NPORT-P false 0000701039 XXXXXXXX S000005148 C000014095 C000241867 C000014098 C000014097 CALVERT FUND 811-03416 0000701039 549300SAFDT1VZ80RP53 2050 M Street NW Washington 20036 202-238-2200 Calvert Income Fund S000005148 549300262VIMJO13JE93 2024-09-30 2024-09-30 N 1137662833.93 189062120.15 948600713.78 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 163792498.17000000 0.00000000 0.00000000 3635279.31000000 USD UST BB US Credit LEH_CREDIT AASET 2018-1 Trust N/A 000367AC6 545105.58000000 PA USD 50073.94000000 0.005278716247 Long ABS-O CORP US N 2 2038-01-16 Fixed 6.41300000 N Y N N N N Freddie Mac - STACR 549300KB1O80CETXGJ21 35564TBE9 500000.00000000 PA USD 574439.80000000 0.060556543090 Long ABS-MBS USGSE US N 2 2049-07-25 Floating 13.54500000 N N N N N N VB-S1 Issuer LLC N/A 91823ABG5 1395000.00000000 PA USD 1448773.90000000 0.152727473103 Long ABS-O CORP US N 2 2054-05-15 Fixed 8.87100000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397A60 6700000.00000000 PA USD 6698945.82000000 0.706192365521 Long DBT CORP US N 2 2025-06-16 Fixed 5.12500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384D3W5 970000.00000000 PA USD 1006068.33000000 0.106058146002 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 1888342.80000000 0.199066137371 Long DBT CORP US N 2 2031-09-13 Fixed 2.62500000 N N N N N N QORVO INC 254900YAUJV2EUEVBR11 74736KAJ0 5050000.00000000 PA USD 4526713.95000000 0.477199087481 Long DBT CORP US N 2 2031-04-01 Fixed 3.37500000 N N N N N N STIFEL FINANCIAL CORP 549300E5F07FE5GHJX84 860630AG7 3254000.00000000 PA USD 3127385.95000000 0.329684123632 Long DBT CORP US N 2 2030-05-15 Fixed 4.00000000 N N N N N N BROOKFIELD PROPERTY PART 5493004J5Z0TZW83NU62 000000000 212000.00000000 NS USD 3455600.00000000 0.364283934199 Long EP CORP BM N 1 N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAN5 1800000.00000000 PA USD 1705553.12000000 0.179796735889 Long DBT CORP ES N 2 2027-09-14 Fixed 1.72200000 N N N N N N TRIVIUM PACKAGING FIN 724500GMZWW3PVYET548 89686QAA4 1550000.00000000 PA USD 1545325.51000000 0.162905792453 Long DBT CORP NL N 2 2026-08-15 Fixed 5.50000000 N N N N N N PETSMART INC/PETSMART FI N/A 71677KAB4 750000.00000000 PA USD 741105.38000000 0.078126167230 Long DBT CORP US N 2 2029-02-15 Fixed 7.75000000 N N N N N N NRZ Excess Spread Collateralized Notes N/A 65246QAA7 1348476.91000000 PA USD 1296429.75000000 0.136667591660 Long ABS-O CORP US N 2 2026-11-25 Fixed 3.47400000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAL8 2500000.00000000 PA USD 2506378.20000000 0.264218460263 Long DBT CORP US N 2 2025-03-15 Fixed 6.05000000 N N N N N N AmWINS Group Inc 549300SJE7MUB8NMRG61 03234TAW8 1989670.40000000 PA USD 1988840.71000000 0.209660469479 Long LON CORP US N 2 2028-02-19 Floating 7.21000000 N N N N N N TEXAS CAPITAL BANCSHARES 549300466Q2SXRX0YM48 88224QAA5 3542000.00000000 PA USD 3364038.16000000 0.354631628580 Long DBT CORP US N 2 2031-05-06 Fixed 4.00000000 N N N N N N Fannie Mae - CAS N/A 20754WAC9 1496867.00000000 PA USD 1539358.71000000 0.162276781752 Long ABS-MBS USGSE US N 2 2040-01-25 Floating 8.39500000 N N N N N N Dynasty Acquisition Co Inc 549300L1RCRPOAUCB870 26812CAK2 1436227.59000000 PA USD 1438969.35000000 0.151693892814 Long LON CORP US N 2 2028-08-24 Floating 8.34500000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RJM7 2240000.00000000 PA USD 2285947.78000000 0.240981030985 Long ABS-O CORP US N 2 2030-12-20 Fixed 6.11000000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 07336UAA1 1577000.00000000 PA USD 1720715.13000000 0.181395091212 Long DBT CORP MX N 2 2038-06-29 Fixed 8.45000000 N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46642MAG3 2485000.00000000 PA USD 312910.95000000 0.032986581757 Long ABS-MBS CORP US N 2 2027-06-10 Fixed 3.77100000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAW4 4101000.00000000 PA USD 4331750.60000000 0.456646356794 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 2082443.06000000 0.219527882464 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 2877378.36000000 0.303328715464 Long DBT CORP US N 2 2038-04-01 Fixed 5.15000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3V1 4000000.00000000 PA USD 4064465.32000000 0.428469561635 Long DBT CORP US N 2 2026-05-08 Fixed 5.62000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMA4 13953000.00000000 PA USD 14678390.38000000 1.547372900607 Long DBT CORP US N 2 2035-01-23 Fixed 5.46800000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAR2 1068000.00000000 PA USD 1049781.42000000 0.110666311415 Long DBT CORP US N 2 2027-12-15 Fixed 4.25000000 N N N N N N CUSHMAN & WAKEFIELD US 549300870CMN3WI5IF97 23166MAC7 282000.00000000 PA USD 308135.10000000 0.032483119137 Long DBT CORP US N 2 2031-09-01 Fixed 8.87500000 N N N N N N AMERICAN NATIONAL GROUP 549300RK5RZQ740FPL83 025676AN7 1815000.00000000 PA USD 1826729.84000000 0.192570995727 Long DBT CORP US N 2 2029-10-01 Fixed 5.75000000 N N N N N N UK Logisitics 635400H22JMICKOJRJ36 000000000 650000.00000000 PA 867642.86000000 0.091465549982 Long ABS-MBS CORP GB N 2 2034-05-17 Floating 9.98000000 N N N N N N SOUTH32 TREASURY LTD 213800HFGZMXST64GP53 84055BAA1 2596000.00000000 PA USD 2465451.83000000 0.259904066503 Long DBT CORP AU N 2 2032-04-14 Fixed 4.35000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEC6 8498000.00000000 PA USD 8885785.83000000 0.936725610777 Long DBT CORP US N 2 2035-01-23 Fixed 5.33600000 N N N N N N LHOME Mortgage Trust N/A 50204VAA8 975000.00000000 PA USD 998615.48000000 0.105272478240 Long ABS-MBS CORP US N 2 2028-11-25 Variable 7.62800000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797LC9 39862000.00000000 PA USD 39670253.42000000 4.181975919238 Long STIV UST US N 2 2024-11-07 None 0.00000000 N N N N N N Cologix Data Centers Issuer LLC N/A 19521UAC7 4000000.00000000 PA USD 3791670.00000000 0.399711906697 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 4522230.29000000 0.476726427073 Long ABS-MBS CORP US N 2 2032-11-05 Variable 3.84300000 N N N N N N Conn Funding II, L.P N/A 20824CAB1 1063747.51000000 PA USD 1041839.74000000 0.109829111960 Long ABS-O CORP US N 2 2028-01-17 Fixed 10.00000000 N N N N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 09261HBF3 2175000.00000000 PA USD 2235597.85000000 0.235673220304 Long DBT CORP US N 2 2031-01-25 Fixed 6.25000000 N N N N N N MCGRAW-HILL EDUCATION 254900U6YJ9QZ4IQOR26 57767XAB6 2000000.00000000 PA USD 2008834.00000000 0.211768130765 Long DBT CORP US N 2 2029-08-01 Fixed 8.00000000 N N N N N N TK Elevator US Newco Inc 549300C2AFWPAYWS5574 000000000 1990012.50000000 PA USD 1996921.82000000 0.210512367426 Long LON CORP US N 2 2030-04-30 Floating 8.58800000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384MAU1 898000.00000000 PA USD 958178.48000000 0.101009673098 Long ABS-MBS USGA US N 2 2054-03-20 Fixed 6.00000000 N N N N N N Willis Engine Securitization Trust N/A 97064YAA2 1279358.18000000 PA USD 1364253.57000000 0.143817472428 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 2452687.50000000 PA USD 2310543.47000000 0.243573870063 Long ABS-O CORP US N 2 2049-12-05 Fixed 3.85800000 N N N N N N ANTARES HOLDINGS 5493008EAIGV4283RM42 03666HAG6 2240000.00000000 PA USD 2276714.36000000 0.240007658325 Long DBT CORP US N 2 2029-02-08 Fixed 6.50000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBV8 3523000.00000000 PA USD 4092653.42000000 0.431441106942 Long DBT CORP IT N 2 2033-11-21 Fixed 8.24800000 N N N N N N Enviva Partners LP/Fin C 549300WH5VXDEFM5KR81 29415DAE9 443620.42000000 PA USD 454710.93000000 0.047934913330 Long LON CORP US N 2 2024-12-13 Floating 13.28200000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TV0 52000.00000000 PA USD 57453.91000000 0.006056701114 Long DBT UST US N 2 2053-11-15 Fixed 4.75000000 N N N N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAF0 1160000.00000000 PA USD 1189542.42000000 0.125399696913 Long ABS-O CORP US N 2 2054-06-05 Fixed 5.76500000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DU2 1764000.00000000 PA USD 1775999.96000000 0.187223131313 Long DBT CORP US N 2 2031-09-15 Fixed 4.90000000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 05533UAF5 4897000.00000000 PA USD 4661503.32000000 0.491408371539 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 2336790.50000000 0.246340790814 Long ABS-O CORP US N 2 2045-09-15 Fixed 1.99200000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAS2 628000.00000000 PA USD 626827.66000000 0.066079189156 Long DBT CORP US N 2 2025-06-13 Fixed 4.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HABQ8 172429.24000000 PA USD 182205.31000000 0.019207798112 Long ABS-MBS USGSE US N 2 2053-07-25 Fixed 6.00000000 N Y N N N N Great Wolf Trust N/A 362414AG9 2954000.00000000 PA USD 2970586.71000000 0.313154593586 Long ABS-MBS CORP US N 2 2041-05-15 Floating 8.03600000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAG9 1058000.00000000 PA USD 1099060.70000000 0.115861255851 Long DBT CORP ES N 2 2030-03-15 Fixed 5.67300000 N N N N N N Fannie Mae - CAS N/A 20754FAL6 1270499.94000000 PA USD 1378011.42000000 0.145267803405 Long ABS-MBS USGSE US N 2 2031-07-25 Floating 9.74500000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 07336UAB9 2637000.00000000 PA USD 2797034.26000000 0.294858966408 Long DBT CORP MX N 2 2039-01-08 Fixed 8.12500000 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAF6 3572000.00000000 PA USD 3342167.84000000 0.352326093734 Long DBT US N 2 2029-08-15 Fixed 3.75000000 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 26884UAD1 570000.00000000 PA USD 561836.57000000 0.059227930343 Long DBT US N 2 2027-06-01 Fixed 4.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DR7 4008000.00000000 PA USD 4339990.30000000 0.457514973049 Long DBT CORP GB N 2 2028-11-03 Fixed 7.39000000 N N N N N N Neighborly Issuer LLC N/A 64016NAA5 2949907.50000000 PA USD 2738691.76000000 0.288708591530 Long ABS-O CORP US N 2 2051-04-30 Fixed 3.58400000 N N N N N N APOLLO DEBT SOLUTIONS BD 549300UMUGX092P8DW87 03770DAA1 2412000.00000000 PA USD 2508290.85000000 0.264420088827 Long DBT CORP US N 2 2029-04-13 Fixed 6.90000000 N N N N N N CONCENTRIX CORP 5493000EAJN1KMPVA737 20602DAB7 5774000.00000000 PA USD 6026321.49000000 0.635285363215 Long DBT CORP US N 2 2028-08-02 Fixed 6.60000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKT7 6948000.00000000 PA USD 7227141.32000000 0.761873907009 Long DBT UST US N 2 2029-05-31 Fixed 4.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 411.00000000 NC USD -110868.31000000 -0.01168756341 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT U.S. Long Bond Futures USZ4 Comdty 2024-12-19 51151930.81000000 USD -110868.31000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -5.96000000 -0.00000062829 N/A DFE CA N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2731.99000000 USD 3685.00000000 CAD 2024-10-22 -5.96000000 N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AL7 2566000.00000000 PA USD 2498013.37000000 0.263336652999 Long DBT CORP US N 2 2029-11-01 Fixed 4.25000000 N N N N N N State Street Global Advisors 5493008BJIBKQ5KTIF74 857509301 19417422.50000000 NS USD 19417422.50000000 2.046954236690 Long STIV RF US N 1 N N DataBank Issuer LLC N/A 23802WAG6 1050500.00000000 PA USD 991770.33000000 0.104550873259 Long ABS-O CORP US N 2 2051-10-25 Fixed 2.40000000 N N N N N N DELTA AIR LINES/SKYMILES N/A 830867AA5 2939389.38000000 PA USD 2921981.08000000 0.308030664277 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 3101130.00000000 0.326916262548 Long DBT CORP US N 2 2026-03-01 Fixed 7.62500000 N N N N N N KYNDRYL HOLDINGS INC 549300LQ4LWX2R8ZV130 50155QAL4 2210000.00000000 PA USD 1943146.70000000 0.204843478586 Long DBT CORP US N 2 2031-10-15 Fixed 3.15000000 N N N N N N Enviva Partners LP/Fin C 549300WH5VXDEFM5KR81 29415DAB5 266172.25000000 PA USD 314970.41000000 0.033203686801 Long LON CORP US N 2 2024-12-13 Floating 13.30100000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJV4 726000.00000000 PA USD 729984.49000000 0.076953820442 Long DBT UST US N 2 2026-01-31 Fixed 4.25000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BU8 650000.00000000 PA USD 744541.12000000 0.078488357554 Long DBT CORP US N 2 2034-10-20 Fixed 6.87500000 N N N N N N Navigator Aviation Ltd N/A 63943DAA7 2334000.00000000 PA USD 2336502.05000000 0.246310382867 Long ABS-O CORP KY N 2 2049-08-15 Fixed 5.40000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -59514.18000000 -0.00627389154 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 5612896.00000000 CAD 4092702.56000000 USD 2024-10-22 -59514.18000000 N N N TX Trust 24-HOU N/A 90216DAL6 2908000.00000000 PA USD 2896893.48000000 0.305385968818 Long ABS-MBS CORP US N 2 2039-06-15 Floating 9.48400000 N N N N N N Credit Suisse Mortgage Trust N/A 12659XAA4 2622169.81000000 PA USD 2400810.56000000 0.253089685167 Long ABS-MBS CORP US N 2 2026-08-15 Floating 8.92600000 N N N N N N AERCAP HOLDINGS NV 549300SZYINBBLJQU475 00774YAA7 504000.00000000 PA USD 504305.30000000 0.053163074059 Long DBT CORP NL N 2 2079-10-10 Fixed 5.87500000 N N N N N Fannie Mae - CAS N/A 20753WAE6 4281485.81000000 PA USD 4455187.40000000 0.469658870722 Long ABS-MBS USGSE US N 2 2039-10-25 Floating 8.79500000 N N N N N N PETSMART INC/PETSMART FI N/A 71677KAA6 2429000.00000000 PA USD 2330985.48000000 0.245728834707 Long DBT CORP US N 2 2028-02-15 Fixed 4.75000000 N N N N N N AMERICAN NATIONAL GROUP 549300RK5RZQ740FPL83 02772AAA7 2600000.00000000 PA USD 2588023.36000000 0.272825365024 Long DBT CORP US N 2 2032-06-13 Fixed 6.14400000 N N N N N N HAT HOLDINGS I LLC/HAT N/A 418751AE3 626000.00000000 PA USD 606647.02000000 0.063951777727 Long DBT CORP US N 2 2026-06-15 Fixed 3.37500000 N N N N N N OAKTREE STRATEGIC CREDIT 2549006RRE0JC7G43241 67403AAA7 3675000.00000000 PA USD 3977407.41000000 0.419292053255 Long DBT CORP US N 2 2028-11-14 Fixed 8.40000000 N N N N N N SYNOVUS BANK GA DX0JX77PRMOELF7VG772 87164DSE1 2376000.00000000 PA USD 2185905.74000000 0.230434755977 Long DBT CORP US N 2 2030-10-29 Fixed 4.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBL4 4050000.00000000 PA USD 3648598.43000000 0.384629526100 Long DBT CORP US N 2 2034-04-15 Fixed 3.46900000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46642MAJ7 1120000.00000000 PA USD 58783.42000000 0.006196855973 Long ABS-MBS CORP US N 2 2027-06-10 Variable 3.93100000 N N N N N N BX Trust N/A 05609VAL9 5508750.00000000 PA USD 5456004.27000000 0.575163416044 Long ABS-MBS CORP US N 2 2036-09-15 Floating 6.86100000 N N N N N N MCAFEE CORP 2549009UKR8UEZYVCR93 579063AB4 2100000.00000000 PA USD 2050309.17000000 0.216140378160 Long DBT CORP US N 2 2030-02-15 Fixed 7.37500000 N N N N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 09261HAT4 2500000.00000000 PA USD 2494112.20000000 0.262925397774 Long DBT CORP US N 2 2025-03-24 Fixed 4.70000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KCU2 4000000.00000000 PA USD 4156038.20000000 0.438123031073 Long DBT CORP US N 2 2034-03-15 Fixed 5.25000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DV0 1246000.00000000 PA USD 1256878.91000000 0.132498204117 Long DBT CORP US N 2 2034-09-15 Fixed 5.00000000 N N N N N N FMC GMSR Issuer Trust N/A 30259RAQ8 2000000.00000000 PA USD 2050252.00000000 0.216134351389 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 1013790.00000000 0.106872152347 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 222375.17000000 PA USD 209477.85000000 0.022082826520 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 3232653.09000000 0.340781220490 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 1902806.76000000 0.200590905357 Long ABS-O CORP CA N 2 2052-01-25 Fixed 7.74000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAD6 3221000.00000000 PA USD 3084663.03000000 0.325180340388 Long DBT CORP US N 2 2029-03-15 Fixed 4.00000000 N N N N N N New York Mortgage Trust N/A 62956MAA3 2010000.00000000 PA USD 2039930.31000000 0.215046255011 Long ABS-MBS CORP US N 2 2029-02-25 Variable 7.15400000 N N N N N N CCC Intelligent Solutions Inc 5493006JEEL9RIWY5T17 12511BAC6 994884.92000000 PA USD 996335.46000000 0.105032122106 Long LON CORP US N 2 2028-09-21 Floating 7.21000000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 904678AF6 3643000.00000000 PA USD 3666561.28000000 0.386523141584 Long DBT CORP IT N 2 2032-06-19 Fixed 5.86100000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05602XDJ4 1340000.00000000 PA USD 1433221.12000000 0.151087923420 Long DBT CORP FR N 2 2031-08-22 Fixed 8.00000000 N N N N N N UMBS, TBA N/A 01F0526A5 69125000.00000000 PA USD 69943160.04000000 7.373298272282 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.50000000 N N N N N N HLTN Commercial Mortgage Trust 2024-DPLO N/A 40424UAE7 1085000.00000000 PA USD 1087770.33000000 0.114671042747 Long ABS-MBS CORP US N 2 2041-06-15 Floating 7.63700000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJR2 6378000.00000000 PA USD 6763365.01000000 0.712983335533 Long DBT CORP US N 2 2035-01-23 Fixed 5.67800000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHW2 13800000.00000000 PA USD 13775699.30000000 1.452212622221 Long DBT CORP US N 2 2025-10-22 Fixed 2.45600000 N N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 25259KAA8 2080000.00000000 PA USD 2222498.72000000 0.234292330557 Long DBT CORP US N 2 2028-11-15 Fixed 9.75000000 N N N N N N APOLLO DEBT SOLUTIONS BD 549300UMUGX092P8DW87 03770DAC7 2179000.00000000 PA USD 2245768.70000000 0.236745415365 Long DBT CORP US N 2 2031-07-29 Fixed 6.70000000 N N N N N N API GROUP DE INC 549300XP4G7B4QYA0G83 00186XAM5 2000000.00000000 PA USD 2001608.00000000 0.211006377174 Long LON CORP US N 2 2029-01-03 Floating 6.84500000 N N N N N N Lumen Technologies Inc 8M3THTGWLTYZVE6BBY25 55024EAG0 680330.81000000 PA USD 589548.83000000 0.062149313344 Long LON CORP US N 2 2030-04-15 Floating 7.31900000 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAG4 1795000.00000000 PA USD 1601714.69000000 0.168850251400 Long DBT US N 2 2031-11-15 Fixed 3.60000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175AY0 2677000.00000000 PA USD 2673346.62000000 0.281820009321 Long DBT CORP US N 2 2025-07-23 Fixed 4.90800000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122EL8 3751000.00000000 PA USD 3978240.68000000 0.419379895271 Long DBT CORP US N 2 2064-02-22 Fixed 5.65000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UB2 4726000.00000000 PA USD 5010298.44000000 0.528177806237 Long DBT UST US N 2 2044-05-15 Fixed 4.62500000 N N N N N N ENGIE SA LAXUQCHT4FH58LRZDY46 29286DAB1 4150000.00000000 PA USD 4363086.94000000 0.459949784626 Long DBT CORP FR N 2 2034-04-10 Fixed 5.62500000 N N N N N N SUBWAY FUNDING LLC N/A 864300AG3 1946162.00000000 PA USD 1950388.67000000 0.205606915709 Long ABS-O CORP US N 2 2054-07-30 Fixed 5.24600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384EDD4 1959000.00000000 PA USD 2055690.27000000 0.216707645286 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 2800000.00000000 PA USD 2791726.00000000 0.294299377962 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 1068651.15000000 0.112655528767 Long ABS-MBS CORP US N 2 2028-06-25 Variable 8.00000000 N N N N N N US CELLULAR CORP 549300B164AZXESI6E03 911684801 43223.00000000 NS USD 962576.21000000 0.101473274900 Long EP CORP US N 1 N N N BLUE OWL CREDIT INCOME 5493003I42XBWPE05N35 69120VAZ4 3020000.00000000 PA USD 3086091.67000000 0.325330945377 Long DBT CORP US N 2 2031-03-15 Fixed 6.65000000 N N N N N N SYNOVUS BANK GA DX0JX77PRMOELF7VG772 87164DVJ6 845000.00000000 PA USD 849864.90000000 0.089591425312 Long DBT CORP US N 2 2028-02-15 Fixed 5.62500000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AS8 1295000.00000000 PA USD 1274690.44000000 0.134375867684 Long DBT CORP IT N 2 2035-06-30 Fixed 5.45900000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDZ6 4000000.00000000 PA USD 4050514.48000000 0.426998885954 Long DBT CORP US N 2 2025-10-10 Fixed 6.05000000 N N N N N N Cologix Data Centers Issuer LLC N/A 19521UAE3 2900000.00000000 PA USD 2722940.50000000 0.287048118396 Long ABS-O CORP US N 2 2051-12-26 Fixed 5.99000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBM1 7620000.00000000 PA USD 6664187.51000000 0.702528198976 Long DBT CORP US N 2 2026-05-15 Fixed 4.70000000 N N N N N N LUNAR AIRCRAFT 2020-1 LIMITED N/A 55037LAC8 228317.74000000 PA USD 214937.82000000 0.022658407997 Long ABS-O CORP US N 2 2045-02-15 Fixed 6.41300000 N N N N N N ENVIVA PARTNERS LP/FIN C N/A 29413XAD9 2538000.00000000 PA USD 110085.75000000 0.011605067169 Long DBT CORP US N 2 2026-01-15 None 0.00000000 Y N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBU3 2790000.00000000 PA USD 2947207.04000000 0.310689945430 Long DBT CORP US N 2 2030-01-03 Fixed 6.84800000 N N N N N N Pnmac Gmsr Issuer Trust 5493007JEN3QN6CZC711 69354WAJ5 1615000.00000000 PA USD 1636799.59000000 0.172548846550 Long ABS-O CORP US N 2 2029-03-25 Floating 8.05500000 N N N N N N Navigator Aviation Ltd N/A 63943DAB5 1426000.00000000 PA USD 1433624.82000000 0.151130480841 Long ABS-O CORP KY N 2 2049-08-15 Fixed 6.09000000 N N N N N N Covanta Holding Corporation 40XIFLS8XDQGGHGPGC04 22282GAD9 142015.20000000 PA USD 142314.71000000 0.015002593602 Long LON CORP US N 2 2028-11-30 Floating 7.58800000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -43057.32000000 -0.00453903516 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 2050537.00000000 EUR 2241376.38000000 USD 2024-10-22 -43057.32000000 N N N Covanta Holding Corporation 40XIFLS8XDQGGHGPGC04 22282GAC1 1848505.28000000 PA USD 1852403.78000000 0.195277502229 Long LON CORP US N 2 2028-11-30 Floating 7.58800000 N N N N N N Smithfield Foods Inc CVTIPZRZJC0JQEZLL598 832248BB3 1931000.00000000 PA USD 1938405.06000000 0.204343622331 Long DBT CORP US N 2 2029-04-01 Fixed 5.20000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 32.55000000 0.000003431369 N/A DFE CA N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 10563.83000000 USD 14324.00000000 CAD 2024-10-22 32.55000000 N N N Champs Trust N/A 15878AAA2 2566979.89000000 PA USD 2674610.53000000 0.281953248732 Long ABS-MBS CORP US N 2 2059-07-25 Variable 8.38900000 N N N N N N GLOBAL ATLANTIC FIN CO N/A 37959GAB3 6931000.00000000 PA USD 6094302.23000000 0.642451786243 Long DBT CORP US N 2 2031-06-15 Fixed 3.12500000 N N N N N N NEWMARK GROUP INC N/A 65158NAD4 3900000.00000000 PA USD 4216482.70000000 0.444494995496 Long DBT CORP US N 2 2029-01-12 Fixed 7.50000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAV7 1327000.00000000 PA USD 1371074.18000000 0.144536490441 Long DBT CORP FR N 2 2030-01-18 Fixed 5.71600000 N N N N N N Mosaic Solar Loans LLC N/A 61946UAD4 3583000.00000000 PA USD 1094624.06000000 0.115393552218 Long ABS-O CORP US N 2 2053-01-21 Fixed 8.29000000 N N N N N N Champs Trust N/A 15878BAA0 1642000.00000000 PA USD 1718860.38000000 0.181199566375 Long ABS-MBS CORP US N 2 2059-11-25 Variable 14.78200000 N N N N N N NRZ Excess Spread Collateralized Notes N/A 62955MAB2 219682.97000000 PA USD 212001.45000000 0.022348860476 Long ABS-O CORP US N 2 2026-07-25 Fixed 3.10400000 N N N N N N REWORLD HOLDING CORP 40XIFLS8XDQGGHGPGC04 22303XAA3 1330000.00000000 PA USD 1253099.67000000 0.132099802561 Long DBT CORP US N 2 2029-12-01 Fixed 4.87500000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565AS20 1314000.00000000 PA USD 1438914.10000000 0.151688068446 Long DBT CORP FR N 2 2027-11-17 Fixed 9.25000000 N N N N N SES SA 5493008JPA4HYMH1HX51 78413HAB5 820000.00000000 PA USD 633197.34000000 0.066750670835 Long DBT CORP LU N 2 2043-04-04 Fixed 5.30000000 N N N N N N GATES GLOBAL LLC 984500F43C791F4C7894 36740UAY8 1995000.00000000 PA USD 2000895.23000000 0.210931238078 Long LON CORP US N 2 2031-06-04 Floating 7.09500000 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AH5 4000000.00000000 PA USD 4007234.52000000 0.422436380427 Long DBT CORP US N 2 2025-04-23 Fixed 5.37500000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KBE5 2000000.00000000 PA USD 2011632.22000000 0.212063114730 Long DBT CORP US N 2 2026-09-09 Fixed 5.80700000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAP4 2000000.00000000 PA USD 2227604.00000000 0.234830521170 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 4377192.50000000 0.461436770646 Long ABS-MBS CORP BM N 2 2033-07-25 Floating 8.24500000 N N N N N N HLTN Commercial Mortgage Trust 2024-DPLO N/A 40424UAG2 1410000.00000000 PA USD 1418033.62000000 0.149486880981 Long ABS-MBS CORP US N 2 2041-06-15 Floating 8.43600000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEH5 916000.00000000 PA USD 987462.83000000 0.104096783362 Long DBT CORP US N 2 2035-04-22 Fixed 5.76600000 N N N N N N ENACT HOLDINGS INC 9845003CA5664B741N19 29249EAA7 5120000.00000000 PA USD 5318886.09000000 0.560708632487 Long DBT CORP US N 2 2029-05-28 Fixed 6.25000000 N N N N N N BRUNSWICK CORP YM4O38W15AX4YLLQKU27 117043AW9 2961000.00000000 PA USD 3057816.85000000 0.322350258183 Long DBT CORP US N 2 2029-03-18 Fixed 5.85000000 N N N N N KYNDRYL HOLDINGS INC 549300LQ4LWX2R8ZV130 50155QAN0 3135000.00000000 PA USD 3352889.24000000 0.353456326913 Long DBT CORP US N 2 2034-02-20 Fixed 6.35000000 N N N N N N CLOUD SOFTWARE GRP INC 04EEB871XLHVNY4RZJ65 18912UAA0 2325000.00000000 PA USD 2367943.17000000 0.249624856443 Long DBT CORP US N 2 2029-09-30 Fixed 9.00000000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AF0 2274000.00000000 PA USD 2117727.76000000 0.223247540217 Long DBT CORP US N 2 2031-01-15 Fixed 4.37500000 N N N N N Theorem Funding Trust N/A 88339FAB9 2810000.00000000 PA USD 2909719.03000000 0.306738018191 Long ABS-O CORP US N 2 2028-12-15 Fixed 9.27000000 N N N N N N Extended Stay America Trust N/A 30227FAJ9 4655659.74000000 PA USD 4671405.18000000 0.492452210096 Long ABS-MBS CORP US N 2 2038-07-15 Floating 7.46100000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 262.00000000 NC USD -146156.63000000 -0.01540760278 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Ultra Long-Term U.S. Treasury Bond Futures WNZ4 Comdty 2024-12-19 35016719.13000000 USD -146156.63000000 N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AR4 2870000.00000000 PA USD 3024792.99000000 0.318868934638 Long DBT CORP US N 2 2033-10-15 Fixed 5.95000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 225313AQ8 3974000.00000000 PA USD 4242911.92000000 0.447281122432 Long DBT CORP FR N 2 2035-01-10 Fixed 6.25100000 N N N N N N TAPESTRY INC 549300LJNVY5SW3VTN33 876030AD9 2912000.00000000 PA USD 3061361.95000000 0.322723977067 Long DBT CORP US N 2 2028-11-27 Fixed 7.35000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAK0 1516000.00000000 PA USD 1585402.69000000 0.167130665934 Long DBT CORP US N 2 2034-05-20 Fixed 6.00000000 N N N N N N HAT HOLDINGS I LLC/HAT N/A 418751AD5 2690000.00000000 PA USD 2431082.66000000 0.256280922487 Long DBT CORP US N 2 2030-09-15 Fixed 3.75000000 N N N N N Neighborly Issuer LLC N/A 64016NAE7 852025.00000000 PA USD 878607.41000000 0.092621415653 Long ABS-O CORP US N 2 2053-01-30 Fixed 7.30800000 N N N N N N MIDAS OPCO HOLDINGS LLC 984500904E015Z0C1F82 59565JAA9 2500000.00000000 PA USD 2418971.20000000 0.255004151363 Long DBT CORP US N 2 2029-08-15 Fixed 5.62500000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAF4 2585000.00000000 PA USD 2252128.65000000 0.237415871323 Long DBT US N 2 2031-06-01 Fixed 2.55000000 N N N N N N LHOME Mortgage Trust N/A 50205TAA2 1080000.00000000 PA USD 1105293.92000000 0.116518352131 Long ABS-MBS CORP US N 2 2028-08-25 Variable 8.00000000 N N N N N N SONIC AUTOMOTIVE INC 549300NTLRGJ2JCBZU03 83545GBD3 2535000.00000000 PA USD 2382102.24000000 0.251117483404 Long DBT CORP US N 2 2029-11-15 Fixed 4.62500000 N N N N N Prodigy Finance Designated Activity Co 635400HTAZNW3LYYMQ40 742857AA3 617217.87000000 PA USD 626029.15000000 0.065995011484 Long ABS-O CORP IE N 2 2051-07-25 Floating 10.86900000 N N N N N N Fannie Mae - CAS N/A 20754RAJ5 4456839.00000000 PA USD 4734305.31000000 0.499083043184 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 11.28000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADC8 2311000.00000000 PA USD 2380408.07000000 0.250938886659 Long DBT CORP US N 2 2029-06-24 Fixed 5.30000000 N N N N N FERRELLGAS LP/FERRELLGAS N/A 315289AC2 2097000.00000000 PA USD 1964091.83000000 0.207051481352 Long DBT CORP US N 2 2029-04-01 Fixed 5.87500000 N N N N N N CI FINANCIAL CORP 549300M9W7JJQSVCEM78 125491AN0 4513000.00000000 PA USD 3825814.79000000 0.403311396926 Long DBT CORP CA N 2 2030-12-17 Fixed 3.20000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBP4 1655000.00000000 PA USD 1489747.77000000 0.157046874238 Long DBT CORP US N 2 2028-11-02 Fixed 2.20000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAH4 5841000.00000000 PA USD 5836377.90000000 0.615261807757 Long DBT CORP US N 2 2024-12-15 Fixed 5.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -7.00000000 NC USD 5678.61000000 0.000598630163 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10 Year U.S. Treasury Notes Futures UXYZ4 Comdty 2024-12-19 -833756.74000000 USD 5678.61000000 N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAV1 850000.00000000 PA USD 936916.08000000 0.098768224226 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 1385299.13000000 PA USD 1373483.22000000 0.144790447661 Long ABS-O CORP US N 2 2049-04-20 Fixed 4.64100000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAX9 4026000.00000000 PA USD 3463872.17000000 0.365155973391 Long DBT CORP US N 2 2031-03-01 Fixed 2.50000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAN0 1198000.00000000 PA USD 1194574.81000000 0.125930203577 Long DBT CORP US N 2 2030-01-15 Fixed 4.30000000 N N N N N N Mosaic Solar Loans LLC N/A 61946NAB4 82119.38000000 PA USD 72500.07000000 0.007642843711 Long ABS-O CORP US N 2 2046-04-20 Fixed 3.10000000 N N N N N N Medline Borrower LP 254900QT3R363TVK6F09 58503UAE3 1990000.00000000 PA USD 1992965.10000000 0.210095256207 Long LON CORP US N 2 2028-10-23 Floating 7.59500000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBM2 1618000.00000000 PA USD 1880059.37000000 0.198192911167 Long DBT CORP KY N 2 2032-12-01 Fixed 9.62500000 N N N N N N Sonic Capital LLC N/A 83546DAG3 2866949.17000000 PA USD 2786243.69000000 0.293721441437 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 3597030.50000000 PA USD 3405962.35000000 0.359051210959 Long ABS-O CORP US N 2 2049-11-22 Fixed 5.60000000 N N N N N N CLEAR CHANNEL OUTDOOR HO N/A 18453HAF3 1905000.00000000 PA USD 1993651.08000000 0.210167571143 Long DBT CORP US N 2 2030-04-01 Fixed 7.87500000 N N N N N N MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01 5493002KQF9IH3CTQZ40 62548QAD3 3080744.21000000 PA USD 3125187.95000000 0.329452413918 Long ABS-MBS CORP US N 2 2050-03-25 Floating 9.14500000 N N N N N N TPG OPERATING GROUP II 2549001H9RJQNZT7MU11 872652AA0 3760000.00000000 PA USD 4012301.90000000 0.422970575682 Long DBT CORP US N 2 2034-03-05 Fixed 5.87500000 N N N N N CLARIV SCI HLD CORP N/A 18064PAD1 1700000.00000000 PA USD 1636751.33000000 0.172543759057 Long DBT CORP US N 2 2029-07-01 Fixed 4.87500000 N N N N N N Calvert Ultra-Short Investment Grade Etf 549300RQT9YNL0GPOP12 61774R601 50000.00000000 NS USD 2535000.00000000 0.267235725545 Long EC RF US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384BY39 1067884.82000000 PA USD 1152668.41000000 0.121512496591 Long ABS-MBS USGA US N 2 2053-07-20 Floating 2.62600000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 585.00000000 NC USD 40912.90000000 0.004312973773 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVZ4 Comdty 2024-12-31 64240532.71000000 USD 40912.90000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 1054.00000000 NC USD 409370.95000000 0.043155243724 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUZ4 Comdty 2024-12-31 219077895.20000000 USD 409370.95000000 N N N ServiceMaster Brands N/A 81761TAC9 1317235.77000000 PA USD 1167446.70000000 0.123070400753 Long ABS-O CORP US N 2 2051-01-30 Fixed 3.33700000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DA5 3029000.00000000 PA USD 2580555.25000000 0.272038088577 Long DBT CORP US N 2 2032-02-12 Fixed 3.25000000 N N N N N N RAIZEN FUELS FINANCE 52990010NH26VC32Q522 75102XAB2 937000.00000000 PA USD 992321.42000000 0.104608968302 Long DBT CORP LU N 2 2034-03-05 Fixed 6.45000000 N N N N N N PLAYTIKA HOLDING CORP 254900E35Z4TKA4UFG64 72815LAA5 2610000.00000000 PA USD 2397536.60000000 0.252744549437 Long DBT CORP US N 2 2029-03-15 Fixed 4.25000000 N N N N N N UK Logisitics 635400H22JMICKOJRJ36 000000000 1300000.00000000 PA 1732777.74000000 0.182666712646 Long ABS-MBS CORP GB N 2 2034-05-17 Floating 8.98000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384BXQ9 832000.00000000 PA USD 881907.64000000 0.092969320725 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 6.00000000 N N N N N N AIRCASTLE / IRELAND DAC N/A 00929JAA4 5806000.00000000 PA USD 5972637.25000000 0.629626054802 Long DBT CORP BM N 2 2031-10-01 Fixed 5.75000000 N N N N N N Fannie Mae - CAS N/A 20753MAE8 890716.57000000 PA USD 950960.90000000 0.100248807130 Long ABS-MBS USGSE US N 2 2031-09-25 Floating 9.49500000 N N N N N N Pagaya AI Debt Selection Trust N/A 69546RAC0 3963939.84000000 PA USD 3791355.85000000 0.399678789497 Long ABS-O CORP US N 2 2029-05-15 Fixed 3.27000000 N N N N N N ZEGONA FINANCE PLC 254900B3KC1SS7T2TE92 98927UAA5 2000000.00000000 PA USD 2138750.00000000 0.225463671799 Long DBT CORP GB N 2 2029-07-15 Fixed 8.62500000 N N N N N N AP MOLLER-MAERSK A/S 549300D2K6PKKKXVNN73 00203QAF4 2500000.00000000 PA USD 2678282.58000000 0.282340350486 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 213452.07000000 0.022501782562 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 3714134.00000000 0.391538183141 Long DBT CORP US N 2 2025-02-15 Fixed 7.62500000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAV3 1171000.00000000 PA USD 1079980.04000000 0.113849802589 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 1190625.00000000 PA USD 1164032.75000000 0.122710507497 Long ABS-O CORP US N 2 2049-10-20 Fixed 3.98100000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAL1 3191000.00000000 PA USD 3319966.47000000 0.349985660117 Long DBT CORP GB N 2 2034-03-26 Fixed 5.30000000 N N N N N N Banc of America Merrill Lynch Large Loan Inc N/A 05492PAN8 4545000.00000000 PA USD 1002345.66000000 0.105665707967 Long ABS-MBS CORP US N 2 2032-11-05 Variable 3.84300000 N N N N N N Sunrun Issuer N/A 86773PAA6 340680.44000000 PA USD 323915.25000000 0.034146637810 Long ABS-O CORP US N 2 2054-06-30 Fixed 3.98000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBC6 5468000.00000000 PA USD 4859191.62000000 0.512248362183 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAF2 2460000.00000000 PA USD 2405990.70000000 0.253635767404 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 2367000.00000000 PA USD 2564258.73000000 0.270320134989 Long DBT CORP US N 2 2030-03-06 Fixed 7.35000000 N N N N N N TAPESTRY INC 549300LJNVY5SW3VTN33 876030AC1 270000.00000000 PA USD 279449.98000000 0.029459178760 Long DBT CORP US N 2 2026-11-27 Fixed 7.00000000 N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBW1 6336000.00000000 PA USD 6495198.53000000 0.684713645651 Long DBT CORP FR N 2 2030-01-19 Fixed 5.63400000 N N N N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 04273WAF8 2144000.00000000 PA USD 2178347.37000000 0.229637964462 Long DBT CORP US N 2 2029-08-21 Fixed 5.15000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3Q2 2053000.00000000 PA USD 2126905.86000000 0.224215081129 Long DBT CORP US N 2 2029-01-09 Fixed 5.58300000 N N N N N N CAPITAL ONE NA 207ALC1P1YM0OVDV0K75 14042TCT2 3425000.00000000 PA USD 3391673.59000000 0.357544912282 Long DBT CORP US N 2 2026-01-28 Fixed 2.28000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384BS69 832000.00000000 PA USD 881809.34000000 0.092958958093 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 3666641.31000000 0.386531578222 Long DBT US N 2 2031-02-01 Fixed 3.37500000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HBD6 4400000.00000000 PA USD 4713656.46000000 0.496906273791 Long DBT CORP ES N 2 2034-03-14 Fixed 6.35000000 N N N N N N Focus Brands Funding LLC N/A 34417MAB3 2153655.00000000 PA USD 2147976.89000000 0.226436356076 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 703694.33000000 0.074182352994 Long ABS-O CORP US N 2 2049-04-15 Fixed 3.47500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397D42 1083000.00000000 PA USD 1167380.21000000 0.123063391481 Long DBT CORP US N 2 2030-06-10 Fixed 7.20000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BK0 1726000.00000000 PA USD 1657717.39000000 0.174753968231 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 3459762.23000000 0.364722709960 Long DBT CORP US N 2 2031-03-01 Fixed 3.87500000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKJ0 4900000.00000000 PA USD 3602799.24000000 0.379801447296 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90352JAC7 1685000.00000000 PA USD 1672372.00000000 0.176298834241 Long DBT CORP CH N 2 2028-03-23 Fixed 4.25300000 N N N N N N SERVPRO MASTER ISSUER, LLC N/A 817743AA5 4676775.00000000 PA USD 4567740.67000000 0.481524059980 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 3022428.39000000 0.318619662213 Long DBT CORP US N 2 2025-06-26 Fixed 5.80000000 N N N N N N FORTREA HOLDINGS INC 5493000FIVFABOVCDU97 34965KAA5 2000000.00000000 PA USD 2015630.12000000 0.212484567080 Long DBT CORP US N 2 2030-07-01 Fixed 7.50000000 N N N N N N LA CONSTRUCCION SA 254900IMQ8BOPW9UKX13 000000000 2962000.00000000 PA USD 2741331.00000000 0.288986816073 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 1354399.48000000 PA USD 1274804.13000000 0.134387852705 Long ABS-O CORP US N 2 2026-12-15 None 0.00000000 N N N N N N UBS AG STAMFORD CT 254900R882POXXVAK772 22550L2L4 3500000.00000000 PA USD 3527407.10000000 0.371853726099 Long DBT CORP CH N 2 2025-01-09 Fixed 7.95000000 N N N N N N Calvert Floating-Rate Advantage Fund 549300GG1YFY0YH1UJ86 13161X865 1686261.32000000 NS USD 15092038.80000000 1.590979068512 Long EC RF US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912797LD7 39938000.00000000 PA USD 39711555.93000000 4.186329965086 Long STIV UST US N 2 2024-11-14 None 0.00000000 N N N N N N SEASPAN CORP 5493007Z8Q1H45KT7W98 81254UAK2 2150000.00000000 PA USD 2049679.28000000 0.216073976144 Long DBT CORP MH N 2 2029-08-01 Fixed 5.50000000 N N N N N N BROOKFIELD FINANCE INC 549300XH8D8K6OYWGD17 11271LAM4 3734000.00000000 PA USD 3921078.29000000 0.413353925739 Long DBT CORP CA N 2 2035-01-15 Fixed 5.67500000 N N N N N N Sedgwick Claims Management Services Inc 549300BIN4DWJG5VWF64 81527CAP2 1994949.49000000 PA USD 1993702.65000000 0.210173007571 Long LON CORP US N 2 2031-07-31 Floating 8.25200000 N N N N N N GLOBAL ATLANTIC FIN CO N/A 37959GAG2 2930000.00000000 PA USD 3065752.76000000 0.323186849373 Long DBT CORP US N 2 2054-10-15 Fixed 7.95000000 N N N N N N Morgan Stanley & Co. LLC 549300BI6Y5SI6BYPB26 61747C707 17083241.90000000 NS USD 17083241.90000000 1.800888577442 Long STIV RF US N 1 N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEV4 1851000.00000000 PA USD 1916395.18000000 0.202023375289 Long DBT CORP US N 2 2034-04-04 Fixed 5.95000000 N N N N N HA SUSTAINABLE INF CAP 254900ZZRL7MWL1X8E92 41068XAE0 8694000.00000000 PA USD 8903549.83000000 0.938598263807 Long DBT CORP US N 2 2034-07-01 Fixed 6.37500000 N N N N N N HUB INTERNATIONAL LIMITED 549300JQT6ATTUNS5E06 44332EAY2 1990012.47000000 PA USD 1989391.59000000 0.209718542385 Long LON CORP US N 2 2030-06-20 Floating 8.22500000 N N N N N N CALVERT IMPACT CAPITAL NOTE N/A 000000000 1000000.00000000 PA USD 1015060.00000000 0.107006033756 Long DBT CORP US N 2 2028-12-15 Fixed 5.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLV9 4570000.00000000 PA USD 4707496.54000000 0.496256904682 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 2058740.04000000 0.217029147257 Long DBT CORP US N 2 2043-01-15 Fixed 4.75000000 N N N N N N ServiceMaster Brands N/A 81761TAA3 615752.81000000 PA USD 569642.90000000 0.060050861413 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 1852956.62000000 PA USD 1571753.04000000 0.165691741231 Long ABS-O CORP US N 2 2048-07-20 Fixed 2.01000000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 47233WEJ4 4267000.00000000 PA USD 4569764.77000000 0.481737437429 Long DBT CORP US N 2 2034-04-14 Fixed 6.20000000 N N N N N N AMERICAN AIRLINES/AADVAN N/A 00253XAA9 1895833.31000000 PA USD 1891979.99000000 0.199449564238 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 1656770.53000000 0.174654151734 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 3390603.76000000 0.357432132481 Long DBT CORP CH N 2 2031-02-10 Fixed 4.37500000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBT1 4300000.00000000 PA USD 4251097.78000000 0.448144062959 Long DBT CORP US N 2 2025-04-01 Fixed 2.50000000 N N N N N N ARCHES BUYER INC 2549009ADY4208OH2Y47 039524AA1 2000000.00000000 PA USD 1842202.60000000 0.194202109827 Long DBT CORP US N 2 2028-06-01 Fixed 4.25000000 N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEG7 865000.00000000 PA USD 908088.83000000 0.095729300727 Long DBT CORP US N 2 2030-04-22 Fixed 5.58100000 N N N N N N Freddie Mac - STACR 5493000ITBQFEOXM0S98 35566CBD6 900000.00000000 PA USD 973994.40000000 0.102676962588 Long ABS-MBS USGSE US N 2 2050-12-25 Floating 8.28000000 N N N N N N NUVEEN LLC N/A 67080LAD7 2216000.00000000 PA USD 2347884.60000000 0.247510313443 Long DBT CORP US N 2 2034-04-15 Fixed 5.85000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDX4 2055000.00000000 PA USD 2196047.53000000 0.231503887578 Long DBT CORP US N 2 2064-03-15 Fixed 5.50000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69547EAC8 4014526.92000000 PA USD 3896072.28000000 0.410717831370 Long ABS-O CORP US N 2 2029-08-15 Fixed 3.93000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDX1 6557000.00000000 PA USD 6991428.13000000 0.737025392078 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 1322646.65000000 0.139431336155 Long ABS-O CORP US N 2 2050-02-15 Fixed 4.43300000 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 26884UAE9 2645000.00000000 PA USD 2622457.96000000 0.276455406569 Long DBT US N 2 2028-04-15 Fixed 4.95000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83370RAD0 2864000.00000000 PA USD 2922411.28000000 0.308076015287 Long DBT CORP FR N 2 2034-03-25 Fixed 8.50000000 N N N N N N TERRAFORM POWER OPERATIN 5493000S2OLR3UT5BE13 88104LAG8 2793000.00000000 PA USD 2675465.25000000 0.282043351974 Long DBT CORP US N 2 2030-01-15 Fixed 4.75000000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAX7 1675000.00000000 PA USD 1843533.48000000 0.194342409110 Long DBT CORP US N 2 2032-06-01 Fixed 10.00000000 N N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 00135TAD6 2491000.00000000 PA USD 2666594.18000000 0.281108177683 Long DBT CORP IE N 2 2029-09-13 Fixed 6.60800000 N N N N N N Enviva Partners LP/Fin C 549300WH5VXDEFM5KR81 29415DAG4 177448.17000000 PA USD 209980.28000000 0.022135791903 Long LON CORP US N 2 2024-12-13 Floating 13.01600000 N N N N N N COPT DEFENSE PROP LP H0TWO5VRNEP6CQAWPX27 22003BAP1 3595000.00000000 PA USD 3012960.98000000 0.317621622694 Long DBT US N 2 2033-12-01 Fixed 2.90000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384AG64 716000.00000000 PA USD 758741.98000000 0.079985389951 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 2750121.77000000 0.289913525264 Long ABS-MBS CORP US N 2 2036-12-15 Floating 8.53500000 N N N N N N Freddie Mac - STACR 5493007ZK0X40BI7UF30 35564KDY2 1959000.00000000 PA USD 2316337.86000000 0.244184705572 Long ABS-MBS USGSE US N 2 2033-08-25 Floating 11.28000000 N N N N N N MASTEC INC 549300TMDIT8WREDOF45 576323AT6 4927000.00000000 PA USD 5146512.63000000 0.542537292586 Long DBT CORP US N 2 2029-06-15 Fixed 5.90000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -87110.06000000 -0.00918300595 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1950000.00000000 GBP 2519920.46000000 USD 2024-10-22 -87110.06000000 N N N UNITED STATES CELLULAR C 549300B164AZXESI6E03 911684702 33163.00000000 NS USD 779993.76000000 0.082225719279 Long EP CORP US N 1 N N N GLOBAL ATLANTIC FIN CO N/A 37959GAF4 4540000.00000000 PA USD 4835150.53000000 0.509713988168 Long DBT CORP US N 2 2054-03-15 Fixed 6.75000000 N N N N N N Lumen Technologies Inc 8M3THTGWLTYZVE6BBY25 55024EAF2 680330.85000000 PA USD 600391.98000000 0.063292381217 Long LON CORP US N 2 2029-04-15 Floating 7.31900000 N N N N N N DELTA AIR LINES/SKYMILES N/A 830867AB3 2475000.00000000 PA USD 2472800.37000000 0.260678738069 Long DBT CORP XX N 2 2028-10-20 Fixed 4.75000000 N N N N N N APTIV PLC / GLOBAL FIN N/A 03837AAB6 1374000.00000000 PA USD 1353408.43000000 0.142674194773 Long DBT CORP JE N 2 2034-09-13 Fixed 5.15000000 N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565AM34 1714000.00000000 PA USD 1809882.87000000 0.190795014562 Long DBT CORP FR N 2 2029-08-16 Fixed 7.75000000 N N N N N Sunnova Sol Issuer,LLC N/A 86745PAB9 814319.44000000 PA USD 652819.94000000 0.068819254562 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 2463701.29000000 0.259719527321 Long DBT CORP US N 2 2025-12-10 Fixed 4.00000000 N N N N N N BROADSTONE NET LEASE LLC 54930089IBT6J4WBTI50 11135EAA2 2073000.00000000 PA USD 1747854.78000000 0.184256110564 Long DBT US N 2 2031-09-15 Fixed 2.60000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJJ0 1986000.00000000 PA USD 2119140.25000000 0.223396442698 Long DBT CORP US N 2 2033-10-21 Fixed 5.85000000 N N N N N N USI INC 2549006D7UF7072T7I27 90351NAP0 1990000.00000000 PA USD 1986445.86000000 0.209408008147 Long LON CORP US N 2 2029-11-22 Floating 7.35400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HCP71 1322574.11000000 PA USD 1428975.33000000 0.150640338895 Long ABS-MBS USGSE US N 2 2054-05-25 Fixed 6.00000000 N Y N N N N Solarcity LMC Series LLC 54930080F5ME65CO1C91 83417BAA6 212061.38000000 PA USD 206955.15000000 0.021816887442 Long ABS-O CORP US N 2 2038-11-20 Fixed 4.80000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 0641598V1 3140000.00000000 PA USD 3371913.74000000 0.355461859876 Long DBT CORP CA N 2 2084-01-27 Fixed 8.00000000 N N N N N N Retained Vantage Data Centers Issuer, LLC 254900N4NW6XZ9B4HM15 000000000 3274000.00000000 PA 2406181.45000000 0.253655875970 Long ABS-O CORP US N 2 2048-09-15 Fixed 5.25000000 N N N N N N WENDYS FUNDING LLC 5493009DRVSTWJOXUL48 95058XAE8 1957993.57000000 PA USD 1903310.14000000 0.200643970887 Long ABS-O CORP US N 2 2048-03-15 Fixed 3.88400000 N N N N N N Alliant Holdings Intermediate, LLC 5493006Q26653NF8SI73 01881UAM7 1994974.87000000 PA USD 1986191.00000000 0.209381141205 Long LON CORP US N 2 2031-09-19 Floating 7.96500000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 65138.13000000 0.006866759538 N/A DFE BR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 4658051.88000000 USD 25789444.00000000 BRL 2024-10-22 65138.13000000 N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBW9 8000000.00000000 PA USD 7379066.32000000 0.777889602317 Long DBT CORP US N 2 2028-06-15 Fixed 1.90000000 N N N N N N WASH MULTIFAM ACQ INC 549300AS7PRY5PHG6L12 93710WAA3 2250000.00000000 PA USD 2239824.15000000 0.236118750224 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 2553236.31000000 0.269158168754 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 3785080.27000000 0.399017227692 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 1138048.75000000 0.119971314955 Long ABS-MBS CORP US N 2 2025-01-09 Floating 9.04100000 N N N N N N KITE REALTY GROUP LP 549300X6R2GYI8Y3OD81 49803XAE3 1545000.00000000 PA USD 1592683.57000000 0.167898204888 Long DBT US N 2 2034-03-01 Fixed 5.50000000 N N N N N N ESSENT GROUP LTD 254900QUO860OUT6ZF83 29669JAA7 4459000.00000000 PA USD 4654022.35000000 0.490619739411 Long DBT CORP BM N 2 2029-07-01 Fixed 6.25000000 N N N N N N Sunnova Sol Issuer,LLC N/A 86745NAB4 4030609.02000000 PA USD 3327559.16000000 0.350786069592 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 72800000.00000000 PA 3652090.20000000 0.384997623019 Long DBT NUSS XX N 2 2026-04-06 Fixed 8.50000000 N N N N N N VIDEOTRON LTD 549300LW4GNJRBECSD81 92660FAN4 3200000.00000000 PA USD 3056007.04000000 0.322159470850 Long DBT CORP CA N 2 2029-06-15 Fixed 3.62500000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAC8 3153000.00000000 PA USD 3519781.52000000 0.371049849411 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 796608.38000000 0.083977206471 Long ABS-MBS USGA US N 2 2053-06-20 Fixed 6.00000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -58.22000000 -0.00000613746 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 14324.00000000 CAD 10538.16000000 USD 2024-10-22 -58.22000000 N N N Les Schwab Tire Centers N/A 50220KAC8 1995000.00000000 PA USD 1998116.19000000 0.210638276039 Long LON CORP US N 2 2031-04-23 Floating 7.84500000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -33.00000000 NC USD -5181.66000000 -0.00054624247 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 10 Year U.S. Treasury Notes TYZ4 Comdty 2024-12-19 -3766099.59000000 USD -5181.66000000 N N N Enact Mortgage Insurance Corporation N/A 89600HAG4 2202000.00000000 PA USD 2266757.96000000 0.238958070247 Long ABS-MBS CORP BM N 2 2034-02-25 Floating 10.23000000 N N N N N N APTIV PLC / GLOBAL FIN N/A 03837AAA8 1616000.00000000 PA USD 1609217.07000000 0.169641140537 Long DBT CORP JE N 2 2029-09-13 Fixed 4.65000000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DJ6 3000000.00000000 PA USD 3160690.02000000 0.333194986477 Long DBT CORP US N 2 2028-10-27 Fixed 6.36100000 N N N N N N KEYCORP RKPI3RZGV1V1FJTH5T61 49326EEL3 3217000.00000000 PA USD 3222274.59000000 0.339687135292 Long DBT CORP US N 2 2025-05-23 Variable 6.27700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384GBJ8 855000.00000000 PA USD 891863.97000000 0.094018901424 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 4100767.56000000 PA USD 3308360.25000000 0.348762150601 Long ABS-O CORP US N 2 2047-06-20 Fixed 7.25000000 N N N N N N Dynasty Acquisition Co Inc 549300WM2IKMXZ5LGL49 26812CAL0 553772.41000000 PA USD 554829.56000000 0.058489262335 Long LON CORP CA N 2 2028-08-24 Floating 8.34500000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BT0 8895000.00000000 PA USD 6814172.28000000 0.718339358279 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 49327M3H5 3116000.00000000 PA USD 3088837.77000000 0.325620434934 Long DBT CORP US N 2 2033-01-26 Fixed 5.00000000 N N N N N Eagle Re Ltd N/A 26982AAC8 2810000.00000000 PA USD 2851040.33000000 0.300552201635 Long ABS-MBS CORP BM N 2 2034-04-25 Floating 8.73000000 N N N N N N Helios Issuer, LLC N/A 86746EAB3 1637228.43000000 PA USD 949629.00000000 0.100108400321 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 1108865.23000000 0.116894834032 Long DBT CORP US N 2 2044-03-25 Fixed 5.30000000 N N N N N N RAIZEN FUELS FINANCE 52990010NH26VC32Q522 75102XAC0 607000.00000000 PA USD 648251.11000000 0.068337615667 Long DBT CORP LU N 2 2054-03-05 Fixed 6.95000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 20754KAF8 542857.00000000 PA USD 561825.24000000 0.059226735953 Long ABS-MBS USGSE US N 2 2041-11-25 Floating 8.58000000 N N N N N N Horizon Aircraft Finance N/A 43990EAA9 3200000.00000000 PA USD 3201014.72000000 0.337445953128 Long ABS-O CORP KY N 2 2049-09-15 Fixed 5.37500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397D67 615000.00000000 PA USD 665097.38000000 0.070113523038 Long DBT CORP US N 2 2033-11-07 Fixed 7.12200000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3C5 5000000.00000000 PA USD 4992489.50000000 0.526300415704 Long DBT CORP US N 2 2026-08-15 Fixed 4.54000000 N N N N N N COMPASS MINERALS INTERNA 2549008X9G8XP7YJGC47 20451NAG6 1576000.00000000 PA USD 1569950.52000000 0.165501722399 Long DBT CORP US N 2 2027-12-01 Fixed 6.75000000 N N N N N BELLEMEADE RE LT N/A 078777AC3 2894582.01000000 PA USD 2899347.94000000 0.305644714143 Long ABS-MBS CORP US N 2 2031-09-25 Floating 6.68000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QTYX1 4091888.72000000 PA USD 4091910.20000000 0.431362757855 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 5.00000000 N N N N N N ICON INVESTMENTS SIX DAC 635400FQ1M7J2CHLAS59 45115AAA2 2050000.00000000 PA USD 2115714.62000000 0.223035318155 Long DBT CORP IE N 2 2027-05-08 Fixed 5.80900000 N N N N N N UMBS, TBA N/A 01F0506A9 83952911.00000000 PA USD 83900444.63000000 8.844653331080 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.00000000 N N N N N N CLEARWAY ENERGY OP LLC 549300Z3NFMM54NWBB87 18539UAE5 1129000.00000000 PA USD 1022549.30000000 0.107795544020 Long DBT CORP US N 2 2032-01-15 Fixed 3.75000000 N N N N N N Fannie Mae - CAS N/A 20754JAC8 1703063.13000000 PA USD 1779175.06000000 0.187557845377 Long ABS-MBS USGSE US N 2 2039-09-25 Floating 9.14500000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBM5 6851000.00000000 PA USD 6482900.22000000 0.683417177093 Long DBT CORP US N 2 2051-12-15 Fixed 4.12500000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513CH6 4698000.00000000 PA USD 5137924.62000000 0.541631958037 Long DBT CORP US N 2 2034-08-24 Fixed 6.13600000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJZ5 241000.00000000 PA USD 245198.67000000 0.025848459361 Long DBT UST US N 2 2034-02-15 Fixed 4.00000000 N N N N N N LUNAR AIRCRAFT 2020-1 LIMITED N/A 55037LAB0 256230.75000000 PA USD 244359.94000000 0.025760041759 Long ABS-O CORP US N 2 2045-02-15 Fixed 4.33500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NN7 2336000.00000000 PA USD 2189376.10000000 0.230800595887 Long DBT CORP US N 2 2033-03-17 Fixed 3.78500000 N N N N N N Goddard Funding LLC N/A 380241AC3 3287000.00000000 PA USD 3364626.45000000 0.354693645189 Long ABS-O CORP US N 2 2054-10-30 Fixed 6.83400000 N N N N N N RAIZEN FUELS FINANCE 52990010NH26VC32Q522 75102XAD8 530000.00000000 PA USD 530927.50000000 0.055969544644 Long DBT CORP LU N 2 2035-01-17 Fixed 5.70000000 N N N N N N TERRAFORM GLOBAL OPERATI 549300LC7QMVR79H5O86 88104UAC7 2795000.00000000 PA USD 2799785.04000000 0.295148949323 Long DBT CORP US N 2 2026-03-01 Fixed 6.12500000 N N N N N N Coinstar Funding, LLC N/A 19260MAA4 2467150.00000000 PA USD 2196200.19000000 0.231519980756 Long ABS-O CORP US N 2 2047-04-25 Fixed 5.21600000 N N N N N N Multifamily Connecticut Avenue Securities 549300HG8ZEWVWVSN227 62547NAB5 2441366.31000000 PA USD 2459256.15000000 0.259250927632 Long ABS-MBS CORP US N 2 2049-10-25 Floating 8.64500000 N N N N N N PATTERN ENERGY OP LP/PAT N/A 70339PAA7 1744000.00000000 PA USD 1688502.08000000 0.177999241985 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 3490518.15000000 0.367964950826 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 600726.97000000 PA USD 554998.43000000 0.058507064346 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 1046892.80000000 0.110361797623 Long EP CORP BM N 1 N N N CVS Pass-Through Trust N/A 126650BP4 1198008.60000000 PA USD 1218707.00000000 0.128474181211 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 7478794.96000000 0.788402839188 Long DBT CORP CA N 2 2082-10-31 Fixed 8.12500000 N N N N N N 2024-10-25 CALVERT FUND James Kirchner James Kirchner Treasurer