NPORT-P false 0000701039 XXXXXXXX S000005148 C000014095 C000241867 C000014098 C000014097 CALVERT FUND 811-03416 0000701039 549300SAFDT1VZ80RP53 1825 Connecticut Avenue NW, Suite 400 Washington 20009 202-238-2200 Calvert Income Fund S000005148 549300262VIMJO13JE93 2024-09-30 2023-12-31 N 954853641.16 162797671.70 792055969.46 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 137982155.79000000 0.00000000 0.00000000 22195461.25000000 USD UST BB US Credit LEH_CREDIT BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKP3 662000.00000000 PA USD 647356.10000000 0.081731105497 Long DBT CORP US N 2 2028-04-27 Fixed 4.37600000 N N N N N N AASET 2018-1 Trust N/A 000367AC6 516812.50000000 PA USD 64611.90000000 0.008157491704 Long ABS-O CORP US N 2 2038-01-16 Fixed 6.41300000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 872.00000000 NC USD 1777611.78000000 0.224430071679 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUH4 Comdty 2024-03-28 177779450.28000000 USD 1777611.78000000 N N N Freddie Mac - STACR 549300KB1O80CETXGJ21 35564TBE9 500000.00000000 PA USD 569022.75000000 0.071841229905 Long ABS-MBS USGSE US N 2 2049-07-25 Floating 13.60200000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397A60 3700000.00000000 PA USD 3655097.80000000 0.461469636103 Long DBT CORP US N 2 2025-06-16 Fixed 5.12500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SN9 14250000.00000000 PA USD 7683310.58000000 0.970046420486 Long DBT UST US N 2 2050-05-15 Fixed 1.25000000 N N N N N N NEW ENGLAND POWER CO 549300DTVRGN9GYD5U85 644188BH6 3127000.00000000 PA USD 3275738.82000000 0.413574159693 Long DBT CORP US N 2 2052-11-25 Fixed 5.93600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384D3W5 970000.00000000 PA USD 1025670.92000000 0.129494752839 Long ABS-MBS USGA US N 2 2053-11-20 Fixed 6.00000000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248BD9 2227000.00000000 PA USD 1724396.23000000 0.217711411376 Long DBT CORP US N 2 2031-09-13 Fixed 2.62500000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368LC53 3805000.00000000 PA USD 3859067.15000000 0.487221522063 Long DBT CORP CA N 2 2026-12-11 Fixed 5.26600000 N N N N N N STIFEL FINANCIAL CORP 549300E5F07FE5GHJX84 860630AG7 3254000.00000000 PA USD 2954942.24000000 0.373072403205 Long DBT CORP US N 2 2030-05-15 Fixed 4.00000000 N N N N N N NEPTUNE ENERGY BONDCO 549300CPMT8I2QBRYF88 64073KAA1 939000.00000000 PA USD 931291.09000000 0.117578949709 Long DBT CORP GB N 2 2025-05-15 Fixed 6.62500000 N N N N N N BROOKFIELD PROPERTY PART 5493004J5Z0TZW83NU62 000000000 212000.00000000 NS USD 2734800.00000000 0.345278629976 Long EP CORP BM N 1 N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290CB7 2207000.00000000 PA USD 2353213.75000000 0.297101952479 Long DBT CORP MX N 2 2028-03-14 Fixed 9.12500000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAN5 1800000.00000000 PA USD 1628997.71000000 0.205666994860 Long DBT CORP ES N 2 2027-09-14 Fixed 1.72200000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDR4 5384000.00000000 PA USD 5463846.66000000 0.689830879467 Long DBT CORP US N 2 2034-06-01 Fixed 5.35000000 N N N N N N TRIVIUM PACKAGING FIN 724500GMZWW3PVYET548 89686QAA4 1550000.00000000 PA USD 1522338.55000000 0.192200880833 Long DBT CORP NL N 2 2026-08-15 Fixed 5.50000000 N N N N N N NRZ Excess Spread Collateralized Notes N/A 65246QAA7 1570570.10000000 PA USD 1458448.67000000 0.184134546829 Long ABS-O CORP US N 2 2026-11-25 Fixed 3.47400000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAN1 4370000.00000000 PA USD 4213360.67000000 0.531952391302 Long DBT CORP US N 2 2028-08-09 Fixed 5.97400000 N N N N N N TEXAS CAPITAL BANCSHARES 549300466Q2SXRX0YM48 88224QAA5 3542000.00000000 PA USD 3075732.93000000 0.388322675239 Long DBT CORP US N 2 2031-05-06 Fixed 4.00000000 N N N N N N ASSURANT INC H3F39CAXWQRVWURFXL38 04621XAP3 988000.00000000 PA USD 1004526.84000000 0.126825234419 Long DBT CORP US N 2 2026-02-27 Fixed 6.10000000 N N N N N N SPRINT LLC 549300ZTTY7CXOLJ6539 85207UAH8 6864000.00000000 PA USD 6898402.37000000 0.870948851594 Long DBT CORP US N 2 2024-06-15 Fixed 7.12500000 N N N N N N HAT HOLDINGS I LLC/HAT N/A 418751AB9 193000.00000000 PA USD 192656.44000000 0.024323589169 Long DBT US N 2 2025-04-15 Fixed 6.00000000 N N N N N N Fannie Mae - CAS N/A 20754WAC9 1496867.00000000 PA USD 1517631.84000000 0.191606641262 Long ABS-MBS USGSE US N 2 2040-01-25 Floating 8.45200000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89115A2V3 4000000.00000000 PA USD 4080551.88000000 0.515184789628 Long DBT CORP CA N 2 2026-12-11 Fixed 5.26400000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 07336UAA1 1577000.00000000 PA USD 1682840.36000000 0.212464828861 Long DBT CORP MX N 2 2038-06-29 Fixed 8.45000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46642MAG3 2485000.00000000 PA USD 349858.43000000 0.044170922698 Long ABS-MBS CORP US N 2 2027-06-10 Fixed 3.77100000 N N N N N N GLOBAL ATLANTIC FIN CO N/A 37959GAD9 610000.00000000 PA USD 676801.46000000 0.085448691266 Long DBT CORP US N 2 2033-06-15 Fixed 7.95000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAW4 4101000.00000000 PA USD 4304762.49000000 0.543492209639 Long DBT CORP US N 2 2028-11-15 Fixed 6.35000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAJ6 2000000.00000000 PA USD 2051536.56000000 0.259014089799 Long DBT US N 2 2028-04-01 Fixed 5.70000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAP5 3000000.00000000 PA USD 2844412.83000000 0.359117655781 Long DBT CORP US N 2 2038-04-01 Fixed 5.15000000 N N N N N N NEXTERA ENERGY OPERATING 549300KJEC5IUVJWR786 65342QAC6 136000.00000000 PA USD 131968.96000000 0.016661570026 Long DBT CORP US N 2 2024-09-15 Fixed 4.25000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAR2 1068000.00000000 PA USD 1029886.54000000 0.130026990479 Long DBT CORP US N 2 2027-12-15 Fixed 4.25000000 N N N N N N SOUTH32 TREASURY LTD 213800HFGZMXST64GP53 84055BAA1 2596000.00000000 PA USD 2341876.78000000 0.295670618024 Long DBT CORP AU N 2 2032-04-14 Fixed 4.35000000 N N N N N N LHOME Mortgage Trust N/A 50204VAA8 975000.00000000 PA USD 978646.79000000 0.123557782244 Long ABS-MBS CORP US N 2 2028-11-25 Variable 7.62800000 N N N N N N Cologix Data Centers Issuer LLC N/A 19521UAC7 4000000.00000000 PA USD 3555735.60000000 0.448924790305 Long ABS-O CORP US N 2 2051-12-26 Fixed 3.79000000 N N N N N N Banc of America Merrill Lynch Large Loan Inc N/A 05492PAL2 11165000.00000000 PA USD 3965910.72000000 0.500710918535 Long ABS-MBS CORP US N 2 2032-11-05 Variable 3.71900000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HCB1 2100000.00000000 PA USD 2167862.59000000 0.273700681970 Long DBT CORP IT N 2 2054-06-20 Fixed 7.77800000 N N N N N N Conn Funding II, L.P N/A 20824CAB1 1360000.00000000 PA USD 1378609.97000000 0.174054615223 Long ABS-O CORP US N 2 2028-01-17 Fixed 10.00000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BV5 3585000.00000000 PA USD 3766031.96000000 0.475475484714 Long DBT CORP US N 2 2030-06-15 Fixed 6.20000000 N N N N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAB9 2250312.50000000 PA USD 2202106.31000000 0.278024078462 Long ABS-O CORP US N 2 2048-09-05 Fixed 4.66600000 N N N N N N Stifel Financial Corp 549300E5F07FE5GHJX84 860630AD4 3000000.00000000 PA USD 2971112.52000000 0.375113960952 Long DBT CORP US N 2 2024-07-18 Fixed 4.25000000 N N N N N N Willis Engine Securitization Trust N/A 97064YAA2 1441000.06000000 PA USD 1437146.83000000 0.181445110625 Long ABS-O CORP US N 2 2048-10-15 Fixed 8.00000000 N N N N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAC7 2472000.00000000 PA USD 2183988.52000000 0.275736640365 Long ABS-O CORP US N 2 2049-12-05 Fixed 3.85800000 N N N N N N SUN COMMUNITIES OPER LP 549300PUNBPJCGT6X741 866677AH0 870000.00000000 PA USD 794412.66000000 0.100297540910 Long DBT US N 2 2032-04-15 Fixed 4.20000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBV8 3523000.00000000 PA USD 3825866.04000000 0.483029758945 Long DBT CORP IT N 2 2033-11-21 Fixed 8.24800000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 05533UAF5 3947000.00000000 PA USD 3579317.22000000 0.451902057179 Long DBT CORP MX N 2 2033-01-18 Fixed 5.12500000 N N N N N N Vantage Data Centers LLC 5493000RL8X7WTQ7HO20 92212KAC0 2545000.00000000 PA USD 2216407.67000000 0.279829678136 Long ABS-O CORP US N 2 2045-09-15 Fixed 1.99200000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AA1 2894000.00000000 PA USD 2975838.44000000 0.375710625857 Long DBT CORP US N 2 2034-01-25 Fixed 5.87500000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAS2 628000.00000000 PA USD 617799.69000000 0.077999499255 Long DBT CORP US N 2 2025-06-13 Fixed 4.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HABQ8 164860.40000000 PA USD 175425.46000000 0.022148114118 Long ABS-MBS USGSE US N 2 2053-07-25 Fixed 6.00000000 N Y N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAV8 2600000.00000000 PA USD 2528354.79000000 0.319214157520 Long DBT CORP US N 2 2029-07-23 Fixed 4.20300000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TQ1 1698000.00000000 PA USD 1619600.15000000 0.204480518100 Long DBT UST US N 2 2043-02-15 Fixed 3.87500000 N N N N N N Fannie Mae - CAS N/A 20754FAL6 1295000.00000000 PA USD 1390601.17000000 0.175568548640 Long ABS-MBS USGSE US N 2 2031-07-25 Floating 9.80200000 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAF6 4607000.00000000 PA USD 4057517.86000000 0.512276659282 Long DBT US N 2 2029-08-15 Fixed 3.75000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DR7 4008000.00000000 PA USD 4297302.65000000 0.542550377207 Long DBT CORP GB N 2 2028-11-03 Fixed 7.39000000 N N N N N N Neighborly Issuer LLC N/A 64016NAA5 2578875.00000000 PA USD 2247788.71000000 0.283791650674 Long ABS-O CORP US N 2 2051-04-30 Fixed 3.58400000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJJ1 2093000.00000000 PA USD 2197977.03000000 0.277502741567 Long DBT UST US N 2 2033-11-15 Fixed 4.50000000 N N N N N N JABIL INC 5493000CGCQY2OQU7669 466313AK9 1253000.00000000 PA USD 1086728.88000000 0.137203546454 Long DBT CORP US N 2 2031-01-15 Fixed 3.00000000 N N N N N N CONCENTRIX CORP 5493000EAJN1KMPVA737 20602DAB7 5774000.00000000 PA USD 5944527.64000000 0.750518633683 Long DBT CORP US N 2 2028-08-02 Fixed 6.60000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AL7 4166000.00000000 PA USD 3894749.41000000 0.491726539559 Long DBT CORP US N 2 2029-11-01 Fixed 4.25000000 N N N N N N State Street Global Advisors 5493008BJIBKQ5KTIF74 857509301 11117070.00000000 NS USD 11117070.00000000 1.403571266255 Long STIV RF US N 1 N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 56917.84000000 0.007186088129 N/A DFE BR N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 3689655.61000000 USD 18239443.52000000 BRL 2024-02-08 56917.84000000 N N N DataBank Issuer LLC N/A 23802WAG6 1050500.00000000 PA USD 935651.99000000 0.118129529487 Long ABS-O CORP US N 2 2051-10-25 Fixed 2.40000000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAA2 3405000.00000000 PA USD 3476183.84000000 0.438881085937 Long DBT CORP ES N 2 2029-01-18 Fixed 6.20800000 N N N N N N DELTA AIR LINES/SKYMILES N/A 830867AA5 4703023.00000000 PA USD 4633397.19000000 0.584983557810 Long DBT CORP XX N 2 2025-10-20 Fixed 4.50000000 N N N N N N SPRINT LLC 549300ZTTY7CXOLJ6539 85207UAK1 3000000.00000000 PA USD 3136056.00000000 0.395938686269 Long DBT CORP US N 2 2026-03-01 Fixed 7.62500000 N N N N N N US ACUTE CARE SOLUTIONS N/A 90367UAA9 1680000.00000000 PA USD 1405656.00000000 0.177469276692 Long DBT CORP US N 2 2026-03-01 Fixed 6.37500000 N N N N N California Health Facilities Financing Authority 5493007RI8BUDOGHZ546 13032UVL9 1000000.00000000 PA USD 866880.00000000 0.109446811011 Long DBT MUN US N 2 2033-06-01 Fixed 2.98400000 N N N N N N KYNDRYL HOLDINGS INC 549300LQ4LWX2R8ZV130 50155QAL4 3666000.00000000 PA USD 3066114.31000000 0.387108288836 Long DBT CORP US N 2 2031-10-15 Fixed 3.15000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAH7 1680000.00000000 PA USD 1791963.60000000 0.226242042114 Long DBT CORP US N 2 2028-11-17 Fixed 6.75000000 N N N N N N Credit Suisse Mortgage Trust N/A 12659XAA4 2725000.00000000 PA USD 2419324.08000000 0.305448626521 Long ABS-MBS CORP US N 2 2026-08-15 Floating 9.19100000 N N N N N N MODIVCARE INC 549300EFZIFW7F7I0Q28 743815AE2 1500000.00000000 PA USD 1482930.00000000 0.187225405423 Long DBT CORP US N 2 2025-11-15 Fixed 5.87500000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBE2 1257000.00000000 PA USD 1079694.76000000 0.136315462748 Long DBT CORP US N 2 2052-03-15 Fixed 5.14100000 N N N N N N AERCAP HOLDINGS NV 549300SZYINBBLJQU475 00774YAA7 504000.00000000 PA USD 498213.22000000 0.062901264457 Long DBT CORP NL N 2 2079-10-10 Fixed 5.87500000 N N N N N BANK LEUMI LE-ISRAEL 7JDSZWRGUQY2DSTWCR57 000000000 2137000.00000000 PA USD 2104132.94000000 0.265654577596 Long DBT CORP IL Y 2 2033-07-18 Fixed 7.12900000 N N N N N N MED Trust N/A 58403YAX4 2224324.94000000 PA USD 2139359.73000000 0.270102090318 Long ABS-MBS CORP US N 2 2038-11-15 Floating 9.47600000 N N N N N N Fannie Mae - CAS N/A 20753WAE6 4664243.00000000 PA USD 4800586.75000000 0.606091859047 Long ABS-MBS USGSE US N 2 2039-10-25 Floating 8.85200000 N N N N N N PETSMART INC/PETSMART FI N/A 71677KAA6 1839000.00000000 PA USD 1735141.00000000 0.219067978388 Long DBT CORP US N 2 2028-02-15 Fixed 4.75000000 N N N N N N AMERICAN NATIONAL GROUP 549300I1RRC5M591MY93 02772AAA7 2600000.00000000 PA USD 2500569.14000000 0.315706116286 Long DBT CORP US N 2 2032-06-13 Fixed 6.14400000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCG8 3947000.00000000 PA USD 3318481.46000000 0.418970576317 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 2750000.00000000 PA USD 2586358.78000000 0.326537376110 Long DBT US N 2 2026-06-15 Fixed 3.37500000 N N N N N N OAKTREE STRATEGIC CREDIT 2549006RRE0JC7G43241 67403AAA7 3675000.00000000 PA USD 3875050.83000000 0.489239520868 Long DBT CORP US N 2 2028-11-14 Fixed 8.40000000 N N N N N N CLEAR CHANNEL OUTDOOR HO N/A 18453HAA4 1630000.00000000 PA USD 1557068.58000000 0.196585675765 Long DBT CORP US N 2 2027-08-15 Fixed 5.12500000 N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDM5 5800000.00000000 PA USD 5805836.42000000 0.733008353432 Long DBT CORP US N 2 2025-12-15 Fixed 5.54600000 N N N N N N SYNOVUS BANK GA DX0JX77PRMOELF7VG772 87164DSE1 2376000.00000000 PA USD 1942537.62000000 0.245252569881 Long DBT CORP US N 2 2030-10-29 Fixed 4.00000000 N N N N N N Conn Funding II, L.P N/A 20825GAC9 2420930.72000000 PA USD 2409374.41000000 0.304192443829 Long ABS-O CORP US N 2 2026-05-15 Fixed 4.59000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46642MAJ7 1120000.00000000 PA USD 74126.75000000 0.009358776760 Long ABS-MBS CORP US N 2 2027-06-10 Variable 3.80500000 N N N N N N BX Trust N/A 05609VAL9 5508750.00000000 PA USD 5304898.16000000 0.669763042581 Long ABS-MBS CORP US N 2 2036-09-15 Floating 7.12600000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DD4 3500000.00000000 PA USD 3929240.00000000 0.496081104303 Long DBT CORP US N 2 2031-05-01 Fixed 7.50000000 N N N N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 05962GAJ8 495000.00000000 PA USD 476255.14000000 0.060128975522 Long DBT CORP MX N 2 2028-01-10 Fixed 7.62500000 N N N N N N FMC GMSR Issuer Trust N/A 30259RAQ8 2000000.00000000 PA USD 1965499.20000000 0.248151554408 Long ABS-O CORP US N 2 2027-07-25 Fixed 10.07000000 N N N N N N CALVERT IMPACT CAPITAL NOTE N/A 000000000 1000000.00000000 PA USD 997720.00000000 0.125965845656 Long DBT CORP US Y 2 2028-12-15 Variable 5.00000000 N N N N N N Willis Engine Securitization Trust N/A 97064FAC9 271164.54000000 PA USD 215573.10000000 0.027216902379 Long ABS-O CORP US N 2 2045-03-15 Fixed 6.65700000 N N N N N N SYNCHRONY BANK 549300UATVPGSLE43Z27 87166FAD5 3225000.00000000 PA USD 3178390.88000000 0.401283621682 Long DBT CORP US N 2 2025-08-22 Fixed 5.40000000 N N N N N N Cologix Data Centers Issuer LLC N/A 19521DAN1 2700000.00000000 PA 1884916.04000000 0.237977631970 Long ABS-O CORP CA N 2 2052-01-25 Fixed 7.74000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAM7 4317000.00000000 PA USD 4028579.16000000 0.508623041215 Long DBT CORP GB N 2 2026-08-21 Fixed 1.53200000 N N N N N N Morgan Stanley Capital I Trust N/A 61769GAG2 6576000.00000000 PA USD 6382679.41000000 0.805836917604 Long ABS-MBS CORP US N 2 2036-05-15 Floating 8.03500000 N N N N N N SUN COMMUNITIES OPER LP 549300PUNBPJCGT6X741 866677AE7 1360000.00000000 PA USD 1134198.04000000 0.143196703734 Long DBT US N 2 2031-07-15 Fixed 2.70000000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 904678AF6 3643000.00000000 PA USD 3568096.35000000 0.450485380778 Long DBT CORP IT N 2 2032-06-19 Fixed 5.86100000 N N N N N N ITAU UNIBANCO HLDG SA/KY 5493002W2IVG62O3ZJ94 46556L2A1 2339000.00000000 PA USD 2241895.71000000 0.283047637596 Long DBT CORP BR N 2 2031-04-15 Fixed 3.87500000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACP0 1505000.00000000 PA USD 1585951.26000000 0.200232221099 Long DBT CORP US N 2 2030-09-21 Fixed 6.20000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHW2 3900000.00000000 PA USD 3798522.31000000 0.479577511749 Long DBT CORP US N 2 2025-10-22 Fixed 2.45600000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAU9 3500000.00000000 PA USD 3379839.75000000 0.426717287706 Long DBT CORP IE N 2 2024-10-29 Fixed 1.65000000 N N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 25259KAA8 1470000.00000000 PA USD 1562085.21000000 0.197219043884 Long DBT CORP US N 2 2028-11-15 Fixed 9.75000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAT8 1226000.00000000 PA USD 1176938.42000000 0.148592835024 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAK8 3450000.00000000 PA USD 3584182.92000000 0.452516369827 Long DBT CORP US N 2 2033-10-28 Fixed 6.12300000 N N N N N N CONNECT FINCO SARL/CONNE N/A 20752TAA2 2000000.00000000 PA USD 1989769.60000000 0.251215782308 Long DBT CORP XX N 2 2026-10-01 Fixed 6.75000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLS6 1411000.00000000 PA USD 1457414.03000000 0.184003919696 Long DBT CORP US N 2 2029-09-15 Fixed 5.81900000 N N N N N N Morgan Stanley Capital I Trust N/A 61769GAJ6 3045000.00000000 PA USD 2924649.72000000 0.369247860349 Long ABS-MBS CORP US N 2 2036-05-15 Floating 8.98500000 N N N N N N KYNDRYL HOLDINGS INC 549300LQ4LWX2R8ZV130 50155QAK6 5262000.00000000 PA USD 4642574.99000000 0.586142289056 Long DBT CORP US N 2 2028-10-15 Fixed 2.70000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDE3 3675000.00000000 PA USD 3646314.02000000 0.460360651342 Long DBT CORP US N 2 2025-06-14 Fixed 3.84500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384EDD4 1959000.00000000 PA USD 2058236.57000000 0.259859990879 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 6.00000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAA1 2600000.00000000 PA USD 2593500.00000000 0.327438981587 Long DBT CORP US N 2 2027-10-15 Fixed 6.75000000 N N N N N N LHOME Mortgage Trust N/A 50205BAA1 1050000.00000000 PA USD 1060654.46000000 0.133911554346 Long ABS-MBS CORP US N 2 2028-06-25 Variable 8.00000000 N N N N N N US CELLULAR CORP 549300B164AZXESI6E03 911684801 71223.00000000 NS USD 1271330.55000000 0.160510191074 Long EP CORP US N 1 N N N CenturyLink, Inc. 8M3THTGWLTYZVE6BBY25 15669GAH7 1619517.07000000 PA USD 1108693.85000000 0.139976705277 Long LON CORP US N 2 2027-03-15 Variable 7.72000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBL5 1815000.00000000 PA USD 1813626.79000000 0.228977100095 Long DBT CORP FR N 2 2033-06-15 Fixed 6.22100000 N N N N N N SYNOVUS BANK GA DX0JX77PRMOELF7VG772 87164DVJ6 2126000.00000000 PA USD 2044306.69000000 0.258101291931 Long DBT CORP US N 2 2028-02-15 Fixed 5.62500000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EX7 1406000.00000000 PA USD 1144440.48000000 0.144489849723 Long DBT CORP AU N 2 2036-11-18 Fixed 3.02000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AS8 1295000.00000000 PA USD 1219490.52000000 0.153965195266 Long DBT CORP IT N 2 2035-06-30 Fixed 5.45900000 N N N N N N Cologix Data Centers Issuer LLC N/A 19521UAE3 2900000.00000000 PA USD 2420444.98000000 0.305590144298 Long ABS-O CORP US N 2 2051-12-26 Fixed 5.99000000 N N N N N N LUNAR AIRCRAFT 2020-1 LIMITED N/A 55037LAC8 246518.39000000 PA USD 56663.48000000 0.007153974237 Long ABS-O CORP US N 2 2045-02-15 Fixed 6.41300000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AS7 918000.00000000 PA USD 905368.34000000 0.114306106501 Long DBT CORP CH N 2 2027-08-05 Fixed 4.70300000 N N N N N N CONCENTRIX CORP 5493000EAJN1KMPVA737 20602DAC5 1764000.00000000 PA USD 1815594.85000000 0.229225574960 Long DBT CORP US N 2 2033-08-02 Fixed 6.85000000 N N N N N N ENVIVA PARTNERS LP/FIN C N/A 29413XAD9 2538000.00000000 PA USD 1252784.21000000 0.158168646952 Long DBT CORP US N 2 2026-01-15 Fixed 6.50000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBU3 5500000.00000000 PA USD 5655102.53000000 0.713977641486 Long DBT CORP US N 2 2030-01-03 Fixed 6.84800000 N N N N N N MED Trust N/A 58403YAU0 2204420.45000000 PA USD 2142433.47000000 0.270490161378 Long ABS-MBS CORP US N 2 2038-11-15 Floating 8.62600000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TK4 3547700.00000000 PA USD 3164867.13000000 0.399576198151 Long DBT UST US N 2 2042-08-15 Fixed 3.37500000 N N N N N N CUSHMAN & WAKEFIELD US 549300870CMN3WI5IF97 23166MAA1 1500000.00000000 PA USD 1494022.50000000 0.188625874635 Long DBT CORP US N 2 2028-05-15 Fixed 6.75000000 N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DAT6 1870000.00000000 PA USD 1613882.05000000 0.203758586795 Long DBT CORP US N 2 2047-09-20 Fixed 5.20000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWQ3 4000000.00000000 PA USD 3932814.40000000 0.496532385543 Long DBT CORP US N 2 2025-09-29 Fixed 3.27200000 N N N N N N Hardee's Funding LLC and Carls' Jr Funding LLC N/A 411707AH5 1755700.00000000 PA USD 1547124.60000000 0.195330211456 Long ABS-O CORP US N 2 2050-12-20 Fixed 3.98100000 N N N N N N Smithfield Foods Inc CVTIPZRZJC0JQEZLL598 832248BB3 1831000.00000000 PA USD 1755072.40000000 0.221584391466 Long DBT CORP US N 2 2029-04-01 Fixed 5.20000000 N N N N N N ExteNet Systems N/A 30227XAC5 3110000.00000000 PA USD 3027890.40000000 0.382282378613 Long ABS-O CORP US N 2 2049-07-25 Fixed 5.21900000 N N N N N N Conn Funding II, L.P N/A 20825YAB2 1634205.83000000 PA USD 1640721.08000000 0.207147113747 Long ABS-O CORP US N 2 2026-12-15 Fixed 9.52000000 N N N N N N GLOBAL ATLANTIC FIN CO N/A 37959GAB3 6781000.00000000 PA USD 5561468.55000000 0.702156004681 Long DBT CORP US N 2 2031-06-15 Fixed 3.12500000 N N N N N N LCPR SR SECURED FIN DAC 549300LE5FM8IKMXSP90 50201DAA1 1525000.00000000 PA USD 1495209.13000000 0.188775691068 Long DBT CORP IE N 2 2027-10-15 Fixed 6.75000000 N N N N N N Mosaic Solar Loans LLC N/A 61946UAD4 3583000.00000000 PA USD 1834604.21000000 0.231625577072 Long ABS-O CORP US N 2 2053-01-21 Fixed 8.29000000 N N N N N N NRZ Excess Spread Collateralized Notes N/A 62955MAB2 254493.67000000 PA USD 236665.04000000 0.029879837931 Long ABS-O CORP US N 2 2026-07-25 Fixed 3.10400000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 393.00000000 NC USD 773117.98000000 0.097609008682 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVH4 Comdty 2024-03-28 41974843.15000000 USD 773117.98000000 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLU1 933000.00000000 PA USD 977211.03000000 0.123376512226 Long DBT CORP US N 2 2034-09-15 Fixed 5.87200000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DK3 2142000.00000000 PA USD 2231084.97000000 0.281682741627 Long DBT CORP US N 2 2029-07-27 Fixed 6.33900000 N N N N N N Fannie Mae - CAS N/A 20753KAF9 493893.61000000 PA USD 524431.00000000 0.066211356295 Long ABS-MBS USGSE US N 2 2031-08-25 Floating 9.60200000 N N N N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 775109CH2 5630000.00000000 PA USD 5182643.30000000 0.654327913661 Long DBT CORP CA N 2 2032-03-15 Fixed 3.80000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565AS20 1314000.00000000 PA USD 1408430.61000000 0.177819581482 Long DBT CORP FR N 2 2027-11-17 Fixed 9.25000000 N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AV0 2170000.00000000 PA USD 2254943.91000000 0.284695021178 Long DBT CORP CH N 2 2028-08-11 Fixed 6.44200000 N N N N N N SES SA 5493008JPA4HYMH1HX51 78413HAB5 820000.00000000 PA USD 620308.92000000 0.078316298837 Long DBT CORP LU N 2 2043-04-04 Fixed 5.30000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CZ1 1953000.00000000 PA USD 1828348.47000000 0.230835766725 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AH5 4000000.00000000 PA USD 4007833.84000000 0.506003867723 Long DBT CORP US N 2 2025-04-23 Fixed 5.37500000 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 49327M3F9 2912000.00000000 PA USD 2911983.40000000 0.367648690531 Long DBT CORP US N 2 2027-11-15 Fixed 5.85000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAP4 2000000.00000000 PA USD 2147884.00000000 0.271178310980 Long DBT CORP ES N 2 2028-11-21 Fixed 9.62500000 N N N N N N Home Re Ltd N/A 437307AD3 4340000.00000000 PA USD 4346579.87000000 0.548771808760 Long ABS-MBS CORP BM N 2 2033-07-25 Floating 8.30200000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 199.00000000 NC USD 2416450.61000000 0.305085840290 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CME Ultra Long Term U.S. Treasury Bond Futures WNH4 Comdty 2024-03-19 24168705.64000000 USD 2416450.61000000 N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89832QAF6 3231000.00000000 PA USD 2944102.42000000 0.371703835779 Long DBT CORP US N 2 2030-03-01 Fixed 5.10000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TR9 2810000.00000000 PA USD 2598591.39000000 0.328081788433 Long DBT UST US N 2 2053-05-15 Fixed 3.62500000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCZ6 2885000.00000000 PA USD 2961066.92000000 0.373845666742 Long DBT CORP US N 2 2029-06-08 Fixed 6.31200000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AF0 2074000.00000000 PA USD 1887443.29000000 0.238296706643 Long DBT CORP US N 2 2031-01-15 Fixed 4.37500000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BS2 2520000.00000000 PA USD 2049905.62000000 0.258808177583 Long DBT CORP US N 2 2049-07-01 Fixed 5.12500000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBP4 3400000.00000000 PA USD 3432401.86000000 0.433353448789 Long DBT CORP US N 2 2025-03-01 Fixed 6.05100000 N N N N N N Extended Stay America Trust N/A 30227FAJ9 2333600.02000000 PA USD 2296575.59000000 0.289951174986 Long ABS-MBS CORP US N 2 2038-07-15 Floating 7.72600000 N N N N N N GENUINE PARTS CO 549300D46DQVEU651W04 372460AE5 2784000.00000000 PA USD 2958701.21000000 0.373546987091 Long DBT CORP US N 2 2028-11-01 Fixed 6.50000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AR4 2870000.00000000 PA USD 2926334.34000000 0.369460549864 Long DBT CORP US N 2 2033-10-15 Fixed 5.95000000 N N N N N N TAPESTRY INC 549300LJNVY5SW3VTN33 876030AD9 2912000.00000000 PA USD 3056516.04000000 0.385896471695 Long DBT CORP US N 2 2028-11-27 Fixed 7.35000000 N N N N N N HAT HOLDINGS I LLC/HAT N/A 418751AD5 4715000.00000000 PA USD 3977081.28000000 0.502121243112 Long DBT US N 2 2030-09-15 Fixed 3.75000000 N N N N N Neighborly Issuer LLC N/A 64016NAE7 858512.50000000 PA USD 860925.78000000 0.108695068681 Long ABS-O CORP US N 2 2053-01-30 Fixed 7.30800000 N N N N N N Pnmac Gmsr Issuer Trust N/A 69354WAD8 1307692.31000000 PA USD 1308220.09000000 0.165167632142 Long ABS-MBS CORP US N 2 2025-08-25 Floating 8.87100000 N N N N N N CI FINANCIAL CORP 549300M9W7JJQSVCEM78 125491AP5 2966000.00000000 PA USD 1744251.00000000 0.220218149632 Long DBT CORP CA N 2 2051-06-15 Fixed 4.10000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAF4 2585000.00000000 PA USD 2159158.16000000 0.272601715440 Long DBT US N 2 2031-06-01 Fixed 2.55000000 N N N N N N VISTAJET MALTA/VM HOLDS N/A 92840JAB5 1700000.00000000 PA USD 1188608.89000000 0.150066275090 Long DBT CORP XX N 2 2030-02-01 Fixed 6.37500000 N N N N N LHOME Mortgage Trust N/A 50205TAA2 1080000.00000000 PA USD 1091520.68000000 0.137808528953 Long ABS-MBS CORP US N 2 2028-08-25 Variable 8.00000000 N N N N N N SONIC AUTOMOTIVE INC 549300NTLRGJ2JCBZU03 83545GBD3 1775000.00000000 PA USD 1617480.29000000 0.204212877923 Long DBT CORP US N 2 2029-11-15 Fixed 4.62500000 N N N N N Prodigy Finance Designated Activity Co 635400HTAZNW3LYYMQ40 742857AA3 1050273.80000000 PA USD 1047315.18000000 0.132227420836 Long ABS-O CORP IE N 2 2051-07-25 Floating 11.37000000 N N N N N N Fannie Mae - CAS N/A 20754RAJ5 4456839.00000000 PA USD 4597707.65000000 0.580477621188 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 11.33700000 N N N N N N UMBS, TBA N/A 01F050619 53655000.00000000 PA USD 53135190.36000000 6.708514601086 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 5.00000000 N N N N N N FERRELLGAS LP/FERRELLGAS N/A 315289AC2 1700000.00000000 PA USD 1607703.26000000 0.202978491670 Long DBT CORP US N 2 2029-04-01 Fixed 5.87500000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAN1 4604000.00000000 PA USD 4699826.27000000 0.593370475220 Long DBT CORP US N 2 2028-04-15 Fixed 6.25000000 N N N N N N CI FINANCIAL CORP 549300M9W7JJQSVCEM78 125491AN0 4088000.00000000 PA USD 3232511.27000000 0.408116521387 Long DBT CORP CA N 2 2030-12-17 Fixed 3.20000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TS7 2544000.00000000 PA USD 2426141.26000000 0.306309320748 Long DBT UST US N 2 2043-05-15 Fixed 3.87500000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACJ4 3143000.00000000 PA USD 3220337.44000000 0.406579530256 Long DBT CORP US N 2 2030-06-26 Fixed 5.70000000 N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAV1 1500000.00000000 PA USD 1517761.04000000 0.191622953240 Long DBT CORP US N 2 2030-08-15 Fixed 9.87500000 N N N N N N Driven Brands Funding, LLC N/A 26208LAD0 1396293.54000000 PA USD 1353639.98000000 0.170902061494 Long ABS-O CORP US N 2 2049-04-20 Fixed 4.64100000 N N N N N N San Diego County Water Authority 549300Y0QN5OFKA1G520 797412DW0 1120000.00000000 PA USD 873644.80000000 0.110300892068 Long DBT MUN US N 2 2034-05-01 Fixed 1.95100000 N N N N N N VMC Finance LLC N/A 91835TAC0 7908000.00000000 PA USD 7665479.43000000 0.967795171751 Long ABS-CBDO CORP US N 2 2037-01-18 Floating 9.97300000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAX9 2700000.00000000 PA USD 2253207.16000000 0.284475750057 Long DBT CORP US N 2 2031-03-01 Fixed 2.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565A5R0 700000.00000000 PA USD 734806.80000000 0.092772080298 Long DBT CORP FR N 2 2028-08-14 Fixed 8.50000000 N N N N N N Mosaic Solar Loans LLC N/A 61946NAB4 92210.24000000 PA USD 81697.69000000 0.010314635979 Long ABS-O CORP US N 2 2046-04-20 Fixed 3.10000000 N N N N N N BRUNSWICK CORP YM4O38W15AX4YLLQKU27 117043AV1 5210000.00000000 PA USD 4078434.89000000 0.514917511799 Long DBT CORP US N 2 2052-04-01 Fixed 5.10000000 N N N N N N Sonic Capital LLC N/A 83546DAG3 2889366.67000000 PA USD 2733762.14000000 0.345147596307 Long ABS-O CORP US N 2 2050-01-20 Fixed 3.84500000 N N N N N N Helios Issuer, LLC N/A 86744WAB5 3747774.84000000 PA USD 3600215.58000000 0.454540552538 Long ABS-O CORP US N 2 2049-11-22 Fixed 5.60000000 N N N N N N Oportun Funding LLC N/A 68377WAC5 1175000.00000000 PA USD 1050942.44000000 0.132685375847 Long ABS-O CORP US N 2 2031-10-08 Fixed 3.61000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKQ1 3603000.00000000 PA USD 3436064.22000000 0.433815835305 Long DBT CORP US N 2 2033-04-27 Fixed 4.57100000 N N N N N N MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01 5493002KQF9IH3CTQZ40 62548QAD3 3176062.02000000 PA USD 3078794.17000000 0.388709168128 Long ABS-MBS CORP US N 2 2050-03-25 Floating 9.20200000 N N N N N N CLARIV SCI HLD CORP N/A 18064PAD1 1700000.00000000 PA USD 1596935.97000000 0.201619081425 Long DBT CORP US N 2 2029-07-01 Fixed 4.87500000 N N N N N Stack Infrastructure Issuer LLC N/A 85236KAC6 720000.00000000 PA USD 699203.16000000 0.088276988869 Long ABS-O CORP US N 2 2044-10-25 Fixed 3.08000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384BY39 1229497.65000000 PA USD 1231356.22000000 0.155463283843 Long ABS-MBS USGA US N 2 2053-07-20 Floating 2.65400000 N N N N N N ServiceMaster Brands N/A 81761TAC9 1324220.77000000 PA USD 1085616.58000000 0.137063114458 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 3983000.00000000 PA USD 2844875.71000000 0.359176096095 Long DBT CORP US N 2 2052-01-15 Fixed 4.10000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DA5 2879000.00000000 PA USD 2395677.88000000 0.302463206183 Long DBT CORP US N 2 2032-02-12 Fixed 3.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384BXQ9 832000.00000000 PA USD 874786.39000000 0.110445022035 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 6.00000000 N N N N N N Fannie Mae - CAS N/A 20753MAE8 1012660.87000000 PA USD 1075731.72000000 0.135815114269 Long ABS-MBS USGSE US N 2 2031-09-25 Floating 9.55200000 N N N N N N Driven Brands Funding, LLC N/A 26208LAC2 3165750.00000000 PA USD 3104843.82000000 0.391998032931 Long ABS-O CORP US N 2 2048-04-20 Fixed 4.73900000 N N N N N N Pagaya AI Debt Selection Trust N/A 69546RAC0 5899678.87000000 PA USD 4968924.88000000 0.627345171501 Long ABS-O CORP US N 2 2029-05-15 Fixed 3.27000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -127256.21000000 -0.01606656788 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 5612896.37000000 CAD 4110917.86000000 USD 2024-02-08 -127256.21000000 N N N KYNDRYL HOLDINGS INC 549300LQ4LWX2R8ZV130 50155QAM2 275000.00000000 PA USD 206755.78000000 0.026103683069 Long DBT CORP US N 2 2041-10-15 Fixed 4.10000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKA9 1784000.00000000 PA USD 1344951.53000000 0.169805112499 Long DBT CORP US N 2 2051-06-01 Fixed 3.65000000 N N N N N N AP MOLLER-MAERSK A/S 549300D2K6PKKKXVNN73 00203QAF4 2500000.00000000 PA USD 2610886.78000000 0.329634126964 Long DBT CORP DK N 2 2033-09-14 Fixed 5.87500000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248BC1 238000.00000000 PA USD 195571.23000000 0.024691592203 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N SPRINT LLC 549300ZTTY7CXOLJ6539 85207UAJ4 3700000.00000000 PA USD 3767029.20000000 0.475601389958 Long DBT CORP US N 2 2025-02-15 Fixed 7.62500000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBD4 1550000.00000000 PA USD 1367224.28000000 0.172617129687 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAV3 1171000.00000000 PA USD 1052126.17000000 0.132834826144 Long DBT CORP US N 2 2030-02-15 Fixed 3.37500000 N N N N N N Driven Brands Funding, LLC N/A 26208LAE8 1200000.00000000 PA USD 1133783.04000000 0.143144308447 Long ABS-O CORP US N 2 2049-10-20 Fixed 3.98100000 N N N N N N Banc of America Merrill Lynch Large Loan Inc N/A 05492PAN8 4545000.00000000 PA USD 1123156.31000000 0.141802644422 Long ABS-MBS CORP US N 2 2032-11-05 Variable 3.71900000 N N N N N N SUNRUN CALLISTO ISSUER LLC N/A 86773PAA6 380202.73000000 PA USD 356039.55000000 0.044951311994 Long ABS-O CORP US N 2 2054-06-30 Fixed 3.98000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAF2 2460000.00000000 PA USD 2320521.17000000 0.292974393158 Long DBT CORP ES N 2 2028-02-23 Fixed 3.80000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C68 3450000.00000000 PA USD 3709089.20000000 0.468286250342 Long DBT CORP US N 2 2030-03-06 Fixed 7.35000000 N N N N N N TAPESTRY INC 549300LJNVY5SW3VTN33 876030AC1 1045000.00000000 PA USD 1083779.44000000 0.136831168729 Long DBT CORP US N 2 2026-11-27 Fixed 7.00000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACR6 3930000.00000000 PA USD 4152143.53000000 0.524223500623 Long DBT CORP US N 2 2029-01-16 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384BS69 832000.00000000 PA USD 874896.17000000 0.110458882166 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 6.00000000 N N N N N N AMERICAN ASSETS TRUST LP 549300V1TI0SMG9Z6U69 02401LAA2 4214000.00000000 PA USD 3439706.32000000 0.434275663921 Long DBT US N 2 2031-02-01 Fixed 3.37500000 N N N N N N Focus Brands Funding LLC N/A 34417MAB3 1341725.00000000 PA USD 1286504.56000000 0.162425966043 Long ABS-O CORP US N 2 2047-04-30 Fixed 5.09300000 N N N N N N Diamond Infrastructure Funding LLC N/A 25265LAE0 757000.00000000 PA USD 656665.86000000 0.082906497181 Long ABS-O CORP US N 2 2049-04-15 Fixed 3.47500000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BK0 1726000.00000000 PA USD 1523590.60000000 0.192358956784 Long DBT CORP US N 2 2026-06-01 Fixed 4.00000000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 74841CAB7 3754000.00000000 PA USD 3306414.52000000 0.417447080444 Long DBT CORP US N 2 2031-03-01 Fixed 3.87500000 N N N N N N Pnmac Gmsr Issuer Trust N/A 69346MAE9 3715000.00000000 PA USD 3731387.24000000 0.471101460486 Long ABS-O CORP US N 2 2027-06-25 Floating 9.52700000 N N N N N N CBRE SERVICES INC 549300CTE3HOMEUMM603 12505BAG5 2620000.00000000 PA USD 2754938.25000000 0.347821158633 Long DBT CORP US N 2 2034-08-15 Fixed 5.95000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAQ8 400000.00000000 PA USD 385266.54000000 0.048641327741 Long DBT CORP ES N 2 2028-03-24 Fixed 4.17500000 N N N N N N SITE Centers Corp W2AVA6SODOQ1LCYJQR54 23317HAD4 3000000.00000000 PA USD 2916711.93000000 0.368245684959 Long DBT US N 2 2025-02-01 Fixed 3.62500000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05366DAA6 1390000.00000000 PA USD 1432765.62000000 0.180891966634 Long DBT CORP US N 2 2030-07-15 Fixed 6.37500000 N N N N N N SERVPRO MASTER ISSUER, LLC N/A 817743AA5 4713600.00000000 PA USD 4446315.78000000 0.561363836829 Long ABS-O CORP US N 2 2049-10-25 Fixed 3.88200000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACF2 3000000.00000000 PA USD 3017127.18000000 0.380923482220 Long DBT CORP US N 2 2025-06-26 Fixed 5.80000000 N N N N N N LA CONSTRUCCION SA 254900IMQ8BOPW9UKX13 000000000 2962000.00000000 PA USD 2504759.76000000 0.316235197584 Long DBT CORP CL Y 2 2032-02-07 Fixed 4.75000000 N N N N N N Conn Funding II, L.P N/A 20825YAD8 2600000.00000000 PA USD 2301033.80000000 0.290514040512 Long ABS-O CORP US N 2 2026-12-15 None 0.00000000 N N N N N N SEASPAN CORP 5493007Z8Q1H45KT7W98 81254UAK2 1800000.00000000 PA USD 1507409.06000000 0.190315977421 Long DBT CORP MH N 2 2029-08-01 Fixed 5.50000000 N N N N N N GRIFOLS SA 959800HSSNXWRKBK4N60 39843UAA0 1700000.00000000 PA USD 1543608.50000000 0.194886290807 Long DBT CORP ES N 2 2028-10-15 Fixed 4.75000000 N N N N N Morgan Stanley & Co. LLC 549300BI6Y5SI6BYPB26 61747C707 18766314.65000000 NS USD 18766314.65000000 2.369316736896 Long STIV RF US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLV9 4570000.00000000 PA USD 4665077.80000000 0.588983352171 Long DBT CORP US N 2 2027-09-15 Fixed 5.93300000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CQ1 2483000.00000000 PA USD 2052595.07000000 0.259147730607 Long DBT CORP US N 2 2043-01-15 Fixed 4.75000000 N N N N N N ServiceMaster Brands N/A 81761TAA3 619017.81000000 PA USD 542773.70000000 0.068527190113 Long ABS-O CORP US N 2 2051-01-30 Fixed 2.84100000 N N N N N N Helios Issuer VI, LLC N/A 86744TAB2 1930989.73000000 PA USD 1614557.48000000 0.203843862334 Long ABS-O CORP US N 2 2048-07-20 Fixed 2.01000000 N N N N N N AMERICAN AIRLINES/AADVAN N/A 00253XAA9 1458333.34000000 PA USD 1448885.53000000 0.182927164981 Long DBT CORP XX N 2 2026-04-20 Fixed 5.50000000 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00084DBA7 1600000.00000000 PA USD 1636001.63000000 0.206551265703 Long DBT CORP NL N 2 2027-09-18 Fixed 6.33900000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AD0 3883000.00000000 PA USD 3076418.97000000 0.388409290330 Long DBT CORP CH N 2 2031-02-10 Fixed 4.37500000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RLJ9 7803000.00000000 PA USD 5615542.48000000 0.708983038639 Long DBT CORP US N 2 2055-09-15 Fixed 3.55000000 N N N N N N ExteNet Systems N/A 30227XAB7 1913000.00000000 PA USD 1867213.88000000 0.235742668699 Long ABS-O CORP US N 2 2049-07-25 Fixed 4.14000000 N N N N N N Freddie Mac - STACR 5493000ITBQFEOXM0S98 35566CBD6 900000.00000000 PA USD 935846.28000000 0.118154059319 Long ABS-MBS USGSE US N 2 2050-12-25 Floating 8.33700000 N N N N N N Pagaya AI Debt Selection Trust N/A 69547EAC8 4014526.92000000 PA USD 3569062.57000000 0.450607369632 Long ABS-O CORP US N 2 2029-08-15 Fixed 3.93000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDX1 4032000.00000000 PA USD 4241402.69000000 0.535492800198 Long DBT CORP US N 2 2029-10-23 Fixed 6.08700000 N N N N N N Jersey Mike's Funding, LLC N/A 476681AA9 1343845.00000000 PA USD 1276627.08000000 0.161178897606 Long ABS-O CORP US N 2 2050-02-15 Fixed 4.43300000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJN1 3781000.00000000 PA USD 3901870.97000000 0.492625662888 Long DBT CORP US N 2 2034-06-12 Fixed 5.83600000 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 26884UAE9 3870000.00000000 PA USD 3674729.01000000 0.463948149081 Long DBT US N 2 2028-04-15 Fixed 4.95000000 N N N N N N TERRAFORM POWER OPERATIN 5493000S2OLR3UT5BE13 88104LAG8 2104000.00000000 PA USD 1959044.92000000 0.247336677651 Long DBT CORP US N 2 2030-01-15 Fixed 4.75000000 N N N N N N LEGACY LIFEPOINT HEALTH N/A 53219LAS8 58000.00000000 PA USD 53610.50000000 0.006768524203 Long DBT CORP US N 2 2027-02-15 Fixed 4.37500000 N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 00135TAD6 3515000.00000000 PA USD 3706925.85000000 0.468013119391 Long DBT CORP IE N 2 2029-09-13 Fixed 6.60800000 N N N N N N CORPORATE OFFICE PROP LP H0TWO5VRNEP6CQAWPX27 22003BAP1 3595000.00000000 PA USD 2810450.75000000 0.354829817382 Long DBT US N 2 2033-12-01 Fixed 2.90000000 N N N N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 05971PAC2 1195000.00000000 PA USD 1179991.16000000 0.148978254756 Long DBT CORP MX N 2 2030-10-14 Fixed 8.37500000 N N N N N N AFFILIATED MANAGERS GROU 2JE75BUE3T1BLCYYGK54 008252AP3 4003000.00000000 PA USD 3564937.46000000 0.450086559215 Long DBT CORP US N 2 2030-06-15 Fixed 3.30000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAV7 4000000.00000000 PA USD 4266749.36000000 0.538692911172 Long DBT CORP ES N 2 2033-08-08 Fixed 6.92100000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384AG64 716000.00000000 PA USD 752277.29000000 0.094977794373 Long ABS-MBS USGA US N 2 2053-06-20 Fixed 6.00000000 N N N N N N KSL Commercial Mortgage Trust N/A 48268TAJ1 2741000.00000000 PA USD 2740444.67000000 0.345991290472 Long ABS-MBS CORP US N 2 2036-12-15 Floating 8.78900000 N N N N N N PNMSR PART 2023 N/A 000000000 280172.00000000 PA USD 280172.00000000 0.035372752785 Long ABS-O CORP US N 2 2024-12-24 Variable 11.06000000 N N N N N N UNITED STATES CELLULAR C 549300B164AZXESI6E03 911684702 57150.00000000 NS USD 1111567.50000000 0.140339514233 Long EP CORP US N 1 N N N DELTA AIR LINES/SKYMILES N/A 830867AB3 2475000.00000000 PA USD 2435534.27000000 0.307495223053 Long DBT CORP XX N 2 2028-10-20 Fixed 4.75000000 N N N N N N CREDIT SUISSE NEW YORK 549300D0YARF5HYP1809 22550L2J9 2625000.00000000 PA USD 2609859.05000000 0.329504372245 Long DBT CORP CH N 2 2024-08-09 Fixed 4.75000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAH6 1261000.00000000 PA USD 1037860.62000000 0.131033747616 Long DBT CORP FR N 2 2037-01-14 Fixed 3.64800000 N N N N N N Freddie Mac - STACR 5493005LAQ76UDHPEE03 35565CBD7 836740.74000000 PA USD 863032.47000000 0.108961046097 Long ABS-MBS USGSE US N 2 2049-11-25 Floating 8.40200000 N N N N N N NXP BV/NXP FUNDING LLC N/A 62947QBA5 3700000.00000000 PA USD 3693263.67000000 0.466288218560 Long DBT CORP XX N 2 2024-03-01 Fixed 4.87500000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565AM34 1714000.00000000 PA USD 1753884.78000000 0.221434450042 Long DBT CORP FR N 2 2029-08-16 Fixed 7.75000000 N N N N N N Sunnova Sol Issuer,LLC N/A 86745PAB9 840954.20000000 PA USD 693819.42000000 0.087597271752 Long ABS-O CORP US N 2 2055-11-01 Fixed 5.47000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MU2 2510000.00000000 PA USD 2316509.12000000 0.292467856984 Long DBT CORP US N 2 2025-12-10 Fixed 4.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 99.00000000 NC USD 405874.56000000 0.051243166600 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes TYH4 Comdty 2024-03-19 10770297.32000000 USD 405874.56000000 N N N Retained Vantage Data Centers Issuer, LLC 254900N4NW6XZ9B4HM15 76134KAC8 3288000.00000000 PA USD 3052769.90000000 0.385423507644 Long ABS-O CORP US N 2 2048-09-15 Fixed 5.75000000 N N N N N N BROADSTONE NET LEASE LLC 54930089IBT6J4WBTI50 11135EAA2 2073000.00000000 PA USD 1609255.16000000 0.203174424794 Long DBT US N 2 2031-09-15 Fixed 2.60000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJJ0 2350000.00000000 PA USD 2422469.21000000 0.305845710834 Long DBT CORP US N 2 2033-10-21 Fixed 5.85000000 N N N N N N Solarcity LMC Series LLC 54930080F5ME65CO1C91 83417BAA6 279216.57000000 PA USD 267683.25000000 0.033796001838 Long ABS-O CORP US N 2 2038-11-20 Fixed 4.80000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAR6 2944000.00000000 PA USD 3103071.36000000 0.391774253291 Long DBT CORP FR N 2 2029-10-19 Fixed 6.71400000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AJ2 732000.00000000 PA USD 689548.93000000 0.087058106571 Long DBT CORP US N 2 2028-05-01 Fixed 4.00000000 N N N N N N Retained Vantage Data Centers Issuer, LLC 254900N4NW6XZ9B4HM15 000000000 3274000.00000000 PA 2312555.14000000 0.291968652363 Long ABS-O CORP US N 2 2048-09-15 Fixed 5.25000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBW9 3000000.00000000 PA USD 2664182.01000000 0.336362847162 Long DBT CORP US N 2 2028-06-15 Fixed 1.90000000 N N N N N N WASH MULTIFAM ACQ INC 549300AS7PRY5PHG6L12 93710WAA3 1500000.00000000 PA USD 1445110.31000000 0.182450529472 Long DBT CORP US N 2 2026-04-15 Fixed 5.75000000 N N N N N N ASR NEDERLAND NV 7245000G0HS48PZWUD53 000000000 1945000.00000000 PA 2428932.12000000 0.306661677161 Long DBT CORP NL Y 2 2043-12-07 Fixed 7.00000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 45685NAA4 3775000.00000000 PA USD 3751417.91000000 0.473630406770 Long DBT CORP NL N 2 2026-01-06 Fixed 4.62500000 N N N N N N Credit Suisse Mortgage Trust N/A 12665CAA2 1333000.00000000 PA USD 1178807.29000000 0.148828786784 Long ABS-MBS CORP US N 2 2024-01-15 Floating 9.30600000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DU0 1791000.00000000 PA USD 1850584.85000000 0.233643192066 Long DBT CORP GB N 2 2029-03-09 Fixed 6.16100000 N N N N N N Sunnova Sol Issuer,LLC N/A 86745NAB4 2055819.09000000 PA USD 1767298.65000000 0.223128000816 Long ABS-O CORP US N 2 2055-02-01 Fixed 5.54000000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 000000000 36300000.00000000 PA 2095506.80000000 0.264565495469 Long DBT NUSS XX N 2 2026-04-06 Fixed 8.50000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RGD8 1597000.00000000 PA USD 1602652.93000000 0.202340868801 Long DBT CORP US N 2 2024-06-12 Floating 6.80800000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAC8 730000.00000000 PA USD 771593.82000000 0.097416577836 Long DBT CORP ES N 2 2034-09-13 Fixed 6.84000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384AF65 751000.00000000 PA USD 789730.95000000 0.099706457681 Long ABS-MBS USGA US N 2 2053-06-20 Fixed 6.00000000 N N N N N N Enact Mortgage Insurance Corporation N/A 89600HAG4 2202000.00000000 PA USD 2224427.37000000 0.280842194967 Long ABS-MBS CORP BM N 2 2034-02-25 Floating 10.28700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384GBJ8 855000.00000000 PA USD 902565.49000000 0.113952236306 Long ABS-MBS USGA US N 2 2053-11-20 Fixed 6.00000000 N N N N N N Helios Issuer, LLC N/A 86746CAB7 4485839.21000000 PA USD 3762813.44000000 0.475069134642 Long ABS-O CORP US N 2 2047-06-20 Fixed 7.25000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BP9 5132000.00000000 PA USD 4796714.64000000 0.605602990817 Long DBT CORP US N 2 2030-03-15 Fixed 6.25000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAX6 3658000.00000000 PA USD 3571056.03000000 0.450859051341 Long DBT CORP NL N 2 2032-06-15 Fixed 5.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BT0 5425000.00000000 PA USD 4206300.33000000 0.531060997225 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N Vantage Data Centers LLC N/A 92212KAA4 356836.65000000 PA USD 350305.83000000 0.044227408605 Long ABS-O CORP US N 2 2044-07-15 Fixed 3.18800000 N N N N N N Seagate HDD Cayman 529900BD50TRWEG1SF63 81180WAN1 2871000.00000000 PA USD 2762288.03000000 0.348749095582 Long DBT CORP KY N 2 2034-12-01 Fixed 5.75000000 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 49327M3E2 2290000.00000000 PA USD 2221241.38000000 0.280439951928 Long DBT CORP US N 2 2025-08-08 Fixed 4.15000000 N N N N N N Eagle Re Ltd N/A 26982AAC8 2810000.00000000 PA USD 2865484.86000000 0.361778077621 Long ABS-MBS CORP BM N 2 2034-04-25 Floating 8.78700000 N N N N N N Helios Issuer, LLC N/A 86746EAB3 1740529.49000000 PA USD 1407832.85000000 0.177744112068 Long ABS-O CORP US N 2 2048-02-20 Fixed 3.15000000 N N N N N N SES GLOBAL AMERICAS HLDG 5299000YGN3VJ3R60481 78413KAB8 1378000.00000000 PA USD 1078135.79000000 0.136118637011 Long DBT CORP US N 2 2044-03-25 Fixed 5.30000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 20754KAF8 542857.00000000 PA USD 550502.33000000 0.069502958278 Long ABS-MBS USGSE US N 2 2041-11-25 Floating 8.63700000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397D67 1316000.00000000 PA USD 1418625.25000000 0.179106692544 Long DBT CORP US N 2 2033-11-07 Fixed 7.12200000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3C5 4000000.00000000 PA USD 3959781.04000000 0.499937023730 Long DBT CORP US N 2 2026-08-15 Fixed 4.54000000 N N N N N N Freddie Mac - STACR 5493000ITBJ4KEFYWF83 35565LBD7 1748000.00000000 PA USD 1909796.28000000 0.241118854429 Long ABS-MBS USGSE US N 2 2050-03-25 Floating 9.55200000 N N N N N N COMPASS MINERALS INTERNA 2549008X9G8XP7YJGC47 20451NAG6 1500000.00000000 PA USD 1486957.50000000 0.187733892216 Long DBT CORP US N 2 2027-12-01 Fixed 6.75000000 N N N N N N BELLEMEADE RE LT N/A 078777AC3 4195000.00000000 PA USD 4150727.65000000 0.524044740528 Long ABS-MBS CORP US N 2 2031-09-25 Floating 6.73700000 N N N N N N AVNET INC XJI53DCPL7QABOWK4Z75 053807AU7 7000000.00000000 PA USD 5918488.66000000 0.747231116007 Long DBT CORP US N 2 2031-05-15 Fixed 3.00000000 N N N N N N Theorem Funding Trust N/A 88339VAB4 479342.67000000 PA USD 475712.08000000 0.060060412185 Long ABS-O CORP US N 2 2027-12-15 Fixed 1.84000000 N N N N N N CLEARWAY ENERGY OP LLC 549300Z3NFMM54NWBB87 18539UAE5 1129000.00000000 PA USD 984889.47000000 0.124345943718 Long DBT CORP US N 2 2032-01-15 Fixed 3.75000000 N N N N N N Fannie Mae - CAS N/A 20754JAC8 1865006.64000000 PA USD 1927367.80000000 0.243337323915 Long ABS-MBS USGSE US N 2 2039-09-25 Floating 9.20200000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBM5 5566000.00000000 PA USD 4674634.04000000 0.590189862868 Long DBT CORP US N 2 2051-12-15 Fixed 4.12500000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513CH6 2299000.00000000 PA USD 2424203.08000000 0.306064618344 Long DBT CORP US N 2 2034-08-24 Fixed 6.13600000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -56491.90000000 -0.00713231162 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 2050536.86000000 EUR 2210394.66000000 USD 2024-02-08 -56491.90000000 N N N LUNAR AIRCRAFT 2020-1 LIMITED N/A 55037LAB0 314479.64000000 PA USD 230417.94000000 0.029091118416 Long ABS-O CORP US N 2 2045-02-15 Fixed 4.33500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKG3 3000000.00000000 PA USD 2988539.16000000 0.377314138802 Long DBT CORP US N 2 2025-02-04 Fixed 1.84300000 N N N N N N FMC GMSR Issuer Trust N/A 30259RAK1 3360000.00000000 PA USD 2915104.75000000 0.368042772531 Long ABS-O CORP US N 2 2026-10-25 Variable 3.85000000 N N N N N N TERRAFORM GLOBAL OPERATI 549300LC7QMVR79H5O86 88104UAC7 2795000.00000000 PA USD 2756484.90000000 0.348016428924 Long DBT CORP US N 2 2026-03-01 Fixed 6.12500000 N N N N N N Coinstar Funding, LLC N/A 19260MAA4 2487100.00000000 PA USD 2176612.92000000 0.274805443545 Long ABS-O CORP US N 2 2047-04-25 Fixed 5.21600000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 064159VJ2 5896000.00000000 PA USD 5646317.37000000 0.712868482494 Long DBT CORP CA N 2 2025-06-04 Fixed 4.90000000 N N N N N N Multifamily Connecticut Avenue Securities 549300HG8ZEWVWVSN227 62547NAB5 2470164.14000000 PA USD 2411642.74000000 0.304478828894 Long ABS-MBS CORP US N 2 2049-10-25 Floating 8.70200000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 367.00000000 NC USD 3369987.27000000 0.425473375612 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT U.S. Long Bond Futures USH4 Comdty 2024-03-19 42482075.23000000 USD 3369987.27000000 N N N PATTERN ENERGY OP LP/PAT N/A 70339PAA7 1744000.00000000 PA USD 1650948.08000000 0.208438310379 Long DBT CORP US N 2 2028-08-15 Fixed 4.50000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BF4 3150000.00000000 PA USD 3406022.55000000 0.430022963190 Long DBT CORP CH N 2 2028-11-13 Fixed 9.25000000 N N N N N N Willis Engine Securitization Trust N/A 97064FAB1 628342.86000000 PA USD 541180.90000000 0.068326093213 Long ABS-O CORP US N 2 2045-03-15 Fixed 4.21200000 N N N N N N BROOKFIELD PROPERTY PART 5493004J5Z0TZW83NU62 000000000 70736.00000000 NS USD 812756.64000000 0.102613536333 Long EP CORP BM N 1 N N N CVS Pass-Through Trust N/A 126650BP4 1390615.92000000 PA USD 1405069.29000000 0.177395202381 Long DBT CORP US N 2 2028-12-10 Fixed 6.03600000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89117F8Z5 6955000.00000000 PA USD 7256075.00000000 0.916106345988 Long DBT CORP CA N 2 2082-10-31 Fixed 8.12500000 N N N N N N 2024-01-26 CALVERT FUND James Kirchner James Kirchner Treasurer XXXX