# EDGAR Filing Document

**Accession Number:** 0000356682
**File Stem:** 0001752724-23-049251
**Filing Date:** 2023-3
**Character Count:** 389405
**Document Hash:** 2d032b301ff8e3d1716ac2178d265c80
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-049251.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-049251

**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 SOCIAL INVESTMENT FUND
- **CENTRAL INDEX KEY:** 0000356682
- **IRS NUMBER:** 000000000
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03334
- **FILM NUMBER:** 23690945

**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 Balanced Fund (Series ID: S000008717)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000023754 | Class A                        | CSIFX           |
| C000023756 | Class C                        | CSGCX           |
| C000023757 | Class I                        | CBAIX           |
| C000211115 | Calvert Balanced Fund Class R6 | CBARX           |

## Nport-Ex

Calvert

Balanced Fund

December 31, 2022

Schedule of Investments (Unaudited)

------

Asset-Backed Securities — 6.5%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Adams Outdoor Advertising, L.P., Series 2018-1, Class A, 4.81%, 11/15/48<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404 | $383310 |
| Avant Loans Funding Trust, Series 2021-REV1, Class D, 4.30%, 7/15/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp; 456362 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;47 | &nbsp;&nbsp; 42900 |
| Coinstar Funding, LLC, Series 2017-1A, Class A2, 5.216%, 4/25/47<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1048 | &nbsp;&nbsp; 805549 |
| Cologix Data Centers US Issuer, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2, 3.30%, 12/26/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1640 | &nbsp;&nbsp; 1436798 |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class B, 3.79%, 12/26/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp; 836794 |
| Conn's Receivables Funding, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-A, Class A, 1.05%, 5/15/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp; 1641 |
| &nbsp;&nbsp;&nbsp;Series 2021-A, Class B, 2.87%, 5/15/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1345981 |
| &nbsp;&nbsp;&nbsp;Series 2021-A, Class C, 4.59%, 5/15/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358361 |
| &nbsp;&nbsp;&nbsp;Series 2022-A, Class B, 9.52%, 12/15/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2329083 |
| &nbsp;&nbsp;&nbsp;Series 2022-A, Class C, 0.00%, 12/15/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1302342 |
| DataBank Issuer, Series 2021-2A, Class A2, 2.40%, 10/25/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666501 |
| DB Master Finance, LLC, Series 2017-1A, Class A2II, 4.03%, 11/20/47<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147744 |
| Diamond Infrastructure Funding, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class A, 1.76%, 4/15/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935448 |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class C, 3.475%, 4/15/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198519 |
| Diamond Issuer, Series 2021-1A, Class A, 2.305%, 11/20/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800569 |
| Driven Brands Funding, LLC, Series 2018-1A, Class A2, 4.739%, 4/20/48<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115814 |
| ExteNet, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-1A, Class A2, 3.204%, 7/26/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756470 |
| &nbsp;&nbsp;&nbsp;Series 2019-1A, Class B, 4.14%, 7/26/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117231 |
| Federal National Mortgage Association Grantor Trust, Series 2017-T1, Class A, 2.898%, 6/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510196 |
| FMC GMSR Issuer Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-GT1, Class A, 3.62%, 7/25/26<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101859 |
| &nbsp;&nbsp;&nbsp;Series 2021-GT2, Class A, 3.85%, 10/25/26<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853071 |
| &nbsp;&nbsp;&nbsp;Series 2022-GT1, Class A, 6.19%, 4/25/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141754 |
| &nbsp;&nbsp;&nbsp;Series 2022-GT2, Class A, 7.90%, 7/25/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;849521 |
| FOCUS Brands Funding, LLC, Series 2017-1A, Class A2II, 5.093%, 4/30/47<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300115 |
| GoodLeap Sustainable Home Solutions Trust, Series 2021-5CS, Class A, 2.31%, 10/20/48<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444551 |
| Hardee's Funding, LLC, Series 2020-1A, Class A2, 3.981%, 12/20/50<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366295 |
| Jersey Mike's Funding, Series 2019-1A, Class A2, 4.433%, 2/15/50<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568323 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| JPMorgan Chase Bank, NA: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-2, Class B, 0.889%, 12/26/28<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541 | $517123 |
| &nbsp;&nbsp;&nbsp;Series 2021-3, Class B, 0.76%, 2/26/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp; 509079 |
| Lendingpoint Asset Securitization Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2022-A, Class A, 1.68%, 6/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359 | &nbsp;&nbsp; 354838 |
| &nbsp;&nbsp;&nbsp;Series 2022-C, Class A, 6.56%, 2/15/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1751 | &nbsp;&nbsp; 1743896 |
| Loanpal Solar Loan, Ltd., Series 2020-1GS, Class C, 2.00%, 6/20/47<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221 | &nbsp;&nbsp; 172300 |
| Lunar Aircraft, Ltd., Series 2020-1A, Class B, 4.335%, 2/15/45<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106 | &nbsp;&nbsp; 68402 |
| Marlette Funding Trust, Series 2020-2A, Class C, 2.83%, 9/16/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp; 13412 |
| Mill City Solar Loan, Ltd., Series 2020-1A, Class C, 2.00%, 6/20/47<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373216 |
| Mosaic Solar Loan Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-1A, Class A, 4.37%, 12/21/43<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383812 |
| &nbsp;&nbsp;&nbsp;Series 2019-2A, Class B, 3.28%, 9/20/40<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847879 |
| &nbsp;&nbsp;&nbsp;Series 2019-2A, Class C, 4.35%, 9/20/40<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5692 |
| &nbsp;&nbsp;&nbsp;Series 2020-1A, Class A, 2.10%, 4/20/46<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98054 |
| &nbsp;&nbsp;&nbsp;Series 2020-1A, Class B, 3.10%, 4/20/46<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81270 |
| &nbsp;&nbsp;&nbsp;Series 2020-2A, Class A, 1.44%, 8/20/46<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195350 |
| &nbsp;&nbsp;&nbsp;Series 2020-2A, Class B, 2.21%, 8/20/46<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287127 |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class A, 1.51%, 12/20/46<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453089 |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class C, 2.25%, 12/20/46<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1173679 |
| &nbsp;&nbsp;&nbsp;Series 2021-3A, Class C, 1.77%, 6/20/52<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178026 |
| &nbsp;&nbsp;&nbsp;Series 2021-3A, Class D, 3.28%, 6/20/52<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108656 |
| &nbsp;&nbsp;&nbsp;Series 2022-2A, Class B, 5.13%, 1/21/53<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743231 |
| &nbsp;&nbsp;&nbsp;Series 2022-2A, Class D, 8.29%, 1/21/53<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263726 |
| Neighborly Issuer, LLC, Series 2021-1A, Class A2, 3.584%, 4/30/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;788284 |
| NRZ Excess Spread-Collateralized Notes, Series 2021-GNT1, Class A, 3.474%, 11/25/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1450126 |
| OneMain Financial Issuance Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-1A, Class A, 3.84%, 5/14/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453599 |
| &nbsp;&nbsp;&nbsp;Series 2022-S1, Class A, 4.13%, 5/14/35<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1322053 |
| Oportun Funding XIV, LLC, Series 2021-A, Class B, 1.76%, 3/8/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245573 |
| Oportun Funding, LLC, Series 2022-1, Class A, 3.25%, 6/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966682 |
| Oportun Issuance Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-B, Class A, 1.47%, 5/8/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855969 |
| &nbsp;&nbsp;&nbsp;Series 2021-B, Class C, 3.65%, 5/8/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149709 |
| &nbsp;&nbsp;&nbsp;Series 2021-C, Class A, 2.18%, 10/8/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4466842 |
| &nbsp;&nbsp;&nbsp;Series 2021-C, Class B, 2.67%, 10/8/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460665 |
| &nbsp;&nbsp;&nbsp;Series 2021-C, Class C, 3.61%, 10/8/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89128 |
| &nbsp;&nbsp;&nbsp;Series 2022-2, Class C, 9.36%, 10/9/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342309 |
| Pagaya AI Debt Selection Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-3, Class B, 3.22%, 5/17/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87156 |

---

------

Calvert

Balanced Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Pagaya AI Debt Selection Trust: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-2, 3.00%, 1/25/29<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;724 | $675037 |
| &nbsp;&nbsp;&nbsp;Series 2021-3, Class A, 1.15%, 5/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1291 | &nbsp;&nbsp; 1257929 |
| &nbsp;&nbsp;&nbsp;Series 2021-5, Class A, 1.53%, 8/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp; 1085474 |
| &nbsp;&nbsp;&nbsp;Series 2021-HG1, Class A, 1.22%, 1/16/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364 | &nbsp;&nbsp; 343640 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 | &nbsp;&nbsp; 64795 |
| &nbsp;&nbsp;&nbsp;Series 2019-1A, Class A2, 3.858%, 12/5/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611 | &nbsp;&nbsp; 503780 |
| Prosper Marketplace Issuance Trust, Series 2019-4A, Class C, 4.95%, 2/17/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 | &nbsp;&nbsp; 65043 |
| SBA Tower Trust, Series 2014-2A, Class C, 3.869% to 4/15/23, 10/15/49<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;956329 |
| 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;348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280028 |
| &nbsp;&nbsp;&nbsp;Series 2020-1, Class A2II, 3.337%, 1/30/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330729 |
| SERVPRO Master Issuer, LLC, Series 2019-1A, Class A2, 3.882%, 10/25/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1776604 |
| 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;315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304333 |
| Sonic Capital, LLC, Series 2020-1A, Class A2I, 3.845%, 1/20/50<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1007178 |
| SpringCastle America Funding, LLC, Series 2020-AA, Class A, 1.97%, 9/25/37<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538951 |
| 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;4767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4654048 |
| &nbsp;&nbsp;&nbsp;Series 2019-2A, Class A2, 3.08%, 10/25/44<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379429 |
| &nbsp;&nbsp;&nbsp;Series 2020-1A, Class A2, 1.893%, 8/25/45<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;856318 |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2, 1.877%, 3/26/46<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73547 |
| Sunnova Helios V Issuer, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-A, Class A, 1.80%, 2/20/48<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;986848 |
| &nbsp;&nbsp;&nbsp;Series 2021-A, Class B, 3.15%, 2/20/48<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321780 |
| Sunnova Helios X Issuer, LLC, Series 2022-C, Class B, 5.60%, 11/22/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1091621 |
| Sunnova Sol II Issuer, LLC, Series 2020-2A, Class A, 2.73%, 11/1/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1102319 |
| Sunnova Sol Issuer, LLC, Series 2020-1A, Class A, 3.35%, 2/1/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195088 |
| Sunrun Atlas Issuer, LLC, Series 2019-2, Class A, 3.61%, 2/1/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403739 |
| Sunrun Callisto Issuer, LLC, Series 2015-1A, Class B, 5.38%, 7/20/45<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389292 |
| Sunrun Demeter Issuer, LLC, Series 2021-2A, Class A, 2.27%, 1/30/57<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536061 |
| Sunrun Jupiter Issuer, LLC, Series 2022-1A, Class A, 4.75%, 7/30/57<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1801041 |
| 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;295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262042 |
| Theorem Funding Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class B, 1.84%, 12/15/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162125 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Theorem Funding Trust: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Series 2022-3A, Class A, 7.60%, 4/15/29<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496 | $494741 |
| Thunderbolt Aircraft Lease, Ltd., Series 2017-A, Class C, 4.50%, 5/17/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134 | &nbsp;&nbsp; 71722 |
| United States Small Business Administration, Series 2017-20E, Class 1, 2.88%, 5/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855 | &nbsp;&nbsp; 789053 |
| Upstart Pass-Through Trust, Series 2020-ST1, Class A, 3.75%, 2/20/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp; 191199 |
| Upstart Securitization Trust, Series 2020-1, Class C, 4.899%, 4/22/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727 | &nbsp;&nbsp; 712481 |
| Vantage Data Centers Issuer, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2018-2A, Class A2, 4.196%, 11/15/43<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158 | &nbsp;&nbsp; 154494 |
| &nbsp;&nbsp;&nbsp;Series 2019-1A, Class A2, 3.188%, 7/15/44<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1029 | &nbsp;&nbsp; 979245 |
| &nbsp;&nbsp;&nbsp;Series 2020-2A, Class A2, 1.992%, 9/15/45<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1540274 |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2, 2.165%, 10/15/46<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534925 |
| Vivint Solar Financing VII, LLC, Series 2020-1A, Class A, 2.21%, 7/31/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730469 |
| 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;346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239719 |
| &nbsp;&nbsp;&nbsp;Series 2020-A, Class C, 6.657%, 3/15/45<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106400 |
| Total Asset-Backed Securities<br> (identified cost $74,644,239) |  | &nbsp;&nbsp;&nbsp;**$67372924** |

---

Collateralized Mortgage Obligations — 1.1%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Bellemeade Re, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2017-1, Class B1, 9.139%, (1 mo. USD LIBOR + 4.75%), 10/25/27<sup>(1)(4)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | $156337 |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class M1A, 5.678%, (30-day average SOFR + 1.75%), 3/25/31<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161 | &nbsp;&nbsp; 160948 |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class M1B, 6.128%, (30-day average SOFR + 2.20%), 3/25/31<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248 | &nbsp;&nbsp; 245181 |
| &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;150 | &nbsp;&nbsp; 143720 |
| &nbsp;&nbsp;&nbsp;Series 2021-2A, Class M1A, 5.128%, (30-day average SOFR + 1.20%), 6/25/31<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1184 | &nbsp;&nbsp; 1174459 |
| &nbsp;&nbsp;&nbsp;Series 2021-3A, Class A2, 4.928%, (30-day average SOFR + 1.00%), 9/25/31<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp; 549487 |
| &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;&nbsp;&nbsp;415 | &nbsp;&nbsp; 393755 |
| Cascade MH Asset Trust, Series 2022-MH1, Class A, 4.25% to 7/25/27, 8/25/54<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1381 | &nbsp;&nbsp; 1212703 |
| 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;415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399363 |
| Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2018-DNA1, Class M2AT, 5.439%, (1 mo. USD LIBOR + 1.05%), 7/25/30<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68055 |

---

------

Calvert

Balanced 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: (continued) |  |  |
| &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;240 | $244514 |
| &nbsp;&nbsp;&nbsp;Series 2019-DNA4, Class M2, 6.339%, (1 mo. USD LIBOR + 1.95%), 10/25/49<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp; 55495 |
| &nbsp;&nbsp;&nbsp;Series 2019-HQA2, Class B1, 8.489%, (1 mo. USD LIBOR + 4.10%), 4/25/49<sup>(1)(4)</sup> | &nbsp;&nbsp;165 | &nbsp;&nbsp; 168518 |
| &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;57 | &nbsp;&nbsp; 55838 |
| &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;50 | &nbsp;&nbsp; 47175 |
| &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;108 | &nbsp;&nbsp; 106564 |
| &nbsp;&nbsp;&nbsp;Series 2021-DNA3, Class M1, 4.678%, (30-day average SOFR + 0.75%), 10/25/33<sup>(1)(4)</sup> | &nbsp;&nbsp;278 | &nbsp;&nbsp; 276867 |
| &nbsp;&nbsp;&nbsp;Series 2022-DNA2, Class M1A, 5.228%, (30-day average SOFR + 1.30%), 2/25/42<sup>(1)(4)</sup> | &nbsp;&nbsp;850 | &nbsp;&nbsp; 841743 |
| Federal National Mortgage Association Connecticut Avenue Securities: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2013-C01, Class M2, 9.639%, (1 mo. USD LIBOR + 5.25%), 10/25/23<sup>(4)</sup> | &nbsp;&nbsp;214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220573 |
| &nbsp;&nbsp;&nbsp;Series 2014-C02, Class 2M2, 6.989%, (1 mo. USD LIBOR + 2.60%), 5/25/24<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;86 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85836 |
| &nbsp;&nbsp;&nbsp;Series 2014-C03, Class 2M2, 7.289%, (1 mo. USD LIBOR + 2.90%), 7/25/24<sup>(4)</sup> | &nbsp;&nbsp;113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113741 |
| &nbsp;&nbsp;&nbsp;Series 2014-C04, Class 1M2, 9.289%, (1 mo. USD LIBOR + 4.90%), 11/25/24<sup>(4)</sup> | &nbsp;&nbsp;386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405312 |
| &nbsp;&nbsp;&nbsp;Series 2018-R07, Class 1M2, 6.789%, (1 mo. USD LIBOR + 2.40%), 4/25/31<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56983 |
| &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;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150967 |
| &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;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153195 |
| &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;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3691 |
| &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;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153106 |
| &nbsp;&nbsp;&nbsp;Series 2019-R05, Class 1B1, 8.489%, (1 mo. USD LIBOR + 4.10%), 7/25/39<sup>(1)(4)</sup> | &nbsp;&nbsp;212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216530 |
| &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;911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898051 |
| &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;268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261401 |
| &nbsp;&nbsp;&nbsp;Series 2020-R02, Class 2B1, 7.389%, (1 mo. USD LIBOR + 3.00%), 1/25/40<sup>(1)(4)</sup> | 1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1012359 |
| &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;395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361996 |
| &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;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32065 |
| Home Re, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2018-1, Class M2, 7.389%, (1 mo. USD LIBOR + 3.00%), 10/25/28<sup>(1)(4)</sup> | &nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656253 |
| &nbsp;&nbsp;&nbsp;Series 2021-1, Class M1B, 5.939%, (1 mo. USD LIBOR + 1.55%), 7/25/33<sup>(1)(4)</sup> | &nbsp;&nbsp;517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514555 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Home Re, Ltd.: (continued) |  |  |
| &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;&nbsp;&nbsp;215 | $197036 |
| Oaktown Re V, Ltd., Series 2020-2A, Class M1B, 7.989%, (1 mo. USD LIBOR + 3.60%), 10/25/30<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp; 30533 |
| Total Collateralized Mortgage Obligations<br> (identified cost $12,169,718) |  | **$11824905** |

---

Commercial Mortgage-Backed Securities — 4.1%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| BAMLL Commercial Mortgage Securities Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-BPR, Class DNM, 3.719%, 11/5/32<sup>(1)(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1605 | $1265343 |
| &nbsp;&nbsp;&nbsp;Series 2019-BPR, Class ENM, 3.719%, 11/5/32<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp; 511278 |
| &nbsp;&nbsp;&nbsp;Series 2019-BPR, Class FNM, 3.719%, 11/5/32<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1215 | &nbsp;&nbsp; 837068 |
| BBCMS Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2017-DELC, Class A, 5.293%, (1 mo. USD LIBOR + 0.975%), 8/15/36<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855 | &nbsp;&nbsp; 840604 |
| &nbsp;&nbsp;&nbsp;Series 2017-DELC, Class E, 6.943%, (1 mo. USD LIBOR + 2.625%), 8/15/36<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp; 349697 |
| &nbsp;&nbsp;&nbsp;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;285 | &nbsp;&nbsp; 274354 |
| BX Commercial Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-XL, Class A, 5.37%, (SOFR + 1.034%), 10/15/36<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1733267 |
| &nbsp;&nbsp;&nbsp;Series 2019-XL, Class B, 5.53%, (SOFR + 1.194%), 10/15/36<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626815 |
| &nbsp;&nbsp;&nbsp;Series 2021-VOLT, Class B, 5.268%, (1 mo. USD LIBOR + 0.95%), 9/15/36<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1709001 |
| &nbsp;&nbsp;&nbsp;Series 2021-VOLT, Class C, 5.418%, (1 mo. USD LIBOR + 1.10%), 9/15/36<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516883 |
| &nbsp;&nbsp;&nbsp;Series 2021-VOLT, Class D, 5.968%, (1 mo. USD LIBOR + 1.65%), 9/15/36<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1632091 |
| Credit Suisse Mortgage Trust, Series 2022-NWPT, Class A, 7.478%, (1 mo. SOFR + 3.143%), 9/9/24<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;807064 |
| Extended Stay America Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-ESH, Class A, 5.398%, (1 mo. USD LIBOR + 1.08%), 7/15/38<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607691 |
| &nbsp;&nbsp;&nbsp;Series 2021-ESH, Class C, 6.018%, (1 mo. USD LIBOR + 1.70%), 7/15/38<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1303528 |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates: |  |  |
| &nbsp;&nbsp;&nbsp;Series KG02, Class A2, 2.412%, 8/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2926463 |
| &nbsp;&nbsp;&nbsp;Series KG03, Class A2, 1.297%, 6/25/30<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;616235 |
| &nbsp;&nbsp;&nbsp;Series KSG1, Class A2, 1.503%, 9/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570113 |
| &nbsp;&nbsp;&nbsp;Series KW06, Class A2, 3.80%, 6/25/28<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1096573 |
| &nbsp;&nbsp;&nbsp;Series W5FX, Class AFX, 3.214%, 4/25/28<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384512 |
| Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2017-M13, Class A2, 2.932%, 9/25/27<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967157 |

---

------

Calvert

Balanced Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Federal National Mortgage Association: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Series 2018-M4, Class A2, 3.056%, 3/25/28<sup>(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2080 | $1937634 |
| &nbsp;&nbsp;&nbsp;Series 2018-M13, Class A2, 3.744%, 9/25/30<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2928 | &nbsp;&nbsp; 2791293 |
| &nbsp;&nbsp;&nbsp;Series 2019-M1, Class A2, 3.547%, 9/25/28<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;893 | &nbsp;&nbsp; 857707 |
| &nbsp;&nbsp;&nbsp;Series 2019-M22, Class A2, 2.522%, 8/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3201 | &nbsp;&nbsp; 2838155 |
| &nbsp;&nbsp;&nbsp;Series 2020-M1, Class A2, 2.444%, 10/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2322 | &nbsp;&nbsp; 2035959 |
| &nbsp;&nbsp;&nbsp;Series 2020-M20, Class A2, 1.435%, 10/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1505 | &nbsp;&nbsp; 1226548 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;586 | &nbsp;&nbsp; 551729 |
| &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;1369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1269604 |
| Hawaii Hotel Trust, Series 2019-MAUI, Class A, 5.468%, (1 mo. USD LIBOR + 1.15%), 5/15/38<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2663406 |
| 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;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109391 |
| &nbsp;&nbsp;&nbsp;Series 2014-DSTY, Class C, 3.805%, 6/10/27<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22360 |
| Morgan Stanley Capital I Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-BPR, Class A, 5.968%, (1 mo. USD LIBOR + 1.65%), 5/15/36<sup>(1)(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1103607 |
| &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;386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362353 |
| &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;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190024 |
| SLG Office Trust, Series 2021-OVA, Class A, 2.585%, 7/15/41<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1339576 |
| VMC Finance, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-HT1, Class A, 5.989%, (1 mo. USD LIBOR + 1.65%), 1/18/37<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1027080 |
| &nbsp;&nbsp;&nbsp;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;2057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1929452 |
| WFLD Mortgage Trust, Series 2014-MONT, Class C, 3.755%, 8/10/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711402 |
| Total Commercial Mortgage-Backed Securities<br> (identified cost $47,577,814) |  | &nbsp;&nbsp;&nbsp;**$42543017** |

---

Common Stocks — 56.3%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Auto Components — 0.5% | Auto Components — 0.5% |  |
| Aptiv PLC<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52000 | $4842760 |
|  |  | **$4842760** |
| Banks — 1.6% | Banks — 1.6% |  |
| PNC Financial Services Group, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46700 | $7375798 |
| Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;215700 | &nbsp;&nbsp; 8906253 |
|  |  | **$16282051** |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Beverages — 3.4% | Beverages — 3.4% |  |
| Coca-Cola Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp;276700 | $17600887 |
| PepsiCo, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;100600 | &nbsp;&nbsp; 18174396 |
|  |  | **$35775283** |
| Biotechnology — 1.6% | Biotechnology — 1.6% |  |
| AbbVie, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;102800 | $16613508 |
|  |  | **$16613508** |
| Capital Markets — 3.2% | Capital Markets — 3.2% |  |
| Intercontinental Exchange, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;114600 | $11756814 |
| S&P Global, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8105548 |
| Stifel Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;105400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6152198 |
| Tradeweb Markets, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;103266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6705061 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$32719621** |
| Chemicals — 1.5% | Chemicals — 1.5% |  |
| FMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;61800 | &nbsp;&nbsp;&nbsp;&nbsp;$7712640 |
| Linde PLC | &nbsp;&nbsp;&nbsp;&nbsp;22500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7339050 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$15051690** |
| Commercial Services & Supplies — 0.7% | Commercial Services & Supplies — 0.7% |  |
| Waste Management, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;48525 | &nbsp;&nbsp;&nbsp;&nbsp;$7612602 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$7612602** |
| Electric Utilities — 1.7% | Electric Utilities — 1.7% |  |
| Constellation Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;87400 | &nbsp;&nbsp;&nbsp;&nbsp;$7534754 |
| NextEra Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;120700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10090520 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$17625274** |
| Electrical Equipment — 0.9% | Electrical Equipment — 0.9% |  |
| AMETEK, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;66500 | &nbsp;&nbsp;&nbsp;&nbsp;$9291380 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$9291380** |
| Electronic Equipment, Instruments & Components — 0.8% | Electronic Equipment, Instruments & Components — 0.8% |  |
| TE Connectivity, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;68500 | &nbsp;&nbsp;&nbsp;&nbsp;$7863800 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$7863800** |
| Energy Equipment & Services — 0.7% | Energy Equipment & Services — 0.7% |  |
| Baker Hughes Co. | &nbsp;&nbsp;&nbsp;&nbsp;261900 | &nbsp;&nbsp;&nbsp;&nbsp;$7733907 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$7733907** |
| Entertainment — 1.1% | Entertainment — 1.1% |  |
| Electronic Arts, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;97300 | &nbsp;&nbsp;&nbsp;&nbsp;$11888114 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$11888114** |

---

------

Calvert

Balanced Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Equity Real Estate Investment Trusts (REITs) — 0.6% | Equity Real Estate Investment Trusts (REITs) — 0.6% |  |
| Lamar Advertising Co., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67700 | $6390880 |
|  |  | **$6390880** |
| Food & Staples Retailing — 1.1% | Food & Staples Retailing — 1.1% |  |
| Walmart, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79600 | $11286484 |
|  |  | **$11286484** |
| Health Care Equipment & Supplies — 2.4% | Health Care Equipment & Supplies — 2.4% |  |
| Boston Scientific Corp.<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;225800 | $10447766 |
| Intuitive Surgical, Inc.<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29700 | &nbsp;&nbsp; 7880895 |
| Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;26500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6478985 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$24807646** |
| Health Care Providers & Services — 1.0% | Health Care Providers & Services — 1.0% |  |
| Elevance Health, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21000 | &nbsp;&nbsp;&nbsp;&nbsp;$10772370 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$10772370** |
| Hotels, Restaurants & Leisure — 0.9% | Hotels, Restaurants & Leisure — 0.9% |  |
| Domino's Pizza, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16400 | &nbsp;&nbsp;&nbsp;&nbsp;$5680960 |
| Marriott International, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;24200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3603138 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$9284098** |
| Insurance — 1.9% | Insurance — 1.9% |  |
| Allstate Corp. (The) | &nbsp;&nbsp;&nbsp;&nbsp;97000 | &nbsp;&nbsp;&nbsp;&nbsp;$13153200 |
| W.R. Berkley Corp. | &nbsp;&nbsp;&nbsp;&nbsp;83500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6059595 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$19212795** |
| Interactive Media & Services — 2.0% | Interactive Media & Services — 2.0% |  |
| Alphabet, Inc., Class C<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;229640 | &nbsp;&nbsp;&nbsp;&nbsp;$20375957 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$20375957** |
| Internet & Direct Marketing Retail — 1.5% | Internet & Direct Marketing Retail — 1.5% |  |
| Amazon.com, Inc.<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;191420 | &nbsp;&nbsp;&nbsp;&nbsp;$16079280 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$16079280** |
| IT Services — 2.7% | IT Services — 2.7% |  |
| Automatic Data Processing, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;47200 | &nbsp;&nbsp;&nbsp;&nbsp;$11274192 |
| Visa, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;78500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16309160 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$27583352** |
| Life Sciences Tools & Services — 2.2% | Life Sciences Tools & Services — 2.2% |  |
| Danaher Corp. | &nbsp;&nbsp;&nbsp;&nbsp;48400 | &nbsp;&nbsp;&nbsp;&nbsp;$12846328 |
| Thermo Fisher Scientific, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10461458 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$23307786** |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Machinery — 0.7% | Machinery — 0.7% |  |
| Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74600 | $7445826 |
|  |  | **$7445826** |
| Media — 0.7% | Media — 0.7% |  |
| Comcast Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;198600 | $6945042 |
|  |  | **$6945042** |
| Multi-Utilities — 0.7% | Multi-Utilities — 0.7% |  |
| Sempra Energy | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49800 | $7696092 |
|  |  | **$7696092** |
| Pharmaceuticals — 1.8% | Pharmaceuticals — 1.8% |  |
| Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;112900 | &nbsp;&nbsp;&nbsp;&nbsp;$8123155 |
| Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;29300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10719112 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$18842267** |
| Professional Services — 1.4% | Professional Services — 1.4% |  |
| Booz Allen Hamilton Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;62000 | &nbsp;&nbsp;&nbsp;&nbsp;$6480240 |
| TransUnion | &nbsp;&nbsp;&nbsp;&nbsp;137100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7780425 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$14260665** |
| Real Estate Management & Development — 0.8% | Real Estate Management & Development — 0.8% |  |
| FirstService Corp. | &nbsp;&nbsp;&nbsp;&nbsp;71000 | &nbsp;&nbsp;&nbsp;&nbsp;$8701050 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$8701050** |
| Road & Rail — 1.0% | Road & Rail — 1.0% |  |
| Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;$10353500 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$10353500** |
| Semiconductors & Semiconductor Equipment — 2.7% | Semiconductors & Semiconductor Equipment — 2.7% |  |
| Analog Devices, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;70900 | &nbsp;&nbsp;&nbsp;&nbsp;$11629727 |
| Lam Research Corp. | &nbsp;&nbsp;&nbsp;&nbsp;16900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7103070 |
| Texas Instruments, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;56696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9367313 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$28100110** |
| Software — 6.3% | Software — 6.3% |  |
| Black Knight, Inc.<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;93100 | &nbsp;&nbsp;&nbsp;&nbsp;$5748925 |
| Fair Isaac Corp.<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5327362 |
| Intuit, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;19767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7693712 |
| Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;169851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40733667 |
| VMware, Inc., Class A<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;48500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5953860 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$65457526** |
| Specialty Retail — 1.4% | Specialty Retail — 1.4% |  |
| Home Depot, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;17300 | &nbsp;&nbsp;&nbsp;&nbsp;$5464378 |

---

------

Calvert

Balanced Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Specialty Retail (continued) | Specialty Retail (continued) |  |
| TJX Cos., Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;117400 | $9345040 |
|  |  | **$14809418** |
| Technology Hardware, Storage & Peripherals — 3.1% | Technology Hardware, Storage & Peripherals — 3.1% |  |
| Apple, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;245008 | $31833889 |
|  |  | **$31833889** |
| Textiles, Apparel & Luxury Goods — 0.6% | Textiles, Apparel & Luxury Goods — 0.6% |  |
| NIKE, Inc., Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57400 | $6716374 |
|  |  | **$6716374** |
| Venture Capital — 0.2% | Venture Capital — 0.2% |  |
| CFBanc Corp.<sup>(6)(7)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;27000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$371582 |
| Consensus Orthopedics, Inc.<sup>(6)(7)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;180877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| Learn Capital Venture Partners III, L.P.<sup>(6)(7)(8)</sup> | 1072962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1702824 |
| Neighborhood Bancorp, Class A<sup>(6)(7)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$2082906** |
| Wireless Telecommunication Services — 0.9% | Wireless Telecommunication Services — 0.9% |  |
| T-Mobile US, Inc.<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;64745 | &nbsp;&nbsp;&nbsp;&nbsp;$9064300 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$9064300** |
| Total Common Stocks<br> (identified cost $445,823,209) |  | &nbsp;&nbsp;**$584709603** |

---

Corporate Bonds — 15.9%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Basic Materials — 0.2% | Basic Materials — 0.2% |  |
| Celanese US Holdings, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;6.165%, 7/15/27 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;919 | $907908 |
| &nbsp;&nbsp;&nbsp;6.33%, 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;936 | &nbsp;&nbsp; 911453 |
| South32 Treasury, Ltd., 4.35%, 4/14/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;861 | &nbsp;&nbsp; 738983 |
|  |  | **$2558344** |
| Communications — 1.0% | Communications — 1.0% |  |
| AT&T, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 9/15/55 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3641 | $2445807 |
| &nbsp;&nbsp;&nbsp;3.65%, 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;749235 |
| CCO Holdings, LLC/CCO Holdings Capital Corp., 5.00%, 2/1/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276699 |
| Charter Communications Operating, LLC/Charter Communications Operating Capital: |  |  |
| &nbsp;&nbsp;&nbsp;4.80%, 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2355347 |
| &nbsp;&nbsp;&nbsp;5.25%, 4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189363 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Communications (continued) | Communications (continued) |  |
| Comcast Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;2.887%, 11/1/51 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1125 | $727603 |
| &nbsp;&nbsp;&nbsp;2.937%, 11/1/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1283 | &nbsp;&nbsp; 799295 |
| Level 3 Financing, Inc., 3.75%, 7/15/29<sup>(1)(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp; 57656 |
| Nokia Oyj: |  |  |
| &nbsp;&nbsp;&nbsp;4.375%, 6/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;947 | &nbsp;&nbsp; 895663 |
| &nbsp;&nbsp;&nbsp;6.625%, 5/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp; 941427 |
| SES Global Americas Holdings GP, 5.30%, 3/25/44<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463 | &nbsp;&nbsp; 356246 |
| SES S.A., 5.30%, 4/4/43<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209966 |
| T-Mobile USA, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127053 |
| &nbsp;&nbsp;&nbsp;2.55%, 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303977 |
|  |  | &nbsp;&nbsp;&nbsp;**$10435337** |
| Consumer, Cyclical — 1.5% | Consumer, Cyclical — 1.5% |  |
| American Airlines Pass-Through Trust, 4.40%, 3/22/25 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$195151 |
| American Airlines, Inc./AAdvantage Loyalty IP, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;5.50%, 4/20/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2037594 |
| &nbsp;&nbsp;&nbsp;5.75%, 4/20/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40294 |
| Aptiv PLC/Aptiv Corp., 3.25%, 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336432 |
| Bath & Body Works, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;6.625%, 10/1/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610133 |
| &nbsp;&nbsp;&nbsp;6.875%, 11/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95305 |
| &nbsp;&nbsp;&nbsp;7.60%, 7/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388605 |
| Brunswick Corp., 5.10%, 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265846 |
| Dave & Buster's, Inc., 7.625%, 11/1/25<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409629 |
| Delta Air Lines, Inc./SkyMiles IP, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 10/20/25<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805303 |
| &nbsp;&nbsp;&nbsp;4.75%, 10/20/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1196659 |
| Dick's Sporting Goods, Inc., 4.10%, 1/15/52<sup>(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1816806 |
| Ford Motor Co., 4.75%, 1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91446 |
| Ford Motor Credit Co., LLC, 7.35%, 11/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1266538 |
| General Motors Co., 5.60%, 10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1158282 |
| General Motors Financial Co., Inc., 4.30%, 4/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1107766 |
| Hyatt Hotels Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;1.30%, 10/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397690 |
| &nbsp;&nbsp;&nbsp;1.80%, 10/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157528 |
| Lithia Motors, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;3.875%, 6/1/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;941323 |
| &nbsp;&nbsp;&nbsp;4.375%, 1/15/31<sup>(1)(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151661 |
| Macy's Retail Holdings, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;4.30%, 2/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45338 |
| &nbsp;&nbsp;&nbsp;5.875%, 4/1/29<sup>(1)(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161411 |

---

------

Calvert

Balanced Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Consumer, Cyclical (continued) | Consumer, Cyclical (continued) |  |
| WarnerMedia Holdings, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;5.05%, 3/15/42<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;916 | $704060 |
| &nbsp;&nbsp;&nbsp;5.141%, 3/15/52<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1745 | &nbsp;&nbsp; 1275294 |
|  |  | **$15656094** |
| Consumer, Non-cyclical — 1.0% | Consumer, Non-cyclical — 1.0% |  |
| Ashtead Capital, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 5/1/28<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | $182702 |
| &nbsp;&nbsp;&nbsp;4.25%, 11/1/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987 | &nbsp;&nbsp; 886814 |
| Block Financial, LLC, 3.875%, 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1430780 |
| Centene Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;3.375%, 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400079 |
| &nbsp;&nbsp;&nbsp;4.25%, 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540539 |
| &nbsp;&nbsp;&nbsp;4.625%, 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67791 |
| Coca-Cola Femsa SAB de CV, 1.85%, 9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486708 |
| Conservation Fund (The), Green Bonds, 3.474%, 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563664 |
| CVS Pass-Through Trust, 6.036%, 12/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521675 |
| Doris Duke Charitable Foundation (The), 2.345%, 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1005146 |
| Ford Foundation (The), 2.415%, 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693913 |
| Hikma Finance USA, LLC, 3.25%, 7/9/25<sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186047 |
| Natura & Co. Luxembourg Holdings S.a.r.l., 6.00%, 4/19/29<sup>(1)(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880810 |
| Natura Cosmeticos S.A., 4.125%, 5/3/28<sup>(1)(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643148 |
| Perrigo Finance Unlimited Co., 4.40%, 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;902873 |
| Smithfield Foods, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;2.625%, 9/13/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;624384 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/15/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146592 |
| &nbsp;&nbsp;&nbsp;5.20%, 4/1/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126355 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$10290020** |
| Energy — 0.3% | Energy — 0.3% |  |
| Neptune Energy Bondco PLC, 6.625%, 5/15/25<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$68093 |
| NuStar Logistics, L.P.: |  |  |
| &nbsp;&nbsp;&nbsp;6.00%, 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562378 |
| &nbsp;&nbsp;&nbsp;6.375%, 10/1/30<sup>(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309431 |
| TerraForm Power Operating, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 1/15/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;856081 |
| &nbsp;&nbsp;&nbsp;5.00%, 1/31/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1054099 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$2850082** |
| Financial — 8.4% | Financial — 8.4% |  |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust: |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 10/29/24 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$408921 |
| &nbsp;&nbsp;&nbsp;1.75%, 10/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138034 |
| &nbsp;&nbsp;&nbsp;2.875%, 8/14/24<sup>(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254848 |
| &nbsp;&nbsp;&nbsp;3.50%, 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605245 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Financial (continued) | Financial (continued) |  |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 9/15/23 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716 | $711498 |
| &nbsp;&nbsp;&nbsp;6.50%, 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413 | &nbsp;&nbsp; 418875 |
| Affiliated Managers Group, Inc., 3.30%, 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499 | &nbsp;&nbsp; 413745 |
| Air Lease Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;2.875%, 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;816 | &nbsp;&nbsp; 755904 |
| &nbsp;&nbsp;&nbsp;2.875%, 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp; 263000 |
| Alliant Holdings Intermediate, LLC/Alliant Holdings Co-Issuer, 6.75%, 10/15/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp; 148667 |
| Ally Financial, Inc., 8.00%, 11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1123048 |
| American Assets Trust, L.P., 3.375%, 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139999 |
| American National Group, Inc., 6.144%, 6/13/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189744 |
| Andrew W. Mellon Foundation (The), 0.947%, 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721387 |
| Australia & New Zealand Banking Group, Ltd., 2.95% to 7/22/25, 7/22/30<sup>(1)(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1223479 |
| Banco Santander S.A.: |  |  |
| &nbsp;&nbsp;&nbsp;1.722% to 9/14/26, 9/14/27<sup>(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684326 |
| &nbsp;&nbsp;&nbsp;5.294%, 8/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1564806 |
| Bank of America Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;1.734% to 7/22/26, 7/22/27<sup>(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2117913 |
| &nbsp;&nbsp;&nbsp;1.898% to 7/23/30, 7/23/31<sup>(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523386 |
| &nbsp;&nbsp;&nbsp;1.922% to 10/24/30, 10/24/31<sup>(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;576889 |
| &nbsp;&nbsp;&nbsp;2.087% to 6/14/28, 6/14/29<sup>(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;871927 |
| &nbsp;&nbsp;&nbsp;2.299% to 7/21/31, 7/21/32<sup>(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;741611 |
| &nbsp;&nbsp;&nbsp;2.456% to 10/22/24, 10/22/25<sup>(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1235817 |
| &nbsp;&nbsp;&nbsp;2.551% to 2/4/27, 2/4/28<sup>(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1708907 |
| &nbsp;&nbsp;&nbsp;3.846% to 3/8/32, 3/8/37<sup>(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3114864 |
| BankUnited, Inc., 5.125%, 6/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310180 |
| BBVA Bancomer S.A./Texas: |  |  |
| &nbsp;&nbsp;&nbsp;1.875%, 9/18/25<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779946 |
| &nbsp;&nbsp;&nbsp;5.125% to 1/18/28, 1/18/33<sup>(1)(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1069186 |
| BNP Paribas S.A.: |  |  |
| &nbsp;&nbsp;&nbsp;7.75% to 8/16/29<sup>(1)(11)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;793980 |
| &nbsp;&nbsp;&nbsp;9.25% to 11/17/27<sup>(1)(11)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674056 |
| Boston Properties, L.P.: |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 10/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1474418 |
| &nbsp;&nbsp;&nbsp;6.75%, 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679627 |
| BPCE S.A., 3.648% to 1/14/32, 1/14/37<sup>(1)(9)(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323894 |
| Bread Financial Holdings, Inc., 4.75%, 12/15/24<sup>(1)(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;863445 |
| Broadstone Net Lease, LLC, 2.60%, 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43608 |
| Capital One Financial Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;3.273% to 3/1/29, 3/1/30<sup>(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;617827 |
| &nbsp;&nbsp;&nbsp;3.75%, 7/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620362 |
| &nbsp;&nbsp;&nbsp;4.20%, 10/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556250 |

---

------

Calvert

Balanced Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Financial (continued) | Financial (continued) |  |
| CI Financial Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 12/17/30 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1239 | $942448 |
| &nbsp;&nbsp;&nbsp;4.10%, 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1458 | &nbsp;&nbsp; 863977 |
| Citigroup, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;2.572% to 6/3/30, 6/3/31<sup>(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1773 | &nbsp;&nbsp; 1437897 |
| &nbsp;&nbsp;&nbsp;3.106% to 4/8/25, 4/8/26<sup>(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784 | &nbsp;&nbsp; 742785 |
| &nbsp;&nbsp;&nbsp;3.785% to 3/17/32, 3/17/33<sup>(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1190 | &nbsp;&nbsp; 1020992 |
| &nbsp;&nbsp;&nbsp;3.887% to 1/10/27, 1/10/28<sup>(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp; 570894 |
| &nbsp;&nbsp;&nbsp;4.00% to 12/10/25<sup>(11)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672687 |
| &nbsp;&nbsp;&nbsp;6.27% to 11/17/32, 11/17/33<sup>(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843368 |
| Corporate Office Properties, L.P., 2.90%, 12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445798 |
| Discover Bank, 4.682% to 8/9/23, 8/9/28<sup>(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671045 |
| Enact Holdings, Inc., 6.50%, 8/15/25<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1113830 |
| EPR Properties: |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1107323 |
| &nbsp;&nbsp;&nbsp;4.50%, 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928429 |
| &nbsp;&nbsp;&nbsp;4.95%, 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114539 |
| Extra Space Storage, L.P., 2.55%, 6/1/31<sup>(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630159 |
| GA Global Funding Trust, 2.25%, 1/6/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650357 |
| Global Atlantic Fin Co., 3.125%, 6/15/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1580625 |
| Goldman Sachs Group, Inc. (The): |  |  |
| &nbsp;&nbsp;&nbsp;1.948% to 10/21/26, 10/21/27<sup>(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1267998 |
| &nbsp;&nbsp;&nbsp;2.64% to 2/24/27, 2/24/28<sup>(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490496 |
| 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;2449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2131095 |
| &nbsp;&nbsp;&nbsp;3.75%, 9/15/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324848 |
| &nbsp;&nbsp;&nbsp;6.00%, 4/15/25<sup>(1)(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674150 |
| HSBC Holdings PLC: |  |  |
| &nbsp;&nbsp;&nbsp;2.251% to 11/22/26, 11/22/27<sup>(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1216030 |
| &nbsp;&nbsp;&nbsp;7.39% to 11/3/27, 11/3/28<sup>(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2558129 |
| Intesa Sanpaolo SpA: |  |  |
| &nbsp;&nbsp;&nbsp;7.00%, 11/21/25<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339983 |
| &nbsp;&nbsp;&nbsp;8.248% to 11/21/32, 11/21/33<sup>(1)(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1045821 |
| Iron Mountain, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 2/15/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;976671 |
| &nbsp;&nbsp;&nbsp;5.00%, 7/15/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336581 |
| JPMorgan Chase & Co.: |  |  |
| &nbsp;&nbsp;&nbsp;1.47% to 9/22/26, 9/22/27<sup>(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1460095 |
| &nbsp;&nbsp;&nbsp;2.739% to 10/15/29, 10/15/30<sup>(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407750 |
| &nbsp;&nbsp;&nbsp;4.586% to 4/26/32, 4/26/33<sup>(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785620 |
| &nbsp;&nbsp;&nbsp;4.851% to 7/25/27, 7/25/28<sup>(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1638441 |
| KKR Group Finance Co. VII, LLC, 3.625%, 2/25/50<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522956 |
| KKR Group Finance Co. X, LLC, 3.25%, 12/15/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193685 |
| Liberty Mutual Group, Inc., 4.125% to 9/15/26, 12/15/51<sup>(1)(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;647056 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Financial (continued) | Financial (continued) |  |
| Life Storage, L.P., 2.40%, 10/15/31 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1045 | $806475 |
| Macquarie Bank, Ltd., 3.624%, 6/3/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;744 | &nbsp;&nbsp; 603150 |
| National Bank of Canada, 0.55% to 11/15/23, 11/15/24<sup>(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759 | &nbsp;&nbsp; 726698 |
| Newmark Group, Inc., 6.125%, 11/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388 | &nbsp;&nbsp; 384951 |
| OneMain Finance Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1637 | &nbsp;&nbsp; 1357433 |
| &nbsp;&nbsp;&nbsp;7.125%, 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188 | &nbsp;&nbsp; 179185 |
| PennyMac Financial Services, Inc., 4.25%, 2/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146 | &nbsp;&nbsp; 114081 |
| Radian Group, Inc., 4.875%, 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1321869 |
| 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;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171772 |
| &nbsp;&nbsp;&nbsp;3.875%, 3/1/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1035159 |
| Sabra Health Care, L.P., 3.20%, 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;936672 |
| Santander UK Group Holdings PLC, 6.833% to 11/21/25, 11/21/26<sup>(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;856843 |
| SITE Centers Corp., 3.625%, 2/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488368 |
| Societe Generale S.A.: |  |  |
| &nbsp;&nbsp;&nbsp;6.221% to 6/15/32, 6/15/33<sup>(1)(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853583 |
| &nbsp;&nbsp;&nbsp;9.375% to 11/22/27<sup>(1)(9)(11)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781822 |
| Standard Chartered PLC: |  |  |
| &nbsp;&nbsp;&nbsp;1.214% to 3/23/24, 3/23/25<sup>(1)(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307793 |
| &nbsp;&nbsp;&nbsp;1.456% to 1/14/26, 1/14/27<sup>(1)(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;892612 |
| &nbsp;&nbsp;&nbsp;1.822% to 11/23/24, 11/23/25<sup>(1)(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604175 |
| Stifel Financial Corp., 4.00%, 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784327 |
| Sun Communities Operating, L.P.: |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513838 |
| &nbsp;&nbsp;&nbsp;4.20%, 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1067236 |
| Swedbank AB, 5.337%, 9/20/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1121600 |
| Synchrony Bank, 5.625%, 8/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1335259 |
| Synovus Bank/Columbus, GA, 4.00% to 10/29/25, 10/29/30<sup>(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726246 |
| Synovus Financial Corp., 5.90% to 2/7/24, 2/7/29<sup>(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69551 |
| Texas Capital Bancshares, Inc., 4.00% to 5/6/26, 5/6/31<sup>(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529697 |
| Toronto-Dominion Bank (The), 8.125% to 10/31/27, 10/31/82<sup>(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2082915 |
| Truist Financial Corp., 5.10% to 3/1/30<sup>(11)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;979290 |
| UBS AG, 1.25%, 6/1/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;812098 |
| UBS Group AG: |  |  |
| &nbsp;&nbsp;&nbsp;2.095% to 2/11/31, 2/11/32<sup>(1)(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;939405 |
| &nbsp;&nbsp;&nbsp;4.375% to 2/10/31<sup>(1)(11)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494706 |
| UniCredit SpA, 5.459% to 6/30/30, 6/30/35<sup>(1)(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;647455 |
| Westpac Banking Corp., 3.02% to 11/18/31, 11/18/36<sup>(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460883 |
|  |  | &nbsp;&nbsp;&nbsp;**$86805324** |
| Government - Multinational — 1.7% | Government - Multinational — 1.7% |  |
| Asian Development Bank, 3.125%, 9/26/28<sup>(9)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1160 | &nbsp;&nbsp;&nbsp;&nbsp;$1093695 |

---

------

Calvert

Balanced Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Government - Multinational (continued) | Government - Multinational (continued) |  |
| European Bank for Reconstruction & Development, 1.50%, 2/13/25 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1295 | $1217672 |
| European Investment Bank: |  |  |
| &nbsp;&nbsp;&nbsp;1.625%, 5/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2540 | &nbsp;&nbsp; 2124799 |
| &nbsp;&nbsp;&nbsp;2.375%, 5/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2741 | &nbsp;&nbsp; 2548139 |
| &nbsp;&nbsp;&nbsp;2.875%, 6/13/25<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5102 | &nbsp;&nbsp; 4926992 |
| Inter-American Development Bank, 0.875%, 4/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1030 | &nbsp;&nbsp; 952712 |
| International Bank for Reconstruction & Development: |  |  |
| &nbsp;&nbsp;&nbsp;3.125%, 11/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp; 2512832 |
| &nbsp;&nbsp;&nbsp;3.829%, (SOFR + 0.13%), 1/13/23<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1637009 |
| International Finance Corp., 4.414%, (SOFR + 0.09%), 4/3/24<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678578 |
|  |  | &nbsp;&nbsp;&nbsp;**$17692428** |
| Government - Regional — 0.2% | Government - Regional — 0.2% |  |
| Kommuninvest I Sverige AB, 0.375%, 6/19/24<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1940 | &nbsp;&nbsp;&nbsp;&nbsp;$1820074 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$1820074** |
| Industrial — 0.4% | Industrial — 0.4% |  |
| Imola Merger Corp., 4.75%, 5/15/29<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$571346 |
| Jabil, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1237748 |
| &nbsp;&nbsp;&nbsp;3.60%, 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1262315 |
| Owens Corning, 3.95%, 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1455802 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$4527211** |
| Other Revenue — 0.1% | Other Revenue — 0.1% |  |
| BlueHub Loan Fund, Inc., 3.099%, 1/1/30 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1625 | &nbsp;&nbsp;&nbsp;&nbsp;$1410115 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$1410115** |
| Technology — 0.4% | Technology — 0.4% |  |
| Dell International, LLC/EMC Corp., 3.45%, 12/15/51<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$157652 |
| DXC Technology Co., 2.375%, 9/15/28<sup>(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521345 |
| Kyndryl Holdings, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;2.05%, 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853856 |
| &nbsp;&nbsp;&nbsp;2.70%, 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287285 |
| Seagate HDD Cayman: |  |  |
| &nbsp;&nbsp;&nbsp;4.091%, 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629510 |
| &nbsp;&nbsp;&nbsp;5.75%, 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372998 |
| &nbsp;&nbsp;&nbsp;9.625%, 12/1/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831680 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$3654326** |
| Utilities — 0.7% | Utilities — 0.7% |  |
| AES Corp. (The), 2.45%, 1/15/31 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1826 | &nbsp;&nbsp;&nbsp;&nbsp;$1456894 |
| American Water Capital Corp., 2.30%, 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90500 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Utilities (continued) | Utilities (continued) |  |
| Avangrid, Inc., 3.15%, 12/1/24 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388 | $371121 |
| Clearway Energy Operating, LLC, 3.75%, 1/15/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472 | &nbsp;&nbsp; 380128 |
| Enel Finance International N.V., 1.375%, 7/12/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1861 | &nbsp;&nbsp; 1605982 |
| Engie Energia Chile S.A., 3.40%, 1/28/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp; 163653 |
| MidAmerican Energy Co.: |  |  |
| &nbsp;&nbsp;&nbsp;3.15%, 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp; 356275 |
| &nbsp;&nbsp;&nbsp;4.25%, 7/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835 | &nbsp;&nbsp; 712673 |
| NextEra Energy Capital Holdings, Inc., 1.90%, 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671 | &nbsp;&nbsp; 574079 |
| NextEra Energy Operating Partners, L.P., 4.25%, 9/15/24<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68247 |
| Niagara Mohawk Power Corp., 1.96%, 6/27/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464529 |
| Pattern Energy Operations, L.P./Pattern Energy Operations, Inc., 4.50%, 8/15/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810361 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$7054442** |
| Total Corporate Bonds<br> (identified cost $187,904,784) |  | &nbsp;&nbsp;**$164753797** |

---

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>(8)(13)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | $2364350 |
| Total High Social Impact Investments<br> (identified cost $2,500,000) |  | **$2364350** |

---

Preferred Stocks — 0.2%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Oil, Gas & Consumable Fuels — 0.0%<sup>(14)</sup> | Oil, Gas & Consumable Fuels — 0.0%<sup>(14)</sup> |  |
| NuStar Energy, L.P., Series B, 10.41%, (3 mo. USD LIBOR + 5.643%)<sup>(4)(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24733 | $504059 |
|  |  | **$504059** |
| Real Estate Management & Development — 0.1% | Real Estate Management & Development — 0.1% |  |
| Brookfield Property Partners, L.P.: |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.75% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31814 | $430443 |
| &nbsp;&nbsp;&nbsp;Series A2, 6.375% | &nbsp;&nbsp;&nbsp;&nbsp;28000 | &nbsp;&nbsp; 425880 |
|  |  | **$856323** |
| Venture Capital — 0.0%<sup>(14)</sup> | Venture Capital — 0.0%<sup>(14)</sup> |  |
| Consensus Orthopedics, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;Series A-1<sup>(6)(7)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;420683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 |
| &nbsp;&nbsp;&nbsp;Series B<sup>(6)(7)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;348940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| &nbsp;&nbsp;&nbsp;Series C<sup>(6)(7)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;601710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |

---

------

Calvert

Balanced Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Venture Capital (continued) | Venture Capital (continued) |  |
| Lumni, Inc., Series B<sup>(6)(7)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17265 | $33192 |
| Wind Harvest Co., Inc.<sup>(6)(7)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8696 | &nbsp;&nbsp; 0 |
|  |  | **$33192** |
| Wireless Telecommunication Services — 0.1% | Wireless Telecommunication Services — 0.1% |  |
| United States Cellular Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;5.50% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53525 | $777183 |
| &nbsp;&nbsp;&nbsp;6.25% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4575 | &nbsp;&nbsp; 73063 |
|  |  | **$850246** |
| Total Preferred Stocks<br> (identified cost $4,000,800) |  | &nbsp;&nbsp;&nbsp;&nbsp;**$2243820** |

---

Senior Floating-Rate Loans<sup>(15)</sup> — 0.2%

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Diversified Telecommunication Services — 0.1% | Diversified Telecommunication Services — 0.1% |  |
| CenturyLink, Inc., Term Loan, 6.634%, (1 mo. USD LIBOR + 2.25%), 3/15/27 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;824 | $783442 |
|  |  | **$783442** |
| IT Services — 0.0%<sup>(14)</sup> | IT Services — 0.0%<sup>(14)</sup> |  |
| 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;147 | $131224 |
|  |  | **$131224** |
| Software — 0.0%<sup>(14)</sup> | Software — 0.0%<sup>(14)</sup> |  |
| Hyland Software, Inc., Term Loan, 7.884%, (1 mo. USD LIBOR + 3.50%), 7/1/24 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356 | $352111 |
| Seattle Spinco, Inc., Term Loan, 7.134%, (1 mo. USD LIBOR + 2.75%), 6/21/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139 | &nbsp;&nbsp; 138300 |
| VS Buyer, LLC, Term Loan, 7.384%, (1 mo. USD LIBOR + 3.00%), 2/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71768 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$562179** |
| Specialty Retail — 0.1% | Specialty Retail — 0.1% |  |
| Petsmart, Inc., Term Loan, 8.13%, (1 mo. USD LIBOR + 3.75%), 2/11/28 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$975714 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$975714** |
| Total Senior Floating-Rate Loans<br> (identified cost $2,526,803) |  | &nbsp;&nbsp;&nbsp;&nbsp;**$2452559** |

---

Sovereign Government Bonds — 0.4%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Kreditanstalt fuer Wiederaufbau: |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 9/30/30 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591 | $462951 |
| &nbsp;&nbsp;&nbsp;1.00%, 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4213 | &nbsp;&nbsp; 3746529 |
| Total Sovereign Government Bonds<br> (identified cost $4,754,886) |  | **$4209480** |

---

Taxable Municipal Obligations — 1.2%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| General Obligations — 0.3% | General Obligations — 0.3% |  |
| Los Angeles Unified School District, CA, 5.75%, 7/1/34<sup>(16)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | $836928 |
| Massachusetts, Green Bonds, 3.277%, 6/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880 | &nbsp;&nbsp; 670719 |
| New York City, NY, 5.206%, 10/1/31<sup>(16)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1275 | &nbsp;&nbsp; 1290402 |
| San Francisco City and County, CA, (Social Bonds - Affordable Housing, 2016), 3.921%, 6/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630 | &nbsp;&nbsp; 548528 |
|  |  | **$3346577** |
| Special Tax Revenue — 0.4% | Special Tax Revenue — 0.4% |  |
| California Health Facilities Financing Authority, (No Place Like Home Program): |  |  |
| &nbsp;&nbsp;&nbsp;2.361%, 6/1/26 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935 | $864464 |
| &nbsp;&nbsp;&nbsp;2.484%, 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602523 |
| &nbsp;&nbsp;&nbsp;2.534%, 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735538 |
| &nbsp;&nbsp;&nbsp;2.584%, 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394917 |
| &nbsp;&nbsp;&nbsp;2.984%, 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429681 |
| Connecticut, Special Tax Revenue, 5.459%, 11/1/30<sup>(16)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406816 |
| New York City Transitional Finance Authority, NY, Future Tax Secured Revenue Bonds, 5.767%, 8/1/36<sup>(16)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990029 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$4423968** |
| Water and Sewer — 0.5% | Water and Sewer — 0.5% |  |
| District of Columbia Water & Sewer Authority, Green Bonds, 4.814%, 10/1/2114 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$234506 |
| Narragansett Bay Commission, RI, Wastewater System Revenue: |  |  |
| &nbsp;&nbsp;&nbsp;Green Bonds, 2.094%, 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349177 |
| &nbsp;&nbsp;&nbsp;Green Bonds, 2.184%, 9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274385 |
| &nbsp;&nbsp;&nbsp;Green Bonds, 2.264%, 9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237766 |
| &nbsp;&nbsp;&nbsp;Green Bonds, 2.344%, 9/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256607 |
| San Diego County Water Authority, CA: |  |  |
| &nbsp;&nbsp;&nbsp;Green Bonds, 1.531%, 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284587 |
| &nbsp;&nbsp;&nbsp;Green Bonds, 1.701%, 5/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248650 |
| &nbsp;&nbsp;&nbsp;Green Bonds, 1.951%, 5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138865 |

---

------

Calvert

Balanced Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Water and Sewer (continued) | Water and Sewer (continued) |  |
| San Francisco City and County Public Utilities Commission, CA, Water Revenue, Green Bonds, 3.303%, 11/1/39 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3420 | $2800980 |
|  |  | **$4825523** |
| Total Taxable Municipal Obligations<br> (identified cost $14,773,959) |  | **$12596068** |

---

U.S. Government Agencies and Instrumentalities — 0.4%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| U.S. Department of Housing and Urban Development: |  |  |
| &nbsp;&nbsp;&nbsp;2.618%, 8/1/23 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153 | $151129 |
| &nbsp;&nbsp;&nbsp;2.668%, 8/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534 | &nbsp;&nbsp; 517240 |
| &nbsp;&nbsp;&nbsp;2.738%, 8/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534 | &nbsp;&nbsp; 511056 |
| &nbsp;&nbsp;&nbsp;3.435%, 8/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp; 466863 |
| &nbsp;&nbsp;&nbsp;3.485%, 8/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp; 256696 |
| &nbsp;&nbsp;&nbsp;3.585%, 8/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547 | &nbsp;&nbsp; 463997 |
| U.S. International Development Finance Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;3.22%, 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643 | &nbsp;&nbsp; 607966 |
| &nbsp;&nbsp;&nbsp;3.52%, 9/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627389 |
| Total U.S. Government Agencies and Instrumentalities<br> (identified cost $4,014,336) |  | &nbsp;&nbsp;&nbsp;&nbsp;**$3602336** |

---

U.S. Government Agency Mortgage-Backed Securities — 5.2%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Federal Home Loan Mortgage Corp., Pool #ZT0383, 3.50%, 3/1/48 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231 | $213899 |
| Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 30-Year, TBA<sup>(17)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29559 | &nbsp;&nbsp; 27753115 |
| &nbsp;&nbsp;&nbsp;4.50%, 30-Year, TBA<sup>(17)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11260 | &nbsp;&nbsp; 10855343 |
| &nbsp;&nbsp;&nbsp;5.00%, 30-Year, TBA<sup>(17)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8231 | &nbsp;&nbsp; 8117827 |
| &nbsp;&nbsp;&nbsp;5.50%, 30-Year, TBA<sup>(17)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp; 1755470 |
| &nbsp;&nbsp;&nbsp;Pool #AN1909, 2.68%, 7/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633 | &nbsp;&nbsp; 595882 |
| &nbsp;&nbsp;&nbsp;Pool #BM3990, 4.00%, 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp; 583624 |
| &nbsp;&nbsp;&nbsp;Pool #FM1867, 3.00%, 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699 | &nbsp;&nbsp; 622845 |
| &nbsp;&nbsp;&nbsp;Pool #FM6803, 2.00%, 4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499855 |
| &nbsp;&nbsp;&nbsp;Pool #FM7023, 3.00%, 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729670 |
| &nbsp;&nbsp;&nbsp;Pool #MA3149, 4.00%, 10/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674729 |
| Government National Mortgage Association II: |  |  |
| &nbsp;&nbsp;&nbsp;Pool #CB2653, 2.50%, 3/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709053 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Government National Mortgage Association II: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Pool #CB8629, 2.50%, 4/20/51 | $1258 | $1079290 |
| Total U.S. Government Agency Mortgage-Backed Securities<br> (identified cost $55,882,077) |  | **$54190602** |

---

U.S. Treasury Obligations — 10.6%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| U.S. Treasury Bonds: |  |  |
| &nbsp;&nbsp;&nbsp;1.375%, 11/15/40 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;961 | $625028 |
| &nbsp;&nbsp;&nbsp;1.375%, 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1708 | &nbsp;&nbsp; 949708 |
| &nbsp;&nbsp;&nbsp;1.875%, 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2040 | &nbsp;&nbsp; 1442981 |
| &nbsp;&nbsp;&nbsp;1.875%, 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335 | &nbsp;&nbsp; 213033 |
| &nbsp;&nbsp;&nbsp;1.875%, 11/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996 | &nbsp;&nbsp; 631176 |
| &nbsp;&nbsp;&nbsp;2.00%, 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1316 | &nbsp;&nbsp; 869974 |
| &nbsp;&nbsp;&nbsp;2.00%, 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7338 | &nbsp;&nbsp; 4807250 |
| &nbsp;&nbsp;&nbsp;2.25%, 2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1804 | &nbsp;&nbsp; 1255189 |
| &nbsp;&nbsp;&nbsp;2.375%, 2/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;12170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9297928 |
| &nbsp;&nbsp;&nbsp;2.875%, 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656234 |
| &nbsp;&nbsp;&nbsp;2.875%, 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519413 |
| &nbsp;&nbsp;&nbsp;3.00%, 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;593437 |
| &nbsp;&nbsp;&nbsp;3.125%, 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311988 |
| &nbsp;&nbsp;&nbsp;3.375%, 8/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83148 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6324852 |
| U.S. Treasury Notes: |  |  |
| &nbsp;&nbsp;&nbsp;0.125%, 9/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3768110 |
| &nbsp;&nbsp;&nbsp;0.125%, 10/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;901089 |
| &nbsp;&nbsp;&nbsp;0.125%, 12/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263443 |
| &nbsp;&nbsp;&nbsp;0.125%, 1/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308945 |
| &nbsp;&nbsp;&nbsp;0.125%, 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307889 |
| &nbsp;&nbsp;&nbsp;0.25%, 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1475343 |
| &nbsp;&nbsp;&nbsp;0.25%, 6/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167620 |
| &nbsp;&nbsp;&nbsp;0.375%, 10/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525584 |
| &nbsp;&nbsp;&nbsp;0.375%, 4/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305689 |
| &nbsp;&nbsp;&nbsp;0.375%, 9/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312814 |
| &nbsp;&nbsp;&nbsp;0.625%, 7/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1551934 |
| &nbsp;&nbsp;&nbsp;0.75%, 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266052 |
| &nbsp;&nbsp;&nbsp;1.00%, 7/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1022738 |
| &nbsp;&nbsp;&nbsp;1.125%, 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785284 |
| &nbsp;&nbsp;&nbsp;1.125%, 2/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3165430 |
| &nbsp;&nbsp;&nbsp;1.125%, 8/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382568 |
| &nbsp;&nbsp;&nbsp;1.25%, 12/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;906412 |
| &nbsp;&nbsp;&nbsp;1.25%, 3/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1398824 |
| &nbsp;&nbsp;&nbsp;1.25%, 4/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2521863 |
| &nbsp;&nbsp;&nbsp;1.25%, 6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297520 |

---

------

Calvert

Balanced Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| U.S. Treasury Notes: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;1.25%, 8/15/31 | $&nbsp;&nbsp;&nbsp;&nbsp;36 | $29202 |
| &nbsp;&nbsp;&nbsp;1.375%, 9/30/23 | &nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp; 892733 |
| &nbsp;&nbsp;&nbsp;1.375%, 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;226 | &nbsp;&nbsp; 184009 |
| &nbsp;&nbsp;&nbsp;1.50%, 1/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;342 | &nbsp;&nbsp; 308829 |
| &nbsp;&nbsp;&nbsp;1.75%, 5/15/23 | 10500 | &nbsp;&nbsp; 10390265 |
| &nbsp;&nbsp;&nbsp;1.875%, 2/28/27 | 15885 | &nbsp;&nbsp; 14551183 |
| &nbsp;&nbsp;&nbsp;1.875%, 2/15/32 | 1351 | &nbsp;&nbsp; 1146503 |
| &nbsp;&nbsp;&nbsp;2.125%, 3/31/24 | 6480 | &nbsp;&nbsp; 6279145 |
| &nbsp;&nbsp;&nbsp;2.625%, 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710440 |
| &nbsp;&nbsp;&nbsp;2.75%, 4/30/27 | 12701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12038663 |
| &nbsp;&nbsp;&nbsp;2.75%, 7/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553556 |
| &nbsp;&nbsp;&nbsp;2.75%, 8/15/32 | 1420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1293309 |
| &nbsp;&nbsp;&nbsp;2.875%, 4/30/29 | 3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3091107 |
| &nbsp;&nbsp;&nbsp;3.125%, 8/31/27 | 2851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2742417 |
| &nbsp;&nbsp;&nbsp;3.125%, 8/31/29 | 1228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1165952 |
| &nbsp;&nbsp;&nbsp;3.25%, 8/31/24 | 1840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1801834 |
| &nbsp;&nbsp;&nbsp;3.875%, 9/30/29 | 1121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1113206 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/15/25 | 2732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2748862 |
| Total U.S. Treasury Obligations<br> (identified cost $120,383,454) |  | &nbsp;&nbsp;**$110257705** |

---

Venture Capital Limited Partnership Interests — 0.1%

---

| | |
|:---|:---|
| **Security** | **Value** |
| First Analysis Private Equity Fund IV, L.P.<sup>(6)(7)(8)</sup> | $370089 |
| GEEMF Partners, L.P.<sup>(6)(7)(8)(13)</sup> | &nbsp;&nbsp; 7040 |
| Global Environment Emerging Markets Fund, L.P.<sup>(6)(7)(8)</sup> | &nbsp;&nbsp; 31134 |
| Solstice Capital, L.P.<sup>(6)(7)(8)</sup> | &nbsp;&nbsp; 23894 |
| Total Venture Capital Limited Partnership Interests<br> (identified cost $0) | **$432157** |

---

---

| | | |
|:---|:---|:---|
| Short-Term Investments — 2.2% |  |  |
| Affiliated Fund — 1.9% | Affiliated Fund — 1.9% | Affiliated Fund — 1.9% |
| **Security** | **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value** |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 4.11%<sup>(18)</sup> | 19229115 | $19229115 |
| Total Affiliated Fund<br> (identified cost $19,229,115) |  | **$19229115** |
| Securities Lending Collateral — 0.3% | Securities Lending Collateral — 0.3% | Securities Lending Collateral — 0.3% |
| **Security** | **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value** |
| State Street Navigator Securities Lending Government Money Market Portfolio, 4.34%<sup>(19)</sup> | 3214824 | $3214824 |
| Total Securities Lending Collateral<br> (identified cost $3,214,824) |  | **$3214824** |
| Total Short-Term Investments<br> (identified cost $22,443,939) |  | **$22443939** |
| Total Investments — 104.6%<br> (identified cost $999,400,018) |  | **$1085997262** |
| Other Assets, Less Liabilities — (4.6)% |  | **$(47838233)** |
| Net Assets — 100.0% |  | **$1038159029** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category in the Schedule of Investments is based on net assets. | The percentage shown for each investment category in the Schedule of Investments is based on net assets. |
| <sup>(1)</sup> | Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At December 31, 2022, the aggregate value of these securities is $155,525,830 or 15.0% of the Fund's net assets. |
| <sup>(2)</sup> | Weighted average fixed-rate coupon that changes/updates monthly. Rate shown is the rate at December 31, 2022. |
| <sup>(3)</sup> | Step coupon security. Interest rate represents the rate in effect at<br> 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> | Non-income producing security. |
| <sup>(7)</sup> | For fair value measurement disclosure purposes, security is categorized as Level 3. |
| <sup>(8)</sup> | Restricted security. Total market value of restricted securities amounts to $4,912,605, which represents 0.5% of the net assets of the Fund as of December 31, 2022. |

---

------

Calvert

Balanced Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

<sup>(9)</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 $3,331,198 and the total market value of the collateral received by the Fund was $3,445,048, comprised of cash of $3,214,824 and U.S. government and/or agencies securities of $230,224.

<sup>(10)</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 $186,047 or less than 0.05% of the Fund's net assets.

<sup>(11)</sup> Security converts to variable rate after the indicated fixed-rate coupon period.

<sup>(12)</sup> Perpetual security with no stated maturity date but may be subject to calls by the issuer.

<sup>(13)</sup> May be deemed to be an affiliated company.

<sup>(14)</sup> Amount is less than 0.05%.

<sup>(15)</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>(16)</sup> Build America Bond. Represents taxable municipal obligation issued pursuant to the American Recovery and Reinvestment Act of 2009 or other legislation providing for the issuance of taxable municipal debt on which the issuer receives federal support.

<sup>(17)</sup> TBA (To Be Announced) securities are purchased or 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>(18)</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>(19)</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;5849 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;6060 | &nbsp;&nbsp;&nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;&nbsp;&nbsp;2/28/23 | &nbsp;&nbsp;&nbsp;&nbsp;$225 | &nbsp;&nbsp;&nbsp;&nbsp;$— |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$225** | &nbsp;&nbsp;&nbsp;&nbsp;**$—** |

---

#### 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;108 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;3/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;$22148438 | &nbsp;&nbsp;&nbsp;&nbsp;$28996 |
| U.S. 10-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;3/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1594) |
| U.S. Long Treasury Bond | &nbsp;&nbsp;&nbsp;&nbsp;121 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;3/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15166594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251 |
| U.S. Ultra-Long Treasury Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;3/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2283312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13258 |
| U.S. 5-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;(223) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;3/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24068320) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30876 |

---

------

Calvert

Balanced Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

#### Futures Contracts — continued

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **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)** |
| U.S. Ultra 10-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;(146) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;3/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;$(17269063) | &nbsp;&nbsp;&nbsp;&nbsp;$28574 |
| U.S. Ultra-Long Treasury Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;3/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1880375) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4721) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$95640** |

---

#### Restricted Securities

---

| | | |
|:---|:---|:---|
| **Description** | &nbsp;&nbsp;&nbsp;&nbsp;**Acquisition Dates** | &nbsp;&nbsp;&nbsp;&nbsp;**Cost** |
| Calvert Impact Capital, Inc., Community Investment Notes, 1.50%, 12/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/14/20 | &nbsp;&nbsp;&nbsp;&nbsp;$2500000 |
| CFBanc Corp., Common Stock | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3/14/03 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270000 |
| Consensus Orthopedics, Inc., Common Stock | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2/10/06 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504331 |
| Consensus Orthopedics, Inc., Series A-1, Preferred | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8/19/05 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4331 |
| Consensus Orthopedics, Inc., Series B, Preferred | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2/10/06 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139576 |
| Consensus Orthopedics, Inc., Series C, Preferred | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2/10/06 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120342 |
| First Analysis Private Equity Fund IV, L.P. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2/25/02-7/6/11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| GEEMF Partners, L.P. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2/28/97 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| Global Environment Emerging Markets Fund, L.P. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1/14/94-2/1/95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| Learn Capital Venture Partners III, L.P., Common Stock | &nbsp;&nbsp;&nbsp;&nbsp;8/30/16-5/17/22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1072962 |
| Lumni, Inc., Series B, Preferred | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8/8/13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116367 |
| Neighborhood Bancorp, Class A, Common Stock | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6/25/97 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 |
| Solstice Capital, L.P. | &nbsp;&nbsp;&nbsp;&nbsp;6/26/01-6/17/08 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| Wind Harvest Co., Inc., Preferred | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5/16/94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 |

---

---

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

---

---

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

---

------

Calvert

Balanced Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

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 fluctuations in currency exchange rates.

Interest Rate Risk: During the fiscal year to date ended December 31, 2022, the Fund entered into futures contracts to hedge against fluctuations in interest rates and to manage overall 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 affiliated issuers and funds, including issuers and funds that may be deemed to be affiliated, was $23,256,489, which represents 2.2% of the Fund's net assets. Transactions in such investments by the Fund for the fiscal year to date ended December 31, 2022 were as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Name** | **Value,<br> beginning<br> of period** | **Purchases** | **Sales<br> proceeds** | **Net<br> realized<br> gain<br> (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Value,<br> end of<br> period** | **Interest/<br> Dividend<br> income** | **Principal amount/<br> Shares,<br> end of period** |
| **Commercial Mortgage-Backed Securities** |  |  |  |  |  |  |  |  |
| Morgan Stanley Capital I Trust: |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-CLS, Class A, 3.518%, (1 mo. USD LIBOR + 0.70%), 11/15/34 | $1897739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | $(1909000) | $6296 | $5062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | $2515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-CLS, Class E, 4.768%, (1 mo. USD LIBOR + 1.95%), 11/15/34 | &nbsp;&nbsp;&nbsp; 222921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (225000) | &nbsp;&nbsp;&nbsp; 174 | &nbsp;&nbsp;&nbsp; 1905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-CLS, Class F, 5.418%, (1 mo. USD LIBOR + 2.60%), 11/15/34 | &nbsp;&nbsp;&nbsp; 617087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (629000) | &nbsp;&nbsp;&nbsp;2094 | &nbsp;&nbsp;&nbsp; 9819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-BPR, Class A, 5.968%, (1 mo. USD LIBOR + 1.65%), 5/15/36 | &nbsp;&nbsp;&nbsp; 1124891 | &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;(21284) | &nbsp;&nbsp;&nbsp; 1103607 | &nbsp;&nbsp;&nbsp; 14958 | &nbsp;&nbsp;&nbsp; 1152974 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-BPR, Class B, 6.668%, (1 mo. USD LIBOR + 2.35%), 5/15/36 | &nbsp;&nbsp;&nbsp; 372310 | &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; (9988) | &nbsp;&nbsp;&nbsp; 362353 | &nbsp;&nbsp;&nbsp; 5729 | &nbsp;&nbsp;&nbsp; 386000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-BPR, Class C, 7.618%, (1 mo. USD LIBOR + 3.30%), 5/15/36 | &nbsp;&nbsp;&nbsp; 194852 | &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; (4828) | &nbsp;&nbsp;&nbsp; 190024 | &nbsp;&nbsp;&nbsp; 3524 | &nbsp;&nbsp;&nbsp; 205000 |
| **High Social Impact Investments** |  |  |  |  |  |  |  |  |
| Calvert Impact Capital, Inc., Community Investment Notes, 1.50%, 12/15/23<sup>(1)</sup> | &nbsp;&nbsp;&nbsp; 2321900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;42450 | &nbsp;&nbsp;&nbsp;&nbsp;2364350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9375 | &nbsp;&nbsp;&nbsp;&nbsp;2500000 |
| **Venture Capital Limited Partnership Interests** |  |  |  |  |  |  |  |  |
| GEEMF Partners, L.P.<sup>(1)(2)(3)</sup> | &nbsp;&nbsp;&nbsp; 7561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(521) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** |  |  |  |  |  |  |
| Liquidity Fund, Institutional Class<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;24252378 | &nbsp;&nbsp;&nbsp;58135799 | &nbsp;&nbsp;&nbsp;(63159062) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;19229115 | &nbsp;&nbsp;&nbsp;147423 | &nbsp;&nbsp;&nbsp;19229115 |
| **Total** |  |  |  | **$8564** | &nbsp;&nbsp;**$22615** | **$23256489** | **$185267** |  |

---

<sup>(1)</sup> Restricted security.

<sup>(2)</sup> For fair value measurement disclosure purposes, security is categorized as Level 3.

<sup>(3)</sup> Non-income producing security.

<sup>(4)</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.)

------

Calvert

Balanced Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

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<sup>(1)</sup>** | &nbsp;&nbsp;**Total** |
| Asset-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$67372924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$67372924 |
| Collateralized Mortgage Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11824905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11824905 |
| 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;&nbsp;&nbsp;42543017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42543017 |
| Common Stocks | &nbsp;&nbsp;&nbsp;&nbsp;582626697<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582626697 |
| Common Stocks - Venture Capital | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;2082906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2082906 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;164753797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164753797 |
| High Social Impact Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2364350 | &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;2364350 |
| Preferred Stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2210628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2210628 |
| Preferred Stocks - Venture Capital | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33192 |
| 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;&nbsp;&nbsp;&nbsp;2452559 | &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;2452559 |
| Sovereign Government Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4209480 | &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;4209480 |
| 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;&nbsp;12596068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12596068 |
| U.S. Government Agencies and Instrumentalities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3602336 | &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;3602336 |
| 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;&nbsp;&nbsp;54190602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54190602 |
| 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;110257705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110257705 |
| Venture Capital Limited Partnership Interests | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432157 |
| Short-Term Investments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Affiliated Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19229115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19229115 |
| &nbsp;&nbsp;&nbsp;Securities Lending Collateral | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3214824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3214824 |
| **Total Investments** | &nbsp;&nbsp;**$607281264** | &nbsp;&nbsp;**$476167743** | &nbsp;&nbsp;**$2548255** | &nbsp;&nbsp;**$1085997262** |
| Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$225 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101955 |
| **Total** | &nbsp;&nbsp;**$607383219** | &nbsp;&nbsp;**$476167968** | &nbsp;&nbsp;**$2548255** | &nbsp;&nbsp;**$1086099442** |
| **Liability Description** |  |  |  |  |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(6315) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(6315) |
| **Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$(6315)** | &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;**$(6315)** |

---

<sup>(1)</sup> None of the unobservable inputs for Level 3 assets, individually or collectively, had a material impact on the Fund. <br> <sup>(2)</sup> The level classification by major category of investments is the same as the category presentation in the Schedule of Investments.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the fiscal year to date ended December 31, 2022 is not presented.

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 SOCIAL INVESTMENT FUND

- **b. Investment Company Act file number:** 811-03334

- **c. CIK number of Registrant:** 0000356682

- **d. LEI of Registrant:** 549300V0NY9G3Y5OI796

- **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 Balanced Fund

- **b. EDGAR series identifier (if any):** S000008717

- **c. LEI of Series:** 549300NLUVH82C0C8603

**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:** $1092642587.62

**Total Liabilities:** $54493934.85

**Net Assets:** $1038148652.77

**Delayed Delivery Securities:** $49872851.68

**Cash Not Reported:** $1626012.06

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -608.14000000 | **1-Year:** -11304.71000000 | **5-Year:** -39024.40000000 | **10-Year:** -36433.46000000 | **30-Year:** -17460.41000000

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

- **3-Month:** -535.49000000 | **1-Year:** -6904.55000000 | **5-Year:** -17813.68000000 | **10-Year:** -11214.75000000 | **30-Year:** -3203.03000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000211115 | 3.32%                | 4.62%                | -3.16%               |
| Class ID C000023757 | 3.32%                | 4.62%                | -3.17%               |
| Class ID C000023754 | 3.28%                | 4.62%                | -3.16%               |
| Class ID C000023756 | 3.22%                | 4.53%                | -3.22%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2085694.60             | $34441103.63                               |
| Month 2  | $-5284742.17             | $51146994.91                               |
| Month 3  | $2622697.66              | $-38407424.90                              |

**Designated Index Information**

- **Index Name:** 60% Russell 1000/ 40% Bloomberg US Agg

- **Index Identifier:** RS10LEUSD

### Schedule of Portfolio Investments

| Name                                                                    | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SYNCHRONY BANK                                                          | Synchrony Bank                                                                  | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   1368000 | PA      | $1335259.07   | 0.13%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                | FMC Corp                                                                        | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |     61800 | NS      | $7712640.00   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6314000 | PA      | $6324852.19   | 0.61%             | 2052-11-15      | Fixed         | 4.00%                 | 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        |    182000 | PA      | $161410.87    | 0.02%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loan Trust 2020-2                                                  | CUSIP: 61946PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    233653 | PA      | $195350.01    | 0.02%             | 2046-08-20      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR Trust 2019-DNA3                                               | CUSIP: 35564TBE9<br>LEI: 549300KB1O80CETXGJ21 | Long             | ABS-MBS          | USGSE             | US        |    240000 | PA      | $244514.23    | 0.02%             | 2049-07-25      | Floating      | 12.54%                | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                            | UBS Group AG                                                                    | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1244000 | PA      | $939404.76    | 0.09%             | 2032-02-11      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                         | SBA Tower Trust                                                                 | CUSIP: 78403DAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $956329.10    | 0.09%             | 2049-10-15      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                             | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    846000 | PA      | $785619.91    | 0.08%             | 2033-04-26      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1012000 | PA      | $906412.03    | 0.09%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust                                               | Avant Loans Funding Trust 2021-REV1                                             | CUSIP: 05353LAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    525000 | PA      | $456362.13    | 0.04%             | 2030-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                              | Intuit Inc                                                                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     19767 | NS      | $7693711.74   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| SMITHFIELD FOODS INC                                                    | Smithfield Foods Inc                                                            | CUSIP: 832248BD9<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    870000 | PA      | $624384.24    | 0.06%             | 2031-09-13      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                  | Asian Development Bank                                                          | CUSIP: 045167EJ8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1160000 | PA      | $1093694.99   | 0.11%             | 2028-09-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| Consensus Orthopedics Inc                                               | CONSENSUS ORTHOPEDICS INC                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    180877 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140XAYV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    818113 | PA      | $729670.06    | 0.07%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                       | Hyatt Hotels Corp                                                               | CUSIP: 448579AN2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    168000 | PA      | $157527.97    | 0.02%             | 2024-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                             | Swedbank AB                                                                     | CUSIP: 87020PAT4<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   1129000 | PA      | $1121599.85   | 0.11%             | 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        |    902000 | PA      | $784326.93    | 0.08%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMETEK Inc                                                              | AMETEK Inc                                                                      | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     66500 | NS      | $9291380.00   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| NEPTUNE ENERGY BONDCO                                                   | Neptune Energy Bondco PLC                                                       | CUSIP: 64073KAA1<br>LEI: 549300CPMT8I2QBRYF88 | Long             | DBT              | CORP              | GB        |     70000 | PA      | $68093.05     | 0.01%             | 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        |     28000 | NS      | $425880.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp                                                   | Stifel Financial Corp                                                           | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |    105400 | NS      | $6152198.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER SA                                                      | Banco Santander SA                                                              | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $684326.23    | 0.07%             | 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        |    200000 | PA      | $186047.00    | 0.02%             | 2025-07-09      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| KFW                                                                     | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JQ8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   4213000 | PA      | $3746528.68   | 0.36%             | 2026-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE                                  | CUSIP: 64971MZG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    955000 | PA      | $990029.40    | 0.10%             | 2036-08-01      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                                  | NRZ Excess Spread-Collateralized Notes                                          | CUSIP: 65246QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1638741 | PA      | $1450126.25   | 0.14%             | 2026-11-25      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                                           | Discover Bank                                                                   | CUSIP: 25466AAN1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    699000 | PA      | $671044.83    | 0.06%             | 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        |    596000 | PA      | $529696.84    | 0.05%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1756000 | PA      | $1551933.59   | 0.15%             | 2026-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                                        | Bellemeade Re Ltd                                                               | CUSIP: 07876MAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    248000 | PA      | $245181.33    | 0.02%             | 2031-03-25      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1420000 | PA      | $1293309.38   | 0.12%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                                  | HAT Holdings I LLC / HAT Holdings II LLC                                        | CUSIP: 418751AB9<br>LEI: N/A                  | Long             | DBT              |  | US        |    695000 | PA      | $674150.00    | 0.06%             | 2025-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140J8NG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    609624 | PA      | $583623.99    | 0.06%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CBM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    324000 | PA      | $307888.59    | 0.03%             | 2024-02-15      | Fixed         | 0.12%                 | 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        |   1119805 | PA      | $1012359.26   | 0.10%             | 2040-01-25      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12701000 | PA      | $12038662.66  | 1.16%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 912828W71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6480000 | PA      | $6279145.34   | 0.60%             | 2024-03-31      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                      | Union Pacific Corp                                                              | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     50000 | NS      | $10353500.00  | 1.00%             |  |  |  | No            |                  1 | 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        |    550000 | PA      | $109391.43    | 0.01%             | 2027-06-10      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CAP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    934000 | PA      | $901088.94    | 0.09%             | 2023-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                                  | BBVA Bancomer SA/Texas                                                          | CUSIP: 05533UAH1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    859000 | PA      | $779946.23    | 0.08%             | 2025-09-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1275293.65   | 0.12%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| San Diego County Water Authority                                        | SAN DIEGO CNTY CA WTR AUTH                                                      | CUSIP: 797412DT7<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |    320000 | PA      | $248649.60    | 0.02%             | 2031-05-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                            | Comcast Corp                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $727603.20    | 0.07%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                                             | Home RE 2021-1 Ltd                                                              | CUSIP: 437307AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    516984 | PA      | $514554.64    | 0.05%             | 2033-07-25      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    304000 | PA      | $276699.28    | 0.03%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                     | Oportun Issuance Trust 2021-C                                                   | CUSIP: 68377WAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    530000 | PA      | $460664.76    | 0.04%             | 2031-10-08      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                  | General Motors Financial Co Inc                                                 | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1234000 | PA      | $1107766.09   | 0.11%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loan Trust 2019-1                                                  | CUSIP: 61946CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    412615 | PA      | $383811.82    | 0.04%             | 2043-12-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC                                              | Sunrun Callisto Issuer 2015-1 LLC                                               | CUSIP: 86771YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    416579 | PA      | $389291.77    | 0.04%             | 2045-07-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING                                                | NextEra Energy Operating Partners LP                                            | CUSIP: 65342QAC6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     73000 | PA      | $68246.61     | 0.01%             | 2024-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                            | Centene Corp                                                                    | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    575000 | PA      | $540539.22    | 0.05%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    244000 | PA      | $189362.63    | 0.02%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HOUSING URBAN DEVELOPMNT                                                | United States Department of Housing and Urban Development                       | CUSIP: 911759MW5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    153000 | PA      | $151128.74    | 0.01%             | 2023-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                     | NEW YORK NY                                                                     | CUSIP: 64966HMV9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1275000 | PA      | $1290402.00   | 0.12%             | 2031-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SOUTH32 TREASURY LTD                                                    | South32 Treasury Ltd                                                            | CUSIP: 84055BAA1<br>LEI: 213800HFGZMXST64GP53 | Long             | DBT              | CORP              | AU        |    861000 | PA      | $738983.39    | 0.07%             | 2032-04-14      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                     | Oportun Issuance Trust 2021-B                                                   | CUSIP: 68377GAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    178000 | PA      | $149709.20    | 0.01%             | 2031-05-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                        | Wells Fargo & Co                                                                | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    215700 | NS      | $8906253.00   | 0.86%             |  |  |  | No            |                  1 | 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        |    960000 | PA      | $836793.79    | 0.08%             | 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        |    680000 | PA      | $511278.47    | 0.05%             | 2032-11-05      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                                      | NextEra Energy Inc                                                              | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    120700 | NS      | $10090520.00  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2040000 | PA      | $1442981.25   | 0.14%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LEARN CAPITAL VENTURE PARTNERS                                          | LEARN CAPITAL VENTURE PARTNERS                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1072962 | NS      | $1702823.67   | 0.16%             |  |  |  | No            |                  3 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                                | TerraForm Power Operating LLC                                                   | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |   1169000 | PA      | $1054098.99   | 0.10%             | 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        |    758000 | PA      | $522955.96    | 0.05%             | 2050-02-25      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                           | Citigroup Inc                                                                   | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    610000 | PA      | $570893.56    | 0.05%             | 2028-01-10      | Fixed         | 3.89%                 | 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        |     68940 | PA      | $64794.64     | 0.01%             | 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        |    996000 | PA      | $631176.10    | 0.06%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                     | Oportun Issuance Trust 2021-C                                                   | CUSIP: 68377WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5100000 | PA      | $4466841.63   | 0.43%             | 2031-10-08      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                        | OneMain Financial Issuance Trust 2022-S1                                        | CUSIP: 68267HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1322052.62   | 0.13%             | 2035-05-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                          | Pagaya AI Debt Selection Trust 2021-2                                           | CUSIP: 69546LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    724395 | PA      | $675036.59    | 0.07%             | 2029-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CDD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    545000 | PA      | $525584.20    | 0.05%             | 2023-10-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                              | AbbVie Inc                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    102800 | NS      | $16613508.00  | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                        | Planet Fitness Master Issuer LLC                                                | CUSIP: 72703PAC7<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    611100 | PA      | $503779.78    | 0.05%             | 2049-12-05      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                   | MidAmerican Energy Co                                                           | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    835000 | PA      | $712672.92    | 0.07%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                                 | Sun Communities Operating LP                                                    | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |   1208000 | PA      | $1067236.17   | 0.10%             | 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        |   1028000 | PA      | $1045820.53   | 0.10%             | 2033-11-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 912828VB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10500000 | PA      | $10390264.82  | 1.00%             | 2023-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                 | International Bank for Reconstruction & Development                             | CUSIP: 45905U6L3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2600000 | PA      | $2512832.22   | 0.24%             | 2025-11-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                          | Pagaya AI Debt Selection Trust 2020-3                                           | CUSIP: 69546TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     87432 | PA      | $87156.15     | 0.01%             | 2027-05-17      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| DAVE & BUSTER'S INC                                                     | Dave & Buster's Inc                                                             | CUSIP: 23833NAH7<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | DBT              | CORP              | US        |    407000 | PA      | $409629.22    | 0.04%             | 2025-11-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    916000 | PA      | $704060.39    | 0.07%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Tradeweb Markets Inc                                                    | Tradeweb Markets Inc                                                            | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    103266 | NS      | $6705061.38   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11260000 | PA      | $10855343.19  | 1.05%             | 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        |    150000 | PA      | $143720.00    | 0.01%             | 2031-03-25      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                                  | BBVA Bancomer SA/Texas                                                          | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   1189000 | PA      | $1069186.23   | 0.10%             | 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        |   1870000 | PA      | $1540273.74   | 0.15%             | 2045-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                          | Pagaya AI Debt Selection Trust 2021-3                                           | CUSIP: 69546RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1290881 | PA      | $1257928.77   | 0.12%             | 2029-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 912828ZW3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    185000 | PA      | $167620.12    | 0.02%             | 2025-06-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                            | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     18997 | NS      | $10461457.93  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loan Trust 2019-2                                                  | CUSIP: 61945LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    985678 | PA      | $847878.98    | 0.08%             | 2040-09-20      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loan Trust 2022-2                                                  | CUSIP: 61946UAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    778863 | PA      | $743230.96    | 0.07%             | 2053-01-21      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CBR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1556000 | PA      | $1475343.28   | 0.14%             | 2024-03-15      | Fixed         | 0.25%                 | 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        |    150000 | PA      | $150967.28    | 0.01%             | 2031-07-25      | Floating      | 8.74%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                                          | JPMorgan Chase Bank NA - CACLN                                                  | CUSIP: 46591HCD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    539924 | PA      | $509078.50    | 0.05%             | 2029-02-26      | Fixed         | 0.76%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1316000 | PA      | $869973.68    | 0.08%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                          | EPR Properties                                                                  | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   1411000 | PA      | $1107322.89   | 0.11%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 30711XAP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    385920 | PA      | $405312.35    | 0.04%             | 2024-11-25      | Floating      | 9.29%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                   | DB Master Finance LLC                                                           | CUSIP: 233046AF8<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    161925 | PA      | $147744.50    | 0.01%             | 2047-11-20      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                     | Oportun Issuance Trust 2021-B                                                   | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    979000 | PA      | $855968.58    | 0.08%             | 2031-05-08      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                          | EPR Properties                                                                  | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   1059000 | PA      | $928428.88    | 0.09%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                       | International Finance Corp                                                      | CUSIP: 45950VQM1<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    679000 | PA      | $678577.91    | 0.07%             | 2024-04-03      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CFG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1840000 | PA      | $1801834.37   | 0.17%             | 2024-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                       | HSBC Holdings PLC                                                               | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2430000 | PA      | $2558128.65   | 0.25%             | 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        |    980075 | PA      | $788283.93    | 0.08%             | 2051-04-30      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                               | Jabil Inc                                                                       | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   1491000 | PA      | $1237747.72   | 0.12%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                         | Stack Infrastructure Issuer LLC                                                 | CUSIP: 85236KAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85000 | PA      | $73547.42     | 0.01%             | 2046-03-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CFBANC CORPORATION                                                      | CFBANC CORPORATION                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27000 | NS      | $371582.10    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| Los Angeles Unified School District/CA                                  | LOS ANGELES CA UNIF SCH DIST                                                    | CUSIP: 544646XZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $836928.00    | 0.08%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                | NIKE Inc                                                                        | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     57400 | NS      | $6716374.00   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Mill City Solar Loan 2020-1 Ltd.                                        | Mill City Solar Loan 2020-1 Ltd                                                 | CUSIP: 59982XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    454180 | PA      | $373216.50    | 0.04%             | 2047-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VMC Finance LLC                                                         | VMC Finance 2021-HT1 LLC                                                        | CUSIP: 91835TAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1060634 | PA      | $1027080.00   | 0.10%             | 2037-01-18      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                                        | Bellemeade RE 2021-3 Ltd                                                        | CUSIP: 078777AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    590000 | PA      | $549487.00    | 0.05%             | 2031-09-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                                   | Bread Financial Holdings Inc                                                    | CUSIP: 018581AK4<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    972000 | PA      | $863445.14    | 0.08%             | 2024-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| ASHTEAD CAPITAL INC                                                     | Ashtead Capital Inc                                                             | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    987000 | PA      | $886813.71    | 0.09%             | 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        |   3214976 | NS      | $3214976.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    371000 | PA      | $311987.81    | 0.03%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                        | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                       | CUSIP: 13032UVD7<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    935000 | PA      | $864463.60    | 0.08%             | 2026-06-01      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     36000 | PA      | $29202.19     | 0.00%             | 2031-08-15      | Fixed         | 1.25%                 | 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      | $224.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                                                     | DataBank Issuer                                                                 | CUSIP: 23802WAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    768000 | PA      | $666501.27    | 0.06%             | 2051-10-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                                | United States International Development Finance Corp                            | CUSIP: 690353G50<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGA              | US        |    642828 | PA      | $607965.57    | 0.06%             | 2029-09-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                               | Linde PLC                                                                       | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |     22500 | NS      | $7339050.00   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                                | Delta Air Lines Inc / SkyMiles IP Ltd                                           | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    825000 | PA      | $805303.13    | 0.08%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LIFE STORAGE LP                                                         | Life Storage LP                                                                 | CUSIP: 53227JAD6<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              |  | US        |   1045000 | PA      | $806474.90    | 0.08%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                    | PNC Financial Services Group Inc/The                                            | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     46700 | NS      | $7375798.00   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Extended Stay America Trust                                             | Extended Stay America Trust 2021-ESH                                            | CUSIP: 30227FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1354955 | PA      | $1303527.90   | 0.13%             | 2038-07-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                        | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                       | CUSIP: 13032UVL9<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    520000 | PA      | $429681.20    | 0.04%             | 2033-06-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Black Knight Inc                                                        | Black Knight Inc                                                                | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |     93100 | NS      | $5748925.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK FINANCIAL LLC                                                     | Block Financial LLC                                                             | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1631000 | PA      | $1430779.75   | 0.14%             | 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        |        17 | NC      | $13258.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140XARZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    603840 | PA      | $499855.34    | 0.05%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                                  | Kommuninvest I Sverige AB                                                       | CUSIP: 50046PBR5<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |   1940000 | PA      | $1820074.15   | 0.18%             | 2024-06-19      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BLUEHUB LOAN FUND                                                       | BlueHub Loan Fund Inc                                                           | CUSIP: 095623AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1410114.53   | 0.14%             | 2030-01-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loan Trust 2021-3                                                  | CUSIP: 61946TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    211000 | PA      | $178025.62    | 0.02%             | 2052-06-20      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                          | Fannie Mae-Aces                                                                 | CUSIP: 3136B75M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2322000 | PA      | $2035958.63   | 0.20%             | 2029-10-25      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                            | Comcast Corp                                                                    | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    198600 | NS      | $6945042.00   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    335000 | PA      | $213032.52    | 0.02%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                   | Bath & Body Works Inc                                                           | CUSIP: 532716AN7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    459000 | PA      | $388605.47    | 0.04%             | 2037-07-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                                     | NuStar Logistics LP                                                             | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    583000 | PA      | $562377.67    | 0.05%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F040610<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  29559000 | PA      | $27753115.07  | 2.67%             | 2053-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                           | Marriott International Inc/MD                                                   | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |     24200 | NS      | $3603138.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLTICE CAPITAL SEALED ENVELOP                                          | SOLTICE CAPITAL SEALED ENVELOP                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    500000 | NS      | $23894.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ENEL FINANCE INTL NV                                                    | Enel Finance International NV                                                   | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1861000 | PA      | $1605981.96   | 0.15%             | 2026-07-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                | Vantage Data Centers Issuer LLC                                                 | CUSIP: 92212KAD8<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |    621000 | PA      | $534925.55    | 0.05%             | 2046-10-15      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Seattle Spinco, Inc.                                                    | Seattle Spinco, Inc. USD Term Loan B3                                           | CUSIP: 81271EAB7<br>LEI: 213800AAQDP1DDU8BK05 | Long             | LON              | CORP              | US        |    138762 | PA      | $138299.58    | 0.01%             | 2024-06-21      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                        | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                       | CUSIP: 13032UVG0<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    455000 | PA      | $394917.25    | 0.04%             | 2029-06-01      | Fixed         | 2.58%                 | 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        |    267869 | PA      | $261401.33    | 0.03%             | 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        |    200000 | PA      | $189743.71    | 0.02%             | 2032-06-13      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Connecticut Avenue Securities Trust 2019-R05                                    | CUSIP: 20754HAD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    212419 | PA      | $216530.25    | 0.02%             | 2039-07-25      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                            | AES Corp/The                                                                    | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1826000 | PA      | $1456894.44   | 0.14%             | 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        |   2449000 | PA      | $2131095.31   | 0.21%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loan Trust 2019-2                                                  | CUSIP: 61945LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5711 | PA      | $5691.59      | 0.00%             | 2040-09-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Consensus Orthopedics Inc                                               | CONSENSUS ORTHOPEDICS INC                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    601710 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                | Celanese US Holdings LLC                                                        | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    936000 | PA      | $911452.67    | 0.09%             | 2029-07-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CEH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    738000 | PA      | $710440.31    | 0.07%             | 2025-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SYNOVUS BANK GA                                                         | Synovus Bank/Columbus GA                                                        | CUSIP: 87164DSE1<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |    782000 | PA      | $726246.00    | 0.07%             | 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        |    375000 | PA      | $358361.10    | 0.03%             | 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        |      -146 | NC      | $28574.01     | 0.00%             |  |  |  | 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        |    225000 | PA      | $22360.07     | 0.00%             | 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        |   1739500 | PA      | $1632091.09   | 0.16%             | 2036-09-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                    | Boston Properties LP                                                            | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    658000 | PA      | $679627.19    | 0.07%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                             | PepsiCo Inc                                                                     | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |    100600 | NS      | $18174396.00  | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                                                   | Texas Instruments Inc                                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     56696 | NS      | $9367313.12   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| JABIL INC                                                               | Jabil Inc                                                                       | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   1434000 | PA      | $1262314.59   | 0.12%             | 2030-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                                   | FMC GMSR Issuer Trust                                                           | CUSIP: 30259RAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $849520.80    | 0.08%             | 2027-07-25      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1203000 | PA      | $1022737.97   | 0.10%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                                   | FMC GMSR Issuer Trust                                                           | CUSIP: 30259RAM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    159000 | PA      | $141753.87    | 0.01%             | 2027-04-25      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Commercial Mortgage Trust 2021-VOLT                                          | CUSIP: 05609VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1808867 | PA      | $1709001.26   | 0.16%             | 2036-09-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                          | Morgan Stanley Capital I Trust 2019-BPR                                         | CUSIP: 61769GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1152974 | PA      | $1103607.24   | 0.11%             | 2036-05-15      | Floating      | 5.97%                 | 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        |    157755 | PA      | $106399.98    | 0.01%             | 2045-03-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                | American Water Capital Corp                                                     | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    110000 | PA      | $90500.27     | 0.01%             | 2031-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                | Visa Inc                                                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     78500 | NS      | $16309160.00  | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                                        | Connecticut Avenue Securities Trust 2018-R07                                    | CUSIP: 20753QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     56967 | PA      | $56983.04     | 0.01%             | 2031-04-25      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Sunnova Sol Issuer,LLC                                                  | Sunnova Sol II Issuer LLC                                                       | CUSIP: 86745PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1399934 | PA      | $1102319.26   | 0.11%             | 2055-11-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    815000 | PA      | $656234.18    | 0.06%             | 2049-05-15      | Fixed         | 2.88%                 | 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        |    386000 | PA      | $362353.22    | 0.03%             | 2036-05-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                  | Boston Scientific Corp                                                          | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |    225800 | NS      | $10447766.00  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivint Solar Financing LLC                                              | Vivint Solar Financing VII LLC                                                  | CUSIP: 92855HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    951012 | PA      | $730468.75    | 0.07%             | 2051-07-31      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                                 | Sun Communities Operating LP                                                    | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |    649000 | PA      | $513838.29    | 0.05%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                           | Owens Corning                                                                   | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   1598000 | PA      | $1455802.26   | 0.14%             | 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        |    845000 | PA      | $856842.68    | 0.08%             | 2026-11-21      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                     | Elevance Health Inc                                                             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     21000 | NS      | $10772370.00  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                                                         | Baker Hughes Co                                                                 | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    261900 | NS      | $7733907.00   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR Trust 2019-HQA2                                               | CUSIP: 35564MBD6<br>LEI: 549300NKHCH87PYOHD44 | Long             | ABS-MBS          | USGSE             | US        |    165053 | PA      | $168517.56    | 0.02%             | 2049-04-25      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    344000 | PA      | $297519.69    | 0.03%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust                        | GoodLeap Sustainable Home Solutions Trust 2021-5                                | CUSIP: 38237HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    610259 | PA      | $444551.02    | 0.04%             | 2048-10-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                          | Fannie Mae-Aces                                                                 | CUSIP: 3136AY2C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1033444 | PA      | $967156.89    | 0.09%             | 2027-09-25      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                            | CUSIP: 06051GHW2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1307000 | PA      | $1235816.70   | 0.12%             | 2025-10-22      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                     | Oportun Issuance Trust 2022-2                                                   | CUSIP: 68377HAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $342308.68    | 0.03%             | 2029-10-09      | Fixed         | 9.36%                 | 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        |    443000 | PA      | $408921.20    | 0.04%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                                | United States International Development Finance Corp                            | CUSIP: 6903534C8<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGA              | US        |    660214 | PA      | $627389.03    | 0.06%             | 2032-09-20      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                                            | Upstart Securitization Trust 2020-1                                             | CUSIP: 91679UAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    726750 | PA      | $712480.87    | 0.07%             | 2030-04-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                            | Centene Corp                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     74000 | PA      | $67790.72     | 0.01%             | 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        |    200000 | PA      | $171772.47    | 0.02%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Nokia OYJ                                                               | Nokia Oyj                                                                       | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    990000 | PA      | $941427.02    | 0.09%             | 2039-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HOUSING URBAN DEVELOPMNT                                                | United States Department of Housing and Urban Development                       | CUSIP: 911759NL8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    547000 | PA      | $463996.79    | 0.04%             | 2037-08-01      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Home Re 2018-1 Ltd.                                                     | Home Re 2018-1 Ltd                                                              | CUSIP: 43730MAB4<br>LEI: 254900E6IUAJSN9WD709 | Long             | ABS-MBS          | CORP              | BM        |    659738 | PA      | $656252.78    | 0.06%             | 2028-10-25      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                             | Extended Stay America Trust 2021-ESH                                            | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    624763 | PA      | $607691.50    | 0.06%             | 2038-07-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| APTIV PLC / APTIV CORP                                                  | Aptiv PLC / Aptiv Corp                                                          | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    410000 | PA      | $336432.17    | 0.03%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                                  | Marlette Funding Trust 2020-2                                                   | CUSIP: 57108RAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13437 | PA      | $13411.51     | 0.00%             | 2030-09-16      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                       | Iron Mountain Inc                                                               | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    374000 | PA      | $336581.51    | 0.03%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOUSING URBAN DEVELOPMNT                                                | United States Department of Housing and Urban Development                       | CUSIP: 911759NJ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    295000 | PA      | $256696.17    | 0.02%             | 2035-08-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                          | Fannie Mae-Aces                                                                 | CUSIP: 3136B3XY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    892812 | PA      | $857707.12    | 0.08%             | 2028-09-25      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                          | Microsoft Corp                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    169851 | NS      | $40733666.82  | 3.92%             |  |  |  | No            |                  1 | 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        |    205000 | PA      | $190023.75    | 0.02%             | 2036-05-15      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loan Trust 2021-1                                                  | CUSIP: 61947DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    574902 | PA      | $453089.26    | 0.04%             | 2046-12-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                    | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    382000 | PA      | $287284.93    | 0.03%             | 2028-10-15      | Fixed         | 2.70%                 | 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        |    165000 | PA      | $148666.65    | 0.01%             | 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        |     53525 | NS      | $777183.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NATURA &CO LUX HLD SARL                                                 | Natura &Co Luxembourg Holdings Sarl                                             | CUSIP: 63884WAA6<br>LEI: 54930074AZRQQPMINM11 | Long             | DBT              | CORP              | LU        |   1005000 | PA      | $880810.56    | 0.08%             | 2029-04-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Intercontinental Exchange Inc                                           | Intercontinental Exchange Inc                                                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |    114600 | NS      | $11756814.00  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CenturyLink, Inc.                                                       | CenturyLink, Inc. 2020 Term Loan B                                              | CUSIP: 15669GAH7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    824133 | PA      | $783441.69    | 0.08%             | 2027-03-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                        | Societe Generale SA                                                             | CUSIP: 83368RBL5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    910000 | PA      | $853583.13    | 0.08%             | 2033-06-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                | European Investment Bank                                                        | CUSIP: 298785JN7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   2540000 | PA      | $2124799.10   | 0.20%             | 2031-05-13      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan 2020-1 Ltd.                                          | Loanpal Solar Loan 2021-1 Ltd                                                   | CUSIP: 53948LAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    221546 | PA      | $172299.80    | 0.02%             | 2047-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HOUSING URBAN DEVELOPMNT                                                | United States Department of Housing and Urban Development                       | CUSIP: 911759NH7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    530000 | PA      | $466862.91    | 0.04%             | 2034-08-01      | Fixed         | 3.44%                 | 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        |    256000 | PA      | $157652.04    | 0.02%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 30711XAB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    214459 | PA      | $220573.04    | 0.02%             | 2023-10-25      | Floating      | 9.64%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                    | Westpac Banking Corp                                                            | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    618000 | PA      | $460882.71    | 0.04%             | 2036-11-18      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loan Trust 2020-1                                                  | CUSIP: 61946NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    112713 | PA      | $98054.55     | 0.01%             | 2046-04-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Corp                                               | Constellation Energy Corp                                                       | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |     87400 | NS      | $7534754.00   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| UNICREDIT SPA                                                           | UniCredit SpA                                                                   | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    795000 | PA      | $647455.05    | 0.06%             | 2035-06-30      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LLC                                         | Cologix Data Centers US Issuer LLC                                              | CUSIP: 19521UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1640000 | PA      | $1436797.77   | 0.14%             | 2051-12-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                            | Stryker Corp                                                                    | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     26500 | NS      | $6478985.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Wind Harvest Co                                                         | WIND HARVEST CO                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8696 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DORIS DUKE CHARITABLE                                                   | Doris Duke Charitable Foundation/The                                            | CUSIP: 258261AA4<br>LEI: HFI2KJN5A6RHAGMWK984 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1005145.73   | 0.10%             | 2050-07-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| San Diego County Water Authority                                        | SAN DIEGO CNTY CA WTR AUTH                                                      | CUSIP: 797412DS9<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |    360000 | PA      | $284587.20    | 0.03%             | 2030-05-01      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US 10YR NOTE (CBT)MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         6 | NC      | $-1594.34     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3132ACM80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    230699 | PA      | $213899.24    | 0.02%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                          | Fannie Mae-Aces                                                                 | CUSIP: 3136B1XJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2079809 | PA      | $1937633.66   | 0.19%             | 2028-03-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                    | Waste Management Inc                                                            | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |     48525 | NS      | $7612602.00   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                            | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    960000 | PA      | $741610.76    | 0.07%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                                                      | Enact Holdings Inc                                                              | CUSIP: 37255LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1133000 | PA      | $1113829.64   | 0.11%             | 2025-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACLN                                         | JPMorgan Chase Bank NA - CACLN                                                  | CUSIP: 48128U2M0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    540937 | PA      | $517123.41    | 0.05%             | 2028-12-26      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                            | Alphabet Inc                                                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    229640 | NS      | $20375957.20  | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| District of Columbia Water & Sewer Authority                            | DIST OF COLUMBIA WTR & SWR AUTH PUBLIC UTILITY REVENUE                          | CUSIP: 254845JZ4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |    270000 | PA      | $234505.80    | 0.02%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NATURA COSMETICOS SA                                                    | Natura Cosmeticos SA                                                            | CUSIP: 63883KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    787000 | PA      | $643148.21    | 0.06%             | 2028-05-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                            | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    680000 | PA      | $523386.12    | 0.05%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1609000 | PA      | $1398824.38   | 0.13%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     93000 | PA      | $83147.81     | 0.01%             | 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        |     24733 | NS      | $504058.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Credit Suisse Mortgage Trust                                            | CSMC 2022-NWPT                                                                  | CUSIP: 12663MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    814000 | PA      | $807063.74    | 0.08%             | 2024-09-09      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                           | Sempra Energy                                                                   | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     49800 | NS      | $7696092.00   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co                                                    | Lamar Advertising Co                                                            | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               |  | US        |     67700 | NS      | $6390880.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                                                        | W R Berkley Corp                                                                | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     83500 | NS      | $6059595.00   | 0.58%             |  |  |  | No            |                  1 | 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        |    426300 | PA      | $366295.17    | 0.04%             | 2050-12-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3300000 | PA      | $3091107.43   | 0.30%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Smithfield Foods Inc                                                    | Smithfield Foods Inc                                                            | CUSIP: 832248BB3<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    138000 | PA      | $126355.32    | 0.01%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Narragansett Bay Commission                                             | NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE                               | CUSIP: 631060CS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    345000 | PA      | $274385.40    | 0.03%             | 2031-09-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                             | BBCMS 2017-DELC Mortgage Trust                                                  | CUSIP: 05552EAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    360000 | PA      | $349696.69    | 0.03%             | 2036-08-15      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FVED0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    770000 | PA      | $616235.31    | 0.06%             | 2030-06-25      | Variable      | 1.30%                 | 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        |   2347000 | PA      | $2329083.24   | 0.22%             | 2026-12-15      | Fixed         | 9.52%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    226000 | PA      | $184009.02    | 0.02%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                                  | Global Atlantic Fin Co                                                          | CUSIP: 37959GAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2148000 | PA      | $1580625.50   | 0.15%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                             | Walmart Inc                                                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     79600 | NS      | $11286484.00  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fanniemae-Aces                                                          | Fannie Mae-Aces                                                                 | CUSIP: 3136B3DE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2928085 | PA      | $2791292.66   | 0.27%             | 2030-09-25      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                        | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                       | CUSIP: 13032UVF2<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    830000 | PA      | $735537.70    | 0.07%             | 2028-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| WFLD Mortgage Trust                                                     | WFLD 2014-MONT Mortgage Trust                                                   | CUSIP: 92939GAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $711401.98    | 0.07%             | 2031-08-10      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                        | Coca-Cola Co/The                                                                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    276700 | NS      | $17600887.00  | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| California Health Facilities Financing Authority                        | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                       | CUSIP: 13032UVE5<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    665000 | PA      | $602523.25    | 0.06%             | 2027-06-01      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                                   | FMC GMSR Issuer Trust                                                           | CUSIP: 30259RAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $101859.56    | 0.01%             | 2026-07-25      | Variable      | 3.62%                 | 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        |    270000 | PA      | $263725.88    | 0.03%             | 2053-01-21      | Fixed         | 8.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140X5CD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    699320 | PA      | $622844.88    | 0.06%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                      | Seagate HDD Cayman                                                              | CUSIP: 81180WBG5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    757350 | PA      | $831680.12    | 0.08%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| LendingPoint Asset Securitization Trust                                 | Lendingpoint 2022-A Asset Securitization Trust                                  | CUSIP: 52605AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    358832 | PA      | $354838.06    | 0.03%             | 2029-06-15      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    269000 | PA      | $254848.36    | 0.02%             | 2024-08-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| CALVERT IMPACT CAPITAL NOTE                                             | CALVERT IMPACT CAPITAL NOTE                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2364350.00   | 0.23%             | 2023-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3138LEDP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    633301 | PA      | $595881.91    | 0.06%             | 2026-07-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1228000 | PA      | $1165952.43   | 0.11%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TransUnion                                                              | TransUnion                                                                      | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |    137100 | NS      | $7780425.00   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                                        | Connecticut Avenue Securities Trust 2019-R02                                    | CUSIP: 20753KAF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $153194.52    | 0.01%             | 2031-08-25      | Floating      | 8.54%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    371000 | PA      | $312813.87    | 0.03%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | BNP Paribas SA                                                                  | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    645000 | PA      | $674055.96    | 0.06%             | 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        |    760000 | PA      | $781822.05    | 0.08%             | 2027-11-22      | Fixed         | 9.38%                 | No            |                  2 | On Loan: —       |
| Narragansett Bay Commission                                             | NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE                               | CUSIP: 631060CU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    335000 | PA      | $256606.65    | 0.02%             | 2033-09-01      | Fixed         | 2.34%                 | 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        |    198479 | PA      | $195150.96    | 0.02%             | 2023-09-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SES SA                                                                  | SES SA                                                                          | CUSIP: 78413HAB5<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |    274000 | PA      | $209966.18    | 0.02%             | 2043-04-04      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                         | Stack Infrastructure Issuer LLC                                                 | CUSIP: 85236KAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    961000 | PA      | $856318.08    | 0.08%             | 2045-08-25      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| ADAMS OUTDOOR ADVERTISING                                               | Adams Outdoor Advertising LP                                                    | CUSIP: 006346AS9<br>LEI: 549300BTFXNHDCUHER30 | Long             | ABS-O            | CORP              | US        |    403728 | PA      | $383310.57    | 0.04%             | 2048-11-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                                             | Home RE 2021-1 Ltd                                                              | CUSIP: 437307AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    215000 | PA      | $197035.50    | 0.02%             | 2033-07-25      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loan Trust 2021-3                                                  | CUSIP: 61946TAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    131000 | PA      | $108656.02    | 0.01%             | 2052-06-20      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                   | Truist Financial Corp                                                           | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1053000 | PA      | $979290.00    | 0.09%             | 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        |    371000 | PA      | $303976.59    | 0.03%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                     | Oportun Funding XIV LLC                                                         | CUSIP: 68377BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $245572.80    | 0.02%             | 2028-03-08      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                       | Lithia Motors Inc                                                               | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    186000 | PA      | $151660.74    | 0.01%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| STANDARD CHARTERED PLC                                                  | Standard Chartered PLC                                                          | CUSIP: 853254CB4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    326000 | PA      | $307793.34    | 0.03%             | 2025-03-23      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue      | SAN FRANCISCO CITY & CNTY CA PUBLIC UTILITIES COMMISSION WTR                    | CUSIP: 79765R5A3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3420000 | PA      | $2800980.00   | 0.27%             | 2039-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                         | TJX Cos Inc/The                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |    117400 | NS      | $9345040.00   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CBV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    323000 | PA      | $305689.22    | 0.03%             | 2024-04-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                            | Comcast Corp                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1283000 | PA      | $799295.49    | 0.08%             | 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        |    441000 | PA      | $324847.54    | 0.03%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FA PRIVATE EQUITY FUND JV, LP                                           | FA PRIVATE EQUITY FUND JV, LP                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | US        |    940000 | NS      | $370088.34    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| BX Commercial Mortgage Trust 2019-XL                                    | BX Commercial Mortgage Trust 2019-XL                                            | CUSIP: 056054AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1753696 | PA      | $1733266.79   | 0.17%             | 2036-10-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| LendingPoint Asset Securitization Trust                                 | Lendingpoint 2022-C Asset Securitization Trust                                  | CUSIP: 525919AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1751019 | PA      | $1743895.80   | 0.17%             | 2030-02-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Newmark Group Inc                                                       | Newmark Group Inc                                                               | CUSIP: 65158NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    388000 | PA      | $384951.17    | 0.04%             | 2023-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                                                  | Intuitive Surgical Inc                                                          | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     29700 | NS      | $7880895.00   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| CI FINANCIAL CORP                                                       | CI Financial Corp                                                               | CUSIP: 125491AP5<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |   1458000 | PA      | $863976.60    | 0.08%             | 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        |    803000 | PA      | $630159.44    | 0.06%             | 2031-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| Barclays Commercial Mortgage Securities LLC                             | BBCMS 2017-DELC Mortgage Trust                                                  | CUSIP: 05552EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    855000 | PA      | $840603.85    | 0.08%             | 2036-08-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                   | Bath & Body Works Inc                                                           | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    649000 | PA      | $610133.34    | 0.06%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Sunrun Demeter Issuer LLC                                               | Sunrun Demeter Issuer 2021-2 LLC                                                | CUSIP: 86772HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    685069 | PA      | $536060.76    | 0.05%             | 2057-01-30      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                            | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3114864.04   | 0.30%             | 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        |       121 | NC      | $251.04       | 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        |   4766982 | PA      | $4654047.95   | 0.45%             | 2044-02-25      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418CQB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    703868 | PA      | $674729.02    | 0.06%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FPHR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3315000 | PA      | $2926462.77   | 0.28%             | 2029-08-25      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Holding Corp                                        | Booz Allen Hamilton Holding Corp                                                | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |     62000 | NS      | $6480240.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                                        | Connecticut Avenue Securities Trust 2021-R01                                    | CUSIP: 20754RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    394916 | PA      | $361996.12    | 0.03%             | 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        |   8231000 | PA      | $8117827.45   | 0.78%             | 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        |   1243000 | PA      | $1158282.43   | 0.11%             | 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        |    919000 | PA      | $907908.45    | 0.09%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CAK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3890000 | PA      | $3768109.73   | 0.36%             | 2023-09-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| HOUSING URBAN DEVELOPMNT                                                | United States Department of Housing and Urban Development                       | CUSIP: 911759MX3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    534000 | PA      | $517240.31    | 0.05%             | 2024-08-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                       | CI Financial Corp                                                               | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |   1239000 | PA      | $942448.21    | 0.09%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                            | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1921000 | PA      | $1708907.10   | 0.16%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    716000 | PA      | $711498.09    | 0.07%             | 2023-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PetSmart, Inc.                                                          | PetSmart, Inc. 2021 Term Loan B                                                 | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    992462 | PA      | $975714.52    | 0.09%             | 2028-02-11      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| ExteNet Systems                                                         | ExteNet LLC 2019-1                                                              | CUSIP: 30227XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    805000 | PA      | $756470.33    | 0.07%             | 2049-07-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                          | Fannie Mae-Aces                                                                 | CUSIP: 3136B6XJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3200718 | PA      | $2838154.74   | 0.27%             | 2029-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CBA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    275000 | PA      | $263442.86    | 0.03%             | 2023-12-15      | Fixed         | 0.12%                 | 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        |    356472 | PA      | $352111.51    | 0.03%             | 2024-07-01      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                      | Home Depot Inc/The                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     17300 | NS      | $5464378.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| San Diego County Water Authority                                        | SAN DIEGO CNTY CA WTR AUTH                                                      | CUSIP: 797412DW0<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |    190000 | PA      | $138865.30    | 0.01%             | 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        |   2057000 | PA      | $1929452.01   | 0.19%             | 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        |   1185000 | PA      | $976671.08    | 0.09%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding LLC                                      | Diamond Infrastructure Funding LLC                                              | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1139000 | PA      | $935447.72    | 0.09%             | 2049-04-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                                        | Radian Group Inc                                                                | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1321868.55   | 0.13%             | 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        |     92220 | PA      | $81270.05     | 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        |    368000 | PA      | $265845.90    | 0.03%             | 2052-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3655000 | PA      | $3165429.89   | 0.30%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                          | Pagaya AI Debt Selection Trust 2021-HG1                                         | CUSIP: 69547PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    364113 | PA      | $343639.93    | 0.03%             | 2029-01-16      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                   | Bath & Body Works Inc                                                           | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    107000 | PA      | $95304.90     | 0.01%             | 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        |     44000 | PA      | $40293.48     | 0.00%             | 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        |   1130003 | PA      | $1007178.30   | 0.10%             | 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        |   1178061 | PA      | $1091621.45   | 0.11%             | 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        |    105000 | PA      | $89127.84     | 0.01%             | 2031-10-08      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                      | Seagate HDD Cayman                                                              | CUSIP: 81180WBC4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    758000 | PA      | $629509.69    | 0.06%             | 2029-06-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15885300 | PA      | $14551182.93  | 1.40%             | 2027-02-28      | Fixed         | 1.88%                 | 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        |   1369000 | PA      | $1269603.62   | 0.12%             | 2050-03-25      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                    | Boston Properties LP                                                            | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   2042000 | PA      | $1474418.26   | 0.14%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                         | Stack Infrastructure Issuer LLC                                                 | CUSIP: 85236KAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    405000 | PA      | $379429.23    | 0.04%             | 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        |   1255000 | PA      | $936671.59    | 0.09%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                 | International Bank for Reconstruction & Development                             | CUSIP: 459058JQ7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1637000 | PA      | $1637008.71   | 0.16%             | 2023-01-13      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CDH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    285000 | PA      | $266051.95    | 0.03%             | 2024-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7338000 | PA      | $4807249.94   | 0.46%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ServiceMaster Brands                                                    | ServiceMaster Funding LLC                                                       | CUSIP: 81761TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    439178 | PA      | $330728.77    | 0.03%             | 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        |   2802000 | PA      | $1816805.85   | 0.18%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| VS Buyer, LLC                                                           | VS Buyer, LLC Term Loan B                                                       | CUSIP: 91834WAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     73545 | PA      | $71767.77     | 0.01%             | 2027-02-28      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                            | BAMLL Commercial Mortgage Securities Trust 2019-BPR                             | CUSIP: 05492PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1605000 | PA      | $1265342.84   | 0.12%             | 2032-11-05      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2021-DNA3                                         | CUSIP: 35564KED7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    278495 | PA      | $276867.06    | 0.03%             | 2033-10-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2851000 | PA      | $2742416.99   | 0.26%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                                           | UBS AG/London                                                                   | CUSIP: 902674YH7<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    928000 | PA      | $812097.66    | 0.08%             | 2026-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                  | Standard Chartered PLC                                                          | CUSIP: 853254BZ2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1028000 | PA      | $892612.40    | 0.09%             | 2027-01-14      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| Consensus Orthopedics Inc                                               | CONSENSUS ORTHOPEDICS                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    420683 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Fannie Mae - CAS                                                        | Connecticut Avenue Securities Trust 2019-R03                                    | CUSIP: 20753MAE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $153106.25    | 0.01%             | 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        |     71000 | PA      | $69551.33     | 0.01%             | 2029-02-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 30711XAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112787 | PA      | $113740.96    | 0.01%             | 2024-07-25      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                              | DRIVEN BRANDS FUNDING LLC                                                       | CUSIP: 26208LAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    124150 | PA      | $115813.60    | 0.01%             | 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        |   1352000 | PA      | $1223478.84   | 0.12%             | 2030-07-22      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                             | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1678000 | PA      | $1638441.44   | 0.16%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                     | Oportun Funding 2022-1 LLC                                                      | CUSIP: 68377XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    988032 | PA      | $966682.31    | 0.09%             | 2029-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                                      | Sunnova Helios V Issuer LLC                                                     | CUSIP: 86746EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1209660 | PA      | $986848.51    | 0.10%             | 2048-02-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Inc                                                      | Domino's Pizza Inc                                                              | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |     16400 | NS      | $5680960.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                | Capital One Financial Corp                                                      | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    658000 | PA      | $620361.98    | 0.06%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FGZH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1135000 | PA      | $1096573.55   | 0.11%             | 2028-06-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                | AT&T Inc                                                                        | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1057000 | PA      | $749234.66    | 0.07%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loan Trust 2021-1                                                  | CUSIP: 61947DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1347644 | PA      | $1173679.31   | 0.11%             | 2046-12-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                                    | Smithfield Foods Inc                                                            | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    192000 | PA      | $146592.19    | 0.01%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                                                 | Fannie Mae Grantor Trust 2017-T1                                                | CUSIP: 3136AV6R5<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    546669 | PA      | $510195.65    | 0.05%             | 2027-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                            | Centene Corp                                                                    | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    472000 | PA      | $400079.01    | 0.04%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                                  | Coca-Cola Femsa SAB de CV                                                       | CUSIP: 191241AJ7<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    645000 | PA      | $486707.68    | 0.05%             | 2032-09-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| 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        |   1215000 | PA      | $837068.06    | 0.08%             | 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        |    295468 | PA      | $262042.33    | 0.03%             | 2054-06-30      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                | American Assets Trust LP                                                        | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |    176000 | PA      | $139999.42    | 0.01%             | 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        |    340200 | PA      | $300114.77    | 0.03%             | 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        |    255000 | PA      | $198518.78    | 0.02%             | 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        |     80000 | PA      | $57656.01     | 0.01%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| ROCKETMTGE CO-ISSUER INC                                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1352000 | PA      | $1035159.39   | 0.10%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                | Capital One Financial Corp                                                      | CUSIP: 14040HBJ3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    575000 | PA      | $556250.02    | 0.05%             | 2025-10-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                      | Analog Devices Inc                                                              | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     70900 | NS      | $11629727.00  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    413000 | PA      | $418874.74    | 0.04%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANKUNITED INC                                                          | BankUnited Inc                                                                  | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |    334000 | PA      | $310179.88    | 0.03%             | 2030-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ANDREW W MELLON FOUNDATI                                                | Andrew W Mellon Foundation/The                                                  | CUSIP: 03444RAB4<br>LEI: HVIJIPOQ5TXYVD3NET54 | Long             | DBT              | CORP              | US        |    845000 | PA      | $721387.30    | 0.07%             | 2027-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    585000 | PA      | $553556.25    | 0.05%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SITE Centers Corp                                                       | SITE Centers Corp                                                               | CUSIP: 23317HAD4<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              |  | US        |    517000 | PA      | $488367.58    | 0.05%             | 2025-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                      | Banco Santander SA                                                              | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1600000 | PA      | $1564805.74   | 0.15%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Theorem Funding Trust                                                   | Theorem Funding Trust 2022-3                                                    | CUSIP: 882925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    496265 | PA      | $494741.11    | 0.05%             | 2029-04-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                                        | Bellemeade Re Ltd                                                               | CUSIP: 07876MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    161375 | PA      | $160947.78    | 0.02%             | 2031-03-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| SERVPRO MASTER ISSUER, LLC                                              | SERVPRO Master Issuer LLC                                                       | CUSIP: 817743AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1996260 | PA      | $1776603.93   | 0.17%             | 2049-10-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                            | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1034000 | PA      | $871926.74    | 0.08%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    448000 | PA      | $382567.50    | 0.04%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loan Trust 2020-2                                                  | CUSIP: 61946PAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    337499 | PA      | $287126.75    | 0.03%             | 2046-08-20      | Fixed         | 2.21%                 | 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        |   1800000 | PA      | $1302341.40   | 0.13%             | 2026-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR Trust 2019-DNA4                                               | CUSIP: 35565AAH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     55391 | PA      | $55494.87     | 0.01%             | 2049-10-25      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                                   | PennyMac Financial Services Inc                                                 | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    146000 | PA      | $114081.30    | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GEEME PARTNERS LP                                                       | GEEME PARTNERS LP SEALED ENVELOPE                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    255500 | NS      | $7040.05      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                    | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $853856.19    | 0.08%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1121000 | PA      | $1113205.55   | 0.11%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                | Morgan Stanley Institutional Liquidity Funds - Government Portfolio             | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |  19229115 | NS      | $19229115.23  | 1.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                                                       | Allstate Corp/The                                                               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     97000 | NS      | $13153200.00  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1804000 | PA      | $1255189.38   | 0.12%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                             | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1684000 | PA      | $1460094.55   | 0.14%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    648000 | PA      | $519412.50    | 0.05%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Avangrid Inc                                                            | Avangrid Inc                                                                    | CUSIP: 05351WAA1<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    388000 | PA      | $371120.60    | 0.04%             | 2024-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                                          | Oaktown Re V Ltd                                                                | CUSIP: 67401JAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30491 | PA      | $30532.60     | 0.00%             | 2030-10-25      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| TE Connectivity Ltd                                                     | TE Connectivity Ltd                                                             | CUSIP: 000000000<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |     68500 | NS      | $7863800.00   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    720000 | PA      | $593437.50    | 0.06%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                      | Ford Motor Co                                                                   | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    127000 | PA      | $91446.08     | 0.01%             | 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        |    347805 | PA      | $280028.38    | 0.03%             | 2051-01-30      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| GLOBAL ENVR EMRG MKTS FD                                                | GLOBAL ENVR EMRG MKTS FD SEALED ENVELOPE CUSIP                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | RF                | US        |    744500 | NS      | $31134.25     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LUMNI SERIES B                                                          | LUMNI SERIES B                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     17265 | NS      | $33191.96     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                | American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   2115000 | PA      | $2037594.17   | 0.20%             | 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        |    657000 | PA      | $571345.98    | 0.06%             | 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        |    649000 | PA      | $494705.86    | 0.05%             | 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        |   3641000 | PA      | $2445806.54   | 0.24%             | 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        |    124000 | PA      | $117230.75    | 0.01%             | 2049-07-26      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FXLX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    704000 | PA      | $570113.21    | 0.05%             | 2030-09-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                          | Air Lease Corp                                                                  | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    816000 | PA      | $755904.29    | 0.07%             | 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        |    150000 | PA      | $138033.64    | 0.01%             | 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        |       108 | NC      | $28996.27     | 0.00%             |  |  |  | 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        |     50000 | PA      | $47175.08     | 0.00%             | 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        |    285000 | PA      | $274353.94    | 0.03%             | 2036-08-15      | Floating      | 7.94%                 | 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        |    630238 | PA      | $568322.72    | 0.05%             | 2050-02-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                | CONNECTICUT ST SPL TAX OBLIG REVENUE                                            | CUSIP: 207758KM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $406816.00    | 0.04%             | 2030-11-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                | European Investment Bank                                                        | CUSIP: 298785HM1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   2741000 | PA      | $2548138.58   | 0.25%             | 2027-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US 5YR NOTE (CBT) MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -223 | NC      | $30876.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                                          | EPR Properties                                                                  | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    134000 | PA      | $114539.03    | 0.01%             | 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        |    618000 | PA      | $521344.61    | 0.05%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| LITHIA MOTORS INC                                                       | Lithia Motors Inc                                                               | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   1143000 | PA      | $941323.37    | 0.09%             | 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        |    982000 | PA      | $856081.47    | 0.08%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                     | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    333000 | PA      | $339983.52    | 0.03%             | 2025-11-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2022-DNA2                                         | CUSIP: 35564KRE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    849525 | PA      | $841743.34    | 0.08%             | 2042-02-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Diamond Issuer LLC                                                      | Diamond Issuer                                                                  | CUSIP: 25267TAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2166000 | PA      | $1800569.37   | 0.17%             | 2051-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                 | National Bank of Canada                                                         | CUSIP: 63307A2M6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    759000 | PA      | $726697.73    | 0.07%             | 2024-11-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                             | Asurion LLC 2020 Term Loan B8                                                   | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    147000 | PA      | $131223.81    | 0.01%             | 2026-12-23      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2906000 | PA      | $2521863.13   | 0.24%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KFW                                                                     | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JG0<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    591000 | PA      | $462951.04    | 0.04%             | 2030-09-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                                | Perrigo Finance Unlimited Co                                                    | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |   1058000 | PA      | $902873.19    | 0.09%             | 2030-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROP LP                                                | Corporate Office Properties LP                                                  | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    626000 | PA      | $445797.76    | 0.04%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                                 | European Bank for Reconstruction & Development                                  | CUSIP: 29874QEE0<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   1295000 | PA      | $1217672.45   | 0.12%             | 2025-02-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                                        | Bellemeade Re 2017-1 Ltd                                                        | CUSIP: 078767AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    155000 | PA      | $156336.83    | 0.02%             | 2027-10-25      | Floating      | 9.14%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                                        | SLG Office Trust 2021-OVA                                                       | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1674000 | PA      | $1339575.65   | 0.13%             | 2041-07-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                                                | Affiliated Managers Group Inc                                                   | CUSIP: 008252AP3<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    499000 | PA      | $413744.56    | 0.04%             | 2030-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                          | Pagaya AI Debt Selection Trust 2021-5                                           | CUSIP: 69547EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1125196 | PA      | $1085474.00   | 0.10%             | 2029-08-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 30711XAH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85538 | PA      | $85835.95     | 0.01%             | 2024-05-25      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1750000 | PA      | $1755469.54   | 0.17%             | 2053-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES CELLULAR C                                                | United States Cellular Corp                                                     | CUSIP: 911684702<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |      4575 | NS      | $73062.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                                       | Lam Research Corp                                                               | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     16900 | NS      | $7103070.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Commercial Mortgage Trust 2019-XL                                    | BX Commercial Mortgage Trust 2019-XL                                            | CUSIP: 056054AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    637500 | PA      | $626814.91    | 0.06%             | 2036-10-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                                | Delta Air Lines Inc / SkyMiles IP Ltd                                           | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1271000 | PA      | $1196658.61   | 0.12%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1448000 | PA      | $1267998.42   | 0.12%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                 | BPCE SA                                                                         | CUSIP: 05578QAH6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    432000 | PA      | $323893.81    | 0.03%             | 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        |    744000 | PA      | $603149.73    | 0.06%             | 2030-06-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                       | HSBC Holdings PLC                                                               | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1402000 | PA      | $1216029.89   | 0.12%             | 2027-11-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CDS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    839000 | PA      | $785284.33    | 0.08%             | 2025-01-15      | Fixed         | 1.12%                 | 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        |     57000 | PA      | $55838.28     | 0.01%             | 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        |    802000 | PA      | $793980.00    | 0.08%             | 2029-08-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                                                     | Electronic Arts Inc                                                             | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     97300 | NS      | $11888114.00  | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fanniemae-Aces                                                          | Fannie Mae-Aces                                                                 | CUSIP: 3136B9WE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1505000 | PA      | $1226548.21   | 0.12%             | 2029-10-25      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Nokia OYJ                                                               | Nokia Oyj                                                                       | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    947000 | PA      | $895662.71    | 0.09%             | 2027-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                   | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    770000 | PA      | $672687.40    | 0.06%             | 2025-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sunrun Callisto Issuer LLC                                              | Sunrun Atlas Issuer 2019-2 LLC                                                  | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    457726 | PA      | $403738.60    | 0.04%             | 2055-02-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Narragansett Bay Commission                                             | NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE                               | CUSIP: 631060CR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    430000 | PA      | $349177.20    | 0.03%             | 2030-09-01      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                                    | Niagara Mohawk Power Corp                                                       | CUSIP: 65364UAN6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    586000 | PA      | $464529.50    | 0.04%             | 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        |   1233000 | PA      | $1266537.60   | 0.12%             | 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        |    161000 | PA      | $127053.20    | 0.01%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                   | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1773000 | PA      | $1437896.81   | 0.14%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac Structured Agency Credit Risk Debt Notes                            | CUSIP: 3137G0TS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68040 | PA      | $68054.50     | 0.01%             | 2030-07-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                                                | Broadstone Net Lease LLC                                                        | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              |  | US        |     58000 | PA      | $43608.38     | 0.00%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Neighborhood Bancorp                                                    | Neighborhood Bancorp                                                            | CUSIP: 639912104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10000 | NS      | $8500.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                   | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    815000 | PA      | $843368.07    | 0.08%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                               | Apple Inc                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    245008 | NS      | $31833889.44  | 3.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Solarcity LMC Series LLC                                                | SolarCity LMC Series I LLC                                                      | CUSIP: 83417BAA6<br>LEI: 54930080F5ME65CO1C91 | Long             | ABS-O            | CORP              | US        |    314945 | PA      | $304333.44    | 0.03%             | 2038-11-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Springcastle SPV                                                        | SpringCastle America Funding LLC                                                | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    596920 | PA      | $538951.08    | 0.05%             | 2037-09-25      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                            | Danaher Corp                                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     48400 | NS      | $12846328.00  | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HOUSING URBAN DEVELOPMNT                                                | United States Department of Housing and Urban Development                       | CUSIP: 911759MY1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    534000 | PA      | $511056.56    | 0.05%             | 2025-08-01      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1708000 | PA      | $949708.05    | 0.09%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                  | Standard Chartered PLC                                                          | CUSIP: 853254CE8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    661000 | PA      | $604174.97    | 0.06%             | 2025-11-23      | Fixed         | 1.82%                 | 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        |     47040 | PA      | $42900.42     | 0.00%             | 2035-11-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                        | OneMain Financial Issuance Trust 2020-A                                         | CUSIP: 68269LAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    456841 | PA      | $453599.31    | 0.04%             | 2032-05-14      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                     | Ashtead Capital Inc                                                             | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182701.89    | 0.02%             | 2028-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Thunderbolt Aircraft Lease Limited/ US LLC                              | Thunderbolt Aircraft Lease Ltd                                                  | CUSIP: 88606WAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    133968 | PA      | $71722.24     | 0.01%             | 2032-05-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                       | Hyatt Hotels Corp                                                               | CUSIP: 448579AL6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    409000 | PA      | $397690.30    | 0.04%             | 2023-10-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Conn Funding II, L.P                                                    | Conn's Receivables Funding 2021-A LLC                                           | CUSIP: 20825GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1645 | PA      | $1641.22      | 0.00%             | 2026-05-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATION/THE                                                     | Ford Foundation/The                                                             | CUSIP: 34531XAB0<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $693913.11    | 0.07%             | 2050-06-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                 | GA Global Funding Trust                                                         | CUSIP: 36143L2G9<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1872000 | PA      | $1650356.68   | 0.16%             | 2027-01-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                                        | Bellemeade Re Ltd                                                               | CUSIP: 07876AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   1183714 | PA      | $1174459.44   | 0.11%             | 2031-06-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                   | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    784000 | PA      | $742784.92    | 0.07%             | 2026-04-08      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| SUNRUN JUPITER ISSUER 2022-1, LLC                                       | Sunrun Jupiter Issuer 2022-1 LLC                                                | CUSIP: 86772RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1962599 | PA      | $1801040.81   | 0.17%             | 2057-07-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                           | Automatic Data Processing Inc                                                   | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     47200 | NS      | $11274192.00  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                  | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    671000 | PA      | $574078.79    | 0.06%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                   | MidAmerican Energy Co                                                           | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $356275.35    | 0.03%             | 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        |    485000 | PA      | $407749.60    | 0.04%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2732000 | PA      | $2748861.57   | 0.26%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                          | Air Lease Corp                                                                  | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    330000 | PA      | $262999.65    | 0.03%             | 2032-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Prosper Marketplace Issuance Trust                                      | Prosper Marketplace Issuance Trust Series 2019-4                                | CUSIP: 74362GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65831 | PA      | $65042.67     | 0.01%             | 2026-02-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                | European Investment Bank                                                        | CUSIP: 29878TDB7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   5102000 | PA      | $4926992.06   | 0.47%             | 2025-06-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                    | OneMain Finance Corp                                                            | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1637000 | PA      | $1357433.14   | 0.13%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1351000 | PA      | $1146502.92   | 0.11%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                                         | T-Mobile US Inc                                                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     64745 | NS      | $9064300.00   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Vantage Data Centers LLC                                                | Vantage Data Centers Issuer LLC                                                 | CUSIP: 92211MAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    158262 | PA      | $154494.54    | 0.01%             | 2043-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                    | OneMain Finance Corp                                                            | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    188000 | PA      | $179184.68    | 0.02%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                | Capital One Financial Corp                                                      | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    721000 | PA      | $617827.52    | 0.06%             | 2030-03-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CBE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    324000 | PA      | $308945.11    | 0.03%             | 2024-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                     | NuStar Logistics LP                                                             | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    334000 | PA      | $309430.86    | 0.03%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| FirstService Corp                                                       | FirstService Corp                                                               | CUSIP: 33767E202<br>LEI: 5493000XUDIV75BCF118 | Long             | EC               | CORP              | CA        |     71000 | NS      | $8701050.00   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                            | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    753000 | PA      | $576888.95    | 0.06%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 3617UM5N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    825244 | PA      | $709052.85    | 0.07%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                               | Aptiv PLC                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |     52000 | NS      | $4842760.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Narragansett Bay Commission                                             | NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE                               | CUSIP: 631060CT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    305000 | PA      | $237765.80    | 0.02%             | 2032-09-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    635000 | PA      | $605245.21    | 0.06%             | 2025-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    342000 | PA      | $308828.67    | 0.03%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3227000 | PA      | $2355347.48   | 0.23%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    960600 | PA      | $625027.90    | 0.06%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                          | S&P Global Inc                                                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     24200 | NS      | $8105548.00   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Vantage Data Centers LLC                                                | Vantage Data Centers Issuer LLC                                                 | CUSIP: 92212KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1029500 | PA      | $979245.55    | 0.09%             | 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        |    439000 | PA      | $372998.56    | 0.04%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                          | Eli Lilly & Co                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     29300 | NS      | $10719112.00  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Re Ltd                                                            | Eagle RE 2021-2 Ltd                                                             | CUSIP: 26982AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    415000 | PA      | $399363.09    | 0.04%             | 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        |    400746 | PA      | $321779.62    | 0.03%             | 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        |    463000 | PA      | $356245.95    | 0.03%             | 2044-03-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| City & County of San Francisco CA                                       | SAN FRANCISCO CITY & CNTY CA                                                    | CUSIP: 7976465P7<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |    630000 | PA      | $548528.40    | 0.05%             | 2039-06-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754KAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34694 | PA      | $32065.31     | 0.00%             | 2041-11-25      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                                                  | Cascade MH Asset Trust 2022-MH1                                                 | CUSIP: 14732KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1380758 | PA      | $1212702.95   | 0.12%             | 2054-08-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                          | Amazon.com Inc                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    191420 | NS      | $16079280.00  | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                                                | BX Commercial Mortgage Trust 2021-VOLT                                          | CUSIP: 05609VAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    549154 | PA      | $516883.02    | 0.05%             | 2036-09-15      | Floating      | 5.42%                 | 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        |    108000 | PA      | $106564.00    | 0.01%             | 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        |    415000 | PA      | $393755.15    | 0.04%             | 2031-09-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |     74600 | NS      | $7445826.00   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Theorem Funding Trust                                                   | Theorem Funding Trust 2021-1                                                    | CUSIP: 88339VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    174000 | PA      | $162125.16    | 0.02%             | 2027-12-15      | Fixed         | 1.84%                 | 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        |     75000 | PA      | $45337.50     | 0.00%             | 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        |      3683 | PA      | $3690.93      | 0.00%             | 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        |    472000 | PA      | $380127.85    | 0.04%             | 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        |    911041 | PA      | $898050.92    | 0.09%             | 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        |    793000 | PA      | $647056.31    | 0.06%             | 2051-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                                         | Fair Isaac Corp                                                                 | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |      8900 | NS      | $5327362.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    550000 | PA      | $490495.56    | 0.05%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FG6Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    412500 | PA      | $384511.79    | 0.04%             | 2028-04-25      | Variable      | 3.21%                 | 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        |    106225 | PA      | $68401.97     | 0.01%             | 2045-02-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                   | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1020992.34   | 0.10%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| VMware Inc                                                              | VMware Inc                                                                      | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |     48500 | NS      | $5953860.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                  | US ULTRA BOND CBT MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -14 | NC      | $-4721.13     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12170000 | PA      | $9297927.58   | 0.90%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                 | Bristol-Myers Squibb Co                                                         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    112900 | NS      | $8123155.00   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                                                      | Ally Financial Inc                                                              | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1123048.34   | 0.11%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 3617UUSS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1258439 | PA      | $1079289.63   | 0.10%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                                   | FMC GMSR Issuer Trust                                                           | CUSIP: 30259RAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1060000 | PA      | $853071.04    | 0.08%             | 2026-10-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                            | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2414000 | PA      | $2117913.22   | 0.20%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                                                  | Engie Energia Chile SA                                                          | CUSIP: 29287TAA7<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $163653.35    | 0.02%             | 2030-01-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Consensus Orthopedics Inc                                               | CONSENSUS ORTHOPEDICS INC                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    348940 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Coinstar Funding, LLC                                                   | Coinstar Funding LLC Series 2017-1                                              | CUSIP: 19260MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1048005 | PA      | $805548.73    | 0.08%             | 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        |    585785 | PA      | $551728.83    | 0.05%             | 2049-10-25      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Conn Funding II, L.P                                                    | Conn's Receivables Funding 2021-A LLC                                           | CUSIP: 20825GAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1370000 | PA      | $1345980.61   | 0.13%             | 2026-05-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                 | Inter-American Development Bank                                                 | CUSIP: 4581X0DL9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1030000 | PA      | $952711.88    | 0.09%             | 2025-04-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Hawaii Hotel Trust 2019-MAUI                                            | Hawaii Hotel Trust 2019-MAUI                                                    | CUSIP: 41975AAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2738000 | PA      | $2663406.48   | 0.26%             | 2038-05-15      | Floating      | 5.47%                 | 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        |    902000 | PA      | $810360.84    | 0.08%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs                       | United States Small Business Administration                                     | CUSIP: 83162CYQ0<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    854588 | PA      | $789053.10    | 0.08%             | 2037-05-01      | Fixed         | 2.88%                 | 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        |    346134 | PA      | $239719.23    | 0.02%             | 2045-03-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                           | MASSACHUSETTS ST                                                                | CUSIP: 57582RJN7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    880000 | PA      | $670718.40    | 0.06%             | 2046-06-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Sunnova Sol Issuer,LLC                                                  | Sunnova Sol Issuer LLC                                                          | CUSIP: 86745NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    234110 | PA      | $195087.78    | 0.02%             | 2055-02-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY PART                                                | Brookfield Property Partners LP                                                 | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |     31814 | NS      | $430443.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSERVATION FUND                                                       | Conservation Fund A Nonprofit Corp/The                                          | CUSIP: 20848FAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | PA      | $563664.10    | 0.05%             | 2029-12-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| CVS Pass-Through Trust                                                  | CVS Pass-Through Trust                                                          | CUSIP: 126650BP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    529429 | PA      | $521674.60    | 0.05%             | 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        |    304000 | PA      | $193685.00    | 0.02%             | 2051-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UPSTART PASS-THROUGH TRUST                                              | Upstart Pass-Through Trust Series 2020-ST1                                      | CUSIP: 91679MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    195083 | PA      | $191198.86    | 0.02%             | 2028-02-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                   | Toronto-Dominion Bank/The                                                       | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1998000 | PA      | $2082915.00   | 0.20%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 912828T26<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    915000 | PA      | $892733.02    | 0.09%             | 2023-09-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** CALVERT SOCIAL INVESTMENT FUND

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer