NPORT-P false 0000701039 XXXXXXXX S000005148 C000014095 C000241867 C000014098 C000014097 The Calvert Fund 811-03416 0000701039 549300SAFDT1VZ80RP53 2050 M Street NW STE 1000N Washington 20036 202-238-2200 Calvert Income Fund S000005148 549300262VIMJO13JE93 2025-09-30 2024-12-31 N 1161220201.40 199971798.81 961248402.59 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 171843802.34000000 0.00000000 0.00000000 8904964.52000000 USD UST BB US Credit LEH_CREDIT AASET 2018-1 Trust N/A 000367AC6 553891.78000000 PA USD 51379.00000000 0.005345028388 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 581638.10000000 0.060508615508 Long ABS-MBS USGSE US N 2 2049-07-25 Floating 12.83300000 N N N N N N VB-S1 Issuer LLC N/A 91823ABG5 1395000.00000000 PA USD 1450169.46000000 0.150863133409 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 6697694.66000000 0.696770433319 Long DBT CORP US N 2 2025-06-16 Fixed 5.12500000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAH7 557000.00000000 PA USD 562437.63000000 0.058511164074 Long DBT CORP ES N 2 2035-06-15 Fixed 6.03700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384D3W5 970000.00000000 PA USD 985374.99000000 0.102509922237 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 1837995.84000000 0.191209247791 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 4323263.49000000 0.449755076663 Long DBT CORP US N 2 2031-04-01 Fixed 3.37500000 N N N N N N MAREX GROUP PLC 549300DWX0SVICJAL507 566539AA0 4050000.00000000 PA USD 4092876.58000000 0.425787607966 Long DBT CORP GB N 2 2029-11-04 Fixed 6.40400000 N N N N N N STIFEL FINANCIAL CORP 549300E5F07FE5GHJX84 860630AG7 3254000.00000000 PA USD 3073639.47000000 0.319754962579 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 2883200.00000000 0.299943281282 Long EP CORP BM N 1 N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAN5 1800000.00000000 PA USD 1702572.61000000 0.177120981986 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 1533717.25000000 0.159554725486 Long DBT CORP NL N 2 2026-08-15 Fixed 5.50000000 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00084DBD1 1600000.00000000 PA USD 1597210.83000000 0.166160050377 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 1283113.17000000 PA USD 1229008.14000000 0.127855415591 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 2502008.20000000 0.260287371428 Long DBT CORP US N 2 2025-03-15 Fixed 6.05000000 N N N N N N ROCC Trust N/A 74970WAC4 1985000.00000000 PA USD 1990054.60000000 0.207028130776 Long ABS-MBS CORP US N 2 2041-11-13 Fixed 5.93000000 N N N N N N AmWINS Group Inc 549300SJE7MUB8NMRG61 03234TAW8 2483207.70000000 PA USD 2493624.76000000 0.259415230577 Long LON CORP US N 2 2028-02-19 Floating 6.72100000 N N N N N N TEXAS CAPITAL BANCSHARES 549300466Q2SXRX0YM48 88224QAA5 3542000.00000000 PA USD 3403286.85000000 0.354048635173 Long DBT CORP US N 2 2031-05-06 Fixed 4.00000000 N N N N N N INFORMATICA LLC 5493007SV33RZV7RPS40 45673YAL0 2493589.74000000 PA USD 2509174.68000000 0.261032910248 Long LON CORP US N 2 2028-10-27 Floating 6.60700000 N N N N N N Fannie Mae - CAS N/A 20754WAC9 1496867.00000000 PA USD 1539231.33000000 0.160128362851 Long ABS-MBS USGSE US N 2 2040-01-25 Floating 7.68300000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RJM7 2240000.00000000 PA USD 2214866.98000000 0.230415673413 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 1634408.32000000 0.170029756678 Long DBT CORP MX N 2 2038-06-29 Fixed 8.45000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46642MAG3 2485000.00000000 PA USD 312353.57000000 0.032494573635 Long ABS-MBS CORP US N 2 2027-06-10 Fixed 3.77100000 N N N N N N KUEHG CORP 549300YNT566T1NYJX62 50118YAG4 2000000.00000000 PA USD 2023040.00000000 0.210459647532 Long LON CORP US N 2 2030-06-12 Floating 7.83900000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAW4 4101000.00000000 PA USD 4202774.35000000 0.437220424884 Long DBT CORP US N 2 2028-11-15 Fixed 6.60000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAJ6 2000000.00000000 PA USD 2042209.20000000 0.212453845904 Long DBT US N 2 2028-04-01 Fixed 5.70000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 526.00000000 NC USD -293756.05000000 -0.03055984792 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVH5 Comdty 2025-03-31 56210021.94000000 USD -293756.05000000 N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBT6 130000.00000000 PA USD 135480.73000000 0.014094247609 Long DBT CORP US N 2 2029-06-13 Fixed 6.99200000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAP5 3000000.00000000 PA USD 2763096.15000000 0.287448711753 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 4038149.52000000 0.420094276268 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 13974586.41000000 1.453795540501 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 1035371.32000000 0.107711109554 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 303797.71000000 0.031604495693 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 1818474.04000000 0.189178367953 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 820511.63000000 0.085358959015 Long ABS-MBS CORP GB N 2 2034-05-17 Floating 9.72700000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 112963.34000000 0.011751732402 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2050537.00000000 EUR 2238198.05000000 USD 2025-01-17 112963.34000000 N N N SOUTH32 TREASURY LTD 213800HFGZMXST64GP53 84055BAA1 2596000.00000000 PA USD 2380295.06000000 0.247625385237 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 8447786.17000000 0.878834872155 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 994324.11000000 0.103440911560 Long ABS-MBS CORP US N 2 2028-11-25 Variable 7.62800000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBP5 3740000.00000000 PA USD 3055933.73000000 0.317913009973 Long DBT CORP US N 2 2035-11-15 Fixed 3.13700000 N N N N N N Cologix Data Centers Issuer LLC N/A 19521UAC7 4000000.00000000 PA USD 3781549.20000000 0.393399790294 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 5801566.23000000 0.603544954079 Long ABS-MBS CORP US N 2 2032-11-05 Variable 3.71900000 N N N N N N Conn Funding II, L.P N/A 20824CAB1 753141.69000000 PA USD 756161.79000000 0.078664556212 Long ABS-O CORP US N 2 2028-01-17 Fixed 10.00000000 N N N N N N Dynasty Acquisition Co Inc 549300L1RCRPOAUCB870 26812CAN6 1448888.89000000 PA USD 1457379.38000000 0.151613191353 Long LON CORP US N 2 2031-10-31 Floating 6.60700000 N N N N N N MCGRAW-HILL EDUCATION 254900U6YJ9QZ4IQOR26 57767XAB6 2000000.00000000 PA USD 2002502.00000000 0.208323051003 Long DBT CORP US N 2 2029-08-01 Fixed 8.00000000 N N N N N TK Elevator US Newco Inc 549300C2AFWPAYWS5574 000000000 1990012.50000000 PA USD 2006937.56000000 0.208784488441 Long LON CORP US N 2 2030-04-30 Floating 8.58800000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 397.83000000 0.000041386804 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 17415.00000000 CAD 12519.57000000 USD 2025-01-17 397.83000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384MAU1 898000.00000000 PA USD 907256.14000000 0.094383110292 Long ABS-MBS USGA US N 2 2054-03-20 Fixed 6.00000000 N N N N N N LHOME Mortgage Trust N/A 50205DAA7 1590000.00000000 PA USD 1609149.01000000 0.167401995744 Long ABS-MBS CORP US N 2 2029-01-25 Variable 7.01700000 N N N N N N Willis Engine Securitization Trust N/A 97064YAA2 1262018.31000000 PA USD 1307784.39000000 0.136050617767 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 2446250.00000000 PA USD 2255655.08000000 0.234658915835 Long ABS-O CORP US N 2 2049-12-05 Fixed 3.85800000 N N N N N N ANTARES HOLDINGS 5493008EAIGV4283RM42 03666HAG6 1465000.00000000 PA USD 1464620.68000000 0.152366513801 Long DBT CORP US N 2 2029-02-08 Fixed 6.50000000 N N N N N N HUNTINGTON BANCSHARES 549300XTVCVV9I7B5T19 446150BF0 2793000.00000000 PA USD 2791239.91000000 0.290376546008 Long DBT CORP US N 2 2039-11-18 Fixed 6.14100000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBV8 3523000.00000000 PA USD 3953788.04000000 0.411318034895 Long DBT CORP IT N 2 2033-11-21 Fixed 8.24800000 N N N N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAF0 1157100.00000000 PA USD 1163902.13000000 0.121082347379 Long ABS-O CORP US N 2 2054-06-05 Fixed 5.76500000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 05533UAF5 4897000.00000000 PA USD 4558943.44000000 0.474273187629 Long DBT CORP MX N 2 2033-01-18 Fixed 5.12500000 N N N N N Vantage Data Centers LLC 5493000RL8X7WTQ7HO20 92212KAC0 2545000.00000000 PA USD 2324572.71000000 0.241828512144 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 627536.83000000 0.065283523833 Long DBT CORP US N 2 2025-06-13 Fixed 4.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HABQ8 175028.64000000 PA USD 174048.18000000 0.018106472742 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 2987224.52000000 0.310765095884 Long ABS-MBS CORP US N 2 2041-05-15 Floating 7.33700000 N N N N N N Fannie Mae - CAS N/A 20754FAL6 1216422.82000000 PA USD 1315548.87000000 0.136858367353 Long ABS-MBS USGSE US N 2 2031-07-25 Floating 9.03300000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 07336UAB9 2637000.00000000 PA USD 2692089.57000000 0.280061799088 Long DBT CORP MX N 2 2039-01-08 Fixed 8.12500000 N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAF6 4663000.00000000 PA USD 4326071.44000000 0.450047191583 Long DBT US N 2 2029-08-15 Fixed 3.75000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DR7 4008000.00000000 PA USD 4248793.31000000 0.442007840902 Long DBT CORP GB N 2 2028-11-03 Fixed 7.39000000 N N N N N N Neighborly Issuer LLC N/A 64016NAA5 2942285.00000000 PA USD 2715626.96000000 0.282510426304 Long ABS-O CORP US N 2 2051-04-30 Fixed 3.58400000 N N N N N N CONCENTRIX CORP 5493000EAJN1KMPVA737 20602DAB7 5774000.00000000 PA USD 5918840.91000000 0.615745201141 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 6982828.59000000 0.726433310181 Long DBT UST US N 2 2029-05-31 Fixed 4.50000000 N N N N N N DELTA 2 LUX SARL 549300BBG8Z3D6QSYP53 000000000 833333.33000000 PA USD 836562.50000000 0.087028753207 Long LON CORP LU N 2 2031-09-10 None 0.00000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AL7 2566000.00000000 PA USD 2434352.99000000 0.253249106416 Long DBT CORP US N 2 2029-11-01 Fixed 4.25000000 N N N N N N State Street Global Advisors 5493008BJIBKQ5KTIF74 857509301 22094155.00000000 NS USD 22094155.00000000 2.298485484133 Long STIV RF US N 1 N N AIB GROUP PLC 635400AKJBGNS5WNQL34 00135TAE4 1206000.00000000 PA USD 1208847.88000000 0.125758115877 Long DBT CORP IE N 2 2035-03-28 Fixed 5.87100000 N N N N N N RAVEN ACQUISITION HOLDINGS LLC N/A 75419XAD6 100000.00000000 PA USD 100350.50000000 0.010439601223 Long LON CORP US N 2 2031-11-19 Fixed 1.62500000 N N N N N N DataBank Issuer LLC N/A 23802WAG6 1050500.00000000 PA USD 993921.02000000 0.103398977550 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 2351511.50000000 PA USD 2337503.69000000 0.243173739868 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 3068609.97000000 0.319231736742 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 1917000.63000000 0.199428225298 Long DBT CORP US N 2 2031-10-15 Fixed 3.15000000 N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BU8 575000.00000000 PA USD 627894.82000000 0.065320766027 Long DBT CORP US N 2 2034-10-20 Fixed 6.87500000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 58503UAF0 1985025.00000000 PA USD 1994275.22000000 0.207467207708 Long LON CORP US N 2 2028-10-23 Floating 6.60700000 N N N N N N Navigator Aviation Ltd 984500UF8C3O89B30652 63943DAA7 2278428.63000000 PA USD 2229037.08000000 0.231889808502 Long ABS-O CORP KY N 2 2049-08-15 Fixed 5.40000000 N N N N N N TX Trust 24-HOU N/A 90216DAL6 2908000.00000000 PA USD 2914196.37000000 0.303167876497 Long ABS-MBS CORP US N 2 2039-06-15 Floating 8.78400000 N N N N N N Credit Suisse Mortgage Trust N/A 12659XAA4 2622169.81000000 PA USD 2428450.59000000 0.252635071585 Long ABS-MBS CORP US N 2 2026-08-15 Floating 8.22700000 N N N N N N BPR Trust N/A 05593UAG0 3030000.00000000 PA USD 3024505.70000000 0.314643508571 Long ABS-MBS CORP US N 2 2039-11-05 Variable 6.18300000 N N N N N N Fannie Mae - CAS N/A 20753WAE6 4145290.37000000 PA USD 4310830.88000000 0.448461695060 Long ABS-MBS USGSE US N 2 2039-10-25 Floating 8.08300000 N N N N N N PETSMART INC/PETSMART FI N/A 71677KAA6 3129000.00000000 PA USD 2955826.81000000 0.307498748714 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 2560295.69000000 0.266351099580 Long DBT CORP US N 2 2032-06-13 Fixed 6.14400000 N N N N N HAT HOLDINGS I LLC/HAT N/A 418751AE3 626000.00000000 PA USD 607016.33000000 0.063148747853 Long DBT CORP US N 2 2026-06-15 Fixed 3.37500000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CB4 4687000.00000000 PA USD 3703513.01000000 0.385281577584 Long DBT CORP US N 2 2052-08-05 Fixed 4.90000000 N N N N N N SYNOVUS BANK GA DX0JX77PRMOELF7VG772 87164DSE1 2376000.00000000 PA USD 2320750.37000000 0.241430868831 Long DBT CORP US N 2 2030-10-29 Fixed 4.00000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46642MAJ7 1120000.00000000 PA USD 58588.88000000 0.006095082170 Long ABS-MBS CORP US N 2 2027-06-10 Variable 3.80500000 N N N N N N BX Trust N/A 05609VAL9 5508750.00000000 PA USD 5499291.48000000 0.572098894019 Long ABS-MBS CORP US N 2 2036-09-15 Floating 6.16200000 N N N N N N MCAFEE CORP 2549009UKR8UEZYVCR93 579063AB4 2100000.00000000 PA USD 2042232.05000000 0.212456223021 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 2496539.55000000 0.259718460210 Long DBT CORP US N 2 2025-03-24 Fixed 4.70000000 N N N N N N ANTARES HOLDINGS 5493008EAIGV4283RM42 03666HAH4 625000.00000000 PA USD 620411.79000000 0.064542296073 Long DBT CORP US N 2 2029-10-23 Fixed 6.35000000 N N N N N N AS MILEAGE PLAN IP LTD N/A 00218QAB6 3150000.00000000 PA USD 3077486.40000000 0.320155164025 Long DBT CORP KY N 2 2031-10-20 Fixed 5.30800000 N N N N N N REWORLD HOLDING CORP 40XIFLS8XDQGGHGPGC04 22282GAM9 1848505.29000000 PA USD 1853893.68000000 0.192863122061 Long LON CORP US N 2 2028-11-30 Floating 6.69700000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KCU2 4000000.00000000 PA USD 3958821.68000000 0.411841691422 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 1207471.03000000 0.125614880268 Long DBT CORP US N 2 2034-09-15 Fixed 5.00000000 N N N N N N CALVERT IMPACT CAPITAL NOTE N/A 000000000 1000000.00000000 PA USD 988550.00000000 0.102840222915 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 206433.59000000 PA USD 202909.93000000 0.021109000488 Long ABS-O CORP US N 2 2045-03-15 Fixed 6.65700000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BZ7 75000.00000000 PA USD 74455.40000000 0.007745698177 Long DBT CORP US N 2 2035-07-23 Fixed 5.40100000 N N N N N N SYNCHRONY BANK 549300UATVPGSLE43Z27 87166FAD5 3225000.00000000 PA USD 3229887.84000000 0.336009696484 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 1797276.43000000 0.186973151285 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 3055440.73000000 0.317861722502 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 2035997.94000000 0.211807679941 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 992327.38000000 PA USD 997909.22000000 0.103813875509 Long LON CORP US N 2 2028-09-21 Floating 6.72100000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 904678AF6 3643000.00000000 PA USD 3650601.37000000 0.379777106538 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 1381644.52000000 0.143734389183 Long DBT CORP FR N 2 2031-08-22 Fixed 8.00000000 N N N N N N HLTN Commercial Mortgage Trust 2024-DPLO N/A 40424UAE7 1085000.00000000 PA USD 1091577.38000000 0.113558303666 Long ABS-MBS CORP US N 2 2041-06-15 Floating 6.93700000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJR2 6378000.00000000 PA USD 6434501.43000000 0.669390077805 Long DBT CORP US N 2 2035-01-23 Fixed 5.67800000 N N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 25259KAA8 2080000.00000000 PA USD 2209513.80000000 0.229858774698 Long DBT CORP US N 2 2028-11-15 Fixed 9.75000000 N N N N N N APOLLO DEBT SOLUTIONS BD 549300UMUGX092P8DW87 03770DAC7 3879000.00000000 PA USD 3985470.21000000 0.414613974833 Long DBT CORP US N 2 2031-07-29 Fixed 6.70000000 N N N N N N API GROUP DE INC 549300XP4G7B4QYA0G83 00186XAM5 2500000.00000000 PA USD 2503650.00000000 0.260458170151 Long LON CORP US N 2 2029-01-03 Floating 6.35700000 N N N N N N Lumen Technologies Inc 8M3THTGWLTYZVE6BBY25 55024EAG0 678610.07000000 PA USD 633747.16000000 0.065929593047 Long LON CORP US N 2 2030-04-15 Floating 6.82100000 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAG4 1155000.00000000 PA USD 1011101.37000000 0.105186273108 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 2674754.53000000 0.278258410915 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 3613399.85000000 0.375906980990 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 4583132.55000000 0.476789614177 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 4155999.36000000 0.432354358020 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 1899355.25000000 0.197592552027 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 1939072.66000000 0.201724409088 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 2779672.00000000 0.289173120341 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 1063324.08000000 0.110619073814 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 967330.74000000 0.100632753968 Long EP CORP US N 1 N N N BLUE OWL CREDIT INCOME 5493003I42XBWPE05N35 69120VAZ4 3020000.00000000 PA USD 3075285.09000000 0.319926158702 Long DBT CORP US N 2 2031-03-15 Fixed 6.65000000 N N N N N SYNOVUS BANK GA DX0JX77PRMOELF7VG772 87164DVJ6 845000.00000000 PA USD 846770.22000000 0.088090676428 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 1251734.50000000 0.130219670235 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 4035617.68000000 0.419830885453 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 2732113.78000000 0.284225572977 Long ABS-O CORP US N 2 2051-12-26 Fixed 5.99000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAZ4 340000.00000000 PA USD 280214.59000000 0.029151111122 Long DBT CORP US N 2 2031-08-01 Fixed 2.62500000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBM1 7620000.00000000 PA USD 7134535.13000000 0.742215551232 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 123581.00000000 PA USD 117478.15000000 0.012221414327 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 656707.50000000 0.068318188954 Long DBT CORP US N 2 2026-01-15 None 0.00000000 Y N N N N N Credit Agricole CIB 1VUV7VQFKUOQSJ21A208 000000000 1.00000000 NC 178017.21000000 0.018519376419 N/A DFE US N 2 Credit Agricole CIB 1VUV7VQFKUOQSJ21A208 5609211.00000000 CAD 4082316.46000000 USD 2025-01-17 178017.21000000 N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBU3 2790000.00000000 PA USD 2893528.98000000 0.301017819348 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 1637518.11000000 0.170353272430 Long ABS-O CORP US N 2 2029-03-25 Floating 7.53900000 N N N N N N Navigator Aviation Ltd 984500UF8C3O89B30652 63943DAB5 1392047.65000000 PA USD 1348088.87000000 0.140243548532 Long ABS-O CORP KY N 2 2049-08-15 Fixed 6.09000000 N N N N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 09261HBG1 1445000.00000000 PA USD 1470006.20000000 0.152926776891 Long DBT CORP US N 2 2031-01-25 Fixed 6.25000000 N N N N N N Smithfield Foods Inc CVTIPZRZJC0JQEZLL598 832248BB3 3181000.00000000 PA USD 3117335.50000000 0.324300720979 Long DBT CORP US N 2 2029-04-01 Fixed 5.20000000 N N N N N N Champs Trust N/A 15878AAA2 2397032.01000000 PA USD 2481982.82000000 0.258204103467 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 6931000.00000000 PA USD 5952418.83000000 0.619238358572 Long DBT CORP US N 2 2031-06-15 Fixed 3.12500000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAV7 2852000.00000000 PA USD 2867836.10000000 0.298344953528 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 944604.56000000 0.098268518049 Long ABS-O CORP US N 2 2053-01-21 Fixed 8.29000000 N N N N N N Champs Trust N/A 15878BAA0 1528897.90000000 PA USD 1593194.17000000 0.165742191686 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 209415.33000000 PA USD 202135.70000000 0.021028456271 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 1231479.41000000 0.128112505225 Long DBT CORP US N 2 2029-12-01 Fixed 4.87500000 N N N N N N Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC N/A 102104AC0 3510000.00000000 PA USD 3492717.11000000 0.363352188735 Long ABS-O CORP US N 2 2049-11-22 Fixed 5.92300000 N N N N N N BROOKFIELD FINANCE INC 549300XH8D8K6OYWGD17 11271LAN2 3908000.00000000 PA USD 3831051.48000000 0.398549580907 Long DBT CORP CA N 2 2055-01-15 Fixed 6.30000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565AS20 1314000.00000000 PA USD 1405726.40000000 0.146239660447 Long DBT CORP FR N 2 2027-11-17 Fixed 9.25000000 N N N N N N SES SA 5493008JPA4HYMH1HX51 78413HAB5 820000.00000000 PA USD 599561.01000000 0.062373160609 Long DBT CORP LU N 2 2043-04-04 Fixed 5.30000000 N N N N N N GATES GLOBAL LLC 984500F43C791F4C7894 36740UAY8 2495000.00000000 PA USD 2503270.93000000 0.260418734975 Long LON CORP US N 2 2031-06-04 Floating 6.10700000 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AH5 4000000.00000000 PA USD 4002846.68000000 0.416421673025 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 2011296.04000000 0.209237907140 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 2202436.00000000 0.229122461381 Long DBT CORP ES N 2 2028-11-21 Fixed 9.62500000 N N N N N N Home Re Ltd N/A 437307AD3 3418092.93000000 PA USD 3451196.13000000 0.359032703794 Long ABS-MBS CORP BM N 2 2033-07-25 Floating 7.52500000 N N N N N N HLTN Commercial Mortgage Trust 2024-DPLO N/A 40424UAG2 1410000.00000000 PA USD 1420331.92000000 0.147759092880 Long ABS-MBS CORP US N 2 2041-06-15 Floating 7.73600000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEH5 916000.00000000 PA USD 937382.00000000 0.097517145149 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 5220668.21000000 0.543113330116 Long DBT CORP US N 2 2029-05-28 Fixed 6.25000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -34.00000000 NC USD 33336.81000000 0.003468074423 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 10 Year U.S. Treasury Notes TYH5 Comdty 2025-03-20 -3730836.81000000 USD 33336.81000000 N N N BRUNSWICK CORP YM4O38W15AX4YLLQKU27 117043AW9 2961000.00000000 PA USD 3008702.78000000 0.312999508960 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 3263230.37000000 0.339478365967 Long DBT CORP US N 2 2034-02-20 Fixed 6.35000000 N N N N N CLOUD SOFTWARE GRP INC 04EEB871XLHVNY4RZJ65 18912UAA0 2325000.00000000 PA USD 2363464.20000000 0.245874447607 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 2070140.22000000 0.215359548522 Long DBT CORP US N 2 2031-01-15 Fixed 4.37500000 N N N N N N Theorem Funding Trust N/A 88339FAB9 2810000.00000000 PA USD 2892943.33000000 0.300956893369 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 5161433.96000000 PA USD 5181034.51000000 0.538990181522 Long ABS-MBS CORP US N 2 2038-07-15 Floating 6.76100000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 225313AQ8 3974000.00000000 PA USD 3992514.95000000 0.415346848873 Long DBT CORP FR N 2 2035-01-10 Fixed 6.25100000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 62.00000000 NC USD -158562.64000000 -0.01649549061 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long Ultra 10 Year U.S. Treasury Notes Futures UXYH5 Comdty 2025-03-20 7059937.64000000 USD -158562.64000000 N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAK0 1516000.00000000 PA USD 1544447.29000000 0.160670986379 Long DBT CORP US N 2 2034-05-20 Fixed 6.00000000 N N N N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 05971PAD0 3291000.00000000 PA USD 3287499.69000000 0.342003136873 Long DBT CORP MX N 2 2031-05-20 Fixed 8.37500000 N N N N N N HAT HOLDINGS I LLC/HAT N/A 418751AD5 3415000.00000000 PA USD 3011804.47000000 0.313322182058 Long DBT CORP US N 2 2030-09-15 Fixed 3.75000000 N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 410.00000000 NC USD -1038990.39000000 -0.10808760640 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT U.S. Long Bond Futures USH5 Comdty 2025-03-20 47714927.89000000 USD -1038990.39000000 N N N Neighborly Issuer LLC N/A 64016NAE7 849862.50000000 PA USD 864266.31000000 0.089910818855 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 2383223.25000000 0.247930008890 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 2203914.67000000 0.229276289465 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 1098965.34000000 0.114326883356 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 2342743.77000000 0.243718872633 Long DBT CORP US N 2 2029-11-15 Fixed 4.62500000 N N N N N Prodigy Finance Designated Activity Co 635400HTAZNW3LYYMQ40 742857AA3 562666.12000000 PA USD 578946.25000000 0.060228578631 Long ABS-O CORP IE N 2 2051-07-25 Floating 10.35200000 N N N N N N Fannie Mae - CAS N/A 20754RAJ5 4456839.00000000 PA USD 4729921.56000000 0.492060277786 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 10.56900000 N N N N N N UMBS, TBA N/A 01F050619 64062911.00000000 PA USD 61793178.08000000 6.428429728830 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.00000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADC8 2311000.00000000 PA USD 2319195.94000000 0.241269159329 Long DBT CORP US N 2 2029-06-24 Fixed 5.30000000 N N N N N N FERRELLGAS LP/FERRELLGAS N/A 315289AC2 2097000.00000000 PA USD 1918562.60000000 0.199590719197 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 3839397.34000000 0.399417812259 Long DBT CORP CA N 2 2030-12-17 Fixed 3.20000000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAV1 850000.00000000 PA USD 918175.95000000 0.095519113220 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 1348290.50000000 PA USD 1337255.15000000 0.139116501665 Long ABS-O CORP US N 2 2049-04-20 Fixed 4.64100000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAX9 3676000.00000000 PA USD 3042906.27000000 0.316557745302 Long DBT CORP US N 2 2031-03-01 Fixed 2.50000000 N N N N N N Mosaic Solar Loans LLC N/A 61946NAB4 78839.85000000 PA USD 67396.36000000 0.007011336488 Long ABS-O CORP US N 2 2046-04-20 Fixed 3.10000000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBM2 1618000.00000000 PA USD 1825595.87000000 0.189919261772 Long DBT CORP KY N 2 2032-12-01 Fixed 9.62500000 N N N N N N Center Street Lending Resi-Investor Abs Trust N/A 15169CAA6 3770000.00000000 PA USD 3775136.25000000 0.392732642241 Long ABS-MBS CORP US N 2 2029-10-25 Variable 6.89200000 N N N N N N Sonic Capital LLC N/A 83546DAG3 2859476.67000000 PA USD 2761718.60000000 0.287305403323 Long ABS-O CORP US N 2 2050-01-20 Fixed 3.84500000 N N N N N N (Sunnova) Aurora I Issuer, LLC N/A 86744WAB5 3561932.97000000 PA USD 3328284.06000000 0.346245991258 Long ABS-O CORP US N 2 2049-11-22 Fixed 5.60000000 N N N N N N Oportun Funding LLC N/A 68377WAC5 3282522.54000000 PA USD 3199181.59000000 0.332815282853 Long ABS-O CORP US N 2 2031-10-08 Fixed 3.61000000 N N N N N N CLEAR CHANNEL OUTDOOR HO N/A 18453HAF3 1905000.00000000 PA USD 1962889.27000000 0.204202083947 Long DBT CORP US N 2 2030-04-01 Fixed 7.87500000 N N N N N MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01 5493002KQF9IH3CTQZ40 62548QAD3 3053396.21000000 PA USD 3110458.69000000 0.323585316929 Long ABS-MBS CORP US N 2 2050-03-25 Floating 8.43300000 N N N N N N TPG OPERATING GROUP II 2549001H9RJQNZT7MU11 872652AA0 3760000.00000000 PA USD 3848086.54000000 0.400321761745 Long DBT CORP US N 2 2034-03-05 Fixed 5.87500000 N N N N N N CLARIV SCI HLD CORP N/A 18064PAD1 1700000.00000000 PA USD 1586612.23000000 0.165057463370 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 65000.00000000 NS USD 3295825.00000000 0.342869230379 Long EC RF US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384BY39 936810.03000000 PA USD 922962.81000000 0.096017096882 Long ABS-MBS USGA US N 2 2053-07-20 Floating 5.38600000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797MJ3 40377000.00000000 PA USD 40211629.54000000 4.183271403276 Long STIV UST US N 2 2025-02-06 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HHNE7 5211484.00000000 PA USD 5219318.16000000 0.542972882549 Long ABS-MBS USGSE US N 2 2054-12-25 Floating 5.99900000 N N N N N N ServiceMaster Brands N/A 81761TAC9 1317235.77000000 PA USD 1120227.88000000 0.116538854783 Long ABS-O CORP US N 2 2051-01-30 Fixed 3.33700000 N N N N N N CPI HOLDCO B LLC N/A 1261MAAB6 2493750.00000000 PA USD 2491742.53000000 0.259219419588 Long LON CORP US N 2 2031-05-19 Floating 6.35700000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DA5 3029000.00000000 PA USD 2520024.41000000 0.262161622657 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 926964.57000000 0.096433405507 Long DBT CORP LU N 2 2034-03-05 Fixed 6.45000000 N N N N N N RAVEN ACQUISITION HOLDINGS LLC N/A 75419XAC8 1400000.00000000 PA USD 1404907.00000000 0.146154417132 Long LON CORP US N 2 2031-11-19 Floating 7.60700000 N N N N N N PLAYTIKA HOLDING CORP 254900E35Z4TKA4UFG64 72815LAA5 2610000.00000000 PA USD 2376056.57000000 0.247184449263 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 1643108.04000000 0.170934800575 Long ABS-MBS CORP GB N 2 2034-05-17 Floating 8.72700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384BXQ9 832000.00000000 PA USD 844324.33000000 0.087836227111 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 5847982.32000000 0.608373684080 Long DBT CORP BM N 2 2031-10-01 Fixed 5.75000000 N N N N N N Fannie Mae - CAS N/A 20753MAE8 849060.92000000 PA USD 904694.36000000 0.094116604777 Long ABS-MBS USGSE US N 2 2031-09-25 Floating 8.78300000 N N N N N N Pagaya AI Debt Selection Trust N/A 69546RAC0 2745386.99000000 PA USD 2612258.51000000 0.271756863570 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 2127533.00000000 0.221330198756 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 2557312.30000000 0.266040733395 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 206099.01000000 0.021440764889 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 000000000 1116000.00000000 PA USD 1100698.52000000 0.114507188468 Long DBT CORP US N 2 2031-01-17 Fixed 5.54300000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAV3 1171000.00000000 PA USD 1043717.86000000 0.108579411647 Long DBT CORP US N 2 2030-02-15 Fixed 3.37500000 N N N N N N Dynasty Acquisition Co Inc 549300L1RCRPOAUCB870 26812CAP1 551111.11000000 PA USD 554340.62000000 0.057668820931 Long LON CORP US N 2 2031-10-31 Floating 6.60700000 N N N N N N Driven Brands Funding, LLC N/A 26208LAE8 2368672.94000000 PA USD 2314189.44000000 0.240748326214 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 3183416.62000000 0.331175231232 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 956583.88000000 0.099514743267 Long ABS-MBS CORP US N 2 2032-11-05 Variable 3.71900000 N N N N N N Sunrun Issuer N/A 86773PAA6 330132.39000000 PA USD 310065.62000000 0.032256555034 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 4819888.90000000 0.501419704523 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 2361225.93000000 0.245641597285 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 2507597.60000000 0.260868844436 Long DBT CORP US N 2 2030-03-06 Fixed 7.35000000 N N N N N N REWORLD HOLDING CORP 40XIFLS8XDQGGHGPGC04 22282GAN7 142015.20000000 PA USD 142429.17000000 0.014817103426 Long LON CORP US N 2 2028-11-30 Floating 6.69700000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBW1 4786000.00000000 PA USD 4779205.46000000 0.497187350025 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 2136112.78000000 0.222222765129 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 2077366.46000000 0.216111304258 Long DBT CORP US N 2 2029-01-09 Fixed 5.58300000 N N N N N CAPITAL ONE NA 207ALC1P1YM0OVDV0K75 14042TCT2 3425000.00000000 PA USD 3417420.92000000 0.355519022012 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 844246.79000000 0.087828160517 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 3668272.21000000 0.381615428448 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 4463801.94000000 0.464375485875 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 2147850.00000000 PA USD 2118604.23000000 0.220401326472 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 703793.50000000 0.073216610618 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 1140684.12000000 0.118666945705 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 1671536.05000000 0.173892205749 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 3273194.81000000 0.340514980433 Long DBT CORP US N 2 2031-03-01 Fixed 3.87500000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 964.00000000 NC USD 45562.91000000 0.004739972506 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 198161875.55000000 USD 45562.91000000 N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90352JAC7 1685000.00000000 PA USD 1637899.63000000 0.170392962483 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 4664500.00000000 PA USD 4536820.97000000 0.471971756496 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 3011382.00000000 0.313278231920 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 2005817.64000000 0.208667981615 Long DBT CORP US N 2 2030-07-01 Fixed 7.50000000 N N N N N LA CONSTRUCCION SA 254900IMQ8BOPW9UKX13 000000000 2962000.00000000 PA USD 2695420.00000000 0.280408268324 Long DBT CORP CL Y 2 2032-02-07 Fixed 4.75000000 N N N N N N SYNOVUS FINANCIAL CORP 549300EIUS8UN5JTLE54 87161CAP0 425000.00000000 PA USD 428370.70000000 0.044563996033 Long DBT CORP US N 2 2030-11-01 Fixed 6.16800000 N N N N N N UBS AG STAMFORD CT 254900R882POXXVAK772 22550L2L4 3500000.00000000 PA USD 3501693.97000000 0.364286063889 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 15125764.02000000 1.573554138477 Long EC RF US N 1 N N N SEASPAN CORP 5493007Z8Q1H45KT7W98 81254UAK2 2150000.00000000 PA USD 2009964.91000000 0.209099427846 Long DBT CORP MH N 2 2029-08-01 Fixed 5.50000000 N N N N N N Sedgwick Claims Management Services Inc 549300BIN4DWJG5VWF64 81527CAP2 1994949.49000000 PA USD 2009442.80000000 0.209045112021 Long LON CORP US N 2 2031-07-31 Floating 7.58500000 N N N N N N UMBS, TBA N/A 01F060618 9395000.00000000 PA USD 9438304.84000000 0.981879898532 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 6.00000000 N N N N N N GLOBAL ATLANTIC FIN CO 98450051B2E65CAA7E94 37959GAG2 2930000.00000000 PA USD 3072113.79000000 0.319596243980 Long DBT CORP US N 2 2054-10-15 Fixed 7.95000000 N N N N N N Morgan Stanley & Co. LLC 549300BI6Y5SI6BYPB26 61747C707 78519347.38000000 NS USD 78519347.38000000 8.168476240734 Long STIV RF US N 1 N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEV4 1851000.00000000 PA USD 1861601.68000000 0.193664995955 Long DBT CORP US N 2 2034-04-04 Fixed 5.95000000 N N N N N N HA SUSTAINABLE INF CAP 254900ZZRL7MWL1X8E92 41068XAE0 7969000.00000000 PA USD 7764895.26000000 0.807792786867 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 2004579.36000000 0.208539161635 Long LON CORP US N 2 2030-06-20 Floating 7.36700000 N N N N N N CALVERT IMPACT CAPITAL NOTE N/A 000000000 1000000.00000000 PA USD 985350.00000000 0.102507322492 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 4652559.79000000 0.484012225920 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 1959745.76000000 0.203875060257 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 561977.33000000 0.058463278428 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 1823393.67000000 PA USD 1529208.61000000 0.159085685435 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 4399881.63000000 0.457725767673 Long DBT CORP US N 2 2034-04-14 Fixed 6.20000000 N N N N N N AMERICAN AIRLINES/AADVAN N/A 00253XAA9 1625000.00000000 PA USD 1621030.91000000 0.168638086225 Long DBT CORP XX N 2 2026-04-20 Fixed 5.50000000 N N N N N N Champs Trust N/A 15878CAA8 1500000.00000000 PA USD 1554689.55000000 0.161736502844 Long ABS-MBS CORP US N 2 2060-01-25 Variable 10.26200000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AD0 3883000.00000000 PA USD 3339846.74000000 0.347448872840 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 4275736.73000000 0.444810802127 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 1839050.60000000 0.191318975932 Long DBT CORP US N 2 2028-06-01 Fixed 4.25000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEG7 865000.00000000 PA USD 882345.74000000 0.091791646948 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 978063.66000000 0.101749314471 Long ABS-MBS USGSE US N 2 2050-12-25 Floating 7.56900000 N N N N N N NUVEEN LLC N/A 67080LAD7 2216000.00000000 PA USD 2243770.93000000 0.233422591283 Long DBT CORP US N 2 2034-04-15 Fixed 5.85000000 N N N N N N ORL TRUST N/A 67120DAL9 3060000.00000000 PA USD 3063740.85000000 0.318725195458 Long ABS-MBS CORP US N 2 2039-12-15 Floating 8.93800000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDX4 2055000.00000000 PA USD 1963955.88000000 0.204313044860 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 2934810.00000000 PA USD 2852263.48000000 0.296724912344 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 6802506.01000000 0.707674102934 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 1328222.00000000 0.138176770585 Long ABS-O CORP US N 2 2050-02-15 Fixed 4.43300000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 220.00000000 NC USD -904002.32000000 -0.09404461090 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Ultra Long-Term U.S. Treasury Bond Futures WNH5 Comdty 2025-03-20 27063377.32000000 USD -904002.32000000 N N N Oportun Funding LLC N/A 68377NAB7 1312000.00000000 PA USD 1312634.22000000 0.136555152285 Long ABS-O CORP US N 2 2029-08-15 Fixed 5.48000000 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 26884UAE9 2645000.00000000 PA USD 2602644.16000000 0.270756669450 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 2864624.64000000 0.298010860905 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 2584148.76000000 0.268832567423 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 1705144.98000000 0.177388589193 Long DBT CORP US N 2 2032-06-01 Fixed 10.00000000 N N N N N N DELTA 2 LUX SARL 549300BBG8Z3D6QSYP53 000000000 1666666.67000000 PA USD 1673125.00000000 0.174057506414 Long LON CORP LU N 2 2031-09-30 None 0.00000000 N N N N N N COPT DEFENSE PROP LP H0TWO5VRNEP6CQAWPX27 22003BAP1 3595000.00000000 PA USD 2889842.62000000 0.300634322222 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 726694.10000000 0.075598991690 Long ABS-MBS USGA US N 2 2053-06-20 Fixed 6.00000000 N N N N N N UMBS, TBA N/A 01F052615 76272000.00000000 PA USD 75232195.26000000 7.826509262048 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.50000000 N N N N N N Freddie Mac - STACR 5493007ZK0X40BI7UF30 35564KDY2 1959000.00000000 PA USD 2337243.33000000 0.243146654257 Long ABS-MBS USGSE US N 2 2033-08-25 Floating 10.56900000 N N N N N N MASTEC INC 549300TMDIT8WREDOF45 576323AT6 4927000.00000000 PA USD 5019270.20000000 0.522161616755 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 2883468.85000000 PA USD 2903600.94000000 0.302065619269 Long ABS-O CORP US N 2 2031-11-25 Fixed 7.39800000 N N N N N N UNITED STATES CELLULAR C 549300B164AZXESI6E03 911684702 33163.00000000 NS USD 766728.56000000 0.079763831901 Long EP CORP US N 1 N N N GLOBAL ATLANTIC FIN CO 98450051B2E65CAA7E94 37959GAF4 4540000.00000000 PA USD 4613545.50000000 0.479953515404 Long DBT CORP US N 2 2054-03-15 Fixed 6.75000000 N N N N N N Lumen Technologies Inc 8M3THTGWLTYZVE6BBY25 55024EAF2 678610.11000000 PA USD 639471.27000000 0.066525080122 Long LON CORP US N 2 2029-04-15 Floating 6.82100000 N N N N N N DELTA AIR LINES/SKYMILES N/A 830867AB3 4800000.00000000 PA USD 4737255.12000000 0.492823198169 Long DBT CORP XX N 2 2028-10-20 Fixed 4.75000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565AM34 1714000.00000000 PA USD 1756464.35000000 0.182727414190 Long DBT CORP FR N 2 2029-08-16 Fixed 7.75000000 N N N N N N Belron Finance 2019 LLC N/A 08078UAM5 2500000.00000000 PA USD 2526962.50000000 0.262883401750 Long LON CORP US N 2 2031-10-16 Floating 7.27300000 N N N N N N Sunnova Sol Issuer,LLC N/A 86745PAB9 783721.96000000 PA USD 583474.18000000 0.060699625448 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 2450069.99000000 0.254884167650 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 1713429.30000000 0.178250418454 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 2030491.01000000 0.211234786401 Long DBT CORP US N 2 2033-10-21 Fixed 5.85000000 N N N N N N USI INC 2549006D7UF7072T7I27 90351NAP0 1985025.00000000 PA USD 1984290.54000000 0.206428487647 Long LON CORP US N 2 2029-11-22 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HCP71 1342512.07000000 PA USD 1335660.69000000 0.138950627787 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 187232.45000000 PA USD 182734.19000000 0.019010090368 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 3311964.83000000 0.344548279204 Long DBT CORP CA N 2 2084-01-27 Fixed 8.00000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -359186.24000000 -0.03736664102 N/A DFE BR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 4522535.83000000 USD 25789444.00000000 BRL 2025-01-17 -359186.24000000 N N N Retained Vantage Data Centers Issuer, LLC 254900N4NW6XZ9B4HM15 000000000 3274000.00000000 PA 2263078.90000000 0.235431226091 Long ABS-O CORP US N 2 2048-09-15 Fixed 5.25000000 N N N N N N WENDYS FUNDING LLC 5493009DRVSTWJOXUL48 95058XAE8 1952679.48000000 PA USD 1873903.12000000 0.194944731762 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 1989987.43000000 PA USD 1997569.28000000 0.207809893323 Long LON CORP US N 2 2031-09-19 Floating 7.10600000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BM1 949000.00000000 PA USD 734456.44000000 0.076406518650 Long DBT CORP US N 2 2050-03-25 Fixed 4.75000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBW9 8000000.00000000 PA USD 7245215.20000000 0.753729751901 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 2243144.03000000 0.233357374010 Long DBT CORP US N 2 2026-04-15 Fixed 5.75000000 N N N N N ASR NEDERLAND NV 7245000G0HS48PZWUD53 000000000 1945000.00000000 PA 2394731.81000000 0.249127260294 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 3776956.51000000 0.392922006405 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 1008027.53000000 0.104866497284 Long ABS-MBS CORP US N 2 2025-01-09 Floating 8.34200000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -497.13000000 -0.00005171712 N/A DFE CA N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 12618.87000000 USD 17415.00000000 CAD 2025-01-17 -497.13000000 N N N KITE REALTY GROUP LP 549300X6R2GYI8Y3OD81 49803XAE3 1545000.00000000 PA USD 1537711.90000000 0.159970294448 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 4555095.64000000 0.473872895676 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 4000085.44000000 PA USD 3265184.14000000 0.339681619361 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 3404676.99000000 0.354193253359 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 2982001.28000000 0.310221715007 Long DBT CORP CA N 2 2029-06-15 Fixed 3.62500000 N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAC8 3153000.00000000 PA USD 3354721.91000000 0.348996357337 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 761874.56000000 0.079258863572 Long ABS-MBS USGA US N 2 2053-06-20 Fixed 6.00000000 N N N N N N Les Schwab Tire Centers N/A 50220KAC8 1990000.00000000 PA USD 2002437.50000000 0.208316340979 Long LON CORP US N 2 2031-04-23 Floating 7.35700000 N N N N N N Enact Mortgage Insurance Corporation N/A 89600HAG4 2202000.00000000 PA USD 2267099.05000000 0.235849447852 Long ABS-MBS CORP BM N 2 2034-02-25 Floating 9.51900000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DJ6 3000000.00000000 PA USD 3102606.42000000 0.322768434427 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 3219941.14000000 0.334974927534 Long DBT CORP US N 2 2025-05-23 Variable 5.71600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384GBJ8 855000.00000000 PA USD 864752.64000000 0.089961412437 Long ABS-MBS USGA US N 2 2053-11-20 Fixed 6.00000000 N N N N N N (Sunnova) Aurora I Issuer, LLC N/A 86746CAB7 3923924.58000000 PA USD 3142903.10000000 0.326960553747 Long ABS-O CORP US N 2 2047-06-20 Fixed 7.25000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BT0 8895000.00000000 PA USD 6690950.20000000 0.696068797822 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 2989806.18000000 0.311033669543 Long DBT CORP US N 2 2033-01-26 Fixed 5.00000000 N N N N N N Eagle Re Ltd N/A 26982AAC8 2646073.38000000 PA USD 2683868.83000000 0.279206584142 Long ABS-MBS CORP BM N 2 2034-04-25 Floating 8.01900000 N N N N N N (Sunnova) Aurora I Issuer, LLC N/A 86746EAB3 1602361.79000000 PA USD 908341.56000000 0.094496028035 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 1003746.95000000 0.104421182630 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 599183.42000000 0.062333879399 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 562893.85000000 0.058558625271 Long ABS-MBS USGSE US N 2 2041-11-25 Floating 7.86900000 N N N N N N Horizon Aircraft Finance N/A 43990EAA9 3160000.00000000 PA USD 3069862.26000000 0.319362014202 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 642177.90000000 0.066806654582 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 4991238.90000000 0.519245481870 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 1554058.82000000 0.161670887131 Long DBT CORP US N 2 2027-12-01 Fixed 6.75000000 N N N N N BELLEMEADE RE LT N/A 078777AC3 1873702.50000000 PA USD 1877954.49000000 0.195366201383 Long ABS-MBS CORP US N 2 2031-09-25 Floating 5.96900000 N N N N N N RYAN SPECIALTY GROUP LLC 549300K52N7QBO3PYY45 78350UAJ4 2000000.00000000 PA USD 2010000.00000000 0.209103078307 Long LON CORP US N 2 2031-09-15 Floating 6.60700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QTYX1 4047424.88000000 PA USD 3907920.06000000 0.406546325535 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 2085142.27000000 0.216920232520 Long DBT CORP IE N 2 2027-05-08 Fixed 5.80900000 N N N N N N CLEARWAY ENERGY OP LLC 549300Z3NFMM54NWBB87 18539UAE5 1129000.00000000 PA USD 964410.48000000 0.100328955283 Long DBT CORP US N 2 2032-01-15 Fixed 3.75000000 N N N N N N Fannie Mae - CAS N/A 20754JAC8 1650979.27000000 PA USD 1720580.10000000 0.178994326062 Long ABS-MBS USGSE US N 2 2039-09-25 Floating 8.43300000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBM5 6851000.00000000 PA USD 6523637.71000000 0.678663048221 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 4934886.08000000 0.513383020112 Long DBT CORP US N 2 2034-08-24 Fixed 6.13600000 N N N N N LUNAR AIRCRAFT 2020-1 LIMITED N/A 55037LAB0 233685.49000000 PA USD 226897.81000000 0.023604492802 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 2098144.98000000 0.218272922414 Long DBT CORP US N 2 2033-03-17 Fixed 3.78500000 N N N N N N AS MILEAGE PLAN IP LTD N/A 00218QAA8 1855000.00000000 PA USD 1808780.60000000 0.188169945991 Long DBT CORP KY N 2 2029-10-20 Fixed 5.02100000 N N N N N N Goddard Funding LLC N/A 380241AC3 3287000.00000000 PA USD 3302191.53000000 0.343531549295 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 491045.00000000 0.051084090093 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 2801695.42000000 0.291464247165 Long DBT CORP US N 2 2026-03-01 Fixed 6.12500000 N N N N N N Coinstar Funding, LLC N/A 19260MAA4 2460500.00000000 PA USD 2215980.68000000 0.230531533163 Long ABS-O CORP US N 2 2047-04-25 Fixed 5.21600000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 94467.48000000 0.009827582521 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1950000.00000000 GBP 2535377.13000000 USD 2025-01-17 94467.48000000 N N N Multifamily Connecticut Avenue Securities 549300HG8ZEWVWVSN227 62547NAB5 2392255.36000000 PA USD 2421567.19000000 0.251918981969 Long ABS-MBS CORP US N 2 2049-10-25 Floating 7.93300000 N N N N N N PATTERN ENERGY OP LP/PAT N/A 70339PAA7 1744000.00000000 PA USD 1638010.32000000 0.170404477717 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 3413249.53000000 0.355085066545 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 592272.82000000 PA USD 554078.21000000 0.057641522056 Long ABS-O CORP US N 2 2045-03-15 Fixed 4.21200000 N N N N N N OAKTREE STRATEGIC CREDIT 2549006RRE0JC7G43241 67403AAB5 3675000.00000000 PA USD 3938775.92000000 0.409756303301 Long DBT CORP US N 2 2028-11-14 Fixed 8.40000000 N N N N N N BROOKFIELD PROPERTY PART 5493004J5Z0TZW83NU62 000000000 70736.00000000 NS USD 878541.12000000 0.091395847070 Long EP CORP BM N 1 N N N CVS Pass-Through Trust N/A 126650BP4 1133724.20000000 PA USD 1140192.35000000 0.118615786193 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 7266724.70000000 0.755967414917 Long DBT CORP CA N 2 2082-10-31 Fixed 8.12500000 N N N N N N 2025-01-27 The Calvert Fund James Kirchner James Kirchner Treasurer XXXX