NPORT-P false 0000701039 XXXXXXXX S000005150 C000014105 C000014104 C000211120 C000014103 CALVERT FUND 811-03416 0000701039 549300SAFDT1VZ80RP53 1825 Connecticut Avenue NW, Suite 400 Washington 20009 202-238-2200 Calvert Short Duration Income Fund S000005150 549300KRHGOWQEB8SR45 2024-09-30 2024-03-31 N 2552550524.52 134439695.76 2418110828.76 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 104724640.56000000 0.00000000 0.00000000 5212479.27000000 USD UST BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKP3 22876000.00000000 PA USD 22340093.33000000 0.923865567462 Long DBT CORP US N 2 2028-04-27 Fixed 4.37600000 N N N N N N Octane Receivables Trust N/A 67571BAA1 2515120.74000000 PA USD 2518119.02000000 0.104135798494 Long ABS-O CORP US N 2 2029-05-21 Fixed 5.87000000 N N N N N N Mosaic Solar Loans LLC N/A 61946PAA1 3306341.79000000 PA USD 2788599.08000000 0.115321392503 Long ABS-O CORP US N 2 2046-08-20 Fixed 1.44000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397A60 16510000.00000000 PA USD 16367024.72000000 0.676851719339 Long DBT CORP US N 2 2025-06-16 Fixed 5.12500000 N N N N N N NextGear Floorplan Master Owner Trust N/A 65341KBZ8 4615000.00000000 PA USD 4616209.59000000 0.190901489505 Long ABS-O CORP US N 2 2029-03-15 Fixed 5.12000000 N N N N N N TYSN 2023-CRNR Mortgage Trust N/A 87332PAA8 6790000.00000000 PA USD 7129962.06000000 0.294856711082 Long ABS-MBS CORP US N 2 2033-12-10 Variable 6.58000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAU9 4600000.00000000 PA USD 4667604.91000000 0.193026922276 Long DBT CORP ES N 2 2028-08-08 Fixed 5.58800000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248BD9 4498000.00000000 PA USD 3531567.19000000 0.146046539637 Long DBT CORP US N 2 2031-09-13 Fixed 2.62500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEB8 9400000.00000000 PA USD 9365374.25000000 0.387301282414 Long DBT CORP US N 2 2030-01-23 Fixed 5.01200000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368LC53 11320000.00000000 PA USD 11373787.55000000 0.470358406021 Long DBT CORP CA N 2 2026-12-11 Fixed 5.26600000 N N N N N N Pagaya AI Debt Selection Trust N/A 69547EAB0 7390175.70000000 PA USD 7311148.12000000 0.302349587663 Long ABS-O CORP US N 2 2029-08-15 Fixed 2.63000000 N N N N N N NRZ Excess Spread Collateralized Notes N/A 65246QAA7 4569150.48000000 PA USD 4261610.10000000 0.176237170327 Long ABS-O CORP US N 2 2026-11-25 Fixed 3.47400000 N N N N N N Pagaya AI Debt Selection Trust N/A 69546RAB2 5180355.06000000 PA USD 5153152.50000000 0.213106547421 Long ABS-O CORP US N 2 2029-05-15 Fixed 1.74000000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAN1 6943000.00000000 PA USD 6913263.83000000 0.285895243004 Long DBT CORP US N 2 2028-08-09 Fixed 5.97400000 N N N N N N TEXAS CAPITAL BANCSHARES 549300466Q2SXRX0YM48 88224QAA5 3909000.00000000 PA USD 3375282.38000000 0.139583444226 Long DBT CORP US N 2 2031-05-06 Fixed 4.00000000 N N N N N N SPRINT LLC 549300ZTTY7CXOLJ6539 85207UAH8 2125000.00000000 PA USD 2129968.25000000 0.088083979636 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 6656000.00000000 PA USD 6634541.06000000 0.274368775040 Long DBT US N 2 2025-04-15 Fixed 6.00000000 N N N N N N Fannie Mae - CAS N/A 20754WAC9 6160406.00000000 PA USD 6391179.74000000 0.264304665608 Long ABS-MBS USGSE US N 2 2040-01-25 Floating 8.43500000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAY1 4400000.00000000 PA USD 4652644.39000000 0.192408235994 Long DBT CORP ES N 2 2028-11-07 Fixed 6.60700000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BL6 13870000.00000000 PA USD 13841087.29000000 0.572392593647 Long DBT CORP NL N 2 2030-03-19 Fixed 5.33500000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46642MAG3 4200000.00000000 PA USD 595647.78000000 0.024632774185 Long ABS-MBS CORP US N 2 2027-06-10 Fixed 3.77100000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBT9 10390000.00000000 PA USD 9906101.34000000 0.409662833571 Long DBT CORP US N 2 2027-05-01 Fixed 5.12500000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAW4 14034000.00000000 PA USD 14548267.37000000 0.601637741205 Long DBT CORP US N 2 2028-11-15 Fixed 6.35000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAJ6 4512000.00000000 PA USD 4596167.57000000 0.190072659835 Long DBT US N 2 2028-04-01 Fixed 5.70000000 N N N N N N Helios Issuer, LLC N/A 86746CAA9 2761038.84000000 PA USD 2546499.22000000 0.105309450241 Long ABS-O CORP US N 2 2047-06-20 Fixed 2.98000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBX0 2733000.00000000 PA USD 2545953.48000000 0.105286881383 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 46591HCE8 529024.77000000 PA USD 513179.26000000 0.021222321735 Long ABS-O CORP US N 2 2029-02-26 Fixed 0.86000000 N N N N N N Oportun Funding LLC N/A 68377WAB7 11238000.00000000 PA USD 10542445.34000000 0.435978583554 Long ABS-O CORP US N 2 2031-10-08 Fixed 2.67000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDV5 4163000.00000000 PA USD 3980800.52000000 0.164624403176 Long DBT CORP US N 2 2029-04-06 Fixed 4.30000000 N N N N N N NEXTERA ENERGY OPERATING 549300KJEC5IUVJWR786 65342QAC6 779000.00000000 PA USD 755626.85000000 0.031248644231 Long DBT CORP US N 2 2024-09-15 Fixed 4.25000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAR2 15882000.00000000 PA USD 15155070.85000000 0.626731854874 Long DBT CORP US N 2 2027-12-15 Fixed 4.25000000 N N N N N N LHOME Mortgage Trust N/A 50204VAA8 3000000.00000000 PA USD 3048374.10000000 0.126064283892 Long ABS-MBS CORP US N 2 2028-11-25 Variable 7.62800000 N N N N N N SOFI CONSUMER LOAN PROGRAM TRUST N/A 83407EAA2 1223841.06000000 PA USD 1223300.86000000 0.050589114669 Long ABS-O CORP US N 2 2031-05-15 Fixed 5.81000000 N N N N N N Cologix Data Centers Issuer LLC N/A 19521UAC7 12235000.00000000 PA USD 11044462.31000000 0.456739293279 Long ABS-O CORP US N 2 2051-12-26 Fixed 3.79000000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AE3 3500000.00000000 PA USD 3364091.50000000 0.139120649888 Long DBT CORP US N 2 2027-12-15 Fixed 4.62500000 N N N N N N Banc of America Merrill Lynch Large Loan Inc N/A 05492PAL2 6285000.00000000 PA USD 2231432.06000000 0.092279974658 Long ABS-MBS CORP US N 2 2032-11-05 Variable 3.71900000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797FS1 92275000.00000000 PA USD 91300046.34000000 3.775676666847 Long STIV UST US N 2 2024-06-13 None 0.00000000 N N N N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAB9 3367035.00000000 PA USD 3295879.79000000 0.136299782077 Long ABS-O CORP US N 2 2048-09-05 Fixed 4.66600000 N N N N N N Stifel Financial Corp 549300E5F07FE5GHJX84 860630AD4 11182000.00000000 PA USD 11121642.36000000 0.459931043181 Long DBT CORP US N 2 2024-07-18 Fixed 4.25000000 N N N N N N Oportun Funding LLC N/A 68377WAA9 16430000.00000000 PA USD 15508288.50000000 0.641339028614 Long ABS-O CORP US N 2 2031-10-08 Fixed 2.18000000 N N N N N N OneMain Financial Issuance Trust N/A 68267HAA5 7111000.00000000 PA USD 6965821.11000000 0.288068728163 Long ABS-O CORP US N 2 2035-05-14 Fixed 4.13000000 N N N N N N LHOME Mortgage Trust N/A 50205DAA7 3440000.00000000 PA USD 3460317.33000000 0.143100030356 Long ABS-MBS CORP US N 2 2029-01-25 Variable 7.01700000 N N N N N N Pagaya AI Debt Selection Trust N/A 69546LAA7 1366832.38000000 PA USD 1332806.32000000 0.055117668890 Long ABS-O CORP US N 2 2029-01-25 Fixed 3.00000000 N N N N N N NORDSTROM INC 549300S3IZB5P35KNV16 655664AX8 3428000.00000000 PA USD 3426506.42000000 0.141701793782 Long DBT CORP US N 2 2024-04-08 Fixed 2.30000000 N N N N N N Resimac N/A 76120GAA7 394402.50000000 PA USD 394575.64000000 0.016317516769 Long ABS-MBS CORP AU N 2 2052-02-07 Floating 6.48500000 N N N N N N Reach Financial LLC N/A 75525AAB1 5000000.00000000 PA USD 5071600.00000000 0.209733976610 Long ABS-O CORP US N 2 2031-02-18 Fixed 7.33000000 N N N N N N JP Morgan Mortgage Trust N/A 46657FAA3 5014947.14000000 PA USD 5057546.11000000 0.209152783646 Long ABS-O CORP US N 2 2054-03-25 Floating 7.01900000 N N N N N N Vantage Data Centers LLC 5493000RL8X7WTQ7HO20 92212KAC0 10045000.00000000 PA USD 8857958.24000000 0.366317297563 Long ABS-O CORP US N 2 2045-09-15 Fixed 1.99200000 N N N N N N Mosaic Solar Loans LLC N/A 61945LAB9 1784650.12000000 PA USD 1586517.73000000 0.065609802128 Long ABS-O CORP US N 2 2040-09-20 Fixed 3.28000000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAS2 1561000.00000000 PA USD 1538215.00000000 0.063612262171 Long DBT CORP US N 2 2025-06-13 Fixed 4.87500000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAG9 3150000.00000000 PA USD 3150019.66000000 0.130267795112 Long DBT CORP ES N 2 2030-03-15 Fixed 5.67300000 N N N N N N NIAGARA MOHAWK POWER 3T97Y9RR5EN5Y18QHB56 65364UAL0 6500000.00000000 PA USD 6203350.27000000 0.256537053480 Long DBT CORP US N 2 2028-12-15 Fixed 4.27800000 N N N N N N Chase Auto Credit Linked Notes N/A 46591HCD0 1152687.25000000 PA USD 1119093.56000000 0.046279663723 Long ABS-O CORP US N 2 2029-02-26 Fixed 0.76000000 N N N N N N Oportun Funding LLC N/A 68377GAA4 4006000.00000000 PA USD 3801077.08000000 0.157192012656 Long ABS-O CORP US N 2 2031-05-08 Fixed 1.47000000 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 26884UAD1 16300000.00000000 PA USD 15520174.10000000 0.641830552818 Long DBT US N 2 2027-06-01 Fixed 4.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DR7 10464000.00000000 PA USD 11137310.06000000 0.460578974608 Long DBT CORP GB N 2 2028-11-03 Fixed 7.39000000 N N N N N N Neighborly Issuer LLC N/A 64016NAA5 6613000.00000000 PA USD 5881715.28000000 0.243235967931 Long ABS-O CORP US N 2 2051-04-30 Fixed 3.58400000 N N N N N N CONCENTRIX CORP 5493000EAJN1KMPVA737 20602DAB7 17213000.00000000 PA USD 17419906.46000000 0.720393219897 Long DBT CORP US N 2 2028-08-02 Fixed 6.60000000 N N N N N N VMC Finance LLC N/A 91835TAA4 10877851.44000000 PA USD 10757437.43000000 0.444869494898 Long ABS-CBDO CORP US N 2 2037-01-18 Floating 7.09100000 N N N N N N BELLEMEADE RE LT N/A 078777AA7 5245000.00000000 PA USD 5224303.75000000 0.216048978726 Long ABS-MBS CORP US N 2 2031-09-25 Floating 6.32000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AL7 3000000.00000000 PA USD 2799545.85000000 0.115774091770 Long DBT CORP US N 2 2029-11-01 Fixed 4.25000000 N N N N N N State Street Global Advisors 5493008BJIBKQ5KTIF74 857509301 7059437.50000000 NS USD 7059437.50000000 0.291940196290 Long STIV RF US N 1 N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122EE4 4340000.00000000 PA USD 4350982.02000000 0.179933110106 Long DBT CORP US N 2 2027-02-22 Fixed 4.90000000 N N N N N N DataBank Issuer LLC N/A 23802WAG6 6085000.00000000 PA USD 5447612.68000000 0.225283829641 Long ABS-O CORP US N 2 2051-10-25 Fixed 2.40000000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAA2 8154000.00000000 PA USD 8324916.97000000 0.344273590399 Long DBT CORP ES N 2 2029-01-18 Fixed 6.20800000 N N N N N N Newtek Small Business Loan Trust 2023-1 N/A 65254RAA4 6616774.73000000 PA USD 6606804.57000000 0.273221743661 Long ABS-O CORP US N 2 2050-07-25 Floating 8.00000000 N N N N N N DELTA AIR LINES/SKYMILES N/A 830867AA5 4973503.50000000 PA USD 4923899.62000000 0.203625886846 Long DBT CORP XX N 2 2025-10-20 Fixed 4.50000000 N N N N N N SPRINT LLC 549300ZTTY7CXOLJ6539 85207UAK1 4000000.00000000 PA USD 4135196.00000000 0.171009366105 Long DBT CORP US N 2 2026-03-01 Fixed 7.62500000 N N N N N N Mosaic Solar Loans LLC N/A 61947DAB5 3417215.62000000 PA USD 2689429.00000000 0.111220253762 Long ABS-O CORP US N 2 2046-12-20 Fixed 2.05000000 N N N N N N Extended Stay America Trust N/A 30227FAG5 9278781.53000000 PA USD 9279152.68000000 0.383735624092 Long ABS-MBS CORP US N 2 2038-07-15 Floating 7.13900000 N N N N N N Oportun Funding LLC N/A 68377BAA5 964011.97000000 PA USD 932539.20000000 0.038564783255 Long ABS-O CORP US N 2 2028-03-08 Fixed 1.21000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAH7 4530000.00000000 PA USD 4746557.33000000 0.196291967826 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 1840000.00000000 PA USD 1651250.87000000 0.068286815077 Long ABS-MBS CORP US N 2 2026-08-15 Floating 9.15500000 N N N N N N GLS Auto Select Receivables Trust N/A 37988XAB1 5982000.00000000 PA USD 5964014.52000000 0.246639419875 Long ABS-O CORP US N 2 2030-03-15 Fixed 5.24000000 N N N N N N Great Wolf Trust N/A 39152MAA3 9312000.00000000 PA USD 9348104.95000000 0.386587117464 Long ABS-MBS CORP US N 2 2039-03-15 Floating 6.84200000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383WQB5 16474424.36000000 PA USD 16206775.92000000 0.670224694718 Long ABS-MBS USGA US N 2 2041-09-20 Floating 5.54300000 N N N N N N Vantage Data Centers LLC 5493000RL8X7WTQ7HO20 92212KAD8 3661000.00000000 PA USD 3342692.89000000 0.138235718985 Long ABS-O CORP US N 2 2046-10-15 Fixed 2.16500000 N N N N N N Fannie Mae - CAS N/A 20753WAE6 9181247.00000000 PA USD 9567614.99000000 0.395664866812 Long ABS-MBS USGSE US N 2 2039-10-25 Floating 8.83500000 N N N N N N Fannie Mae - CAS N/A 20754HAD0 2375993.98000000 PA USD 2499299.51000000 0.103357525233 Long ABS-MBS USGSE US N 2 2039-07-25 Floating 9.53500000 N N N N N N HAT HOLDINGS I LLC/HAT N/A 418751AE3 13807000.00000000 PA USD 13018690.72000000 0.538382714520 Long DBT US N 2 2026-06-15 Fixed 3.37500000 N N N N N N OAKTREE STRATEGIC CREDIT 2549006RRE0JC7G43241 67403AAA7 5000000.00000000 PA USD 5307963.05000000 0.219508675403 Long DBT CORP US N 2 2028-11-14 Fixed 8.40000000 N N N N N N GLS Auto Select Receivables Trust N/A 36269EAB5 4790008.72000000 PA USD 4825830.32000000 0.199570270419 Long ABS-O CORP US N 2 2028-06-15 Fixed 6.37000000 N N N N N N SYNOVUS BANK GA DX0JX77PRMOELF7VG772 87164DSE1 2946000.00000000 PA USD 2533427.58000000 0.104768877830 Long DBT CORP US N 2 2030-10-29 Fixed 4.00000000 N N N N N N Horizon Aircraft Finance III Limited N/A 44040JAA6 3643932.95000000 PA USD 2896846.53000000 0.119797922226 Long ABS-O CORP KY N 2 2039-11-15 Fixed 3.42500000 N N N N N N Conn Funding II, L.P N/A 20825GAC9 1001041.99000000 PA USD 999723.32000000 0.041343155496 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 1920000.00000000 PA USD 128342.21000000 0.005307540435 Long ABS-MBS CORP US N 2 2027-06-10 Variable 3.80500000 N N N N N N BX Trust N/A 05609VAL9 9322500.00000000 PA USD 9198259.97000000 0.380390338631 Long ABS-MBS CORP US N 2 2036-09-15 Floating 7.09000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJR3 3600000.00000000 PA USD 3523851.58000000 0.145727463691 Long DBT UST US N 2 2028-12-31 Fixed 3.75000000 N N N N N N Pnmac Gmsr Issuer Trust N/A 69354WAF3 4820000.00000000 PA USD 4896382.06000000 0.202487909229 Long ABS-O CORP US N 2 2027-05-25 Floating 9.57000000 N N N N N N FMC GMSR Issuer Trust N/A 30259RAM7 4447000.00000000 PA USD 4319418.68000000 0.178627820885 Long ABS-O CORP US N 2 2027-04-25 Fixed 6.19000000 N N N N N N BX Trust N/A 05609VAG0 10284333.00000000 PA USD 10177596.02000000 0.420890386782 Long ABS-MBS CORP US N 2 2036-09-15 Floating 6.39000000 N N N N N N Morgan Stanley Capital I Trust N/A 61769GAA5 11240346.09000000 PA USD 11165978.84000000 0.461764560465 Long ABS-MBS CORP US N 2 2036-05-15 Floating 7.31800000 N N N N N N CALVERT IMPACT CAPITAL NOTE N/A 000000000 3500000.00000000 PA USD 3452015.00000000 0.142756690840 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 766344.45000000 PA USD 706681.55000000 0.029224531051 Long ABS-O CORP US N 2 2045-03-15 Fixed 6.65700000 N N N N N N Auxilior Term Funding LLC N/A 05335JAB9 5864000.00000000 PA USD 5899092.52000000 0.243954596697 Long ABS-O CORP US N 2 2028-12-15 Fixed 6.18000000 N N N N N N SYNCHRONY BANK 549300UATVPGSLE43Z27 87166FAD5 2775000.00000000 PA USD 2750477.27000000 0.113744880395 Long DBT CORP US N 2 2025-08-22 Fixed 5.40000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAD6 450000.00000000 PA USD 413993.21000000 0.017120522561 Long DBT CORP US N 2 2029-03-15 Fixed 4.00000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AU3 13997000.00000000 PA USD 13336911.84000000 0.551542620849 Long DBT CORP IT N 2 2026-09-22 Fixed 2.56900000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAR6 10200000.00000000 PA USD 10131875.53000000 0.418999634321 Long DBT CORP ES N 2 2025-08-18 Fixed 5.14700000 N N N N N N Vivint Solar Financing LLC N/A 92855HAA3 6164559.17000000 PA USD 5088859.62000000 0.210447741248 Long ABS-O CORP US N 2 2051-07-31 Fixed 2.21000000 N N N N N N Lendbuzz Securitization Trust N/A 525935AB8 8230000.00000000 PA USD 8222493.42000000 0.340037905715 Long ABS-O CORP US N 2 2029-08-15 Fixed 6.19000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAK3 10205000.00000000 PA USD 10179048.17000000 0.420950439861 Long DBT CORP FR N 2 2030-01-10 Fixed 5.33500000 N N N N N N GoodLeap Sustainable Home Improvement Loan Trust N/A 38237HAA5 1535352.76000000 PA USD 1238907.62000000 0.051234525947 Long ABS-O CORP US N 2 2048-10-20 Fixed 2.31000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BR4 7850000.00000000 PA USD 7985288.71000000 0.330228400411 Long DBT CORP US N 2 2027-11-15 Fixed 5.87500000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AY2C6 4235084.64000000 PA USD 4000750.21000000 0.165449414576 Long ABS-MBS USGSE US N 2 2027-09-25 Variable 2.93100000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHU8 10080000.00000000 PA USD 10042790.59000000 0.415315562486 Long DBT UST US N 2 2026-08-15 Fixed 4.37500000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAU9 4203000.00000000 PA USD 4101200.57000000 0.169603498781 Long DBT CORP IE N 2 2024-10-29 Fixed 1.65000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAR3 8000000.00000000 PA USD 7992909.28000000 0.330543546016 Long DBT CORP US N 2 2030-01-24 Fixed 5.43500000 N N N N N N Upstart Securitization Trust N/A 91679UAC6 783436.27000000 PA USD 780506.92000000 0.032277549511 Long ABS-O CORP US N 2 2030-04-22 Fixed 4.89900000 N N N N N N FS Commerical Mortgage Trust 2023-4SZN N/A 30334RAA2 4304000.00000000 PA USD 4496226.97000000 0.185939656550 Long ABS-MBS CORP US N 2 2039-11-10 Fixed 7.06600000 N N N N N N AXIS Equipment Finance Receivables LLC 254900O8ABFLU3FOSN14 03237CAB8 4765000.00000000 PA USD 4768364.09000000 0.197193777608 Long ABS-O CORP US N 2 2031-01-21 Fixed 5.38000000 N N N N N N Chase Auto Credit Linked Notes N/A 46591HCF5 512936.36000000 PA USD 497457.43000000 0.020572151784 Long ABS-O CORP US N 2 2029-02-26 Fixed 1.00900000 N N N N N N Reach Financial LLC N/A 53934QAA0 64419.01000000 PA USD 64244.04000000 0.002656786415 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 30227FAA8 3477828.85000000 PA USD 3478970.97000000 0.143871444129 Long ABS-MBS CORP US N 2 2038-07-15 Floating 6.51900000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBV3 6950000.00000000 PA USD 6905028.91000000 0.285554691202 Long DBT CORP FR N 2 2028-01-19 Fixed 5.51900000 N N N N N N CONNECT FINCO SARL/CONNE N/A 20752TAA2 5831000.00000000 PA USD 5719949.19000000 0.236546196393 Long DBT CORP XX N 2 2026-10-01 Fixed 6.75000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLS6 11234000.00000000 PA USD 11522805.24000000 0.476520972610 Long DBT CORP US N 2 2029-09-15 Fixed 5.81900000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJK8 8850000.00000000 PA USD 8880076.19000000 0.367231976482 Long DBT UST US N 2 2026-11-15 Fixed 4.62500000 N N N N N N LAD Auto Receivables Trust N/A 50571AAB7 6214006.24000000 PA USD 6223245.22000000 0.257359801130 Long ABS-O CORP US N 2 2026-10-15 Fixed 6.21000000 N N N N N N KYNDRYL HOLDINGS INC 549300LQ4LWX2R8ZV130 50155QAK6 18732000.00000000 PA USD 16598375.19000000 0.686419124904 Long DBT CORP US N 2 2028-10-15 Fixed 2.70000000 N N N N N N SYNOVUS BANK GA DX0JX77PRMOELF7VG772 87164DVJ6 4100000.00000000 PA USD 3983836.22000000 0.164749943328 Long DBT CORP US N 2 2028-02-15 Fixed 5.62500000 N N N N N N Cologix Data Centers Issuer LLC N/A 19521UAA1 14080000.00000000 PA USD 12814215.04000000 0.529926705078 Long ABS-O CORP US N 2 2051-12-26 Fixed 3.30000000 N N N N N N Taubman Centers Commercial Mortgage Trust N/A 87666YAA5 4265000.00000000 PA USD 4317565.27000000 0.178551173860 Long ABS-MBS CORP US N 2 2037-05-15 Floating 7.51100000 N N N N N N LUNAR AIRCRAFT 2020-1 LIMITED N/A 55037LAC8 557761.87000000 PA USD 308175.48000000 0.012744472930 Long ABS-O CORP US N 2 2045-02-15 Fixed 6.41300000 N Y N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AS7 2348000.00000000 PA USD 2304604.57000000 0.095305994356 Long DBT CORP CH N 2 2027-08-05 Fixed 4.70300000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEN2 7422000.00000000 PA USD 7555895.03000000 0.312470997612 Long DBT CORP US N 2 2029-01-07 Fixed 5.80000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBU3 3392000.00000000 PA USD 3493754.98000000 0.144482830912 Long DBT CORP US N 2 2030-01-03 Fixed 6.84800000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLE7 10000000.00000000 PA USD 9952924.30000000 0.411599178235 Long DBT CORP US N 2 2027-01-20 Fixed 5.08000000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HAT4 6000000.00000000 PA USD 5980713.90000000 0.247330016013 Long DBT CORP IT N 2 2024-06-26 Fixed 5.01700000 N N N N N N Pnmac Gmsr Issuer Trust 5493007JEN3QN6CZC711 69354WAJ5 4600000.00000000 PA USD 4656448.44000000 0.192565550950 Long ABS-O CORP US N 2 2029-03-25 Floating 8.52900000 N N N N N N ENACT HOLDINGS INC N/A 37255LAA5 11535000.00000000 PA USD 11544343.35000000 0.477411672479 Long DBT CORP US N 2 2025-08-15 Fixed 6.50000000 N N N N N N Mosaic Solar Loans LLC N/A 61946TAA3 4987640.18000000 PA USD 4050080.54000000 0.167489450517 Long ABS-O CORP US N 2 2052-06-20 Fixed 1.44000000 N N N N N N RADIAN GROUP INC 54930005OUP720S5U385 750236AY7 5356000.00000000 PA USD 5439182.75000000 0.224935213279 Long DBT CORP US N 2 2029-05-15 Fixed 6.20000000 N N N N N N ANTARES HOLDINGS 5493008EAIGV4283RM42 03666HAC5 6760000.00000000 PA USD 6359368.53000000 0.262989125823 Long DBT CORP US N 2 2026-07-15 Fixed 3.95000000 N N N N N N Credit Suisse Mortgage Trust N/A 12663MAA2 5027000.00000000 PA USD 5058365.97000000 0.209186688626 Long ABS-MBS CORP US N 2 2024-09-09 Floating 8.46800000 N N N N N N UMBS, TBA N/A 01F050643 92200000.00000000 PA USD 90017450.82000000 3.722635445380 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 5.00000000 N N N N N N Marlette Funding Trust N/A 57110PAB7 23315000.00000000 PA USD 23430563.13000000 0.968961507112 Long ABS-O CORP US N 2 2033-04-15 Fixed 6.50000000 N N N N N N Hardee's Funding LLC and Carls' Jr Funding LLC N/A 411707AH5 4711725.00000000 PA USD 4253115.84000000 0.175885893624 Long ABS-O CORP US N 2 2050-12-20 Fixed 3.98100000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHY0 37007000.00000000 PA USD 37093735.16000000 1.533996486795 Long DBT UST US N 2 2026-09-15 Fixed 4.62500000 N N N N N N ExteNet Systems N/A 30227XAC5 2000000.00000000 PA USD 1979135.40000000 0.081846347837 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 2386024.15000000 PA USD 2392735.32000000 0.098950606049 Long ABS-O CORP US N 2 2026-12-15 Fixed 9.52000000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 02005NBH2 4687000.00000000 PA USD 4673093.62000000 0.193253905669 Long DBT CORP US N 2 2024-05-21 Fixed 3.87500000 N N N N N N GLOBAL ATLANTIC FIN CO N/A 37959GAB3 2700000.00000000 PA USD 2238055.57000000 0.092553887248 Long DBT CORP US N 2 2031-06-15 Fixed 3.12500000 N N N N N N FMC GMSR Issuer Trust N/A 30259RAH8 6835000.00000000 PA USD 6029541.04000000 0.249349242734 Long ABS-O CORP US N 2 2026-07-25 Variable 3.62000000 N N N N N N NRZ Excess Spread Collateralized Notes N/A 62955MAB2 687923.83000000 PA USD 642213.84000000 0.026558494853 Long ABS-O CORP US N 2 2026-07-25 Fixed 3.10400000 N N N N N N Bankers Healthcare Group Securitization Trust N/A 08862HAA0 4670000.00000000 PA USD 4698150.76000000 0.194290133608 Long ABS-O CORP US N 2 2035-04-17 Fixed 5.81000000 N N N N N N PFS Financing Corp. N/A 69335PFE0 15090000.00000000 PA USD 15047154.96000000 0.622269036680 Long ABS-O CORP US N 2 2029-02-15 Fixed 4.95000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BT1 15088000.00000000 PA USD 15538020.72000000 0.642568592605 Long DBT CORP US N 2 2027-10-20 Fixed 6.61500000 N N N N N N SMURFIT KAPPA TREASURY 635400B3DOXSWFOWJT40 83272GAA9 14200000.00000000 PA USD 14187667.44000000 0.586725276246 Long DBT CORP IE N 2 2030-01-15 Fixed 5.20000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AV0 13158000.00000000 PA USD 13551984.34000000 0.560436857517 Long DBT CORP CH N 2 2028-08-11 Fixed 6.44200000 N N N N N N ALGONQUIN PWR & UTILITY 549300K5VIUTJXQL7X75 015857AF2 12415000.00000000 PA USD 12351480.64000000 0.510790510223 Long DBT CORP CA N 2 2026-06-15 Fixed 5.36500000 N N N N N N Stack Infrastructure Issuer LLC N/A 85236KAD4 1470000.00000000 PA USD 1385874.69000000 0.057312289971 Long ABS-O CORP US N 2 2045-08-25 Fixed 1.89300000 N N N N N N Dell Equipment Finance Trust N/A 24702EAB6 3887000.00000000 PA USD 3900473.90000000 0.161302528139 Long ABS-O CORP US N 2 2029-04-23 Fixed 6.10000000 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 49327M3F9 7119000.00000000 PA USD 7063806.04000000 0.292120855503 Long DBT CORP US N 2 2027-11-15 Fixed 5.85000000 N N N N N N Home Re Ltd N/A 437307AD3 3500000.00000000 PA USD 3517462.90000000 0.145463262401 Long ABS-MBS CORP BM N 2 2033-07-25 Floating 8.28500000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -430.00000000 NC USD -1703.53000000 -0.00007044879 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 5 Year U.S. Treasury Notes FVM4 Comdty 2024-06-28 -46015015.22000000 USD -1703.53000000 N N N Reach Financial LLC N/A 50203YAA3 465738.92000000 PA USD 464491.67000000 0.019208866048 Long ABS-O CORP US N 2 2029-11-15 Fixed 3.76000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBP4 20800000.00000000 PA USD 20885697.04000000 0.863719594304 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 3127668.90000000 PA USD 3127665.77000000 0.129343358989 Long ABS-MBS CORP US N 2 2038-07-15 Floating 7.68900000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -157.00000000 NC USD -72808.14000000 -0.00301095132 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 10 Year U.S. Treasury Notes TYM4 Comdty 2024-06-18 -17322301.24000000 USD -72808.14000000 N N N BELLEMEADE RE LT N/A 078777AB5 631040.37000000 PA USD 631985.73000000 0.026135515481 Long ABS-MBS CORP US N 2 2031-09-25 Floating 6.32000000 N N N N N N TAPESTRY INC 549300LJNVY5SW3VTN33 876030AD9 7737000.00000000 PA USD 8157091.01000000 0.337333215375 Long DBT CORP US N 2 2028-11-27 Fixed 7.35000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFP1 184500000.00000000 PA USD 183008144.07000000 7.568228134681 Long DBT UST US N 2 2025-10-15 Fixed 4.25000000 N N N N N N Marlette Funding Trust N/A 57109RAB6 9500000.00000000 PA USD 9587323.05000000 0.396479885701 Long ABS-O CORP US N 2 2033-09-15 Fixed 6.71000000 N N N N N N AXIS Equipment Finance Receivables LLC 5493000K1GV1VHEHGY40 03236YAB1 1242084.16000000 PA USD 1250286.76000000 0.051705105701 Long ABS-O CORP US N 2 2029-12-20 Fixed 6.09000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513CG8 5227000.00000000 PA USD 5315433.42000000 0.219817609547 Long DBT CORP US N 2 2026-08-24 Fixed 5.87500000 N N N N N N Post Road Equipment Finance N/A 737473AB4 4180000.00000000 PA USD 4176635.94000000 0.172723098144 Long ABS-O CORP US N 2 2029-11-15 Fixed 5.59000000 N N N N N N LHOME Mortgage Trust N/A 50205TAA2 2500000.00000000 PA USD 2550022.00000000 0.105455133390 Long ABS-MBS CORP US N 2 2028-08-25 Variable 8.00000000 N N N N N N Octane Receivables Trust N/A 67571EAB3 2459544.93000000 PA USD 2439997.20000000 0.100905102073 Long ABS-O CORP US N 2 2028-03-20 Fixed 4.18000000 N N N N N N GoodLeap Sustainable Home Improvement Loan Trust N/A 38237KAA8 9044497.31000000 PA USD 8100201.14000000 0.334980557700 Long ABS-O CORP US N 2 2049-04-20 Fixed 4.00000000 N N N N N N Sunrun Demeter Issuer LLC N/A 86772HAA5 1765736.11000000 PA USD 1444311.75000000 0.059728931065 Long ABS-O CORP US N 2 2057-01-30 Fixed 2.27000000 N N N N N N Fannie Mae - CAS N/A 20754RAJ5 3995262.00000000 PA USD 4258084.32000000 0.176091363115 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 11.32000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAJ6 6850000.00000000 PA USD 6877091.27000000 0.284399341345 Long DBT CORP GB N 2 2029-03-26 Fixed 5.12500000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAN1 11322000.00000000 PA USD 11564202.94000000 0.478232957830 Long DBT CORP US N 2 2028-04-15 Fixed 6.25000000 N N N N N N CI FINANCIAL CORP 549300M9W7JJQSVCEM78 125491AN0 7288000.00000000 PA USD 5975604.87000000 0.247118734134 Long DBT CORP CA N 2 2030-12-17 Fixed 3.20000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAN2 6328000.00000000 PA USD 6414981.84000000 0.265288991873 Long DBT CORP US N 2 2027-06-08 Fixed 6.04700000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBP4 6795000.00000000 PA USD 5828648.80000000 0.241041425011 Long DBT CORP US N 2 2028-11-02 Fixed 2.20000000 N N N N N N COREBRIDGE GLOB FUNDING 54930057MDZ7KOVOTV71 00138CAX6 9018000.00000000 PA USD 9034275.06000000 0.373608808684 Long DBT CORP US N 2 2029-01-12 Fixed 5.20000000 N N N N N N ExteNet Systems N/A 30227XAA9 5465000.00000000 PA USD 5403475.58000000 0.223458557636 Long ABS-O CORP US N 2 2049-07-25 Fixed 3.20400000 N N N N N N Reach Financial LLC N/A 75526PAA9 2987592.36000000 PA USD 2994320.42000000 0.123828915713 Long ABS-O CORP US N 2 2031-02-18 Fixed 6.30000000 N N N N N N VMC Finance LLC N/A 91835TAC0 9712000.00000000 PA USD 9263493.53000000 0.383088046247 Long ABS-CBDO CORP US N 2 2037-01-18 Floating 9.94100000 N N N N N N MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 55608PBQ6 3700000.00000000 PA USD 3720255.80000000 0.153849681154 Long DBT CORP AU N 2 2026-12-07 Fixed 5.39100000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBA0 12500000.00000000 PA USD 11932452.38000000 0.493461765196 Long DBT CORP US N 2 2027-03-15 Fixed 3.75500000 N N N N N N Oportun Funding LLC N/A 68378PAB1 6090000.00000000 PA USD 6128021.09000000 0.253421845562 Long ABS-O CORP US N 2 2030-01-08 Fixed 8.53300000 N N N N N N Diamond Infrastructure Funding LLC N/A 25265LAA8 5250000.00000000 PA USD 4689594.53000000 0.193936294160 Long ABS-O CORP US N 2 2049-04-15 Fixed 1.76000000 N N N N N N Mosaic Solar Loans LLC N/A 61946NAB4 659094.44000000 PA USD 576915.18000000 0.023858095052 Long ABS-O CORP US N 2 2046-04-20 Fixed 3.10000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69547PAA7 1312670.15000000 PA USD 1283530.05000000 0.053079868578 Long ABS-O CORP US N 2 2029-01-16 Fixed 1.22000000 N N N N N N Helios Issuer, LLC N/A 86744WAB5 5608709.96000000 PA USD 5346630.65000000 0.221107758437 Long ABS-O CORP US N 2 2049-11-22 Fixed 5.60000000 N N N N N N MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01 5493002KQF9IH3CTQZ40 62548QAD3 3532506.72000000 PA USD 3503508.37000000 0.144886178430 Long ABS-MBS CORP US N 2 2050-03-25 Floating 9.18500000 N N N N N N Bankers Healthcare Group Securitization Trust N/A 08862BAB1 4500000.00000000 PA USD 4187092.05000000 0.173155506364 Long ABS-O CORP US N 2 2034-10-17 Fixed 1.67000000 N N N N N N Banc of America Merrill Lynch Large Loan Inc N/A 05492PAJ7 10820000.00000000 PA USD 7093667.74000000 0.293355774087 Long ABS-MBS CORP US N 2 2032-11-05 Variable 3.71900000 N N N N N N NEXTERA ENERGY OPERATING 549300KJEC5IUVJWR786 65342QAK8 4421000.00000000 PA USD 4385047.10000000 0.181341857777 Long DBT CORP US N 2 2024-07-15 Fixed 4.25000000 N N N N N N Freddie Mac - STACR 5493000ISUYHCRLRBE46 35564KED7 371143.66000000 PA USD 372053.67000000 0.015386129766 Long ABS-MBS USGSE US N 2 2033-10-25 Floating 6.07000000 N N N N N N Avant Credit Card Master Trust N/A 05351KAA7 5800000.00000000 PA USD 5600906.88000000 0.231623249579 Long ABS-O CORP US N 2 2027-04-15 Fixed 1.37000000 N N N N N N BPR Trust N/A 05602HAA1 7975000.00000000 PA USD 8037891.25000000 0.332403757280 Long ABS-MBS CORP US N 2 2039-05-15 Floating 8.32500000 N N N N N N Driven Brands Funding, LLC N/A 26208LAC2 8270437.50000000 PA USD 8124632.17000000 0.335990893112 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 3249823.10000000 PA USD 2830619.64000000 0.117059135848 Long ABS-O CORP US N 2 2029-05-15 Fixed 3.27000000 N N N N N N Helios Issuer, LLC N/A 86746EAA5 1005597.18000000 PA USD 879766.91000000 0.036382406444 Long ABS-O CORP US N 2 2048-02-20 Fixed 1.80000000 N N N N N N Retained Vantage Data Centers Issuer, LLC 254900N4NW6XZ9B4HM15 76134KAA2 11430000.00000000 PA USD 11075967.18000000 0.458042164497 Long ABS-O CORP US N 2 2048-09-15 Fixed 5.00000000 N N N N N N Diamond Infrastructure Funding LLC N/A 25265LAC4 3000000.00000000 PA USD 2680743.90000000 0.110861084947 Long ABS-O CORP US N 2 2049-04-15 Fixed 2.35500000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACH8 11250000.00000000 PA USD 11410339.05000000 0.471869978591 Long DBT CORP US N 2 2028-06-26 Fixed 5.68000000 N N N N N N SPRINT LLC 549300ZTTY7CXOLJ6539 85207UAJ4 4300000.00000000 PA USD 4353659.70000000 0.180043844484 Long DBT CORP US N 2 2025-02-15 Fixed 7.62500000 N N N N N N Credit Suisse Mortgage Trust N/A 12666KAA3 3740000.00000000 PA USD 3753460.07000000 0.155222830374 Long ABS-MBS CORP US N 2 2039-06-15 Floating 8.02100000 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AP9 4254000.00000000 PA USD 4357412.61000000 0.180199044567 Long DBT CORP US N 2 2029-02-15 Fixed 5.75000000 N N N N N N Marlette Funding Trust N/A 57110AAC8 182849.71000000 PA USD 182636.10000000 0.007552842401 Long ABS-O CORP US N 2 2029-12-17 Fixed 3.76000000 N N N N N N Driven Brands Funding, LLC N/A 26208LAE8 6190237.50000000 PA USD 5831070.63000000 0.241141578816 Long ABS-O CORP US N 2 2049-10-20 Fixed 3.98100000 N N N N N N Reach Financial LLC N/A 50203YAB1 3736000.00000000 PA USD 3698928.79000000 0.152967711239 Long ABS-O CORP US N 2 2029-11-15 Fixed 5.05000000 N N N N N N Bankers Healthcare Group Securitization Trust N/A 05553DAA9 191233.07000000 PA USD 190928.40000000 0.007895767130 Long ABS-O CORP US N 2 2035-06-18 Fixed 3.75000000 N N N N N N TAPESTRY INC 549300LJNVY5SW3VTN33 876030AC1 3083000.00000000 PA USD 3177723.14000000 0.131413461376 Long DBT CORP US N 2 2026-11-27 Fixed 7.00000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBW1 11975000.00000000 PA USD 11930638.49000000 0.493386752505 Long DBT CORP FR N 2 2030-01-19 Fixed 5.63400000 N N N N N N Helios Issuer, LLC N/A 86744VAA9 3668467.53000000 PA USD 3547638.85000000 0.146711176667 Long ABS-O CORP US N 2 2049-08-20 Fixed 5.00000000 N N N N N N AMERICAN ASSETS TRUST LP 549300V1TI0SMG9Z6U69 02401LAA2 4301000.00000000 PA USD 3510185.37000000 0.145162303077 Long DBT US N 2 2031-02-01 Fixed 3.37500000 N N N N N N WESTPAC NEW ZEALAND LTD 549300MW73M5PK1PNG73 96122FAB3 6560000.00000000 PA USD 6562766.35000000 0.271400560799 Long DBT CORP NZ N 2 2027-02-26 Fixed 5.13200000 N N N N N N LAD Auto Receivables Trust N/A 501687AA5 3493717.90000000 PA USD 3485162.83000000 0.144127506007 Long ABS-O CORP US N 2 2027-06-15 Fixed 5.21000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HBD6 3400000.00000000 PA USD 3404880.87000000 0.140807477866 Long DBT CORP ES N 2 2034-03-14 Fixed 6.35000000 N N N N N N Diamond Infrastructure Funding LLC N/A 25265LAE0 1499000.00000000 PA USD 1344344.87000000 0.055594840981 Long ABS-O CORP US N 2 2049-04-15 Fixed 3.47500000 N N N N N N SWEDBANK AB M312WZV08Y7LYUC71685 87020PAX5 11147000.00000000 PA USD 11351014.73000000 0.469416645217 Long DBT CORP SE N 2 2026-09-12 Fixed 6.13600000 N N N N N N CHNGE Mortgage Trust N/A 12569QAA8 5056934.60000000 PA USD 5134601.53000000 0.212339379524 Long ABS-MBS CORP US N 2 2058-09-25 Variable 7.57300000 N N N N N N Pnmac Gmsr Issuer Trust N/A 69346MAE9 8700000.00000000 PA USD 8827244.46000000 0.365047141554 Long ABS-O CORP US N 2 2027-06-25 Floating 9.51100000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAQ8 1000000.00000000 PA USD 964237.87000000 0.039875668994 Long DBT CORP ES N 2 2028-03-24 Fixed 4.17500000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCQ6 11650000.00000000 PA USD 11626460.36000000 0.480807588375 Long DBT CORP US N 2 2025-05-09 Fixed 4.16600000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAS4 1600000.00000000 PA USD 1596917.82000000 0.066039893664 Long DBT CORP ES N 2 2027-08-18 Fixed 5.29400000 N N N N N N Theorem Funding Trust N/A 882925AA8 1569091.73000000 PA USD 1581928.47000000 0.065420015128 Long ABS-O CORP US N 2 2029-04-15 Fixed 7.60000000 N N N N N N SERVPRO MASTER ISSUER, LLC N/A 817743AA5 13643417.50000000 PA USD 12957329.60000000 0.535845150101 Long ABS-O CORP US N 2 2049-10-25 Fixed 3.88200000 N N N N N N HUNTINGTON NATIONAL BANK 2WHM8VNJH63UN14OL754 44644MAH4 7687000.00000000 PA USD 7643559.07000000 0.316096308700 Long DBT CORP US N 2 2025-11-18 Fixed 5.69900000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACF2 7040000.00000000 PA USD 7058512.17000000 0.291901929640 Long DBT CORP US N 2 2025-06-26 Fixed 5.80000000 N N N N N N Mosaic Solar Loans LLC N/A 61946PAB9 2526112.55000000 PA USD 2041627.91000000 0.084430700434 Long ABS-O CORP US N 2 2046-08-20 Fixed 2.21000000 N N N N N N Conn Funding II, L.P N/A 20825YAD8 9400000.00000000 PA USD 8584333.80000000 0.355001668984 Long ABS-O CORP US N 2 2026-12-15 None 0.00000000 N N N N N N SWEDBANK AB M312WZV08Y7LYUC71685 87020PAY3 6682000.00000000 PA USD 6692715.32000000 0.276774548147 Long DBT CORP SE N 2 2029-03-14 Fixed 5.40700000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJQ4 16050000.00000000 PA USD 16125053.01000000 0.666845076669 Long DBT CORP US N 2 2030-01-23 Fixed 5.38400000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHV6 5600000.00000000 PA USD 5612250.00000000 0.232092339741 Long DBT UST US N 2 2025-08-31 Fixed 5.00000000 N N N N N N Morgan Stanley & Co. LLC 549300BI6Y5SI6BYPB26 61747C707 74422735.44000000 NS USD 74422735.44000000 3.077722267931 Long STIV RF US N 1 N N N PENSKE TRUCK LEASING/PTL N/A 709599BU7 4175000.00000000 PA USD 4206544.88000000 0.173959970319 Long DBT CORP US N 2 2026-05-24 Fixed 5.75000000 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2K0 10350000.00000000 PA USD 10405880.89000000 0.430331015693 Long DBT CORP US N 2 2025-04-11 Floating 6.70800000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967ME8 15487000.00000000 PA USD 14597243.51000000 0.603663129761 Long DBT CORP US N 2 2030-03-20 Fixed 3.98000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLV9 36428000.00000000 PA USD 36924780.29000000 1.527009426153 Long DBT CORP US N 2 2027-09-15 Fixed 5.93300000 N N N N N N MED Trust N/A 58403YAN6 10952436.68000000 PA USD 10951351.84000000 0.452888747271 Long ABS-MBS CORP US N 2 2038-11-15 Floating 7.23900000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDU0 5000000.00000000 PA USD 5064326.95000000 0.209433202554 Long DBT CORP US N 2 2034-03-15 Fixed 5.05000000 N N N N N N ServiceMaster Brands N/A 81761TAA3 2996162.41000000 PA USD 2680525.69000000 0.110852060960 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 7364180.32000000 PA USD 6108206.11000000 0.252602405040 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 8361000.11000000 PA USD 8309285.65000000 0.343627163452 Long DBT CORP XX N 2 2026-04-20 Fixed 5.50000000 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00084DBA7 7600000.00000000 PA USD 7733373.62000000 0.319810553264 Long DBT CORP NL N 2 2027-09-18 Fixed 6.33900000 N N N N N N ExteNet Systems N/A 30227XAB7 5431000.00000000 PA USD 5373907.70000000 0.222235789860 Long ABS-O CORP US N 2 2049-07-25 Fixed 4.14000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BJ6 6061000.00000000 PA USD 6071904.83000000 0.251101180218 Long DBT CORP CH N 2 2030-02-08 Fixed 5.42800000 N N N N N N OSCAR US Funding Trust 3538004TGTV49T7RNL88 68784GAB9 11595000.00000000 PA USD 11605145.63000000 0.479926126295 Long ABS-O CORP JP N 2 2027-02-10 Fixed 5.48000000 N N N N N N Enterprise Fleet Financing LLC N/A 29375PAB6 4660000.00000000 PA USD 4655078.11000000 0.192508881505 Long ABS-O CORP US N 2 2030-03-20 Fixed 5.23000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MBB0 7000000.00000000 PA USD 6835025.68000000 0.282659735803 Long DBT CORP IE N 2 2024-10-29 Fixed 1.75000000 N N N N N N PRP Advisors, LLC N/A 69360GAA1 2516929.24000000 PA USD 2262043.59000000 0.093545902160 Long ABS-MBS CORP US N 2 2051-07-25 Variable 1.31900000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJM3 15564000.00000000 PA USD 15840062.87000000 0.655059424142 Long DBT CORP US N 2 2029-06-12 Fixed 5.77500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDX1 37817000.00000000 PA USD 39329338.89000000 1.626448979187 Long DBT CORP US N 2 2029-10-23 Fixed 6.08700000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDT0 5092000.00000000 PA USD 5128208.80000000 0.212075010748 Long DBT CORP US N 2 2025-04-07 Floating 6.64700000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BK3 3850000.00000000 PA USD 3897721.87000000 0.161188719046 Long DBT CORP US N 2 2031-03-15 Fixed 5.35000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBG7 7000000.00000000 PA USD 7000143.99000000 0.289488137050 Long DBT CORP US N 2 2026-03-15 Fixed 6.41200000 N N N N N N LAD Auto Receivables Trust N/A 505710AB9 3864344.96000000 PA USD 3862476.55000000 0.159731163024 Long ABS-O CORP US N 2 2026-10-15 Fixed 5.68000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBU0 9249000.00000000 PA USD 9423860.39000000 0.389719953193 Long DBT CORP IT N 2 2025-11-21 Fixed 7.00000000 N N N N N N Freddie Mac - STACR 5493000ISA3AUOXQEF68 35564KRE1 3727719.71000000 PA USD 3745683.22000000 0.154901221873 Long ABS-MBS USGSE US N 2 2042-02-25 Floating 6.62000000 N N N N N N MOHAWK INDUSTRIES INC 549300JI1115MG3Q6322 608190AM6 6875000.00000000 PA USD 7081372.03000000 0.292847289949 Long DBT CORP US N 2 2028-09-18 Fixed 5.85000000 N N N N N N Diamond Issuer LLC N/A 25267TAN1 13011000.00000000 PA USD 11624813.26000000 0.480739473217 Long ABS-O CORP US N 2 2051-11-20 Fixed 2.30500000 N N N N N N First Help Financial LLC N/A 30333LAB4 7559610.11000000 PA USD 7635179.00000000 0.315749754278 Long ABS-O CORP US N 2 2029-10-15 Fixed 6.79000000 N N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 00135TAD6 6675000.00000000 PA USD 6961733.10000000 0.287899670155 Long DBT CORP IE N 2 2029-09-13 Fixed 6.60800000 N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -1002.00000000 NC USD -1120193.92000000 -0.04632516866 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10-Year U.S. Treasury Notes Futures UXYM4 Comdty 2024-06-18 -113718399.83000000 USD -1120193.92000000 N N N LAD Auto Receivables Trust N/A 501689AC7 4820000.00000000 PA USD 4805286.95000000 0.198720707622 Long ABS-O CORP US N 2 2028-01-18 Fixed 5.23000000 N N N N N N Marlette Funding Trust N/A 57109LAA1 2222178.10000000 PA USD 2221204.79000000 0.091857030024 Long ABS-O CORP US N 2 2033-06-15 Fixed 6.04000000 N N N N N N DELTA AIR LINES/SKYMILES N/A 830867AB3 10953000.00000000 PA USD 10716298.00000000 0.443168190330 Long DBT CORP XX N 2 2028-10-20 Fixed 4.75000000 N N N N N N Chase Auto Credit Linked Notes N/A 46591HCG3 327446.46000000 PA USD 319410.33000000 0.013209085630 Long ABS-O CORP US N 2 2029-02-26 Fixed 2.10200000 N N N N N N AXIS Equipment Finance Receivables LLC 549300INEWFFGID70G60 03237KAB0 197526.50000000 PA USD 196392.82000000 0.008121746020 Long ABS-O CORP US N 2 2026-11-20 Fixed 0.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHM6 4600000.00000000 PA USD 4593800.76000000 0.189974781360 Long DBT UST US N 2 2026-07-15 Fixed 4.50000000 N N N N N N MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 556079AC5 3984000.00000000 PA USD 3545640.56000000 0.146628538188 Long DBT CORP AU N 2 2030-06-03 Fixed 3.62400000 N N N N N N ORL TRUST N/A 67116QAA0 4008000.00000000 PA USD 4038058.80000000 0.166992296298 Long ABS-MBS CORP US N 2 2036-10-19 Floating 7.67600000 N N N N N N LendingPoint Asset Securitization Trust N/A 52606WAA6 1014225.62000000 PA USD 1007734.37000000 0.041674449244 Long ABS-O CORP US N 2 2029-10-15 Fixed 4.77000000 N N N N N N Sunnova Sol Issuer,LLC N/A 86745PAB9 7624220.35000000 PA USD 5754069.24000000 0.237957217326 Long ABS-O CORP US N 2 2055-11-01 Fixed 5.47000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MU2 5060000.00000000 PA USD 4863906.28000000 0.201144886419 Long DBT CORP US N 2 2025-12-10 Fixed 4.00000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C35 11579000.00000000 PA USD 12149409.21000000 0.502433927572 Long DBT CORP US N 2 2027-11-04 Fixed 7.35000000 N N N N N N MVW 2020-1 LLC N/A 55400EAA7 321938.37000000 PA USD 301977.71000000 0.012488166646 Long ABS-O CORP US N 2 2037-10-20 Fixed 1.74000000 N N N N N N Springcastle SPV N/A 85022WAP9 9860391.05000000 PA USD 9156000.21000000 0.378642703266 Long ABS-O CORP US N 2 2037-09-25 Fixed 1.97000000 N N N N N N Mosaic Solar Loans LLC N/A 61946UAC6 9530000.00000000 PA USD 4883522.70000000 0.201956115572 Long ABS-O CORP US N 2 2053-01-21 Fixed 5.95000000 N N N N N N Mosaic Solar Loans LLC N/A 61946FAB1 3021524.50000000 PA USD 2563943.02000000 0.106030831569 Long ABS-O CORP US N 2 2043-06-22 Fixed 2.00000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAR6 10233000.00000000 PA USD 10710983.23000000 0.442948400156 Long DBT CORP FR N 2 2029-10-19 Fixed 6.71400000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AJ2 8545000.00000000 PA USD 8032789.71000000 0.332192785147 Long DBT CORP US N 2 2028-05-01 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHQ7 57612000.00000000 PA USD 57262052.04000000 2.368049113338 Long DBT UST US N 2 2028-07-31 Fixed 4.12500000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HDB8 12658000.00000000 PA USD 13176600.16000000 0.544912995851 Long DBT CORP US N 2 2027-10-29 Fixed 7.14900000 N N N N N N Enterprise Fleet Financing LLC N/A 29375CAB5 9797313.81000000 PA USD 9792181.00000000 0.404951703765 Long ABS-O CORP US N 2 2029-01-22 Fixed 5.51000000 N N N N N N Westlake Automobile Receivables Trust N/A 96043RAE7 4378000.00000000 PA USD 4377335.86000000 0.181022962551 Long ABS-O CORP US N 2 2027-11-15 Fixed 5.55000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAH0 5450000.00000000 PA USD 5440484.63000000 0.224989052002 Long DBT CORP GB N 2 2027-03-26 Fixed 5.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05581KAH4 11470000.00000000 PA USD 11475926.09000000 0.474582304231 Long DBT CORP FR N 2 2030-01-09 Fixed 5.17600000 N N N N N N Credit Suisse Mortgage Trust N/A 12665CAA2 1014000.00000000 PA USD 922418.21000000 0.038146233788 Long ABS-MBS CORP US N 2 2025-01-15 Floating 9.27000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DU0 4480000.00000000 PA USD 4604775.53000000 0.190428638556 Long DBT CORP GB N 2 2029-03-09 Fixed 6.16100000 N N N N N N Oportun Funding LLC N/A 68377GAB2 2687000.00000000 PA USD 2533396.84000000 0.104767606590 Long ABS-O CORP US N 2 2031-05-08 Fixed 1.96000000 N N N N N N Extended Stay America Trust N/A 30227FAE0 3105726.76000000 PA USD 3108756.71000000 0.128561382424 Long ABS-MBS CORP US N 2 2038-07-15 Floating 6.81900000 N N N N N N Upstart Securitization Trust N/A 91680EAC9 1751140.99000000 PA USD 1750058.43000000 0.072372961949 Long ABS-O CORP US N 2 2030-11-20 Fixed 6.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJE2 46200000.00000000 PA USD 46337156.25000000 1.916254445366 Long DBT UST US N 2 2025-10-31 Fixed 5.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 2431.00000000 NC USD -275685.08000000 -0.01140084551 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUM4 Comdty 2024-06-28 497377203.14000000 USD -275685.08000000 N N N KEYCORP RKPI3RZGV1V1FJTH5T61 49326EEL3 6921000.00000000 PA USD 6890096.42000000 0.284937164089 Long DBT CORP US N 2 2025-05-23 Fixed 3.87800000 N N N N N N Horizon Aircraft Finance II LLC 549300KSCDSEIWTVMM32 44040HAA0 3138320.69000000 PA USD 2838835.14000000 0.117398884543 Long ABS-O CORP KY N 2 2039-07-15 Fixed 3.72100000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401BC1 10000000.00000000 PA USD 10218890.60000000 0.422598107516 Long DBT CORP CH N 2 2027-12-22 Fixed 6.32700000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BV6 7363000.00000000 PA USD 7373233.54000000 0.304917105217 Long DBT CORP US N 2 2028-01-21 Fixed 5.30000000 N N N N N N Freddie Mac - STACR 529900PGKDI4ZEXFQ523 35564NBW2 8150000.00000000 PA USD 8190750.00000000 0.338725169358 Long ABS-MBS USGSE US N 2 2044-03-25 Floating 6.56900000 N N N N N N BLUE OWL CREDIT INCOME 5493003I42XBWPE05N35 69120VAX9 5295000.00000000 PA USD 5172464.75000000 0.213905197746 Long DBT CORP US N 2 2031-03-15 Fixed 6.65000000 N N N N N N Vantage Data Centers LLC N/A 92212KAA4 5306301.45000000 PA USD 5256849.90000000 0.217394911659 Long ABS-O CORP US N 2 2044-07-15 Fixed 3.18800000 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 49327M3E2 6600000.00000000 PA USD 6417664.51000000 0.265399932611 Long DBT CORP US N 2 2025-08-08 Fixed 4.15000000 N N N N N Helios Issuer, LLC N/A 86746EAB3 2205836.04000000 PA USD 1790449.54000000 0.074043320045 Long ABS-O CORP US N 2 2048-02-20 Fixed 3.15000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397D67 3916000.00000000 PA USD 4216236.90000000 0.174360779905 Long DBT CORP US N 2 2033-11-07 Fixed 7.12200000 N N N N N N BX Trust N/A 05609VAJ4 3122154.00000000 PA USD 3078571.23000000 0.127313074048 Long ABS-MBS CORP US N 2 2036-09-15 Floating 6.54000000 N N N N N N Freddie Mac - STACR 5493000ITBJ4KEFYWF83 35565LBD7 5335000.00000000 PA USD 6034515.06000000 0.249554941329 Long ABS-MBS USGSE US N 2 2050-03-25 Floating 9.53500000 N N N N N N Theorem Funding Trust N/A 88339VAB4 942338.53000000 PA USD 940228.16000000 0.038882757101 Long ABS-O CORP US N 2 2027-12-15 Fixed 1.84000000 N N N N N N Fannie Mae - CAS N/A 20754JAC8 10858120.16000000 PA USD 11332741.62000000 0.468660968108 Long ABS-MBS USGSE US N 2 2039-09-25 Floating 9.18500000 N N N N N N LUNAR AIRCRAFT 2020-1 LIMITED N/A 55037LAB0 649091.68000000 PA USD 559361.57000000 0.023132172576 Long ABS-O CORP US N 2 2045-02-15 Fixed 4.33500000 N N N N N N PRP Advisors, LLC N/A 69357QAA4 1590965.23000000 PA USD 1431459.67000000 0.059197438470 Long ABS-MBS CORP US N 2 2051-10-25 Variable 1.45500000 N N N N N N FERRELLGAS LP/FERRELLGAS N/A 315289AA6 3500000.00000000 PA USD 3427052.65000000 0.141724382904 Long DBT CORP US N 2 2026-04-01 Fixed 5.37500000 N N N N N N FMC GMSR Issuer Trust N/A 30259RAK1 7670000.00000000 PA USD 6797384.87000000 0.281103115256 Long ABS-O CORP US N 2 2026-10-25 Variable 3.85000000 N N N N N N KSL Commercial Mortgage Trust N/A 48268TAA0 6444000.00000000 PA USD 6495356.42000000 0.268612850277 Long ABS-MBS CORP US N 2 2036-12-15 Floating 7.61600000 N N N N N N Coinstar Funding, LLC N/A 19260MAA4 10112962.50000000 PA USD 9076256.42000000 0.375344930929 Long ABS-O CORP US N 2 2047-04-25 Fixed 5.21600000 N N N N N N First Help Financial LLC N/A 31568AAB2 2335000.00000000 PA USD 2336194.59000000 0.096612386918 Long ABS-O CORP US N 2 2030-02-15 Fixed 5.69000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJL6 13730300.00000000 PA USD 13752289.90000000 0.568720413325 Long DBT UST US N 2 2025-11-30 Fixed 4.87500000 N N N N N N Multifamily Connecticut Avenue Securities 549300HG8ZEWVWVSN227 62547NAB5 2914302.24000000 PA USD 2877421.16000000 0.118994593869 Long ABS-MBS CORP US N 2 2049-10-25 Floating 8.68500000 N N N N N N Prodigy Finance Designated Activity Co 635400HTAZNW3LYYMQ40 742855AA7 865952.47000000 PA USD 860224.71000000 0.035574246629 Long ABS-O CORP IE N 2 2051-07-25 Floating 6.69400000 N N N N N N LAD Auto Receivables Trust N/A 505713AB3 2468058.86000000 PA USD 2470820.12000000 0.102179771523 Long ABS-O CORP US N 2 2027-06-15 Fixed 5.93000000 N N N N N N Hawaii Hotel Trust 2019-MAUI N/A 41975AAA0 17728000.00000000 PA USD 17675603.12000000 0.730967452350 Long ABS-MBS CORP US N 2 2038-05-15 Floating 6.52300000 N N N N N N Willis Engine Securitization Trust N/A 97064FAB1 606849.09000000 PA USD 514136.08000000 0.021261890641 Long ABS-O CORP US N 2 2045-03-15 Fixed 4.21200000 N N N N N N GLOBAL ATLANTIC FIN CO N/A 37959GAA5 11545000.00000000 PA USD 10745399.88000000 0.444371686863 Long DBT CORP US N 2 2029-10-15 Fixed 4.40000000 N N N N N N CVS Pass-Through Trust N/A 126650BP4 764066.32000000 PA USD 771739.95000000 0.031914994996 Long DBT CORP US N 2 2028-12-10 Fixed 6.03600000 N N N N N N 2024-04-25 CALVERT FUND James Kirchner James Kirchner Treasurer