NPORT-P false 0000743773 XXXXXXXX S000010997 C000164865 C000030374 Calvert Variable Products, Inc. 811-04000 0000743773 549300PDAQJMP5ONK782 1825 Connecticut Avenue NW Suite 400 Washington 20009 202-238-2200 Calvert VP Investment Grade Bond Index Portfolio S000010997 549300W47X7F7D6X7X60 2021-12-31 2021-06-30 N 152208601.06 384446.45 151824154.61 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 USD UST Freddie Mac S6XOOCT0IEG5ABCC6L87 312938S20 61691.45000000 PA USD 68731.38000000 0.045270385451 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 4.50000000 N N N N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 98978VAH6 100000.00000000 PA USD 128951.48000000 0.084934759117 Long DBT CORP US N 2 2043-02-01 Fixed 4.70000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAH4 750000.00000000 PA USD 723398.44000000 0.476471245210 Long DBT UST US N 2 2027-08-31 Fixed 0.50000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCT6 100000.00000000 PA USD 115833.86000000 0.076294750527 Long DBT CORP US N 2 2028-10-15 Fixed 4.15000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828V98 2100000.00000000 PA USD 2245031.25000000 1.478704923974 Long DBT UST US N 2 2027-02-15 Fixed 2.25000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2F9 250000.00000000 PA USD 269969.76000000 0.177817397168 Long DBT CORP US N 2 2027-06-17 Fixed 3.19600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CLG7 379782.42000000 PA USD 403683.76000000 0.265889022097 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128286B1 1000000.00000000 PA USD 1096757.81000000 0.722386903992 Long DBT UST US N 2 2029-02-15 Fixed 2.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ3K4 308760.46000000 PA USD 329705.13000000 0.217162500161 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KEG85 396332.11000000 PA USD 406449.46000000 0.267710668993 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 74456QAZ9 1000000.00000000 PA USD 1180003.39000000 0.777217164838 Long DBT CORP US N 2 2042-05-01 Fixed 3.95000000 N N N N N N Colonial Pipeline Co 549300Y8RLCD6IQXIT35 195869AJ1 100000.00000000 PA USD 127797.41000000 0.084174623154 Long DBT CORP US N 2 2032-08-28 Fixed 6.58000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KUVQ2 674491.95000000 PA USD 682364.35000000 0.449443865999 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A2T30 102537.17000000 PA USD 116801.15000000 0.076931862588 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 5.00000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081DK6 1000000.00000000 PA USD 1293403.28000000 0.851908764664 Long DBT CORP US N 2 2044-05-15 Fixed 4.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405WG74 32311.65000000 PA USD 36486.13000000 0.024031834785 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.00000000 N N N N N N UNITED PARCEL SERVICE D01LMJZU09ULLNCY6Z23 911312AJ5 250000.00000000 PA USD 370326.70000000 0.243918170301 Long DBT CORP US N 2 2038-01-15 Fixed 6.20000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 913017BT5 100000.00000000 PA USD 124679.38000000 0.082120911735 Long DBT CORP US N 2 2042-06-01 Fixed 4.50000000 N N N N N N VF CORP CWAJJ9DJ5Z7P057HV541 918204BC1 225000.00000000 PA USD 238424.94000000 0.157040189429 Long DBT CORP US N 2 2030-04-23 Fixed 2.95000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202D6U0 39581.69000000 PA USD 44972.60000000 0.029621505297 Long ABS-MBS USGA US N 2 2034-07-20 Fixed 5.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFB0 300000.00000000 PA USD 326752.98000000 0.215218046719 Long DBT CORP US N 2 2024-01-22 Fixed 4.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7XB7 287621.04000000 PA USD 328438.06000000 0.216327935988 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AWG9 692569.57000000 PA USD 746706.80000000 0.491823453203 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LXS76 77086.64000000 PA USD 87968.73000000 0.057941195342 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31369H2U5 11917.11000000 PA USD 12391.01000000 0.008161422029 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 6.50000000 N N N N N N ERP Operating LP DX5HQV5MLU50FEWZ5072 26884AAZ6 100000.00000000 PA USD 100895.03000000 0.066455189728 Long DBT US N 2 2021-12-15 Fixed 4.62500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJB6 500000.00000000 PA USD 515830.04000000 0.339754923269 Long DBT CORP US N 2 2031-04-29 Fixed 2.59200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5J55 75622.48000000 PA USD 79547.51000000 0.052394502182 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 3.50000000 N N N N N N STERIS PLC N/A 85917PAB3 100000.00000000 PA USD 106389.31000000 0.070074034183 Long DBT CORP IE N 2 2051-03-15 Fixed 3.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133G6VV4 440785.82000000 PA USD 461306.16000000 0.303842403196 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 2.50000000 N N N N N N DTE ELECTRIC CO 9N0FWODEJVKHC2DYLO03 23338VAK2 300000.00000000 PA USD 308297.57000000 0.203062266865 Long DBT CORP US N 2 2030-03-01 Fixed 2.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LXFP0 38761.78000000 PA USD 44191.65000000 0.029107127329 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.00000000 N N N N N N LYB INTL FINANCE BV 549300J6QSW38QNOJK61 50247VAB5 100000.00000000 PA USD 129803.80000000 0.085496145414 Long DBT CORP NL N 2 2043-07-15 Fixed 5.25000000 N N N N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348BB1 300000.00000000 PA USD 303265.47000000 0.199747840374 Long DBT CORP US N 2 2022-01-15 Fixed 4.20000000 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076BT5 250000.00000000 PA USD 245880.39000000 0.161950771688 Long DBT CORP US N 2 2030-11-15 Fixed 2.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D54Q2 252884.35000000 PA USD 263803.64000000 0.173756040781 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 2.50000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBL3 200000.00000000 PA USD 224405.27000000 0.147806039543 Long DBT CORP US N 2 2030-04-06 Fixed 3.63300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419A4P9 125531.88000000 PA USD 147603.73000000 0.097220188960 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417EEZ0 139263.20000000 PA USD 144270.52000000 0.095024747788 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 2.50000000 N N N N N N TRITON CONTAINER 549300O4LZFLCX53XZ54 89680YAA3 300000.00000000 PA USD 301865.40000000 0.198825674857 Long DBT CORP BM N 2 2026-04-15 Fixed 2.05000000 N N N N N N CALVERT CASH RESERVES FUND CALVERT CASH RESERVES FUND N/A 000000000 1223733.44100000 NS USD 1223733.44000000 0.806020256225 Long EC RF US N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417BFX0 501675.26000000 PA USD 543320.53000000 0.357861719299 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RK6 1000000.00000000 PA USD 1082265.62000000 0.712841525632 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DZ88 746655.06000000 PA USD 776798.42000000 0.511643500993 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 2.50000000 N N N N N N ALCON FINANCE CORP 549300CUZUI9VU7XNK42 01400EAB9 350000.00000000 PA USD 368926.23000000 0.242995741321 Long DBT CORP US N 2 2029-09-23 Fixed 3.00000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCK5 50000.00000000 PA USD 58733.58000000 0.038685267275 Long DBT CORP US N 2 2048-03-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416M4S0 25029.90000000 PA USD 27441.83000000 0.018074745794 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 4.00000000 N N N N N N LABORATORY CORP OF AMER OZ7UA8IXAIFILY2VZH07 50540RAW2 100000.00000000 PA USD 105464.81000000 0.069465106043 Long DBT CORP US N 2 2029-12-01 Fixed 2.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410MJ68 42083.37000000 PA USD 48575.02000000 0.031994263445 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.50000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142CK7 250000.00000000 PA USD 381219.91000000 0.251093056292 Long DBT CORP US N 2 2037-08-15 Fixed 6.50000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HHM5 250000.00000000 PA USD 272153.54000000 0.179255758544 Long DBT CORP US N 2 2026-04-27 Fixed 3.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KHS6 130291.73000000 PA USD 154205.01000000 0.101568166406 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.00000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 74432QBY0 1000000.00000000 PA USD 1201133.31000000 0.791134528682 Long DBT CORP US N 2 2043-08-15 Fixed 5.10000000 N N N N N N LABORATORY CORP OF AMER OZ7UA8IXAIFILY2VZH07 50540RAN2 100000.00000000 PA USD 106950.31000000 0.070443540604 Long DBT CORP US N 2 2023-11-01 Fixed 4.00000000 N N N N N N State Street Global Advisors 5493008BJIBKQ5KTIF74 857492706 223245.00000000 NS USD 223245.00000000 0.147041819909 Long STIV RF US N 1 N N United States Treasury 254900HROIFWPRGM1V77 912810SC3 750000.00000000 PA USD 914912.11000000 0.602613011315 Long DBT UST US N 2 2048-05-15 Fixed 3.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FBEK2 263112.04000000 PA USD 283256.06000000 0.186568507973 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.00000000 N N N N N N Province of Quebec 549300WN65YFEQH74Y36 748149AG6 75000.00000000 PA USD 77855.18000000 0.051279837651 Long DBT NUSS CA N 2 2023-02-13 Fixed 2.62500000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300DT2BKPLXAJ4C66 94989CAX9 1275000.00000000 PA USD 1364744.32000000 0.898898020216 Long ABS-MBS CORP US N 2 2048-02-15 Fixed 3.16600000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CD5 150000.00000000 PA USD 157573.38000000 0.103786765949 Long DBT CORP US N 2 2029-03-01 Fixed 3.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402LK35 9238.23000000 PA USD 10595.01000000 0.006978474556 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 6.00000000 N N N N N N BLOCK FINANCIAL LLC N/A 093662AH7 150000.00000000 PA USD 162306.43000000 0.106904221147 Long DBT CORP US N 2 2030-08-15 Fixed 3.87500000 N N N N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 58013MFQ2 300000.00000000 PA USD 337648.11000000 0.222394197331 Long DBT CORP US N 2 2030-07-01 Fixed 3.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140K46H8 381713.69000000 PA USD 399746.42000000 0.263295666639 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 2.50000000 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582AV4 200000.00000000 PA USD 205908.11000000 0.135622760771 Long DBT CORP NL N 2 2023-01-06 Fixed 2.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31376KTT3 20242.73000000 PA USD 23478.45000000 0.015464238915 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SU3 225000.00000000 PA USD 214804.69000000 0.141482552991 Long DBT UST US N 2 2051-02-15 Fixed 1.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404ML30 53277.41000000 PA USD 61316.10000000 0.040386261433 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.50000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604BV4 250000.00000000 PA USD 274969.58000000 0.181110562220 Long DBT CORP US N 2 2027-05-01 Fixed 3.45000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558AW3 100000.00000000 PA USD 107523.95000000 0.070821372446 Long DBT CORP US N 2 2024-04-01 Fixed 3.70000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CAX3 500000.00000000 PA USD 540395.65000000 0.355935227426 Long DBT CORP US N 2 2027-08-15 Fixed 3.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KHLY5 896350.34000000 PA USD 927845.22000000 0.611131491153 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416WWF5 226167.93000000 PA USD 251254.59000000 0.165490524643 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.50000000 N N N N N N CINTAS CORPORATION NO. 2 549300QVUQTTKMTE0G41 17252MAL4 350000.00000000 PA USD 356935.09000000 0.235097696355 Long DBT CORP US N 2 2022-06-01 Fixed 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128L5HY0 163070.04000000 PA USD 186628.38000000 0.122924037008 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828SF8 2000000.00000000 PA USD 2024281.90000000 1.333306880713 Long DBT UST US N 2 2022-02-15 Fixed 2.00000000 N N N N N N ROGERS COMMUNICATIONS IN 54930030NVF3Y2OL0A78 775109BE0 1000000.00000000 PA USD 1104199.67000000 0.727288535105 Long DBT CORP CA N 2 2025-12-15 Fixed 3.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYUJ6 932204.87000000 PA USD 951387.64000000 0.626637864339 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 2.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174467X1 150000.00000000 PA USD 173067.18000000 0.113991861469 Long DBT CORP US N 2 2025-11-24 Fixed 5.00000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 400000.00000000 PA USD 411406.97000000 0.270975966279 Long DBT CORP US N 2 2050-04-01 Fixed 3.60000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200HU8 100000.00000000 PA USD 107793.99000000 0.070999236107 Long DBT CORP US N 2 2024-02-12 Fixed 3.62500000 N N N N N N NetApp Inc QTX3D84DZDD5JYOCYH15 64110DAD6 100000.00000000 PA USD 102777.90000000 0.067695354710 Long DBT CORP US N 2 2022-12-15 Fixed 3.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QK7 500000.00000000 PA USD 657578.13000000 0.433118255582 Long DBT UST US N 2 2040-08-15 Fixed 3.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MMUF8 653269.08000000 PA USD 683589.29000000 0.450250680964 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 2.50000000 N N N N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 701094AJ3 200000.00000000 PA USD 219036.87000000 0.144270106797 Long DBT CORP US N 2 2027-03-01 Fixed 3.25000000 N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582AY8 100000.00000000 PA USD 124818.95000000 0.082212840453 Long DBT CORP NL N 2 2043-08-12 Fixed 4.55000000 N N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 026874CU9 250000.00000000 PA USD 260285.33000000 0.171438682249 Long DBT CORP US N 2 2022-06-01 Fixed 4.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312936Y27 155455.36000000 PA USD 170785.59000000 0.112489076878 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292K2G1 34820.59000000 PA USD 41345.18000000 0.027232280730 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAD3 300000.00000000 PA USD 287578.13000000 0.189415268432 Long DBT UST US N 2 2027-07-31 Fixed 0.37500000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAS3 375000.00000000 PA USD 398576.59000000 0.262525150246 Long DBT CORP US N 2 2050-04-05 Fixed 3.57700000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828YG9 400000.00000000 PA USD 414515.62000000 0.273023499498 Long DBT UST US N 2 2026-09-30 Fixed 1.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DJJ2 197029.28000000 PA USD 205536.81000000 0.135378201530 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 2.50000000 N N N N N N MOLSON COORS BEVERAGE 54930073LBBH6ZCBE225 60871RAD2 100000.00000000 PA USD 123010.52000000 0.081021705878 Long DBT CORP US N 2 2042-05-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CJD7 605348.90000000 PA USD 644060.90000000 0.424215041180 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.50000000 N N N N N N American Express Credit Account Master Trust 549300Y4SA5G3GIJTP18 02588QAB4 300000.00000000 PA USD 306055.83000000 0.201585729745 Long ABS-O CORP US N 2 2024-10-15 Fixed 2.87000000 N N N N N N Excalibur One 77B LLC N/A 30066CAA9 13743.65000000 PA USD 13986.54000000 0.009212328588 Long DBT CORP US N 2 2025-01-01 Fixed 1.49200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJU99 299446.23000000 PA USD 329533.33000000 0.217049342936 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAZ4 2000000.00000000 PA USD 1964296.88000000 1.293797344069 Long DBT UST US N 2 2025-11-30 Fixed 0.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128PS6W2 87256.12000000 PA USD 93199.32000000 0.061386358606 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 3.50000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114CN6 100000.00000000 PA USD 117664.92000000 0.077500790504 Long DBT CORP US N 2 2042-02-01 Fixed 4.10000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAL3 200000.00000000 PA USD 206696.12000000 0.136141788854 Long DBT CORP US N 2 2022-11-06 Fixed 2.90000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175AY0 500000.00000000 PA USD 566778.29000000 0.373312330607 Long DBT CORP US N 2 2025-07-23 Fixed 4.90800000 N N N N N N TRANSCONT GAS PIPE CORP N/A 893574AF0 100000.00000000 PA USD 120217.88000000 0.079182314769 Long DBT CORP US N 2 2042-08-01 Fixed 4.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390REX7 21206.76000000 PA USD 24379.62000000 0.016057800593 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179MK82 237955.26000000 PA USD 259837.36000000 0.171143623797 Long ABS-MBS USGA US N 2 2042-08-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417END9 643935.40000000 PA USD 683851.41000000 0.450423328064 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Cummins Inc ZUNI8PYC725B6H8JU438 231021AQ9 100000.00000000 PA USD 131978.56000000 0.086928565707 Long DBT CORP US N 2 2043-10-01 Fixed 4.87500000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RBG2 100000.00000000 PA USD 132247.16000000 0.087105480903 Long DBT CORP US N 2 2043-11-13 Fixed 4.87500000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17321RAD8 422000.00000000 PA USD 448847.05000000 0.295636126644 Long ABS-MBS CORP US N 2 2046-11-10 Fixed 4.13100000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAE1 1000000.00000000 PA USD 931796.88000000 0.613734278576 Long DBT UST US N 2 2030-08-15 Fixed 0.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312940N54 75745.53000000 PA USD 84181.64000000 0.055446803057 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296QDA4 71618.83000000 PA USD 81454.45000000 0.053650521031 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 5.00000000 N N N N N N ONTARIO (PROVINCE OF) C7PVKCRGLG18EBQGZV36 68323ABK9 400000.00000000 PA USD 408945.14000000 0.269354465401 Long DBT NUSS CA N 2 2022-06-29 Fixed 2.45000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QT8 1000000.00000000 PA USD 1192421.88000000 0.785396686754 Long DBT UST US N 2 2041-11-15 Fixed 3.12500000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3137EAEV7 1000000.00000000 PA USD 1000103.17000000 0.658724675641 Long DBT USGSE US N 2 2023-08-24 Fixed 0.25000000 N N N N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 10112RAU8 100000.00000000 PA USD 104453.00000000 0.068798670585 Long DBT US N 2 2023-02-01 Fixed 3.85000000 N N N N N N ANHEUSER-BUSCH INBEV FIN 5493000EYEKDT0FBSQ91 035242AB2 100000.00000000 PA USD 111915.78000000 0.073714080797 Long DBT CORP US N 2 2043-01-17 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3135G0K36 300000.00000000 PA USD 317935.37000000 0.209410268620 Long DBT USGSE US N 2 2026-04-24 Fixed 2.12500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FY67 31981.81000000 PA USD 34922.82000000 0.023002150145 Long ABS-MBS USGA US N 2 2041-11-20 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBN0 950000.00000000 PA USD 948923.83000000 0.625015059321 Long DBT UST US N 2 2023-02-28 Fixed 0.12500000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 961214DK6 200000.00000000 PA USD 221486.69000000 0.145883697208 Long DBT CORP AU N 2 2027-03-08 Fixed 3.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KEN95 704437.58000000 PA USD 712659.49000000 0.469397963605 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.00000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17322MAW6 645000.00000000 PA USD 696270.86000000 0.458603482290 Long ABS-MBS CORP US N 2 2047-05-10 Fixed 3.85500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBN5 300000.00000000 PA USD 310083.50000000 0.204238581664 Long DBT CORP US N 2 2051-04-22 Fixed 3.10900000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBL4 1100000.00000000 PA USD 1068031.25000000 0.703465962147 Long DBT UST US N 2 2031-02-15 Fixed 1.12500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828J27 1500000.00000000 PA USD 1575234.38000000 1.037538713155 Long DBT UST US N 2 2025-02-15 Fixed 2.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828Z94 1400000.00000000 PA USD 1414054.68000000 0.931376620296 Long DBT UST US N 2 2030-02-15 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X2RR7 1058648.63000000 PA USD 1123279.23000000 0.739855415553 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.00000000 N N N N N N City of New York NY 549300ABYZD2SFD5JB29 64966LYY1 1000000.00000000 PA USD 1085030.00000000 0.714662303101 Long DBT MUN US N 2 2028-08-01 Fixed 3.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418XSH2 59438.66000000 PA USD 66031.63000000 0.043492176965 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828B66 3000000.00000000 PA USD 3186796.86000000 2.099005173574 Long DBT UST US N 2 2024-02-15 Fixed 2.75000000 N N N N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 254709AJ7 200000.00000000 PA USD 209654.32000000 0.138090227170 Long DBT CORP US N 2 2022-11-21 Fixed 3.85000000 N N N N N N Lam Research Corp 549300I4GMO6D34U1T02 512807AS7 325000.00000000 PA USD 364125.56000000 0.239833747755 Long DBT CORP US N 2 2026-03-15 Fixed 3.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828Y95 1500000.00000000 PA USD 1574003.91000000 1.036728255818 Long DBT UST US N 2 2026-07-31 Fixed 1.87500000 N N N N N N UBS-Barclays Commercial Mortgage Trust N/A 90270RBE3 625000.00000000 PA USD 640618.88000000 0.421947931569 Long ABS-MBS CORP US N 2 2045-12-10 Fixed 2.85000000 N N N N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 084664BV2 1000000.00000000 PA USD 1249188.45000000 0.822786369671 Long DBT CORP US N 2 2043-05-15 Fixed 4.30000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128285M8 950000.00000000 PA USD 1074910.16000000 0.707996802459 Long DBT UST US N 2 2028-11-15 Fixed 3.12500000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3135G05Y5 350000.00000000 PA USD 341545.96000000 0.224961542435 Long DBT USGSE US N 2 2027-10-08 Fixed 0.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SJ8 650000.00000000 PA USD 673562.50000000 0.443646468330 Long DBT UST US N 2 2049-08-15 Fixed 2.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407JDD1 19774.14000000 PA USD 23487.21000000 0.015470008748 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YNFP7 129046.91000000 PA USD 139320.01000000 0.091764061099 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828ZL7 800000.00000000 PA USD 791562.50000000 0.521367961529 Long DBT UST US N 2 2025-04-30 Fixed 0.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31376KB21 22149.92000000 PA USD 25425.80000000 0.016746874082 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202DYJ4 73334.40000000 PA USD 80303.79000000 0.052892631087 Long ABS-MBS USGA US N 2 2033-07-20 Fixed 4.50000000 N N N N N N NBCUniversal Media LLC VTBDOQJ6KOGQ6K786R46 63946BAJ9 200000.00000000 PA USD 246187.44000000 0.162153012234 Long DBT CORP US N 2 2043-01-15 Fixed 4.45000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179V7E4 1248004.60000000 PA USD 1293592.59000000 0.852033454968 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HRPS3 479804.83000000 PA USD 509747.67000000 0.335748729383 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397VU4 200000.00000000 PA USD 201270.00000000 0.132567838442 Long DBT CORP US N 2 2021-08-02 Fixed 5.87500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202EQA0 52065.15000000 PA USD 60641.07000000 0.039941648386 Long ABS-MBS USGA US N 2 2037-11-20 Fixed 6.00000000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687ET9 100000.00000000 PA USD 139917.90000000 0.092157865366 Long DBT CORP US N 2 2043-10-01 Fixed 5.40000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 91533BAC4 250000.00000000 PA USD 255435.39000000 0.168244236667 Long DBT CORP US N 2 2027-06-22 Fixed 2.30000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RJH6 200000.00000000 PA USD 242457.13000000 0.159696018477 Long DBT CORP US N 2 2042-06-15 Fixed 4.90000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DG7 300000.00000000 PA USD 302915.14000000 0.199517093164 Long DBT CORP US N 2 2026-02-04 Fixed 2.19600000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DBF5 200000.00000000 PA USD 224278.60000000 0.147722607496 Long DBT CORP US N 2 2029-05-15 Fixed 4.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3129393C3 222233.57000000 PA USD 247427.43000000 0.162969739983 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 4.50000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RJG8 100000.00000000 PA USD 123615.65000000 0.081420278820 Long DBT CORP US N 2 2041-10-15 Fixed 5.37500000 N N N N N N PNC BANK NA AD6GFRVSDT01YPT1CS68 69349LAS7 250000.00000000 PA USD 265021.95000000 0.174558488852 Long DBT CORP US N 2 2029-10-22 Fixed 2.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H3CU8 125477.64000000 PA USD 132296.16000000 0.087137755082 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.50000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RDG6 300000.00000000 PA USD 304841.76000000 0.200786074378 Long ABS-O CORP US N 2 2023-03-20 Fixed 3.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31307BBG4 58994.11000000 PA USD 61630.81000000 0.040593547290 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBP5 500000.00000000 PA USD 498593.75000000 0.328402124998 Long DBT UST US N 2 2028-02-29 Fixed 1.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416WEV0 185541.30000000 PA USD 206121.63000000 0.135763397154 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RD2 1045000.00000000 PA USD 1372052.34000000 0.903711496714 Long DBT UST US N 2 2043-11-15 Fixed 3.75000000 N N N N N N HollyFrontier Corp 549300J3U2WK73C9ZK26 436106AA6 1000000.00000000 PA USD 1157713.23000000 0.762535601119 Long DBT CORP US N 2 2026-04-01 Fixed 5.87500000 N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AJHU6 1000000.00000000 PA USD 994375.34000000 0.654952001909 Long DBT USGSE US N 2 2025-04-14 Fixed 0.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBH3 1500000.00000000 PA USD 1470175.79000000 0.968341166645 Long DBT UST US N 2 2026-01-31 Fixed 0.37500000 N N N N N N Equifax Inc 5493004MCF8JDC86VS77 294429AJ4 450000.00000000 PA USD 465750.93000000 0.306769980835 Long DBT CORP US N 2 2022-12-15 Fixed 3.30000000 N N N N N N BUNGE LTD FINANCE CORP 549300QHC068L40NNM71 120568BB5 250000.00000000 PA USD 253284.30000000 0.166827406778 Long DBT CORP US N 2 2025-08-17 Fixed 1.63000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AM3D6 1000000.00000000 PA USD 1035293.10000000 0.681902759583 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810EQ7 1000000.00000000 PA USD 1126875.00000000 0.742223793634 Long DBT UST US N 2 2023-08-15 Fixed 6.25000000 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582BE1 1350000.00000000 PA USD 1608268.61000000 1.059296930802 Long DBT CORP NL N 2 2035-05-11 Fixed 4.12500000 N N N N N N Dow Chemical Co/The ZQUIP1CSZO8LXRBSOU78 260543CG6 100000.00000000 PA USD 119499.68000000 0.078709267512 Long DBT CORP US N 2 2042-11-15 Fixed 4.37500000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBK6 200000.00000000 PA USD 210262.60000000 0.138490874880 Long DBT CORP US N 2 2033-04-15 Fixed 3.41900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312934HK1 53270.61000000 PA USD 60884.53000000 0.040102004951 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 5.00000000 N N N N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 874060AZ9 400000.00000000 PA USD 405144.13000000 0.266850904614 Long DBT CORP JP N 2 2050-07-09 Fixed 3.17500000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBX6 300000.00000000 PA USD 326064.38000000 0.214764495700 Long DBT CORP US N 2 2029-11-21 Fixed 3.20000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GVM3 500000.00000000 PA USD 543257.23000000 0.357820026329 Long DBT CORP US N 2 2024-03-03 Fixed 4.00000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044CS8 100000.00000000 PA USD 106186.88000000 0.069940702303 Long DBT CORP US N 2 2023-08-01 Fixed 3.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9DB8 1432404.81000000 PA USD 1479392.13000000 0.974411570938 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WBY3 936309.29000000 PA USD 970584.67000000 0.639282117192 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128PRA82 62533.35000000 PA USD 66294.60000000 0.043665383924 Long ABS-MBS USGSE US N 2 2025-03-01 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828SV3 1600000.00000000 PA USD 1623320.58000000 1.069211012022 Long DBT UST US N 2 2022-05-15 Fixed 1.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYUP2 1665597.47000000 PA USD 1699871.88000000 1.119632040347 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DWF2 13970.97000000 PA USD 16185.61000000 0.010660760826 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DZX3 995849.19000000 PA USD 1044011.05000000 0.687644895953 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128282P4 1250000.00000000 PA USD 1274023.44000000 0.839144102776 Long DBT UST US N 2 2022-07-31 Fixed 1.87500000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFU3 150000.00000000 PA USD 142848.49000000 0.094088118169 Long DBT CORP US N 2 2050-11-20 Fixed 2.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371MSG3 7776.21000000 PA USD 8830.57000000 0.005816314289 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.50000000 N N N N N N WPP Finance 2010 549300OJB3S151W7KN44 92936MAF4 1000000.00000000 PA USD 1088342.15000000 0.716843872963 Long DBT CORP GB N 2 2024-09-19 Fixed 3.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WBZ0 581606.06000000 PA USD 610044.62000000 0.401809989699 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828G38 2000000.00000000 PA USD 2114765.62000000 1.392904591125 Long DBT UST US N 2 2024-11-15 Fixed 2.25000000 N N N N N N BROADCOM CRP / CAYMN FI N/A 11134LAH2 500000.00000000 PA USD 552778.90000000 0.364091538279 Long DBT CORP XX N 2 2027-01-15 Fixed 3.87500000 N N N N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494AX1 100000.00000000 PA USD 109046.43000000 0.071824164132 Long DBT CORP US N 2 2024-08-15 Fixed 3.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LUG5 796733.24000000 PA USD 835492.52000000 0.550302764501 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402DC40 41047.44000000 PA USD 46436.17000000 0.030585495515 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YDU6 500000.00000000 PA USD 532534.22000000 0.350757243712 Long DBT CORP US N 2 2023-05-22 Fixed 4.10000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620ARSK8 520652.78000000 PA USD 569797.72000000 0.375301098473 Long ABS-MBS USGA US N 2 2040-12-20 Fixed 4.00000000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DK0 150000.00000000 PA USD 155599.95000000 0.102486953014 Long DBT US N 2 2030-07-15 Fixed 2.65000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RX8 1000000.00000000 PA USD 1189414.06000000 0.783415565892 Long DBT UST US N 2 2047-05-15 Fixed 3.00000000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776743AG1 250000.00000000 PA USD 267540.97000000 0.176217658308 Long DBT CORP US N 2 2029-09-15 Fixed 2.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DHL9 156646.48000000 PA USD 163248.16000000 0.107524497942 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296DLA4 159312.83000000 PA USD 186701.31000000 0.122972072842 Long ABS-MBS USGA US N 2 2038-10-15 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128286L9 1000000.00000000 PA USD 1066015.62000000 0.702138353899 Long DBT UST US N 2 2026-03-31 Fixed 2.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414F7E5 147917.50000000 PA USD 154626.63000000 0.101845869253 Long ABS-MBS USGSE US N 2 2038-09-01 Floating 2.25300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419BCT0 199655.24000000 PA USD 216423.19000000 0.142548588896 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 3.50000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAH3 1000000.00000000 PA USD 1210885.97000000 0.797558183749 Long DBT CORP US N 2 2035-04-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419A4N4 206537.88000000 PA USD 223883.24000000 0.147462200975 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BC20 676485.88000000 PA USD 738583.90000000 0.486473250516 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DAQ5 100138.38000000 PA USD 105298.31000000 0.069355439699 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312940PZ6 111010.66000000 PA USD 123378.72000000 0.081264223283 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GES27 86450.13000000 PA USD 96081.82000000 0.063284936607 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WDR6 1191106.50000000 PA USD 1235267.49000000 0.813617235790 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CLH5 483422.74000000 PA USD 519036.49000000 0.341866873115 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JPKH7 91225.20000000 PA USD 95925.85000000 0.063182205918 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 3.50000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91086QBE7 500000.00000000 PA USD 605630.00000000 0.398902270561 Long DBT NUSS MX N 2 2045-01-21 Fixed 5.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A6ZA2 814402.00000000 PA USD 843017.48000000 0.555259129988 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292SAD2 300034.75000000 PA USD 321619.40000000 0.211836779744 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.50000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703TAG1 250000.00000000 PA USD 301903.02000000 0.198850453523 Long DBT CORP US N 2 2029-10-01 Fixed 5.30000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661CZ8 100000.00000000 PA USD 106749.19000000 0.070311071564 Long DBT CORP US N 2 2023-09-15 Fixed 3.87500000 N N N N N N BNSF Funding Trust I N/A 05567SAA0 540000.00000000 PA USD 619563.60000000 0.408079729863 Long DBT CORP US N 2 2055-12-15 Fixed 6.61300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MVTH6 13555.16000000 PA USD 15722.22000000 0.010355545888 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414U4L9 19811.64000000 PA USD 23523.10000000 0.015493647937 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 6.00000000 N N N N N N GATX Corp 549300IHYHCQP2PIR591 361448AY9 400000.00000000 PA USD 430555.30000000 0.283588142549 Long DBT CORP US N 2 2026-09-15 Fixed 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3134A4AA2 1300000.00000000 PA USD 1911936.81000000 1.259310031998 Long DBT USGSE US N 2 2031-03-15 Fixed 6.75000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3135G05Q2 850000.00000000 PA USD 805492.24000000 0.530542878416 Long DBT USGSE US N 2 2030-08-05 Fixed 0.87500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SQ2 750000.00000000 PA USD 645468.75000000 0.425142331046 Long DBT UST US N 2 2040-08-15 Fixed 1.12500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CT0 100000.00000000 PA USD 112098.63000000 0.073834516179 Long DBT CORP US N 2 2025-05-01 Fixed 4.87500000 N N N N N N ANHEUSER-BUSCH INBEV FIN 5493000EYEKDT0FBSQ91 03524BAF3 1000000.00000000 PA USD 1216507.23000000 0.801260664434 Long DBT CORP US N 2 2044-02-01 Fixed 4.62500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128284U1 600000.00000000 PA USD 628429.69000000 0.413919439640 Long DBT UST US N 2 2023-06-30 Fixed 2.62500000 N N N N N N Flex Ltd 549300EAQH74YHD07T53 33938EAU1 250000.00000000 PA USD 279224.23000000 0.183912916042 Long DBT CORP SG N 2 2025-06-15 Fixed 4.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31294MH38 67277.12000000 PA USD 71880.53000000 0.047344594267 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YY84 136870.22000000 PA USD 150255.51000000 0.098966801683 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A9PM7 144776.14000000 PA USD 164915.99000000 0.108623025383 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DV7J8 835284.53000000 PA USD 845816.72000000 0.557102868231 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBZ3 800000.00000000 PA USD 802625.00000000 0.528654351517 Long DBT UST US N 2 2028-04-30 Fixed 1.25000000 N N N N N N PERRIGO FINANCE UNLIMITE 549300E86RB6YCTMRM83 71429MAC9 250000.00000000 PA USD 255650.81000000 0.168386124498 Long DBT CORP IE N 2 2030-06-15 Fixed 3.15000000 N N N N N N DENTSPLY SIRONA INC 9NHEHR1SOZCYXDO8HO28 24906PAA7 400000.00000000 PA USD 428288.09000000 0.282094829442 Long DBT CORP US N 2 2030-06-01 Fixed 3.25000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CX6 282000.00000000 PA USD 324223.96000000 0.213552290696 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CND2 266007.92000000 PA USD 282250.18000000 0.185905978350 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.50000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LW9 500000.00000000 PA USD 567632.62000000 0.373875040805 Long DBT CORP US N 2 2029-04-23 Fixed 4.07500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CY9 100000.00000000 PA USD 118510.46000000 0.078057711109 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DF5 250000.00000000 PA USD 276149.81000000 0.181887928643 Long DBT CORP US N 2 2046-10-15 Fixed 3.87500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RH3 1600000.00000000 PA USD 1920687.50000000 1.265073732788 Long DBT UST US N 2 2044-08-15 Fixed 3.12500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABB0 250000.00000000 PA USD 271640.00000000 0.178917511971 Long DBT CORP US N 2 2025-04-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D54K5 125292.80000000 PA USD 130702.82000000 0.086088290980 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAF8 1500000.00000000 PA USD 1495664.07000000 0.985129193600 Long DBT UST US N 2 2023-08-15 Fixed 0.12500000 N N N N N N Capital One Bank USA NA LKE37K2B8CFZUR7F9816 140420NB2 200000.00000000 PA USD 209326.57000000 0.137874352429 Long DBT CORP US N 2 2023-02-15 Fixed 3.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31401YMQ5 69090.89000000 PA USD 78927.61000000 0.051986200880 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CBF0 610596.75000000 PA USD 642531.02000000 0.423207375434 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128283F5 1750000.00000000 PA USD 1872431.65000000 1.233289692809 Long DBT UST US N 2 2027-11-15 Fixed 2.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8DC8 466047.59000000 PA USD 475637.85000000 0.313282067153 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 2.00000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBM6 150000.00000000 PA USD 158402.21000000 0.104332680400 Long DBT CORP US N 2 2026-07-15 Fixed 2.65000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967HB0 80000.00000000 PA USD 93235.44000000 0.061410149287 Long DBT CORP US N 2 2025-09-13 Fixed 5.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SP4 1000000.00000000 PA USD 843320.31000000 0.555458591003 Long DBT UST US N 2 2050-08-15 Fixed 1.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MRK67 502393.49000000 PA USD 522675.72000000 0.344263876418 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 2.50000000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244AM1 250000.00000000 PA USD 276445.66000000 0.182082792234 Long DBT CORP US N 2 2047-12-01 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WQAX0 930053.88000000 PA USD 988577.61000000 0.651133288072 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N RELIANCE STEEL & ALUM 549300E287ZOFT3C5Z56 759509AE2 200000.00000000 PA USD 211867.30000000 0.139547821322 Long DBT CORP US N 2 2023-04-15 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828WE6 1300000.00000000 PA USD 1374953.13000000 0.905622121547 Long DBT UST US N 2 2023-11-15 Fixed 2.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828TY6 2500000.00000000 PA USD 2550781.25000000 1.680089216733 Long DBT UST US N 2 2022-11-15 Fixed 1.62500000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833AL4 1100000.00000000 PA USD 1309760.50000000 0.862682557570 Long DBT CORP US N 2 2043-05-04 Fixed 3.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EKFB6 491840.62000000 PA USD 532515.79000000 0.350745104669 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJBV1 18890.78000000 PA USD 21481.90000000 0.014149197836 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAV3 250000.00000000 PA USD 237773.44000000 0.156611074575 Long DBT UST US N 2 2030-11-15 Fixed 0.87500000 N N N N N N TEXAS EASTERN TRANSMISSI 549300SIOULUXXIDGA69 882384AC4 400000.00000000 PA USD 408434.84000000 0.269018352876 Long DBT CORP US N 2 2022-10-15 Fixed 2.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DV74 485307.25000000 PA USD 490971.56000000 0.323381718318 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828ZQ6 300000.00000000 PA USD 280464.84000000 0.184730052158 Long DBT UST US N 2 2030-05-15 Fixed 0.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415PYX0 27391.53000000 PA USD 31881.22000000 0.020998779859 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJJ0 700000.00000000 PA USD 737126.12000000 0.485513073919 Long DBT CORP US N 2 2023-05-01 Fixed 3.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7HN2 793214.16000000 PA USD 803062.63000000 0.528942599458 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371MNS2 6726.78000000 PA USD 7804.37000000 0.005140400761 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 5.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2B8 400000.00000000 PA USD 410073.55000000 0.270097700233 Long DBT CORP US N 2 2022-07-22 Fixed 2.62500000 N N N N N N TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 89352HAT6 1000000.00000000 PA USD 1149137.90000000 0.756887402371 Long DBT CORP CA N 2 2026-01-15 Fixed 4.87500000 N N N N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199AW5 250000.00000000 PA USD 325130.61000000 0.214149461813 Long DBT CORP US N 2 2028-10-01 Fixed 6.55000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810EL8 1000000.00000000 PA USD 1029628.73000000 0.678171884207 Long DBT UST US N 2 2021-11-15 Fixed 8.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128282Y5 2750000.00000000 PA USD 2892978.52000000 1.905479748878 Long DBT UST US N 2 2024-09-30 Fixed 2.12500000 N N N N N N LENNOX INTERNATIONAL INC S7DWAC87RDMPBF77GJ92 526107AF4 300000.00000000 PA USD 300219.01000000 0.197741269016 Long DBT CORP US N 2 2027-08-01 Fixed 1.70000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RDS8 1000000.00000000 PA USD 1319156.40000000 0.868871230265 Long DBT CORP US N 2 2047-03-01 Fixed 5.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WDJY8 418556.50000000 PA USD 459751.04000000 0.302818112955 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385XF85 18828.38000000 PA USD 21543.28000000 0.014189626186 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W9GM6 854424.84000000 PA USD 911393.70000000 0.600295586918 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3135G0S38 400000.00000000 PA USD 403936.43000000 0.266055444891 Long DBT USGSE US N 2 2022-01-05 Fixed 2.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QQ4 700000.00000000 PA USD 983691.41000000 0.647914959597 Long DBT UST US N 2 2041-05-15 Fixed 4.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A8RD0 116712.84000000 PA USD 128228.71000000 0.084458701798 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJEU0 13839.41000000 PA USD 16379.66000000 0.010788573163 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFX7 340000.00000000 PA USD 325125.52000000 0.214146109250 Long DBT CORP US N 2 2030-10-30 Fixed 1.68000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JPM93 111240.94000000 PA USD 116964.28000000 0.077039309259 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CH0 400000.00000000 PA USD 415566.59000000 0.273715727953 Long DBT CORP GB N 2 2031-06-04 Fixed 2.84800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AHY7 309289.02000000 PA USD 338695.06000000 0.223083777986 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M82R4 216624.04000000 PA USD 235013.80000000 0.154793419139 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 3.50000000 N N N N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 871829BL0 250000.00000000 PA USD 320957.32000000 0.211400696301 Long DBT CORP US N 2 2030-04-01 Fixed 5.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8AS6 697298.54000000 PA USD 720498.99000000 0.474561502977 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 2.00000000 N N N N N N BARRICK NA FINANCE LLC N/A 06849RAK8 100000.00000000 PA USD 141639.19000000 0.093291604596 Long DBT CORP US N 2 2043-05-01 Fixed 5.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AKT58 313631.59000000 PA USD 348419.76000000 0.229489017011 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.50000000 N N N N N N CVS Pass-Through Trust N/A 126650BP4 63713.63000000 PA USD 74644.81000000 0.049165305870 Long DBT CORP US N 2 2028-12-10 Fixed 6.03600000 N N N N N N 2021-07-26 Calvert Variable Products, Inc. James Kirchner James Kirchner Treasurer