NPORT-P false 0000701039 XXXXXXXX S000005151 C000014108 C000014109 CALVERT FUND 811-03416 0000701039 549300SAFDT1VZ80RP53 1825 Connecticut Avenue NW Suite 400 Washington 20009 202-238-2200 Calvert Core Bond Fund S000005151 549300HEFY2HHDRM0E11 2022-09-30 2022-06-30 N 159628997.18 15178774.14 144450223.04 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 13037431.62000000 0.00000000 0.00000000 201600.60000000 USD UST BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AC5 32000.00000000 PA USD 25363.94000000 0.017558948311 Long DBT CORP US N 2 2031-03-15 Fixed 2.37500000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AE8 495000.00000000 PA USD 393522.48000000 0.272427741347 Long DBT CORP CH N 2 2032-02-11 Fixed 2.09500000 N N N N N N SBA Tower Trust N/A 78403DAH3 500000.00000000 PA USD 492483.40000000 0.340936406767 Long ABS-O CORP US N 2 2049-10-15 Variable 3.86900000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDC7 111000.00000000 PA USD 109144.16000000 0.075558318777 Long DBT CORP US N 2 2033-04-26 Fixed 4.58600000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248BD9 283000.00000000 PA USD 223785.00000000 0.154921879170 Long DBT CORP US N 2 2031-09-13 Fixed 2.62500000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167EJ8 291000.00000000 PA USD 289273.06000000 0.200257953163 Long DBT NUSS XX N 2 2028-09-26 Fixed 3.12500000 N N N N N N UMBS, TBA N/A 01F032674 5577000.00000000 PA USD 5362414.05000000 3.712291983457 Long ABS-MBS USGSE US N 2 2052-07-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XAYV8 166525.71000000 PA USD 156786.14000000 0.108539908558 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 3.00000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833BA7 400000.00000000 PA USD 348775.33000000 0.241450184471 Long DBT CORP US N 2 2045-02-09 Fixed 3.45000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DF3 276000.00000000 PA USD 268561.39000000 0.185919678314 Long DBT CORP GB N 2 2028-06-09 Fixed 4.75500000 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AN2 39000.00000000 PA USD 36894.95000000 0.025541635882 Long DBT CORP US N 2 2024-10-01 Fixed 1.80000000 N N N N N N Brookfield Finance Inc 549300XH8D8K6OYWGD17 11271LAB8 485000.00000000 PA USD 425852.55000000 0.294809202116 Long DBT CORP CA N 2 2047-09-20 Fixed 4.70000000 N N N N N N STIFEL FINANCIAL CORP 549300E5F07FE5GHJX84 860630AG7 235000.00000000 PA USD 218579.65000000 0.151318319487 Long DBT CORP US N 2 2030-05-15 Fixed 4.00000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAN5 200000.00000000 PA USD 173736.68000000 0.120274428341 Long DBT CORP ES N 2 2027-09-14 Fixed 1.72200000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMN9 664000.00000000 PA USD 514353.73000000 0.356076798758 Long DBT CORP US N 2 2057-12-01 Fixed 3.80000000 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081EW9 160000.00000000 PA USD 146199.45000000 0.101210954834 Long DBT CORP US N 2 2030-04-01 Fixed 2.62500000 N N N N N N KFW 549300GDPG70E3MBBU98 500769JQ8 934000.00000000 PA USD 856089.19000000 0.592653422046 Long DBT CORP DE N 2 2026-10-01 Fixed 1.00000000 N N N N N N NRZ Excess Spread Collateralized Notes N/A 65246QAA7 324437.31000000 PA USD 303459.62000000 0.210079024880 Long ABS-O CORP US N 2 2026-11-25 Fixed 3.47400000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAN1 696000.00000000 PA USD 676904.67000000 0.468607563044 Long DBT CORP US N 2 2028-08-09 Fixed 4.68200000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CEN7 9146000.00000000 PA USD 9023457.87000000 6.246759388873 Long DBT UST US N 2 2027-04-30 Fixed 2.75000000 N N N N N N MAGALLANES INC 549300DXR29GD4N0A520 55903VAQ6 241000.00000000 PA USD 202598.70000000 0.140255027466 Long DBT CORP US N 2 2052-03-15 Fixed 5.14100000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 4.00000000 NC USD -2035.70000000 -0.00140927439 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CME Ultra Long Term US Treasury Bond Future WNU2 Comdty 2022-09-21 619410.70000000 USD -2035.70000000 N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDS7 644000.00000000 PA USD 460901.86000000 0.319073138344 Long DBT CORP US N 2 2051-11-01 Fixed 2.88700000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDV5 346000.00000000 PA USD 317860.99000000 0.220048805263 Long DBT CORP US N 2 2029-04-06 Fixed 4.30000000 N N N N N N SOUTH32 TREASURY LTD 213800HFGZMXST64GP53 84055BAA1 204000.00000000 PA USD 190803.24000000 0.132089266450 Long DBT CORP AU N 2 2032-04-14 Fixed 4.35000000 N N N N N N KFW 549300GDPG70E3MBBU98 500769JD7 635000.00000000 PA USD 579386.20000000 0.401097476907 Long DBT CORP DE N 2 2029-09-14 Fixed 1.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SW9 347000.00000000 PA USD 272293.34000000 0.188503232649 Long DBT UST US N 2 2041-02-15 Fixed 1.87500000 N N N N N N KKR GROUP FINANCE CO VII N/A 48252DAA3 695000.00000000 PA USD 535878.58000000 0.370978021855 Long DBT CORP US N 2 2050-02-25 Fixed 3.62500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TB4 442000.00000000 PA USD 331776.25000000 0.229682061417 Long DBT UST US N 2 2051-11-15 Fixed 1.87500000 N N N N N N Oportun Funding LLC N/A 68377WAA9 1155000.00000000 PA USD 1069395.56000000 0.740321155270 Long ABS-O CORP US N 2 2031-10-08 Fixed 2.18000000 N N N N N N OneMain Financial Issuance Trust N/A 68267HAA5 1025000.00000000 PA USD 1010878.06000000 0.699810660534 Long ABS-O CORP US N 2 2035-05-14 Fixed 4.13000000 N N N N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAC7 609375.00000000 PA USD 543663.78000000 0.376367560089 Long ABS-O CORP US N 2 2049-12-05 Fixed 3.85800000 N N N N N N MidAmerican Energy Co NINLOILYRTLIMK26MZ18 595620AU9 757000.00000000 PA USD 704093.18000000 0.487429624670 Long DBT CORP US N 2 2049-07-15 Fixed 4.25000000 N N N N N N SUN COMMUNITIES OPER LP 549300PUNBPJCGT6X741 866677AH0 259000.00000000 PA USD 235806.21000000 0.163243922395 Long DBT US N 2 2032-04-15 Fixed 4.20000000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 45905U6L3 861000.00000000 PA USD 861364.19000000 0.596305199031 Long DBT NUSS XX N 2 2025-11-20 Fixed 3.12500000 N N N N N N Pagaya AI Debt Selection Trust N/A 69546RAA4 548606.33000000 PA USD 533690.27000000 0.369463098615 Long ABS-O CORP US N 2 2029-05-15 Fixed 1.15000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBR1 7515000.00000000 PA USD 7176531.46000000 4.968169178951 Long DBT UST US N 2 2024-03-15 Fixed 0.25000000 N N N N N N UNITED OVERSEAS BANK LTD IO66REGK3RCBAMA8HR66 91127KAH5 338000.00000000 PA USD 323648.06000000 0.224055078066 Long DBT CORP SG N 2 2032-10-07 Fixed 3.86300000 N N N N N N Chase Auto Credit Linked Notes N/A 46591HCD0 178174.18000000 PA USD 172243.69000000 0.119240861228 Long ABS-O CORP US N 2 2029-02-26 Fixed 0.76000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SL3 355000.00000000 PA USD 275263.67000000 0.190559532693 Long DBT UST US N 2 2050-02-15 Fixed 2.00000000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AF8 406937.50000000 PA USD 390984.94000000 0.270671053163 Long ABS-O CORP US N 2 2047-11-20 Fixed 4.03000000 N N N N N N Oportun Funding LLC N/A 68377GAA4 278000.00000000 PA USD 258013.27000000 0.178617425830 Long ABS-O CORP US N 2 2031-05-08 Fixed 1.47000000 N N N N N N Theorem Funding Trust N/A 88339VAA6 232405.61000000 PA USD 227222.55000000 0.157301626275 Long ABS-O CORP US N 2 2027-12-15 Fixed 1.21000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691LAG4 640000.00000000 PA USD 632491.90000000 0.437861490753 Long ABS-MBS CORP US N 2 2034-11-15 Floating 2.17400000 N N N N N N Eagle Re Ltd N/A 26983BAA9 80710.70000000 PA USD 80841.81000000 0.055965167999 Long ABS-MBS CORP US N 2 2033-10-25 Floating 2.62600000 N N N N N N VMC Finance LLC N/A 91835TAA4 309723.65000000 PA USD 297685.22000000 0.206081523264 Long ABS-CBDO CORP US N 2 2037-01-18 Floating 3.26200000 N N N N N N BELLEMEADE RE LT N/A 078777AA7 150000.00000000 PA USD 148207.88000000 0.102601350749 Long ABS-MBS CORP US N 2 2031-09-25 Floating 1.92600000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AL7 304000.00000000 PA USD 267741.67000000 0.185352202554 Long DBT CORP US N 2 2029-11-01 Fixed 4.25000000 N N N N N N State Street Global Advisors 5493008BJIBKQ5KTIF74 857492706 578361.00000000 NS USD 578361.00000000 0.400387751453 Long STIV RF US N 1 N N DataBank Issuer LLC N/A 23802WAG6 1105000.00000000 PA USD 986542.01000000 0.682963299909 Long ABS-O CORP US N 2 2051-10-25 Fixed 2.40000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CEK3 8421000.00000000 PA USD 8348796.49000000 5.779704810624 Long DBT UST US N 2 2024-04-30 Fixed 2.50000000 N N N N N N DELTA AIR LINES/SKYMILES N/A 830867AA5 500000.00000000 PA USD 486305.49000000 0.336659563249 Long DBT CORP XX N 2 2025-10-20 Fixed 4.50000000 N N N N N N Extended Stay America Trust N/A 30227FAG5 306116.00000000 PA USD 296808.73000000 0.205474746769 Long ABS-MBS CORP US N 2 2038-07-15 Floating 3.02500000 N N N N N N California Health Facilities Financing Authority 5493007RI8BUDOGHZ546 13032UVL9 155000.00000000 PA USD 136427.90000000 0.094446306228 Long DBT MUN US N 2 2033-06-01 Fixed 2.98400000 N N N N N N BLOCK FINANCIAL LLC N/A 093662AH7 437000.00000000 PA USD 393451.94000000 0.272378907916 Long DBT CORP US N 2 2030-08-15 Fixed 3.87500000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYN8 237000.00000000 PA USD 195557.83000000 0.135380774002 Long DBT CORP US N 2 2032-10-21 Fixed 2.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XARZ7 181637.48000000 PA USD 158785.89000000 0.109924295482 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N KOMMUNINVEST I SVERIGE EV2XZWMLLXF2QRX0CD47 50046PBR5 600000.00000000 PA USD 568660.96000000 0.393672607789 Long DBT NUSS SE N 2 2024-06-19 Fixed 0.37500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CDR9 675000.00000000 PA USD 653102.05000000 0.452129485337 Long DBT UST US N 2 2023-12-31 Fixed 0.75000000 N N N N N N NORTHERN STATES PWR-MINN 3S1GHB0TEH85KX44SB51 665772CS6 317000.00000000 PA USD 223919.69000000 0.155015122363 Long DBT CORP US N 2 2051-06-01 Fixed 2.60000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAM0 201000.00000000 PA USD 176619.06000000 0.122269842360 Long DBT CORP NL N 2 2026-07-12 Fixed 1.37500000 N N N N N N Vantage Data Centers LLC 5493000RL8X7WTQ7HO20 92212KAD8 140000.00000000 PA USD 125447.18000000 0.086844573417 Long ABS-O CORP US N 2 2046-10-15 Fixed 2.16500000 N N N N N N AMERICAN NATIONAL GROUP 549300I1RRC5M591MY93 02772AAA7 250000.00000000 PA USD 247949.47000000 0.171650458394 Long DBT CORP US N 2 2032-06-13 Fixed 6.14400000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCG8 386000.00000000 PA USD 310835.43000000 0.215185150606 Long DBT CORP US N 2 2031-01-15 Fixed 2.45000000 N N N N N N HAT HOLDINGS I LLC/HAT N/A 418751AE3 254000.00000000 PA USD 219099.13000000 0.151677945100 Long DBT US N 2 2026-06-15 Fixed 3.37500000 N N N N N N SYNOVUS BANK GA DX0JX77PRMOELF7VG772 87164DSE1 373000.00000000 PA USD 361968.26000000 0.250583386015 Long DBT CORP US N 2 2030-10-29 Fixed 4.00000000 N N N N N N BX Trust N/A 05609VAL9 180050.00000000 PA USD 168864.59000000 0.116901577890 Long ABS-MBS CORP US N 2 2036-09-15 Floating 2.97400000 N N N N N N Pnmac Gmsr Issuer Trust N/A 69354WAF3 500000.00000000 PA USD 498886.10000000 0.345368867905 Long ABS-O CORP US N 2 2027-05-25 Floating 5.17600000 N N N N N N JABIL INC 5493000CGCQY2OQU7669 466313AJ2 376000.00000000 PA USD 335231.60000000 0.232074131105 Long DBT CORP US N 2 2030-01-15 Fixed 3.60000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCR0 266000.00000000 PA USD 235295.70000000 0.162890506534 Long DBT UST US N 2 2028-07-31 Fixed 1.00000000 N N N N N N BX Trust N/A 05609VAG0 522373.00000000 PA USD 491903.56000000 0.340534995133 Long ABS-MBS CORP US N 2 2036-09-15 Floating 2.27400000 N N N N N N Morgan Stanley Capital I Trust N/A 61769GAA5 1246790.50000000 PA USD 1204378.93000000 0.833767442274 Long ABS-MBS CORP US N 2 2036-05-15 Floating 2.97400000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NH0 368000.00000000 PA USD 353273.66000000 0.244564288351 Long DBT CORP US N 2 2028-02-24 Floating 2.59900000 N N N N N N AMERICAN WATER CAPITAL C 5IDHQUFVC8Q2KIBBFF06 03040WAY1 193000.00000000 PA USD 163676.91000000 0.113310250794 Long DBT CORP US N 2 2031-06-01 Fixed 2.30000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691LAA7 191000.00000000 PA USD 189209.07000000 0.130985654447 Long ABS-MBS CORP US N 2 2034-11-15 Floating 2.02400000 N N N N N N Helios Issuer, LLC N/A 86745RAB5 711844.33000000 PA USD 617909.42000000 0.427766331540 Long ABS-O CORP US N 2 2048-10-20 Fixed 2.33000000 N N N N N N APTIV PLC N/A 03835VAJ5 935000.00000000 PA USD 604849.01000000 0.418724870942 Long DBT CORP JE N 2 2051-12-01 Fixed 3.10000000 N N N N N N UMBS, TBA N/A 01F042673 1235000.00000000 PA USD 1239727.89000000 0.858238820203 Long ABS-MBS USGSE US N 2 2052-07-15 Fixed 4.50000000 N N N N N N OWENS CORNING JO5M6676RDJIZ2U8X907 690742AJ0 519000.00000000 PA USD 481928.43000000 0.333629412165 Long DBT CORP US N 2 2029-08-15 Fixed 3.95000000 N N N N N N UMBS, TBA N/A 01F040677 6400000.00000000 PA USD 6309997.12000000 4.368284788492 Long ABS-MBS USGSE US N 2 2052-07-15 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCH2 375000.00000000 PA USD 337397.46000000 0.233573512660 Long DBT UST US N 2 2028-06-30 Fixed 1.25000000 N N N N N N GoodLeap Sustainable Home Improvement Loan Trust N/A 38237HAA5 144420.40000000 PA USD 125728.33000000 0.087039207938 Long ABS-O CORP US N 2 2048-10-20 Fixed 2.31000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076BF8 203000.00000000 PA USD 194219.95000000 0.134454586439 Long DBT CORP US N 2 2045-03-15 Fixed 4.40000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAT8 312000.00000000 PA USD 291855.72000000 0.202045877021 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N HOUSING URBAN DEVELOPMNT N/A 911759NL8 150000.00000000 PA USD 158625.08000000 0.109812969936 Long DBT USGA US N 2 2037-08-01 Fixed 3.58500000 N N N N N N Extended Stay America Trust N/A 30227FAA8 200764.39000000 PA USD 196039.40000000 0.135714155280 Long ABS-MBS CORP US N 2 2038-07-15 Floating 2.40500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAZ4 6184300.00000000 PA USD 5649937.83000000 3.911338945067 Long DBT UST US N 2 2025-11-30 Fixed 0.37500000 N N N N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 58933YBB0 222000.00000000 PA USD 156285.91000000 0.108193609335 Long DBT CORP US N 2 2050-06-24 Fixed 2.45000000 N N N N N N APTIV PLC / APTIV CORP N/A 00217GAB9 99000.00000000 PA USD 84223.52000000 0.058306258188 Long DBT CORP JE N 2 2032-03-01 Fixed 3.25000000 N N N N N HOUSING URBAN DEVELOPMNT N/A 911759NJ3 85000.00000000 PA USD 86890.15000000 0.060152312797 Long DBT USGA US N 2 2035-08-01 Fixed 3.48500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967ND9 73000.00000000 PA USD 67837.14000000 0.046962295088 Long DBT CORP US N 2 2025-11-03 Fixed 1.28100000 N N N N N N Ocwen Master Advance Receivables Trust 549300THGK42AVJMPW70 67575NBW2 475263.16000000 PA USD 474121.25000000 0.328224657616 Long ABS-O CORP US N 2 2052-08-15 Fixed 1.27800000 N N N N N N Mosaic Solar Loans LLC N/A 61947DAA7 162968.24000000 PA USD 140729.30000000 0.097424079408 Long ABS-O CORP US N 2 2046-12-20 Fixed 1.51000000 N N N N N N US CELLULAR CORP 549300B164AZXESI6E03 911684801 16400.00000000 NS USD 304548.00000000 0.210832488583 Long EP CORP US N 1 N N PRINCIPAL FINANCIAL GRP CUMYEZJOAF02RYZ1JJ85 74251VAF9 308000.00000000 PA USD 286405.47000000 0.198272777966 Long DBT CORP US N 2 2042-09-15 Fixed 4.62500000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBL5 255000.00000000 PA USD 243664.89000000 0.168684329364 Long DBT CORP FR N 2 2033-06-15 Fixed 6.22100000 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 298785JN7 585000.00000000 PA USD 518995.63000000 0.359290293277 Long DBT NUSS XX N 2 2031-05-13 Fixed 1.62500000 N N N N N N HOUSING URBAN DEVELOPMNT N/A 911759NH7 145000.00000000 PA USD 146091.86000000 0.101136472430 Long DBT USGA US N 2 2034-08-01 Fixed 3.43500000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EX7 244000.00000000 PA USD 196753.20000000 0.136208304742 Long DBT CORP AU N 2 2036-11-18 Fixed 3.02000000 N N N N N N Cologix Data Centers Issuer LLC N/A 19521UAA1 720000.00000000 PA USD 663641.14000000 0.459425486533 Long ABS-O CORP US N 2 2051-12-26 Fixed 3.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBK8 268097.21000000 PA USD 251663.01000000 0.174221267855 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 3.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKA6 697000.00000000 PA USD 563942.76000000 0.390406292307 Long DBT CORP US N 2 2032-07-21 Fixed 2.29900000 N N N N N N JPMorgan Chase Bank, NA - CACLN N/A 48128U2M0 207529.63000000 PA USD 201134.94000000 0.139241695697 Long ABS-O CORP US N 2 2028-12-26 Fixed 0.88900000 N N N N N N District of Columbia Water & Sewer Authority 549300OT2FIJQJ5PSH71 254845JZ4 555000.00000000 PA USD 559251.30000000 0.387158488391 Long DBT MUN US N 2 2114-10-01 Fixed 4.81400000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBS9 476000.00000000 PA USD 430110.63000000 0.297756985727 Long DBT UST US N 2 2028-03-31 Fixed 1.25000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475AY1 600000.00000000 PA USD 581616.13000000 0.402641212841 Long DBT CORP US N 2 2024-11-01 Fixed 2.20000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CEM9 1645100.00000000 PA USD 1626078.53000000 1.125701640176 Long DBT UST US N 2 2029-04-30 Fixed 2.87500000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCS2 304000.00000000 PA USD 301323.86000000 0.208600480953 Long DBT CORP US N 2 2028-05-10 Fixed 4.92700000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCA2 141000.00000000 PA USD 139352.11000000 0.096470678319 Long DBT CORP US N 2 2024-03-16 Floating 2.06800000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAM5 462000.00000000 PA USD 323507.70000000 0.223957909646 Long DBT CORP GB N 2 2050-09-02 Fixed 3.55000000 N N N N N N AON CORP LTS3U8DGK38SETRUWX71 037389BE2 336000.00000000 PA USD 294039.89000000 0.203557934222 Long DBT CORP US N 2 2030-05-15 Fixed 2.80000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CDJ7 171000.00000000 PA USD 148342.50000000 0.102694545482 Long DBT UST US N 2 2031-11-15 Fixed 1.37500000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B3DE7 797182.42000000 PA USD 808484.47000000 0.559697626618 Long ABS-MBS USGSE US N 2 2030-09-25 Variable 3.87000000 N N N N N N LendingPoint Asset Securitization Trust N/A 52605AAA5 230043.68000000 PA USD 226510.03000000 0.156808362931 Long ABS-O CORP US N 2 2029-06-15 Fixed 1.68000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAM7 150000.00000000 PA USD 143014.29000000 0.099005932279 Long DBT CORP IE N 2 2024-08-14 Fixed 2.87500000 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2H7 738000.00000000 PA USD 614060.01000000 0.425101461996 Long DBT CORP US N 2 2032-01-06 Fixed 2.90000000 N N N N N CALVERT IMPACT CAPITAL NOTE N/A 936VVUII3 250000.00000000 PA USD 231910.00000000 0.160546654147 Long DBT CORP US N 2 2023-12-15 Fixed 1.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 26.00000000 NC USD 86499.56000000 0.059881915153 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Ultra 10-Year US Treasury Note Future UXYU2 Comdty 2022-09-21 3225250.44000000 USD 86499.56000000 N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGF0 2637000.00000000 PA USD 2530870.35000000 1.752070918782 Long DBT CORP US N 2 2028-01-20 Fixed 3.82400000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAL5 67000.00000000 PA USD 58288.69000000 0.040352094149 Long DBT UST US N 2 2027-09-30 Fixed 0.37500000 N N N N N N BANCO DE CHILE 8B4EZFY8IHJC44TT2K84 059520AC0 200000.00000000 PA USD 167372.00000000 0.115868287689 Long DBT CORP CL N 2 2031-12-09 Fixed 2.99000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MM0 647000.00000000 PA USD 651240.09000000 0.450840487674 Long DBT CORP US N 2 2041-03-26 Fixed 5.31600000 N N N N N N SES SA 5493008JPA4HYMH1HX51 78413HAB5 130000.00000000 PA USD 110956.45000000 0.076812930894 Long DBT CORP LU N 2 2043-04-04 Fixed 5.30000000 N N N N N N Stack Infrastructure Issuer LLC N/A 85236KAD4 591000.00000000 PA USD 543217.95000000 0.376058920898 Long ABS-O CORP US N 2 2045-08-25 Fixed 1.89300000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89832QAF6 232000.00000000 PA USD 211120.00000000 0.146154153006 Long DBT CORP US N 2 2030-03-01 Fixed 5.10000000 N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACB9 145000.00000000 PA USD 122162.17000000 0.084570426704 Long DBT CORP US N 2 2031-02-15 Fixed 2.55000000 N N N N N N Oportun Funding LLC N/A 68377BAB3 100000.00000000 PA USD 94145.52000000 0.065175060320 Long ABS-O CORP US N 2 2028-03-08 Fixed 1.76000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CB4 200000.00000000 PA USD 188697.28000000 0.130631352467 Long DBT CORP GB N 2 2025-03-23 Fixed 1.21400000 N N N N N N City of San Francisco CA Public Utilities Commission Water Revenue N/A 79765R5A3 1530000.00000000 PA USD 1354784.40000000 0.937890140622 Long DBT MUN US N 2 2039-11-01 Fixed 3.30300000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CDV0 5725000.00000000 PA USD 5540726.56000000 3.835734167378 Long DBT UST US N 2 2024-01-31 Fixed 0.87500000 N N N N N N BX Commercial Mortgage Trust 2019-XL N/A 056054AA7 887625.82000000 PA USD 872810.99000000 0.604229589703 Long ABS-MBS CORP US N 2 2036-10-15 Floating 2.24400000 N N N N N N California Health Facilities Financing Authority 5493007RI8BUDOGHZ546 13032UVM7 110000.00000000 PA USD 95642.80000000 0.066211597315 Long DBT MUN US N 2 2034-06-01 Fixed 3.03400000 N N N N N N CI FINANCIAL CORP 549300M9W7JJQSVCEM78 125491AP5 308000.00000000 PA USD 200043.62000000 0.138486196691 Long DBT CORP CA N 2 2051-06-15 Fixed 4.10000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAF4 300000.00000000 PA USD 247142.98000000 0.171092141499 Long DBT US N 2 2031-06-01 Fixed 2.55000000 N N N N N N Bath & Body Works Inc GR3KVMWVCR54YWQNXU90 501797AW4 131000.00000000 PA USD 113490.54000000 0.078567230712 Long DBT CORP US N 2 2030-10-01 Fixed 6.62500000 N N N N N N Sunrun Demeter Issuer LLC N/A 86772HAA5 166664.76000000 PA USD 140149.23000000 0.097022508550 Long ABS-O CORP US N 2 2057-01-30 Fixed 2.27000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKL2 444000.00000000 PA USD 384271.93000000 0.266023770619 Long DBT CORP US N 2 2037-03-08 Fixed 3.84600000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TH1 1000000.00000000 PA USD 976250.00000000 0.675838347255 Long DBT UST US N 2 2042-05-15 Fixed 3.25000000 N N N N N N Stack Infrastructure Issuer LLC N/A 85236KAA0 183666.67000000 PA USD 182338.98000000 0.126229628561 Long ABS-O CORP US N 2 2044-02-25 Fixed 4.54000000 N N N N N N NEXTERA ENERGY OPERATING 549300KJEC5IUVJWR786 65342QAB8 620000.00000000 PA USD 575316.35000000 0.398280001160 Long DBT CORP US N 2 2027-09-15 Fixed 4.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -2.00000000 NC USD -1847.39000000 -0.00127891114 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT Ultra 10-Year US Treasury Note Future UXYU2 Comdty 2022-09-21 -252902.61000000 USD -1847.39000000 N N N CI FINANCIAL CORP 549300M9W7JJQSVCEM78 125491AN0 280000.00000000 PA USD 219222.22000000 0.151763157845 Long DBT CORP CA N 2 2030-12-17 Fixed 3.20000000 N N N N N N Mosaic Solar Loans LLC N/A 61946GAA1 1918181.21000000 PA USD 1823107.33000000 1.262100737286 Long ABS-O CORP US N 2 2043-06-22 Fixed 3.82000000 N N N N N N San Diego County Water Authority 549300Y0QN5OFKA1G520 797412DW0 185000.00000000 PA USD 144960.45000000 0.100353219918 Long DBT MUN US N 2 2034-05-01 Fixed 1.95100000 N N N N N N MHC Commercial Mortgage Trust N/A 55316VAE4 435000.00000000 PA USD 413766.43000000 0.286442222997 Long ABS-MBS CORP US N 2 2038-04-15 Floating 2.67500000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAN1 310000.00000000 PA USD 254200.00000000 0.175977575285 Long DBT US N 2 2031-02-15 Fixed 4.50000000 N N N N N N Diamond Infrastructure Funding LLC N/A 25265LAA8 852000.00000000 PA USD 733440.88000000 0.507746450344 Long ABS-O CORP US N 2 2049-04-15 Fixed 1.76000000 N N N N N N RADIAN GROUP INC 54930005OUP720S5U385 750236AW1 265000.00000000 PA USD 237897.43000000 0.164691632171 Long DBT CORP US N 2 2027-03-15 Fixed 4.87500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBP5 1068000.00000000 PA USD 960532.50000000 0.664957436399 Long DBT UST US N 2 2028-02-29 Fixed 1.12500000 N N N N N N Pagaya AI Debt Selection Trust N/A 69547PAA7 132843.98000000 PA USD 126368.71000000 0.087482530203 Long ABS-O CORP US N 2 2029-01-16 Fixed 1.22000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CDU2 1337900.00000000 PA USD 1339459.39000000 0.927280942743 Long DBT UST US N 2 2024-01-31 Floating 1.74300000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CEC1 100000.00000000 PA USD 94931.64000000 0.065719275472 Long DBT UST US N 2 2027-02-28 Fixed 1.87500000 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RBF0 725000.00000000 PA USD 557789.70000000 0.386146651947 Long DBT US N 2 2033-10-01 Fixed 2.45000000 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AE1 40000.00000000 PA USD 36458.43000000 0.025239441817 Long DBT CORP US N 2 2032-03-17 Fixed 4.20000000 N N N N N N SABRA HEALTH CARE LP 549300OVKLRFSIQG0H81 78574MAA1 305000.00000000 PA USD 242390.78000000 0.167802288496 Long DBT US N 2 2031-12-01 Fixed 3.20000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SZ2 150000.00000000 PA USD 115998.05000000 0.080303129727 Long DBT UST US N 2 2051-08-15 Fixed 2.00000000 N N N N N N ServiceMaster Brands N/A 81761TAC9 337725.00000000 PA USD 283447.56000000 0.196225076039 Long ABS-O CORP US N 2 2051-01-30 Fixed 3.33700000 N N N N N N DICK'S SPORTING GOODS 529900SSBV5I4LWSK313 253393AG7 684000.00000000 PA USD 455655.54000000 0.315441215950 Long DBT CORP US N 2 2052-01-15 Fixed 4.10000000 N N N N N N AGREE LP 549300DXY3G299V1BO77 008513AB9 94000.00000000 PA USD 80383.81000000 0.055648103760 Long DBT US N 2 2028-06-15 Fixed 2.00000000 N N N N N N Freddie Mac - STACR N/A 35564KED7 114367.28000000 PA USD 112892.63000000 0.078153309578 Long ABS-MBS USGSE US N 2 2033-10-25 Floating 1.67600000 N N N N N N HP INC WHKXQACZ14C5XRO8LW03 40434LAK1 195000.00000000 PA USD 182866.91000000 0.126595103940 Long DBT CORP US N 2 2029-04-15 Fixed 4.00000000 N N N N N N UBS AG LONDON BFM8T61CT2L1QCEMIK50 902674YH7 236000.00000000 PA USD 209964.31000000 0.145354091936 Long DBT CORP CH N 2 2026-06-01 Fixed 1.25000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BZ2 243000.00000000 PA USD 214584.08000000 0.148552266299 Long DBT CORP GB N 2 2027-01-14 Fixed 1.45600000 N N N N N N Synovus Financial Corp 549300EIUS8UN5JTLE54 87161CAM7 365000.00000000 PA USD 352905.14000000 0.244309169326 Long DBT CORP US N 2 2029-02-07 Fixed 5.90000000 N N N N N N AUST & NZ BANKING GROUP JHE42UYNWWTJB8YTTU19 052528AL0 316000.00000000 PA USD 298272.48000000 0.206488071615 Long DBT CORP AU N 2 2030-07-22 Fixed 2.95000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBC4 811000.00000000 PA USD 739197.99000000 0.511731982438 Long DBT UST US N 2 2025-12-31 Fixed 0.37500000 N N N N N N Oportun Funding LLC N/A 68377XAA7 485544.44000000 PA USD 479088.06000000 0.331663080829 Long ABS-O CORP US N 2 2029-06-15 Fixed 3.25000000 N N N N N N Helios Issuer, LLC N/A 86746EAA5 360164.68000000 PA USD 314780.54000000 0.217916271346 Long ABS-O CORP US N 2 2048-02-20 Fixed 1.80000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HBK0 212000.00000000 PA USD 202979.66000000 0.140518758454 Long DBT CORP US N 2 2026-07-28 Fixed 3.75000000 N N N N N N FERGUSON FINANCE PLC 2138003A7ZEU931DZL61 314890AD6 1000.00000000 PA USD 944.14000000 0.000653609236 Long DBT CORP GB N 2 2032-04-20 Fixed 4.65000000 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111FN8 420000.00000000 PA USD 350744.52000000 0.242813415319 Long DBT CORP US N 2 2057-11-15 Fixed 4.00000000 N N N N N N KYNDRYL HOLDINGS INC 549300LQ4LWX2R8ZV130 50155QAA8 237000.00000000 PA USD 199677.90000000 0.138233016050 Long DBT CORP US N 2 2026-10-15 Fixed 2.05000000 N N N N N N COCA-COLA FEMSA SAB CV 5493008KEVFYPMGTXO33 191241AJ7 220000.00000000 PA USD 171184.20000000 0.118507397494 Long DBT CORP MX N 2 2032-09-01 Fixed 1.85000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBJ4 499000.00000000 PA USD 487887.21000000 0.337754556367 Long DBT CORP US N 2 2031-03-24 Fixed 4.49300000 N N N N N N Focus Brands Funding LLC N/A 34417MAB3 427500.00000000 PA USD 413079.10000000 0.285966398186 Long ABS-O CORP US N 2 2047-04-30 Fixed 5.09300000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HBJ3 300000.00000000 PA USD 296483.25000000 0.205249423476 Long DBT CORP US N 2 2025-10-29 Fixed 4.20000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAN5 495000.00000000 PA USD 507194.16000000 0.351120371658 Long DBT CORP IE N 2 2025-07-15 Fixed 6.50000000 N N N N N N BANKUNITED INC 96OVUWEW5D4YX6PFXD91 06652KAB9 310000.00000000 PA USD 300573.08000000 0.208080730977 Long DBT CORP US N 2 2030-06-11 Fixed 5.12500000 N N N N N N ANDREW W MELLON FOUNDATI HVIJIPOQ5TXYVD3NET54 03444RAB4 300000.00000000 PA USD 263496.64000000 0.182413453198 Long DBT CORP US N 2 2027-08-01 Fixed 0.94700000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -1.00000000 NC USD 4060.58000000 0.002811058310 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CME Ultra Long Term US Treasury Bond Future WNU2 Comdty 2022-09-21 -158404.33000000 USD 4060.58000000 N N N AT&T INC 549300Z40J86GGSTL398 00206RKJ0 439000.00000000 PA USD 333501.79000000 0.230876618243 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691LAL3 1110000.00000000 PA USD 1096584.32000000 0.759143389966 Long ABS-MBS CORP US N 2 2034-11-15 Floating 2.72400000 N N N N N N BELLEMEADE RE LT N/A 07876MAA5 108293.91000000 PA USD 108354.36000000 0.075011556036 Long ABS-MBS CORP BM N 2 2031-03-25 Floating 2.67600000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJZ3 243000.00000000 PA USD 208322.15000000 0.144217257416 Long DBT CORP US N 2 2029-06-14 Fixed 2.08700000 N N N N N N Morgan Stanley & Co. LLC 549300BI6Y5SI6BYPB26 61747C707 1681420.67000000 NS USD 1681420.67000000 1.164013896700 Long STIV RF US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912810TD0 1115200.00000000 PA USD 918123.25000000 0.635598360928 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCP9 328000.00000000 PA USD 287906.85000000 0.199312153308 Long DBT CORP US N 2 2027-09-22 Fixed 1.47000000 N N N N N N AMERICAN WATER CAPITAL C 5IDHQUFVC8Q2KIBBFF06 03040WAR6 658000.00000000 PA USD 548902.16000000 0.379993985781 Long DBT CORP US N 2 2047-09-01 Fixed 3.75000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCY0 731000.00000000 PA USD 703232.63000000 0.486833883119 Long DBT CORP US N 2 2028-02-24 Floating 2.47200000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAJ1 440000.00000000 PA USD 404597.49000000 0.280094749239 Long DBT CORP US N 2 2026-01-15 Fixed 2.87500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TC2 3811500.00000000 PA USD 3028653.65000000 2.096676340306 Long DBT UST US N 2 2041-11-15 Fixed 2.00000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785HM1 860000.00000000 PA USD 831070.07000000 0.575333185722 Long DBT NUSS XX N 2 2027-05-24 Fixed 2.37500000 N N N N N N KAISER FOUNDATION HOSPIT DW4Z57L3G4IRMHYZYK62 48305QAC7 224000.00000000 PA USD 217829.79000000 0.150799206408 Long DBT CORP US N 2 2027-05-01 Fixed 3.15000000 N N N N N N DXC TECHNOLOGY CO 549300DOVZ3EDJB7O259 23355LAM8 104000.00000000 PA USD 89594.69000000 0.062024611741 Long DBT CORP US N 2 2028-09-15 Fixed 2.37500000 N N N N N N TERRAFORM POWER OPERATIN 5493000S2OLR3UT5BE13 88104LAG8 717000.00000000 PA USD 615361.67000000 0.426002575177 Long DBT CORP US N 2 2030-01-15 Fixed 4.75000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 35564KRE1 242278.33000000 PA USD 237216.70000000 0.164220376409 Long ABS-MBS USGSE US N 2 2042-02-25 Floating 2.22600000 N N N N N N Diamond Issuer LLC N/A 25267TAN1 490000.00000000 PA USD 431640.90000000 0.298816361038 Long ABS-O CORP US N 2 2051-11-20 Fixed 2.30500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBZ3 65000.00000000 PA USD 58642.19000000 0.040596815128 Long DBT UST US N 2 2028-04-30 Fixed 1.25000000 N N N N N N CORPORATE OFFICE PROP LP H0TWO5VRNEP6CQAWPX27 22003BAP1 197000.00000000 PA USD 152900.84000000 0.105850193085 Long DBT US N 2 2033-12-01 Fixed 2.90000000 N N N N N N EUROPEAN BK RECON & DEV 549300HTGDOVDU6OGK19 29874QEE0 305000.00000000 PA USD 292917.14000000 0.202780676855 Long DBT NUSS XX N 2 2025-02-13 Fixed 1.50000000 N N N N N N Freddie Mac - STACR N/A 35564KPU7 2250000.00000000 PA USD 2175044.18000000 1.505739578815 Long ABS-MBS USGSE US N 2 2042-01-25 Floating 1.92600000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CDF5 198000.00000000 PA USD 178548.05000000 0.123605243552 Long DBT UST US N 2 2028-10-31 Fixed 1.37500000 N N N N N N SLG Office Trust N/A 78449RAA3 410000.00000000 PA USD 348893.81000000 0.241532205805 Long ABS-MBS CORP US N 2 2041-07-15 Fixed 2.58500000 N N N N N N AFFILIATED MANAGERS GROU 2JE75BUE3T1BLCYYGK54 008252AP3 244000.00000000 PA USD 220734.20000000 0.152809871355 Long DBT CORP US N 2 2030-06-15 Fixed 3.30000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CX6 136000.00000000 PA USD 134695.85000000 0.093247242659 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69547EAA2 390807.57000000 PA USD 378439.21000000 0.261985895234 Long ABS-O CORP US N 2 2029-08-15 Fixed 1.53000000 N N N N N N DELTA AIR LINES/SKYMILES N/A 830867AB3 138000.00000000 PA USD 130464.17000000 0.090317735240 Long DBT CORP XX N 2 2028-10-20 Fixed 4.75000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBH3 503000.00000000 PA USD 494837.10000000 0.342565826196 Long DBT CORP US N 2 2033-01-15 Fixed 4.25000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABU8 106000.00000000 PA USD 96393.22000000 0.066731098070 Long DBT CORP US N 2 2026-04-15 Fixed 2.62500000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYM0 336000.00000000 PA USD 297595.32000000 0.206019287292 Long DBT CORP US N 2 2027-10-21 Fixed 1.94800000 N N N N N N MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 556079AC5 554000.00000000 PA USD 483701.17000000 0.334856644607 Long DBT CORP AU N 2 2030-06-03 Fixed 3.62400000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MU2 415000.00000000 PA USD 360012.50000000 0.249229452487 Long DBT CORP US N 2 2025-12-10 Fixed 4.00000000 N N N N N N MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 556079AD3 246000.00000000 PA USD 195327.25000000 0.135221148080 Long DBT CORP AU N 2 2036-03-03 Fixed 3.05200000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKD0 227000.00000000 PA USD 187467.82000000 0.129780221902 Long DBT CORP US N 2 2032-10-20 Fixed 2.57200000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABX2 367000.00000000 PA USD 298214.23000000 0.206447746305 Long DBT CORP US N 2 2031-11-15 Fixed 2.25000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SP4 375000.00000000 PA USD 247009.28000000 0.170999583663 Long DBT UST US N 2 2050-08-15 Fixed 1.37500000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CE8 200000.00000000 PA USD 185368.56000000 0.128326946195 Long DBT CORP GB N 2 2025-11-23 Fixed 1.82200000 N N N N N N OneMain Financial Issuance Trust N/A 68269LAA4 1061305.85000000 PA USD 1058606.74000000 0.732852270990 Long ABS-O CORP US N 2 2032-05-14 Fixed 3.84000000 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AL6 94000.00000000 PA USD 91070.99000000 0.063046624701 Long DBT CORP US N 2 2023-10-01 Fixed 1.30000000 N N N N N N Conn Funding II, L.P N/A 20825GAA3 157139.36000000 PA USD 156194.09000000 0.108130044186 Long ABS-O CORP US N 2 2026-05-15 Fixed 1.05000000 N N N N N N FORD FOUNDATION/THE 54930013YZ3DULPNNT44 34531XAB0 270000.00000000 PA USD 193122.50000000 0.133694843757 Long DBT CORP US N 2 2050-06-01 Fixed 2.41500000 N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CEP2 4583400.00000000 PA USD 4532552.91000000 3.137795715791 Long DBT UST US N 2 2032-05-15 Fixed 2.87500000 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2G9 553000.00000000 PA USD 495100.70000000 0.342748311203 Long DBT CORP US N 2 2027-01-06 Fixed 2.25000000 N N N N N N BELLEMEADE RE LT N/A 07876AAA1 316059.14000000 PA USD 311409.85000000 0.215582810082 Long ABS-MBS CORP BM N 2 2031-06-25 Floating 2.12600000 N N N N N N SUNRUN JUPITER ISSUER 2022-1, LLC N/A 86772RAA3 625000.00000000 PA USD 596316.44000000 0.412817943406 Long ABS-O CORP US N 2 2057-07-30 Fixed 4.75000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBW9 219000.00000000 PA USD 190639.25000000 0.131975739454 Long DBT CORP US N 2 2028-06-15 Fixed 1.90000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBD2 2287300.00000000 PA USD 2260015.10000000 1.564563247073 Long DBT UST US N 2 2022-12-31 Fixed 0.12500000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KU4 300000.00000000 PA USD 288079.91000000 0.199431959284 Long DBT CORP US N 2 2028-07-25 Fixed 4.12500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBE5 234000.00000000 PA USD 204365.04000000 0.141477829316 Long DBT CORP US N 2 2030-10-15 Fixed 2.73900000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAV3 41000.00000000 PA USD 34627.38000000 0.023971842529 Long DBT UST US N 2 2030-11-15 Fixed 0.87500000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 29878TDB7 1942000.00000000 PA USD 1931253.85000000 1.336968409848 Long DBT NUSS XX N 2 2025-06-13 Fixed 2.87500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CDY4 1266000.00000000 PA USD 1147114.69000000 0.794124554368 Long DBT UST US N 2 2032-02-15 Fixed 1.87500000 N N N N N N KYNDRYL HOLDINGS INC 549300LQ4LWX2R8ZV130 50155QAC4 646000.00000000 PA USD 515118.79000000 0.356606434492 Long DBT CORP US N 2 2028-10-15 Fixed 2.70000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCN3 197000.00000000 PA USD 174511.73000000 0.120810979953 Long DBT CORP US N 2 2030-03-01 Fixed 3.27300000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617UM5N2 254168.62000000 PA USD 231678.08000000 0.160386100571 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 2.50000000 N N N N N N Valmont Industries Inc 5493009ZGZJJ8F77JN08 920253AF8 350000.00000000 PA USD 320308.75000000 0.221743340549 Long DBT CORP US N 2 2044-10-01 Fixed 5.00000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAC9 218000.00000000 PA USD 208409.12000000 0.144277465007 Long DBT CORP IE N 2 2025-01-15 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828Z78 626000.00000000 PA USD 584564.18000000 0.404682088886 Long DBT UST US N 2 2027-01-31 Fixed 1.50000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BT0 569000.00000000 PA USD 451993.34000000 0.312905948144 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDB9 267000.00000000 PA USD 262914.42000000 0.182010393938 Long DBT CORP US N 2 2026-04-26 Floating 2.30900000 N N N N N N Seagate HDD Cayman 529900BD50TRWEG1SF63 81180WAN1 316000.00000000 PA USD 278649.33000000 0.192903357388 Long DBT CORP KY N 2 2034-12-01 Fixed 5.75000000 N N N N N SES GLOBAL AMERICAS HLDG 5299000YGN3VJ3R60481 78413KAB8 219000.00000000 PA USD 187086.97000000 0.129516567065 Long DBT CORP US N 2 2044-03-25 Fixed 5.30000000 N N N N N N Mosaic Solar Loans LLC N/A 61946PAC7 1117928.56000000 PA USD 1039342.65000000 0.719516126819 Long ABS-O CORP US N 2 2046-08-20 Fixed 3.00000000 N N N N N N TES LLC N/A 88159DAA3 267493.06000000 PA USD 251324.39000000 0.173986848002 Long ABS-O CORP US N 2 2047-10-20 Fixed 4.33000000 N N N N N N BX Trust N/A 05609VAJ4 246154.00000000 PA USD 229568.64000000 0.158925777453 Long ABS-MBS CORP US N 2 2036-09-15 Floating 2.42400000 N N N N N N Focus Brands Funding LLC N/A 34417RAA4 296103.89000000 PA USD 285608.87000000 0.197721307720 Long ABS-O CORP US N 2 2047-04-30 Fixed 3.85700000 N N N N N N Theorem Funding Trust N/A 88339XAA2 474721.79000000 PA USD 465655.60000000 0.322364057458 Long ABS-O CORP US N 2 2028-02-15 Fixed 1.85000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NN7 345000.00000000 PA USD 311146.54000000 0.215400525836 Long DBT CORP US N 2 2033-03-17 Fixed 3.78500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TF5 2979000.00000000 PA USD 2527029.84000000 1.749412210530 Long DBT UST US N 2 2042-02-15 Fixed 2.37500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617UUSS8 365609.31000000 PA USD 333029.24000000 0.230549481330 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 2.50000000 N N N N N N FMC GMSR Issuer Trust N/A 30259RAK1 200000.00000000 PA USD 179047.32000000 0.123950878186 Long ABS-MBS CORP US N 2 2026-10-25 Variable 3.85000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJS9 240000.00000000 PA USD 213747.51000000 0.147973125621 Long DBT CORP US N 2 2027-07-22 Fixed 1.73400000 N N N N N N TERRAFORM GLOBAL OPERATI 549300LC7QMVR79H5O86 88104UAC7 225000.00000000 PA USD 214373.84000000 0.148406721352 Long DBT CORP US N 2 2026-03-01 Fixed 6.12500000 N N N N N N Coinstar Funding, LLC N/A 19260MAA4 165300.00000000 PA USD 160417.27000000 0.111053667224 Long ABS-O CORP US N 2 2047-04-25 Fixed 5.21600000 N N N N N N INTER-AMERICAN DEVEL BK VKU1UKDS9E7LYLMACP54 4581X0DL9 241000.00000000 PA USD 226672.67000000 0.156920955350 Long DBT NUSS XX N 2 2025-04-03 Fixed 0.87500000 N N N N N N Hawaii Hotel Trust 2019-MAUI N/A 41975AAA0 678000.00000000 PA USD 660453.36000000 0.457218650203 Long ABS-MBS CORP US N 2 2038-05-15 Floating 2.47400000 N N N N N N Commonwealth of Massachusetts 5493001N1YCXNI1O7K10 57582RJN7 1300000.00000000 PA USD 1092260.00000000 0.756149749729 Long DBT MUN US N 2 2046-06-01 Fixed 3.27700000 N N N N N N CONSERVATION FUND N/A 20848FAA8 190000.00000000 PA USD 175595.85000000 0.121561494544 Long DBT CORP US N 2 2029-12-15 Fixed 3.47400000 N N N N N N CVS Pass-Through Trust N/A 126650BP4 161211.18000000 PA USD 165516.83000000 0.114583990607 Long DBT CORP US N 2 2028-12-10 Fixed 6.03600000 N N N N N N 2022-07-26 CALVERT FUND James Kirchner James Kirchner Treasurer XXXX