CONSUMER LOAN UNDERLYING BOND CLUB CERTIFICATE ISSUER TRUST I SERIES 2019-HP1

NPORT-P false 0000701039 XXXXXXXX S000013508 C000195935 C000036621 C000139784 CALVERT FUND 811-03416 0000701039 549300SAFDT1VZ80RP53 1825 Connecticut Avenue NW Suite 400 Washington 20009 202-238-2200 Calvert Ultra-Short Duration Income Fund S000013508 549300IXKXR5NQT6M528 2022-09-30 2022-06-30 N 891808555.13 6487629.30 885320925.83 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1999200.00000000 0.00000000 0.00000000 207680.14000000 USD N Consumer Loan Underlying Bond Credit Trust N/A CONSUMER LOAN UNDERLYING BOND CLUB CERTIFICATE ISSUER TRUST I SERIES 2019-HP1 21055MAB7 4219709.43000000 PA USD 4215401.11000000 0.476143846486 Long ABS-O CORP US N 2 2026-12-15 Fixed 3.48000000 N N N N N N Theorem Funding Trust 2020-1 N/A Theorem Funding Trust 2020-1 88337YAA2 0.00000000 PA USD 0.00000000 0.000000 Long ABS-O CORP US N 2 2026-10-15 Fixed 2.48000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GJJ9 13800000.00000000 PA USD 13673203.12000000 1.544434647490 Long DBT CORP US N 2 2024-10-24 Floating 1.76000000 N N N N N N BAXTER INTERNATIONAL INC J5OIVXX3P24RJRW5CK77 Baxter International Inc 071813DB2 3000000.00000000 PA USD 2929882.71000000 0.330940185024 Long DBT CORP US N 2 2024-11-29 Floating 1.76700000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 Bank of Nova Scotia/The 064159YN0 8500000.00000000 PA USD 8456680.52000000 0.955210734691 Long DBT CORP CA N 2 2023-09-15 Floating 2.02900000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CBX8 30000000.00000000 PA USD 29326201.80000000 3.312493915413 Long DBT UST US N 2 2023-04-30 Fixed 0.12500000 N N N N N N JABIL INC 5493000CGCQY2OQU7669 Jabil Inc 466313AL7 940000.00000000 PA USD 842953.71000000 0.095214479338 Long DBT CORP US N 2 2026-04-15 Fixed 1.70000000 N N N N N N UBS AG LONDON BFM8T61CT2L1QCEMIK50 UBS AG/London 902674YG9 4000000.00000000 PA USD 3985887.12000000 0.450219463214 Long DBT CORP CH N 2 2023-06-01 Floating 1.66800000 N N N N N N BELLEMEADE RE LT N/A Bellemeade Re Ltd 07876MAB3 1500000.00000000 PA USD 1447985.55000000 0.163554876853 Long ABS-MBS CORP BM N 2 2031-03-25 Floating 3.12600000 N N N N N N HAT HOLDINGS I LLC/HAT N/A HAT Holdings I LLC / HAT Holdings II LLC 418751AB9 3000000.00000000 PA USD 2877975.00000000 0.325077033201 Long DBT US N 2 2025-04-15 Fixed 6.00000000 N N N N N N RADIAN GROUP INC 54930005OUP720S5U385 Radian Group Inc 750236AX9 2000000.00000000 PA USD 1956180.00000000 0.220957162869 Long DBT CORP US N 2 2025-03-15 Fixed 6.62500000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 BBVA Bancomer SA/Texas 05533UAH1 1718000.00000000 PA USD 1560064.26000000 0.176214547118 Long DBT CORP MX N 2 2025-09-18 Fixed 1.87500000 N N N N N N CCO HLDGS LLC/CAP CORP N/A CCO Holdings LLC / CCO Holdings Capital Corp 1248EPBT9 7010000.00000000 PA USD 6638399.90000000 0.749829774302 Long DBT CORP US N 2 2027-05-01 Fixed 5.12500000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A AerCap Ireland Capital DAC / AerCap Global Aviation Trust 00774MBA2 7000000.00000000 PA USD 6905438.05000000 0.779992638661 Long DBT CORP IE N 2 2023-09-29 Floating 2.19300000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GKT5 5055000.00000000 PA USD 5027354.76000000 0.567856763951 Long DBT CORP US N 2 2025-04-25 Floating 2.14700000 N N N N N N CCO HLDGS LLC/CAP CORP N/A CCO Holdings LLC / CCO Holdings Capital Corp 1248EPBX0 1936000.00000000 PA USD 1793036.08000000 0.202529504012 Long DBT CORP US N 2 2028-02-01 Fixed 5.00000000 N N N N N N Chase Auto Credit Linked Notes N/A JPMorgan Chase Bank NA - CACLN 46591HCE8 1950017.46000000 PA USD 1867818.76000000 0.210976461247 Long ABS-O CORP US N 2 2029-02-26 Fixed 0.86000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 Truist Financial Corp 89788MAF9 4500000.00000000 PA USD 4370259.56000000 0.493635633417 Long DBT CORP US N 2 2025-06-09 Floating 1.83000000 N N N N N Cushman & Wakefield U.S. Borrower, LLC N/A Cushman & Wakefield U.S. Borrower, LLC 2020 Term Loan B 23340DAP7 1484810.12000000 PA USD 1399896.80000000 0.158123089509 Long LON CORP US N 2 2025-08-21 Floating 4.41600000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 Centene Corp 15135BAR2 5500000.00000000 PA USD 5151135.00000000 0.581838161700 Long DBT CORP US N 2 2027-12-15 Fixed 4.25000000 N N N N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 Thermo Fisher Scientific Inc 883556CN0 5375000.00000000 PA USD 5351937.00000000 0.604519428362 Long DBT CORP US N 2 2023-04-18 Floating 1.22500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ABR5 2276000.00000000 PA USD 2052390.31000000 0.231824443557 Long DBT CORP US N 2 2026-02-15 Fixed 2.25000000 N N N N N N Upstart Securitization Trust N/A Upstart Securitization Trust 2021-5 91679JAA5 1064998.04000000 PA USD 1025828.37000000 0.115870792169 Long ABS-O CORP US N 2 2031-11-20 Fixed 1.31000000 N N N N N N Trans Union, LLC X8NPN6PWJOM1QCTYFV34 Trans Union, LLC 2021 Term Loan B6 89334GAZ7 2164919.35000000 PA USD 2071364.53000000 0.233967646032 Long LON CORP US N 2 2028-12-01 Floating 3.91600000 N N N N N N Pagaya AI Debt Selection Trust N/A Pagaya AI Debt Selection Trust 2021-2 69546LAA7 2639037.17000000 PA USD 2501968.75000000 0.282605852522 Long ABS-O CORP US N 2 2029-01-25 Fixed 3.00000000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 Bank of Montreal 06368EA44 4200000.00000000 PA USD 4159466.43000000 0.469825834750 Long DBT CORP CA N 2 2023-12-08 Floating 1.77200000 N N N N N N NORDSTROM INC 549300S3IZB5P35KNV16 Nordstrom Inc 655664AX8 1572000.00000000 PA USD 1504073.88000000 0.169890243878 Long DBT CORP US N 2 2024-04-08 Fixed 2.30000000 N N N N N N Resimac N/A RESIMAC Premier Series 2020-1 76120GAA7 1513705.34000000 PA USD 1507396.97000000 0.170265598159 Long ABS-MBS CORP AU N 2 2052-02-07 Floating 2.17000000 N N N N N N Vantage Data Centers LLC 5493000RL8X7WTQ7HO20 Vantage Data Centers LLC 92212KAC0 4955000.00000000 PA USD 4321920.96000000 0.488175624669 Long ABS-O CORP US N 2 2045-09-15 Fixed 1.99200000 N N N N N N Pagaya AI Debt Selection Trust N/A Pagaya AI Debt Selection Trust 2021-3 69546RAA4 5877440.56000000 PA USD 5717638.83000000 0.645826689868 Long ABS-O CORP US N 2 2029-05-15 Fixed 1.15000000 N N N N N N Chase Auto Credit Linked Notes N/A JPMorgan Chase Bank NA - CACLN 46591HCD0 1745447.10000000 PA USD 1687350.24000000 0.190591930086 Long ABS-O CORP US N 2 2029-02-26 Fixed 0.76000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 Fannie Mae Connecticut Avenue Securities 30711XAP9 4797236.11000000 PA USD 4960471.66000000 0.560302091058 Long ABS-MBS USGSE US N 2 2024-11-25 Floating 6.52400000 N N N N N N Theorem Funding Trust N/A Theorem Funding Trust 2021-1 88339VAA6 12781926.13000000 PA USD 12496866.17000000 1.411563400953 Long ABS-O CORP US N 2 2027-12-15 Fixed 1.21000000 N N N N N N Pagaya AI Debt Selection Trust N/A Pagaya AI Debt Selection Trust 2021-1 69547JAA1 6663431.63000000 PA USD 6522458.74000000 0.736733827214 Long ABS-O CORP US N 2 2027-11-15 Fixed 1.18000000 N N N N N N Bombardier Recreational Products, Inc. N/A Bombardier Recreational Products, Inc. 2020 Term Loan 09776MAM6 1969773.32000000 PA USD 1822861.72000000 0.205898411165 Long LON CORP CA N 2 2027-05-24 Floating 3.66600000 N N N N N N Morgan Stanley Capital I Trust N/A Morgan Stanley Capital I Trust 2017-CLS 61691LAG4 11690000.00000000 PA USD 11552859.93000000 1.304934695762 Long ABS-MBS CORP US N 2 2034-11-15 Floating 2.17400000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp 14040HCL7 12000000.00000000 PA USD 11682430.08000000 1.319570083475 Long DBT CORP US N 2 2024-12-06 Floating 2.11200000 N N N N N N Eagle Re Ltd N/A Eagle RE 2021-1 Ltd 26983BAA9 992344.71000000 PA USD 993956.67000000 0.112270775602 Long ABS-MBS CORP US N 2 2033-10-25 Floating 2.62600000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967MT5 4080000.00000000 PA USD 3892195.44000000 0.439636670323 Long DBT CORP US N 2 2024-10-30 Fixed 0.77600000 N N N N N N VMC Finance LLC N/A VMC Finance 2021-HT1 LLC 91835TAA4 11918952.43000000 PA USD 11455683.01000000 1.293958233197 Long ABS-CBDO CORP US N 2 2037-01-18 Floating 3.26200000 N N N N N N State Street Global Advisors 5493008BJIBKQ5KTIF74 State Street Navigator Securities Lending Government Money Market Portfolio 857492706 1155000.00000000 NS USD 1155000.00000000 0.130461165697 Long STIV RF US N 1 N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GZQ0 10200000.00000000 PA USD 10218053.29000000 1.154163760494 Long DBT CORP US N 2 2024-03-15 Floating 2.87000000 N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 Hyatt Hotels Corp 448579AM4 3245000.00000000 PA USD 3239628.78000000 0.365927053736 Long DBT CORP US N 2 2023-10-01 Floating 2.56300000 N N N N N N DELTA AIR LINES/SKYMILES N/A Delta Air Lines Inc / SkyMiles IP Ltd 830867AA5 4788000.00000000 PA USD 4656861.37000000 0.526008279498 Long DBT CORP XX N 2 2025-10-20 Fixed 4.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 5YR NOTE (CBT) SEP22 000000000 -61.00000000 NC USD 55652.86000000 0.006286179212 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 5 Year US Treasury Note FVM2 COMDTY 2022-09-30 -6902902.86000000 USD 55652.86000000 N N N Affirm Inc N/A Affirm Asset Securitization Trust 2021-A 00833MAA2 5890000.00000000 PA USD 5817446.98000000 0.657100358781 Long ABS-O CORP US N 2 2025-08-15 Fixed 0.88000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280CZ0 5000000.00000000 PA USD 4851261.15000000 0.547966393706 Long DBT CORP GB N 2 2024-11-22 Floating 1.84900000 N N N N N N ROGERS COMMUNICATIONS IN 54930030NVF3Y2OL0A78 Rogers Communications Inc 775109CA7 5000000.00000000 PA USD 4834781.20000000 0.546104927483 Long DBT CORP CA N 2 2025-03-15 Fixed 2.95000000 N N N N N N BANCO SANTANDER MEXICO SCRYQ25DTVRHYYMM6P89 Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand 05969BAA1 4000000.00000000 PA USD 4008560.00000000 0.452780441876 Long DBT CORP MX N 2 2022-11-09 Fixed 4.12500000 N N N N N N Verizon Owner Trust 549300AUOVO1I366IH69 Verizon Owner Trust 2019-A 92347YAB0 4587.67000000 PA USD 4586.88000000 0.000518103646 Long ABS-O CORP US N 2 2023-09-20 Floating 1.94200000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VGD0 5000000.00000000 PA USD 4939708.20000000 0.557956787858 Long DBT CORP US N 2 2024-03-22 Floating 2.00700000 N N N N N Marlette Funding Trust N/A Marlette Funding Trust 2021-2 57108TAA5 1660475.64000000 PA USD 1644728.35000000 0.185777643113 Long ABS-O CORP US N 2 2031-09-15 Fixed 0.51000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 Toronto-Dominion Bank/The 89114TZM7 10000000.00000000 PA USD 9821143.70000000 1.109331476695 Long DBT CORP CA N 2 2025-01-10 Floating 1.19200000 N N N N N N BX Trust N/A BX Commercial Mortgage Trust 2021-VOLT 05609VAL9 1427400.00000000 PA USD 1338724.35000000 0.151213453894 Long ABS-MBS CORP US N 2 2036-09-15 Floating 2.97400000 N N N N N N Avantor Funding, Inc. 5493003VM0XB4U8YD238 Avantor Funding, Inc. 2021 Term Loan B5 05350NAL8 2300013.97000000 PA USD 2209929.32000000 0.249619008827 Long LON CORP US N 2 2027-11-08 Floating 3.91600000 N N N N N N Radian Group Inc 54930005OUP720S5U385 Radian Group Inc 750236AU5 2000000.00000000 PA USD 1885038.12000000 0.212921446336 Long DBT CORP US N 2 2024-10-01 Fixed 4.50000000 N N N N N N JDE PEET'S NV 724500EHG519SE5ZRT89 JDE Peet's NV 47216QAA1 7000000.00000000 PA USD 6510381.64000000 0.735369677825 Long DBT CORP NL N 2 2024-09-24 Fixed 0.80000000 N N N N N N BX Trust N/A BX Commercial Mortgage Trust 2021-VOLT 05609VAG0 4129333.00000000 PA USD 3888473.55000000 0.439216270230 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 Morgan Stanley Capital I Trust 2019-BPR 61769GAA5 5628969.68000000 PA USD 5437491.27000000 0.614183073206 Long ABS-MBS CORP US N 2 2036-05-15 Floating 2.97400000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 95000U2Y8 5000000.00000000 PA USD 4917433.60000000 0.555440796272 Long DBT CORP US N 2 2026-04-25 Floating 2.29500000 N N N N N N Morgan Stanley Capital I Trust N/A Morgan Stanley Capital I Trust 2017-CLS 61691LAA7 12174000.00000000 PA USD 12059849.27000000 1.362200860517 Long ABS-MBS CORP US N 2 2034-11-15 Floating 2.02400000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 Santander UK Group Holdings PLC 80281LAM7 2283000.00000000 PA USD 2047136.74000000 0.231231035014 Long DBT CORP GB N 2 2026-08-21 Fixed 1.53200000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 UniCredit SpA 904678AU3 1976000.00000000 PA USD 1769754.47000000 0.199899767233 Long DBT CORP IT N 2 2026-09-22 Fixed 2.56900000 N N N N N N SOUTHERN CALIF GAS CO XY0N0J73VHV5F4CUJV89 Southern California Gas Co 842434CV2 11599000.00000000 PA USD 11528825.70000000 1.302219948002 Long DBT CORP US N 2 2023-09-14 Floating 2.09500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CEX5 1060000.00000000 PA USD 1060621.10000000 0.119800748977 Long DBT UST US N 2 2024-06-30 Fixed 3.00000000 N N N N N N Upstart Securitization Trust N/A Upstart Securitization Trust 2020-1 91679UAC6 1622000.00000000 PA USD 1586959.93000000 0.179252504227 Long ABS-O CORP US N 2 2030-04-22 Fixed 4.89900000 N N N N N N Chase Auto Credit Linked Notes N/A JPMorgan Chase Bank NA - CACLN 46591HCF5 778687.17000000 PA USD 745136.34000000 0.084165675774 Long ABS-O CORP US N 2 2029-02-26 Fixed 1.00900000 N N N N N N LL ABS Trust N/A LL ABS Trust 2021-1 53934QAA0 865589.46000000 PA USD 835000.74000000 0.094316164414 Long ABS-O CORP US N 2 2029-05-15 Fixed 1.07000000 N N N N N N Extended Stay America Trust N/A Extended Stay America Trust 2021-ESH 30227FAA8 7542579.12000000 PA USD 7365064.52000000 0.831909006679 Long ABS-MBS CORP US N 2 2038-07-15 Floating 2.40500000 N N N N N N Marlette Funding Trust N/A Marlette Funding Trust 2020-2 57108RAD3 1000000.00000000 PA USD 994639.20000000 0.112347869679 Long ABS-O CORP US N 2 2030-09-16 Fixed 2.83000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GXW9 7903000.00000000 PA USD 7776030.80000000 0.878329041269 Long DBT CORP US N 2 2024-03-08 Floating 2.00200000 N N N N N N MKS INSTRUMENTS INC 549300KEQATBHAGVF505 MKS INSTRUMENTS INC 000000000 2040000.00000000 PA USD 1955850.00000000 0.220919888250 Long LON CORP US N 2 2029-04-08 None 0.00000000 N N N N N N CenturyLink, Inc. 8M3THTGWLTYZVE6BBY25 CenturyLink, Inc. 2020 Term Loan B 15669GAH7 1989294.68000000 PA USD 1833051.50000000 0.207049381362 Long LON CORP US N 2 2027-03-15 Floating 3.91600000 N N N N N N Resimac N/A Resimac Bastille Trust Series 2021-2NC 76120BAB6 4445721.50000000 PA USD 4404594.13000000 0.497513839500 Long ABS-MBS CORP AU N 2 2053-02-03 Floating 1.37900000 N N N N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 NuStar Logistics LP 67059TAG0 1660000.00000000 PA USD 1554606.60000000 0.175598085919 Long DBT CORP US N 2 2025-10-01 Fixed 5.75000000 N N N N N N Donlen Fleet Lease Funding 549300ZWUQETU54FDP26 Donlen Fleet Lease Funding 2 LLC 257812AC1 2981925.51000000 PA USD 2962282.67000000 0.334599870349 Long ABS-O CORP US N 2 2034-12-11 Floating 1.53000000 N N N N N N Upstart Securitization Trust N/A Upstart Securitization Trust 2020-1 91679UAB8 4143564.85000000 PA USD 4130279.75000000 0.466529100295 Long ABS-O CORP US N 2 2030-04-22 Fixed 3.09300000 N N N N N N DAIMLER TRUCKS FINAN NA 5493003HSDTSCZRXBA58 Daimler Trucks Finance North America LLC 233853AC4 7500000.00000000 PA USD 7444235.25000000 0.840851609038 Long DBT CORP US N 2 2023-12-14 Floating 2.08800000 N N N N N N JPMorgan Chase Bank, NA - CACLN N/A JPMorgan Chase Bank NA - CACLN 48128U2M0 1390758.27000000 PA USD 1347904.28000000 0.152250358110 Long ABS-O CORP US N 2 2028-12-26 Fixed 0.88900000 N N N N N N Purchasing Power Funding N/A Purchasing Power Funding 2021-A LLC 74615JAA8 5740000.00000000 PA USD 5505386.68000000 0.621852089945 Long ABS-O CORP US N 2 2025-10-15 Fixed 1.57000000 N N N N N N Virgin Media Bristol LLC N/A VIRGIN MEDIA BRISTOL LLC 2020 USD TERM LOAN Q 000000000 2500000.00000000 PA USD 2396875.00000000 0.270735157169 Long LON CORP US N 2 2029-01-31 Floating 4.57400000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PCA2 8440000.00000000 PA USD 8341360.37000000 0.942184932789 Long DBT CORP US N 2 2024-03-16 Floating 2.06800000 N N N N N N SK HYNIX INC 988400XAIK6XISWQV045 SK Hynix Inc 78392BAB3 4000000.00000000 PA USD 3599863.88000000 0.406616829555 Long DBT CORP KR N 2 2026-01-19 Fixed 1.50000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 Chesapeake Funding II LLC 165183CK8 571831.26000000 PA USD 569798.51000000 0.064360673443 Long ABS-O CORP US N 2 2032-08-15 Floating 1.97400000 N N N N N N Upstart Securitization Trust N/A Upstart Securitization Trust 2021-3 91679LAA0 1107025.63000000 PA USD 1075250.34000000 0.121453171231 Long ABS-O CORP US N 2 2031-07-20 Fixed 0.83000000 N N N N N N LendingPoint Asset Securitization Trust N/A Lendingpoint 2022-A Asset Securitization Trust 52605AAA5 7222637.17000000 PA USD 7111691.68000000 0.803289685413 Long ABS-O CORP US N 2 2029-06-15 Fixed 1.68000000 N N N N N N CALVERT IMPACT CAPITAL NOTE N/A CALVERT IMPACT CAPITAL NOTE 936VVUII3 1000000.00000000 PA USD 927640.00000000 0.104780082898 Long DBT CORP US N 2 2023-12-15 Fixed 1.50000000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 Simon Property Group LP 828807DR5 5000000.00000000 PA USD 4931401.50000000 0.557018517931 Long DBT US N 2 2024-01-11 Floating 1.21700000 N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 NextEra Energy Capital Holdings Inc 65339KBT6 6500000.00000000 PA USD 6460247.95000000 0.729706907576 Long DBT CORP US N 2 2023-02-22 Floating 1.77500000 N N N N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 Thermo Fisher Scientific Inc 883556CQ3 1765000.00000000 PA USD 1746603.02000000 0.197284732467 Long DBT CORP US N 2 2024-10-18 Floating 1.40500000 N N N N N N Stack Infrastructure Issuer LLC N/A Stack Infrastructure Issuer LLC 85236KAD4 1525000.00000000 PA USD 1401704.51000000 0.158327276482 Long ABS-O CORP US N 2 2045-08-25 Fixed 1.89300000 N N N N N N Theorem Funding Trust 2020-1 N/A Theorem Funding Trust 2020-1 88337YAB0 1552018.50000000 PA USD 1547605.02000000 0.174807233721 Long ABS-O CORP US N 2 2026-10-15 Fixed 3.95000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 Standard Chartered PLC 853254CF5 4000000.00000000 PA USD 3909399.80000000 0.441579961112 Long DBT CORP GB N 2 2025-11-23 Floating 2.20900000 N N N N N N Verizon Owner Trust 549300XY7L2MRX0BQH89 Verizon Owner Trust 2020-A 92348TAB0 7356696.36000000 PA USD 7349207.24000000 0.830117873144 Long ABS-O CORP US N 2 2024-07-22 Floating 1.88200000 N N N N N N Crossroads Asset Trust N/A Crossroads Asset Trust 2021-A 22767CAB6 1008623.63000000 PA USD 993002.67000000 0.112163018068 Long ABS-O CORP US N 2 2024-03-20 Fixed 0.82000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280CU1 1776000.00000000 PA USD 1703667.32000000 0.192434999591 Long DBT CORP GB N 2 2024-08-17 Fixed 0.73200000 N N N N N N LL ABS Trust N/A LL ABS Trust 2022-1 50203YAA3 7202569.80000000 PA USD 7135641.36000000 0.805994882964 Long ABS-O CORP US N 2 2029-11-15 Fixed 3.76000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 BPCE SA 05578AAW8 4000000.00000000 PA USD 3943418.52000000 0.445422490867 Long DBT CORP FR N 2 2025-01-14 Floating 1.45100000 N N N N N N Home Re Ltd N/A Home RE 2021-1 Ltd 437307AA9 1934693.38000000 PA USD 1936505.80000000 0.218734895279 Long ABS-MBS CORP BM N 2 2033-07-25 Floating 2.67400000 N N N N N N LL ABS Trust N/A LL ABS Trust 2020-1 50202HAB9 1603426.67000000 PA USD 1600666.85000000 0.180800747310 Long ABS-O CORP US N 2 2028-01-17 Fixed 3.79000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 NextEra Energy Capital Holdings Inc 65339KBV1 4014000.00000000 PA USD 3994462.86000000 0.451188122121 Long DBT CORP US N 2 2023-03-01 Floating 1.88800000 N N N N N UPC Financing Partnership 213800DXWIS9KORQ3X94 UPC Financing Partnership 2021 USD Term Loan AX 000000000 1500000.00000000 PA USD 1423750.50000000 0.160817445794 Long LON CORP US N 2 2029-01-31 Floating 4.32400000 N N N N N N BELLEMEADE RE LT N/A Bellemeade RE 2021-3 Ltd 078777AB5 4000000.00000000 PA USD 3970337.60000000 0.448463092214 Long ABS-MBS CORP US N 2 2031-09-25 Floating 1.92600000 N N N N N N BX Commercial Mortgage Trust 2019-XL N/A BX Commercial Mortgage Trust 2019-XL 056054AA7 10807934.27000000 PA USD 10627545.52000000 1.200417296138 Long ABS-MBS CORP US N 2 2036-10-15 Floating 2.24400000 N N N N N N Newmark Group Inc N/A Newmark Group Inc 65158NAB8 5950000.00000000 PA USD 5938053.53000000 0.670723277486 Long DBT CORP US N 2 2023-11-15 Fixed 6.12500000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A BBCMS 2017-DELC Mortgage Trust 05552EAA8 3486000.00000000 PA USD 3417995.81000000 0.386074214477 Long ABS-MBS CORP US N 2 2036-08-15 Floating 2.17400000 N N N N N N Upstart Securitization Trust N/A Upstart Securitization Trust 2019-3 91678WAC3 723894.58000000 PA USD 723866.57000000 0.081763183144 Long ABS-O CORP US N 2 2030-01-21 Fixed 3.82900000 N N N N N N Stack Infrastructure Issuer LLC N/A Stack Infrastructure Issuer LLC 85236KAA0 26100.03000000 PA USD 25911.36000000 0.002926775957 Long ABS-O CORP US N 2 2044-02-25 Fixed 4.54000000 N N N N N N BAXTER INTERNATIONAL INC J5OIVXX3P24RJRW5CK77 Baxter International Inc 071813CY3 3000000.00000000 PA USD 2967422.52000000 0.335180433831 Long DBT CORP US N 2 2023-12-01 Floating 1.60800000 N N N N N N UBS AG LONDON BFM8T61CT2L1QCEMIK50 UBS AG/London 902674YL8 9000000.00000000 PA USD 8941649.94000000 1.009989674830 Long DBT CORP CH N 2 2024-08-09 Floating 1.61900000 N N N N N N Level 3 Financing Inc. 254900AE5FEFIJOXWL19 Level 3 Financing Inc. 2019 Term Loan B 52729KAP1 400000.00000000 PA USD 371666.80000000 0.041981025090 Long LON CORP US N 2 2027-03-01 Floating 3.41600000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 Bank of Nova Scotia/The 0641593W4 5000000.00000000 PA USD 4948331.80000000 0.558930852714 Long DBT CORP CA N 2 2024-04-15 Floating 1.31300000 N N N N N Pagaya AI Debt Selection Trust N/A Pagaya AI Debt Selection Trust 2021-HG1 69547PAA7 2516854.53000000 PA USD 2394174.48000000 0.270430124280 Long ABS-O CORP US N 2 2029-01-16 Fixed 1.22000000 N N N N N N Marlette Funding Trust N/A Marlette Funding Trust 2021-3 57108QAA1 2031310.45000000 PA USD 1990210.95000000 0.224801074043 Long ABS-O CORP US N 2 2031-12-15 Fixed 0.65000000 N N N N N N Oportun Funding LLC N/A Oportun Funding 2020-1 LLC 68377AAB5 1430386.94000000 PA USD 1429078.71000000 0.161419285177 Long ABS-O CORP US N 2 2024-05-15 Fixed 3.45000000 N N N N N N Resimac N/A RESIMAC Bastille Trust Series 2018-1NC 76118VAA8 536662.95000000 PA USD 535575.13000000 0.060495026647 Long ABS-MBS CORP AU N 2 2059-12-05 Floating 1.68200000 N N N N N N Freddie Mac - STACR N/A Freddie Mac STACR REMIC Trust 2021-DNA3 35564KED7 1041669.51000000 PA USD 1028238.22000000 0.116142992896 Long ABS-MBS USGSE US N 2 2033-10-25 Floating 1.67600000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828ZP8 20000000.00000000 PA USD 19527401.80000000 2.205686235383 Long DBT UST US N 2 2023-05-15 Fixed 0.12500000 N N N N N N API GROUP DE, INC. 549300XP4G7B4QYA0G83 APi Group DE, Inc. 2021 Incremental Term Loan B 00186XAJ2 2465848.21000000 PA USD 2371837.75000000 0.267907114900 Long LON CORP US N 2 2029-01-03 Floating 4.41600000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 Fannie Mae Connecticut Avenue Securities 30711XAM6 26984.73000000 PA USD 27101.04000000 0.003061154346 Long ABS-MBS USGSE US N 2 2024-07-25 Floating 4.52400000 N N N N N N Oportun Funding LLC N/A Oportun Funding 2022-1 LLC 68377XAA7 14305471.94000000 PA USD 14115249.22000000 1.594365253116 Long ABS-O CORP US N 2 2029-06-15 Fixed 3.25000000 N N N N N N Freddie Mac - STACR N/A Freddie Mac STACR REMIC Trust 2022-HQA1 35564KTA7 2272501.20000000 PA USD 2257338.16000000 0.254973998031 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 3.02600000 N N N N N N Marlette Funding Trust N/A Marlette Funding Trust 2019-4 57110AAC8 2750000.00000000 PA USD 2701136.35000000 0.305102508163 Long ABS-O CORP US N 2 2029-12-17 Fixed 3.76000000 N N N N N N KYNDRYL HOLDINGS INC 549300LQ4LWX2R8ZV130 Kyndryl Holdings Inc 50155QAA8 1703000.00000000 PA USD 1434816.31000000 0.162067366549 Long DBT CORP US N 2 2026-10-15 Fixed 2.05000000 N N N N N N Bankers Healthcare Group Securitization Trust N/A BHG Securitization Trust 2022-B 05553DAA9 2000000.00000000 PA USD 1987752.20000000 0.224523349895 Long ABS-O CORP US N 2 2035-06-18 Fixed 3.75000000 N N N N N N PERKINELMER INC 549300IKL1SDPFI7N655 PerkinElmer Inc 714046AL3 7017000.00000000 PA USD 6500065.89000000 0.734204478890 Long DBT CORP US N 2 2024-09-15 Fixed 0.85000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XDN3 11698000.00000000 PA USD 11280559.21000000 1.274177406280 Long DBT CORP US N 2 2024-10-15 Floating 1.48800000 N N N N N N OSCAR US Funding Trust N/A Oscar US Funding XII LLC 68785AAB1 981187.99000000 PA USD 975346.98000000 0.110168748026 Long ABS-O CORP JP N 2 2024-03-11 Fixed 0.40000000 N N N N N N TELEDYNE TECHNOLOGIES IN 549300VSMO9KYQWDND94 Teledyne Technologies Inc 879360AB1 3000000.00000000 PA USD 2838750.51000000 0.320646494076 Long DBT CORP US N 2 2024-04-01 Fixed 0.95000000 N N N N N N Sprint Corp 549300ZTTY7CXOLJ6539 Sprint Corp 85207UAF2 3000000.00000000 PA USD 3102000.00000000 0.350381416444 Long DBT CORP US N 2 2023-09-15 Fixed 7.87500000 N N N N N N BELLEMEADE RE LT N/A Bellemeade Re Ltd 07876MAA5 3453853.85000000 PA USD 3455781.79000000 0.390342269020 Long ABS-MBS CORP BM N 2 2031-03-25 Floating 2.67600000 N N N N N N Freddie Mac - STACR N/A Freddie Mac STACR Trust 2019-DNA4 35565AAH3 288474.16000000 PA USD 288025.81000000 0.032533491708 Long ABS-MBS USGSE US N 2 2049-10-25 Floating 3.57400000 N N N N N N Morgan Stanley & Co. LLC 549300BI6Y5SI6BYPB26 Morgan Stanley Institutional Liquidity Funds - Government Portfolio 61747C707 38357247.71000000 NS USD 38357247.71000000 4.332581168127 Long STIV RF US N 1 N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 GA Global Funding Trust 36143L2K0 5000000.00000000 PA USD 4910301.30000000 0.554635178807 Long DBT CORP US N 2 2025-04-11 Floating 2.14800000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 Westpac Banking Corp 961214EV1 3500000.00000000 PA USD 3452435.91000000 0.389964340531 Long DBT CORP AU N 2 2024-11-18 Floating 1.56100000 N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828ZH6 24800000.00000000 PA USD 24302039.56000000 2.744997757419 Long DBT UST US N 2 2023-04-15 Fixed 0.25000000 N N N N N N Select Medical Corporation 549300X05KS0JKR8CB50 Select Medical Corporation 2017 Term Loan B 816194AV6 1300000.00000000 PA USD 1245832.90000000 0.140721049695 Long LON CORP US N 2 2025-03-06 Floating 4.17000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A AerCap Ireland Capital DAC / AerCap Global Aviation Trust 00774MBB0 3000000.00000000 PA USD 2770540.62000000 0.312941955754 Long DBT CORP IE N 2 2024-10-29 Fixed 1.75000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XDT0 1908000.00000000 PA USD 1860683.89000000 0.210170553492 Long DBT CORP US N 2 2025-04-07 Floating 2.06100000 N N N N N N Bankers Healthcare Group Securitization Trust N/A BHG Securitization Trust 2021-B 08862BAA3 1581577.09000000 PA USD 1499867.91000000 0.169415165307 Long ABS-O CORP US N 2 2034-10-17 Fixed 0.90000000 N N N N N N ZIMMER BIOMET HOLDINGS 2P2YLDVPES3BXQ1FRB91 Zimmer Biomet Holdings Inc 98956PAU6 6200000.00000000 PA USD 5841843.05000000 0.659855977596 Long DBT CORP US N 2 2024-11-22 Fixed 1.45000000 N N N N N N BRUNSWICK CORP YM4O38W15AX4YLLQKU27 Brunswick Corp/DE 117043AS8 3575000.00000000 PA USD 3306607.88000000 0.373492570154 Long DBT CORP US N 2 2024-08-18 Fixed 0.85000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 Freddie Mac Structured Agency Credit Risk Debt Notes 35564KRE1 5189161.25000000 PA USD 5080750.33000000 0.573887974604 Long ABS-MBS USGSE US N 2 2042-02-25 Floating 2.22600000 N N N N N N NATIONAL BANK OF CANADA BSGEFEIOM18Y80CKCV46 National Bank of Canada 63307A2M6 3752000.00000000 PA USD 3578937.31000000 0.404253102528 Long DBT CORP CA N 2 2024-11-15 Fixed 0.55000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 17327CAP8 2778000.00000000 PA USD 2684635.70000000 0.303238703804 Long DBT CORP US N 2 2026-01-25 Floating 1.66900000 N N N N N N MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01 5493002KQF9IH3CTQZ40 Multifamily Connecticut Avenue Securities Trust 2020-01 62548QAB7 1357875.01000000 PA USD 1313028.88000000 0.148311063445 Long ABS-MBS CORP US N 2 2050-03-25 Floating 3.57400000 N N N N N N Upstart Securitization Trust N/A Upstart Securitization Trust 2021-4 91682NAA1 4379075.86000000 PA USD 4217524.31000000 0.476383669124 Long ABS-O CORP US N 2 2031-09-20 Fixed 0.84000000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 Santander Holdings USA Inc 80282KAS5 1555000.00000000 PA USD 1553035.09000000 0.175420578536 Long DBT CORP US N 2 2023-01-18 Fixed 3.40000000 N N N N N N Pagaya AI Debt Selection Trust N/A Pagaya AI Debt Selection Trust 2021-5 69547EAA2 3931665.54000000 PA USD 3807235.40000000 0.430040145773 Long ABS-O CORP US N 2 2029-08-15 Fixed 1.53000000 N N N N N N MAGALLANES INC 549300DXR29GD4N0A520 Magallanes Inc 55903VAA1 4550000.00000000 PA USD 4538076.13000000 0.512591083933 Long DBT CORP US N 2 2024-03-15 Floating 3.25900000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GKF5 11000000.00000000 PA USD 10851668.41000000 1.225732736388 Long DBT CORP US N 2 2025-02-04 Floating 1.81600000 N N N N N N AXIS Equipment Finance Receivables LLC 549300INEWFFGID70G60 Amur Equipment Finance Receivables IX LLC 03237KAB0 2954656.54000000 PA USD 2866954.65000000 0.323832247307 Long ABS-O CORP US N 2 2026-11-20 Fixed 0.75000000 N N N N N N GENUINE PARTS CO 549300D46DQVEU651W04 Genuine Parts Co 372460AB1 846000.00000000 PA USD 797813.24000000 0.090115710215 Long DBT CORP US N 2 2025-02-01 Fixed 1.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828ZU7 18000000.00000000 PA USD 17543091.78000000 1.981551691388 Long DBT UST US N 2 2023-06-15 Fixed 0.25000000 N N N N N N Hilton Grand Vacations Trust N/A Hilton Grand Vacations Trust 2020-A 43285HAA6 926837.58000000 PA USD 894105.94000000 0.100992297133 Long ABS-O CORP US N 2 2039-02-25 Fixed 2.74000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GKN8 3000000.00000000 PA USD 2962036.29000000 0.334572040892 Long DBT CORP US N 2 2026-04-02 Floating 2.84300000 N N N N N N New Residential AP Advance Receivables Trust N/A New Residential Advance Receivables Trust Advance Receivables Backed Notes 64831JAA7 3440000.00000000 PA USD 3376293.61000000 0.381363809607 Long ABS-O CORP US N 2 2052-12-16 Fixed 1.03500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967MW8 4618000.00000000 PA USD 4531053.22000000 0.511797822439 Long DBT CORP US N 2 2025-05-01 Floating 1.79400000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 Freddie Mac Structured Agency Credit Risk Debt Notes 3137G0TS8 2675511.14000000 PA USD 2677595.10000000 0.302443444165 Long ABS-MBS USGSE US N 2 2030-07-25 Floating 2.67400000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PCX2 14000000.00000000 PA USD 13604112.90000000 1.536630672910 Long DBT CORP US N 2 2026-02-24 Floating 2.21200000 N N N N N N MVW 2020-1 LLC N/A MVW 2020-1 LLC 55400EAA7 210038.51000000 PA USD 197128.62000000 0.022266345937 Long ABS-O CORP US N 2 2037-10-20 Fixed 1.74000000 N N N N N N Springcastle SPV N/A SpringCastle America Funding LLC 85022WAP9 2777395.10000000 PA USD 2581367.66000000 0.291574228586 Long ABS-O CORP US N 2 2037-09-25 Fixed 1.97000000 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 Hyatt Hotels Corp 448579AL6 1087000.00000000 PA USD 1053129.46000000 0.118954542841 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 Conn's Receivables Funding 2021-A LLC 20825GAA3 8726917.67000000 PA USD 8674420.90000000 0.979805248799 Long ABS-O CORP US N 2 2026-05-15 Fixed 1.05000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 Credit Agricole SA 22535WAH0 1968000.00000000 PA USD 1735625.23000000 0.196044753869 Long DBT CORP FR N 2 2027-01-26 Fixed 1.24700000 N N N N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 Canadian Imperial Bank of Commerce 13607HVD1 5000000.00000000 PA USD 4962270.40000000 0.560505264839 Long DBT CORP CA N 2 2023-06-22 Floating 1.84700000 N N N N N N BELLEMEADE RE LT N/A Bellemeade Re Ltd 07876AAA1 5928100.76000000 PA USD 5840897.21000000 0.659749141761 Long ABS-MBS CORP BM N 2 2031-06-25 Floating 2.12600000 N N N N N N Marlette Funding Trust 549300ZOVOBV0NZDYW87 Marlette Funding Trust 2018-2 57109EAC3 325484.31000000 PA USD 325330.00000000 0.036747126438 Long ABS-O CORP US N 2 2028-07-17 Fixed 4.37000000 N N N N N N SWEDBANK AB M312WZV08Y7LYUC71685 Swedbank AB 87020PAR8 5000000.00000000 PA USD 4965199.50000000 0.560836116614 Long DBT CORP SE N 2 2025-04-04 Floating 2.42300000 N N N N N N Fannie Mae - CAS N/A Connecticut Avenue Securities Trust 2019-R06 20754JAB0 2383655.42000000 PA USD 2387583.68000000 0.269685671075 Long ABS-MBS USGSE US N 2 2039-09-25 Floating 3.72400000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GZF4 10000000.00000000 PA USD 9885182.70000000 1.116564898850 Long DBT CORP US N 2 2023-12-06 Floating 2.00900000 N N N N N N Octane Receivables Trust N/A Octane Receivables Trust 2021-2 67578AAA6 2104648.77000000 PA USD 2035748.88000000 0.229944737620 Long ABS-O CORP US N 2 2028-09-20 Fixed 1.21000000 N N N N N N Prosper Marketplace Issuance Trust N/A Prosper Marketplace Issuance Trust Series 2019-4 74362GAC5 3490831.37000000 PA USD 3477614.73000000 0.392808373612 Long ABS-O CORP US N 2 2026-02-17 Fixed 4.95000000 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 GA Global Funding Trust 36143L2E4 5000000.00000000 PA USD 4842685.10000000 0.546997699784 Long DBT CORP US N 2 2024-09-13 Floating 1.94600000 N N N N N N Extended Stay America Trust N/A Extended Stay America Trust 2021-ESH 30227FAE0 3183407.68000000 PA USD 3093641.00000000 0.349437239055 Long ABS-MBS CORP US N 2 2038-07-15 Floating 2.70500000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 Asurion LLC 2018 Term Loan B6 04649VAV2 1642665.04000000 PA USD 1579696.76000000 0.178432104552 Long LON CORP US N 2 2023-11-03 Floating 4.79100000 N N N N N N DAIMLER TRUCKS FINAN NA 5493003HSDTSCZRXBA58 Daimler Trucks Finance North America LLC 233853AA8 3000000.00000000 PA USD 2988699.18000000 0.337583704711 Long DBT CORP US N 2 2023-06-14 Floating 1.93000000 N N N N N N Consumer Loan Underlying Bond Credit Trust N/A Consumer Loan Underlying Bond CLUB Credit Trust 2020-P1 21055JAC2 2424856.63000000 PA USD 2382267.18000000 0.269085154376 Long ABS-O CORP US N 2 2028-03-15 Fixed 4.61000000 N N N N N N SkyMiles IP Ltd. 2549008L7P4I8VB90936 SkyMiles IP Ltd. 2020 Skymiles Term Loan B 24736CBS2 2500000.00000000 PA USD 2479687.50000000 0.280089109796 Long LON CORP KY N 2 2027-10-20 Floating 4.81300000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GYQ1 8000000.00000000 PA USD 7803557.92000000 0.881438322796 Long DBT CORP US N 2 2024-10-21 Floating 1.43800000 N N N N N N UPSTART PASS-THROUGH TRUST N/A Upstart Pass-Through Trust Series 2020-ST2 91680BAA9 5750383.76000000 PA USD 5667320.04000000 0.640143011946 Long ABS-O CORP US N 2 2028-03-20 Fixed 3.50000000 N N N N N N Freddie Mac - STACR N/A Freddie Mac STACR REMIC Trust 2020-DNA6 35566CAA3 3762.16000000 PA USD 3760.35000000 0.000424744280 Long ABS-MBS USGSE US N 2 2050-12-25 Floating 1.82600000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 OneMain Finance Corp 85172FAL3 9731000.00000000 PA USD 9619990.11000000 1.086610496750 Long DBT CORP US N 2 2023-03-15 Fixed 5.62500000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 Bank of Montreal 06368FAH2 4000000.00000000 PA USD 3974389.28000000 0.448920743206 Long DBT CORP CA N 2 2024-03-08 Floating 2.13200000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PDB9 4375000.00000000 PA USD 4308054.58000000 0.486609370038 Long DBT CORP US N 2 2026-04-26 Floating 2.30900000 N N N N N N Social Professional Loan Program LLC 549300WT845S0N68C331 Sofi Professional Loan Program 2016-B LLC 83402JAA6 53412.50000000 PA USD 53425.66000000 0.006034609421 Long ABS-O CORP US N 2 2033-06-25 Floating 2.82400000 N N N N N N BX Trust N/A BX Commercial Mortgage Trust 2021-VOLT 05609VAJ4 1907404.00000000 PA USD 1778886.93000000 0.200931309551 Long ABS-MBS CORP US N 2 2036-09-15 Floating 2.42400000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397YP2 2000000.00000000 PA USD 1995791.88000000 0.225431459007 Long DBT CORP US N 2 2022-08-03 Floating 2.36600000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967MR9 3723000.00000000 PA USD 3649751.02000000 0.412251751146 Long DBT CORP US N 2 2024-05-15 Fixed 1.67800000 N N N N N N Fannie Mae - CAS N/A Connecticut Avenue Securities Trust 2019-R02 20753KAB8 313306.56000000 PA USD 314151.33000000 0.035484457763 Long ABS-MBS USGSE US N 2 2031-08-25 Floating 3.92400000 N N N N N N Fannie Mae - CAS N/A Connecticut Avenue Securities Trust 2019-R06 20754JAC8 1704547.00000000 PA USD 1616762.66000000 0.182618823618 Long ABS-MBS USGSE US N 2 2039-09-25 Floating 5.37400000 N N N N N N Focus Brands Funding LLC N/A FOCUS Brands Funding LLC 34417RAA4 4180000.00000000 PA USD 4031845.33000000 0.455410598842 Long ABS-O CORP US N 2 2047-04-30 Fixed 3.85700000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 NextEra Energy Capital Holdings Inc 65339KBX7 10000000.00000000 PA USD 9858367.20000000 1.113535997215 Long DBT CORP US N 2 2023-11-03 Floating 1.49800000 N N N N N N TD SYNNEX CORP 5493004HI6PFLF46NS53 TD SYNNEX Corp 87162WAC4 2778000.00000000 PA USD 2594852.49000000 0.293097385851 Long DBT CORP US N 2 2024-08-09 Fixed 1.25000000 N N N N N N Seagate HDD Cayman 529900BD50TRWEG1SF63 Seagate HDD Cayman 81180WAH4 2740000.00000000 PA USD 2717669.00000000 0.306969927029 Long DBT CORP KY N 2 2023-06-01 Fixed 4.75000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 Kraft Heinz Foods Co 50077LBC9 3200000.00000000 PA USD 3097437.50000000 0.349866066601 Long DBT CORP US N 2 2027-05-15 Fixed 3.87500000 N N N N N N SPRINT COMMUNICATIONS 549300JKU50UT08ZWD77 Sprint Communications Inc 852061AS9 4500000.00000000 PA USD 4533108.75000000 0.512030001521 Long DBT CORP US N 2 2022-11-15 Fixed 6.00000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 Banco Santander SA 05964HAD7 3330000.00000000 PA USD 3342240.25000000 0.377517367147 Long DBT CORP ES N 2 2023-02-23 Floating 2.59500000 N N N N N N Coinstar Funding, LLC N/A Coinstar Funding LLC Series 2017-1 19260MAA4 3484600.00000000 PA USD 3381669.79000000 0.381971067365 Long ABS-O CORP US N 2 2047-04-25 Fixed 5.21600000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 Danske Bank A/S 23636AAY7 4200000.00000000 PA USD 4144954.84000000 0.468186701462 Long DBT CORP DK N 2 2023-12-08 Fixed 1.17100000 N N N N N N Prodigy Finance Designated Activity Co 635400HTAZNW3LYYMQ40 Prodigy Finance CM2021-1 DAC 742855AA7 3329054.89000000 PA USD 3273035.88000000 0.369700498938 Long ABS-O CORP IE N 2 2051-07-25 Floating 2.87400000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp 14040HBV6 2084000.00000000 PA USD 2080292.06000000 0.234976040812 Long DBT CORP US N 2 2023-01-30 Floating 1.95900000 N N N N N N Hawaii Hotel Trust 2019-MAUI N/A Hawaii Hotel Trust 2019-MAUI 41975AAA0 3132000.00000000 PA USD 3050943.84000000 0.344614450080 Long ABS-MBS CORP US N 2 2038-05-15 Floating 2.47400000 N N N N N N 2022-07-26 CALVERT FUND James Kirchner James Kirchner Treasurer XXXX