# EDGAR Filing Document

**Accession Number:** 0000701039
**File Stem:** 0001752724-23-049180
**Filing Date:** 2023-3
**Character Count:** 207623
**Document Hash:** 6e26368414cdc1415cb48b91289aae17
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-049180.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-049180

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20230930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** CALVERT FUND
- **CENTRAL INDEX KEY:** 0000701039
- **IRS NUMBER:** 526228948
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03416
- **FILM NUMBER:** 23690892

**BUSINESS ADDRESS:**
- **STREET 1:** 1825 CONNECTICUT AVENUE NW
- **STREET 2:** SUITE 400
- **CITY:** WASHINGTON
- **STATE:** DC
- **ZIP:** 20009
- **BUSINESS PHONE:** 8002256265

**MAIL ADDRESS:**
- **STREET 1:** 1825 CONNECTICUT AVENUE NW
- **STREET 2:** SUITE 400
- **CITY:** WASHINGTON
- **STATE:** DC
- **ZIP:** 20009

## Series and Classes Contracts Data

### Calvert Core Bond Fund (Series ID: S000005151)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000014108 | Class I      | CLDIX           |
| C000014109 | Class A      | CLDAX           |

## Nport-Ex

Calvert

Core Bond Fund

December 31, 2022

Schedule of Investments (Unaudited)

------

Asset-Backed Securities — 10.4%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| AmeriCredit Automobile Receivables Trust, Series 2020-3, Class A3, 0.53%, 6/18/25 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467 | $461528 |
| Avis Budget Rental Car Funding AESOP, LLC, Series 2022-3A, Class A, 4.62%, 2/20/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643 | &nbsp;&nbsp; 628682 |
| CNH Equipment Trust, Series 2022-B, Class A2, 3.94%, 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp; 128422 |
| Coinstar Funding, LLC, Series 2017-1A, Class A2, 5.216%, 4/25/47<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp; 126389 |
| Cologix Data Centers US Issuer, LLC, Series 2021-1A, Class A2, 3.30%, 12/26/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp; 630789 |
| Conn's Receivables Funding, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-A, Class A, 1.05%, 5/15/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0<sup>(2)</sup> | &nbsp;&nbsp; 313 |
| &nbsp;&nbsp;&nbsp;Series 2022-A, Class A, 5.87%, 12/15/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1336 | &nbsp;&nbsp; 1334264 |
| Crossroads Asset Trust, Series 2021-A, Class A2, 0.82%, 3/20/24<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133 | &nbsp;&nbsp; 132559 |
| DataBank Issuer, Series 2021-2A, Class A2, 2.40%, 10/25/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958963 |
| DB Master Finance, LLC, Series 2017-1A, Class A2II, 4.03%, 11/20/47<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369361 |
| Diamond Infrastructure Funding, LLC, Series 2021-1A, Class A, 1.76%, 4/15/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699738 |
| Diamond Issuer, Series 2021-1A, Class A, 2.305%, 11/20/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407331 |
| FMC GMSR Issuer Trust, Series 2021-GT2, Class A, 3.85%, 10/25/26<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160957 |
| FOCUS Brands Funding, LLC, Series 2017-1A, Class A2II, 5.093%, 4/30/47<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375143 |
| GM Financial Automobile Leasing Trust, Series 2021-1, Class A3, 0.26%, 2/20/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352795 |
| GoodLeap Sustainable Home Solutions Trust, Series 2021-5CS, Class A, 2.31%, 10/20/48<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100891 |
| JPMorgan Chase Bank, NA: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-2, Class B, 0.889%, 12/26/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138037 |
| &nbsp;&nbsp;&nbsp;Series 2021-3, Class B, 0.76%, 2/26/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127269 |
| Lendingpoint Asset Securitization Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2022-A, Class A, 1.68%, 6/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85980 |
| &nbsp;&nbsp;&nbsp;Series 2022-C, Class A, 6.56%, 2/15/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795758 |
| Marlette Funding Trust, Series 2021-1A, Class B, 1.00%, 6/16/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1051 | &nbsp;&nbsp;&nbsp;&nbsp;1036627 |
| Mosaic Solar Loan Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-2A, Class C, 3.00%, 8/20/46<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923889 |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class A, 1.51%, 12/20/46<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118421 |
| &nbsp;&nbsp;&nbsp;Series 2022-2A, Class C, 5.95%, 1/21/53<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;814398 |
| Mosaic Solar Loans, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2017-1A, Class A, 4.45%, 6/20/42<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496547 |
| &nbsp;&nbsp;&nbsp;Series 2017-2A, Class A, 3.82%, 6/22/43<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1739 | &nbsp;&nbsp;&nbsp;&nbsp;1613655 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| NRZ Excess Spread-Collateralized Notes, Series 2021-GNT1, Class A, 3.474%, 11/25/26<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 | $256301 |
| OneMain Financial Issuance Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-1A, Class A, 3.84%, 5/14/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547 | &nbsp;&nbsp; 542978 |
| &nbsp;&nbsp;&nbsp;Series 2022-S1, Class A, 4.13%, 5/14/35<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp; 967931 |
| Oportun Funding XIV, LLC, Series 2021-A, Class B, 1.76%, 3/8/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp; 92669 |
| Oportun Funding, LLC, Series 2022-1, Class A, 3.25%, 6/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284 | &nbsp;&nbsp; 277777 |
| Oportun Issuance Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-B, Class A, 1.47%, 5/8/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278 | &nbsp;&nbsp; 243064 |
| &nbsp;&nbsp;&nbsp;Series 2021-C, Class A, 2.18%, 10/8/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1155 | &nbsp;&nbsp; 1011608 |
| &nbsp;&nbsp;&nbsp;Series 2022-2, Class A, 5.94%, 10/9/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218359 |
| Pagaya AI Debt Selection Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-3, Class A, 1.15%, 5/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292450 |
| &nbsp;&nbsp;&nbsp;Series 2021-5, Class A, 1.53%, 8/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239876 |
| &nbsp;&nbsp;&nbsp;Series 2021-HG1, Class A, 1.22%, 1/16/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91473 |
| Planet Fitness Master Issuer, LLC, Series 2019-1A, Class A2, 3.858%, 12/5/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499781 |
| Santander Drive Auto Receivables Trust, Series 2022-5, Class A2, 3.98%, 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268666 |
| SBA Tower Trust, Series 2014-2A, Class C, 3.869% to 4/15/23, 10/15/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478165 |
| ServiceMaster Funding, LLC, Series 2020-1, Class A2II, 3.337%, 1/30/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253041 |
| SoFi Consumer Loan Program Trust, Series 2022-1S, Class A, 6.21%, 4/15/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;1800464 |
| Stack Infrastructure Issuer, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-1A, Class A2, 4.54%, 2/25/44<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178388 |
| &nbsp;&nbsp;&nbsp;Series 2020-1A, Class A2, 1.893%, 8/25/45<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526622 |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2, 1.877%, 3/26/46<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;1254633 |
| Sunnova Helios IX Issuer, LLC, Series 2022-B, Class A, 5.00%, 8/20/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368582 |
| Sunnova Helios V Issuer, LLC, Series 2021-A, Class A, 1.80%, 2/20/48<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283935 |
| Sunnova Helios VII Issuer, LLC, Series 2021-C, Class B, 2.33%, 10/20/48<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553590 |
| Sunnova Helios X Issuer, LLC, Series 2022-C, Class B, 5.60%, 11/22/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1080 | &nbsp;&nbsp;&nbsp;&nbsp;1000653 |
| Sunrun Demeter Issuer, LLC, Series 2021-2A, Class A, 2.27%, 1/30/57<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126570 |
| Sunrun Jupiter Issuer, LLC, Series 2022-1A, Class A, 4.75%, 7/30/57<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542482 |
| Theorem Funding Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2022-1A, Class A, 1.85%, 2/15/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273814 |
| &nbsp;&nbsp;&nbsp;Series 2022-3A, Class A, 7.60%, 4/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340780 |

---

------

Calvert

Core Bond Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Vantage Data Centers Issuer, LLC, Series 2021-1A, Class A2, 2.165%, 10/15/46<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | $120595 |
| Total Asset-Backed Securities<br> (identified cost $27,479,315) |  | **$26123953** |

---

Collateralized Mortgage Obligations — 1.4%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Bellemeade Re, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class M1A, 5.678%, (30-day average SOFR + 1.75%), 3/25/31<sup>(1)(4)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | $69977 |
| &nbsp;&nbsp;&nbsp;Series 2021-2A, Class M1A, 5.128%, (30-day average SOFR + 1.20%), 6/25/31<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248 | &nbsp;&nbsp; 246202 |
| &nbsp;&nbsp;&nbsp;Series 2021-3A, Class A2, 4.928%, (30-day average SOFR + 1.00%), 9/25/31<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp; 139700 |
| Cascade MH Asset Trust, Series 2022-MH1, Class A, 4.25% to 7/25/27, 8/25/54<sup>(1)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491 | &nbsp;&nbsp; 431567 |
| Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-DNA3, Class M1, 4.678%, (30-day average SOFR + 0.75%), 10/25/33<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp; 79411 |
| &nbsp;&nbsp;&nbsp;Series 2022-DNA1, Class M1A, 4.928%, (30-day average SOFR + 1.00%), 1/25/42<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1996 | &nbsp;&nbsp; 1951464 |
| &nbsp;&nbsp;&nbsp;Series 2022-DNA2, Class M1A, 5.228%, (30-day average SOFR + 1.30%), 2/25/42<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207 | &nbsp;&nbsp; 204849 |
| PNMAC GMSR Issuer Trust, Series 2022-GT1, Class A, 8.178%, (30-day average SOFR + 4.25%), 5/25/27<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473855 |
| Total Collateralized Mortgage Obligations<br> (identified cost $3,645,334) |  | &nbsp;&nbsp;&nbsp;**$3597025** |

---

Commercial Mortgage-Backed Securities — 8.5%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| BBCMS Mortgage Trust, Series 2017-DELC, Class A, 5.293%, (1 mo. USD LIBOR + 0.975%), 8/15/36<sup>(1)(4)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | $737372 |
| BX Commercial Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-XL, Class A, 5.37%, (1 mo. USD LIBOR + 1.034%), 10/15/36<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1407 | &nbsp;&nbsp; 1391077 |
| &nbsp;&nbsp;&nbsp;Series 2019-XL, Class B, 5.53%, (1 mo. USD LIBOR + 1.194%), 10/15/36<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;897 | &nbsp;&nbsp; 881720 |
| &nbsp;&nbsp;&nbsp;Series 2021-VOLT, Class B, 5.268%, (1 mo. USD LIBOR + 0.95%), 9/15/36<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522 | &nbsp;&nbsp; 493533 |
| &nbsp;&nbsp;&nbsp;Series 2021-VOLT, Class C, 5.418%, (1 mo. USD LIBOR + 1.10%), 9/15/36<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246 | &nbsp;&nbsp; 231689 |
| &nbsp;&nbsp;&nbsp;Series 2021-VOLT, Class D, 5.968%, (1 mo. USD LIBOR + 1.65%), 9/15/36<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp; 168932 |
| CAMB Commercial Mortgage Trust, Series 2019-LIFE, Class B, 5.568%, (1 mo. USD LIBOR + 1.25%), 12/15/37<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1140 | &nbsp;&nbsp; 1111676 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Credit Suisse Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2018-SITE, Class A, 4.284%, 4/15/36<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 | $1007290 |
| &nbsp;&nbsp;&nbsp;Series 2022-NWPT, Class A, 7.478%, (1 mo. SOFR + 3.143%), 9/9/24<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1004 | &nbsp;&nbsp; 995445 |
| Extended Stay America Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-ESH, Class A, 5.398%, (1 mo. USD LIBOR + 1.08%), 7/15/38<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1969 | &nbsp;&nbsp; 1915178 |
| &nbsp;&nbsp;&nbsp;Series 2021-ESH, Class C, 6.018%, (1 mo. USD LIBOR + 1.70%), 7/15/38<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301 | &nbsp;&nbsp; 289255 |
| Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2017-M13, Class A2, 2.932%, 9/25/27<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3008 | &nbsp;&nbsp; 2815151 |
| &nbsp;&nbsp;&nbsp;Series 2018-M4, Class A2, 3.056%, 3/25/28<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4521 | &nbsp;&nbsp; 4211786 |
| &nbsp;&nbsp;&nbsp;Series 2018-M13, Class A2, 3.744%, 9/25/30<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697823 |
| &nbsp;&nbsp;&nbsp;Series 2019-M22, Class A2, 2.522%, 8/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1705 | &nbsp;&nbsp;&nbsp;&nbsp;1511480 |
| Hawaii Hotel Trust, Series 2019-MAUI, Class A, 5.468%, (1 mo. USD LIBOR + 1.15%), 5/15/38<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659529 |
| MHC Commercial Mortgage Trust, Series 2021-MHC, Class C, 5.669%, (1 mo. USD LIBOR + 1.35%), 4/15/38<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417416 |
| Morgan Stanley Capital I Trust, Series 2019-BPR, Class A, 5.968%, (1 mo. USD LIBOR + 1.65%), 5/15/36<sup>(1)(4)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1247 | &nbsp;&nbsp;&nbsp;&nbsp;1193407 |
| SLG Office Trust, Series 2021-OVA, Class A, 2.585%, 7/15/41<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328092 |
| VMC Finance, LLC, Series 2021-HT1, Class A, 5.989%, (1 mo. USD LIBOR + 1.65%), 1/18/37<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227517 |
| Total Commercial Mortgage-Backed Securities<br> (identified cost $22,096,400) |  | **$21285368** |

---

Corporate Bonds — 28.3%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Basic Materials — 0.4% | Basic Materials — 0.4% |  |
| Celanese US Holdings, LLC, 6.165%, 7/15/27 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | $864440 |
| South32 Treasury, Ltd., 4.35%, 4/14/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204 | &nbsp;&nbsp; 175090 |
|  |  | **$1039530** |
| Communications — 2.1% | Communications — 2.1% |  |
| AT&T, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 9/15/55 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1858 | $1248094 |
| &nbsp;&nbsp;&nbsp;3.65%, 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889 | &nbsp;&nbsp; 630151 |
| Charter Communications Operating, LLC/Charter Communications Operating Capital, 4.80%, 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1697 | &nbsp;&nbsp; 1238619 |
| Comcast Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;2.887%, 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895114 |
| &nbsp;&nbsp;&nbsp;4.25%, 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626063 |
| SES Global Americas Holdings GP, 5.30%, 3/25/44<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168505 |
| SES S.A., 5.30%, 4/4/43<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99619 |

---

------

Calvert

Core Bond Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Communications (continued) | Communications (continued) |  |
| T-Mobile USA, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 11/15/31 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367 | $289618 |
| &nbsp;&nbsp;&nbsp;2.55%, 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp; 118805 |
|  |  | **$5314588** |
| Consumer, Cyclical — 3.1% | Consumer, Cyclical — 3.1% |  |
| Aptiv PLC, 3.10%, 12/1/51 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1035 | $615669 |
| Aptiv PLC/Aptiv Corp., 3.25%, 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459 | &nbsp;&nbsp; 376640 |
| Bath & Body Works, Inc., 6.625%, 10/1/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131 | &nbsp;&nbsp; 123155 |
| Delta Air Lines, Inc./SkyMiles IP, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 10/20/25<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586651 |
| &nbsp;&nbsp;&nbsp;4.75%, 10/20/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754149 |
| Dick's Sporting Goods, Inc., 4.10%, 1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865609 |
| Ferguson Finance PLC, 4.65%, 4/20/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913 |
| Ford Motor Co., 3.25%, 2/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885528 |
| Ford Motor Credit Co., LLC, 7.35%, 11/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500246 |
| General Motors Co., 5.60%, 10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880593 |
| General Motors Financial Co., Inc., 4.30%, 4/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377933 |
| Home Depot, Inc. (The), 4.40%, 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182401 |
| Hyatt Hotels Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;1.30%, 10/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91401 |
| &nbsp;&nbsp;&nbsp;1.80%, 10/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36569 |
| WarnerMedia Holdings, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;5.05%, 3/15/42<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621818 |
| &nbsp;&nbsp;&nbsp;5.141%, 3/15/52<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;866030 |
|  |  | &nbsp;&nbsp;&nbsp;**$7765305** |
| Consumer, Non-cyclical — 1.5% | Consumer, Non-cyclical — 1.5% |  |
| Ashtead Capital, Inc., 4.25%, 11/1/29<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851 | &nbsp;&nbsp;&nbsp;&nbsp;$764618 |
| Block Financial, LLC, 3.875%, 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383354 |
| Centene Corp., 4.625%, 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285820 |
| Coca-Cola Femsa SAB de CV, 1.85%, 9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166009 |
| Conservation Fund (The), Green Bonds, 3.474%, 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163506 |
| CVS Health Corp., 4.30%, 3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131798 |
| CVS Pass-Through Trust, 6.036%, 12/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148477 |
| Ford Foundation (The), 2.415%, 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171102 |
| Kaiser Foundation Hospitals, 3.15%, 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209979 |
| Merck & Co., Inc., 2.45%, 6/24/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376094 |
| Pfizer, Inc., 2.625%, 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405163 |
| Smithfield Foods, Inc., 2.625%, 9/13/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503096 |
|  |  | &nbsp;&nbsp;&nbsp;**$3709016** |
| Energy — 0.2% | Energy — 0.2% |  |
| TerraForm Power Operating, LLC, 4.75%, 1/15/30<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544 | &nbsp;&nbsp;&nbsp;&nbsp;$474245 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$474245** |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Financial — 16.1% | Financial — 16.1% |  |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust: |  |  |
| &nbsp;&nbsp;&nbsp;2.875%, 8/14/24<sup>(7)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | $142109 |
| &nbsp;&nbsp;&nbsp;3.50%, 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218 | &nbsp;&nbsp; 207785 |
| &nbsp;&nbsp;&nbsp;6.50%, 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972 | &nbsp;&nbsp; 985826 |
| Affiliated Managers Group, Inc., 3.30%, 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 | &nbsp;&nbsp; 202312 |
| Air Lease Corp., 2.875%, 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp; 407595 |
| Ally Financial, Inc., 8.00%, 11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607 | &nbsp;&nbsp; 628286 |
| American National Group, Inc., 6.144%, 6/13/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp; 237180 |
| Andrew W. Mellon Foundation (The), 0.947%, 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256114 |
| Aon Corp., 2.80%, 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287325 |
| Australia & New Zealand Banking Group, Ltd., 2.95% to 7/22/25, 7/22/30<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285961 |
| Banco Santander S.A.: |  |  |
| &nbsp;&nbsp;&nbsp;1.722% to 9/14/26, 9/14/27<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171082 |
| &nbsp;&nbsp;&nbsp;5.294%, 8/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586802 |
| Bank of America Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;1.734% to 7/22/26, 7/22/27<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1140 | &nbsp;&nbsp;&nbsp;&nbsp;1000174 |
| &nbsp;&nbsp;&nbsp;2.087% to 6/14/28, 6/14/29<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204911 |
| &nbsp;&nbsp;&nbsp;2.299% to 7/21/31, 7/21/32<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538440 |
| &nbsp;&nbsp;&nbsp;2.572% to 10/20/31, 10/20/32<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178350 |
| &nbsp;&nbsp;&nbsp;3.824% to 1/20/27, 1/20/28<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2637 | &nbsp;&nbsp;&nbsp;&nbsp;2464401 |
| &nbsp;&nbsp;&nbsp;3.846% to 3/8/32, 3/8/37<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410331 |
| &nbsp;&nbsp;&nbsp;4.948% to 7/22/27, 7/22/28<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622199 |
| &nbsp;&nbsp;&nbsp;6.204% to 11/10/27, 11/10/28<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1470 | &nbsp;&nbsp;&nbsp;&nbsp;1520375 |
| BankUnited, Inc., 5.125%, 6/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273961 |
| BNP Paribas S.A.: |  |  |
| &nbsp;&nbsp;&nbsp;7.75% to 8/16/29<sup>(1)(8)(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241560 |
| &nbsp;&nbsp;&nbsp;9.25% to 11/17/27<sup>(1)(8)(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216325 |
| Boston Properties, L.P.: |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 10/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523483 |
| &nbsp;&nbsp;&nbsp;6.75%, 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331551 |
| Brookfield Finance, Inc., 4.70%, 9/20/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391953 |
| Capital One Financial Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;3.273% to 3/1/29, 3/1/30<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168810 |
| &nbsp;&nbsp;&nbsp;3.75%, 7/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199873 |
| &nbsp;&nbsp;&nbsp;4.20%, 10/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290217 |
| CI Financial Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 12/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381087 |
| &nbsp;&nbsp;&nbsp;4.10%, 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467543 |
| Citigroup, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;2.572% to 6/3/30, 6/3/31<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313856 |
| &nbsp;&nbsp;&nbsp;3.785% to 3/17/32, 3/17/33<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553395 |
| &nbsp;&nbsp;&nbsp;4.00% to 12/10/25<sup>(8)(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362552 |
| &nbsp;&nbsp;&nbsp;4.125%, 7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1341 | &nbsp;&nbsp;&nbsp;&nbsp;1250669 |
| &nbsp;&nbsp;&nbsp;5.316% to 3/26/40, 3/26/41<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619638 |

---

------

Calvert

Core Bond Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Financial (continued) | Financial (continued) |  |
| Citigroup, Inc.: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;6.27% to 11/17/32, 11/17/33<sup>(8)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1171 | $1211760 |
| Corporate Office Properties, L.P., 2.90%, 12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197 | &nbsp;&nbsp; 140291 |
| Discover Bank, 4.682% to 8/9/23, 8/9/28<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446 | &nbsp;&nbsp; 428163 |
| EPR Properties, 4.95%, 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692 | &nbsp;&nbsp; 591500 |
| Extra Space Storage, L.P., 2.55%, 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp; 235427 |
| GA Global Funding Trust, 2.25%, 1/6/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553 | &nbsp;&nbsp; 487525 |
| Global Atlantic Fin Co., 3.125%, 6/15/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1039 | &nbsp;&nbsp; 764558 |
| Goldman Sachs Group, Inc. (The): |  |  |
| &nbsp;&nbsp;&nbsp;1.948% to 10/21/26, 10/21/27<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634875 |
| &nbsp;&nbsp;&nbsp;4.482% to 8/23/27, 8/23/28<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1394 | &nbsp;&nbsp;&nbsp;&nbsp;1338329 |
| HAT Holdings I, LLC/HAT Holdings II, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;3.375%, 6/15/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221028 |
| &nbsp;&nbsp;&nbsp;6.00%, 4/15/25<sup>(1)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421950 |
| HSBC Holdings PLC: |  |  |
| &nbsp;&nbsp;&nbsp;4.755% to 6/9/27, 6/9/28<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261304 |
| &nbsp;&nbsp;&nbsp;7.39% to 11/3/27, 11/3/28<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1558 | &nbsp;&nbsp;&nbsp;&nbsp;1640150 |
| Huntington National Bank (The), 5.699% to 11/18/24, 11/18/25<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439192 |
| Intesa Sanpaolo SpA: |  |  |
| &nbsp;&nbsp;&nbsp;7.00%, 11/21/25<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408389 |
| &nbsp;&nbsp;&nbsp;8.248% to 11/21/32, 11/21/33<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995 | &nbsp;&nbsp;&nbsp;&nbsp;1012248 |
| Iron Mountain, Inc., 4.50%, 2/15/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255500 |
| JPMorgan Chase & Co.: |  |  |
| &nbsp;&nbsp;&nbsp;1.47% to 9/22/26, 9/22/27<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284389 |
| &nbsp;&nbsp;&nbsp;2.739% to 10/15/29, 10/15/30<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;953377 |
| &nbsp;&nbsp;&nbsp;4.493% to 3/24/30, 3/24/31<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748115 |
| &nbsp;&nbsp;&nbsp;4.586% to 4/26/32, 4/26/33<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103078 |
| &nbsp;&nbsp;&nbsp;4.851% to 7/25/27, 7/25/28<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1528 | &nbsp;&nbsp;&nbsp;&nbsp;1491978 |
| KKR Group Finance Co. VII, LLC, 3.625%, 2/25/50<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479491 |
| Macquarie Bank, Ltd., 3.624%, 6/3/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449120 |
| Principal Financial Group, Inc., 4.625%, 9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260593 |
| Radian Group, Inc., 4.875%, 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449803 |
| Sabra Health Care, L.P., 3.20%, 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227637 |
| Santander UK Group Holdings PLC, 6.833% to 11/21/25, 11/21/26<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630717 |
| Societe Generale S.A.: |  |  |
| &nbsp;&nbsp;&nbsp;6.221% to 6/15/32, 6/15/33<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239191 |
| &nbsp;&nbsp;&nbsp;9.375% to 11/22/27<sup>(1)(8)(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283925 |
| Standard Chartered PLC: |  |  |
| &nbsp;&nbsp;&nbsp;1.214% to 3/23/24, 3/23/25<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188830 |
| &nbsp;&nbsp;&nbsp;1.456% to 1/14/26, 1/14/27<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210997 |
| &nbsp;&nbsp;&nbsp;1.822% to 11/23/24, 11/23/25<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182806 |
| Stifel Financial Corp., 4.00%, 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380859 |
| Sun Communities Operating, L.P., 4.20%, 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449688 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Financial (continued) | Financial (continued) |  |
| Swedbank AB, 5.337%, 9/20/27<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512 | $508644 |
| Synchrony Bank, 5.625%, 8/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;702 | &nbsp;&nbsp; 685199 |
| Synovus Bank/Columbus, GA, 4.00% to 10/29/25, 10/29/30<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373 | &nbsp;&nbsp; 346406 |
| Synovus Financial Corp., 5.90% to 2/7/24, 2/7/29<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp; 357553 |
| Toronto-Dominion Bank (The), 8.125% to 10/31/27, 10/31/82<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518 | &nbsp;&nbsp; 540015 |
| Truist Financial Corp., 5.10% to 3/1/30<sup>(8)(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232 | &nbsp;&nbsp; 215760 |
| UBS AG, 1.25%, 6/1/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236 | &nbsp;&nbsp; 206525 |
| UBS Group AG, 2.095% to 2/11/31, 2/11/32<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745 | &nbsp;&nbsp; 562586 |
| Vornado Realty L.P., 3.40%, 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372906 |
| Westpac Banking Corp., 3.02% to 11/18/31, 11/18/36<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181967 |
|  |  | **$40408375** |
| Government - Multinational — 1.9% | Government - Multinational — 1.9% |  |
| Asian Development Bank, 3.125%, 9/26/28 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291 | &nbsp;&nbsp;&nbsp;&nbsp;$274366 |
| European Bank for Reconstruction & Development, 1.50%, 2/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286788 |
| European Investment Bank: |  |  |
| &nbsp;&nbsp;&nbsp;1.625%, 5/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489373 |
| &nbsp;&nbsp;&nbsp;2.375%, 5/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;799489 |
| &nbsp;&nbsp;&nbsp;2.875%, 6/13/25<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1942 | &nbsp;&nbsp;&nbsp;&nbsp;1875386 |
| Inter-American Development Bank, 0.875%, 4/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222916 |
| International Bank for Reconstruction & Development, 3.125%, 11/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832134 |
|  |  | &nbsp;&nbsp;&nbsp;**$4780452** |
| Government - Regional — 0.2% | Government - Regional — 0.2% |  |
| Kommuninvest I Sverige AB, 0.375%, 6/19/24<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;$562909 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$562909** |
| Industrial — 0.3% | Industrial — 0.3% |  |
| Jabil, Inc., 3.60%, 1/15/30 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376 | &nbsp;&nbsp;&nbsp;&nbsp;$330983 |
| Owens Corning, 3.95%, 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472817 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$803800** |
| Technology — 0.9% | Technology — 0.9% |  |
| Apple, Inc., 3.45%, 2/9/45 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;936 | &nbsp;&nbsp;&nbsp;&nbsp;$756870 |
| DXC Technology Co., 2.375%, 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463136 |
| Kyndryl Holdings, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;2.05%, 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193650 |
| &nbsp;&nbsp;&nbsp;2.70%, 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485828 |
| Seagate HDD Cayman, 5.75%, 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268491 |
|  |  | &nbsp;&nbsp;&nbsp;**$2167975** |

---

------

Calvert

Core Bond Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Utilities — 1.6% | Utilities — 1.6% |  |
| AES Corp. (The), 2.45%, 1/15/31 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386 | $307974 |
| American Water Capital Corp., 2.30%, 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193 | &nbsp;&nbsp; 158787 |
| Consolidated Edison Co. of New York, Inc., 4.00%, 11/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp; 319898 |
| Enel Finance International N.V., 1.375%, 7/12/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201 | &nbsp;&nbsp; 173456 |
| MidAmerican Energy Co., 4.25%, 7/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1016 | &nbsp;&nbsp; 867156 |
| New England Power Co., 5.936%, 11/25/52<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502 | &nbsp;&nbsp; 519264 |
| NextEra Energy Capital Holdings, Inc., 1.90%, 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1482 | &nbsp;&nbsp; 1267936 |
| Northern States Power Co., 2.60%, 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317 | &nbsp;&nbsp; 202396 |
| Terraform Global Operating, LLC, 6.125%, 3/1/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211724 |
|  |  | &nbsp;&nbsp;&nbsp;**$4028591** |
| Total Corporate Bonds<br> (identified cost $77,455,098) |  | **$71054786** |

---

High Social Impact Investments — 0.1%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Calvert Impact Capital, Inc., Community Investment Notes, 1.50%, 12/15/23<sup>(10)(11)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | $236435 |
| Total High Social Impact Investments<br> (identified cost $250,000) |  | **$236435** |

---

Preferred Stocks — 0.1%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Wireless Telecommunication Services — 0.1% | Wireless Telecommunication Services — 0.1% |  |
| United States Cellular Corp., 5.50% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16250 | $235950 |
| Total Preferred Stocks<br> (identified cost $406,250) |  | **$235950** |

---

Sovereign Government Bonds — 0.6%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Kreditanstalt fuer Wiederaufbau: |  |  |
| &nbsp;&nbsp;&nbsp;1.00%, 10/1/26 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;934 | $830586 |
| &nbsp;&nbsp;&nbsp;1.75%, 9/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp; 548895 |
| Total Sovereign Government Bonds<br> (identified cost $1,562,955) |  | **$1379481** |

---

Taxable Municipal Obligations — 1.2%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| General Obligations — 0.4% | General Obligations — 0.4% |  |
| Massachusetts, Green Bonds, 3.277%, 6/1/46 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | $990834 |
|  |  | **$990834** |
| Special Tax Revenue — 0.1% | Special Tax Revenue — 0.1% |  |
| California Health Facilities Financing Authority, (No Place Like Home Program): |  |  |
| &nbsp;&nbsp;&nbsp;2.984%, 6/1/33 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | $128078 |
| &nbsp;&nbsp;&nbsp;3.034%, 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp; 89771 |
|  |  | **$217849** |
| Water and Sewer — 0.7% | Water and Sewer — 0.7% |  |
| District of Columbia Water & Sewer Authority, Green Bonds, 4.814%, 10/1/2114 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;&nbsp;&nbsp;$482040 |
| San Diego County Water Authority, CA, Green Bonds, 1.951%, 5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135211 |
| San Francisco City and County Public Utilities Commission, CA, Water Revenue, Green Bonds, 3.303%, 11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1530 | &nbsp;&nbsp;&nbsp;&nbsp;1253070 |
|  |  | &nbsp;&nbsp;&nbsp;**$1870321** |
| Total Taxable Municipal Obligations<br> (identified cost $3,929,597) |  | &nbsp;&nbsp;&nbsp;**$3079004** |

---

U.S. Government Agencies and Instrumentalities — 0.1%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| U.S. Department of Housing and Urban Development: |  |  |
| &nbsp;&nbsp;&nbsp;3.435%, 8/1/34 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | $127727 |
| &nbsp;&nbsp;&nbsp;3.485%, 8/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp; 73963 |
| &nbsp;&nbsp;&nbsp;3.585%, 8/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp; 127238 |
| Total U.S. Government Agencies and Instrumentalities<br> (identified cost $412,761) |  | **$328928** |

---

U.S. Government Agency Mortgage-Backed Securities — 15.5%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Federal Home Loan Mortgage Corp., 3.00%, 4/1/51 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249 | $221061 |
| Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 30-Year, TBA<sup>(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15412 | &nbsp;&nbsp; 14470415 |
| &nbsp;&nbsp;&nbsp;4.50%, 30-Year, TBA<sup>(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7554 | &nbsp;&nbsp; 7282528 |
| &nbsp;&nbsp;&nbsp;5.00%, 30-Year, TBA<sup>(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6739 | &nbsp;&nbsp; 6646342 |
| &nbsp;&nbsp;&nbsp;5.50%, 30-Year, TBA<sup>(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6768 | &nbsp;&nbsp; 6789153 |
| &nbsp;&nbsp;&nbsp;Pool #FS2662, 4.50%, 7/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2637 | &nbsp;&nbsp; 2546006 |

---

------

Calvert

Core Bond Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Federal National Mortgage Association: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Pool #FM6803, 2.00%, 4/1/51 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173 | $142816 |
| &nbsp;&nbsp;&nbsp;Pool #FM7023, 3.00%, 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139 | &nbsp;&nbsp; 123874 |
| Government National Mortgage Association II: |  |  |
| &nbsp;&nbsp;&nbsp;Pool #CB2653, 2.50%, 3/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp; 210341 |
| &nbsp;&nbsp;&nbsp;Pool #CB8629, 2.50%, 4/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361 | &nbsp;&nbsp; 309833 |
| Total U.S. Government Agency Mortgage-Backed Securities<br> (identified cost $39,450,313) |  | **$38742369** |

---

U.S. Treasury Obligations — 38.8%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| U.S. Treasury Bonds: |  |  |
| &nbsp;&nbsp;&nbsp;1.375%, 8/15/50 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 | $208513 |
| &nbsp;&nbsp;&nbsp;1.875%, 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1340 | &nbsp;&nbsp; 947841 |
| &nbsp;&nbsp;&nbsp;1.875%, 11/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442 | &nbsp;&nbsp; 280100 |
| &nbsp;&nbsp;&nbsp;2.00%, 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3812 | &nbsp;&nbsp; 2723361 |
| &nbsp;&nbsp;&nbsp;2.00%, 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355 | &nbsp;&nbsp; 234681 |
| &nbsp;&nbsp;&nbsp;2.00%, 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp; 98268 |
| &nbsp;&nbsp;&nbsp;2.25%, 2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1115 | &nbsp;&nbsp; 775935 |
| &nbsp;&nbsp;&nbsp;2.375%, 2/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7932 | &nbsp;&nbsp; 6060079 |
| &nbsp;&nbsp;&nbsp;3.00%, 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201109 |
| &nbsp;&nbsp;&nbsp;3.25%, 5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;1842094 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/15/42<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1999 | &nbsp;&nbsp;&nbsp;&nbsp;1957771 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891530 |
| U.S. Treasury Notes: |  |  |
| &nbsp;&nbsp;&nbsp;0.25%, 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7515 | &nbsp;&nbsp;&nbsp;&nbsp;7125453 |
| &nbsp;&nbsp;&nbsp;0.375%, 11/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6184 | &nbsp;&nbsp;&nbsp;&nbsp;5532533 |
| &nbsp;&nbsp;&nbsp;0.375%, 12/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;724895 |
| &nbsp;&nbsp;&nbsp;0.375%, 9/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56492 |
| &nbsp;&nbsp;&nbsp;0.75%, 12/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648885 |
| &nbsp;&nbsp;&nbsp;0.875%, 1/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5725 | &nbsp;&nbsp;&nbsp;&nbsp;5495776 |
| &nbsp;&nbsp;&nbsp;0.875%, 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32781 |
| &nbsp;&nbsp;&nbsp;1.00%, 7/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226141 |
| &nbsp;&nbsp;&nbsp;1.125%, 2/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5068 | &nbsp;&nbsp;&nbsp;&nbsp;4389165 |
| &nbsp;&nbsp;&nbsp;1.25%, 3/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1646 | &nbsp;&nbsp;&nbsp;&nbsp;1430991 |
| &nbsp;&nbsp;&nbsp;1.25%, 4/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56408 |
| &nbsp;&nbsp;&nbsp;1.25%, 6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324331 |
| &nbsp;&nbsp;&nbsp;1.375%, 9/30/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3636 | &nbsp;&nbsp;&nbsp;&nbsp;3547516 |
| &nbsp;&nbsp;&nbsp;1.375%, 10/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170930 |
| &nbsp;&nbsp;&nbsp;1.375%, 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139228 |
| &nbsp;&nbsp;&nbsp;1.50%, 1/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565283 |
| &nbsp;&nbsp;&nbsp;1.75%, 5/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;8114302 |
| &nbsp;&nbsp;&nbsp;1.875%, 2/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91601 |
| &nbsp;&nbsp;&nbsp;1.875%, 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1266 | &nbsp;&nbsp;&nbsp;&nbsp;1074369 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| U.S. Treasury Notes: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 4/30/24 | $6821 | $6628094 |
| &nbsp;&nbsp;&nbsp;2.75%, 4/30/27 | 9146 | &nbsp;&nbsp; 8669050 |
| &nbsp;&nbsp;&nbsp;2.75%, 8/15/32 | 2086 | &nbsp;&nbsp; 1899890 |
| &nbsp;&nbsp;&nbsp;2.875%, 4/30/29 | 1645 | &nbsp;&nbsp; 1540964 |
| &nbsp;&nbsp;&nbsp;2.875%, 5/15/32 | 4584 | &nbsp;&nbsp; 4225322 |
| &nbsp;&nbsp;&nbsp;3.125%, 8/31/27 | &nbsp;&nbsp;800 | &nbsp;&nbsp; 769531 |
| &nbsp;&nbsp;&nbsp;3.125%, 8/31/29 | &nbsp;&nbsp;479 | &nbsp;&nbsp; 454797 |
| &nbsp;&nbsp;&nbsp;3.25%, 8/31/24 | 1900 | &nbsp;&nbsp; 1860590 |
| &nbsp;&nbsp;&nbsp;3.25%, 6/30/27 | 3625 | &nbsp;&nbsp;&nbsp;&nbsp;3506338 |
| &nbsp;&nbsp;&nbsp;3.875%, 11/30/27 | 1998 | &nbsp;&nbsp;&nbsp;&nbsp;1987386 |
| &nbsp;&nbsp;&nbsp;3.875%, 9/30/29 | &nbsp;&nbsp;785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779542 |
| &nbsp;&nbsp;&nbsp;4.125%, 11/15/32 | 3227 | &nbsp;&nbsp;&nbsp;&nbsp;3293809 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/30/24 | 5767 | &nbsp;&nbsp;&nbsp;&nbsp;5767676 |
| Total U.S. Treasury Obligations<br> (identified cost $101,929,992) |  | **$97351351** |

---

---

| | | |
|:---|:---|:---|
| Short-Term Investments — 6.4% |  |  |
| Affiliated Fund — 5.8% | Affiliated Fund — 5.8% | Affiliated Fund — 5.8% |
| **Security** | **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value** |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 4.11%<sup>(13)</sup> | 14527068 | $14527068 |
| Total Affiliated Fund<br> (identified cost $14,527,068) |  | **$14527068** |
| Securities Lending Collateral — 0.6% | Securities Lending Collateral — 0.6% | Securities Lending Collateral — 0.6% |
| **Security** | **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value** |
| State Street Navigator Securities Lending Government Money Market Portfolio, 4.34%<sup>(14)</sup> | 1448028 | $1448028 |
| Total Securities Lending Collateral<br> (identified cost $1,448,028) |  | **$1448028** |
| Total Short-Term Investments<br> (identified cost $15,975,096) |  | **$15975096** |
| Total Investments — 111.4%<br> (identified cost $294,593,111) |  | **$279389746** |
| Other Assets, Less Liabilities — (11.4)% |  | **$(28518745)** |
| Net Assets — 100.0% |  | **$250871001** |

---

------

Calvert

Core Bond Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | |
|:---|:---|
| The percentage shown for each investment category in the Schedule of Investments is based on net assets. | The percentage shown for each investment category in the Schedule of Investments is based on net assets. |
| <sup>(1)</sup> | Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At December 31, 2022, the aggregate value of these securities is $56,903,662 or 22.7% of the Fund's net assets. |
| <sup>(2)</sup> | Principal amount is less than $500. |
| <sup>(3)</sup> | Weighted average fixed-rate coupon that changes/updates monthly. Rate shown is the rate at December 31, 2022. |
| <sup>(4)</sup> | Variable rate security. The stated interest rate represents the rate in effect at December 31, 2022. |
| <sup>(5)</sup> | Step coupon security. The interest rate disclosed is that which is in effect on December 31, 2022. |
| <sup>(6)</sup> | Represents an investment in an issuer that may be deemed to be an affiliate. |
| <sup>(7)</sup> | All or a portion of this security was on loan at December 31, 2022. The aggregate market value of securities on loan at December 31, 2022 was $1,387,928 and the total market value of the collateral received by the Fund was $1,448,028, comprised of cash. |

---

<sup>(8)</sup> Security converts to variable rate after the indicated fixed-rate coupon period.

<sup>(9)</sup> Perpetual security with no stated maturity date but may be subject to calls by the issuer.

<sup>(10)</sup> May be deemed to be an affiliated company.

<sup>(11)</sup> Restricted security. Total market value of restricted securities amounts to $236,435, which represents 0.1% of the net assets of the Fund as of December 31, 2022.

<sup>(12)</sup> TBA (To Be Announced) securities are purchased on a forward commitment basis with an approximate principal amount and maturity date. The actual principal amount and maturity date are determined upon settlement.

<sup>(13)</sup> May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of December 31, 2022.

<sup>(14)</sup> Represents investment of cash collateral received in connection with securities lending.

#### Futures Contracts

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | &nbsp;&nbsp;&nbsp;&nbsp;**Number of<br> Contracts** | &nbsp;&nbsp;&nbsp;&nbsp;**Position** | &nbsp;&nbsp;&nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional<br> Amount** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/<br> Unrealized<br> Appreciation<br> (Depreciation)** |
| **Interest Rate Futures** |  |  |  |  |  |
| U.S. 2-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;37 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;3/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;$7587891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(35) |
| U.S. 10-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;3/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(531) |
| U.S. Long Treasury Bond | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;3/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6267187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(42930) |
| U.S. Ultra 10-Year Treasury Bond | &nbsp;&nbsp;&nbsp;&nbsp;73 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;3/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8634531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(78671) |
| U.S. Ultra-Long Treasury Bond | &nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;3/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1746062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(31614) |
| U.S. 5-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;(89) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;3/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9605742) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3674 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(150107)** |

---

#### Restricted Securities

---

| | | |
|:---|:---|:---|
| **Description** | &nbsp;&nbsp;&nbsp;&nbsp;**Acquisition Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Cost** |
| Calvert Impact Capital, Inc., Community Investment Notes, 1.50%, 12/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;12/14/20 | &nbsp;&nbsp;&nbsp;&nbsp;$250000 |

---

---

| | |
|:---|:---|
| **Abbreviations:** | **Abbreviations:** |
| LIBOR | – London Interbank Offered Rate |
| SOFR | – Secured Overnight Financing Rate |
| TBA | – To Be Announced |

---

---

| | |
|:---|:---|
| **Currency Abbreviations:** | **Currency Abbreviations:** |
| USD | – United States Dollar |

---

At December 31, 2022, the Fund had sufficient cash and/or securities to cover commitments under open derivative contracts.

During the fiscal year to date ended December 31, 2022, the Fund used futures contracts to hedge interest rate risk and to manage duration.

------

Calvert

Core Bond Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

Affiliated Investments

At December 31, 2022, the value of the Fund's investment in Calvert Impact Capital, Inc. and in issuers and funds that may be deemed to be affiliated was $15,956,910, which represents 6.4% of the Fund's net assets. Transactions in such investments by the Fund for the fiscal year to date ended December 31, 2022 were as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Name** | **Value,<br> beginning<br> of period** | **Purchases** | **Sales<br> proceeds** | **Net<br> realized<br> gain<br> (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Value,<br> end of<br> period** | **Interest/<br> Dividend<br> income** | **Principal amount/<br> Shares,<br> end of period** |
| **Commercial Mortgage-Backed Securities** |  |  |  |  |  |  |  |  |
| Morgan Stanley Capital I Trust: |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-CLS, Class A, 3.518%, (1 mo. USD LIBOR + 0.70%), 11/15/34 | $189873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | $(191000) | &nbsp;&nbsp;&nbsp;&nbsp;$— | $1127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | $261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-CLS, Class B, 3.668%, (1 mo. USD LIBOR + 0.85%), 11/15/34 | &nbsp;&nbsp;&nbsp; 635861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (640000) | &nbsp;&nbsp;&nbsp; 4393 | &nbsp;&nbsp;&nbsp;&nbsp; (256) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-CLS, Class D, 4.218%, (1 mo. USD LIBOR + 1.40%), 11/15/34 | &nbsp;&nbsp;&nbsp;1101652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (1110000) | &nbsp;&nbsp;&nbsp;13795 | &nbsp;&nbsp;&nbsp;&nbsp; (5452) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-BPR, Class A, 5.968%, (1 mo. USD LIBOR + 1.65%), 5/15/36 | &nbsp;&nbsp;&nbsp;1216422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;(23015) | &nbsp;&nbsp;&nbsp; 1193407 | &nbsp;&nbsp;&nbsp;16175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1246790 |
| **High Social Impact Investments** |  |  |  |  |  |  |  |  |
| Calvert Impact Capital, Inc., Community Investment Notes, 1.50%, 12/15/23<sup>(1)</sup> | &nbsp;&nbsp;&nbsp; 232190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4245 | &nbsp;&nbsp;&nbsp; 236435 | &nbsp;&nbsp;&nbsp; 938 | &nbsp;&nbsp;&nbsp; 250000 |
| **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** |  |  |  |  |  |  |
| Liquidity Fund, Institutional Class<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;9608995 | &nbsp;&nbsp;&nbsp;41136214 | &nbsp;&nbsp;&nbsp;(36218141) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;14527068 | &nbsp;&nbsp;&nbsp;76448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14527068 |
| **Total** |  |  |  | **$18188** | **$(23351)** | **$15956910** | **$96563** |  |

---

<sup>(1)</sup> Restricted security. <br> <sup>(2)</sup> Represents investment in Morgan Stanley Institutional Liquidity Funds - Government Portfolio.

Fair Value Measurements

U.S. generally accepted accounting principles (U.S. GAAP) establishes a disclosure hierarchy that categorizes the inputs to valuation techniques used to value assets and liabilities at measurement date. These inputs are summarized in the three broad levels listed below:

Level 1 - quoted prices in active markets for identical securities

Level 2 - other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

Level 3 - significant unobservable inputs (including the Fund's own assumptions in determining the fair value of investments)

The inputs or methodologies used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

The following table summarizes the market value of the Fund's holdings as of December 31, 2022, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Description** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3** | &nbsp;&nbsp;**Total** |
| Asset-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$26123953 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$26123953 |
| Collateralized Mortgage Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3597025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3597025 |
| Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21285368 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21285368 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71054786 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71054786 |
| High Social Impact Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236435 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236435 |
| Preferred Stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235950 |
| Sovereign Government Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1379481 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1379481 |
| Taxable Municipal Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3079004 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3079004 |
| U.S. Government Agencies and Instrumentalities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328928 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328928 |

---

------

Calvert

Core Bond Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Description (continued)** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3** | &nbsp;&nbsp;**Total** |
| U.S. Government Agency Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$38742369 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$38742369 |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97351351 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97351351 |
| Short-Term Investments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Affiliated Fund | &nbsp;&nbsp;&nbsp;&nbsp;14527068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14527068 |
| &nbsp;&nbsp;&nbsp;Securities Lending Collateral | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1448028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1448028 |
| **Total Investments** | &nbsp;&nbsp;**$16211046** | &nbsp;&nbsp;**$263178700** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$279389746** |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3674 |
| **Total** | &nbsp;&nbsp;**$16214720** | &nbsp;&nbsp;**$263178700** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$279393420** |
| **Liability Description** |  |  |  |  |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;$(153781) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(153781) |
| **Total** | &nbsp;&nbsp;&nbsp;&nbsp;**$(153781)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$(153781)** |

---

For information on the Fund's policy regarding the valuation of investments and other significant accounting policies, please refer to the Fund's most recent financial statements included in its semiannual or annual report to shareholders.

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** CALVERT FUND

- **b. Investment Company Act file number:** 811-03416

- **c. CIK number of Registrant:** 0000701039

- **d. LEI of Registrant:** 549300SAFDT1VZ80RP53

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 1825 Connecticut Avenue NW

  - **City:** Washington

  - **State:** DC

  - **Foreign country:** US

  - **Zip / Postal Code:** 20009

  - **Telephone number:** 202-238-2200

**Item A.2. Information about the Series.**

- **a. Name of Series:** Calvert Core Bond Fund

- **b. EDGAR series identifier (if any):** S000005151

- **c. LEI of Series:** 549300HEFY2HHDRM0E11

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-09-30

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $293679081.98

**Total Liabilities:** $45533715.50

**Net Assets:** $248145366.48

**Delayed Delivery Securities:** $38292978.49

**Cash Not Reported:** $746095.55

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -451.20000000 | **1-Year:** -5284.56000000 | **5-Year:** -18939.31000000 | **10-Year:** -19335.44000000 | **30-Year:** -12727.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -130.45000000 | **1-Year:** -1229.19000000 | **5-Year:** -2868.59000000 | **10-Year:** -2072.17000000 | **30-Year:** -441.75000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000014108 | -1.42%               | 3.34%                | -0.41%               |
| Class ID C000014109 | -1.44%               | 3.32%                | -0.43%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-542633.76              | $-2155943.73                               |
| Month 2  | $-1451909.67             | $6879919.08                                |
| Month 3  | $1019925.88              | $-2660511.83                               |

**Designated Index Information**

- **Index Name:** BB Barclays US Aggregate Bond

- **Index Identifier:** BBG_US_Agg_Bond

### Schedule of Portfolio Investments

| Name                                                               | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SYNCHRONY BANK                                                     | Synchrony Bank                                                                  | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    702000 | PA      | $685198.73    | 0.28%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    890000 | PA      | $891529.69    | 0.36%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                       | UBS Group AG                                                                    | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    745000 | PA      | $562585.65    | 0.23%             | 2032-02-11      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                    | SBA Tower Trust                                                                 | CUSIP: 78403DAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $478164.55    | 0.19%             | 2049-10-15      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    111000 | PA      | $103077.79    | 0.04%             | 2033-04-26      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| NEW ENGLAND POWER CO                                               | New England Power Co                                                            | CUSIP: 644188BH6<br>LEI: 549300DTVRGN9GYD5U85 | Long             | DBT              | CORP              | US        |    502000 | PA      | $519264.00    | 0.21%             | 2052-11-25      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                               | Smithfield Foods Inc                                                            | CUSIP: 832248BD9<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    701000 | PA      | $503095.81    | 0.20%             | 2031-09-13      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                             | Asian Development Bank                                                          | CUSIP: 045167EJ8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    291000 | PA      | $274366.59    | 0.11%             | 2028-09-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                                  | Vornado Realty LP                                                               | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |    500000 | PA      | $372905.96    | 0.15%             | 2031-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XAYV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138889 | PA      | $123874.22    | 0.05%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                          | Apple Inc                                                                       | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    936000 | PA      | $756870.32    | 0.31%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                  | HSBC Holdings PLC                                                               | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    276000 | PA      | $261303.96    | 0.11%             | 2028-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                  | Hyatt Hotels Corp                                                               | CUSIP: 448579AN2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     39000 | PA      | $36568.99     | 0.01%             | 2024-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                             | Brookfield Finance Inc                                                          | CUSIP: 11271LAB8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    485000 | PA      | $391952.91    | 0.16%             | 2047-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                        | Swedbank AB                                                                     | CUSIP: 87020PAT4<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    512000 | PA      | $508644.04    | 0.20%             | 2027-09-20      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP                                              | Stifel Financial Corp                                                           | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |    438000 | PA      | $380859.42    | 0.15%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                 | Banco Santander SA                                                              | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $171081.56    | 0.07%             | 2027-09-14      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                         | Pfizer Inc                                                                      | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    460000 | PA      | $405162.99    | 0.16%             | 2030-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| KFW                                                                | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JQ8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    934000 | PA      | $830585.75    | 0.33%             | 2026-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                             | NRZ Excess Spread-Collateralized Notes                                          | CUSIP: 65246QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    289638 | PA      | $256301.38    | 0.10%             | 2026-11-25      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1394000 | PA      | $1338328.76   | 0.54%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                                      | Discover Bank                                                                   | CUSIP: 25466AAN1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    446000 | PA      | $428163.08    | 0.17%             | 2028-08-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                             | Santander Drive Auto Receivables Trust 2022-5                                   | CUSIP: 80287HAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270000 | PA      | $268665.63    | 0.11%             | 2025-01-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2086000 | PA      | $1899889.69   | 0.77%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                             | HAT Holdings I LLC / HAT Holdings II LLC                                        | CUSIP: 418751AB9<br>LEI: N/A                  | Long             | DBT              |  | US        |    435000 | PA      | $421950.00    | 0.17%             | 2025-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                               | Bank of America Corp                                                            | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1520374.65   | 0.61%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                             | Marlette Funding Trust 2021-1                                                   | CUSIP: 57110NAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1050588 | PA      | $1036627.20   | 0.42%             | 2031-06-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9146000 | PA      | $8669050.37   | 3.49%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                           | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $866030.36    | 0.35%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                       | Comcast Corp                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1384000 | PA      | $895113.63    | 0.36%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                                   | SoFi Consumer Loan Program 2022-1S Trust                                        | CUSIP: 83406QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1800463.68   | 0.73%             | 2031-04-15      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                             | General Motors Financial Co Inc                                                 | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    421000 | PA      | $377933.17    | 0.15%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SOUTH32 TREASURY LTD                                               | South32 Treasury Ltd                                                            | CUSIP: 84055BAA1<br>LEI: 213800HFGZMXST64GP53 | Long             | DBT              | CORP              | AU        |    204000 | PA      | $175090.14    | 0.07%             | 2032-04-14      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                             | US 10YR ULTRA FUT MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        73 | NC      | $-78670.92    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| KFW                                                                | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JD7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    635000 | PA      | $548895.71    | 0.22%             | 2029-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1340000 | PA      | $947840.63    | 0.38%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINANCE CO VII                                           | KKR Group Finance Co VII LLC                                                    | CUSIP: 48252DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    695000 | PA      | $479491.29    | 0.19%             | 2050-02-25      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond - WI Reopening                                 | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1999000 | PA      | $1957770.63   | 0.79%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    442000 | PA      | $280100.24    | 0.11%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                | Oportun Issuance Trust 2021-C                                                   | CUSIP: 68377WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1155000 | PA      | $1011608.25   | 0.41%             | 2031-10-08      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                   | OneMain Financial Issuance Trust 2022-S1                                        | CUSIP: 68267HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1025000 | PA      | $967931.38    | 0.39%             | 2035-05-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                   | Planet Fitness Master Issuer LLC                                                | CUSIP: 72703PAC7<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    606250 | PA      | $499781.53    | 0.20%             | 2049-12-05      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                              | MidAmerican Energy Co                                                           | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1016000 | PA      | $867156.51    | 0.35%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                            | Sun Communities Operating LP                                                    | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |    509000 | PA      | $449688.09    | 0.18%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    995000 | PA      | $1012248.46   | 0.41%             | 2033-11-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 912828VB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8200000 | PA      | $8114302.05   | 3.27%             | 2023-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                            | International Bank for Reconstruction & Development                             | CUSIP: 45905U6L3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    861000 | PA      | $832134.05    | 0.34%             | 2025-11-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                           | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    809000 | PA      | $621817.54    | 0.25%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                          | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7554000 | PA      | $7282527.75   | 2.93%             | 2053-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                     | Pagaya AI Debt Selection Trust 2021-3                                           | CUSIP: 69546RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300111 | PA      | $292449.59    | 0.12%             | 2029-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CBR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7515000 | PA      | $7125452.91   | 2.87%             | 2024-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                                     | JPMorgan Chase Bank NA - CACLN                                                  | CUSIP: 46591HCD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    134981 | PA      | $127269.62    | 0.05%             | 2029-02-26      | Fixed         | 0.76%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    355000 | PA      | $234681.35    | 0.09%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                              | DB Master Finance LLC                                                           | CUSIP: 233046AF8<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    404812 | PA      | $369361.25    | 0.15%             | 2047-11-20      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                | Oportun Issuance Trust 2021-B                                                   | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    278000 | PA      | $243063.60    | 0.10%             | 2031-05-08      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1900000 | PA      | $1860589.84   | 0.75%             | 2024-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                  | HSBC Holdings PLC                                                               | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1558000 | PA      | $1640149.97   | 0.66%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                    | Stack Infrastructure Issuer LLC                                                 | CUSIP: 85236KAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1450000 | PA      | $1254632.51   | 0.51%             | 2046-03-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| VMC Finance LLC                                                    | VMC Finance 2021-HT1 LLC                                                        | CUSIP: 91835TAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    234950 | PA      | $227517.47    | 0.09%             | 2037-01-18      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                                   | Bellemeade RE 2021-3 Ltd                                                        | CUSIP: 078777AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $139700.09    | 0.06%             | 2031-09-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                | Ashtead Capital Inc                                                             | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    851000 | PA      | $764618.50    | 0.31%             | 2029-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                                       | State Street Navigator Securities Lending Government Money Market Portfolio     | CUSIP: 857492706<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |   1448028 | NS      | $1448027.50   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3227000 | PA      | $3293808.97   | 1.33%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                                                | DataBank Issuer                                                                 | CUSIP: 23802WAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1105000 | PA      | $958963.42    | 0.39%             | 2051-10-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CEK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6821000 | PA      | $6628093.59   | 2.67%             | 2024-04-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                           | Delta Air Lines Inc / SkyMiles IP Ltd                                           | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    601000 | PA      | $586651.13    | 0.24%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                        | Extended Stay America Trust 2021-ESH                                            | CUSIP: 30227FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300667 | PA      | $289255.47    | 0.12%             | 2038-07-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                   | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                       | CUSIP: 13032UVL9<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    155000 | PA      | $128078.05    | 0.05%             | 2033-06-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                                | Block Financial LLC                                                             | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    437000 | PA      | $383354.23    | 0.15%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                             | US ULTRA BOND CBT MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        13 | NC      | $-31614.30    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XARZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172526 | PA      | $142815.81    | 0.06%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                             | Kommuninvest I Sverige AB                                                       | CUSIP: 50046PBR5<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |    600000 | PA      | $562909.53    | 0.23%             | 2024-06-19      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CAMB Commercial Mortgage Trust                                     | CAMB Commercial Mortgage Trust 2019-LIFE                                        | CUSIP: 12482HAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1140000 | PA      | $1111675.79   | 0.45%             | 2037-12-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CDR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    675000 | PA      | $648884.70    | 0.26%             | 2023-12-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                           | Northern States Power Co/MN                                                     | CUSIP: 665772CS6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    317000 | PA      | $202395.79    | 0.08%             | 2051-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                          | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F040610<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  15412000 | PA      | $14470415.42  | 5.83%             | 2053-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                               | Enel Finance International NV                                                   | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    201000 | PA      | $173456.41    | 0.07%             | 2026-07-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                           | Vantage Data Centers Issuer LLC                                                 | CUSIP: 92212KAD8<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $120595.13    | 0.05%             | 2046-10-15      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                            | American National Group Inc                                                     | CUSIP: 02772AAA7<br>LEI: 549300I1RRC5M591MY93 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237179.64    | 0.10%             | 2032-06-13      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                       | AES Corp/The                                                                    | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    386000 | PA      | $307974.40    | 0.12%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                             | HAT Holdings I LLC / HAT Holdings II LLC                                        | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              |  | US        |    254000 | PA      | $221028.26    | 0.09%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SYNOVUS BANK GA                                                    | Synovus Bank/Columbus GA                                                        | CUSIP: 87164DSE1<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |    373000 | PA      | $346406.34    | 0.14%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                           | BX Commercial Mortgage Trust 2021-VOLT                                          | CUSIP: 05609VAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180050 | PA      | $168932.45    | 0.07%             | 2036-09-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                               | Boston Properties LP                                                            | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    321000 | PA      | $331550.65    | 0.13%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pnmac Gmsr Issuer Trust                                            | PNMAC GMSR ISSUER TRUST 2022-GT1                                                | CUSIP: 69354WAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $473854.55    | 0.19%             | 2027-05-25      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                          | Jabil Inc                                                                       | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    376000 | PA      | $330983.46    | 0.13%             | 2030-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    266000 | PA      | $226141.56    | 0.09%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                           | BX Commercial Mortgage Trust 2021-VOLT                                          | CUSIP: 05609VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    522373 | PA      | $493533.31    | 0.20%             | 2036-09-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                     | Morgan Stanley Capital I Trust 2019-BPR                                         | CUSIP: 61769GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1246790 | PA      | $1193406.52   | 0.48%             | 2036-05-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                           | American Water Capital Corp                                                     | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    193000 | PA      | $158786.84    | 0.06%             | 2031-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                                 | Sunnova Helios VII Issuer LLC                                                   | CUSIP: 86745RAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    687972 | PA      | $553589.88    | 0.22%             | 2048-10-20      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                                                          | Aptiv PLC                                                                       | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   1035000 | PA      | $615669.34    | 0.25%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                      | Owens Corning                                                                   | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    519000 | PA      | $472816.88    | 0.19%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                               | Bank of America Corp                                                            | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    636000 | PA      | $622198.58    | 0.25%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                           | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    622000 | PA      | $630717.33    | 0.25%             | 2026-11-21      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    375000 | PA      | $324331.05    | 0.13%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5767000 | PA      | $5767675.83   | 2.32%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust                   | GoodLeap Sustainable Home Solutions Trust 2021-5                                | CUSIP: 38237HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    138499 | PA      | $100891.01    | 0.04%             | 2048-10-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                     | Fannie Mae-Aces                                                                 | CUSIP: 3136AY2C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3008096 | PA      | $2815150.91   | 1.13%             | 2027-09-25      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                     | Home Depot Inc/The                                                              | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    203000 | PA      | $182401.02    | 0.07%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                       | Centene Corp                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    312000 | PA      | $285820.34    | 0.12%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HOUSING URBAN DEVELOPMNT                                           | United States Department of Housing and Urban Development                       | CUSIP: 911759NL8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    150000 | PA      | $127238.61    | 0.05%             | 2037-08-01      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                        | Extended Stay America Trust 2021-ESH                                            | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1968980 | PA      | $1915177.72   | 0.77%             | 2038-07-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CAZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6184300 | PA      | $5532532.79   | 2.23%             | 2025-11-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                     | Merck & Co Inc                                                                  | CUSIP: 58933YBB0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    591000 | PA      | $376093.78    | 0.15%             | 2050-06-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| APTIV PLC / APTIV CORP                                             | Aptiv PLC / Aptiv Corp                                                          | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    459000 | PA      | $376639.91    | 0.15%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HOUSING URBAN DEVELOPMNT                                           | United States Department of Housing and Urban Development                       | CUSIP: 911759NJ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     85000 | PA      | $73963.30     | 0.03%             | 2035-08-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                             | Mosaic Solar Loan Trust 2021-1                                                  | CUSIP: 61947DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150259 | PA      | $118421.06    | 0.05%             | 2046-12-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                               | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    646000 | PA      | $485827.40    | 0.20%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| US CELLULAR CORP                                                   | United States Cellular Corp                                                     | CUSIP: 911684801<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |     16250 | NS      | $235950.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                            | Principal Financial Group Inc                                                   | CUSIP: 74251VAF9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    308000 | PA      | $260593.23    | 0.11%             | 2042-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                   | Societe Generale SA                                                             | CUSIP: 83368RBL5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    255000 | PA      | $239190.87    | 0.10%             | 2033-06-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                           | European Investment Bank                                                        | CUSIP: 298785JN7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    585000 | PA      | $489373.02    | 0.20%             | 2031-05-13      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| HOUSING URBAN DEVELOPMNT                                           | United States Department of Housing and Urban Development                       | CUSIP: 911759NH7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    145000 | PA      | $127726.65    | 0.05%             | 2034-08-01      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                               | Westpac Banking Corp                                                            | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    244000 | PA      | $181966.64    | 0.07%             | 2036-11-18      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LLC                                    | Cologix Data Centers US Issuer LLC                                              | CUSIP: 19521UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    720000 | PA      | $630789.26    | 0.25%             | 2051-12-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                             | US 10YR NOTE (CBT)MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         2 | NC      | $-531.45      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XH5Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2637488 | PA      | $2546006.31   | 1.03%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                     | Fannie Mae-Aces                                                                 | CUSIP: 3136B1XJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4520829 | PA      | $4211786.14   | 1.70%             | 2028-03-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | Freddie Mac Pool                                                                | CUSIP: 3132DWBK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    249385 | PA      | $221060.76    | 0.09%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                               | Bank of America Corp                                                            | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    697000 | PA      | $538440.31    | 0.22%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACLN                                    | JPMorgan Chase Bank NA - CACLN                                                  | CUSIP: 48128U2M0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    144394 | PA      | $138036.93    | 0.06%             | 2028-12-26      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority                       | DIST OF COLUMBIA WTR & SWR AUTH PUBLIC UTILITY REVENUE                          | CUSIP: 254845JZ4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |    555000 | PA      | $482039.70    | 0.19%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1646000 | PA      | $1430991.25   | 0.58%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                       | CSMC 2022-NWPT                                                                  | CUSIP: 12663MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1004000 | PA      | $995444.72    | 0.40%             | 2024-09-09      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1645100 | PA      | $1540963.89   | 0.62%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                           | Aon Corp                                                                        | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    336000 | PA      | $287324.84    | 0.12%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    171000 | PA      | $139228.07    | 0.06%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                             | Global Atlantic Fin Co                                                          | CUSIP: 37959GAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1039000 | PA      | $764557.68    | 0.31%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                     | Fannie Mae-Aces                                                                 | CUSIP: 3136B3DE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    732021 | PA      | $697823.16    | 0.28%             | 2030-09-25      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| LendingPoint Asset Securitization Trust                            | Lendingpoint 2022-A Asset Securitization Trust                                  | CUSIP: 52605AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     86948 | PA      | $85979.99     | 0.03%             | 2029-06-15      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                           | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $142108.75    | 0.06%             | 2024-08-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| CALVERT IMPACT CAPITAL NOTE                                        | CALVERT IMPACT CAPITAL NOTE                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $236435.00    | 0.10%             | 2023-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    479000 | PA      | $454797.40    | 0.18%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                               | Bank of America Corp                                                            | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2637000 | PA      | $2464400.91   | 0.99%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     67000 | PA      | $56491.99     | 0.02%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                        | BNP Paribas SA                                                                  | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    207000 | PA      | $216324.94    | 0.09%             | 2027-11-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                   | Societe Generale SA                                                             | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    276000 | PA      | $283924.85    | 0.11%             | 2027-11-22      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                      | Citigroup Inc                                                                   | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    647000 | PA      | $619638.43    | 0.25%             | 2041-03-26      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SES SA                                                             | SES SA                                                                          | CUSIP: 78413HAB5<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |    130000 | PA      | $99618.99     | 0.04%             | 2043-04-04      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                    | Stack Infrastructure Issuer LLC                                                 | CUSIP: 85236KAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    591000 | PA      | $526622.25    | 0.21%             | 2045-08-25      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| Crossroads Asset Trust                                             | Crossroads Asset Trust 2021-A                                                   | CUSIP: 22767CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    133529 | PA      | $132558.54    | 0.05%             | 2024-03-20      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                              | Truist Financial Corp                                                           | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    232000 | PA      | $215760.00    | 0.09%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                             | Mosaic Solar Loans 2017-1 LLC                                                   | CUSIP: 61946EAA6<br>LEI: 549300ZLA8SW2SVJMN33 | Long             | ABS-O            | CORP              | US        |    518295 | PA      | $496546.93    | 0.20%             | 2042-06-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                   | T-Mobile USA Inc                                                                | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    145000 | PA      | $118804.87    | 0.05%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                | Oportun Funding XIV LLC                                                         | CUSIP: 68377BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $92668.98     | 0.04%             | 2028-03-08      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                             | Standard Chartered PLC                                                          | CUSIP: 853254CB4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $188830.27    | 0.08%             | 2025-03-23      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue | SAN FRANCISCO CITY & CNTY CA PUBLIC UTILITIES COMMISSION WTR                    | CUSIP: 79765R5A3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1530000 | PA      | $1253070.00   | 0.50%             | 2039-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CDV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5725000 | PA      | $5495776.38   | 2.21%             | 2024-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2019-XL                               | BX Commercial Mortgage Trust 2019-XL                                            | CUSIP: 056054AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1407473 | PA      | $1391077.24   | 0.56%             | 2036-10-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| LendingPoint Asset Securitization Trust                            | Lendingpoint 2022-C Asset Securitization Trust                                  | CUSIP: 525919AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    799009 | PA      | $795758.27    | 0.32%             | 2030-02-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                   | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                       | CUSIP: 13032UVM7<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    110000 | PA      | $89771.00     | 0.04%             | 2034-06-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                  | CI Financial Corp                                                               | CUSIP: 125491AP5<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    789000 | PA      | $467542.89    | 0.19%             | 2051-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                             | Extra Space Storage LP                                                          | CUSIP: 30225VAF4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    300000 | PA      | $235426.94    | 0.09%             | 2031-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                        | BBCMS 2017-DELC Mortgage Trust                                                  | CUSIP: 05552EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $737371.80    | 0.30%             | 2036-08-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                              | Bath & Body Works Inc                                                           | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    131000 | PA      | $123154.80    | 0.05%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Sunrun Demeter Issuer LLC                                          | Sunrun Demeter Issuer 2021-2 LLC                                                | CUSIP: 86772HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    161752 | PA      | $126569.90    | 0.05%             | 2057-01-30      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                               | Bank of America Corp                                                            | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    494000 | PA      | $410331.42    | 0.17%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2100000 | PA      | $1842093.75   | 0.74%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                             | US LONG BOND(CBT) MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        50 | NC      | $-42930.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                    | Stack Infrastructure Issuer LLC                                                 | CUSIP: 85236KAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    182717 | PA      | $178387.96    | 0.07%             | 2044-02-25      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                          | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6739000 | PA      | $6646341.78   | 2.68%             | 2053-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                  | General Motors Co                                                               | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    945000 | PA      | $880592.84    | 0.35%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                           | Celanese US Holdings LLC                                                        | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    875000 | PA      | $864439.49    | 0.35%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                  | CI Financial Corp                                                               | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    501000 | PA      | $381086.81    | 0.15%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                     | Fannie Mae-Aces                                                                 | CUSIP: 3136B6XJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1704566 | PA      | $1511480.36   | 0.61%             | 2029-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                             | Mosaic Solar Loans 2017-2 LLC                                                   | CUSIP: 61946GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1738779 | PA      | $1613655.07   | 0.65%             | 2043-06-22      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| San Diego County Water Authority                                   | SAN DIEGO CNTY CA WTR AUTH                                                      | CUSIP: 797412DW0<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |    185000 | PA      | $135210.95    | 0.05%             | 2034-05-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                                      | MHC Commercial Mortgage Trust 2021-MHC                                          | CUSIP: 55316VAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    435000 | PA      | $417416.02    | 0.17%             | 2038-04-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                  | Iron Mountain Inc                                                               | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    310000 | PA      | $255500.45    | 0.10%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding LLC                                 | Diamond Infrastructure Funding LLC                                              | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    852000 | PA      | $699737.89    | 0.28%             | 2049-04-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                                   | Radian Group Inc                                                                | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    490000 | PA      | $449802.49    | 0.18%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5068000 | PA      | $4389165.17   | 1.77%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                     | Pagaya AI Debt Selection Trust 2021-HG1                                         | CUSIP: 69547PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     96922 | PA      | $91472.50     | 0.04%             | 2029-01-16      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                                 | Sunnova Helios X Issuer LLC                                                     | CUSIP: 86744WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1079889 | PA      | $1000653.00   | 0.40%             | 2049-11-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $91601.56     | 0.04%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                               | Boston Properties LP                                                            | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    725000 | PA      | $523483.47    | 0.21%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                               | Sabra Health Care LP                                                            | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |    305000 | PA      | $227637.32    | 0.09%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $98267.58     | 0.04%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ServiceMaster Brands                                               | ServiceMaster Funding LLC                                                       | CUSIP: 81761TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    336015 | PA      | $253040.80    | 0.10%             | 2051-01-30      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                              | Dick's Sporting Goods Inc                                                       | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $865608.78    | 0.35%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                 | Ford Motor Co                                                                   | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1178000 | PA      | $885528.16    | 0.36%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                | Freddie Mac STACR REMIC Trust 2021-DNA3                                         | CUSIP: 35564KED7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     79878 | PA      | $79411.48     | 0.03%             | 2033-10-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $769531.25    | 0.31%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                                      | UBS AG/London                                                                   | CUSIP: 902674YH7<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    236000 | PA      | $206524.84    | 0.08%             | 2026-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                             | Standard Chartered PLC                                                          | CUSIP: 853254BZ2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    243000 | PA      | $210996.90    | 0.09%             | 2027-01-14      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| Synovus Financial Corp                                             | Synovus Financial Corp                                                          | CUSIP: 87161CAM7<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |    365000 | PA      | $357552.63    | 0.14%             | 2029-02-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                            | Australia & New Zealand Banking Group Ltd                                       | CUSIP: 052528AL0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    316000 | PA      | $285961.03    | 0.12%             | 2030-07-22      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1528000 | PA      | $1491977.66   | 0.60%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CBC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    811000 | PA      | $724894.61    | 0.29%             | 2025-12-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                | Oportun Funding 2022-1 LLC                                                      | CUSIP: 68377XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    283912 | PA      | $277776.74    | 0.11%             | 2029-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                                 | Sunnova Helios V Issuer LLC                                                     | CUSIP: 86746EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    348043 | PA      | $283935.36    | 0.11%             | 2048-02-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                           | Capital One Financial Corp                                                      | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    212000 | PA      | $199873.46    | 0.08%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FERGUSON FINANCE PLC                                               | Ferguson Finance PLC                                                            | CUSIP: 314890AD6<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |      1000 | PA      | $912.86       | 0.00%             | 2032-04-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                            | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FN8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    420000 | PA      | $319897.55    | 0.13%             | 2057-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                           | AT&T Inc                                                                        | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    889000 | PA      | $630151.01    | 0.25%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                                | CNH Equipment Trust 2022-B                                                      | CUSIP: 12663JAB7<br>LEI: 549300BIZ8MA1TOD5D46 | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $128422.16    | 0.05%             | 2025-12-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                             | Coca-Cola Femsa SAB de CV                                                       | CUSIP: 191241AJ7<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    220000 | PA      | $166008.82    | 0.07%             | 2032-09-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                                 | Sunnova Helios IX Issuer LLC                                                    | CUSIP: 86744VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    392567 | PA      | $368582.00    | 0.15%             | 2049-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    799000 | PA      | $748115.17    | 0.30%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Focus Brands Funding LLC                                           | FOCUS Brands Funding LLC                                                        | CUSIP: 34417MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    425250 | PA      | $375143.47    | 0.15%             | 2047-04-30      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                           | Capital One Financial Corp                                                      | CUSIP: 14040HBJ3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290217.40    | 0.12%             | 2025-10-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                           | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    972000 | PA      | $985826.26    | 0.40%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANKUNITED INC                                                     | BankUnited Inc                                                                  | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |    295000 | PA      | $273961.28    | 0.11%             | 2030-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ANDREW W MELLON FOUNDATI                                           | Andrew W Mellon Foundation/The                                                  | CUSIP: 03444RAB4<br>LEI: HVIJIPOQ5TXYVD3NET54 | Long             | DBT              | CORP              | US        |    300000 | PA      | $256113.83    | 0.10%             | 2027-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                 | Banco Santander SA                                                              | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $586802.15    | 0.24%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Theorem Funding Trust                                              | Theorem Funding Trust 2022-3                                                    | CUSIP: 882925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    341830 | PA      | $340779.93    | 0.14%             | 2029-04-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                                   | Bellemeade Re Ltd                                                               | CUSIP: 07876MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     70163 | PA      | $69977.29     | 0.03%             | 2031-03-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                               | Bank of America Corp                                                            | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    243000 | PA      | $204911.22    | 0.08%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                           | Huntington National Bank/The                                                    | CUSIP: 44644MAH4<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    438000 | PA      | $439191.49    | 0.18%             | 2025-11-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Conn Funding II, L.P                                               | Conn's Receivables Funding 2022-A LLC                                           | CUSIP: 20825YAA4<br>LEI: 549300CQYZS7T8C6S766 | Long             | ABS-O            | CORP              | US        |   1336472 | PA      | $1334264.33   | 0.54%             | 2026-12-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                               | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    237000 | PA      | $193649.68    | 0.08%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    785000 | PA      | $779541.80    | 0.31%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                           | Morgan Stanley Institutional Liquidity Funds - Government Portfolio             | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |  14527068 | NS      | $14527068.24  | 5.85%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1115200 | PA      | $775935.25    | 0.31%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    328000 | PA      | $284388.96    | 0.11%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    244000 | PA      | $201109.38    | 0.08%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3625000 | PA      | $3506337.87   | 1.41%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                           | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1858000 | PA      | $1248093.53   | 0.50%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                     | Air Lease Corp                                                                  | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    440000 | PA      | $407595.45    | 0.16%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                             | US 2YR NOTE (CBT) MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        37 | NC      | $-35.24       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3811500 | PA      | $2723361.42   | 1.10%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                           | European Investment Bank                                                        | CUSIP: 298785HM1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    860000 | PA      | $799488.94    | 0.32%             | 2027-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                             | US 5YR NOTE (CBT) MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -89 | NC      | $3674.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                                     | EPR Properties                                                                  | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    692000 | PA      | $591500.06    | 0.24%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                           | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    224000 | PA      | $209978.78    | 0.08%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                                  | DXC Technology Co                                                               | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    549000 | PA      | $463136.23    | 0.19%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                           | TerraForm Power Operating LLC                                                   | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    544000 | PA      | $474244.72    | 0.19%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $408388.62    | 0.16%             | 2025-11-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                | Freddie Mac STACR REMIC Trust 2022-DNA2                                         | CUSIP: 35564KRE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    206743 | PA      | $204849.04    | 0.08%             | 2042-02-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Diamond Issuer LLC                                                 | Diamond Issuer                                                                  | CUSIP: 25267TAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    490000 | PA      | $407331.02    | 0.16%             | 2051-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     65000 | PA      | $56407.81     | 0.02%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROP LP                                           | Corporate Office Properties LP                                                  | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    197000 | PA      | $140290.99    | 0.06%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                            | European Bank for Reconstruction & Development                                  | CUSIP: 29874QEE0<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    305000 | PA      | $286787.72    | 0.12%             | 2025-02-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                | Freddie Mac STACR REMIC Trust 2022-DNA1                                         | CUSIP: 35564KPU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1995421 | PA      | $1951463.79   | 0.79%             | 2042-01-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    198000 | PA      | $170929.69    | 0.07%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                                   | SLG Office Trust 2021-OVA                                                       | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410000 | PA      | $328092.00    | 0.13%             | 2041-07-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                                           | Affiliated Managers Group Inc                                                   | CUSIP: 008252AP3<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    244000 | PA      | $202311.97    | 0.08%             | 2030-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                    | CVS Health Corp                                                                 | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    136000 | PA      | $131798.52    | 0.05%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                     | Pagaya AI Debt Selection Trust 2021-5                                           | CUSIP: 69547EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    248654 | PA      | $239875.75    | 0.10%             | 2029-08-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                          | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6768000 | PA      | $6789153.05   | 2.74%             | 2053-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                              | GM Financial Automobile Leasing Trust 2021-1                                    | CUSIP: 36261RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    355812 | PA      | $352794.64    | 0.14%             | 2024-02-20      | Fixed         | 0.26%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2019-XL                               | BX Commercial Mortgage Trust 2019-XL                                            | CUSIP: 056054AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    896750 | PA      | $881719.57    | 0.36%             | 2036-10-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                           | Delta Air Lines Inc / SkyMiles IP Ltd                                           | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    801000 | PA      | $754149.13    | 0.30%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                       | Comcast Corp                                                                    | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    662000 | PA      | $626062.92    | 0.25%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    725000 | PA      | $634874.90    | 0.26%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                                 | Macquarie Bank Ltd                                                              | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    554000 | PA      | $449119.56    | 0.18%             | 2030-06-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                        | BNP Paribas SA                                                                  | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    244000 | PA      | $241560.00    | 0.10%             | 2029-08-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                      | Citigroup Inc                                                                   | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    415000 | PA      | $362552.30    | 0.15%             | 2025-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                           | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    487000 | PA      | $500246.40    | 0.20%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                               | Bank of America Corp                                                            | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    227000 | PA      | $178349.79    | 0.07%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                   | T-Mobile USA Inc                                                                | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    367000 | PA      | $289618.15    | 0.12%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                      | Citigroup Inc                                                                   | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    387000 | PA      | $313855.65    | 0.13%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                      | Citigroup Inc                                                                   | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1171000 | PA      | $1211759.52   | 0.49%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                             | Mosaic Solar Loan Trust 2022-2                                                  | CUSIP: 61946UAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $814397.75    | 0.33%             | 2053-01-21      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    375000 | PA      | $208513.19    | 0.08%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                             | Standard Chartered PLC                                                          | CUSIP: 853254CE8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $182806.35    | 0.07%             | 2025-11-23      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                   | OneMain Financial Issuance Trust 2020-A                                         | CUSIP: 68269LAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    546859 | PA      | $542978.49    | 0.22%             | 2032-05-14      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                  | Hyatt Hotels Corp                                                               | CUSIP: 448579AL6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     94000 | PA      | $91400.71     | 0.04%             | 2023-10-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Conn Funding II, L.P                                               | Conn's Receivables Funding 2021-A LLC                                           | CUSIP: 20825GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       313 | PA      | $312.55       | 0.00%             | 2026-05-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATION/THE                                                | Ford Foundation/The                                                             | CUSIP: 34531XAB0<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |    270000 | PA      | $171101.86    | 0.07%             | 2050-06-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4583400 | PA      | $4225321.88   | 1.70%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                            | GA Global Funding Trust                                                         | CUSIP: 36143L2G9<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    553000 | PA      | $487525.24    | 0.20%             | 2027-01-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                                   | Bellemeade Re Ltd                                                               | CUSIP: 07876AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    248142 | PA      | $246202.01    | 0.10%             | 2031-06-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| SUNRUN JUPITER ISSUER 2022-1, LLC                                  | Sunrun Jupiter Issuer 2022-1 LLC                                                | CUSIP: 86772RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    591144 | PA      | $542482.17    | 0.22%             | 2057-07-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                             | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1482000 | PA      | $1267935.58   | 0.51%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1998000 | PA      | $1987385.63   | 0.80%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                      | Citigroup Inc                                                                   | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1341000 | PA      | $1250668.94   | 0.50%             | 2028-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1134000 | PA      | $953377.41    | 0.38%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     41000 | PA      | $32780.78     | 0.01%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                           | European Investment Bank                                                        | CUSIP: 29878TDB7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1942000 | PA      | $1875385.85   | 0.76%             | 2025-06-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1266000 | PA      | $1074369.14   | 0.43%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                           | Capital One Financial Corp                                                      | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    197000 | PA      | $168810.02    | 0.07%             | 2030-03-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                           | Ginnie Mae II Pool                                                              | CUSIP: 3617UM5N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    244809 | PA      | $210341.04    | 0.08%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                           | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    218000 | PA      | $207784.97    | 0.08%             | 2025-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    626000 | PA      | $565282.89    | 0.23%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                           | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1697000 | PA      | $1238619.36   | 0.50%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                 | Seagate HDD Cayman                                                              | CUSIP: 81180WAN1<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    316000 | PA      | $268490.99    | 0.11%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                | Oportun Issuance Trust 2022-2                                                   | CUSIP: 68377HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220128 | PA      | $218358.80    | 0.09%             | 2029-10-09      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| SES GLOBAL AMERICAS HLDG                                           | SES GLOBAL Americas Holdings Inc                                                | CUSIP: 78413KAB8<br>LEI: 5299000YGN3VJ3R60481 | Long             | DBT              | CORP              | US        |    219000 | PA      | $168505.10    | 0.07%             | 2044-03-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                             | Mosaic Solar Loan Trust 2020-2                                                  | CUSIP: 61946PAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1018123 | PA      | $923889.12    | 0.37%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                                             | Cascade MH Asset Trust 2022-MH1                                                 | CUSIP: 14732KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    491373 | PA      | $431566.89    | 0.17%             | 2054-08-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                           | BX Commercial Mortgage Trust 2021-VOLT                                          | CUSIP: 05609VAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    246154 | PA      | $231688.78    | 0.09%             | 2036-09-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                           | AmeriCredit Automobile Receivables Trust 2020-3                                 | CUSIP: 03066PAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    466936 | PA      | $461527.79    | 0.19%             | 2025-06-18      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| Theorem Funding Trust                                              | Theorem Funding Trust 2022-1                                                    | CUSIP: 88339XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    280677 | PA      | $273814.47    | 0.11%             | 2028-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                      | Citigroup Inc                                                                   | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    645000 | PA      | $553395.01    | 0.22%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7932000 | PA      | $6060079.01   | 2.44%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                 | Ally Financial Inc                                                              | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    607000 | PA      | $628286.03    | 0.25%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                           | Ginnie Mae II Pool                                                              | CUSIP: 3617UUSS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    361261 | PA      | $309832.60    | 0.12%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                              | FMC GMSR Issuer Trust                                                           | CUSIP: 30259RAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $160956.80    | 0.06%             | 2026-10-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                       | CSMC 2018-SITE                                                                  | CUSIP: 12690CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050000 | PA      | $1007290.15   | 0.41%             | 2036-04-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                               | Bank of America Corp                                                            | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1000174.43   | 0.40%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| TERRAFORM GLOBAL OPERATI                                           | Terraform Global Operating LP                                                   | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |    225000 | PA      | $211723.88    | 0.09%             | 2026-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Coinstar Funding, LLC                                              | Coinstar Funding LLC Series 2017-1                                              | CUSIP: 19260MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    164430 | PA      | $126389.07    | 0.05%             | 2047-04-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                            | Inter-American Development Bank                                                 | CUSIP: 4581X0DL9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    241000 | PA      | $222916.08    | 0.09%             | 2025-04-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Hawaii Hotel Trust 2019-MAUI                                       | Hawaii Hotel Trust 2019-MAUI                                                    | CUSIP: 41975AAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    678000 | PA      | $659528.70    | 0.27%             | 2038-05-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                      | MASSACHUSETTS ST                                                                | CUSIP: 57582RJN7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1300000 | PA      | $990834.00    | 0.40%             | 2046-06-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CONSERVATION FUND                                                  | Conservation Fund A Nonprofit Corp/The                                          | CUSIP: 20848FAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $163505.62    | 0.07%             | 2029-12-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                           | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RFK5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    643000 | PA      | $628682.06    | 0.25%             | 2027-02-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CVS Pass-Through Trust                                             | CVS Pass-Through Trust                                                          | CUSIP: 126650BP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150684 | PA      | $148476.62    | 0.06%             | 2028-12-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                              | Toronto-Dominion Bank/The                                                       | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    518000 | PA      | $540015.00    | 0.22%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                                | CUSIP: 912828T26<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3636000 | PA      | $3547516.12   | 1.43%             | 2023-09-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-25

**Name of Applicant:** CALVERT FUND

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer