NPORT-P false 0000701039 XXXXXXXX S000005150 C000014105 C000014104 C000211120 C000014103 The Calvert Fund 811-03416 0000701039 549300SAFDT1VZ80RP53 2050 M Street NW STE 1000N Washington 20036 202-238-2200 Calvert Short Duration Income Fund S000005150 549300KRHGOWQEB8SR45 2025-09-30 2024-12-31 N 2762952999.48 251498036.52 2511454962.96 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 202930959.87000000 0.00000000 0.00000000 4123672.50000000 USD UST BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKP3 22876000.00000000 PA USD 22636974.17000000 0.901348999040 Long DBT CORP US N 2 2028-04-27 Fixed 4.37600000 N N N N N N Octane Receivables Trust N/A 67571BAA1 1301913.29000000 PA USD 1308100.76000000 0.052085375978 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 2933857.44000000 PA USD 2443841.64000000 0.097307802689 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 16504319.24000000 0.657161664589 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 4663909.31000000 0.185705472675 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 7122749.72000000 0.283610489737 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 4663236.38000000 0.185678678247 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 3712305.91000000 0.147814950486 Long DBT CORP US N 2 2031-09-13 Fixed 2.62500000 N N N N N N Octane Receivables Trust N/A 67571GAB8 6150000.00000000 PA USD 6162603.81000000 0.245379825674 Long ABS-O CORP US N 2 2030-05-20 Fixed 4.94000000 N N N N N N MAREX GROUP PLC 549300DWX0SVICJAL507 566539AA0 4453000.00000000 PA USD 4500143.06000000 0.179184700755 Long DBT CORP GB N 2 2029-11-04 Fixed 6.40400000 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00084DBD1 7900000.00000000 PA USD 7886228.48000000 0.314010348435 Long DBT CORP NL N 2 2028-12-03 Fixed 4.98800000 N N N N N N NRZ Excess Spread Collateralized Notes N/A 65246QAA7 3929853.59000000 PA USD 3764143.45000000 0.149878994667 Long ABS-O CORP US N 2 2026-11-25 Fixed 3.47400000 N N N N N N AmWINS Group Inc 549300SJE7MUB8NMRG61 03234TAW8 3969011.20000000 PA USD 3985661.20000000 0.158699290203 Long LON CORP US N 2 2028-02-19 Floating 6.72100000 N N N N N N TEXAS CAPITAL BANCSHARES 549300466Q2SXRX0YM48 88224QAA5 3909000.00000000 PA USD 3755914.26000000 0.149551328428 Long DBT CORP US N 2 2031-05-06 Fixed 4.00000000 N N N N N N INFORMATICA LLC 5493007SV33RZV7RPS40 45673YAL0 4000000.00000000 PA USD 4025000.00000000 0.160265665097 Long LON CORP US N 2 2028-10-27 None 0.00000000 N N N N N N Lendbuzz Securitization Trust N/A 52609YAB7 6550000.00000000 PA USD 6551454.76000000 0.260862920363 Long ABS-O CORP US N 2 2029-10-15 Fixed 4.97000000 N N N N N N Fannie Mae - CAS N/A 20754WAC9 6160406.00000000 PA USD 6334757.81000000 0.252234577303 Long ABS-MBS USGSE US N 2 2040-01-25 Floating 7.68300000 N N N N N N Driven Brands Funding, LLC N/A 26209XAA9 1817394.45000000 PA USD 1744719.39000000 0.069470462967 Long ABS-O CORP US N 2 2050-07-20 Fixed 3.78600000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAY1 4400000.00000000 PA USD 4631158.09000000 0.184401399121 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 13930912.46000000 0.554694894611 Long DBT CORP NL N 2 2030-03-19 Fixed 5.33500000 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 26884UAB5 2385000.00000000 PA USD 2379383.11000000 0.094741221526 Long DBT US N 2 2025-04-01 Fixed 4.50000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46642MAG3 4200000.00000000 PA USD 527921.52000000 0.021020544974 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 10218202.80000000 0.406863867785 Long DBT CORP US N 2 2027-05-01 Fixed 5.12500000 N N N N N N ORL TRUST N/A 67120DAG0 3172000.00000000 PA USD 3183898.49000000 0.126775058161 Long ABS-MBS CORP US N 2 2039-12-15 Floating 7.29100000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAW4 11537000.00000000 PA USD 11823313.27000000 0.470775444687 Long DBT CORP US N 2 2028-11-15 Fixed 6.60000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAJ6 4512000.00000000 PA USD 4607223.96000000 0.183448400546 Long DBT US N 2 2028-04-01 Fixed 5.70000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBT6 470000.00000000 PA USD 489814.95000000 0.019503234468 Long DBT CORP US N 2 2029-06-13 Fixed 6.99200000 N N N N N N (Sunnova) Aurora I Issuer, LLC N/A 86746CAA9 2615887.30000000 PA USD 2258176.48000000 0.089915069682 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 2636630.87000000 0.104984198756 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 139443.85000000 PA USD 138258.31000000 0.005505108076 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 9903084.10000000 PA USD 9641344.60000000 0.383894783788 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 6738000.00000000 PA USD 6512310.89000000 0.259304307106 Long DBT CORP US N 2 2029-04-06 Fixed 4.30000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3V1 12000000.00000000 PA USD 12114448.56000000 0.482367740559 Long DBT CORP US N 2 2026-05-08 Fixed 5.62000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAR2 15882000.00000000 PA USD 15396785.84000000 0.613062390808 Long DBT CORP US N 2 2027-12-15 Fixed 4.25000000 N N N N N N AMERICAN NATIONAL GROUP 549300RK5RZQ740FPL83 025676AN7 4710000.00000000 PA USD 4719015.27000000 0.187899657353 Long DBT CORP US N 2 2029-10-01 Fixed 5.75000000 N N N N N N LHOME Mortgage Trust N/A 50204VAA8 3000000.00000000 PA USD 3059458.80000000 0.121820173768 Long ABS-MBS CORP US N 2 2028-11-25 Variable 7.62800000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBH4 6950000.00000000 PA USD 6609507.69000000 0.263174446186 Long DBT CORP FR N 2 2028-01-19 Fixed 2.79700000 N N N N N N Cologix Data Centers Issuer LLC N/A 19521UAC7 12235000.00000000 PA USD 11566813.62000000 0.460562255369 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 3389036.28000000 0.134943143714 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 3265816.73000000 0.130036842315 Long ABS-MBS CORP US N 2 2032-11-05 Variable 3.71900000 N N N N N N TERRAFORM POWER OPERATIN 5493000S2OLR3UT5BE13 88104LAE3 5000000.00000000 PA USD 4821237.00000000 0.191969876868 Long DBT CORP US N 2 2028-01-31 Fixed 5.00000000 N N N N N N TK Elevator US Newco Inc 549300C2AFWPAYWS5574 000000000 3980025.00000000 PA USD 4013875.11000000 0.159822699160 Long LON CORP US N 2 2030-04-30 Floating 8.58800000 N N N N N N Oportun Funding LLC N/A 68377WAA9 14478347.65000000 PA USD 14046664.13000000 0.559303843276 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 7069764.73000000 0.281500756902 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 3481429.30000000 0.138622008013 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 533969.65000000 PA USD 527639.92000000 0.021009332350 Long ABS-O CORP US N 2 2029-01-25 Fixed 3.00000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJS0 33000000.00000000 PA USD 32968857.57000000 1.312739350545 Long DBT CORP US N 2 2030-07-23 Fixed 5.10000000 N N N N N N SDR Commercial Mortgage Trust N/A 811304AE4 5313000.00000000 PA USD 5275832.91000000 0.210070775220 Long ABS-MBS CORP US N 2 2039-05-15 Floating 6.13800000 N N N N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAF0 8993460.00000000 PA USD 9046328.95000000 0.360202714498 Long ABS-O CORP US N 2 2054-06-05 Fixed 5.76500000 N N N N N N Reach Financial LLC N/A 75525AAB1 5000000.00000000 PA USD 5053979.00000000 0.201237094614 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 3703951.04000000 PA USD 3738218.88000000 0.148846741635 Long ABS-O CORP US N 2 2054-03-20 Floating 6.30500000 N N N N N N Vantage Data Centers LLC 5493000RL8X7WTQ7HO20 92212KAC0 10045000.00000000 PA USD 9174983.46000000 0.365325422725 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 1528584.39000000 PA USD 1359645.85000000 0.054137775514 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 1559848.72000000 0.062109364611 Long DBT CORP US N 2 2025-06-13 Fixed 4.87500000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAG9 11650000.00000000 PA USD 11768086.85000000 0.468576463586 Long DBT CORP ES N 2 2030-03-15 Fixed 5.67300000 N N N N N NIAGARA MOHAWK POWER 3T97Y9RR5EN5Y18QHB56 65364UAL0 6500000.00000000 PA USD 6297462.34000000 0.250749562818 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 303832.93000000 PA USD 301248.89000000 0.011994994711 Long ABS-O CORP US N 2 2029-02-26 Fixed 0.76000000 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAF6 8607000.00000000 PA USD 7985094.76000000 0.317946962130 Long DBT US N 2 2029-08-15 Fixed 3.75000000 N N N N N N Oportun Funding LLC N/A 68377GAA4 2442638.44000000 PA USD 2365195.08000000 0.094176288839 Long ABS-O CORP US N 2 2031-05-08 Fixed 1.47000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DR7 10464000.00000000 PA USD 11092657.97000000 0.441682535964 Long DBT CORP GB N 2 2028-11-03 Fixed 7.39000000 N N N N N N Neighborly Issuer LLC N/A 64016NAA5 6562000.00000000 PA USD 6056498.30000000 0.241154963530 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 17644788.45000000 0.702572361847 Long DBT CORP US N 2 2028-08-02 Fixed 6.60000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKT7 32800000.00000000 PA USD 32964418.20000000 1.312562585679 Long DBT UST US N 2 2029-05-31 Fixed 4.50000000 N N N N N N EquipmentShare N/A 22689LAA3 6397826.45000000 PA USD 6453821.51000000 0.256975402911 Long ABS-O CORP US N 2 2031-01-20 Fixed 6.05000000 N N N N N N BELLEMEADE RE LT N/A 078777AA7 5245000.00000000 PA USD 5255856.63000000 0.209275368561 Long ABS-MBS CORP US N 2 2031-09-25 Floating 5.56900000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AL7 3800000.00000000 PA USD 3605043.39000000 0.143544019031 Long DBT CORP US N 2 2029-11-01 Fixed 4.25000000 N N N N N N State Street Global Advisors 5493008BJIBKQ5KTIF74 857509301 35992185.00000000 NS USD 35992185.00000000 1.433120861445 Long STIV RF US N 1 N N DataBank Issuer LLC N/A 23802WAG6 6085000.00000000 PA USD 5757267.38000000 0.229240319452 Long ABS-O CORP US N 2 2051-10-25 Fixed 2.40000000 N N N N N N Newtek Small Business Loan Trust 2023-1 N/A 65254RAA4 5490795.18000000 PA USD 5552230.59000000 0.221076255472 Long ABS-O CORP US N 2 2050-07-25 Floating 7.00000000 N N N N N N DELTA AIR LINES/SKYMILES N/A 830867AA5 2842002.00000000 PA USD 2825072.36000000 0.112487478440 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 4091479.96000000 0.162912734663 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 3070913.89000000 PA USD 2325898.82000000 0.092611607785 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 8939145.60000000 PA USD 8959499.14000000 0.356745363629 Long ABS-MBS CORP US N 2 2038-07-15 Floating 6.21100000 N N N N N N KYNDRYL HOLDINGS INC 549300LQ4LWX2R8ZV130 50155QAL4 9850000.00000000 PA USD 8544097.84000000 0.340205098877 Long DBT CORP US N 2 2031-10-15 Fixed 3.15000000 N N N N N N GLS Auto Select Receivables Trust N/A 379924AC7 1339768.40000000 PA USD 1355397.33000000 0.053968609829 Long ABS-O CORP US N 2 2030-06-17 Fixed 5.58000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BU8 4025000.00000000 PA USD 4395263.73000000 0.175008662103 Long DBT CORP US N 2 2034-10-20 Fixed 6.87500000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 58503UAF0 3970050.00000000 PA USD 3988550.43000000 0.158814332282 Long LON CORP US N 2 2028-10-23 Floating 6.60700000 N N N N N N HYT Commercial Mortgage Trust 2024-RGCY N/A 449173AE3 4186000.00000000 PA USD 4197529.08000000 0.167135351495 Long ABS-MBS CORP US N 2 2041-09-15 Floating 7.23700000 N N N N N N Navigator Aviation Ltd 984500UF8C3O89B30652 63943DAA7 8442095.44000000 PA USD 8259088.54000000 0.328856724958 Long ABS-O CORP KY N 2 2049-08-15 Fixed 5.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HCV82 10190534.12000000 PA USD 10195957.01000000 0.405978094784 Long ABS-MBS USGSE US N 2 2054-05-25 Floating 5.66900000 N N N N N N Credit Suisse Mortgage Trust N/A 12659XAA4 1770566.04000000 PA USD 1639761.14000000 0.065291281913 Long ABS-MBS CORP US N 2 2026-08-15 Floating 8.22700000 N N N N N N GLS Auto Select Receivables Trust N/A 37988XAB1 4480382.03000000 PA USD 4504525.02000000 0.179359179696 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 9339544.90000000 0.371877857168 Long ABS-MBS CORP US N 2 2039-03-15 Floating 5.93900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383WQB5 14056387.46000000 PA USD 13851013.80000000 0.551513525198 Long ABS-MBS USGA US N 2 2041-09-20 Floating 4.58500000 N N N N N N Vantage Data Centers LLC 5493000RL8X7WTQ7HO20 92212KAD8 3661000.00000000 PA USD 3473063.66000000 0.138288908669 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 8309230.92000000 PA USD 8641056.73000000 0.344065764962 Long ABS-MBS USGSE US N 2 2039-10-25 Floating 8.08300000 N N N N N N TX Trust 24-HOU N/A 90216DAA0 4845000.00000000 PA USD 4840752.39000000 0.192746932013 Long ABS-MBS CORP US N 2 2039-06-15 Floating 5.98800000 N N N N N N Fannie Mae - CAS N/A 20754HAD0 2135022.86000000 PA USD 2233885.52000000 0.088947863009 Long ABS-MBS USGSE US N 2 2039-07-25 Floating 8.78300000 N N N N N N PK ALIFT LOAN FUNDING N/A 69291VAB0 4403682.06000000 PA USD 4433473.85000000 0.176530095716 Long ABS-O CORP US N 2 2039-09-15 Fixed 5.84200000 N N N N N N GLS Auto Select Receivables Trust N/A 36269EAB5 2882014.28000000 PA USD 2917171.40000000 0.116154637173 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 2877496.04000000 0.114574861283 Long DBT CORP US N 2 2030-10-29 Fixed 4.00000000 N N N N N N Horizon Aircraft Finance N/A 44040JAA6 2837163.71000000 PA USD 2639599.52000000 0.105102403145 Long ABS-O CORP KY N 2 2039-11-15 Fixed 3.42500000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46642MAJ7 1920000.00000000 PA USD 100438.08000000 0.003999198929 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 9306493.27000000 0.370561822021 Long ABS-MBS CORP US N 2 2036-09-15 Floating 6.16200000 N N N N N N Pnmac Gmsr Issuer Trust N/A 69354WAF3 4820000.00000000 PA USD 4891598.69000000 0.194771507438 Long ABS-O CORP US N 2 2027-05-25 Floating 8.81900000 N N N N N N AS MILEAGE PLAN IP LTD N/A 00218QAB6 2425000.00000000 PA USD 2369176.04000000 0.094334800939 Long DBT CORP KY N 2 2031-10-20 Fixed 5.30800000 N N N N N N Dominos Pizza Master Issuer LLC N/A 25755TAE0 5954550.00000000 PA USD 5938404.24000000 0.236452746618 Long ABS-O CORP US N 2 2045-10-25 Fixed 4.47400000 N N N N N N BX Trust N/A 05609VAG0 10284333.00000000 PA USD 10251119.75000000 0.408174540303 Long ABS-MBS CORP US N 2 2036-09-15 Floating 5.46200000 N N N N N N CALVERT IMPACT CAPITAL NOTE N/A 000000000 3500000.00000000 PA USD 3459925.00000000 0.137765759331 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 621230.06000000 PA USD 610626.16000000 0.024313641654 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 4345417.22000000 PA USD 4397175.48000000 0.175084783316 Long ABS-O CORP US N 2 2028-12-15 Fixed 6.18000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BZ7 500000.00000000 PA USD 496369.31000000 0.019764213068 Long DBT CORP US N 2 2035-07-23 Fixed 5.40100000 N N N N N N SYNCHRONY BANK 549300UATVPGSLE43Z27 87166FAD5 2775000.00000000 PA USD 2779205.82000000 0.110661184890 Long DBT CORP US N 2 2025-08-22 Fixed 5.40000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAD6 6715000.00000000 PA USD 6369849.27000000 0.253631833496 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 13729157.89000000 0.546661520611 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 10212274.99000000 0.406627836876 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 6019003.51000000 PA USD 5338939.78000000 0.212583536585 Long ABS-O CORP US N 2 2051-07-31 Fixed 2.21000000 N N N N N N Theorem Funding Trust N/A 882925AB6 11847000.00000000 PA USD 12206637.01000000 0.486038459380 Long ABS-O CORP US N 2 2029-04-15 Fixed 8.95000000 N N N N N N JW Commercial Mortgage Trust 2024-MRCO N/A 46657XAC0 5663000.00000000 PA USD 5684237.38000000 0.226332443298 Long ABS-MBS CORP US N 2 2039-06-15 Floating 6.33800000 N N N N N N Lendbuzz Securitization Trust N/A 525935AB8 6382422.46000000 PA USD 6453517.54000000 0.256963299568 Long ABS-O CORP US N 2 2029-08-15 Fixed 6.19000000 N N N N N N BLUE OWL CREDIT INCOME 5493003I42XBWPE05N35 09581CAA9 2425000.00000000 PA USD 2476374.64000000 0.098603187256 Long DBT CORP US N 2 2029-09-15 Fixed 6.60000000 N N N N N N GoodLeap Sustainable Home Improvement Loan Trust N/A 38237HAA5 1427221.51000000 PA USD 1130684.70000000 0.045021101977 Long ABS-O CORP US N 2 2048-10-20 Fixed 2.31000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AY2C6 3806929.46000000 PA USD 3644887.51000000 0.145130514532 Long ABS-MBS USGSE US N 2 2027-09-25 Variable 2.93500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHU8 21780000.00000000 PA USD 21823657.57000000 0.868964719330 Long DBT UST US N 2 2026-08-15 Fixed 4.37500000 N N N N N N FS Commerical Mortgage Trust 2023-4SZN N/A 30334RAA2 4304000.00000000 PA USD 4484339.75000000 0.178555451566 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 4103530.80000000 PA USD 4145277.25000000 0.165054811300 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 135203.16000000 PA USD 134109.46000000 0.005339911006 Long ABS-O CORP US N 2 2029-02-26 Fixed 1.00900000 N N N N N N STREAM INNOVATIONS ISSUER TRUST N/A 86324CAA9 3644988.39000000 PA USD 3736351.48000000 0.148772386330 Long ABS-O CORP US N 2 2044-07-15 Fixed 6.27000000 N N N N N N Extended Stay America Trust N/A 30227FAA8 3350528.12000000 PA USD 3354927.03000000 0.133584996724 Long ABS-MBS CORP US N 2 2038-07-15 Floating 5.59100000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175AY0 4667000.00000000 PA USD 4663085.32000000 0.185672663407 Long DBT CORP US N 2 2025-07-23 Fixed 4.90800000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLS6 11234000.00000000 PA USD 11514391.88000000 0.458474949772 Long DBT CORP US N 2 2029-09-15 Fixed 5.81900000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJK8 136559000.00000000 PA USD 137470245.92000000 5.473729290290 Long DBT UST US N 2 2026-11-15 Fixed 4.62500000 N N N N N N SUBWAY FUNDING LLC N/A 864300AG3 3085379.00000000 PA USD 3011173.17000000 0.119897557965 Long ABS-O CORP US N 2 2054-07-30 Fixed 5.24600000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FBL1 9525000.00000000 PA USD 9535153.75000000 0.379666523613 Long DBT CORP US N 2 2027-11-19 Fixed 4.87600000 N N N N N N LAD Auto Receivables Trust N/A 50571AAB7 1091465.37000000 PA USD 1092741.51000000 0.043510296864 Long ABS-O CORP US N 2 2026-10-15 Fixed 6.21000000 N N N N N N BFLD Trust N/A 05555VAA7 7362000.00000000 PA USD 7393691.20000000 0.294398717438 Long ABS-MBS CORP US N 2 2041-07-15 Floating 6.28700000 N N N N N N BLUE OWL CREDIT INCOME 5493003I42XBWPE05N35 69120VAZ4 5295000.00000000 PA USD 5391931.96000000 0.214693555708 Long DBT CORP US N 2 2031-03-15 Fixed 6.65000000 N N N N N N HLTN Commercial Mortgage Trust 2024-DPLO N/A 40424UAC1 8485000.00000000 PA USD 8527245.12000000 0.339534064745 Long ABS-MBS CORP US N 2 2041-06-15 Floating 6.38800000 N N N N N N SYNOVUS BANK GA DX0JX77PRMOELF7VG772 87164DVJ6 4100000.00000000 PA USD 4108589.21000000 0.163593983192 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 13376215.42000000 0.532608213855 Long ABS-O CORP US N 2 2051-12-26 Fixed 3.30000000 N N N N N N LUNAR AIRCRAFT 2020-1 LIMITED N/A 55037LAC8 275173.68000000 PA USD 261584.67000000 0.010415662389 Long ABS-O CORP US N 2 2045-02-15 Fixed 6.41300000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEN2 4672000.00000000 PA USD 4768352.71000000 0.189864153660 Long DBT CORP US N 2 2029-01-07 Fixed 5.80000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBU3 5587000.00000000 PA USD 5794317.70000000 0.230715572664 Long DBT CORP US N 2 2030-01-03 Fixed 6.84800000 N N N N N N Pnmac Gmsr Issuer Trust 5493007JEN3QN6CZC711 69354WAJ5 4600000.00000000 PA USD 4664138.26000000 0.185714588905 Long ABS-O CORP US N 2 2029-03-25 Floating 7.53900000 N N N N N N Mosaic Solar Loans LLC N/A 61946TAA3 4587674.96000000 PA USD 3670016.56000000 0.146131091901 Long ABS-O CORP US N 2 2052-06-20 Fixed 1.44000000 N N N N N N ANTARES HOLDINGS 5493008EAIGV4283RM42 03666HAC5 7160000.00000000 PA USD 6954431.82000000 0.276908482237 Long DBT CORP US N 2 2026-07-15 Fixed 3.95000000 N N N N N N Marlette Funding Trust N/A 57110PAB7 15521505.05000000 PA USD 15596132.45000000 0.620999885724 Long ABS-O CORP US N 2 2033-04-15 Fixed 6.50000000 N N N N N N Apollo Aviation Securitization Equity Trust N/A 00255JAA8 8278449.37000000 PA USD 8358278.46000000 0.332806225206 Long ABS-O CORP US N 2 2049-05-16 Fixed 6.26100000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHY0 17386000.00000000 PA USD 17492270.19000000 0.696499457405 Long DBT UST US N 2 2026-09-15 Fixed 4.62500000 N N N N N N Champs Trust N/A 15878AAA2 6978812.76000000 PA USD 7226141.88000000 0.287727312915 Long ABS-MBS CORP US N 2 2059-07-25 Variable 8.38900000 N N N N N N GLOBAL ATLANTIC FIN CO 98450051B2E65CAA7E94 37959GAB3 2700000.00000000 PA USD 2318789.62000000 0.092328536812 Long DBT CORP US N 2 2031-06-15 Fixed 3.12500000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAV7 2875000.00000000 PA USD 2890963.81000000 0.115111114976 Long DBT CORP FR N 2 2030-01-18 Fixed 5.71600000 N N N N N N Champs Trust N/A 15878BAA0 4377191.86000000 PA USD 4561270.29000000 0.181618637692 Long ABS-MBS CORP US N 2 2059-11-25 Variable 8.79000000 N N N N N N NRZ Excess Spread Collateralized Notes N/A 62955MAB2 594860.93000000 PA USD 574182.55000000 0.022862546152 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 3083064.11000000 PA USD 3118578.23000000 0.124174165015 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 7540000.00000000 PA USD 7587566.84000000 0.302118371697 Long ABS-O CORP US N 2 2029-02-15 Fixed 4.95000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -950.00000000 NC USD 1350417.40000000 0.053770321184 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10 Year U.S. Treasury Notes Futures UXYH5 Comdty 2025-03-20 -107097292.40000000 USD 1350417.40000000 N N N Avolon TLB Borrower 1 (US) LLC 635400O84AGITYFZQB55 05400KAJ9 3979949.88000000 PA USD 3982497.05000000 0.158573301482 Long LON CORP US N 2 2030-06-24 Floating 6.12000000 N N N N N N ALGONQUIN PWR & UTILITY 549300K5VIUTJXQL7X75 015857AF2 12415000.00000000 PA USD 12484833.88000000 0.497115578982 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 1440202.07000000 0.057345327359 Long ABS-O CORP US N 2 2045-08-25 Fixed 1.89300000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128285N6 22150000.00000000 PA USD 21879785.73000000 0.871199605515 Long DBT UST US N 2 2025-11-30 Fixed 2.87500000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KBE5 6000000.00000000 PA USD 6033888.12000000 0.240254681409 Long DBT CORP US N 2 2026-09-09 Fixed 5.80700000 N N N N N N Dell Equipment Finance Trust N/A 24702EAB6 1447436.57000000 PA USD 1452197.33000000 0.057822949302 Long ABS-O CORP US N 2 2029-04-23 Fixed 6.10000000 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 49327M3F9 6159000.00000000 PA USD 6313277.90000000 0.251379299772 Long DBT CORP US N 2 2027-11-15 Fixed 5.85000000 N N N N N Standard Industries Inc 54930064UHXCIUWVI755 85350EAB2 1361392.14000000 PA USD 1366422.48000000 0.054407604362 Long LON CORP US N 2 2028-09-22 Floating 6.10600000 N N N N N N Home Re Ltd N/A 437307AD3 2756526.56000000 PA USD 2783222.69000000 0.110821126838 Long ABS-MBS CORP BM N 2 2033-07-25 Floating 7.52500000 N N N N N N ICON Luxembourg Sarl 635400PUWMHSPI2DDA35 000000000 1018307.85000000 PA USD 1026871.82000000 0.040887526758 Long LON CORP LU N 2 2028-07-03 Floating 6.32900000 N N N N N N Dominos Pizza Master Issuer LLC N/A 25755TAJ9 2947672.50000000 PA USD 2931245.71000000 0.116715041807 Long ABS-O CORP US N 2 2048-07-25 Fixed 4.11600000 N N N N N N ENACT HOLDINGS INC 9845003CA5664B741N19 29249EAA7 14850000.00000000 PA USD 15141977.14000000 0.602916530987 Long DBT CORP US N 2 2029-05-28 Fixed 6.25000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -668.00000000 NC USD 613822.53000000 0.024440913297 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 10 Year U.S. Treasury Notes TYH5 Comdty 2025-03-20 -73258822.53000000 USD 613822.53000000 N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBP4 20800000.00000000 PA USD 20838631.63000000 0.829743393265 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 3013185.25000000 PA USD 3024627.82000000 0.120433289252 Long ABS-MBS CORP US N 2 2038-07-15 Floating 6.76100000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAK0 3546000.00000000 PA USD 3612539.63000000 0.143842500991 Long DBT CORP US N 2 2034-05-20 Fixed 6.00000000 N N N N N N Marlette Funding Trust N/A 57109RAB6 8412960.63000000 PA USD 8456378.24000000 0.336712318744 Long ABS-O CORP US N 2 2033-09-15 Fixed 6.71000000 N N N N N N HAT HOLDINGS I LLC/HAT N/A 418751AD5 4068000.00000000 PA USD 3587707.35000000 0.142853740278 Long DBT CORP US N 2 2030-09-15 Fixed 3.75000000 N N N N N N AXIS Equipment Finance Receivables LLC 5493000K1GV1VHEHGY40 03236YAB1 867257.17000000 PA USD 879169.29000000 0.035006372917 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 5319554.96000000 0.211811680418 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 3743941.68000000 PA USD 3769259.34000000 0.150082696906 Long ABS-O CORP US N 2 2029-11-15 Fixed 5.59000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKR1 17600000.00000000 PA USD 17690414.90000000 0.704389095600 Long DBT UST US N 2 2027-05-15 Fixed 4.50000000 N N N N N N LHOME Mortgage Trust N/A 50205TAA2 2500000.00000000 PA USD 2543901.25000000 0.101291931868 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 729171.35000000 PA USD 728294.08000000 0.028998890712 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 8547177.67000000 PA USD 7514851.26000000 0.299223014978 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 1687425.93000000 PA USD 1418710.61000000 0.056489589935 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 4240062.49000000 0.168828927953 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 10.56900000 N N N N N N CI FINANCIAL CORP 549300M9W7JJQSVCEM78 125491AN0 7288000.00000000 PA USD 6200205.58000000 0.246877036277 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 6433415.05000000 0.256162867536 Long DBT CORP US N 2 2027-06-08 Fixed 6.04700000 N N N N N N COREBRIDGE GLOB FUNDING 54930057MDZ7KOVOTV71 00138CAX6 9018000.00000000 PA USD 9073506.24000000 0.361284847780 Long DBT CORP US N 2 2029-01-12 Fixed 5.20000000 N N N N N N Reach Financial LLC N/A 75526PAA9 1296503.83000000 PA USD 1304843.85000000 0.051955693780 Long ABS-O CORP US N 2 2031-02-18 Fixed 6.30000000 N N N N N N Driven Brands Funding, LLC N/A 26208LAD0 1103704.89000000 PA USD 1094671.40000000 0.043587140368 Long ABS-O CORP US N 2 2049-04-20 Fixed 4.64100000 N N N N N N MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 55608PBQ6 3700000.00000000 PA USD 3757420.78000000 0.149611314374 Long DBT CORP AU N 2 2026-12-07 Fixed 5.39100000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBA0 25500000.00000000 PA USD 24571853.55000000 0.978391168163 Long DBT CORP US N 2 2027-03-15 Fixed 3.75500000 N N N N N N NYC Commercial Mortgage Trust N/A 62956HAA4 7784000.00000000 PA USD 7855829.97000000 0.312799954045 Long ABS-MBS CORP US N 2 2029-08-15 Floating 6.38800000 N N N N N N Diamond Infrastructure Funding LLC N/A 25265LAA8 5250000.00000000 PA USD 4907685.30000000 0.195412036941 Long ABS-O CORP US N 2 2049-04-15 Fixed 1.76000000 N N N N N N RADIAN GROUP INC 54930005OUP720S5U385 750236AW1 17633000.00000000 PA USD 17519982.70000000 0.697602901839 Long DBT CORP US N 2 2027-03-15 Fixed 4.87500000 N N N N N N Mosaic Solar Loans LLC N/A 61946NAB4 581913.21000000 PA USD 497449.32000000 0.019807216427 Long ABS-O CORP US N 2 2046-04-20 Fixed 3.10000000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBM2 4000000.00000000 PA USD 4513216.00000000 0.179705233283 Long DBT CORP KY N 2 2032-12-01 Fixed 9.62500000 N N N N N N Pagaya AI Debt Selection Trust N/A 69547PAA7 329014.58000000 PA USD 325447.57000000 0.012958527021 Long ABS-O CORP US N 2 2029-01-16 Fixed 1.22000000 N N N N N N Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC N/A 102104AA4 10030000.00000000 PA USD 10012422.43000000 0.398670196267 Long ABS-O CORP US N 2 2049-11-22 Fixed 5.78100000 N N N N N N (Sunnova) Aurora I Issuer, LLC N/A 86744WAB5 5431947.77000000 PA USD 5075633.18000000 0.202099311150 Long ABS-O CORP US N 2 2049-11-22 Fixed 5.60000000 N N N N N N ROCC Trust N/A 74970WAA8 8280000.00000000 PA USD 8266349.59000000 0.329145842227 Long ABS-MBS CORP US N 2 2041-11-13 Fixed 5.38800000 N N N N N N MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01 5493002KQF9IH3CTQZ40 62548QAD3 3398521.05000000 PA USD 3462033.29000000 0.137849706288 Long ABS-MBS CORP US N 2 2050-03-25 Floating 8.43300000 N N N N N N Calvert Ultra-Short Investment Grade Etf 549300RQT9YNL0GPOP12 61774R601 50000.00000000 NS USD 2535250.00000000 0.100947460232 Long EC RF US N 1 N N N Bankers Healthcare Group Securitization Trust N/A 08862BAB1 4500000.00000000 PA USD 4361905.80000000 0.173680430839 Long ABS-O CORP US N 2 2034-10-17 Fixed 1.67000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797MJ3 21714000.00000000 PA USD 21625066.84000000 0.861057321709 Long STIV UST US N 2 2025-02-06 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HHNE7 18180872.30000000 PA USD 18208202.70000000 0.725006140605 Long ABS-MBS USGSE US N 2 2054-12-25 Floating 5.99900000 N N N N N N Banc of America Merrill Lynch Large Loan Inc N/A 05492PAJ7 10820000.00000000 PA USD 6899057.06000000 0.274703594599 Long ABS-MBS CORP US N 2 2032-11-05 Variable 3.71900000 N N N N N N AIRCASTLE / IRELAND DAC N/A 00929JAA4 6793000.00000000 PA USD 6842119.16000000 0.272436466546 Long DBT CORP BM N 2 2031-10-01 Fixed 5.75000000 N N N N N N BPR Trust N/A 05602HAA1 7975000.00000000 PA USD 8016868.35000000 0.319212108846 Long ABS-MBS CORP US N 2 2039-05-15 Floating 7.39700000 N N N N N N Pagaya AI Debt Selection Trust N/A 69546RAC0 1512289.44000000 PA USD 1438955.95000000 0.057295709906 Long ABS-O CORP US N 2 2029-05-15 Fixed 3.27000000 N N N N N N (Sunnova) Aurora I Issuer, LLC N/A 86746EAA5 957265.91000000 PA USD 703006.51000000 0.027992001464 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 9002000.00000000 PA USD 8866589.22000000 0.353045917636 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 2802954.00000000 0.111606779390 Long ABS-O CORP US N 2 2049-04-15 Fixed 2.35500000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 000000000 4069000.00000000 PA USD 4013209.94000000 0.159796213716 Long DBT CORP US N 2 2031-01-17 Fixed 5.54300000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACH8 5724000.00000000 PA USD 5810130.29000000 0.231345191360 Long DBT CORP US N 2 2028-06-26 Fixed 5.68000000 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AP9 4254000.00000000 PA USD 4362057.05000000 0.173686453244 Long DBT CORP US N 2 2029-02-15 Fixed 5.75000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BX2 34382000.00000000 PA USD 34877954.85000000 1.388754939443 Long DBT CORP US N 2 2030-05-14 Fixed 5.49200000 N N N N N N Driven Brands Funding, LLC N/A 26208LAE8 5993530.57000000 PA USD 5855669.18000000 0.233158438688 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 340201.80000000 PA USD 340139.75000000 0.013543533729 Long ABS-O CORP US N 2 2029-11-15 Fixed 5.05000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBW1 9075000.00000000 PA USD 9062116.49000000 0.360831335765 Long DBT CORP FR N 2 2030-01-19 Fixed 5.63400000 N N N N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 04273WAF8 5753000.00000000 PA USD 5731836.21000000 0.228227712403 Long DBT CORP US N 2 2029-08-21 Fixed 5.15000000 N N N N N N (Sunnova) Aurora I Issuer, LLC N/A 86744VAA9 3536319.02000000 PA USD 3321155.93000000 0.132240314040 Long ABS-O CORP US N 2 2049-08-20 Fixed 5.00000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3Q2 6818000.00000000 PA USD 6898920.86000000 0.274698171448 Long DBT CORP US N 2 2029-01-09 Fixed 5.58300000 N N N N N CAPITAL ONE NA 207ALC1P1YM0OVDV0K75 14042TCT2 8500000.00000000 PA USD 8481190.61000000 0.337700286689 Long DBT CORP US N 2 2026-01-28 Fixed 2.28000000 N N N N N N AMERICAN ASSETS TRUST LP 549300V1TI0SMG9Z6U69 02401LAA2 4301000.00000000 PA USD 3744005.40000000 0.149077146722 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 6609075.43000000 0.263157234649 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 1591748.88000000 PA USD 1594428.75000000 0.063486256911 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 3449301.50000000 0.137342757519 Long DBT CORP ES N 2 2034-03-14 Fixed 6.35000000 N N N N N N JP Morgan Mortgage Trust 529900ELA1S09AZO9Q54 46593HAA6 1496024.18000000 PA USD 1505483.24000000 0.059944664037 Long ABS-O CORP US N 2 2054-10-20 Floating 5.80500000 N N N N N N Diamond Infrastructure Funding LLC N/A 25265LAE0 1499000.00000000 PA USD 1393641.29000000 0.055491390869 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 11390790.80000000 0.453553456780 Long DBT CORP SE N 2 2026-09-12 Fixed 6.13600000 N N N N N N CHNGE Mortgage Trust N/A 12569QAA8 3700376.44000000 PA USD 3781346.60000000 0.150563982064 Long ABS-MBS CORP US N 2 2058-09-25 Variable 7.57300000 N N N N N N Avantor Funding Inc 5493003VM0XB4U8YD238 05350NAP9 1338870.72000000 PA USD 1348356.62000000 0.053688265960 Long LON CORP US N 2 2027-11-08 Floating 6.45700000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 3718.00000000 NC USD 158413.92000000 0.006307655217 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUH5 Comdty 2025-03-31 764297246.05000000 USD 158413.92000000 N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAQ8 1000000.00000000 PA USD 979982.71000000 0.039020516969 Long DBT CORP ES N 2 2028-03-24 Fixed 4.17500000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAS4 1600000.00000000 PA USD 1610349.60000000 0.064120186256 Long DBT CORP ES N 2 2027-08-18 Fixed 5.29400000 N N N N N N Theorem Funding Trust N/A 882925AA8 628446.35000000 PA USD 633631.79000000 0.025229669627 Long ABS-O CORP US N 2 2029-04-15 Fixed 7.60000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90352JAC7 30000000.00000000 PA USD 29161417.80000000 1.161136402208 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 13536550.00000000 PA USD 13166020.79000000 0.524238777289 Long ABS-O CORP US N 2 2049-10-25 Fixed 3.88200000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACF2 7040000.00000000 PA USD 7066709.76000000 0.281379115461 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 2241526.92000000 PA USD 1800153.46000000 0.071677712184 Long ABS-O CORP US N 2 2046-08-20 Fixed 2.21000000 N N N N N N Wingspire Equipment Finance LLC N/A 97415AAB8 4925000.00000000 PA USD 4936295.00000000 0.196551205289 Long ABS-O CORP US N 2 2032-09-20 Fixed 4.99000000 N N N N N N SYNOVUS FINANCIAL CORP 549300EIUS8UN5JTLE54 87161CAP0 3688000.00000000 PA USD 3717249.75000000 0.148011802115 Long DBT CORP US N 2 2030-11-01 Fixed 6.16800000 N N N N N N SWEDBANK AB M312WZV08Y7LYUC71685 87020PAY3 6682000.00000000 PA USD 6741800.89000000 0.268442038158 Long DBT CORP SE N 2 2029-03-14 Fixed 5.40700000 N N N N N N Sedgwick Claims Management Services Inc 549300BIN4DWJG5VWF64 81527CAP2 3989898.99000000 PA USD 4018885.61000000 0.160022205027 Long LON CORP US N 2 2031-07-31 Floating 7.58500000 N N N N N N HYT Commercial Mortgage Trust 2024-RGCY N/A 449173AA1 5368000.00000000 PA USD 5381305.12000000 0.214270420906 Long ABS-MBS CORP US N 2 2041-09-15 Floating 6.23900000 N N N N N N UMBS, TBA N/A 01F060618 24355000.00000000 PA USD 24467260.72000000 0.974226537240 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 6.00000000 N N N N N N Morgan Stanley & Co. LLC 549300BI6Y5SI6BYPB26 61747C707 135396691.03000000 NS USD 135396691.03000000 5.391165401207 Long STIV RF US N 1 N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2K0 10350000.00000000 PA USD 10376140.06000000 0.413152543566 Long DBT CORP US N 2 2025-04-11 Floating 6.00900000 N N N N N N HA SUSTAINABLE INF CAP 254900ZZRL7MWL1X8E92 41068XAE0 12228000.00000000 PA USD 11914812.31000000 0.474418712886 Long DBT CORP US N 2 2034-07-01 Fixed 6.37500000 N N N N N N HUB INTERNATIONAL LIMITED 549300JQT6ATTUNS5E06 44332EAY2 3980025.05000000 PA USD 4009158.83000000 0.159634908414 Long LON CORP US N 2 2030-06-20 Floating 7.36700000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183DE1 7367789.13000000 PA USD 7450970.00000000 0.296679419296 Long ABS-O CORP US N 2 2036-05-15 Fixed 5.52000000 N N N N N N CALVERT IMPACT CAPITAL NOTE N/A 000000000 1500000.00000000 PA USD 1478025.00000000 0.058851344013 Long DBT CORP US N 2 2028-12-15 Fixed 5.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLV9 36428000.00000000 PA USD 37086093.68000000 1.476677632167 Long DBT CORP US N 2 2027-09-15 Fixed 5.93300000 N N N N N N ServiceMaster Brands N/A 81761TAA3 2988239.91000000 PA USD 2727268.25000000 0.108593157760 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 7058422.45000000 PA USD 5919621.51000000 0.235704864204 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 5573999.99000000 PA USD 5560385.38000000 0.221400959284 Long DBT CORP XX N 2 2026-04-20 Fixed 5.50000000 N N N N N N Champs Trust N/A 15878CAA8 3400000.00000000 PA USD 3523962.98000000 0.140315595221 Long ABS-MBS CORP US N 2 2060-01-25 Variable 10.26200000 N N N N N N OSCAR US Funding Trust 3538004TGTV49T7RNL88 68784GAB9 9953263.65000000 PA USD 10003866.04000000 0.398329501724 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 4279876.39000000 PA USD 4312134.67000000 0.171698666056 Long ABS-O CORP US N 2 2030-03-20 Fixed 5.23000000 N N N N N N PRP Advisors, LLC N/A 69360GAA1 2198061.87000000 PA USD 2009301.11000000 0.080005460565 Long ABS-MBS CORP US N 2 2051-07-25 Variable 1.31900000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDX1 37817000.00000000 PA USD 39232937.31000000 1.562159699800 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 5104557.02000000 0.203250987785 Long DBT CORP US N 2 2025-04-07 Floating 5.98000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -280.00000000 NC USD 214642.83000000 0.008546553020 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 5 Year U.S. Treasury Notes FVH5 Comdty 2025-03-31 -29979955.47000000 USD 214642.83000000 N N N EPR Properties 549300YSSXFHMPOWZ492 26884UAE9 7293000.00000000 PA USD 7176213.18000000 0.285739274079 Long DBT US N 2 2028-04-15 Fixed 4.95000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBG7 7000000.00000000 PA USD 7002861.53000000 0.278836834953 Long DBT CORP US N 2 2026-03-15 Fixed 6.41200000 N N N N N N OSCAR US Funding Trust 353800UI8625NXT7ND41 68784BAB0 8134000.00000000 PA USD 8109544.23000000 0.322902235939 Long ABS-O CORP US N 2 2027-12-10 Fixed 4.63000000 N N N N N N LAD Auto Receivables Trust N/A 505710AB9 520904.67000000 PA USD 521146.37000000 0.020750775056 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 9409047.47000000 0.374645279679 Long DBT CORP IT N 2 2025-11-21 Fixed 7.00000000 N N N N N N Freddie Mac - STACR 5493000ISA3AUOXQEF68 35564KRE1 2550150.40000000 PA USD 2564912.20000000 0.102128536558 Long ABS-MBS USGSE US N 2 2042-02-25 Floating 5.86900000 N N N N N N Diamond Issuer LLC N/A 25267TAN1 13011000.00000000 PA USD 12078380.63000000 0.480931603717 Long ABS-O CORP US N 2 2051-11-20 Fixed 2.30500000 N N N N N N USI Inc 2549006D7UF7072T7I27 90351NAR6 3970048.73000000 PA USD 3968579.81000000 0.158019150991 Long LON CORP US N 2 2029-11-22 Floating 6.57900000 N N N N N N First Help Financial LLC N/A 30333LAB4 4986622.39000000 PA USD 5080643.16000000 0.202298796312 Long ABS-O CORP US N 2 2029-10-15 Fixed 6.79000000 N N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 00135TAD6 6325000.00000000 PA USD 6613024.56000000 0.263314479356 Long DBT CORP IE N 2 2029-09-13 Fixed 6.60800000 N N N N N N Crossroads Asset Trust N/A 227927AB6 4089413.48000000 PA USD 4141551.87000000 0.164906475771 Long ABS-O CORP US N 2 2030-08-20 Fixed 5.90000000 N N N N N N LAD Auto Receivables Trust N/A 501689AC7 4820000.00000000 PA USD 4841270.66000000 0.192767568258 Long ABS-O CORP US N 2 2028-01-18 Fixed 5.23000000 N N N N N N TX Trust 24-HOU N/A 90216DAE2 5100000.00000000 PA USD 5109868.50000000 0.203462477940 Long ABS-MBS CORP US N 2 2039-06-15 Floating 7.03700000 N N N N N N UMBS, TBA N/A 01F052615 102142595.00000000 PA USD 100750100.32000000 4.011622816491 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.50000000 N N N N N N MASTEC INC 549300TMDIT8WREDOF45 576323AT6 5570000.00000000 PA USD 5674311.95000000 0.225937236927 Long DBT CORP US N 2 2029-06-15 Fixed 5.90000000 N N N N N N NRZ Excess Spread Collateralized Notes N/A 62956YAA7 5008585.39000000 PA USD 5043554.83000000 0.200822029635 Long ABS-O CORP US N 2 2031-11-25 Fixed 7.39800000 N N N N N N TRANS UNION LLC X8NPN6PWJOM1QCTYFV34 89334GBG8 3980000.00000000 PA USD 3979263.70000000 0.158444557385 Long LON CORP US N 2 2031-06-24 Floating 6.10700000 N N N N N N DELTA AIR LINES/SKYMILES N/A 830867AB3 12448000.00000000 PA USD 12285281.61000000 0.489169895187 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 86310.50000000 PA USD 85790.87000000 0.003415982817 Long ABS-O CORP US N 2 2029-02-26 Fixed 2.10200000 N N N N N N MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 556079AC5 3984000.00000000 PA USD 3636378.27000000 0.144791697387 Long DBT CORP AU N 2 2030-06-03 Fixed 3.62400000 N N N N N N Mercury Financial Credit Card Master Trust N/A 58940BAZ9 13410000.00000000 PA USD 13577962.93000000 0.540641306742 Long ABS-O CORP US N 2 2029-07-20 Fixed 6.56000000 N N N N N N LendingPoint Asset Securitization Trust N/A 52606WAA6 271622.98000000 PA USD 271187.11000000 0.010798008086 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 7180276.20000000 PA USD 5345653.16000000 0.212850846972 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 4939184.91000000 0.196666274444 Long DBT CORP US N 2 2025-12-10 Fixed 4.00000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4A6 10516000.00000000 PA USD 10510580.05000000 0.418505615470 Long DBT CORP US N 2 2026-08-27 Fixed 4.86000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAW1 12508000.00000000 PA USD 12399350.88000000 0.493711854796 Long DBT CORP KY N 2 2028-01-15 Fixed 4.95000000 N N N N N N PRA Health Sciences Inc 549300R1HR1VWWHIAK47 000000000 253712.05000000 PA USD 255845.77000000 0.010187153413 Long LON CORP US N 2 2028-07-03 Floating 6.32900000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C35 11579000.00000000 PA USD 12127929.59000000 0.482904522233 Long DBT CORP US N 2 2027-11-04 Fixed 7.35000000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AN1 9122850.00000000 PA USD 8643384.93000000 0.344158468197 Long ABS-O CORP US N 2 2051-11-20 Fixed 2.04500000 N N N N N N Auxilior Term Funding LLC N/A 05335FAB7 3316000.00000000 PA USD 3341787.21000000 0.133061801198 Long ABS-O CORP US N 2 2027-03-15 Fixed 5.84000000 N N N N N N MVW 2020-1 LLC N/A 55400EAA7 244464.14000000 PA USD 234582.97000000 0.009340520672 Long ABS-O CORP US N 2 2037-10-20 Fixed 1.74000000 N N N N N N Springcastle SPV N/A 85022WAP9 7842165.24000000 PA USD 7212420.55000000 0.287180963082 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 3703403.74000000 0.147460487829 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 2621243.80000000 PA USD 2148285.70000000 0.085539487336 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 10649766.96000000 0.424047698129 Long DBT CORP FR N 2 2029-10-19 Fixed 6.71400000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AJ2 3945000.00000000 PA USD 3792105.37000000 0.150992369997 Long DBT CORP US N 2 2028-05-01 Fixed 4.00000000 N N N N N N WENDYS FUNDING LLC 5493009DRVSTWJOXUL48 95058XAE8 3133585.63000000 PA USD 3007168.33000000 0.119738095022 Long ABS-O CORP US N 2 2048-03-15 Fixed 3.88400000 N N N N N N Enterprise Fleet Financing LLC N/A 29375CAB5 6054116.65000000 PA USD 6085972.81000000 0.242328566498 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 4415462.55000000 0.175812929760 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 5475324.30000000 0.218014034922 Long DBT CORP GB N 2 2027-03-26 Fixed 5.00000000 N N N N N N Credit Suisse Mortgage Trust N/A 12665CAA2 1014000.00000000 PA USD 766796.64000000 0.030531968572 Long ABS-MBS CORP US N 2 2025-01-09 Floating 8.34200000 N N N N N N ESSENT GROUP LTD 254900QUO860OUT6ZF83 29669JAA7 6080000.00000000 PA USD 6211029.72000000 0.247308027084 Long DBT CORP BM N 2 2029-07-01 Fixed 6.25000000 N N N N N N Oportun Funding LLC N/A 68377GAB2 1638384.75000000 PA USD 1592323.69000000 0.063402438565 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 3608599.82000000 PA USD 3613957.15000000 0.143898943174 Long ABS-MBS CORP US N 2 2038-07-15 Floating 5.89100000 N N N N N N VIDEOTRON LTD 549300LW4GNJRBECSD81 92660FAN4 9300000.00000000 PA USD 8666441.22000000 0.345076513328 Long DBT CORP CA N 2 2029-06-15 Fixed 3.62500000 N N N N N N ORL TRUST N/A 67120DAA3 8933000.00000000 PA USD 8966493.39000000 0.357023857574 Long ABS-MBS CORP US N 2 2039-12-15 Floating 5.99300000 N N N N N N KEYCORP RKPI3RZGV1V1FJTH5T61 49326EEL3 6921000.00000000 PA USD 6927327.52000000 0.275829255239 Long DBT CORP US N 2 2025-05-23 Variable 5.71600000 N N N N N N Horizon Aircraft Finance 549300KSCDSEIWTVMM32 44040HAA0 2542987.79000000 PA USD 2417806.93000000 0.096271164152 Long ABS-O CORP KY N 2 2039-07-15 Fixed 3.72100000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2V5 14638000.00000000 PA USD 14636813.15000000 0.582802135251 Long DBT CORP FR N 2 2029-01-13 Fixed 5.12500000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAJ6 9796000.00000000 PA USD 10125433.80000000 0.403170032882 Long DBT CORP FR N 2 2029-10-03 Fixed 6.31600000 N N N N N N Freddie Mac - STACR 529900PGKDI4ZEXFQ523 35564NBW2 7673300.44000000 PA USD 7722184.74000000 0.307478527542 Long ABS-MBS USGSE US N 2 2044-03-25 Floating 5.81900000 N N N N N N Upstart Securitization Trust N/A 91680FAC6 3410358.49000000 PA USD 3375167.00000000 0.134390902874 Long ABS-O CORP US N 2 2031-06-20 Fixed 3.61000000 N N N N N N NUVEEN LLC N/A 67080LAC9 6050000.00000000 PA USD 6173019.37000000 0.245794547823 Long DBT CORP US N 2 2030-01-15 Fixed 5.55000000 N N N N N N NRTH PARK Mortgage Trust N/A 67021HAA4 7225000.00000000 PA USD 7240395.03000000 0.288294838521 Long ABS-MBS CORP US N 2 2039-03-15 Floating 6.03800000 N N N N N N ENGIE SA LAXUQCHT4FH58LRZDY46 29286DAA3 8150000.00000000 PA USD 8190716.67000000 0.326134324158 Long DBT CORP FR N 2 2029-04-10 Fixed 5.25000000 N N N N N N (Sunnova) Aurora I Issuer, LLC N/A 86746EAB3 2066470.80000000 PA USD 1171434.15000000 0.046643645507 Long ABS-O CORP US N 2 2048-02-20 Fixed 3.15000000 N N N N N N Horizon Aircraft Finance N/A 43990EAA9 8591250.00000000 PA USD 8346188.03000000 0.332324813826 Long ABS-O CORP KY N 2 2049-09-15 Fixed 5.37500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKK6 148452000.00000000 PA USD 149628162.93000000 5.957827838316 Long DBT UST US N 2 2026-04-30 Fixed 4.87500000 N N N N N N BX Trust N/A 05609VAJ4 3122154.00000000 PA USD 3106541.36000000 0.123694886263 Long ABS-MBS CORP US N 2 2036-09-15 Floating 5.61200000 N N N N N N PEAC Solutions Receivables LLC N/A 69433BAB3 5560000.00000000 PA USD 5612971.79000000 0.223494821638 Long ABS-O CORP US N 2 2027-06-21 Fixed 5.79000000 N N N N N N ICON INVESTMENTS SIX DAC 635400FQ1M7J2CHLAS59 45115AAA2 6150000.00000000 PA USD 6255426.81000000 0.249075810725 Long DBT CORP IE N 2 2027-05-08 Fixed 5.80900000 N N N N N N Fannie Mae - CAS N/A 20754JAC8 9851532.60000000 PA USD 10266846.62000000 0.408800745839 Long ABS-MBS USGSE US N 2 2039-09-25 Floating 8.43300000 N N N N N N LUNAR AIRCRAFT 2020-1 LIMITED N/A 55037LAB0 497791.57000000 PA USD 483332.62000000 0.019245123927 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 1404955.70000000 PA USD 1279499.76000000 0.050946554044 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 3465694.40000000 0.137995482742 Long DBT CORP US N 2 2026-04-01 Fixed 5.37500000 N N N N N N AS MILEAGE PLAN IP LTD N/A 00218QAA8 3860000.00000000 PA USD 3763823.78000000 0.149866266188 Long DBT CORP KY N 2 2029-10-20 Fixed 5.02100000 N N N N N N Goddard Funding LLC N/A 380241AC3 9334000.00000000 PA USD 9377138.95000000 0.373374760379 Long ABS-O CORP US N 2 2054-10-30 Fixed 6.83400000 N N N N N N Coinstar Funding, LLC N/A 19260MAA4 10031625.00000000 PA USD 9034703.17000000 0.359739804346 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 2017118.47000000 PA USD 2037159.35000000 0.081114707611 Long ABS-O CORP US N 2 2030-02-15 Fixed 5.69000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJL6 19562000.00000000 PA USD 19669846.28000000 0.783205216501 Long DBT UST US N 2 2025-11-30 Fixed 4.87500000 N N N N N Multifamily Connecticut Avenue Securities 549300HG8ZEWVWVSN227 62547NAB5 2837284.56000000 PA USD 2872049.24000000 0.114357983016 Long ABS-MBS CORP US N 2 2049-10-25 Floating 7.93300000 N N N N N N BPR Trust N/A 05592DAA2 5086000.00000000 PA USD 5111762.62000000 0.203537897170 Long ABS-MBS CORP US N 2 2037-04-15 Floating 6.29500000 N N N N N N Hilton USA Trust N/A 403956AC9 7000000.00000000 PA USD 7012915.70000000 0.279237167435 Long ABS-MBS CORP US N 2 2037-05-15 Floating 6.33800000 N N N N N N Prodigy Finance Designated Activity Co 635400HTAZNW3LYYMQ40 742855AA7 638156.81000000 PA USD 638006.01000000 0.025403840379 Long ABS-O CORP IE N 2 2051-07-25 Floating 5.70200000 N N N N N N LAD Auto Receivables Trust N/A 505713AB3 861729.09000000 PA USD 863947.70000000 0.034400286397 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 17741776.43000000 0.706434186225 Long ABS-MBS CORP US N 2 2038-05-15 Floating 5.84500000 N N N N N N Willis Engine Securitization Trust N/A 97064FAB1 581027.13000000 PA USD 543557.74000000 0.021643141048 Long ABS-O CORP US N 2 2045-03-15 Fixed 4.21200000 N N N N N N OAKTREE STRATEGIC CREDIT 2549006RRE0JC7G43241 67403AAB5 5000000.00000000 PA USD 5358878.80000000 0.213377459641 Long DBT CORP US N 2 2028-11-14 Fixed 8.40000000 N N N N N N GLOBAL ATLANTIC FIN CO 98450051B2E65CAA7E94 37959GAA5 11545000.00000000 PA USD 10950112.13000000 0.436006708919 Long DBT CORP US N 2 2029-10-15 Fixed 4.40000000 N N N N N N HLTN Commercial Mortgage Trust 2024-DPLO N/A 40424UAA5 4486900.00000000 PA USD 4502300.84000000 0.179270618283 Long ABS-MBS CORP US N 2 2041-06-15 Floating 6.03900000 N N N N N N CVS Pass-Through Trust N/A 126650BP4 651891.42000000 PA USD 655610.60000000 0.026104812137 Long DBT CORP US N 2 2028-12-10 Fixed 6.03600000 N N N N N N 2025-01-27 The Calvert Fund James Kirchner James Kirchner Treasurer XXXX