funding LLC 549300GGHBCT645S8T42 68376VAA2 6834000.00000000 PA USD 6887081.04000000 0.389918027025 Long ABS-O CORP US N 2 2024-07-08 Fixed 3.91000000 N N N N N N SERVPRO MASTER ISSUER, LLC N/A 817743AA5 16819110.00000000 PA USD 18030328.12000000 1.020802561541 Long ABS-O CORP US N 2 2049-10-25 Fixed 3.88000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJD2 24600000.00000000 PA USD 25141243.79000000 1.423393179001 Long DBT CORP US N 2 2026-06-19 Fixed 1.32000000 N N N N N N Mosaic Solar Loans LLC N/A 61946PAB9 5127542.67000000 PA USD 5103009.94000000 0.288911304533 Long ABS-O CORP US N 2 2046-08-20 Fixed 2.21000000 N N N N N N Jack in the Box Funding, LLC N/A 466365AA1 5840862.50000000 PA USD 6015205.24000000 0.340556027395 Long ABS-O CORP US N 2 2049-08-25 Fixed 3.98000000 N N N N N N Freddie Mac - STACR N/A 35565AAH3 6857950.54000000 PA USD 6848897.36000000 0.387756225083 Long ABS-MBS USGSE US N 2 2049-10-25 Floating 2.10000000 N N N N N N Conn Funding II, L.P N/A 20824LAB1 5680000.00000000 PA USD 5699989.06000000 0.322709791773 Long ABS-O CORP US N 2 2024-06-17 Fixed 3.62000000 N N N N N N ESH Hospitality, Inc. 54930042FMK7X7SQ2896 26908BAK9 443636.45000000 PA USD 439130.88000000 0.024861773128 Long LON CORP US N 2 2026-09-18 Floating 2.15000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17308CC46 4985000.00000000 PA USD 5065685.76000000 0.286798163924 Long DBT CORP US N 2 2022-11-04 Fixed 2.31000000 N N N N N N VB-S1 Issuer LLC N/A 91823AAN1 1600000.00000000 PA USD 1681213.76000000 0.095183365565 Long ABS-O CORP US N 2 2050-06-15 Fixed 3.03000000 N N N N N N Avangrid Inc 549300OX0Q38NLSKPB49 05351WAA1 6692000.00000000 PA USD 7300983.38000000 0.413351464625 Long DBT CORP US N 2 2024-12-01 Fixed 3.15000000 N N N N N N LYB INT FINANCE III N/A 50249AAE3 13480000.00000000 PA USD 13504843.24000000 0.764588335877 Long DBT CORP US N 2 2023-10-01 Floating 1.24000000 N N N N N N ServiceMaster Brands N/A 81761TAA3 3144000.00000000 PA USD 3223137.62000000 0.182480713428 Long ABS-O CORP US N 2 2051-01-30 Fixed 2.84000000 N N N N N N Marlette Funding Trust N/A 57109JAB4 3250000.00000000 PA USD 3295455.80000000 0.186575069499 Long ABS-O CORP US N 2 2030-03-15 Fixed 2.38000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LM1 14000000.00000000 PA USD 14545832.98000000 0.823524866930 Long DBT CORP US N 2 2023-07-24 Fixed 2.88000000 N N N N N N Commonbond Student Loan Trust N/A 202679AA4 257464.20000000 PA USD 258180.05000000 0.014617085980 Long ABS-O CORP US N 2 2032-06-25 Fixed 3.20000000 N N N N N N ExteNet Systems N/A 30227XAB7 3225000.00000000 PA USD 3299994.15000000 0.186832012094 Long ABS-O CORP US N 2 2049-07-26 Fixed 4.14000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAJ1 6323000.00000000 PA USD 6695271.81000000 0.379058582205 Long DBT CORP US N 2 2026-01-15 Fixed 2.88000000 N N N N N N Freddie Mac - STACR 549300Y6KOVOWQ8OJC33 35564LAH0 6256325.81000000 PA USD 6242213.42000000 0.353408291097 Long ABS-MBS USGSE US N 2 2049-03-25 Floating 2.60000000 N N N N N N Trimble Inc 549300E2MI7NSZFQWS19 896239AA8 1179000.00000000 PA USD 1348485.02000000 0.076345641269 Long DBT CORP US N 2 2024-12-01 Fixed 4.75000000 N N N N N N Narragansett Bay Commission N/A 631060CL2 2350000.00000000 PA USD 2437796.00000000 0.138017920958 Long DBT MUN US N 2 2025-09-01 Fixed 1.60000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477BM4 3000000.00000000 PA USD 3269295.18000000 0.185093963457 Long DBT CORP US N 2 2026-03-30 Fixed 2.90000000 N N N N N N Fannie Mae - CAS N/A 30711XQX5 1042238.30000000 PA USD 1049089.66000000 0.059395115002 Long ABS-MBS USGSE US N 2 2030-02-25 Floating 2.80000000 N N N N N N City of San Francisco CA Public Utilities Commission Water Revenue N/A 79765R4L0 3740000.00000000 PA USD 3788769.60000000 0.214504455328 Long DBT MUN US N 2 2021-11-01 Fixed 1.86000000 N N N N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 42824CBB4 10342000.00000000 PA USD 10343539.72000000 0.585608413297 Long DBT CORP US N 2 2021-10-05 Floating 0.96000000 N N N N N N Prosper Marketplace Issuance Trust N/A 74360JAC1 246138.66000000 PA USD 247230.28000000 0.013997155317 Long ABS-O CORP US N 2 2023-06-15 Fixed 5.80000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397ZB2 1530000.00000000 PA USD 1579725.00000000 0.089437491974 Long DBT CORP US N 2 2023-02-15 Fixed 4.14000000 N N N N N N NATIONAL BANK OF CANADA BSGEFEIOM18Y80CKCV46 63307A2M6 8148000.00000000 PA USD 8176047.62000000 0.462893980532 Long DBT CORP CA N 2 2024-11-15 Fixed 0.55000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RJY9 6307000.00000000 PA USD 6743773.56000000 0.381804550570 Long DBT CORP US N 2 2031-06-01 Fixed 2.75000000 N N N N N N Oportun Funding LLC N/A 68376HAB1 9436000.00000000 PA USD 9436000.00000000 0.534227270108 Long ABS-O CORP US N 2 2024-03-08 Fixed 4.45000000 N N N N N N AFFILIATED MANAGERS GROU 2JE75BUE3T1BLCYYGK54 008252AP3 5443000.00000000 PA USD 5917003.27000000 0.334996238252 Long DBT CORP US N 2 2030-06-15 Fixed 3.30000000 N N N N N N DXC Technology Co 549300DOVZ3EDJB7O259 23355LAA4 6126000.00000000 PA USD 6449634.25000000 0.365151600103 Long DBT CORP US N 2 2022-09-18 Fixed 4.45000000 N N N N N N Freddie Mac - STACR N/A 35566CAH8 3810000.00000000 PA USD 3815571.74000000 0.216021881577 Long ABS-MBS USGSE US N 2 2050-12-25 Floating 2.08000000 N N N N N N UMBS, TBA N/A 01F020612 9000000.00000000 PA USD 9357145.65000000 0.529762863141 Long ABS-MBS USGSE US N 2 2051-01-15 Fixed 2.00000000 N N N N N N BX Commercial Mortgage Trust 2019-XL N/A 056054AE9 6910888.07000000 PA USD 6926776.89000000 0.392165441775 Long ABS-MBS CORP US N 2 2036-10-15 Floating 1.24000000 N N N N N N DELTA AIR LINES/SKYMILES N/A 830867AB3 4309000.00000000 PA USD 4706821.23000000 0.266480739358 Long DBT CORP XX N 2 2028-10-20 Fixed 4.75000000 N N N N N N Ziggo Financing Partnership N/A 000000000 8890000.00000000 PA USD 8828881.25000000 0.499854718980 Long LON CORP NL N 2 2028-04-30 None 0.00000000 N N N N N N Nvent Finance Sarl 549300KO1OQ4MVFB6X02 67078AAC7 7836000.00000000 PA USD 8256240.45000000 0.467434166697 Long DBT CORP LU N 2 2023-04-15 Fixed 3.95000000 N N N N N N MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 556079AC5 3984000.00000000 PA USD 4367869.75000000 0.247290709276 Long DBT CORP AU N 2 2030-06-03 Fixed 3.62000000 N N N N N N Sunnova Sol Issuer,LLC N/A 86745PAB9 2870000.00000000 PA USD 2900942.19000000 0.164239341554 Long ABS-O CORP US N 2 2055-11-01 Fixed 5.47000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MU2 5060000.00000000 PA USD 5205475.00000000 0.294712452190 Long DBT CORP US N 2 2025-12-10 Fixed 4.00000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCD5 3595000.00000000 PA USD 3770549.89000000 0.213472930748 Long DBT CORP US N 2 2023-05-11 Fixed 2.60000000 N N N N N N Avolon TLB Borrower 1 (US) LLC 635400O84AGITYFZQB55 05400KAE0 1778279.08000000 PA USD 1764840.62000000 0.099917972297 Long LON CORP US N 2 2025-01-15 Floating 2.50000000 N N N N N N Go Daddy Operating Company, LLC 5493005GJOH8HLL11157 38017BAN6 2604276.26000000 PA USD 2601020.91000000 0.147259039873 Long LON CORP US N 2 2024-02-15 Floating 1.90000000 N N N N N N Jabil Inc 5493000CGCQY2OQU7669 466313AG8 7583000.00000000 PA USD 8081162.68000000 0.457521987901 Long DBT CORP US N 2 2022-09-15 Fixed 4.70000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174824M3 8375000.00000000 PA USD 9027956.62000000 0.511125542577 Long DBT CORP US N 2 2022-11-01 Fixed 4.88000000 N N N N N N Freddie Mac - STACR N/A 3137G0TS8 5347459.02000000 PA USD 5335330.98000000 0.302064360382 Long ABS-MBS USGSE US N 2 2030-07-25 Floating 1.20000000 N N N N N N MVW 2020-1 LLC N/A 55400EAA7 1176780.04000000 PA USD 1205978.42000000 0.068277507325 Long ABS-O CORP US N 2 2037-10-20 Fixed 1.74000000 N N N N N N Springcastle SPV N/A 85022WAP9 19737650.26000000 PA USD 19921271.59000000 1.127859955342 Long ABS-O CORP US N 2 2037-09-25 Fixed 1.97000000 N N N N N N Delta Air Lines Inc Q2CCMS6R0AS67HJMBN42 247361ZJ0 3300000.00000000 PA USD 3395911.56000000 0.192262458905 Long DBT CORP US N 2 2022-03-15 Fixed 3.63000000 N N N N N N Consumer Loan Underlying Bond Credit Trust N/A 21055JAA6 1944808.66000000 PA USD 1959331.52000000 0.110929242175 Long ABS-O CORP US N 2 2028-03-15 Fixed 2.26000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 000000000 3520000.00000000 PA USD 3491400.00000000 0.197668619208 Long LON CORP US N 2 2026-12-23 None 0.00000000 N N N N N N Mosaic Solar Loans LLC N/A 61946FAB1 6715942.10000000 PA USD 6652956.64000000 0.376662872396 Long ABS-O CORP US N 2 2043-06-22 Fixed 2.00000000 N N N N N N Business Jet Securities, LLC N/A 12327FAA5 5446132.96000000 PA USD 5533614.19000000 0.313290335158 Long ABS-O CORP US N 2 2035-11-15 Fixed 2.98000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AJ2 7045000.00000000 PA USD 7500388.80000000 0.424640974287 Long DBT CORP US N 2 2028-05-01 Fixed 4.00000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183BB9 3323340.59000000 PA USD 3342699.71000000 0.189249824169 Long ABS-O CORP US N 2 2029-11-15 Fixed 2.12000000 N N N N N N Synovus Financial Corp 549300EIUS8UN5JTLE54 87161CAL9 5545000.00000000 PA USD 5759735.50000000 0.326092387951 Long DBT CORP US N 2 2022-11-01 Fixed 3.13000000 N N N N N N Nordstrom Inc 549300S3IZB5P35KNV16 655664AP5 6934000.00000000 PA USD 7015251.85000000 0.397174527866 Long DBT CORP US N 2 2021-10-15 Fixed 4.00000000 N N N N N N Ameriprise Financial Inc 6ZLKQF7QB6JAEKQS5388 03076CAK2 4382000.00000000 PA USD 4777150.05000000 0.270462466098 Long DBT CORP US N 2 2025-04-02 Fixed 3.00000000 N N N N N N Marlette Funding Trust 549300ZOVOBV0NZDYW87 57109EAC3 6805687.02000000 PA USD 6889258.13000000 0.390041284851 Long ABS-O CORP US N 2 2028-07-17 Fixed 4.37000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MQ1 4557000.00000000 PA USD 4984845.52000000 0.282221324084 Long DBT CORP US N 2 2026-04-08 Fixed 3.11000000 N N N N N N BELLEMEADE RE LT N/A 07876TAA0 2906337.69000000 PA USD 2923720.79000000 0.165528971619 Long ABS-MBS CORP BM N 2 2030-06-25 Floating 2.80000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397ZN6 8000000.00000000 PA USD 8055848.72000000 0.456088816245 Long DBT CORP US N 2 2022-01-07 Floating 3.36000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397A29 2516000.00000000 PA USD 2564609.12000000 0.145197555009 Long DBT CORP US N 2 2023-01-09 Fixed 3.09000000 N N N N N N MACY'S RETAIL HLDGS LLC N/A 55616XAL1 13160000.00000000 PA USD 12546744.00000000 0.710344721901 Long DBT CORP US N 2 2024-06-01 Fixed 3.63000000 N N N N N N CONSOLIDATED EDISON INC 54930033SBW53OO8T749 209115AE4 7150000.00000000 PA USD 7165673.09000000 0.405690755972 Long DBT CORP US N 2 2023-12-01 Fixed 0.65000000 N N N N N N Freddie Mac - STACR 54930047IR7X5WWFY307 35563MAH9 7239199.42000000 PA USD 7231381.08000000 0.409410870440 Long ABS-MBS USGSE US N 2 2049-02-25 Floating 2.50000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VAV2 3704105.08000000 PA USD 3693107.59000000 0.209088468209 Long LON CORP US N 2 2023-11-03 Floating 3.15000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468K8 26917000.00000000 PA USD 27025140.93000000 1.530051638758 Long DBT CORP US N 2 2023-01-20 Floating 0.79000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RAZ5 13600000.00000000 PA USD 13724322.09000000 0.777014320074 Long DBT CORP FR N 2 2026-12-14 Fixed 1.49000000 N N N N N N Seagate HDD Cayman 529900BD50TRWEG1SF63 81180WAT8 5500000.00000000 PA USD 5986227.50000000 0.338915427678 Long DBT CORP KY N 2 2024-03-01 Fixed 4.88000000 N N N N N N SoFi Consumer Loan Program Trust N/A 83405QAC3 4350000.00000000 PA USD 4467906.75000000 0.252954390223 Long ABS-O CORP US N 2 2026-11-25 Fixed 3.52000000 N N N N N N Horizon Aircraft Finance II LLC 549300KSCDSEIWTVMM32 44040HAA0 4376466.65000000 PA USD 4238537.05000000 0.239968427032 Long ABS-O CORP KY N 2 2039-07-15 Fixed 3.72000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DX5 8300000.00000000 PA USD 8342804.01000000 0.472335037230 Long DBT CORP US N 2 2025-08-20 Fixed 0.55000000 N N N N N N Fannie Mae - CAS N/A 30711XAK0 15183170.16000000 PA USD 14939730.80000000 0.845825731394 Long ABS-MBS USGSE US N 2 2024-07-25 Floating 3.15000000 N N N N N N Freddie Mac - STACR N/A 35566AAA7 4125000.00000000 PA USD 4145852.70000000 0.234721022699 Long ABS-MBS USGSE US N 2 2050-10-25 Floating 1.38000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00772BAR2 5640000.00000000 PA USD 5801006.21000000 0.328428964757 Long DBT CORP IE N 2 2022-02-01 Fixed 3.95000000 N N N N N N Vantage Data Centers LLC N/A 92212KAA4 5742399.97000000 PA USD 6023620.23000000 0.341032449304 Long ABS-O CORP US N 2 2044-07-15 Fixed 3.19000000 N N N N N N SS&C European Holdings Sarl 549300KY09TR3J12JU49 78466DBE3 969676.90000000 PA USD 960434.91000000 0.054375849945 Long LON CORP US N 2 2025-04-16 None 0.00000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397YP2 9356000.00000000 PA USD 9125479.76000000 0.516646899174 Long DBT CORP US N 2 2022-08-03 Floating 1.30000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MR9 13582000.00000000 PA USD 13998223.92000000 0.792521508175 Long DBT CORP US N 2 2024-05-15 Fixed 1.68000000 N N N N N N Fannie Mae - CAS N/A 20753KAB8 3136817.48000000 PA USD 3134568.38000000 0.177466289594 Long ABS-MBS USGSE US N 2 2031-08-25 Floating 2.45000000 N N N N N N DXC TECHNOLOGY CO 549300DOVZ3EDJB7O259 23355LAJ5 3629000.00000000 PA USD 3862517.84000000 0.218679775477 Long DBT CORP US N 2 2023-04-15 Fixed 4.00000000 N N N N N N LUNAR AIRCRAFT 2020-1 LIMITED N/A 55037LAB0 938689.97000000 PA USD 752000.30000000 0.042575144911 Long ABS-O CORP US N 2 2045-02-15 Fixed 4.34000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAW1 5573000.00000000 PA USD 5654228.04000000 0.320118992197 Long DBT CORP DK N 2 2024-06-22 Fixed 1.23000000 N N N N N N San Diego County Water Authority 549300Y0QN5OFKA1G520 797412DM2 1500000.00000000 PA USD 1515600.00000000 0.085806999849 Long DBT MUN US N 2 2025-05-01 Fixed 0.74000000 N N N N N N Coinstar Funding, LLC N/A 19260MAA4 23034550.00000000 PA USD 22514678.63000000 1.274687929405 Long ABS-O CORP US N 2 2047-04-25 Fixed 5.22000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAY7 8500000.00000000 PA USD 8542004.28000000 0.483612932148 Long DBT CORP DK N 2 2023-12-08 Fixed 1.17000000 N N N N N N Multifamily Connecticut Avenue Securities 549300HG8ZEWVWVSN227 62547NAB5 1975000.00000000 PA USD 1856324.42000000 0.105097406457 Long ABS-MBS CORP US N 2 2049-10-15 Floating 3.40000000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAG8 4781000.00000000 PA USD 5381818.80000000 0.304696308365 Long DBT CORP US N 2 2025-07-23 Fixed 4.50000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HBV6 22500000.00000000 PA USD 22614656.18000000 1.280348244539 Long DBT CORP US N 2 2023-01-30 Floating 0.93000000 N N N N N N PATTERN ENERGY OP LP/PAT N/A 70339PAA7 513784.00000000 PA USD 543005.47000000 0.030742722540 Long DBT CORP US N 2 2028-08-15 Fixed 4.50000000 N N N N N N Willis Engine Securitization Trust N/A 97064FAB1 733671.88000000 PA USD 549812.31000000 0.031128097651 Long ABS-O CORP US N 2 2045-03-15 Fixed 4.21000000 N N N N N N CVS Pass-Through Trust N/A 126650BP4 1187031.12000000 PA USD 1379444.63000000 0.078098446264 Long DBT CORP US N 2 2028-12-10 Fixed 6.04000000 N N N N N N 2021-01-29 CALVERT FUND James Kirchner James Kirchner Treasurer XXXX