{"entity_type":"fund","name":"Calvert Ultra-Short Duration Income Fund","identifiers":{"lei":"549300IXKXR5NQT6M528","cik":"701039","fund_id":"S000013508","fundkey":"calvert-ultra-short-duration-income-fund"},"dates":{"reporting_period_start":"2025-12-31","reporting_period_end":"2026-09-30","filing_date":"2026-02-27"},"summary":{"total_positions":230,"total_value_usd":681111342.5,"asset_categories":["DBT","ABS-MBS","DFE","LON","ABS-O","STIV"],"by_asset_category":{"ABS-MBS":{"positions":50,"total_value_usd":93540575.8},"STIV":{"positions":7,"total_value_usd":27018561.46},"DBT":{"positions":89,"total_value_usd":438287782.76},"ABS-O":{"positions":77,"total_value_usd":115970831.92},"DFE":{"positions":1,"total_value_usd":-55601.43},"LON":{"positions":6,"total_value_usd":6349191.99}}},"holdings":[{"issuer_name":"United States Treasury","title":"U.S. Treasury Notes","isin":"US91282CLS88","value_usd":56833322.65,"pct_val":8.299970717424,"balance":56587000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Notes","isin":"US9128287B09","value_usd":33663680.04,"pct_val":4.916262951815,"balance":33930000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Notes","isin":"US91282CEN74","value_usd":16738591.82,"pct_val":2.44451345582,"balance":16900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANK OF AMERICA CORP","title":"Bank of America Corp","isin":"US06051GJS93","value_usd":13314800.02,"pct_val":1.944500956858,"balance":13485000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLDMAN SACHS BANK USA","title":"Goldman Sachs Bank USA/New York NY","isin":"US38151LAG59","value_usd":13229435.52,"pct_val":1.932034276796,"balance":13159000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLS FARGO & COMPANY","title":"Wells Fargo & Co","isin":"US95000U2F97","value_usd":8043593.18,"pct_val":1.174690916243,"balance":8075000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AUST & NZ BANKING GROUP","title":"Australia & New Zealand Banking Group Ltd","isin":"US05252ADK43","value_usd":7697454.61,"pct_val":1.124140642896,"balance":7690000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JPMORGAN CHASE & CO","title":"JPMorgan Chase & Co","isin":"US46647PBW59","value_usd":7105475.65,"pct_val":1.037687699372,"balance":7125000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PNC BANK NA","title":"PNC Bank NA","isin":"US69353RFY99","value_usd":6810940.72,"pct_val":0.994673650918,"balance":6800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP INC","title":"Citigroup Inc","isin":"US172967NA50","value_usd":6722788.86,"pct_val":0.981799903219,"balance":6800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANK OF IRELAND GROUP","title":"Bank of Ireland Group PLC","isin":"US06279JAB52","value_usd":6697863.72,"pct_val":0.978159821618,"balance":6804000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CAIXABANK SA","title":"CaixaBank SA","isin":"US12803RAB06","value_usd":6639905.12,"pct_val":0.969695514757,"balance":6525000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"ES","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROYAL BANK OF CANADA","title":"Royal Bank of Canada","isin":"US78016HZX15","value_usd":6612469.02,"pct_val":0.965688731131,"balance":6575000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANCO SANTANDER SA","title":"Banco Santander SA","isin":"US05964HAQ83","value_usd":6603688.81,"pct_val":0.964406464276,"balance":6600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"ES","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VONTIER CORP","title":"Vontier Corp","isin":"US928881AB78","value_usd":6594394.2,"pct_val":0.963049074153,"balance":6636000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HYUNDAI CAPITAL AMERICA","title":"Hyundai Capital America","isin":"US44891ADU88","value_usd":6583686.82,"pct_val":0.961485362297,"balance":6510000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ING GROEP NV","title":"ING Groep NV","isin":"US456837BF96","value_usd":6435811.87,"pct_val":0.939889620615,"balance":6350000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INTESA SANPAOLO SPA","title":"Intesa Sanpaolo SpA","isin":"US46115HAW79","value_usd":6428206.97,"pct_val":0.9387789967,"balance":6425000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"IT","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VOLKSWAGEN GROUP AMERICA","title":"Volkswagen Group of America Finance LLC","isin":"US928668CK66","value_usd":5654061.83,"pct_val":0.825722400791,"balance":5630000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Morgan Stanley & Co. LLC","title":"Morgan Stanley Institutional Liquidity Funds - Government Portfolio","isin":"US61747C7074","value_usd":5477976.73,"pct_val":0.800006832782,"balance":5477976.73,"units":"NS","currency":"USD","asset_cat":"STIV","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"NEXTERA ENERGY CAPITAL","title":"NextEra Energy Capital Holdings Inc","isin":"US65339KCL26","value_usd":5240293.17,"pct_val":0.765295390691,"balance":5176000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NATIONAL BANK OF CANADA","title":"National Bank of Canada","isin":"US63307A3G86","value_usd":5154941.89,"pct_val":0.752830641286,"balance":5150000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CENTENE CORP","title":"Centene Corp","isin":"US15135BAR24","value_usd":5122871.71,"pct_val":0.748147093985,"balance":5150000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EPR PROPERTIES","title":"EPR Properties","isin":"US26884UAC36","value_usd":5101913.84,"pct_val":0.745086394747,"balance":5086000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac - STACR","title":"Freddie Mac STACR REMIC Trust 2024-HQA1","isin":"US35564NBW20","value_usd":5090942.48,"pct_val":0.743484131102,"balance":5062464.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ATHENE GLOBAL FUNDING","title":"Athene Global Funding","isin":"US04685A4E88","value_usd":5037401.2,"pct_val":0.735664932163,"balance":5000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ORACLE CORP","title":"Oracle Corp","isin":"US68389XBM65","value_usd":4997629.85,"pct_val":0.729856701621,"balance":5038000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMERICAN NATIONAL GROUP","title":"American National Group Inc","isin":"US025676AM95","value_usd":4979504.64,"pct_val":0.727209685659,"balance":4940000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HAT HOLDINGS I LLC/HAT","title":"HAT Holdings I LLC / HAT Holdings II LLC","isin":"US418751AE33","value_usd":4745558.02,"pct_val":0.693043988408,"balance":4775000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Stack Infrastructure Issuer LLC","title":"Stack Infrastructure Issuer LLC","isin":"US85236KAE29","value_usd":4684701.36,"pct_val":0.684156447219,"balance":4719000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HA SUSTAINABLE INF CAP","title":"HA Sustainable Infrastructure Capital Inc","isin":"US40460KAM62","value_usd":4603309.28,"pct_val":0.67226990163,"balance":4615000,"units":"PA","currency":"USD","asset_cat":"STIV","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SMITHFIELD FOODS INC","title":"Smithfield Foods Inc","isin":"US832248AZ15","value_usd":4578803.54,"pct_val":0.668691069443,"balance":4593000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TRUIST BANK","title":"Truist Bank","isin":"US89788JAF66","value_usd":4565968.97,"pct_val":0.666816701551,"balance":4537000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Oceanview Mortgage Trust","title":"Oceanview Mortgage Trust 2025-INV3","isin":"US67648CAU45","value_usd":4553447.16,"pct_val":0.664988009307,"balance":4541323.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BPCE SA","title":"BPCE SA","isin":"US05583JAN28","value_usd":4502786.72,"pct_val":0.657589529877,"balance":4500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CONCENTRIX CORP","title":"Concentrix Corp","isin":"US20602DAA90","value_usd":4216510.56,"pct_val":0.615781596885,"balance":4175000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UBS GROUP AG","title":"UBS Group AG","isin":"US902613AH15","value_usd":4205627.44,"pct_val":0.614192219859,"balance":4273000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PROTECTIVE LIFE GLOBAL","title":"Protective Life Global Funding","isin":"US743672AE71","value_usd":4054310.58,"pct_val":0.592093819687,"balance":4050000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DB Master Finance LLC","title":"DB Master Finance LLC","isin":"US233046AN14","value_usd":4041552.72,"pct_val":0.590230654567,"balance":4118400,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORD MOTOR CREDIT CO LLC","title":"Ford Motor Credit Co LLC","isin":"US345397C437","value_usd":4014215.79,"pct_val":0.586238353784,"balance":4005000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137HHNE76","value_usd":3892319.09,"pct_val":0.568436490486,"balance":3867301.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Verdant Receivables LLC","title":"Verdant Receivables 2025-1 LLC","isin":"US92340GAB68","value_usd":3853841.39,"pct_val":0.562817185326,"balance":3834658.13,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALGONQUIN PWR & UTILITY","title":"Algonquin Power & Utilities Corp","isin":"US015857AF21","value_usd":3763467.42,"pct_val":0.54961891942,"balance":3745000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BERRY GLOBAL INC","title":"Berry Global Inc","isin":"US08576PAH47","value_usd":3734310,"pct_val":0.545360753244,"balance":3738000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JEFFERIES FIN GROUP INC","title":"Jefferies Financial Group Inc","isin":"US47233WKS79","value_usd":3715354.86,"pct_val":0.542592533833,"balance":3715000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COPT DEFENSE PROP LP","title":"COPT Defense Properties LP","isin":"US22003BAL09","value_usd":3624256.02,"pct_val":0.529288407501,"balance":3640000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GENERAL MOTORS FINL CO","title":"General Motors Financial Co Inc","isin":"US37045XDR44","value_usd":3621476.51,"pct_val":0.528882486282,"balance":3694000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANK OF NEW YORK MELLON","title":"Bank of New York Mellon/The","isin":"US06405LAF85","value_usd":3616621.64,"pct_val":0.52817347831,"balance":3610000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Theorem Funding Trust","title":"Theorem Funding Trust 2022-3","isin":"US882925AB67","value_usd":3481083.05,"pct_val":0.50837934565,"balance":3459619.57,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TORONTO-DOMINION BANK","title":"Toronto-Dominion Bank/The","isin":"US89115KAE01","value_usd":3474123.21,"pct_val":0.507362926663,"balance":3465000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HSBC HOLDINGS PLC","title":"HSBC Holdings PLC","isin":"US404280BH13","value_usd":3474113.02,"pct_val":0.50736143851,"balance":3465000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NATWEST MARKETS PLC","title":"NatWest Markets PLC","isin":"US63906YAT55","value_usd":3470977.72,"pct_val":0.506903557517,"balance":3460000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OneMain Financial Issuance Trust","title":"OneMain Financial Issuance Trust 2022-2","isin":"US68268VAB18","value_usd":3461983.23,"pct_val":0.505589997089,"balance":3450000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANK OF MONTREAL","title":"Bank of Montreal","isin":"CA06368D3U60","value_usd":3448768.35,"pct_val":0.503660088509,"balance":4650000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INTEL CORP","title":"Intel Corp","isin":"US458140CD04","value_usd":3435295.82,"pct_val":0.501692552576,"balance":3433000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BRUNSWICK CORP","title":"Brunswick Corp/DE","isin":"US11704NA627","value_usd":3422549.41,"pct_val":0.499831059621,"balance":3425000,"units":"PA","currency":"USD","asset_cat":"STIV","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BARCLAYS PLC","title":"Barclays PLC","isin":"US06738EAP07","value_usd":3415009.88,"pct_val":0.498729982377,"balance":3400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN TREASURY DISC BILL","title":"Japan Treasury Discount Bill","isin":"JP1743481RC0","value_usd":3411040.66,"pct_val":0.498150315234,"balance":535000000,"units":"PA","currency":null,"asset_cat":"STIV","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANK OF AMERICA CORP","title":"Bank of America Corp","isin":"CA060505FZ26","value_usd":3404970.31,"pct_val":0.497263797873,"balance":4700000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BERRY GLOBAL INC","title":"Berry Global Inc","isin":"US085770AA31","value_usd":3400734.98,"pct_val":0.496645267874,"balance":3400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP INC","title":"Citigroup Inc","isin":"US17327CAM55","value_usd":3392344.29,"pct_val":0.495419886741,"balance":3400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CAPITAL ONE FINANCIAL CO","title":"Capital One Financial Corp","isin":"US14040HCH66","value_usd":3385849.46,"pct_val":0.494471378079,"balance":3450000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ASHTEAD CAPITAL INC","title":"Ashtead Capital Inc","isin":"US045054AN37","value_usd":3382082.2,"pct_val":0.493921205289,"balance":3440000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JABIL INC","title":"Jabil Inc","isin":"US46652MA546","value_usd":3377945.3,"pct_val":0.493317050064,"balance":3380000,"units":"PA","currency":"USD","asset_cat":"STIV","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HCA INC","title":"HCA Inc","isin":"US40412DAD12","value_usd":3375119.96,"pct_val":0.492904435806,"balance":3380000,"units":"PA","currency":"USD","asset_cat":"STIV","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Tesla Lease Electric Vehicle Securitization LLC","title":"Tesla Lease Electric Vehicle Securitization 2025-A LLC","isin":"US88162VAB62","value_usd":3362671.88,"pct_val":0.491086511133,"balance":3355000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HCA INC","title":"HCA Inc","isin":"US404119BU21","value_usd":3357781.48,"pct_val":0.490372314339,"balance":3350000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN TREASURY DISC BILL","title":"Japan Treasury Discount Bill","isin":"JP1743371RA7","value_usd":3350620.12,"pct_val":0.489326465258,"balance":525000000,"units":"PA","currency":null,"asset_cat":"STIV","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JEFFERIES FIN GROUP INC","title":"Jefferies Financial Group Inc","isin":"US47233WKM00","value_usd":3348063.72,"pct_val":0.48895312715,"balance":3345000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AIR CANADA","title":"Air Canada","isin":"US008911BK48","value_usd":3335943.4,"pct_val":0.487183068734,"balance":3350000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"APOLLO MANAGEMENT HOLDIN","title":"Apollo Management Holdings LP","isin":"US03765HAB78","value_usd":3325528.84,"pct_val":0.485662120476,"balance":3325000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DELTA AIR LINES/SKYMILES","title":"Delta Air Lines Inc / SkyMiles IP Ltd","isin":"US830867AB33","value_usd":3320591.11,"pct_val":0.484941011583,"balance":3300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"XX","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ATHENE GLOBAL FUNDING","title":"Athene Global Funding","isin":"US04685A4A66","value_usd":3259939.55,"pct_val":0.476083423314,"balance":3247000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORD MOTOR CREDIT CO LLC","title":"Ford Motor Credit Co LLC","isin":"US345397F810","value_usd":3243459.55,"pct_val":0.473676674755,"balance":3225000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KYNDRYL HOLDINGS INC","title":"Kyndryl Holdings Inc","isin":"US50155QAJ94","value_usd":3200630.54,"pct_val":0.46742190181,"balance":3253000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137HJX448","value_usd":3196639,"pct_val":0.466838975042,"balance":3180280.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Prodigy Finance Designated Activity Co","title":"Prodigy Finance CM2021-1 DAC","isin":"US742855AA76","value_usd":3131766.34,"pct_val":0.457364934932,"balance":3136663.61,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136BWXU56","value_usd":3111647.38,"pct_val":0.454426750587,"balance":3099998.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JPMORGAN CHASE & CO","title":"JPMorgan Chase & Co","isin":"US46647PDW32","value_usd":3078459.85,"pct_val":0.449580024858,"balance":3030000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137HCUE07","value_usd":3070072.28,"pct_val":0.448355099371,"balance":3046514.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CCO HLDGS LLC/CAP CORP","title":"CCO Holdings LLC / CCO Holdings Capital Corp","isin":"US1248EPBT92","value_usd":3007608.19,"pct_val":0.439232808192,"balance":3010000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BPR Trust","title":"BPR Trust 2022-SSP","isin":"US05602HAA14","value_usd":3006597.9,"pct_val":0.439085264867,"balance":3000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38384CBT53","value_usd":2986759.43,"pct_val":0.436188043441,"balance":2980850.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Onslow Bay Financial LLC","title":"OBX 2025-HE1 Trust","isin":"US67121CAA45","value_usd":2884771.05,"pct_val":0.421293602503,"balance":2863929.95,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITADEL LP","title":"Citadel LP","isin":"US17288XAB01","value_usd":2875380.17,"pct_val":0.419922153055,"balance":2869000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LIBERTY MUTUAL INSURANCE","title":"Liberty Mutual Insurance Co","isin":"US53079QAC15","value_usd":2850201.31,"pct_val":0.41624501804,"balance":2780000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AES CORP/THE","title":"AES Corp/The","isin":"US00130HCE36","value_usd":2826772.1,"pct_val":0.412823402906,"balance":2830000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136BXHG20","value_usd":2804336.41,"pct_val":0.409546881996,"balance":2798382.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Driven Brands Funding, LLC","title":"Driven Brands Funding LLC","isin":"US26209XAC56","value_usd":2803607.71,"pct_val":0.409440462234,"balance":2890038.06,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Chase Auto Credit Linked Notes","title":"Chase Auto Credit Linked Notes Series 2025-1","isin":"US46591HCS76","value_usd":2769229.56,"pct_val":0.404419857684,"balance":2746916.9,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORD MOTOR CREDIT CO LLC","title":"Ford Motor Credit Co LLC","isin":"US345397XU23","value_usd":2750190.52,"pct_val":0.401639385469,"balance":2750000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Mercury Financial Credit Card Master Trust","title":"Mercury Financial Credit Card Master Trust","isin":"US58940BAZ94","value_usd":2716305.76,"pct_val":0.396690835874,"balance":2701000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Lendbuzz Securitization Trust","title":"Lendbuzz Securitization Trust 2023-3","isin":"US525931AB72","value_usd":2642338.66,"pct_val":0.385888638582,"balance":2595031.24,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HLTN Commercial Mortgage Trust 2024-DPLO","title":"HLTN Commercial Mortgage Trust 2024-DPLO","isin":"US40424UAA51","value_usd":2633154.83,"pct_val":0.384547426833,"balance":2625000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TX Trust 24-HOU","title":"TX Trust 2024-HOU","isin":"US90216DAA00","value_usd":2629898.25,"pct_val":0.38407183404,"balance":2625000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137HKU517","value_usd":2581446.86,"pct_val":0.376995965527,"balance":2573255.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RCKT Trust","title":"RCKTL 2025-2","isin":"US74939HAA14","value_usd":2564728.13,"pct_val":0.374554352703,"balance":2561692.01,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UBS GROUP AG","title":"UBS Group AG","isin":"US225401AT54","value_usd":2542894.68,"pct_val":0.371365783265,"balance":2550000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MAREX GROUP PLC","title":"Marex Group PLC","isin":"US566539AB80","value_usd":2542780.5,"pct_val":0.371349108353,"balance":2500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38385BP536","value_usd":2495393.2,"pct_val":0.364428640148,"balance":2482536.27,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ORL TRUST","title":"ORL Trust 2024-GLKS","isin":"US67120DAA37","value_usd":2458953.87,"pct_val":0.3591070197,"balance":2452000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROCKETMTGE CO-ISSUER INC","title":"Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc","isin":"US77313LAA17","value_usd":2450442.35,"pct_val":0.357863992485,"balance":2485000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INTOWN Mortgage Trust","title":"INTOWN 2025-STAY Mortgage Trust","isin":"US46117WAC64","value_usd":2420405.25,"pct_val":0.353477357342,"balance":2415000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Truist Bank Auto Credit-Linked Notes","title":"Truist Bank Auto Credit-Linked Notes Series 2025-1","isin":"US897926CB54","value_usd":2404782.32,"pct_val":0.351195775772,"balance":2399664.79,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137HMBS85","value_usd":2360160.89,"pct_val":0.344679236792,"balance":2352984.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORTITUDE GLOBAL FUNDING","title":"Fortitude Global Funding","isin":"US34967GAA22","value_usd":2358379.73,"pct_val":0.344419115174,"balance":2355000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137HFW844","value_usd":2344544.18,"pct_val":0.342398563595,"balance":2339479.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AIR LEASE CORP","title":"Air Lease Corp","isin":"US00914AAW27","value_usd":2312041.81,"pct_val":0.337651899021,"balance":2300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"US BANK NA CINCINNATI","title":"US Bank NA/Cincinnati OH","isin":"US90331HPS66","value_usd":2293124.83,"pct_val":0.334889252518,"balance":2270000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136BTUE13","value_usd":2292527.09,"pct_val":0.334801958229,"balance":2274908.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Crossroads Asset Trust","title":"Crossroads Asset Trust 2025-A","isin":"US22767VAB45","value_usd":2274136.55,"pct_val":0.332116193323,"balance":2256409.3,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Coinstar Funding, LLC","title":"Coinstar Funding LLC Series 2017-1","isin":"US19260MAA45","value_usd":2269375.68,"pct_val":0.331420913164,"balance":1983720,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38384W3E34","value_usd":2247692.57,"pct_val":0.328254299465,"balance":2238773.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HEXCEL CORP","title":"Hexcel Corp","isin":"US428291AN87","value_usd":2246358.33,"pct_val":0.328059446298,"balance":2250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Towd Point Mortgage Trust","title":"Towd Point Mortgage Trust 2025-HE2","isin":"US89183PAA49","value_usd":2192105.51,"pct_val":0.320136333653,"balance":2186647.2,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STELLANTIS FIN US INC","title":"Stellantis Finance US Inc","isin":"US85855CAA80","value_usd":2177958.79,"pct_val":0.31807033863,"balance":2240000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOCIETE GENERALE","title":"Societe Generale SA","isin":"US83368RBV33","value_usd":2102385.91,"pct_val":0.307033632314,"balance":2075000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Lendbuzz Securitization Trust","title":"Lendbuzz Securitization Trust 2024-3","isin":"US52609YAB74","value_usd":2102086.87,"pct_val":0.306989960342,"balance":2101195.12,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137HCV827","value_usd":2078931.06,"pct_val":0.303608272699,"balance":2064881.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOCIETE GENERALE","title":"Societe Generale SA","isin":"US83368RBZ47","value_usd":2073969.73,"pct_val":0.302883717248,"balance":2050000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Ally Bank Auto Credit-Linked Notes","title":"Ally Bank Auto Credit-Linked Notes Series 2024-A","isin":"US02007GZ551","value_usd":2050956.61,"pct_val":0.299522868133,"balance":2016114.92,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Cologix Data Centers Issuer LLC","title":"Cologix Data Centers US Issuer LLC","isin":"US19521UAA16","value_usd":2030323.69,"pct_val":0.296509624778,"balance":2065000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137HBFP46","value_usd":2010649.08,"pct_val":0.29363633356,"balance":1992181.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OSCAR US Funding Trust","title":"Oscar US Funding XVII LLC","isin":"US68784BAB09","value_usd":1988565.98,"pct_val":0.290411305094,"balance":1987754.7,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Newtek Small Business Loan Trust","title":"Newtek Small Business Loan Trust 2023-1","isin":"US65254RAA41","value_usd":1983150.08,"pct_val":0.289620363983,"balance":1963522.12,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Saluda Grade Alternative Mortgage Trust","title":"Saluda Grade Alternative Mortgage Trust 2025-LOC5","isin":"US79581XAB47","value_usd":1980886.58,"pct_val":0.289289801157,"balance":1975954.6,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOFI CONSUMER LOAN PROGRAM TRUST","title":"SoFi Consumer Loan Program 2025-1 Trust","isin":"US83406YAA91","value_usd":1960706.74,"pct_val":0.286342725863,"balance":1953085.6,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AXIS Equipment Finance Receivables LLC","title":"Amur Equipment Finance Receivables XII LLC","isin":"US03236YAB11","value_usd":1958539.46,"pct_val":0.286026215061,"balance":1942027.95,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136BYEL25","value_usd":1954977.49,"pct_val":0.285506022939,"balance":1954000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137HKE420","value_usd":1941988.98,"pct_val":0.283609173562,"balance":1936035.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Extended Stay America Trust","title":"Extended Stay America Trust 2025-ESH","isin":"US30227TAA88","value_usd":1925595.65,"pct_val":0.281215082338,"balance":1920000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Ally Bank Auto Credit-Linked Notes","title":"Ally Bank Auto Credit-Linked Notes Series 2025-B","isin":"US02007G6P30","value_usd":1909876.05,"pct_val":0.278919383026,"balance":1901656.33,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae - CAS","title":"Fannie Mae Connecticut Avenue Securities","isin":"US20753CAA80","value_usd":1872558.05,"pct_val":0.273469441112,"balance":1866890.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137HCFS67","value_usd":1865631.81,"pct_val":0.272457929089,"balance":1849607.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Marlette Funding Trust","title":"Marlette Funding Trust 2024-1","isin":"US57108VAC63","value_usd":1864345.59,"pct_val":0.27227008879,"balance":1840000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Octane Receivables Trust","title":"Octane Receivables Trust 2024-2","isin":"US67578YAB20","value_usd":1778974.6,"pct_val":0.259802460925,"balance":1763818.81,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137HFS636","value_usd":1749113.19,"pct_val":0.255441483649,"balance":1742710.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Avolon TLB Borrower 1 (US) LLC","title":"Avolon TLB Borrower 1 (US) LLC 2023 Term Loan B6","isin":"US05400KAJ97","value_usd":1740387.01,"pct_val":0.254167107366,"balance":1728168.86,"units":"PA","currency":"USD","asset_cat":"LON","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Trans Union LLC","title":"Trans Union LLC 2024 Term Loan B9","isin":"US89334GBG82","value_usd":1733418.4,"pct_val":0.253149407604,"balance":1728190.62,"units":"PA","currency":"USD","asset_cat":"LON","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Jersey Mike's Funding, LLC","title":"Jersey Mike's Funding","isin":"US476681AB70","value_usd":1699914.33,"pct_val":0.248256454193,"balance":1723750,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38381QF716","value_usd":1684977.49,"pct_val":0.246075069596,"balance":1678788.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARAMARK SERVICES INC","title":"ARAMARK SERVICES INC 2025 TERM LOAN","isin":"US03852JBC45","value_usd":1669624.5,"pct_val":0.243832910217,"balance":1661838.79,"units":"PA","currency":"USD","asset_cat":"LON","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac - STACR","title":"Freddie Mac STACR REMIC Trust 2024-DNA1","isin":"US35564NAX12","value_usd":1610412.76,"pct_val":0.235185594079,"balance":1603383.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMERICAN AIRLINES/AADVAN","title":"American Airlines Inc/AAdvantage Loyalty IP Ltd","isin":"US00253XAA90","value_usd":1607281.05,"pct_val":0.234728237372,"balance":1604166.67,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"XX","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Chesapeake Funding II LLC","title":"Chesapeake Funding II LLC","isin":"US165183DJ06","value_usd":1606779.37,"pct_val":0.23465497174,"balance":1605214.45,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TD SYNNEX CORP","title":"TD SYNNEX Corp","isin":"US87162WAM29","value_usd":1597433.94,"pct_val":0.233290159835,"balance":1600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP Morgan Mortgage Trust","title":"JP Morgan Mortgage Trust 2023-HE2","isin":"US46657FAA30","value_usd":1583848.42,"pct_val":0.231306122779,"balance":1576680.52,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP Morgan Mortgage Trust","title":"JP Morgan Mortgage Trust 2023-HE3","isin":"US465985AA77","value_usd":1571808.6,"pct_val":0.229547820628,"balance":1565552.81,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Ally Bank Auto Credit-Linked Notes","title":"Ally Bank Auto Credit-Linked Notes Series 2025-B","isin":"US02007G6N81","value_usd":1548250.87,"pct_val":0.22610743636,"balance":1543642.79,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STELLANTIS FINANCIAL SER","title":"Stellantis Financial Services US Corp","isin":"US85855FAA12","value_usd":1510819.7,"pct_val":0.220640967035,"balance":1490000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GS Mortgage-Backed Securities Trust","title":"GS Mortgage-Backed Securities Trust 2025-HE1","isin":"US36272NAA28","value_usd":1509011.99,"pct_val":0.220376968039,"balance":1504322.27,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136BR3E57","value_usd":1490717.24,"pct_val":0.217705192359,"balance":1481168.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Lendbuzz Securitization Trust","title":"Lendbuzz Securitization Trust 2024-1","isin":"US525935AB86","value_usd":1483217.66,"pct_val":0.216609949437,"balance":1474765.48,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38384EDX04","value_usd":1459228.89,"pct_val":0.213106615842,"balance":1452429.7,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GA GLOBAL FUNDING TRUST","title":"GA Global Funding Trust","isin":"US36143L2G95","value_usd":1440796.17,"pct_val":0.210414690945,"balance":1467000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Santander Bank Auto Credit-Linked Notes","title":"Santander Bank Auto Credit-Linked Notes Series 2023-A","isin":"US80290CBY93","value_usd":1407868.16,"pct_val":0.205605865663,"balance":1350000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"First Help Financial LLC","title":"FHF Issuer Trust 2023-2","isin":"US30333LAB45","value_usd":1345178.63,"pct_val":0.196450651098,"balance":1335101.55,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Servpro Master Issuer, LLC","title":"SERVPRO Master Issuer LLC","isin":"US817743AE78","value_usd":1342681.29,"pct_val":0.196085938146,"balance":1418175,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FIGRE Trust","title":"FIGRE Trust 2025-FL1","isin":"US31684QAA85","value_usd":1297720.75,"pct_val":0.18951987535,"balance":1287608.77,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136BSFC49","value_usd":1244892.72,"pct_val":0.181804839846,"balance":1239355.59,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae - CAS","title":"Fannie Mae Connecticut Avenue Securities","isin":"US20754JAC80","value_usd":1235040.48,"pct_val":0.180366013121,"balance":1212348.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Clarus Capital Funding LLC","title":"Clarus Capital Funding 2024-1 LLC","isin":"US18271JAB89","value_usd":1223292.43,"pct_val":0.178650321227,"balance":1218502.98,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38384KNV97","value_usd":1215376.86,"pct_val":0.177494326889,"balance":1212961.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Ally Bank Auto Credit-Linked Notes","title":"Ally Bank Auto Credit-Linked Notes Series 2024-A","isin":"US02007GZ486","value_usd":1207248.66,"pct_val":0.176307279944,"balance":1185949.95,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Tricolor Auto Securitization Trust","title":"Tricolor Auto Securitization Trust 2024-3","isin":"US89617AAA34","value_usd":1201638.95,"pct_val":0.17548803471,"balance":1309835.27,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP Morgan Mortgage Trust","title":"JP Morgan Mortgage Trust 2025-HE3","isin":"US46660CAA53","value_usd":1200914.44,"pct_val":0.175382226858,"balance":1195695.83,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Pagaya AI Debt Selection Trust","title":"Pagaya Ai Debt Grantor Trust 2024-9","isin":"US69546QAA67","value_usd":1178074.56,"pct_val":0.172046677811,"balance":1174739.47,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38385BAP58","value_usd":1137387.89,"pct_val":0.166104773417,"balance":1133494.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Wingspire Equipment Finance LLC","title":"Wingspire Equipment Finance 2025-1 LLC","isin":"US97415CAB46","value_usd":1132576.29,"pct_val":0.165402084621,"balance":1130000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GLS Auto Select Receivables Trust","title":"GLS Auto Select Receivables Trust 2024-1","isin":"US37988XAB10","value_usd":1120208.15,"pct_val":0.163595834431,"balance":1112563.95,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Ally Bank Auto Credit-Linked Notes","title":"Ally Bank Auto Credit-Linked Notes Series 2024-A","isin":"US02007GZ635","value_usd":1064495.21,"pct_val":0.155459485032,"balance":1046007.86,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OneMain Financial Issuance Trust","title":"OneMain Financial Issuance Trust 2021-1","isin":"US68269MAC82","value_usd":1056870.92,"pct_val":0.15434602939,"balance":1115000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddiemac Strip","title":"Freddie Mac Strips","isin":"US3133Q3GP09","value_usd":1027435.03,"pct_val":0.150047195297,"balance":1018642.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRMI Securitization Trust","title":"PRMI Securitization Trust 2025-CMG1","isin":"US74291CAA45","value_usd":1018650.85,"pct_val":0.148764348661,"balance":1020000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Wingspire Equipment Finance LLC","title":"Wingspire Equipment Finance 2024-1 LLC","isin":"US97415AAB89","value_usd":1016839.79,"pct_val":0.14849986043,"balance":1010638.51,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38384DGY76","value_usd":998277.81,"pct_val":0.145789058329,"balance":993494.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Santander Bank Auto Credit-Linked Notes","title":"Santander Bank Auto Credit-Linked Notes Series 2025-A","isin":"US80290CCR34","value_usd":991425.82,"pct_val":0.144788389817,"balance":988490,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PEAC Solutions Receivables LLC","title":"PEAC Solutions Receivables 2024-2 LLC","isin":"US69392BAB27","value_usd":977028.46,"pct_val":0.142685791186,"balance":974675.2,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SEALED AIR CORP","title":"Sealed Air Corp","isin":"US81211KAZ30","value_usd":954664.83,"pct_val":0.13941979396,"balance":975000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Enterprise Fleet Financing LLC","title":"Enterprise Fleet Financing 2024-2 LLC","isin":"US29375RAB24","value_usd":951008.23,"pct_val":0.138885782019,"balance":947541.27,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GENERAL MOTORS FINL CO","title":"General Motors Financial Co Inc","isin":"US37045XDH61","value_usd":949083.53,"pct_val":0.138604697738,"balance":985000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38384JNF74","value_usd":945260.35,"pct_val":0.13804635836,"balance":942944.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac - STACR","title":"Freddie Mac STACR REMIC Trust 2022-DNA2","isin":"US35564KRE19","value_usd":903961,"pct_val":0.13201497783,"balance":899656.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP Morgan Chase Commercial Mortgage Sec Trust","title":"JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC","isin":"US466330AG22","value_usd":900120.6,"pct_val":0.131454123633,"balance":900000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38377QWR46","value_usd":886253.3,"pct_val":0.129428935266,"balance":891431.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MMP Capital","title":"MMP Capital 2025-A LLC","isin":"US55317QAA22","value_usd":875809.05,"pct_val":0.127903651064,"balance":867645.2,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Springcastle SPV","title":"SpringCastle America Funding LLC","isin":"US85022WAP95","value_usd":874431.24,"pct_val":0.127702434909,"balance":924630.35,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PEAC Solutions Receivables LLC","title":"PEAC Solutions Receivables 2024-1 LLC","isin":"US69433BAB36","value_usd":866196.15,"pct_val":0.126499777688,"balance":859283.39,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SONOCO PRODUCTS CO","title":"Sonoco Products Co","isin":"US835495AQ50","value_usd":854903.07,"pct_val":0.124850529871,"balance":853000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP Morgan Mortgage Trust","title":"JP Morgan Mortgage Trust 2024-HE2","isin":"US46593HAA68","value_usd":847935.53,"pct_val":0.123832986373,"balance":846829.74,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Bankers Healthcare Group Securitization Trust","title":"BHG Securitization Trust 2022-C","isin":"US08860DAB91","value_usd":826495.71,"pct_val":0.120701902884,"balance":824248.4,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Oportun Funding LLC","title":"Oportun Funding Trust 2024-3","isin":"US68377NAA90","value_usd":825214.17,"pct_val":0.120514746054,"balance":824871.19,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136BVYK82","value_usd":779618.31,"pct_val":0.113855900764,"balance":776962.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOFI CONSUMER LOAN PROGRAM TRUST","title":"SoFi Consumer Loan Program 2025-2 Trust","isin":"US83407HAA59","value_usd":766337.32,"pct_val":0.111916337442,"balance":761743.25,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DLLMT LLC","title":"DLLMT 2024-1 LLC","isin":"US23347AAC53","value_usd":729138.44,"pct_val":0.10648379188,"balance":727522.54,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UBS GROUP AG","title":"UBS Group AG","isin":"US902613AS79","value_usd":698540.62,"pct_val":0.10201526887,"balance":696000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38384VPZ49","value_usd":685299.98,"pct_val":0.100081598284,"balance":683661.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UBS GROUP AG","title":"UBS Group AG","isin":"US902613AU26","value_usd":680266.07,"pct_val":0.099346443209,"balance":680000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Blue Owl Asset Leasing Trust","title":"Blue Owl Asset Leasing Trust 2024-1 LLC","isin":"US095921AB86","value_usd":676056.67,"pct_val":0.098731700042,"balance":673322.84,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Navistar Financial Dealer Note Master Trust","title":"Navistar Financial Dealer Note Master Owner Trust II 2025-1","isin":"US63938PBZ18","value_usd":675194.69,"pct_val":0.098605815994,"balance":672000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Open Text Corporation","title":"Open Text Corporation 2023 Term Loan B","isin":"XA68371YAP80","value_usd":660082.67,"pct_val":0.09639884801,"balance":658761.85,"units":"PA","currency":"USD","asset_cat":"LON","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HAT HOLDINGS I LLC/HAT","title":"HAT Holdings I LLC / HAT Holdings II LLC","isin":"US418751AD59","value_usd":631326.7,"pct_val":0.09219930982,"balance":681000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38381UEK43","value_usd":610122.99,"pct_val":0.089102707969,"balance":608793.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Radnor Re LTD","title":"Radnor RE 2023-1 Ltd","isin":"US75050KAA43","value_usd":603268.54,"pct_val":0.088101680198,"balance":600251.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"BM","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CELANESE US HOLDINGS LLC","title":"Celanese US Holdings LLC","isin":"US15089QAK04","value_usd":590880,"pct_val":0.086292450781,"balance":600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US31395D6P98","value_usd":536126.54,"pct_val":0.078296224386,"balance":539136.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Taco Bell Funding, LLC","title":"Taco Bell Funding LLC","isin":"US87342RAG92","value_usd":524827.75,"pct_val":0.076646142677,"balance":538410,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NRG ENERGY INC","title":"NRG Energy Inc","isin":"US629377CP59","value_usd":507805.84,"pct_val":0.074160253274,"balance":525000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Westlake Automobile Receivables Trust","title":"Westlake Automobile Receivables Trust 2024-1","isin":"US96043RAD98","value_usd":488726.49,"pct_val":0.071373894164,"balance":488440.61,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NRTH PARK Mortgage Trust","title":"NRTH Commercial Mortgage Trust 2025-PARK","isin":"US669985AA17","value_usd":441048.87,"pct_val":0.064411027461,"balance":440000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ICON Luxembourg SARL","title":"ICON Luxembourg SARL 2024 LUX Term Loan B","isin":"XAL5000DAE75","value_usd":436840.38,"pct_val":0.063796417192,"balance":432581.61,"units":"PA","currency":"USD","asset_cat":"LON","issuer_cat":"CORP","inv_country":"LU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Octane Receivables Trust","title":"Octane Receivables Trust 2024-3","isin":"US67571GAB86","value_usd":404470.06,"pct_val":0.059069037275,"balance":402139.74,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Reach Financial LLC","title":"Reach ABS Trust 2024-2","isin":"US75525HAA86","value_usd":391029.95,"pct_val":0.057106235977,"balance":389398.8,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Tricolor Auto Securitization Trust","title":"Tricolor Auto Securitization Trust 2024-2","isin":"US89616PAA12","value_usd":381239.35,"pct_val":0.055676411193,"balance":395657.92,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DELL INT LLC / EMC CORP","title":"Dell International LLC / EMC Corp","isin":"US24703TAE64","value_usd":355694.77,"pct_val":0.051945866222,"balance":354000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SILGAN HOLDINGS INC","title":"Silgan Holdings Inc","isin":"US827048AX76","value_usd":339134.44,"pct_val":0.049527386223,"balance":342000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Auxilior Term Funding LLC","title":"Auxilior Term Funding 2024-1 LLC","isin":"US05335FAB76","value_usd":336736.23,"pct_val":0.049177150273,"balance":336057.13,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Chesapeake Funding II LLC","title":"Chesapeake Funding II LLC","isin":"US165183CZ56","value_usd":328432.87,"pct_val":0.047964522863,"balance":324917.52,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GLS Auto Select Receivables Trust","title":"GLS Auto Select Receivables Trust 2023-2","isin":"US36269EAB56","value_usd":311348.5,"pct_val":0.045469511765,"balance":309911.26,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac - STACR","title":"Freddie Mac STACR REMIC Trust 2022-HQA1","isin":"US35564KTA78","value_usd":276710.73,"pct_val":0.040410992162,"balance":275119.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Reach Financial LLC","title":"Reach ABS Trust 2025-1","isin":"US75525PAA03","value_usd":275608.07,"pct_val":0.04024995907,"balance":274739.45,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae - CAS","title":"Fannie Mae Connecticut Avenue Securities","isin":"US20754LAA70","value_usd":274003.14,"pct_val":0.040015574181,"balance":273189.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Hilton Grand Vacations Trust","title":"Hilton Grand Vacations Trust 2020-A","isin":"US43285HAA68","value_usd":261253.84,"pct_val":0.038153659168,"balance":264537.06,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Lendbuzz Securitization Trust","title":"Lendbuzz Securitization Trust 2023-2","isin":"US52608MAB46","value_usd":243524.4,"pct_val":0.035564441681,"balance":240324.72,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRA Health Sciences Inc","title":"PRA Health Sciences Inc 2024 US Term Loan B","isin":"XAL5000DAF41","value_usd":108839.03,"pct_val":0.015894913754,"balance":107777.96,"units":"PA","currency":"USD","asset_cat":"LON","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Oportun Funding LLC","title":"Oportun Issuance Trust 2021-B","isin":"US68377GAB23","value_usd":97675.5,"pct_val":0.014264585493,"balance":99338.27,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MVW 2020-1 LLC","title":"MVW 2020-1 LLC","isin":"US55400EAA73","value_usd":56871.87,"pct_val":0.008305600194,"balance":57713.79,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Auxilior Term Funding LLC","title":"Auxilior Term Funding 2023-1 LLC","isin":"US05335JAB98","value_usd":40537.67,"pct_val":0.005920144349,"balance":40332.27,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Octane Receivables Trust","title":"Octane Receivables Trust 2023-1","isin":"US67571BAA17","value_usd":445.27,"pct_val":0.000065027483,"balance":444.86,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Citibank NA","title":"PURCHASED USD / SOLD CAD","isin":null,"value_usd":-55601.43,"pct_val":-0.00812006441,"balance":1,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"}],"source_documents":[{"label":"SEC NPORT-P Filings","url":"https://www.sec.gov/cgi-bin/browse-edgar?action=getcompany&CIK=701039&type=NPORT&dateb=&owner=exclude&count=40"}],"dataset":{"json":"https://dealcharts.org/llm/facts/fund/calvert-ultra-short-duration-income-fund.json","page":"https://dealcharts.org/capitalmarkets/funds/calvert-ultra-short-duration-income-fund/"},"provenance":{"curator":"CMD+RVL","curator_url":"https://cmdrvl.com","platform":"Dealcharts","platform_url":"https://dealcharts.org/","source":"SEC NPORT-P Public Filings","license":"CC-BY 4.0","license_url":"https://creativecommons.org/licenses/by/4.0/","attribution":"Data curated by CMD+RVL from SEC NPORT-P public filings"},"citation":"Fund: Calvert Ultra-Short Duration Income Fund | LEI: 549300IXKXR5NQT6M528 | 230 positions totaling $681,111,343 across DBT, ABS-MBS, DFE, LON, ABS-O, STIV | Filing: Thu Feb 26 2026 19:00:00 GMT-0500 (Eastern Standard Time) | Source: SEC NPORT-P via Dealcharts.org","updated_at":"2026-02-27"}