# EDGAR Filing Document

**Accession Number:** 0000701039
**File Stem:** 0001752724-23-049188
**Filing Date:** 2023-3
**Character Count:** 206821
**Document Hash:** 23539e046258a7c35e161c14a55b7db3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-049188.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-049188

**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:** 23690901

**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 Income Fund (Series ID: S000005148)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000014095 | Class A      | CFICX           |
| C000014097 | Class C      | CIFCX           |
| C000014098 | Class I      | CINCX           |

## Nport-Ex

Calvert

Income Fund

December 31, 2022

Schedule of Investments (Unaudited)

------

Asset-Backed Securities — 12.5%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)\*** | **Value** |
| AASET US, Ltd., Series 2018-1A, Class C, 6.413%, 1/16/38<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 | $54201 |
| Business Jet Securities, LLC, Series 2020-1A, Class A, 2.981%, 11/15/35<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;911 | &nbsp;&nbsp; 830708 |
| Coinstar Funding, LLC, Series 2017-1A, Class A2, 5.216%, 4/25/47<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2514 | &nbsp;&nbsp; 1932155 |
| Cologix Canadian Issuer, L.P., Series 2022-1CAN, Class C, 7.74%, 1/25/52<sup>(1)</sup> CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp; 1825651 |
| Cologix Data Centers US Issuer, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class B, 3.79%, 12/26/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp; 3486641 |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class C, 5.99%, 12/26/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp; 2450541 |
| Conn's Receivables Funding, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-A, Class C, 4.59%, 5/15/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7085 | &nbsp;&nbsp; 6770636 |
| &nbsp;&nbsp;&nbsp;Series 2022-A, Class B, 9.52%, 12/15/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3432 | &nbsp;&nbsp;&nbsp;&nbsp;3405800 |
| &nbsp;&nbsp;&nbsp;Series 2022-A, Class C, 0.00%, 12/15/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;1881160 |
| DataBank Issuer, Series 2021-2A, Class A2, 2.40%, 10/25/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;911666 |
| Diamond Infrastructure Funding, LLC, Series 2021-1A, Class C, 3.475%, 4/15/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589328 |
| Driven Brands Funding, LLC, Series 2018-1A, Class A2, 4.739%, 4/20/48<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1194 | &nbsp;&nbsp;&nbsp;&nbsp;1113592 |
| ExteNet, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-1A, Class B, 4.14%, 7/26/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1913 | &nbsp;&nbsp;&nbsp;&nbsp;1808568 |
| &nbsp;&nbsp;&nbsp;Series 2019-1A, Class C, 5.219%, 7/26/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3110 | &nbsp;&nbsp;&nbsp;&nbsp;2907987 |
| FMC GMSR Issuer Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-GT2, Class A, 3.85%, 10/25/26<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3360 | &nbsp;&nbsp;&nbsp;&nbsp;2704074 |
| &nbsp;&nbsp;&nbsp;Series 2022-GT2, Class B, 10.07%, 7/25/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1838251 |
| FOCUS Brands Funding, LLC, Series 2017-1A, Class A2II, 5.093%, 4/30/47<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1356 | &nbsp;&nbsp;&nbsp;&nbsp;1196291 |
| Hardee's Funding, LLC, Series 2020-1A, Class A2, 3.981%, 12/20/50<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1774 | &nbsp;&nbsp;&nbsp;&nbsp;1524125 |
| Jersey Mike's Funding, Series 2019-1A, Class A2, 4.433%, 2/15/50<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1135 | &nbsp;&nbsp;&nbsp;&nbsp;1023876 |
| Lunar Aircraft, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-1A, Class B, 4.335%, 2/15/45<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231199 |
| &nbsp;&nbsp;&nbsp;Series 2020-1A, Class C, 6.413%, 2/15/45<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119135 |
| Mosaic Solar Loan Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-1A, Class B, 3.10%, 4/20/46<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94815 |
| &nbsp;&nbsp;&nbsp;Series 2022-2A, Class D, 8.29%, 1/21/53<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3583 | &nbsp;&nbsp;&nbsp;&nbsp;3499740 |
| Neighborly Issuer, LLC, Series 2021-1A, Class A2, 3.584%, 4/30/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2605 | &nbsp;&nbsp;&nbsp;&nbsp;2095488 |
| NRZ Excess Spread-Collateralized Notes: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-FHT1, Class A, 3.104%, 7/25/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429280 |
| &nbsp;&nbsp;&nbsp;Series 2021-GNT1, Class A, 3.474%, 11/25/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3826 | &nbsp;&nbsp;&nbsp;&nbsp;3385876 |
| Oportun Issuance Trust, Series 2021-C, Class C, 3.61%, 10/8/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;997383 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)\*** | **Value** |
| Pagaya AI Debt Selection Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-3, Class C, 3.27%, 5/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5900 | $4963050 |
| &nbsp;&nbsp;&nbsp;Series 2021-5, Class C, 3.93%, 8/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4014 | &nbsp;&nbsp; 3383277 |
| Planet Fitness Master Issuer, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2018-1A, Class A2II, 4.666%, 9/5/48<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2274 | &nbsp;&nbsp; 2137323 |
| &nbsp;&nbsp;&nbsp;Series 2019-1A, Class A2, 3.858%, 12/5/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2498 | &nbsp;&nbsp; 2059100 |
| ServiceMaster Funding, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-1, Class A2I, 2.841%, 1/30/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642 | &nbsp;&nbsp; 516549 |
| &nbsp;&nbsp;&nbsp;Series 2020-1, Class A2II, 3.337%, 1/30/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1372 | &nbsp;&nbsp; 1033620 |
| SERVPRO Master Issuer, LLC, Series 2019-1A, Class A2, 3.882%, 10/25/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4762 | &nbsp;&nbsp;&nbsp;&nbsp;4238642 |
| SolarCity LMC Series I, LLC, Series 2013-1, Class A, 4.80%, 11/20/38<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365200 |
| Sonic Capital, LLC, Series 2020-1A, Class A2I, 3.845%, 1/20/50<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2919 | &nbsp;&nbsp;&nbsp;&nbsp;2601950 |
| 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;2659 | &nbsp;&nbsp;&nbsp;&nbsp;2596014 |
| &nbsp;&nbsp;&nbsp;Series 2019-2A, Class A2, 3.08%, 10/25/44<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674541 |
| Sunnova Helios V Issuer, LLC, Series 2021-A, Class B, 3.15%, 2/20/48<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794796 |
| Sunnova Helios X Issuer, LLC, Series 2022-C, Class B, 5.60%, 11/22/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3927 | &nbsp;&nbsp;&nbsp;&nbsp;3638738 |
| Sunnova Sol II Issuer, LLC, Series 2020-2A, Class B, 5.47%, 11/1/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721124 |
| Sunrun Xanadu Issuer, LLC, Series 2019-1A, Class A, 3.98%, 6/30/54<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374820 |
| Theorem Funding Trust, Series 2021-1A, Class B, 1.84%, 12/15/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864668 |
| Vantage Data Centers Issuer, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-1A, Class A2, 3.188%, 7/15/44<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342966 |
| &nbsp;&nbsp;&nbsp;Series 2020-2A, Class A2, 1.992%, 9/15/45<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2545 | &nbsp;&nbsp;&nbsp;&nbsp;2096255 |
| Willis Engine Structured Trust V: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-A, Class B, 4.212%, 3/15/45<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461898 |
| &nbsp;&nbsp;&nbsp;Series 2020-A, Class C, 6.657%, 3/15/45<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227696 |
| Total Asset-Backed Securities<br> (identified cost $94,235,972) |  | **$83200394** |

---

Collateralized Mortgage Obligations — 4.8%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Bellemeade Re, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class M1C, 6.878%, (30-day average SOFR + 2.95%), 3/25/31<sup>(1)(4)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1130 | $1082691 |
| &nbsp;&nbsp;&nbsp;Series 2021-3A, Class M1B, 5.328%, (30-day average SOFR + 1.40%), 9/25/31<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4195 | &nbsp;&nbsp; 3980248 |
| Eagle Re, Ltd., Series 2021-2, Class M1C, 7.378%, (30-day average SOFR + 3.45%), 4/25/34<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2810 | &nbsp;&nbsp; 2704121 |

---

------

Calvert

Income Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-DNA3, Class B2, 12.539%, (1 mo. USD LIBOR + 8.15%), 7/25/49<sup>(1)(4)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | $509405 |
| &nbsp;&nbsp;&nbsp;Series 2019-HQA4, Class B1, 7.339%, (1 mo. USD LIBOR + 2.95%), 11/25/49<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904 | &nbsp;&nbsp; 885576 |
| &nbsp;&nbsp;&nbsp;Series 2020-DNA6, Class B1, 6.928%, (30-day average SOFR + 3.00%), 12/25/50<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp; 849151 |
| &nbsp;&nbsp;&nbsp;Series 2020-HQA2, Class B1, 8.489%, (1 mo. USD LIBOR + 4.10%), 3/25/50<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1748 | &nbsp;&nbsp; 1724758 |
| Federal National Mortgage Association Connecticut Avenue Securities: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-R01, Class 2B1, 8.739%, (1 mo. USD LIBOR + 4.35%), 7/25/31<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1295 | &nbsp;&nbsp; 1303351 |
| &nbsp;&nbsp;&nbsp;Series 2019-R02, Class 1B1, 8.539%, (1 mo. USD LIBOR + 4.15%), 8/25/31<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp; 541287 |
| &nbsp;&nbsp;&nbsp;Series 2019-R02, Class 1M2, 6.689%, (1 mo. USD LIBOR + 2.30%), 8/25/31<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 | &nbsp;&nbsp; 73080 |
| &nbsp;&nbsp;&nbsp;Series 2019-R03, Class 1B1, 8.489%, (1 mo. USD LIBOR + 4.10%), 9/25/31<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;1071744 |
| &nbsp;&nbsp;&nbsp;Series 2019-R06, Class 2B1, 8.139%, (1 mo. USD LIBOR + 3.75%), 9/25/39<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2062 | &nbsp;&nbsp;&nbsp;&nbsp;2032657 |
| &nbsp;&nbsp;&nbsp;Series 2019-R07, Class 1B1, 7.789%, (1 mo. USD LIBOR + 3.40%), 10/25/39<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4664 | &nbsp;&nbsp;&nbsp;&nbsp;4551625 |
| &nbsp;&nbsp;&nbsp;Series 2020-R02, Class 2B1, 7.389%, (1 mo. USD LIBOR + 3.00%), 1/25/40<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1497 | &nbsp;&nbsp;&nbsp;&nbsp;1353242 |
| &nbsp;&nbsp;&nbsp;Series 2021-R01, Class 1B2, 9.928%, (30-day average SOFR + 6.00%), 10/25/41<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4457 | &nbsp;&nbsp;&nbsp;&nbsp;4085320 |
| &nbsp;&nbsp;&nbsp;Series 2021-R02, Class 2B1, 7.228%, (30-day average SOFR + 3.30%), 11/25/41<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501726 |
| Home Re, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-1, Class M1C, 6.689%, (1 mo. USD LIBOR + 2.30%), 7/25/33<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980947 |
| &nbsp;&nbsp;&nbsp;Series 2021-1, Class M2, 7.239%, (1 mo. USD LIBOR + 2.85%), 7/25/33<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4340 | &nbsp;&nbsp;&nbsp;&nbsp;3977368 |
| Total Collateralized Mortgage Obligations<br> (identified cost $33,811,189) |  | **$32208297** |

---

Commercial Mortgage-Backed Securities — 6.5%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| BAMLL Commercial Mortgage Securities Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-BPR, Class ENM, 3.719%, 11/5/32<sup>(1)(3)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11165 | $8394741 |
| &nbsp;&nbsp;&nbsp;Series 2019-BPR, Class FNM, 3.719%, 11/5/32<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4545 | &nbsp;&nbsp; 3131255 |
| BBCMS Mortgage Trust, Series 2017-DELC, Class F, 7.943%, (1 mo. USD LIBOR + 3.625%), 8/15/36<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp; 2887936 |
| BX Commercial Mortgage Trust, 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;5509 | &nbsp;&nbsp; 5168601 |
| Credit Suisse Mortgage Trust, Series 2022-CNTR, Class A, 8.28%, (1 mo. SOFR + 3.944%), 1/15/24<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1333 | &nbsp;&nbsp; 1171781 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Federal National Mortgage Association Multifamily Connecticut Avenue Securities Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-01, Class M10, 7.639%, (1 mo. USD LIBOR + 3.25%), 10/25/49<sup>(1)(4)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2525 | $2378387 |
| &nbsp;&nbsp;&nbsp;Series 2020-01, Class M10, 8.139%, (1 mo. USD LIBOR + 3.75%), 3/25/50<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3185 | &nbsp;&nbsp; 2953753 |
| JPMorgan Chase Commercial Mortgage Securities Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2014-DSTY, Class B, 3.771%, 6/10/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2485 | &nbsp;&nbsp; 494250 |
| &nbsp;&nbsp;&nbsp;Series 2014-DSTY, Class C, 3.805%, 6/10/27<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1120 | &nbsp;&nbsp; 111304 |
| Morgan Stanley Capital I Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-BPR, Class B, 6.668%, (1 mo. USD LIBOR + 2.35%), 5/15/36<sup>(1)(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6576 | &nbsp;&nbsp; 6173147 |
| &nbsp;&nbsp;&nbsp;Series 2019-BPR, Class C, 7.618%, (1 mo. USD LIBOR + 3.30%), 5/15/36<sup>(1)(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3045 | &nbsp;&nbsp; 2822548 |
| VMC Finance, LLC, Series 2021-HT1, Class B, 8.839%, (1 mo. USD LIBOR + 4.50%), 1/18/37<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7908 | &nbsp;&nbsp;&nbsp;&nbsp;7417650 |
| Total Commercial Mortgage-Backed Securities<br> (identified cost $51,110,905) |  | **$43105353** |

---

Corporate Bonds — 65.9%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Basic Materials — 1.1% | Basic Materials — 1.1% |  |
| Celanese US Holdings, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;6.165%, 7/15/27 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3306 | $3266099 |
| &nbsp;&nbsp;&nbsp;6.33%, 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1755 | &nbsp;&nbsp; 1708974 |
| South32 Treasury, Ltd., 4.35%, 4/14/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2596 | &nbsp;&nbsp; 2228108 |
|  |  | **$7203181** |
| Communications — 5.2% | Communications — 5.2% |  |
| AT&T, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 2/1/43 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650 | $1146405 |
| &nbsp;&nbsp;&nbsp;3.55%, 9/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;13079 | &nbsp;&nbsp;&nbsp;&nbsp;8785692 |
| Charter Communications Operating, LLC/Charter Communications Operating Capital, 4.80%, 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7960 | &nbsp;&nbsp;&nbsp;&nbsp;5809906 |
| Comcast Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;2.887%, 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3396 | &nbsp;&nbsp;&nbsp;&nbsp;2196391 |
| &nbsp;&nbsp;&nbsp;2.937%, 11/1/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;871562 |
| Discovery Communications, LLC, 5.20%, 9/20/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1870 | &nbsp;&nbsp;&nbsp;&nbsp;1396074 |
| Level 3 Financing, Inc., 3.75%, 7/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2435 | &nbsp;&nbsp;&nbsp;&nbsp;1754905 |
| NBCUniversal Media, LLC, 4.45%, 1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1710 | &nbsp;&nbsp;&nbsp;&nbsp;1511330 |
| Nokia Oyj: |  |  |
| &nbsp;&nbsp;&nbsp;4.375%, 6/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;1655132 |
| &nbsp;&nbsp;&nbsp;6.625%, 5/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;2567528 |
| SES Global Americas Holdings GP, 5.30%, 3/25/44<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1378 | &nbsp;&nbsp;&nbsp;&nbsp;1060274 |
| SES S.A., 5.30%, 4/4/43<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628366 |

---

------

Calvert

Income 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;516 | $407202 |
| &nbsp;&nbsp;&nbsp;2.55%, 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2240 | &nbsp;&nbsp; 1835330 |
| &nbsp;&nbsp;&nbsp;2.875%, 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp; 827678 |
| &nbsp;&nbsp;&nbsp;4.50%, 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2560 | &nbsp;&nbsp; 2117340 |
|  |  | **$34571115** |
| Consumer, Cyclical — 7.6% | Consumer, Cyclical — 7.6% |  |
| American Airlines Pass-Through Trust, 4.40%, 3/22/25 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335 | $329805 |
| American Airlines, Inc./AAdvantage Loyalty IP, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;5.50%, 4/20/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3341 | &nbsp;&nbsp;&nbsp;&nbsp;3218724 |
| &nbsp;&nbsp;&nbsp;5.75%, 4/20/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;783891 |
| Aptiv PLC, 3.10%, 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4884 | &nbsp;&nbsp;&nbsp;&nbsp;2905246 |
| Bath & Body Works, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;6.625%, 10/1/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1673 | &nbsp;&nbsp;&nbsp;&nbsp;1572809 |
| &nbsp;&nbsp;&nbsp;6.875%, 11/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1690 | &nbsp;&nbsp;&nbsp;&nbsp;1505283 |
| &nbsp;&nbsp;&nbsp;7.60%, 7/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679001 |
| Brunswick Corp., 5.10%, 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5210 | &nbsp;&nbsp;&nbsp;&nbsp;3763742 |
| Dave & Buster's, Inc., 7.625%, 11/1/25<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4011 | &nbsp;&nbsp;&nbsp;&nbsp;4036911 |
| Delta Air Lines, Inc./SkyMiles IP, Ltd., 4.75%, 10/20/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2475 | &nbsp;&nbsp;&nbsp;&nbsp;2330236 |
| Dick's Sporting Goods, Inc., 4.10%, 1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5844 | &nbsp;&nbsp;&nbsp;&nbsp;3789227 |
| Ferguson Finance PLC, 4.65%, 4/20/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2075 | &nbsp;&nbsp;&nbsp;&nbsp;1894178 |
| Ford Motor Co.: |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 2/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2879 | &nbsp;&nbsp;&nbsp;&nbsp;2164207 |
| &nbsp;&nbsp;&nbsp;4.75%, 1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2483 | &nbsp;&nbsp;&nbsp;&nbsp;1787879 |
| Ford Motor Credit Co., LLC, 7.35%, 11/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1779 | &nbsp;&nbsp;&nbsp;&nbsp;1827389 |
| General Motors Co.: |  |  |
| &nbsp;&nbsp;&nbsp;5.15%, 4/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2598902 |
| &nbsp;&nbsp;&nbsp;5.60%, 10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1416 | &nbsp;&nbsp;&nbsp;&nbsp;1319492 |
| General Motors Financial Co., Inc., 2.70%, 6/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557923 |
| Hyatt Hotels Corp., 1.80%, 10/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3824 | &nbsp;&nbsp;&nbsp;&nbsp;3585637 |
| Lithia Motors, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;3.875%, 6/1/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992384 |
| &nbsp;&nbsp;&nbsp;4.375%, 1/15/31<sup>(1)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2721 | &nbsp;&nbsp;&nbsp;&nbsp;2218650 |
| Macy's Retail Holdings, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;4.30%, 2/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;906750 |
| &nbsp;&nbsp;&nbsp;5.875%, 4/1/29<sup>(1)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2231 | &nbsp;&nbsp;&nbsp;&nbsp;1978613 |
| WarnerMedia Holdings, Inc., 5.141%, 3/15/52<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4937 | &nbsp;&nbsp;&nbsp;&nbsp;3608094 |
|  |  | **$50354973** |
| Consumer, Non-cyclical — 3.7% | Consumer, Non-cyclical — 3.7% |  |
| Ashtead Capital, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 5/1/28<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732 | &nbsp;&nbsp;&nbsp;&nbsp;$668689 |
| &nbsp;&nbsp;&nbsp;4.25%, 11/1/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4166 | &nbsp;&nbsp;&nbsp;&nbsp;3743126 |
| Block Financial, LLC, 3.875%, 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3362 | &nbsp;&nbsp;&nbsp;&nbsp;2949284 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Consumer, Non-cyclical (continued) | Consumer, Non-cyclical (continued) |  |
| Centene Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;3.375%, 2/15/30 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1171 | $992569 |
| &nbsp;&nbsp;&nbsp;4.25%, 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1068 | &nbsp;&nbsp; 1003993 |
| &nbsp;&nbsp;&nbsp;4.625%, 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1226 | &nbsp;&nbsp; 1123127 |
| CVS Pass-Through Trust, 6.036%, 12/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1629 | &nbsp;&nbsp; 1605153 |
| Ford Foundation (The), 2.415%, 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1695 | &nbsp;&nbsp; 1074139 |
| Hikma Finance USA, LLC, 3.25%, 7/9/25<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2038 | &nbsp;&nbsp; 1895819 |
| Natura & Co. Luxembourg Holdings S.a.r.l., 6.00%, 4/19/29<sup>(1)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3003 | &nbsp;&nbsp; 2631915 |
| Natura Cosmeticos S.A., 4.125%, 5/3/28<sup>(1)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1768 | &nbsp;&nbsp;&nbsp;&nbsp;1444836 |
| Perrigo Finance Unlimited Co., 4.40%, 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2916 | &nbsp;&nbsp;&nbsp;&nbsp;2488448 |
| Smithfield Foods, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;2.625%, 9/13/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2227 | &nbsp;&nbsp;&nbsp;&nbsp;1598280 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/15/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181713 |
| &nbsp;&nbsp;&nbsp;5.20%, 4/1/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1625 | &nbsp;&nbsp;&nbsp;&nbsp;1487880 |
|  |  | **$24888971** |
| Energy — 1.0% | Energy — 1.0% |  |
| Neptune Energy Bondco PLC, 6.625%, 5/15/25<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;939 | &nbsp;&nbsp;&nbsp;&nbsp;$913420 |
| NuStar Logistics, L.P.: |  |  |
| &nbsp;&nbsp;&nbsp;5.625%, 4/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1077 | &nbsp;&nbsp;&nbsp;&nbsp;1008909 |
| &nbsp;&nbsp;&nbsp;6.375%, 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1510 | &nbsp;&nbsp;&nbsp;&nbsp;1398924 |
| TerraForm Power Operating, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 1/15/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1354 | &nbsp;&nbsp;&nbsp;&nbsp;1180381 |
| &nbsp;&nbsp;&nbsp;5.00%, 1/31/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2524 | &nbsp;&nbsp;&nbsp;&nbsp;2275916 |
|  |  | &nbsp;&nbsp;&nbsp;**$6777550** |
| Financial — 39.3% | Financial — 39.3% |  |
| AerCap Holdings N.V., 5.875% to 10/10/24, 10/10/79<sup>(6)(8)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504 | &nbsp;&nbsp;&nbsp;&nbsp;$459603 |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust: |  |  |
| &nbsp;&nbsp;&nbsp;1.15%, 10/29/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1443757 |
| &nbsp;&nbsp;&nbsp;1.65%, 10/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477229 |
| &nbsp;&nbsp;&nbsp;1.75%, 10/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1445 | &nbsp;&nbsp;&nbsp;&nbsp;1329724 |
| &nbsp;&nbsp;&nbsp;4.625%, 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3236 | &nbsp;&nbsp;&nbsp;&nbsp;3010742 |
| Affiliated Managers Group, Inc., 3.30%, 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4003 | &nbsp;&nbsp;&nbsp;&nbsp;3319077 |
| Air Lease Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;2.875%, 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2221 | &nbsp;&nbsp;&nbsp;&nbsp;2057431 |
| &nbsp;&nbsp;&nbsp;2.875%, 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1761 | &nbsp;&nbsp;&nbsp;&nbsp;1403462 |
| Alliant Holdings Intermediate, LLC/Alliant Holdings Co-Issuer, 6.75%, 10/15/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2342626 |
| Ally Financial, Inc., 8.00%, 11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3150 | &nbsp;&nbsp;&nbsp;&nbsp;3260463 |
| American Assets Trust, L.P., 3.375%, 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4214 | &nbsp;&nbsp;&nbsp;&nbsp;3352032 |
| American National Group, Inc., 6.144%, 6/13/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2466668 |
| Aon Corp., 2.80%, 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1313 | &nbsp;&nbsp;&nbsp;&nbsp;1122790 |

---

------

Calvert

Income Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Financial (continued) | Financial (continued) |  |
| 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;2114 | $1913043 |
| Banco Mercantil del Norte S.A.: |  |  |
| &nbsp;&nbsp;&nbsp;7.625% to 1/10/28<sup>(1)(8)(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495 | &nbsp;&nbsp; 464492 |
| &nbsp;&nbsp;&nbsp;8.375% to 10/14/30<sup>(1)(8)(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1195 | &nbsp;&nbsp; 1186632 |
| 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;1800 | &nbsp;&nbsp; 1539734 |
| &nbsp;&nbsp;&nbsp;3.80%, 2/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2460 | &nbsp;&nbsp; 2235101 |
| Bank of America Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;2.456% to 10/22/24, 10/22/25<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;1796520 |
| &nbsp;&nbsp;&nbsp;3.846% to 3/8/32, 3/8/37<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10397 | &nbsp;&nbsp;&nbsp;&nbsp;8636064 |
| &nbsp;&nbsp;&nbsp;4.376% to 4/27/27, 4/27/28<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2462 | &nbsp;&nbsp;&nbsp;&nbsp;2358271 |
| &nbsp;&nbsp;&nbsp;Series Z, 6.50% to 10/23/24<sup>(8)(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2430 | &nbsp;&nbsp;&nbsp;&nbsp;2402861 |
| BankUnited, Inc., 5.125%, 6/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1947 | &nbsp;&nbsp;&nbsp;&nbsp;1808144 |
| BBVA Bancomer S.A./Texas, 5.125% to 1/18/28, 1/18/33<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3947 | &nbsp;&nbsp;&nbsp;&nbsp;3549267 |
| BNP Paribas S.A.: |  |  |
| &nbsp;&nbsp;&nbsp;1.675% to 6/30/26, 6/30/27<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4770 | &nbsp;&nbsp;&nbsp;&nbsp;4156855 |
| &nbsp;&nbsp;&nbsp;3.50%, 3/1/23<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1295 | &nbsp;&nbsp;&nbsp;&nbsp;1291900 |
| &nbsp;&nbsp;&nbsp;4.625% to 2/25/31<sup>(1)(8)(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;749522 |
| &nbsp;&nbsp;&nbsp;7.75% to 8/16/29<sup>(1)(8)(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1714 | &nbsp;&nbsp;&nbsp;&nbsp;1696860 |
| &nbsp;&nbsp;&nbsp;9.25% to 11/17/27<sup>(1)(8)(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1314 | &nbsp;&nbsp;&nbsp;&nbsp;1373193 |
| Boston Properties, L.P., 6.75%, 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1621 | &nbsp;&nbsp;&nbsp;&nbsp;1674279 |
| BPCE S.A., 3.648% to 1/14/32, 1/14/37<sup>(1)(6)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945440 |
| Bread Financial Holdings, Inc., 4.75%, 12/15/24<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3109 | &nbsp;&nbsp;&nbsp;&nbsp;2761781 |
| Broadstone Net Lease, LLC, 2.60%, 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2073 | &nbsp;&nbsp;&nbsp;&nbsp;1558624 |
| Brookfield Finance, Inc., 4.70%, 9/20/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;2828526 |
| 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;6345 | &nbsp;&nbsp;&nbsp;&nbsp;5437054 |
| &nbsp;&nbsp;&nbsp;3.75%, 7/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4263 | &nbsp;&nbsp;&nbsp;&nbsp;4019154 |
| Charles Schwab Corp. (The): |  |  |
| &nbsp;&nbsp;&nbsp;4.00% to 6/1/26<sup>(8)(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1726 | &nbsp;&nbsp;&nbsp;&nbsp;1499463 |
| &nbsp;&nbsp;&nbsp;Series G, 5.375% to 6/1/25<sup>(6)(8)(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1524 | &nbsp;&nbsp;&nbsp;&nbsp;1498092 |
| CI Financial Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 12/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4088 | &nbsp;&nbsp;&nbsp;&nbsp;3109547 |
| &nbsp;&nbsp;&nbsp;4.10%, 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3326 | &nbsp;&nbsp;&nbsp;&nbsp;1970910 |
| Citigroup, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;1.678% to 5/15/23, 5/15/24<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1084578 |
| &nbsp;&nbsp;&nbsp;3.785% to 3/17/32, 3/17/33<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3650 | &nbsp;&nbsp;&nbsp;&nbsp;3131615 |
| &nbsp;&nbsp;&nbsp;4.00% to 12/10/25<sup>(8)(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2510 | &nbsp;&nbsp;&nbsp;&nbsp;2192786 |
| &nbsp;&nbsp;&nbsp;4.075% to 4/23/28, 4/23/29<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852812 |
| &nbsp;&nbsp;&nbsp;6.27% to 11/17/32, 11/17/33<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6324 | &nbsp;&nbsp;&nbsp;&nbsp;6544122 |
| Corporate Office Properties, L.P., 2.90%, 12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1720 | &nbsp;&nbsp;&nbsp;&nbsp;1224876 |
| Credit Agricole S.A., 1.247% to 1/26/26, 1/26/27<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1632 | &nbsp;&nbsp;&nbsp;&nbsp;1428996 |
| Danske Bank A/S, 1.621% to 9/11/25, 9/11/26<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3504 | &nbsp;&nbsp;&nbsp;&nbsp;3089390 |
| Discover Bank, 4.682% to 8/9/23, 8/9/28<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1785 | &nbsp;&nbsp;&nbsp;&nbsp;1713612 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Financial (continued) | Financial (continued) |  |
| Enact Holdings, Inc., 6.50%, 8/15/25<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5016 | $4931129 |
| EPR Properties: |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6012 | &nbsp;&nbsp; 4718090 |
| &nbsp;&nbsp;&nbsp;4.95%, 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565 | &nbsp;&nbsp; 482944 |
| Extra Space Storage, L.P., 2.55%, 6/1/31<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2585 | &nbsp;&nbsp; 2028595 |
| Global Atlantic Fin Co., 3.125%, 6/15/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5521 | &nbsp;&nbsp; 4062679 |
| Goldman Sachs Group, Inc. (The): |  |  |
| &nbsp;&nbsp;&nbsp;2.383% to 7/21/31, 7/21/32<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp; 3113293 |
| &nbsp;&nbsp;&nbsp;4.125% to 11/10/26<sup>(8)(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1393 | &nbsp;&nbsp;&nbsp;&nbsp;1161279 |
| &nbsp;&nbsp;&nbsp;4.482% to 8/23/27, 8/23/28<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3360223 |
| 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;2750 | &nbsp;&nbsp;&nbsp;&nbsp;2393023 |
| &nbsp;&nbsp;&nbsp;3.75%, 9/15/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4715 | &nbsp;&nbsp;&nbsp;&nbsp;3473143 |
| &nbsp;&nbsp;&nbsp;6.00%, 4/15/25<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187210 |
| HSBC Holdings PLC: |  |  |
| &nbsp;&nbsp;&nbsp;4.755% to 6/9/27, 6/9/28<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2488 | &nbsp;&nbsp;&nbsp;&nbsp;2355523 |
| &nbsp;&nbsp;&nbsp;7.39% to 11/3/27, 11/3/28<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6450 | &nbsp;&nbsp;&nbsp;&nbsp;6790095 |
| Intesa Sanpaolo SpA, 8.248% to 11/21/32, 11/21/33<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3277 | &nbsp;&nbsp;&nbsp;&nbsp;3333807 |
| Iron Mountain, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 2/15/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4752 | &nbsp;&nbsp;&nbsp;&nbsp;3916575 |
| &nbsp;&nbsp;&nbsp;5.00%, 7/15/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1498 | &nbsp;&nbsp;&nbsp;&nbsp;1348126 |
| Itau Unibanco Holding S.A., 3.875% to 1/15/26, 4/15/31<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2339 | &nbsp;&nbsp;&nbsp;&nbsp;2130162 |
| JPMorgan Chase & Co.: |  |  |
| &nbsp;&nbsp;&nbsp;2.739% to 10/15/29, 10/15/30<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1530 | &nbsp;&nbsp;&nbsp;&nbsp;1286303 |
| &nbsp;&nbsp;&nbsp;4.203% to 7/23/28, 7/23/29<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2427601 |
| &nbsp;&nbsp;&nbsp;4.851% to 7/25/27, 7/25/28<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3319846 |
| &nbsp;&nbsp;&nbsp;Series S, 6.75% to 2/1/24<sup>(8)(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4327 | &nbsp;&nbsp;&nbsp;&nbsp;4313002 |
| KKR Group Finance Co. VII, LLC, 3.625%, 2/25/50<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;1690293 |
| KKR Group Finance Co. X, LLC, 3.25%, 12/15/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;561941 |
| Liberty Mutual Group, Inc., 4.125% to 9/15/26, 12/15/51<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4066 | &nbsp;&nbsp;&nbsp;&nbsp;3317693 |
| Lincoln National Corp., 9.25% to 12/1/27<sup>(8)(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1478 | &nbsp;&nbsp;&nbsp;&nbsp;1574070 |
| Macquarie Bank, Ltd., 3.624%, 6/3/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1776 | &nbsp;&nbsp;&nbsp;&nbsp;1439777 |
| Nationwide Building Society, 4.00%, 9/14/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1719 | &nbsp;&nbsp;&nbsp;&nbsp;1565522 |
| Newmark Group, Inc., 6.125%, 11/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3997 | &nbsp;&nbsp;&nbsp;&nbsp;3965592 |
| OneMain Finance Corp., 3.50%, 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4218 | &nbsp;&nbsp;&nbsp;&nbsp;3497650 |
| PennyMac Financial Services, Inc., 4.25%, 2/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1959 | &nbsp;&nbsp;&nbsp;&nbsp;1530721 |
| Radian Group, Inc., 4.875%, 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7870 | &nbsp;&nbsp;&nbsp;&nbsp;7224379 |
| Rocket Mortgage, LLC/Rocket Mortgage Co-Issuer, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;2.875%, 10/15/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400230 |
| &nbsp;&nbsp;&nbsp;3.875%, 3/1/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3288 | &nbsp;&nbsp;&nbsp;&nbsp;2517459 |
| Sabra Health Care, L.P., 3.20%, 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3862 | &nbsp;&nbsp;&nbsp;&nbsp;2882411 |
| Santander UK Group Holdings PLC: |  |  |
| &nbsp;&nbsp;&nbsp;1.532% to 8/21/25, 8/21/26<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4317 | &nbsp;&nbsp;&nbsp;&nbsp;3806756 |
| &nbsp;&nbsp;&nbsp;6.833% to 11/21/25, 11/21/26<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2088 | &nbsp;&nbsp;&nbsp;&nbsp;2117263 |
| SITE Centers Corp., 3.625%, 2/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2833854 |

---

------

Calvert

Income Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Financial (continued) | Financial (continued) |  |
| Societe Generale S.A.: |  |  |
| &nbsp;&nbsp;&nbsp;1.488% to 12/14/25, 12/14/26<sup>(1)(8)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 | $2958612 |
| &nbsp;&nbsp;&nbsp;5.375% to 11/18/30<sup>(1)(8)(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1032 | &nbsp;&nbsp; 838641 |
| &nbsp;&nbsp;&nbsp;6.221% to 6/15/32, 6/15/33<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1815 | &nbsp;&nbsp; 1702476 |
| &nbsp;&nbsp;&nbsp;9.375% to 11/22/27<sup>(1)(8)(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2658 | &nbsp;&nbsp; 2734320 |
| Standard Chartered PLC, 4.75% to 1/14/31<sup>(1)(8)(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651 | &nbsp;&nbsp; 498901 |
| Stifel Financial Corp., 4.00%, 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3254 | &nbsp;&nbsp; 2829490 |
| Sun Communities Operating, L.P.: |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2591 | &nbsp;&nbsp;&nbsp;&nbsp;2051394 |
| &nbsp;&nbsp;&nbsp;4.20%, 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1652 | &nbsp;&nbsp;&nbsp;&nbsp;1459498 |
| Swedbank AB, 5.337%, 9/20/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1957 | &nbsp;&nbsp;&nbsp;&nbsp;1944173 |
| Synchrony Bank, 5.625%, 8/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3893 | &nbsp;&nbsp;&nbsp;&nbsp;3799827 |
| Synovus Bank/Columbus, GA, 4.00% to 10/29/25, 10/29/30<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2376 | &nbsp;&nbsp;&nbsp;&nbsp;2206599 |
| Synovus Financial Corp., 5.90% to 2/7/24, 2/7/29<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1589 | &nbsp;&nbsp;&nbsp;&nbsp;1556578 |
| Texas Capital Bancshares, Inc., 4.00% to 5/6/26, 5/6/31<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3542 | &nbsp;&nbsp;&nbsp;&nbsp;3147963 |
| Toronto-Dominion Bank (The), 8.125% to 10/31/27, 10/31/82<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6955 | &nbsp;&nbsp;&nbsp;&nbsp;7250588 |
| Truist Financial Corp., 5.10% to 3/1/30<sup>(8)(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3231 | &nbsp;&nbsp;&nbsp;&nbsp;3004830 |
| UBS Group AG: |  |  |
| &nbsp;&nbsp;&nbsp;4.375% to 2/10/31<sup>(1)(8)(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3883 | &nbsp;&nbsp;&nbsp;&nbsp;2959850 |
| &nbsp;&nbsp;&nbsp;4.703% to 8/5/26, 8/5/27<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888439 |
| UniCredit SpA: |  |  |
| &nbsp;&nbsp;&nbsp;5.459% to 6/30/30, 6/30/35<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810337 |
| &nbsp;&nbsp;&nbsp;5.861% to 6/19/27, 6/19/32<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;1846448 |
| Vornado Realty L.P., 3.40%, 6/1/31<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3385 | &nbsp;&nbsp;&nbsp;&nbsp;2524573 |
| Westpac Banking Corp., 3.02% to 11/18/31, 11/18/36<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1406 | &nbsp;&nbsp;&nbsp;&nbsp;1048545 |
|  |  | **$261890061** |
| Industrial — 2.1% | Industrial — 2.1% |  |
| Avnet, Inc., 3.00%, 5/15/31 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;$5449865 |
| Imola Merger Corp., 4.75%, 5/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3349 | &nbsp;&nbsp;&nbsp;&nbsp;2912386 |
| Jabil, Inc., 3.00%, 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5320 | &nbsp;&nbsp;&nbsp;&nbsp;4416377 |
| Owens Corning, 3.95%, 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1411 | &nbsp;&nbsp;&nbsp;&nbsp;1285442 |
|  |  | **$14064070** |
| Technology — 2.6% | Technology — 2.6% |  |
| Dell International, LLC/EMC Corp., 3.45%, 12/15/51<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3132 | &nbsp;&nbsp;&nbsp;$1928774 |
| DXC Technology Co.: |  |  |
| &nbsp;&nbsp;&nbsp;1.80%, 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2180312 |
| &nbsp;&nbsp;&nbsp;2.375%, 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718747 |
| Kyndryl Holdings, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;2.05%, 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2012 | &nbsp;&nbsp;&nbsp;&nbsp;1643979 |
| &nbsp;&nbsp;&nbsp;2.70%, 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5217 | &nbsp;&nbsp;&nbsp;&nbsp;3923470 |
| Micron Technology, Inc., 2.703%, 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2160 | &nbsp;&nbsp;&nbsp;&nbsp;1620374 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Technology (continued) | Technology (continued) |  |
| Seagate HDD Cayman, 5.75%, 12/1/34<sup>(6)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6113 | $5193941 |
|  |  | **$17209597** |
| Utilities — 3.3% | Utilities — 3.3% |  |
| AES Corp. (The), 2.45%, 1/15/31 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4947 | $3947019 |
| Clearway Energy Operating, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 1/15/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1129 | &nbsp;&nbsp; 909247 |
| &nbsp;&nbsp;&nbsp;4.75%, 3/15/28<sup>(1)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773 | &nbsp;&nbsp; 714635 |
| Enel Finance International N.V., 5.00%, 6/15/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1758 | &nbsp;&nbsp; 1588133 |
| Engie Energia Chile S.A., 3.40%, 1/28/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3460 | &nbsp;&nbsp;&nbsp;&nbsp;2831203 |
| MidAmerican Energy Co., 3.15%, 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;1175709 |
| New England Power Co., 5.936%, 11/25/52<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3127 | &nbsp;&nbsp;&nbsp;&nbsp;3234539 |
| NextEra Energy Operating Partners, L.P., 4.25%, 9/15/24<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127144 |
| Niagara Mohawk Power Corp., 1.96%, 6/27/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;921132 |
| Northern States Power Co., 2.60%, 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;2426196 |
| Pattern Energy Operations, L.P./Pattern Energy Operations, Inc., 4.50%, 8/15/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1744 | &nbsp;&nbsp;&nbsp;&nbsp;1566817 |
| Terraform Global Operating, LLC, 6.125%, 3/1/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2795 | &nbsp;&nbsp;&nbsp;&nbsp;2630081 |
|  |  | **$22071855** |
| Total Corporate Bonds<br> (identified cost $506,666,290) |  | **$439031373** |

---

High Social Impact Investments — 0.2%

---

| | | |
|:---|:---|:---|
| **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;1500 | $1418610 |
| Total High Social Impact Investments<br> (identified cost $1,500,000) |  | **$1418610** |

---

Preferred Stocks — 1.8%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Capital Markets — 0.3% | Capital Markets — 0.3% |  |
| Stifel Financial Corp., 4.50% | &nbsp;&nbsp;&nbsp;&nbsp;103500 | $1671525 |
|  |  | **$1671525** |
| Oil, Gas & Consumable Fuels — 0.5% | Oil, Gas & Consumable Fuels — 0.5% |  |
| NuStar Energy, L.P., Series B, 10.379%, (3 mo. USD LIBOR + 5.643%)<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;169688 | $3458242 |
|  |  | **$3458242** |

---

------

Calvert

Income Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Real Estate Management & Development — 0.6% | Real Estate Management & Development — 0.6% |  |
| Brookfield Property Partners, L.P.: |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.75% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70736 | $957058 |
| &nbsp;&nbsp;&nbsp;Series A2, 6.375% | &nbsp;&nbsp;&nbsp;&nbsp;212000 | &nbsp;&nbsp; 3224520 |
|  |  | **$4181578** |
| Wireless Telecommunication Services — 0.4% | Wireless Telecommunication Services — 0.4% |  |
| United States Cellular Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;5.50% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97800 | $1420056 |
| &nbsp;&nbsp;&nbsp;6.25% | &nbsp;&nbsp;&nbsp;&nbsp;87200 | &nbsp;&nbsp; 1392584 |
|  |  | &nbsp;&nbsp;&nbsp;**$2812640** |
| Total Preferred Stocks<br> (identified cost $18,184,457) |  | **$12123985** |

---

Senior Floating-Rate Loans — 1.8%<sup>(12)</sup>

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Diversified Telecommunication Services — 0.3% | Diversified Telecommunication Services — 0.3% |  |
| CenturyLink, Inc., Term Loan, 6.634%, (1 mo. USD LIBOR + 2.25%), 3/15/27 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1640 | $1559339 |
| UPC Financing Partnership, Term Loan, 7.243%, (1 mo. USD LIBOR + 2.93%), 1/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp; 588437 |
|  |  | **$2147776** |
| IT Services — 0.1% | IT Services — 0.1% |  |
| Asurion, LLC, Term Loan, 7.634%, (1 mo. USD LIBOR + 3.25%), 12/23/26 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;872 | $778595 |
|  |  | **$778595** |
| Software — 0.9% | Software — 0.9% |  |
| Banff Merger Sub, Inc., Term Loan, 8.134%, (1 mo. USD LIBOR + 3.75%), 10/2/25 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2626 | $2518341 |
| Hyland Software, Inc., Term Loan, 7.884%, (1 mo. USD LIBOR + 3.50%), 7/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839336 |
| Seattle Spinco, Inc., Term Loan, 7.134%, (1 mo. USD LIBOR + 2.75%), 6/21/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757196 |
| VS Buyer, LLC, Term Loan, 7.384%, (1 mo. USD LIBOR + 3.00%), 2/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2105 | &nbsp;&nbsp;&nbsp;&nbsp;2054554 |
|  |  | &nbsp;&nbsp;&nbsp;**$6169427** |
| Specialty Retail — 0.5% | Specialty Retail — 0.5% |  |
| Petsmart, Inc., Term Loan, 8.13%, (1 mo. USD LIBOR + 3.75%), 2/11/28 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3176 | &nbsp;&nbsp;&nbsp;$3122286 |
|  |  | &nbsp;&nbsp;&nbsp;**$3122286** |
| Total Senior Floating-Rate Loans<br> (identified cost $12,607,825) |  | **$12218084** |

---

Taxable Municipal Obligations — 0.3%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Special Tax Revenue — 0.2% | Special Tax Revenue — 0.2% |  |
| California Health Facilities Financing Authority, (No Place Like Home Program), 2.984%, 6/1/33 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | $826310 |
|  |  | **$826310** |
| Water and Sewer — 0.1% | Water and Sewer — 0.1% |  |
| San Diego County Water Authority, CA, Green Bonds, 1.951%, 5/1/34 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1120 | $818574 |
|  |  | **$818574** |
| Total Taxable Municipal Obligations<br> (identified cost $2,120,000) |  | **$1644884** |

---

U.S. Government Agency Mortgage-Backed Securities — 5.0%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 30-Year, TBA<sup>(13)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4265 | $4004433 |
| &nbsp;&nbsp;&nbsp;4.50%, 30-Year, TBA<sup>(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6213 | &nbsp;&nbsp; 5989720 |
| &nbsp;&nbsp;&nbsp;5.00%, 30-Year, TBA<sup>(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20753 | &nbsp;&nbsp; 20467655 |
| &nbsp;&nbsp;&nbsp;5.50%, 30-Year, TBA<sup>(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2620 | &nbsp;&nbsp; 2628189 |
| Total U.S. Government Agency Mortgage-Backed Securities<br> (identified cost $33,556,087) |  | **$33089997** |

---

U.S. Treasury Obligations — 4.1%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| U.S. Treasury Bonds: |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 8/15/41 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13617 | $9325251 |
| &nbsp;&nbsp;&nbsp;1.875%, 11/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6180 | &nbsp;&nbsp; 3916334 |
| &nbsp;&nbsp;&nbsp;3.375%, 8/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4398 | &nbsp;&nbsp; 3932087 |
| U.S. Treasury Notes: |  |  |
| &nbsp;&nbsp;&nbsp;1.00%, 12/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2557 | &nbsp;&nbsp; 2393592 |
| &nbsp;&nbsp;&nbsp;1.625%, 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3762 | &nbsp;&nbsp; 3265445 |
| &nbsp;&nbsp;&nbsp;2.125%, 11/30/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4844 | &nbsp;&nbsp; 4731056 |
| Total U.S. Treasury Obligations<br> (identified cost $29,824,323) |  | **$27563765** |

---

------

Calvert

Income Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| Short-Term Investments — 3.2% |  |  |
| Affiliated Fund — 0.8% | Affiliated Fund — 0.8% | Affiliated Fund — 0.8% |
| **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>(14)</sup> | 4941329 | $4941329 |
| Total Affiliated Fund<br> (identified cost $4,941,329) |  | **$4941329** |
| Securities Lending Collateral — 2.4% | Securities Lending Collateral — 2.4% | Securities Lending Collateral — 2.4% |
| **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>(15)</sup> | 16091863 | $16091863 |
| Total Securities Lending Collateral<br> (identified cost $16,091,863) |  | **$16091863** |
| Total Short-Term Investments<br> (identified cost $21,033,192) |  | **$21033192** |
| Total Investments — 106.1%<br> (identified cost $804,650,240) |  | **$706637934** |
| Other Assets, Less Liabilities — (6.1)% |  | **$(40713719)** |
| Net Assets — 100.0% |  | **$665924215** |

---

---

| | |
|:---|:---|
| 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. |
| \* | In U.S. dollars unless otherwise indicated. |
| <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 $307,708,786 or 46.2% of the Fund's net assets. |
| <sup>(2)</sup> | Issuer is in default with respect to interest and/or principal payments. |
| <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> | Represents an investment in an issuer that may be deemed to be an affiliate. |

---

<sup>(6)</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 $16,411,873 and the total market value of the collateral received by the Fund was $16,968,350, comprised of cash of $16,091,863 and U.S. government and/or agencies securities of $876,487.

<sup>(7)</sup> Security exempt from registration under Regulation S of the Securities Act of 1933, as amended, which exempts from registration securities offered and sold outside the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933, as amended. At December 31, 2022, the aggregate value of these securities is $1,895,819 or 0.3% of the Fund's net assets.

<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 $1,418,610, which represents 0.2% of the net assets of the Fund as of December 31, 2022.

<sup>(12)</sup> Senior floating-rate loans (Senior Loans) often require prepayments from excess cash flows or permit the borrowers to repay at their election. The degree to which borrowers repay, whether as a contractual requirement or at their election, cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. However, Senior Loans will typically have an expected average life of approximately two to four years. Senior Loans typically have rates of interest which are redetermined periodically by reference to a base lending rate, plus a spread. These base lending rates are primarily the London Interbank Offered Rate ("LIBOR") or the Secured Overnight Financing Rate ("SOFR") and secondarily, the prime rate offered by one or more major United States banks (the "Prime Rate"). Base lending rates may be subject to a floor, or minimum rate. Rates for SOFR are generally 1 or 3-month tenors and may also be subject to a credit spread adjustment. Senior Loans are generally subject to contractual restrictions that must be satisfied before they can be bought or sold.

<sup>(13)</sup> TBA (To Be Announced) securities are purchased and sold 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>(14)</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>(15)</sup> Represents investment of cash collateral received in connection with securities lending.

#### Forward Foreign Currency Exchange Contracts

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;&nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;&nbsp;&nbsp;**Unrealized<br> (Depreciation)** |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75086 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77793 | &nbsp;&nbsp;&nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;&nbsp;&nbsp;2/28/23 | &nbsp;&nbsp;&nbsp;&nbsp;$2882 | &nbsp;&nbsp;&nbsp;&nbsp;$— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;2018887 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;2699036 | &nbsp;&nbsp;&nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;&nbsp;&nbsp;2/28/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$27580** | &nbsp;&nbsp;&nbsp;&nbsp;**$—** |

---

------

Calvert

Income Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

#### 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;189 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;3/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;$38759766 | &nbsp;&nbsp;&nbsp;&nbsp;$37477 |
| U.S. 10-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;3/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3818094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9035) |
| U.S. Long Treasury Bond | &nbsp;&nbsp;&nbsp;&nbsp;277 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;3/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34720219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1119 |
| U.S. Ultra-Long Treasury Bond | &nbsp;&nbsp;&nbsp;&nbsp;174 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;3/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23370375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124263 |
| U.S. 5-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;(197) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;3/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21262149) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2519) |
| U.S. Ultra 10-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;(275) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;3/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32527344) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55506 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$206811** |

---

#### 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;$1500000 |

---

---

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

---

---

| | |
|:---|:---|
| **Currency Abbreviations:** | **Currency Abbreviations:** |
| CAD | – Canadian Dollar |
| EUR | – Euro |
| USD | – United States Dollar |

---

In the normal course of pursuing its investment objective, the Fund is subject to the following risks:

Foreign Exchange Risk: During the fiscal year to date ended December 31, 2022, the Fund entered into forward foreign currency exchange contracts to seek to hedge against the decline in the value of currencies in which its portfolio holdings are denominated against the U.S. dollar.

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

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

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 $15,355,634, which represents 2.3% 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 E, 4.768%, (1 mo. USD LIBOR + 1.95%), 11/15/34 | $1412823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | $(1426000) | $1101 | $12076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | $2644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |

---

------

Calvert

Income Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **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** |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-BPR, Class B, 6.668%, (1 mo. USD LIBOR + 2.35%), 5/15/36 | $6342772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | $— | $(170194) | $6173147 | $98215 | $6576000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-BPR, Class C, 7.618%, (1 mo. USD LIBOR + 3.30%), 5/15/36 | &nbsp;&nbsp;&nbsp; 2894266 | &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; (71718) | &nbsp;&nbsp;&nbsp; 2822548 | &nbsp;&nbsp;&nbsp; 52344 | &nbsp;&nbsp;&nbsp;3045000 |
| **High Social Impact Investments** |  |  |  |  |  |  |  |  |
| Calvert Impact Capital, Inc., Community Investment Notes, 1.50%, 12/15/23<sup>(1)</sup> | &nbsp;&nbsp;&nbsp; 1393140 | &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; 25470 | &nbsp;&nbsp;&nbsp; 1418610 | &nbsp;&nbsp;&nbsp; 5625 | &nbsp;&nbsp;&nbsp;1500000 |
| **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** |  |  |  |  |  |  |
| Liquidity Fund, Institutional Class<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;23995266 | 66368463 | &nbsp;&nbsp;&nbsp;(85422400) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4941329 | &nbsp;&nbsp;&nbsp; 88347 | &nbsp;&nbsp;&nbsp;4941329 |
| **Total** |  |  |  | **$1101** | **$(204366)** | **$15355634** | **$247175** |  |

---

<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;$83200394 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$83200394 |
| 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;32208297 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32208297 |
| 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;43105353 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43105353 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;439031373 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;439031373 |
| 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;1418610 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1418610 |
| Preferred Stocks | &nbsp;&nbsp;&nbsp;&nbsp;12123985 | &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;12123985 |
| Senior Floating-Rate Loans | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12218084 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12218084 |
| 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;1644884 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1644884 |
| U.S. Government Agency 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;33089997 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33089997 |
| 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;27563765 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27563765 |
| Short-Term Investments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Affiliated Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4941329 | &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;4941329 |
| &nbsp;&nbsp;&nbsp;Securities Lending Collateral | &nbsp;&nbsp;&nbsp;&nbsp;16091863 | &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;16091863 |
| **Total Investments** | &nbsp;&nbsp;**$33157177** | &nbsp;&nbsp;**$673480757** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$706637934** |
| Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$27580 | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$27580 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218365 | &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;218365 |
| **Total** | &nbsp;&nbsp;**$33375542** | &nbsp;&nbsp;**$673508337** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$706883879** |

---

------

Calvert

Income Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Liability Description** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3** | &nbsp;&nbsp;**Total** |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(11554) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(11554) |
| **Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$(11554)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$(11554)** |

---

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 Income Fund

- **b. EDGAR series identifier (if any):** S000005148

- **c. LEI of Series:** 549300262VIMJO13JE93

**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:** $716634300.93

**Total Liabilities:** $53196684.66

**Net Assets:** $663437616.27

**Delayed Delivery Securities:** $33605951.37

**Cash Not Reported:** $2633997.25

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -743.51000000 | **1-Year:** -17161.64000000 | **5-Year:** -79191.28000000 | **10-Year:** -91912.39000000 | **30-Year:** -56553.59000000

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

- **3-Month:** -1000.86000000 | **1-Year:** -18505.96000000 | **5-Year:** -43318.62000000 | **10-Year:** -39567.64000000 | **30-Year:** -17709.59000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000014095 | -1.12%               | 3.87%                | -0.25%               |
| Class ID C000014098 | -1.10%               | 3.88%                | -0.23%               |
| Class ID C000014097 | -1.12%               | 3.81%                | -0.31%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3508688.02             | $-3270788.29                               |
| Month 2  | $-8012106.39             | $28315817.55                               |
| Month 3  | $-458943.78              | $-3090696.19                               |

**Designated Index Information**

- **Index Name:** BB US Credit

- **Index Identifier:** LEH_CREDIT

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                            | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2462000 | PA      | $2358270.67   | 0.36%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                          | Synchrony Bank                                                                  | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   3893000 | PA      | $3799827.16   | 0.57%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                 | Macy's Retail Holdings LLC                                                      | CUSIP: 55617LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2231000 | PA      | $1978613.44   | 0.30%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| AASET 2018-1 Trust                                      | AASET 2018-1 US Ltd                                                             | CUSIP: 000367AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    479652 | PA      | $54200.69     | 0.01%             | 2038-01-16      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR Trust 2019-DNA3                                               | CUSIP: 35564TBE9<br>LEI: 549300KB1O80CETXGJ21 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $509404.65    | 0.08%             | 2049-07-25      | Floating      | 12.54%                | No            |                  2 | On Loan: No      |
| NEW ENGLAND POWER CO                                    | New England Power Co                                                            | CUSIP: 644188BH6<br>LEI: 549300DTVRGN9GYD5U85 | Long             | DBT              | CORP              | US        |   3127000 | PA      | $3234538.91   | 0.49%             | 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        |   2227000 | PA      | $1598280.13   | 0.24%             | 2031-09-13      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                       | Vornado Realty LP                                                               | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |   3385000 | PA      | $2524573.32   | 0.38%             | 2031-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                               | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2488000 | PA      | $2355522.63   | 0.36%             | 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        |   3824000 | PA      | $3585636.70   | 0.54%             | 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        |   3500000 | PA      | $2828526.16   | 0.43%             | 2047-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                             | Swedbank AB                                                                     | CUSIP: 87020PAT4<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   1957000 | PA      | $1944172.63   | 0.29%             | 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        |   3254000 | PA      | $2829489.83   | 0.43%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEPTUNE ENERGY BONDCO                                   | Neptune Energy Bondco PLC                                                       | CUSIP: 64073KAA1<br>LEI: 549300CPMT8I2QBRYF88 | Long             | DBT              | CORP              | GB        |    939000 | PA      | $913419.61    | 0.14%             | 2025-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY PART                                | Brookfield Property Partners LP                                                 | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |    212000 | NS      | $3224520.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER SA                                      | Banco Santander SA                                                              | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1800000 | PA      | $1539734.02   | 0.23%             | 2027-09-14      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| HIKMA FINANCE USA LLC                                   | Hikma Finance USA LLC                                                           | CUSIP: 000000000<br>LEI: 213800BU7YH2WTM1QL87 | Long             | DBT              | CORP              | US        |   2038000 | PA      | $1895818.93   | 0.29%             | 2025-07-09      | Fixed         | 3.25%                 | Yes           |                  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        |   3826269 | PA      | $3385876.18   | 0.51%             | 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        |   3500000 | PA      | $3360222.85   | 0.51%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                           | Discover Bank                                                                   | CUSIP: 25466AAN1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1713612.33   | 0.26%             | 2028-08-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                                | Texas Capital Bancshares Inc                                                    | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |   3542000 | PA      | $3147963.48   | 0.47%             | 2031-05-06      | Fixed         | 4.00%                 | 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        |    193000 | PA      | $187210.00    | 0.03%             | 2025-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | United States Treasury Note/Bond                                                | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13617000 | PA      | $9325251.40   | 1.41%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Connecticut Avenue Securities Trust 2020-R02                                    | CUSIP: 20754WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1496867 | PA      | $1353242.01   | 0.20%             | 2040-01-25      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                             | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1032000 | PA      | $838641.16    | 0.13%             | 2030-11-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Banff Merger Sub Inc                                    | Banff Merger Sub Inc 2021 USD Term Loan                                         | CUSIP: 05988HAE7<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |   2625550 | PA      | $2518340.97   | 0.38%             | 2025-10-02      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $827678.20    | 0.12%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY                  | CUSIP: 46642MAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2485000 | PA      | $494250.35    | 0.07%             | 2027-06-10      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   4937000 | PA      | $3608094.43   | 0.54%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3396000 | PA      | $2196391.53   | 0.33%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3113293.24   | 0.47%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                       | General Motors Co                                                               | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2598901.89   | 0.39%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1393000 | PA      | $1161279.13   | 0.18%             | 2026-11-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING                                | NextEra Energy Operating Partners LP                                            | CUSIP: 65342QAC6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    136000 | PA      | $127144.36    | 0.02%             | 2024-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                            | Centene Corp                                                                    | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1068000 | PA      | $1003992.85   | 0.15%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTH32 TREASURY LTD                                    | South32 Treasury Ltd                                                            | CUSIP: 84055BAA1<br>LEI: 213800HFGZMXST64GP53 | Long             | DBT              | CORP              | AU        |   2596000 | PA      | $2228107.86   | 0.34%             | 2032-04-14      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LLC                         | Cologix Data Centers US Issuer LLC                                              | CUSIP: 19521UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3486640.80   | 0.53%             | 2051-12-26      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc            | BAMLL Commercial Mortgage Securities Trust 2019-BPR                             | CUSIP: 05492PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11165000 | PA      | $8394741.32   | 1.27%             | 2032-11-05      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                | TerraForm Power Operating LLC                                                   | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |   2524000 | PA      | $2275916.04   | 0.34%             | 2028-01-31      | Fixed         | 5.00%                 | 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        |   2450000 | PA      | $1690293.02   | 0.25%             | 2050-02-25      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                        | Planet Fitness Master Issuer LLC                                                | CUSIP: 72703PAB9<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |   2274062 | PA      | $2137323.35   | 0.32%             | 2048-09-05      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | United States Treasury Note/Bond                                                | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6180000 | PA      | $3916333.61   | 0.59%             | 2051-11-15      | Fixed         | 1.88%                 | 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        |   2497750 | PA      | $2059099.89   | 0.31%             | 2049-12-05      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                 | Sun Communities Operating LP                                                    | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |   1652000 | PA      | $1459498.47   | 0.22%             | 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        |   3277000 | PA      | $3333807.25   | 0.50%             | 2033-11-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| DAVE & BUSTER'S INC                                     | Dave & Buster's Inc                                                             | CUSIP: 23833NAH7<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | DBT              | CORP              | US        |   4011000 | PA      | $4036911.06   | 0.61%             | 2025-11-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6213000 | PA      | $5989720.00   | 0.90%             | 2053-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                        | Bellemeade Re Ltd                                                               | CUSIP: 07876MAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   1130000 | PA      | $1082690.63   | 0.16%             | 2031-03-25      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                   | Lincoln National Corp                                                           | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   1478000 | PA      | $1574070.00   | 0.24%             | 2027-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                  | BBVA Bancomer SA/Texas                                                          | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   3947000 | PA      | $3549266.65   | 0.53%             | 2033-01-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                | Vantage Data Centers LLC                                                        | CUSIP: 92212KAC0<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |   2545000 | PA      | $2096254.91   | 0.32%             | 2045-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                     | JPMorgan Chase & Co                                                             | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2427600.76   | 0.37%             | 2029-07-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Connecticut Avenue Securities Trust 2019-R01                                    | CUSIP: 20754FAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1295000 | PA      | $1303350.81   | 0.20%             | 2031-07-25      | Floating      | 8.74%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                     | JPMorgan Chase & Co                                                             | CUSIP: 46625HJQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4327000 | PA      | $4313002.16   | 0.65%             | 2024-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                          | EPR Properties                                                                  | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   6012000 | PA      | $4718090.15   | 0.71%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                               | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   6450000 | PA      | $6790094.57   | 1.02%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| Neighborly Issuer LLC                                   | Neighborly Issuer LLC                                                           | CUSIP: 64016NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2605325 | PA      | $2095488.43   | 0.32%             | 2051-04-30      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                               | Jabil Inc                                                                       | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   5320000 | PA      | $4416376.83   | 0.67%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                         | Danske Bank A/S                                                                 | CUSIP: 23636AAZ4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   3504000 | PA      | $3089389.73   | 0.47%             | 2026-09-11      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                   | Bread Financial Holdings Inc                                                    | CUSIP: 018581AK4<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |   3109000 | PA      | $2761780.79   | 0.42%             | 2024-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                     | Ashtead Capital Inc                                                             | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   4166000 | PA      | $3743126.55   | 0.56%             | 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        |  16091862 | NS      | $16091862.50  | 2.43%             |  |  |  | No            |                  1 | On Loan: No      |
| DataBank Issuer LLC                                     | DataBank Issuer                                                                 | CUSIP: 23802WAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1050500 | PA      | $911666.13    | 0.14%             | 2051-10-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CDN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2557000 | PA      | $2393591.72   | 0.36%             | 2024-12-15      | Fixed         | 1.00%                 | 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        |   1000000 | PA      | $826310.00    | 0.12%             | 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        |   3362000 | PA      | $2949283.57   | 0.44%             | 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        |       174 | NC      | $124262.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC TECHNOLOGY CO                                       | DXC Technology Co                                                               | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2180311.75   | 0.33%             | 2026-09-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                | Northern States Power Co/MN                                                     | CUSIP: 665772CS6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $2426195.58   | 0.37%             | 2051-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                   | Bath & Body Works Inc                                                           | CUSIP: 532716AN7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    802000 | PA      | $679001.27    | 0.10%             | 2037-07-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| AERCAP HOLDINGS NV                                      | AerCap Holdings NV                                                              | CUSIP: 00774YAA7<br>LEI: 549300SZYINBBLJQU475 | Long             | DBT              | CORP              | NL        |    504000 | PA      | $459602.64    | 0.07%             | 2079-10-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F040610<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4265000 | PA      | $4004433.02   | 0.60%             | 2053-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Seattle Spinco, Inc.                                    | Seattle Spinco, Inc. USD Term Loan B3                                           | CUSIP: 81271EAB7<br>LEI: 213800AAQDP1DDU8BK05 | Long             | LON              | CORP              | US        |    759728 | PA      | $757195.94    | 0.11%             | 2024-06-21      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Connecticut Avenue Securities Trust 2019-R07                                    | CUSIP: 20753WAE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4664243 | PA      | $4551625.32   | 0.69%             | 2039-10-25      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                 | American National Group Inc                                                     | CUSIP: 02772AAA7<br>LEI: 549300I1RRC5M591MY93 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2466668.23   | 0.37%             | 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        |   4947000 | PA      | $3947019.06   | 0.59%             | 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        |   2750000 | PA      | $2393022.50   | 0.36%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                        | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1708973.76   | 0.26%             | 2029-07-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| SYNOVUS BANK GA                                         | Synovus Bank/Columbus GA                                                        | CUSIP: 87164DSE1<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |   2376000 | PA      | $2206599.11   | 0.33%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Conn Funding II, L.P                                    | Conn's Receivables Funding 2021-A LLC                                           | CUSIP: 20825GAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7085000 | PA      | $6770635.72   | 1.02%             | 2026-05-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR ULTRA FUT MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -275 | NC      | $55505.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY                  | CUSIP: 46642MAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1120000 | PA      | $111303.47    | 0.02%             | 2027-06-10      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2021-VOLT                                          | CUSIP: 05609VAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5508750 | PA      | $5168601.21   | 0.78%             | 2036-09-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                    | Bank of America Corp                                                            | CUSIP: 060505EL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2430000 | PA      | $2402861.25   | 0.36%             | 2024-10-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                    | Boston Properties LP                                                            | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   1621000 | PA      | $1674279.14   | 0.25%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                | Banco Mercantil del Norte SA/Grand Cayman                                       | CUSIP: 05962GAJ8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    495000 | PA      | $464491.92    | 0.07%             | 2028-01-10      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                 | Nationwide Building Society                                                     | CUSIP: 63859WAE9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1719000 | PA      | $1565521.61   | 0.24%             | 2026-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                   | FMC GMSR Issuer Trust                                                           | CUSIP: 30259RAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1838250.60   | 0.28%             | 2027-07-25      | Fixed         | 10.07%                | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                      | Willis Engine Structured Trust V                                                | CUSIP: 97064FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    337596 | PA      | $227695.96    | 0.03%             | 2045-03-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LLC                         | Cologix Canadian Issuer LP                                                      | CUSIP: 19521DAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   2700000 | PA      | $1825650.66   | 0.28%             | 2052-01-25      | Fixed         | 7.74%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAM7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   4317000 | PA      | $3806756.11   | 0.57%             | 2026-08-21      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                                               | Aptiv PLC                                                                       | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   4884000 | PA      | $2905245.45   | 0.44%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust 2019-BPR                                         | CUSIP: 61769GAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6576000 | PA      | $6173147.01   | 0.93%             | 2036-05-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                 | Sun Communities Operating LP                                                    | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |   2591000 | PA      | $2051394.45   | 0.31%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                           | UniCredit SpA                                                                   | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   2100000 | PA      | $1846447.53   | 0.28%             | 2032-06-19      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                           | Owens Corning                                                                   | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   1411000 | PA      | $1285442.42   | 0.19%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   2088000 | PA      | $2117263.32   | 0.32%             | 2026-11-21      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| ITAU UNIBANCO HLDG SA/KY                                | Itau Unibanco Holding SA/Cayman Island                                          | CUSIP: 46556L2A1<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | BR        |   2339000 | PA      | $2130162.39   | 0.32%             | 2031-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                            | CUSIP: 06051GHW2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1796520.07   | 0.27%             | 2025-10-22      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    517000 | PA      | $477228.58    | 0.07%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                            | Centene Corp                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1226000 | PA      | $1123127.35   | 0.17%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    466000 | PA      | $400229.86    | 0.06%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Nokia OYJ                                               | Nokia Oyj                                                                       | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |   2700000 | PA      | $2567528.23   | 0.39%             | 2039-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                               | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |   1498000 | PA      | $1348125.92   | 0.20%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust 2019-BPR                                         | CUSIP: 61769GAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3045000 | PA      | $2822547.83   | 0.43%             | 2036-05-15      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                    | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   5217000 | PA      | $3923469.89   | 0.59%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                     | NuStar Logistics LP                                                             | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   1077000 | PA      | $1008909.38   | 0.15%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2342626.00   | 0.35%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| US CELLULAR CORP                                        | United States Cellular Corp                                                     | CUSIP: 911684801<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |     97800 | NS      | $1420056.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NATURA &CO LUX HLD SARL                                 | Natura &Co Luxembourg Holdings Sarl                                             | CUSIP: 63884WAA6<br>LEI: 54930074AZRQQPMINM11 | Long             | DBT              | CORP              | LU        |   3003000 | PA      | $2631914.55   | 0.40%             | 2029-04-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| CenturyLink, Inc.                                       | CenturyLink, Inc. 2020 Term Loan B                                              | CUSIP: 15669GAH7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   1640330 | PA      | $1559339.08   | 0.24%             | 2027-03-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                        | CUSIP: 00206RKD3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1146404.84   | 0.17%             | 2043-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                             | CUSIP: 83368RBL5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1815000 | PA      | $1702476.23   | 0.26%             | 2033-06-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                 | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3132000 | PA      | $1928774.20   | 0.29%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                    | Westpac Banking Corp                                                            | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1406000 | PA      | $1048545.45   | 0.16%             | 2036-11-18      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                           | UniCredit SpA                                                                   | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    995000 | PA      | $810336.82    | 0.12%             | 2035-06-30      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LLC                         | Cologix Data Centers US Issuer LLC                                              | CUSIP: 19521UAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2900000 | PA      | $2450540.60   | 0.37%             | 2051-12-26      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| LUNAR AIRCRAFT 2020-1 LIMITED                           | LUNAR AIRCRAFT 2020-1 LTD                                                       | CUSIP: 55037LAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    231245 | PA      | $119135.25    | 0.02%             | 2045-02-15      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                    | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    918000 | PA      | $888439.17    | 0.13%             | 2027-08-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        34 | NC      | $-9034.62     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ENACT HOLDINGS INC                                      | Enact Holdings Inc                                                              | CUSIP: 37255LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5016000 | PA      | $4931129.28   | 0.74%             | 2025-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                   | Micron Technology Inc                                                           | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $1620373.83   | 0.24%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NATURA COSMETICOS SA                                    | Natura Cosmeticos SA                                                            | CUSIP: 63883KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   1768000 | PA      | $1444836.12   | 0.22%             | 2028-05-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                  | United States Treasury Note/Bond                                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4398000 | PA      | $3932086.88   | 0.59%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NuStar Energy LP                                        | NuStar Energy LP                                                                | CUSIP: 67058H300<br>LEI: 5493003BMLTUIEG2LG44 | Long             | EP               | CORP              | US        |    169688 | NS      | $3458241.44   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                | Discovery Communications LLC                                                    | CUSIP: 25470DAT6<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1396074.19   | 0.21%             | 2047-09-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Hardee's Funding LLC and Carls' Jr Funding LLC          | Hardee's Funding LLC                                                            | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1773800 | PA      | $1524124.70   | 0.23%             | 2050-12-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Smithfield Foods Inc                                    | Smithfield Foods Inc                                                            | CUSIP: 832248BB3<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1487879.71   | 0.22%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ExteNet Systems                                         | ExteNet LLC 2019-1                                                              | CUSIP: 30227XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3110000 | PA      | $2907987.15   | 0.44%             | 2049-07-26      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                | Aon Corp                                                                        | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |   1313000 | PA      | $1122790.23   | 0.17%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Conn Funding II, L.P                                    | Conn's Receivables Funding 2022-A LLC                                           | CUSIP: 20825YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3432000 | PA      | $3405800.46   | 0.51%             | 2026-12-15      | Fixed         | 9.52%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                  | Global Atlantic Fin Co                                                          | CUSIP: 37959GAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5521000 | PA      | $4062678.48   | 0.61%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                                  | CUSIP: 09659W2Q6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   4770000 | PA      | $4156854.90   | 0.63%             | 2027-06-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                  | Mosaic Solar Loan Trust 2022-2                                                  | CUSIP: 61946UAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3583000 | PA      | $3499740.04   | 0.53%             | 2053-01-21      | Fixed         | 8.29%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                  | NRZ Excess Spread-Collateralized Notes                                          | CUSIP: 62955MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    490983 | PA      | $429280.20    | 0.06%             | 2026-07-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CALVERT IMPACT CAPITAL NOTE                             | CALVERT IMPACT CAPITAL NOTE                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1418610.00   | 0.21%             | 2023-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Connecticut Avenue Securities Trust 2019-R02                                    | CUSIP: 20753KAF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    530000 | PA      | $541287.30    | 0.08%             | 2031-08-25      | Floating      | 8.54%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                                  | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1314000 | PA      | $1373193.09   | 0.21%             | 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        |   2658000 | PA      | $2734319.74   | 0.41%             | 2027-11-22      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-2 B PTT                                   | American Airlines 2015-2 Class B Pass Through Trust                             | CUSIP: 02377BAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335430 | PA      | $329805.13    | 0.05%             | 2023-09-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SES SA                                                  | SES SA                                                                          | CUSIP: 78413HAB5<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |    820000 | PA      | $628365.93    | 0.09%             | 2043-04-04      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                             | Home RE 2021-1 Ltd                                                              | CUSIP: 437307AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   4340000 | PA      | $3977367.83   | 0.60%             | 2033-07-25      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                                  | CUSIP: 05565ASK0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    967000 | PA      | $749522.15    | 0.11%             | 2031-02-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                           | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   3231000 | PA      | $3004830.00   | 0.45%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2240000 | PA      | $1835330.38   | 0.28%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                       | Lithia Motors Inc                                                               | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   2721000 | PA      | $2218649.85   | 0.33%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| UPC Financing Partnership                               | UPC Financing Partnership 2021 USD Term Loan AX                                 | CUSIP: 000000000<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |    600000 | PA      | $588437.40    | 0.09%             | 2029-01-31      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1399000 | PA      | $871562.27    | 0.13%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                  | HAT Holdings I LLC / HAT Holdings II LLC                                        | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              |  | US        |   4715000 | PA      | $3473143.17   | 0.52%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3236000 | PA      | $3010742.36   | 0.45%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                                  | NBCUniversal Media LLC                                                          | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1511329.82   | 0.23%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Newmark Group Inc                                       | Newmark Group Inc                                                               | CUSIP: 65158NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3997000 | PA      | $3965592.37   | 0.60%             | 2023-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAT2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1500000 | PA      | $1443756.51   | 0.22%             | 2023-10-29      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                       | CI Financial Corp                                                               | CUSIP: 125491AP5<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |   3326000 | PA      | $1970909.57   | 0.30%             | 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        |   2585000 | PA      | $2028595.45   | 0.31%             | 2031-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| Bath & Body Works Inc                                   | Bath & Body Works Inc                                                           | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   1673000 | PA      | $1572809.05   | 0.24%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                            | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10397000 | PA      | $8636064.37   | 1.30%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US LONG BOND(CBT) MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       277 | NC      | $1119.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stack Infrastructure Issuer LLC                         | Stack Infrastructure Issuer LLC                                                 | CUSIP: 85236KAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2659008 | PA      | $2596014.24   | 0.39%             | 2044-02-25      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Connecticut Avenue Securities Trust 2021-R01                                    | CUSIP: 20754RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4456839 | PA      | $4085320.47   | 0.62%             | 2041-10-25      | Floating      | 9.93%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  20753000 | PA      | $20467655.59  | 3.09%             | 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        |   1416000 | PA      | $1319491.49   | 0.20%             | 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        |   3306000 | PA      | $3266099.39   | 0.49%             | 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        |   4088000 | PA      | $3109546.64   | 0.47%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PetSmart, Inc.                                          | PetSmart, Inc. 2021 Term Loan B                                                 | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3175879 | PA      | $3122286.44   | 0.47%             | 2028-02-11      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Hyland Software, Inc.                                   | Hyland Software, Inc. 2018 1st Lien Term Loan                                   | CUSIP: 44908XAT5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    849729 | PA      | $839335.56    | 0.13%             | 2024-07-01      | Floating      | 7.88%                 | 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        |   1120000 | PA      | $818574.40    | 0.12%             | 2034-05-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| VMC Finance LLC                                         | VMC Finance 2021-HT1 LLC                                                        | CUSIP: 91835TAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7908000 | PA      | $7417650.23   | 1.12%             | 2037-01-18      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                               | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |   4752000 | PA      | $3916574.64   | 0.59%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                        | Radian Group Inc                                                                | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |   7870000 | PA      | $7224378.80   | 1.09%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                  | Mosaic Solar Loan Trust 2020-1                                                  | CUSIP: 61946NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    107590 | PA      | $94815.06     | 0.01%             | 2046-04-20      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                          | Brunswick Corp/DE                                                               | CUSIP: 117043AV1<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |   5210000 | PA      | $3763742.24   | 0.57%             | 2052-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                   | Bath & Body Works Inc                                                           | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1505283.00   | 0.23%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                | American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    856000 | PA      | $783891.28    | 0.12%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                       | Sonic Capital LLC                                                               | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2919257 | PA      | $2601949.82   | 0.39%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                      | Sunnova Helios X Issuer LLC                                                     | CUSIP: 86744WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3926869 | PA      | $3638738.15   | 0.55%             | 2049-11-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                     | Oportun Issuance Trust 2021-C                                                   | CUSIP: 68377WAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1175000 | PA      | $997383.01    | 0.15%             | 2031-10-08      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01 | Multifamily Connecticut Avenue Securities Trust 2020-01                         | CUSIP: 62548QAD3<br>LEI: 5493002KQF9IH3CTQZ40 | Long             | ABS-MBS          | CORP              | US        |   3185000 | PA      | $2953752.76   | 0.45%             | 2050-03-25      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                         | Stack Infrastructure Issuer LLC                                                 | CUSIP: 85236KAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    720000 | PA      | $674540.86    | 0.10%             | 2044-10-25      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                    | Sabra Health Care LP                                                            | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |   3862000 | PA      | $2882410.88   | 0.43%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ServiceMaster Brands                                    | ServiceMaster Funding LLC                                                       | CUSIP: 81761TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1372552 | PA      | $1033619.88   | 0.16%             | 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        |   5844000 | PA      | $3789226.75   | 0.57%             | 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        |   2879000 | PA      | $2164206.77   | 0.33%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VS Buyer, LLC                                           | VS Buyer, LLC Term Loan B                                                       | CUSIP: 91834WAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2105436 | PA      | $2054554.26   | 0.31%             | 2027-02-28      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $2881.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                  | Clearway Energy Operating LLC                                                   | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    773000 | PA      | $714635.15    | 0.11%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae - CAS                                        | Connecticut Avenue Securities Trust 2019-R03                                    | CUSIP: 20753MAE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1050000 | PA      | $1071743.72   | 0.16%             | 2031-09-25      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| Synovus Financial Corp                                  | Synovus Financial Corp                                                          | CUSIP: 87161CAM7<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |   1589000 | PA      | $1556578.44   | 0.23%             | 2029-02-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                              | DRIVEN BRANDS FUNDING LLC                                                       | CUSIP: 26208LAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1193750 | PA      | $1113592.31   | 0.17%             | 2048-04-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                 | Australia & New Zealand Banking Group Ltd                                       | CUSIP: 052528AL0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   2114000 | PA      | $1913043.10   | 0.29%             | 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        |   3400000 | PA      | $3319845.58   | 0.50%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                          | Pagaya AI Debt Selection Trust 2021-3                                           | CUSIP: 69546RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5899679 | PA      | $4963050.57   | 0.75%             | 2029-05-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                      | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   4263000 | PA      | $4019153.67   | 0.61%             | 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        |   2075000 | PA      | $1894177.90   | 0.29%             | 2032-04-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                             | Home RE 2021-1 Ltd                                                              | CUSIP: 437307AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   1030000 | PA      | $980947.38    | 0.15%             | 2033-07-25      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                    | Smithfield Foods Inc                                                            | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    238000 | PA      | $181713.24    | 0.03%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                            | Centene Corp                                                                    | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1171000 | PA      | $992568.88    | 0.15%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                         | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1524000 | PA      | $1498092.00   | 0.23%             | 2025-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Banc of America Merrill Lynch Large Loan Inc            | BAMLL Commercial Mortgage Securities Trust 2019-BPR                             | CUSIP: 05492PAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4545000 | PA      | $3131254.57   | 0.47%             | 2032-11-05      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC                              | Sunrun Xanadu Issuer 2019-1 LLC                                                 | CUSIP: 86773PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    422631 | PA      | $374820.00    | 0.06%             | 2054-06-30      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                      | Banco Santander SA                                                              | CUSIP: 05964HAF2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2460000 | PA      | $2235100.80   | 0.34%             | 2028-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                | American Assets Trust LP                                                        | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |   4214000 | PA      | $3352031.53   | 0.51%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Focus Brands Funding LLC                                | FOCUS Brands Funding LLC                                                        | CUSIP: 34417MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1356075 | PA      | $1196290.85   | 0.18%             | 2047-04-30      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding LLC                      | Diamond Infrastructure Funding LLC                                              | CUSIP: 25265LAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    757000 | PA      | $589328.29    | 0.09%             | 2049-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                           | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   2435000 | PA      | $1754904.89   | 0.26%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                         | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1726000 | PA      | $1499462.50   | 0.23%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3288000 | PA      | $2517458.61   | 0.38%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | United States Treasury Note/Bond                                                | CUSIP: 912828U57<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4844000 | PA      | $4731055.84   | 0.71%             | 2023-11-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BANKUNITED INC                                          | BankUnited Inc                                                                  | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |   1947000 | PA      | $1808144.44   | 0.27%             | 2030-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | United States Treasury Note/Bond                                                | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3762000 | PA      | $3265445.38   | 0.49%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| SITE Centers Corp                                       | SITE Centers Corp                                                               | CUSIP: 23317HAD4<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              |  | US        |   3000000 | PA      | $2833854.45   | 0.43%             | 2025-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                                  | CUSIP: 09659W2E3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1295000 | PA      | $1291900.47   | 0.19%             | 2023-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SERVPRO MASTER ISSUER, LLC                              | SERVPRO Master Issuer LLC                                                       | CUSIP: 817743AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4762700 | PA      | $4238642.02   | 0.64%             | 2049-10-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Conn Funding II, L.P                                    | Conn's Receivables Funding 2022-A LLC                                           | CUSIP: 20825YAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2600000 | PA      | $1881159.80   | 0.28%             | 2026-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                 | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   1959000 | PA      | $1530721.01   | 0.23%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                    | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   2012000 | PA      | $1643979.57   | 0.25%             | 2026-10-15      | Fixed         | 2.05%                 | 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        |   4941329 | NS      | $4941328.98   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                 | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    726000 | PA      | $557922.91    | 0.08%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                      | Ford Motor Co                                                                   | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   2483000 | PA      | $1787878.94   | 0.27%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ServiceMaster Brands                                    | ServiceMaster Funding LLC                                                       | CUSIP: 81761TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    641572 | PA      | $516549.52    | 0.08%             | 2051-01-30      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2560000 | PA      | $2117339.80   | 0.32%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                | American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   3341000 | PA      | $3218724.41   | 0.49%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                       | Imola Merger Corp                                                               | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3349000 | PA      | $2912386.11   | 0.44%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                    | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3883000 | PA      | $2959850.30   | 0.45%             | 2031-02-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  13079000 | PA      | $8785691.78   | 1.32%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ExteNet Systems                                         | ExteNet LLC 2019-1                                                              | CUSIP: 30227XAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1913000 | PA      | $1808567.99   | 0.27%             | 2049-07-26      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                          | Air Lease Corp                                                                  | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   2221000 | PA      | $2057430.66   | 0.31%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1445000 | PA      | $1329724.07   | 0.20%             | 2024-10-29      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       189 | NC      | $37477.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2020-DNA6                                         | CUSIP: 35566CBD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    900000 | PA      | $849151.44    | 0.13%             | 2050-12-25      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS 2017-DELC Mortgage Trust                                                  | CUSIP: 05552EAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2887936.20   | 0.44%             | 2036-08-15      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                          | Pagaya AI Debt Selection Trust 2021-5                                           | CUSIP: 69547EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4014527 | PA      | $3383276.69   | 0.51%             | 2029-08-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding, LLC                              | Jersey Mike's Funding                                                           | CUSIP: 476681AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1135420 | PA      | $1023875.89   | 0.15%             | 2050-02-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -197 | NC      | $-2518.63     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                          | EPR Properties                                                                  | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    565000 | PA      | $482944.42    | 0.07%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                       | DXC Technology Co                                                               | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    852000 | PA      | $718746.94    | 0.11%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                       | Lithia Motors Inc                                                               | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $992383.78    | 0.15%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                | TerraForm Power Operating LLC                                                   | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |   1354000 | PA      | $1180381.17   | 0.18%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                             | Asurion LLC 2020 Term Loan B8                                                   | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    872200 | PA      | $778594.62    | 0.12%             | 2026-12-23      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                | Perrigo Finance Unlimited Co                                                    | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |   2916000 | PA      | $2488448.24   | 0.38%             | 2030-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP                                   | Stifel Financial Corp                                                           | CUSIP: 860630862<br>LEI: 549300E5F07FE5GHJX84 | Long             | EP               | CORP              | US        |    103500 | NS      | $1671525.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CORPORATE OFFICE PROP LP                                | Corporate Office Properties LP                                                  | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |   1720000 | PA      | $1224875.62   | 0.18%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                | Banco Mercantil del Norte SA/Grand Cayman                                       | CUSIP: 05971PAC2<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |   1195000 | PA      | $1186632.04   | 0.18%             | 2030-10-14      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                                | Affiliated Managers Group Inc                                                   | CUSIP: 008252AP3<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |   4003000 | PA      | $3319077.12   | 0.50%             | 2030-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2620000 | PA      | $2628188.68   | 0.40%             | 2053-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                           | Citigroup Inc                                                                   | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    925000 | PA      | $852812.38    | 0.13%             | 2029-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| UNITED STATES CELLULAR C                                | United States Cellular Corp                                                     | CUSIP: 911684702<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |     87200 | NS      | $1392584.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                | Delta Air Lines Inc / SkyMiles IP Ltd                                           | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   2475000 | PA      | $2330236.09   | 0.35%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                 | BPCE SA                                                                         | CUSIP: 05578QAH6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1261000 | PA      | $945440.02    | 0.14%             | 2037-01-14      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| MACQUARIE BANK LTD                                      | Macquarie Bank Ltd                                                              | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   1776000 | PA      | $1439776.77   | 0.22%             | 2030-06-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac Stacr Remic Trust 2019-Hqa4                                         | CUSIP: 35565CBD7<br>LEI: 5493005LAQ76UDHPEE03 | Long             | ABS-MBS          | USGSE             | US        |    904000 | PA      | $885575.58    | 0.13%             | 2049-11-25      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                                  | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1714000 | PA      | $1696860.00   | 0.26%             | 2029-08-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Sunnova Sol Issuer,LLC                                  | Sunnova Sol II Issuer LLC                                                       | CUSIP: 86745PAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    899805 | PA      | $721124.09    | 0.11%             | 2055-11-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Nokia OYJ                                               | Nokia Oyj                                                                       | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |   1750000 | PA      | $1655131.73   | 0.25%             | 2027-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                   | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2510000 | PA      | $2192786.20   | 0.33%             | 2025-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                    | Niagara Mohawk Power Corp                                                       | CUSIP: 65364UAN6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   1162000 | PA      | $921131.87    | 0.14%             | 2030-06-27      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1779000 | PA      | $1827388.80   | 0.28%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    516000 | PA      | $407201.54    | 0.06%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                                | Broadstone Net Lease LLC                                                        | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              |  | US        |   2073000 | PA      | $1558623.57   | 0.23%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                   | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6324000 | PA      | $6544122.31   | 0.99%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Solarcity LMC Series LLC                                | SolarCity LMC Series I LLC                                                      | CUSIP: 83417BAA6<br>LEI: 54930080F5ME65CO1C91 | Long             | ABS-O            | CORP              | US        |    377934 | PA      | $365200.13    | 0.06%             | 2038-11-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                            | Business Jet Securities 2020-1 LLC                                              | CUSIP: 12327FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    910857 | PA      | $830708.18    | 0.13%             | 2035-11-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                     | Ashtead Capital Inc                                                             | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    732000 | PA      | $668688.92    | 0.10%             | 2028-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                      | Credit Agricole SA                                                              | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1632000 | PA      | $1428995.94   | 0.22%             | 2027-01-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATION/THE                                     | Ford Foundation/The                                                             | CUSIP: 34531XAB0<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1074139.47   | 0.16%             | 2050-06-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                   | MidAmerican Energy Co                                                           | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1175708.64   | 0.18%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                             | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1286302.85   | 0.19%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                          | Air Lease Corp                                                                  | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1761000 | PA      | $1403461.79   | 0.21%             | 2032-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2022-CNTR                                                                  | CUSIP: 12665CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1333000 | PA      | $1171780.98   | 0.18%             | 2024-01-15      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                            | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   4218000 | PA      | $3497649.96   | 0.53%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                             | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3400000 | PA      | $2958612.07   | 0.45%             | 2026-12-14      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                      | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   6345000 | PA      | $5437053.53   | 0.82%             | 2030-03-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                     | NuStar Logistics LP                                                             | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1398923.96   | 0.21%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                    | Enel Finance International NV                                                   | CUSIP: 29278GAX6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1758000 | PA      | $1588133.13   | 0.24%             | 2032-06-15      | Fixed         | 5.00%                 | 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        |   7960000 | PA      | $5809905.77   | 0.88%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                | Vantage Data Centers Issuer LLC                                                 | CUSIP: 92212KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    360567 | PA      | $342965.81    | 0.05%             | 2044-07-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                      | Seagate HDD Cayman                                                              | CUSIP: 81180WAN1<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |   6113000 | PA      | $5193941.26   | 0.78%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Eagle Re Ltd                                            | Eagle RE 2021-2 Ltd                                                             | CUSIP: 26982AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   2810000 | PA      | $2704121.17   | 0.41%             | 2034-04-25      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                      | Sunnova Helios V Issuer LLC                                                     | CUSIP: 86746EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    989843 | PA      | $794795.66    | 0.12%             | 2048-02-20      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SES GLOBAL AMERICAS HLDG                                | SES GLOBAL Americas Holdings Inc                                                | CUSIP: 78413KAB8<br>LEI: 5299000YGN3VJ3R60481 | Long             | DBT              | CORP              | US        |   1378000 | PA      | $1060274.11   | 0.16%             | 2044-03-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754KAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    542857 | PA      | $501725.81    | 0.08%             | 2041-11-25      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac Stacr Remic Trust 2020-HQA2                                         | CUSIP: 35565LBD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1748000 | PA      | $1724758.07   | 0.26%             | 2050-03-25      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                        | Bellemeade RE 2021-3 Ltd                                                        | CUSIP: 078777AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4195000 | PA      | $3980247.88   | 0.60%             | 2031-09-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                               | Avnet Inc                                                                       | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $5449864.98   | 0.82%             | 2031-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Theorem Funding Trust                                   | Theorem Funding Trust 2021-1                                                    | CUSIP: 88339VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    928000 | PA      | $864667.53    | 0.13%             | 2027-12-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                   | CUSIP: 172967MR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1084578.43   | 0.16%             | 2024-05-15      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                 | Macy's Retail Holdings LLC                                                      | CUSIP: 55616XAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $906750.00    | 0.14%             | 2043-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Connecticut Avenue Securities Trust 2019-R02                                    | CUSIP: 20753KAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     72924 | PA      | $73080.25     | 0.01%             | 2031-08-25      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                  | Clearway Energy Operating LLC                                                   | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $909246.49    | 0.14%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Connecticut Avenue Securities Trust 2019-R06                                    | CUSIP: 20754JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2062059 | PA      | $2032657.13   | 0.31%             | 2039-09-25      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   4066000 | PA      | $3317693.48   | 0.50%             | 2051-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LUNAR AIRCRAFT 2020-1 LIMITED                           | LUNAR AIRCRAFT 2020-1 LTD                                                       | CUSIP: 55037LAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    359039 | PA      | $231198.66    | 0.03%             | 2045-02-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                   | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3650000 | PA      | $3131615.17   | 0.47%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD CAD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $24698.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                  | Standard Chartered PLC                                                          | CUSIP: 853254BX7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    651000 | PA      | $498900.93    | 0.08%             | 2031-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                      | Ally Financial Inc                                                              | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3260462.91   | 0.49%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                   | FMC GMSR Issuer Trust                                                           | CUSIP: 30259RAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3360000 | PA      | $2704074.24   | 0.41%             | 2026-10-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| TERRAFORM GLOBAL OPERATI                                | Terraform Global Operating LP                                                   | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |   2795000 | PA      | $2630081.03   | 0.40%             | 2026-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                                  | Engie Energia Chile SA                                                          | CUSIP: 29287TAA7<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |   3460000 | PA      | $2831202.89   | 0.43%             | 2030-01-28      | Fixed         | 3.40%                 | 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        |   2513700 | PA      | $1932154.75   | 0.29%             | 2047-04-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities               | Multifamily Connecticut Avenue Securities Trust 2019-01                         | CUSIP: 62547NAB5<br>LEI: 549300HG8ZEWVWVSN227 | Long             | ABS-MBS          | CORP              | US        |   2525196 | PA      | $2378386.63   | 0.36%             | 2049-10-25      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| PATTERN ENERGY OP LP/PAT                                | Pattern Energy Operations LP / Pattern Energy Operations Inc                    | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1744000 | PA      | $1566817.40   | 0.24%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                      | Willis Engine Structured Trust V                                                | CUSIP: 97064FAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    666942 | PA      | $461898.02    | 0.07%             | 2045-03-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY PART                                | Brookfield Property Partners LP                                                 | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |     70736 | NS      | $957058.08    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Pass-Through Trust                                  | CVS Pass-Through Trust                                                          | CUSIP: 126650BP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1629013 | PA      | $1605152.64   | 0.24%             | 2028-12-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FIN CO X LLC                                  | KKR Group Finance Co X LLC                                                      | CUSIP: 48255BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    882000 | PA      | $561941.35    | 0.08%             | 2051-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                   | Toronto-Dominion Bank/The                                                       | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   6955000 | PA      | $7250587.50   | 1.09%             | 2082-10-31      | Fixed         | 8.12%                 | 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