# EDGAR Filing Document

**Accession Number:** 0000701039
**File Stem:** 0001752724-25-207471
**Filing Date:** 2025-8
**Character Count:** 308368
**Document Hash:** fed90de94c6b3bdf0f9aa86ea5f0112a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-207471.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0001752724-25-207471

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Calvert Fund
- **CENTRAL INDEX KEY:** 0000701039

**ORGANIZATION NAME:**
- **EIN:** 526228948
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03416
- **FILM NUMBER:** 251261506

**BUSINESS ADDRESS:**
- **STREET 1:** 2050 M STREET NW
- **CITY:** WASHINGTON
- **STATE:** DC
- **ZIP:** 20036
- **BUSINESS PHONE:** 8002256265

**MAIL ADDRESS:**
- **STREET 1:** 2050 M STREET NW
- **CITY:** WASHINGTON
- **STATE:** DC
- **ZIP:** 20036

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CALVERT FUND
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Calvert Income Fund (Series ID: S000005148)

| Class ID   | Class Name                   | Ticker Symbol   |
|:---|:---|:---|
| C000014095 | Class A                      | CFICX           |
| C000014097 | Class C                      | CIFCX           |
| C000014098 | Class I                      | CINCX           |
| C000241867 | Calvert Income Fund Class R6 | CINRX           |

## Nport-Ex

Calvert

Income Fund

June 30, 2025

Schedule of Investments (Unaudited)

------

Asset-Backed Securities — 10.0%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Value** |
| AASET MT-1 Ltd., Series 2025-2A, Class B, 6.01%, 2/16/50<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2275 | $2291741 |
| AASET Trust, Series 2025-1A, Class B, 6.576%, 2/16/50<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1561 | &nbsp;&nbsp; 1577592 |
| Avis Budget Rental Car Funding AESOP LLC, Series 2024-3A, Class C, 6.11%, 12/20/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2240 | &nbsp;&nbsp; 2280867 |
| Cajun Global LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-1, Class A2, 3.931%, 11/20/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2860 | &nbsp;&nbsp; 2801707 |
| &nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2, 6.554%, 2/20/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1460 | &nbsp;&nbsp; 1504256 |
| Castlelake Aircraft Structured Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2025-1A, Class A, 5.783%, 2/15/50<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2429 | &nbsp;&nbsp; 2466133 |
| &nbsp;&nbsp;&nbsp;Series 2025-1A, Class C, 7.75%, 2/15/50<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3443 | &nbsp;&nbsp; 3393281 |
| Cloud Capital Holdco LP, Series 2024-2A, Class A2, 5.923%, 11/22/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3531753 |
| Coinstar Funding LLC, Series 2017-1A, Class A2, 5.216%, 4/25/47<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2282038 |
| Cologix Canadian Issuer LP, Series 2022-1CAN, Class C, 7.74%, 1/25/52<sup>(1)</sup> CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1924014 |
| Cologix Data Centers U.S. Issuer LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class B, 3.79%, 12/26/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3844480 |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class C, 5.99%, 12/26/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2809008 |
| DataBank Issuer LLC, Series 2021-2A, Class A2, 2.40%, 10/25/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1010962 |
| Diamond Infrastructure Funding LLC, Series 2021-1A, Class C, 3.475%, 4/15/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715681 |
| Driven Brands Funding LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-1A, Class A2, 4.641%, 4/20/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1336433 |
| &nbsp;&nbsp;&nbsp;Series 2019-2A, Class A2, 3.981%, 10/20/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2321501 |
| Goddard Funding LLC, Series 2024-1A, Class A2, 6.834%, 10/30/54<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3323614 |
| Goto Foods Funding LLC, Series 2017-1A, Class A2II, 5.093%, 4/30/47<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2124543 |
| Horizon Aircraft Finance IV Ltd., Series 2024-1, Class A, 5.375%, 9/15/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3555018 |
| Jersey Mike's Funding LLC, Series 2019-1A, Class A2, 4.433%, 2/15/50<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1326360 |
| LoanDepot GMSR Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2025-GT1, Class A, 7.162%, (1 mo. SOFR + 2.85%), 5/16/30<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1829000 |
| &nbsp;&nbsp;&nbsp;Series 2025-GT1, Class B, 7.862%, (1 mo. SOFR + 3.55%), 5/16/30<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1445250 |
| Lunar Aircraft Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-1A, Class B, 4.335%, 2/15/45<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215337 |
| &nbsp;&nbsp;&nbsp;Series 2020-1A, Class C, 6.413%, 2/15/45<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18910 |
| Mosaic Solar Loan Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-1A, Class B, 3.10%, 4/20/46<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64143 |
| &nbsp;&nbsp;&nbsp;Series 2022-2A, Class D, 8.29%, 1/21/53<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750669 |
| Navigator Aviation Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-1, Class A, 5.40%, 8/15/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2175708 |
| &nbsp;&nbsp;&nbsp;Series 2024-1, Class B, 6.09%, 8/15/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1330151 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Value** |
| Neighborly Issuer LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2, 3.584%, 4/30/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2927 | $2741702 |
| &nbsp;&nbsp;&nbsp;Series 2023-1A, Class A2, 7.308%, 1/30/53<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846 | &nbsp;&nbsp; 863766 |
| NRZ Excess Spread-Collateralized Notes: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-FHT1, Class A, 3.104%, 7/25/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191 | &nbsp;&nbsp; 186233 |
| &nbsp;&nbsp;&nbsp;Series 2021-GNT1, Class A, 3.474%, 11/25/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1163 | &nbsp;&nbsp; 1128111 |
| &nbsp;&nbsp;&nbsp;Series 2024-FNT1, Class A, 7.398%, 11/25/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2570 | &nbsp;&nbsp; 2615119 |
| Oportun Funding Trust, Series 2024-3, Class B, 5.48%, 8/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1312 | &nbsp;&nbsp; 1313825 |
| Oportun Issuance Trust, Series 2021-C, Class C, 3.61%, 10/8/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2143 | &nbsp;&nbsp; 2106489 |
| Pagaya AI Debt Selection Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-3, Class C, 3.27%, 5/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1383918 |
| &nbsp;&nbsp;&nbsp;Series 2021-5, Class C, 3.93%, 8/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1558363 |
| Planet Fitness Master Issuer LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-1A, Class A2, 3.858%, 12/5/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2322042 |
| &nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2I, 5.765%, 6/5/54<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1169801 |
| Prodigy Finance CM DAC, Series 2021-1A, Class D, 10.334%, (1 mo. SOFR + 6.014%), 7/25/51<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486834 |
| Retained Vantage Data Centers Issuer LLC, Series 2023-1A, Class A2B, 5.25%, 9/15/48<sup>(1)</sup> CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2410332 |
| Santander Bank Auto Credit-Linked Notes, Series 2024-B, Class F, 8.881%, 1/18/33<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1870036 |
| ServiceMaster Funding LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-1, Class A2I, 2.841%, 1/30/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571318 |
| &nbsp;&nbsp;&nbsp;Series 2020-1, Class A2II, 3.337%, 1/30/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1144646 |
| SERVPRO Master Issuer LLC, Series 2019-1A, Class A2, 3.882%, 10/25/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4566757 |
| Sonic Capital LLC, Series 2020-1A, Class A2I, 3.845%, 1/20/50<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2786076 |
| Subway Funding LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-3A, Class A2I, 5.246%, 7/30/54<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1929590 |
| &nbsp;&nbsp;&nbsp;Series 2024-3A, Class A2II, 5.566%, 7/30/54<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1605306 |
| Sunnova Helios II Issuer LLC, Series 2021-B, Class B, 2.01%, 7/20/48<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1256092 |
| Sunnova Helios IV Issuer LLC, Series 2020-AA, Class B, 7.25%, 6/20/47<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2650745 |
| Sunnova Helios V Issuer LLC, Series 2021-A, Class B, 3.15%, 2/20/48<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;688621 |
| Sunnova Sol II Issuer LLC, Series 2020-2A, Class B, 5.47%, 11/1/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508476 |
| Sunnova Sol Issuer LLC, Series 2020-1A, Class B, 5.54%, 2/1/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2534007 |
| 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;&nbsp;&nbsp;311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288195 |
| Theorem Funding Trust, Series 2022-2A, Class B, 9.27%, 12/15/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2846794 |
| Vantage Data Centers LLC, Series 2020-2A, Class A2, 1.992%, 9/15/45<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2391156 |
| VB-S1 Issuer LLC, Series 2024-1A, Class F, 8.871%, 5/15/54<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1457738 |

---

------

Calvert

Income Fund

June 30, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Value** |
| Wendy's Funding LLC, Series 2018-1A, Class A2II, 3.884%, 3/15/48<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1942 | $1897273 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp; 537250 |
| &nbsp;&nbsp;&nbsp;Series 2020-A, Class C, 6.657%, 3/15/45<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp; 167844 |
| Willis Engine Structured Trust VII, Series 2023-A, Class A, 8.00%, 10/15/48<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp; 1238995 |
| Willis Engine Structured Trust VIII, Series 2025-A, Class B, 6.07%, 6/15/50<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp; 1620327 |
| Total Asset-Backed Securities<br> (identified cost $114,365,984) |  | **$109093927** |

---

Collateralized Mortgage Obligations — 5.8%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Center Street Lending Resi-Investor ABS Mortgage Trust, Series 2024-RTL1, Class A1, 6.892% to 5/25/27, 10/25/29<sup>(1)(3)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3770 | $3831619 |
| Champs Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-1, Class A, 9.101%, 7/25/59<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1856 | &nbsp;&nbsp; 1925023 |
| &nbsp;&nbsp;&nbsp;Series 2024-2, Class A, 9.259%, 11/25/59<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1242 | &nbsp;&nbsp; 1296976 |
| &nbsp;&nbsp;&nbsp;Series 2024-3, Class A, 8.745%, 1/25/60<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1319 | &nbsp;&nbsp; 1372649 |
| Eagle Re Ltd., Series 2021-2, Class M1C, 7.755%, (30-day SOFR Average + 3.45%), 4/25/34<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1710 | &nbsp;&nbsp; 1729723 |
| Federal Home Loan Mortgage Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 5324, Class MZ, 6.00%, 7/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp; 182501 |
| &nbsp;&nbsp;&nbsp;Series 5413, Class MZ, 6.00%, 5/25/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1383 | &nbsp;&nbsp; 1403872 |
| &nbsp;&nbsp;&nbsp;Series 5483, Class FB, 5.735%, (30-day SOFR Average + 1.43%), 12/25/54<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4164611 |
| Federal Home Loan Mortgage Corp. STACR REMICS Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-DNA3, Class B2, 12.57%, (30-day SOFR Average + 8.264%), 7/25/49<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577948 |
| &nbsp;&nbsp;&nbsp;Series 2020-DNA6, Class B1, 7.305%, (30-day SOFR Average + 3.00%), 12/25/50<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966175 |
| &nbsp;&nbsp;&nbsp;Series 2021-DNA2, Class B2, 10.305%, (30-day SOFR Average + 6.00%), 8/25/33<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2376623 |
| &nbsp;&nbsp;&nbsp;Series 2022-DNA2, Class B2, 12.805%, (30-day SOFR Average + 8.50%), 2/25/42<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1073712 |
| &nbsp;&nbsp;&nbsp;Series 2022-DNA4, Class B2, 14.555%, (30-day SOFR Average + 10.25%), 5/25/42<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2125439 |
| Federal National Mortgage Association Connecticut Avenue Securities: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-R01, Class 2B1, 8.77%, (30-day SOFR Average + 4.464%), 7/25/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1216860 |
| &nbsp;&nbsp;&nbsp;Series 2019-R06, Class 2B1, 8.17%, (30-day SOFR Average + 3.864%), 9/25/39<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1610713 |
| &nbsp;&nbsp;&nbsp;Series 2019-R07, Class 1B1, 7.82%, (30-day SOFR Average + 3.514%), 10/25/39<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4037268 |
| &nbsp;&nbsp;&nbsp;Series 2020-R02, Class 2B1, 7.42%, (30-day SOFR Average + 3.114%), 1/25/40<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1538725 |
| &nbsp;&nbsp;&nbsp;Series 2021-R01, Class 1B2, 10.305%, (30-day SOFR Average + 6.00%), 10/25/41<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4672307 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Federal National Mortgage Association Connecticut Avenue Securities: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-R02, Class 2B1, 7.605%, (30-day SOFR Average + 3.30%), 11/25/41<sup>(1)(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543 | $559623 |
| Government National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2023-84, Class DL, 6.00%, 6/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716 | &nbsp;&nbsp; 741187 |
| &nbsp;&nbsp;&nbsp;Series 2023-84, Class MW, 6.00%, 6/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751 | &nbsp;&nbsp; 773984 |
| &nbsp;&nbsp;&nbsp;Series 2023-98, Class BW, 6.00%, 7/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832 | &nbsp;&nbsp; 861197 |
| &nbsp;&nbsp;&nbsp;Series 2023-99, Class AL, 6.00%, 7/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832 | &nbsp;&nbsp; 861146 |
| &nbsp;&nbsp;&nbsp;Series 2023-101, Class FM, 5.202%, (30-day SOFR Average + 0.90%), 7/20/53<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1794 | &nbsp;&nbsp; 1791272 |
| &nbsp;&nbsp;&nbsp;Series 2023-102, Class SG, 6.515%, (22.546% - 30-day SOFR Average x 3.727), 7/20/53<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844 | &nbsp;&nbsp; 903865 |
| &nbsp;&nbsp;&nbsp;Series 2023-116, Class CY, 6.00%, 8/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2027846 |
| &nbsp;&nbsp;&nbsp;Series 2023-164, Class EL, 6.00%, 11/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1001853 |
| &nbsp;&nbsp;&nbsp;Series 2023-173, Class AX, 6.00%, 11/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882213 |
| &nbsp;&nbsp;&nbsp;Series 2024-46, Class AL, 6.00%, 3/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927616 |
| Home Re Ltd., Series 2021-1, Class M2, 7.27%, (30-day SOFR Average + 2.964%), 7/25/33<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1926034 |
| LHOME Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2023-RTL2, Class A1, 8.00% to 1/25/26, 6/25/28<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1056969 |
| &nbsp;&nbsp;&nbsp;Series 2023-RTL3, Class A1, 8.00% to 3/25/26, 8/25/28<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1089046 |
| &nbsp;&nbsp;&nbsp;Series 2023-RTL4, Class A1, 7.628% to 8/25/25, 11/25/28<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987212 |
| &nbsp;&nbsp;&nbsp;Series 2024-RTL1, Class A1, 7.017% to 8/25/26, 1/25/29<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1606276 |
| NRZ Excess Spread-Collateralized Notes, Series 2025-FHT1, Class A, 6.545%, 3/25/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2868693 |
| NYMT Loan Trust, Series 2024-BPL1, Class A1, 7.154% to 7/25/26, 2/25/29<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2024431 |
| PNMAC GMSR Issuer Trust, Series 2024-GT1, Class A, 7.519%, (1 mo. SOFR + 3.20%), 3/25/29<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1639119 |
| Triangle Re Ltd., Series 2021-3, Class B1, 9.255%, (30-day SOFR Average + 4.95%), 2/25/34<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2276125 |
| Total Collateralized Mortgage Obligations<br> (identified cost $61,583,418) |  | &nbsp;&nbsp;&nbsp;**$62908451** |

---

Commercial Mortgage-Backed Securities — 5.3%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Value** |
| BAMLL Commercial Mortgage Securities Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-BPR, Class ENM, 3.843%, 11/5/32<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11165 | $8850647 |
| &nbsp;&nbsp;&nbsp;Series 2019-BPR, Class FNM, 3.843%, 11/5/32<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4545 | &nbsp;&nbsp; 3189698 |
| BX Commercial Mortgage Trust, Series 2021-VOLT, Class D, 6.076%, (1 mo. SOFR + 1.764%), 9/15/36<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4904 | &nbsp;&nbsp; 4883819 |
| BX Trust, Series 2025-GW, Class E, 7.95%, (1 mo. SOFR + 3.65%), 7/15/42<sup>(1)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3955 | &nbsp;&nbsp; 3976838 |

---

------

Calvert

Income Fund

June 30, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | **Value** |
| CSMC Trust: |  |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-BPNY, Class A, 8.141%, (1 mo. SOFR + 3.829%), 8/15/26<sup>(1)(2)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4194 | $3935237 |
| &nbsp;&nbsp;&nbsp;Series 2022-CNTR, Class A, 8.256%, (1 mo. SOFR + 3.944%), 1/9/25<sup>(1)(2)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1333 | &nbsp;&nbsp; 884925 |
| Extended Stay America Trust, Series 2021-ESH, Class D, 6.677%, (1 mo. SOFR + 2.364%), 7/15/38<sup>(1)(2)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5026 | &nbsp;&nbsp; 5038012 |
| Federal National Mortgage Association Multifamily Connecticut Avenue Securities Trust: |  |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-01, Class M10, 7.67%, (30-day SOFR Average + 3.364%), 10/25/49<sup>(1)(2)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2241 | &nbsp;&nbsp; 2278262 |
| &nbsp;&nbsp;&nbsp;Series 2020-01, Class M10, 8.17%, (30-day SOFR Average + 3.864%), 3/25/50<sup>(1)(2)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2933 | &nbsp;&nbsp; 2984326 |
| Great Wolf Trust, Series 2024-WLF2, Class D, 7.251%, (1 mo. SOFR + 2.939%), 5/15/41<sup>(1)(2)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2954 | &nbsp;&nbsp; 2970244 |
| HLTN Commercial Mortgage Trust, Series 2024-DPLO, Class C, 6.852%, (1 mo. SOFR + 2.54%), 6/15/41<sup>(1)(2)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp; 315517 |
| Hudson Yards Mortgage Trust, Series 2025-SPRL, Class E, 6.901%, 1/13/40<sup>(1)(4)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1289146 |
| INTOWN Mortgage Trust: |  |  |  |
| &nbsp;&nbsp;&nbsp;Series 2025-STAY, Class C, 6.562%, (1 mo. SOFR + 2.25%), 3/15/42<sup>(1)(2)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1028510 |
| &nbsp;&nbsp;&nbsp;Series 2025-STAY, Class D, 7.162%, (1 mo. SOFR + 2.85%), 3/15/42<sup>(1)(2)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1801422 |
| &nbsp;&nbsp;&nbsp;Series 2025-STAY, Class E, 8.162%, (1 mo. SOFR + 3.85%), 3/15/42<sup>(1)(2)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1953972 |
| JPMorgan Chase Commercial Mortgage Securities Trust: |  |  |  |
| &nbsp;&nbsp;&nbsp;Series 2014-DSTY, Class B, 3.771%, 6/10/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104370 |
| &nbsp;&nbsp;&nbsp;Series 2014-DSTY, Class C, 3.931%, 6/10/27<sup>(1)(4)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17640 |
| NYC Commercial Mortgage Trust, Series 2025-3BP, Class D, 6.753%, (1 mo. SOFR + 2.441%), 2/15/42<sup>(1)(2)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1903800 |
| ORL Trust, Series 2024-GLKS, Class F, 8.75%, (1 mo. SOFR + 4.438%), 12/15/39<sup>(1)(2)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3054783 |
| TX Trust, Series 2024-HOU, Class E, 8.699%, (1 mo. SOFR + 4.387%), 6/15/39<sup>(1)(2)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2916729 |
| U.K. Logistics DAC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-1A, Class D, 8.237%, (SONIA + 4.00%), 5/17/34<sup>(1)(2)</sup> | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1794602 |
| &nbsp;&nbsp;&nbsp;Series 2024-1A, Class E, 9.237%, (SONIA + 5.00%), 5/17/34<sup>(1)(2)</sup> | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898417 |
| Willowbrook Mall, Series 2025-WBRK, Class E, 6.278%, 3/5/35<sup>(1)(4)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1301691 |
| Total Commercial Mortgage-Backed Securities<br> (identified cost $63,649,715) |  |  | &nbsp;&nbsp;&nbsp;**$57372607** |

---

Common Stocks — 0.1%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Energy — 0.1% | Energy — 0.1% |  |
| Enviva LLC<sup>(7)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80778 | $1585268 |
| Total Common Stocks<br> (identified cost $570,293) |  | **$1585268** |

---

Convertible Bonds — 0.6%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Communications — 0.1% | Communications — 0.1% |  |
| Liberty Media Corp.-Liberty Formula One, 2.25%, 8/15/27 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385 | $512627 |
| Uber Technologies, Inc., 0.00%, 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp; 551770 |
|  |  | **$1064397** |
| Consumer, Non-cyclical — 0.2% | Consumer, Non-cyclical — 0.2% |  |
| Exact Sciences Corp., 1.75%, 4/15/31<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510 | $469094 |
| Ionis Pharmaceuticals, Inc., 1.75%, 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485 | &nbsp;&nbsp; 510766 |
| Jazz Investments I Ltd., 3.125%, 9/15/30<sup>(1)(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445 | &nbsp;&nbsp; 473925 |
| Shift4 Payments, Inc., 0.50%, 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp; 467625 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$1921410** |
| Energy — 0.0%<sup>†</sup> | Energy — 0.0%<sup>†</sup> |  |
| XPLR Infrastructure LP, 2.50%, 6/15/26<sup>(1)(9)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$483537 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$483537** |
| Financial — 0.1% | Financial — 0.1% |  |
| Barclays Bank PLC, 1.00%, 2/16/29 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$520109 |
| Digital Realty Trust LP, 1.875%, 11/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511141 |
| Federal Realty OP LP, 3.25%, 1/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468120 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$1499370** |
| Technology — 0.2% | Technology — 0.2% |  |
| Akamai Technologies, Inc., 1.125%, 2/15/29 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$466235 |
| Datadog, Inc., 0.00%, 12/1/29<sup>(1)(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537880 |
| ON Semiconductor Corp., 0.50%, 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477894 |
| Parsons Corp., 2.625%, 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539340 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$2021349** |
| Total Convertible Bonds<br> (identified cost $6,767,672) |  | &nbsp;&nbsp;&nbsp;&nbsp;**$6990063** |

---

Corporate Bonds — 48.5%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Value** |
| Basic Materials — 1.1% | Basic Materials — 1.1% |  |
| Celanese U.S. Holdings LLC: |  |  |
| &nbsp;&nbsp;&nbsp;6.85%, 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4101 | $4311980 |
| &nbsp;&nbsp;&nbsp;7.20%, 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1866 | &nbsp;&nbsp; 1982037 |
| Compass Minerals International, Inc., 6.75%, 12/1/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879 | &nbsp;&nbsp; 886887 |
| Olympus Water U.S. Holding Corp., 9.75%, 11/15/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2280 | &nbsp;&nbsp; 2403759 |
| South32 Treasury Ltd., 4.35%, 4/14/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2596 | &nbsp;&nbsp; 2435724 |
|  |  | **$12020387** |
| Communications — 2.9% | Communications — 2.9% |  |
| Arches Buyer, Inc., 4.25%, 6/1/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;$2155029 |

---

------

Calvert

Income Fund

June 30, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Value** |
| Communications (continued) | Communications (continued) |  |
| Bell Telephone Co. of Canada or Bell Canada, 6.875% to 6/15/30, 9/15/55<sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | $2466033 |
| Charter Communications Operating LLC/Charter Communications Operating Capital: |  |  |
| &nbsp;&nbsp;&nbsp;4.80%, 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8895 | &nbsp;&nbsp; 7121957 |
| &nbsp;&nbsp;&nbsp;4.908%, 7/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2677 | &nbsp;&nbsp; 2676847 |
| Clear Channel Outdoor Holdings, Inc., 7.875%, 4/1/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2170 | &nbsp;&nbsp; 2241944 |
| McGraw-Hill Education, Inc., 8.00%, 8/1/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp; 2139631 |
| Sprint LLC, 7.625%, 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp; 3029025 |
| Stagwell Global LLC, 5.625%, 8/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp; 2393912 |
| Videotron Ltd., 3.625%, 6/15/29<sup>(1)(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3073089 |
| Virgin Media Vendor Financing Notes IV DAC, 5.00%, 7/15/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1959301 |
| Zegona Finance PLC, 8.625%, 7/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2138990 |
|  |  | &nbsp;&nbsp;&nbsp;**$31395758** |
| Consumer, Cyclical — 4.2% | Consumer, Cyclical — 4.2% |  |
| American Airlines, Inc./AAdvantage Loyalty IP Ltd., 5.50%, 4/20/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1083 | &nbsp;&nbsp;&nbsp;&nbsp;$1081524 |
| AS Mileage Plan IP Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;5.021%, 10/20/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2530827 |
| &nbsp;&nbsp;&nbsp;5.308%, 10/20/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2712105 |
| Champ Acquisition Corp., 8.375%, 12/1/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923465 |
| Clarios Global LP/Clarios U.S. Finance Co., 6.75%, 2/15/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2058281 |
| 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;1176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1173070 |
| &nbsp;&nbsp;&nbsp;4.75%, 10/20/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5816178 |
| Ferrellgas LP/Ferrellgas Finance Corp., 5.875%, 4/1/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2127021 |
| Ford Motor Co., 3.25%, 2/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2554872 |
| Ford Motor Credit Co. LLC: |  |  |
| &nbsp;&nbsp;&nbsp;6.532%, 3/19/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3734458 |
| &nbsp;&nbsp;&nbsp;7.122%, 11/7/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423633 |
| &nbsp;&nbsp;&nbsp;7.20%, 6/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1140189 |
| &nbsp;&nbsp;&nbsp;7.35%, 3/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2948516 |
| General Motors Co., 5.15%, 4/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2793688 |
| General Motors Financial Co., Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;5.95%, 4/4/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1878300 |
| &nbsp;&nbsp;&nbsp;6.05%, 10/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4013275 |
| PetSmart, Inc./PetSmart Finance Corp., 4.75%, 2/15/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3053949 |
| Sonic Automotive, Inc., 4.875%, 11/15/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2139978 |
| WarnerMedia Holdings, Inc., 4.279%, 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2573454 |
|  |  | &nbsp;&nbsp;&nbsp;**$45676783** |
| Consumer, Non-cyclical — 2.7% | Consumer, Non-cyclical — 2.7% |  |
| Biogen, Inc., 6.45%, 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2710 | &nbsp;&nbsp;&nbsp;&nbsp;$2792657 |
| Centene Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4149715 |
| &nbsp;&nbsp;&nbsp;3.375%, 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1079385 |
| &nbsp;&nbsp;&nbsp;4.625%, 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1526130 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | **Value** |
| Consumer, Non-cyclical (continued) | Consumer, Non-cyclical (continued) | Consumer, Non-cyclical (continued) |  |
| Fortrea Holdings, Inc., 7.50%, 7/1/30<sup>(1)(9)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1901 | $1723115 |
| ICON Investments Six DAC, 5.809%, 5/8/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp; 2093634 |
| LifePoint Health, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;9.875%, 8/15/30<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp; 920514 |
| &nbsp;&nbsp;&nbsp;10.00%, 6/1/32<sup>(1)(9)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1925 | &nbsp;&nbsp; 1988361 |
| Pfizer Investment Enterprises Pte. Ltd., 5.30%, 5/19/53 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6591 | &nbsp;&nbsp; 6226877 |
| Smithfield Foods, Inc., 5.20%, 4/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3181 | &nbsp;&nbsp; 3203470 |
| U.S. Acute Care Solutions LLC, 9.75%, 5/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp; 1549032 |
| WASH Multifamily Acquisition, Inc., 5.75%, 4/15/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2243501 |
|  |  |  | &nbsp;&nbsp;&nbsp;**$29496391** |
| Diversified — 0.2% | Diversified — 0.2% | Diversified — 0.2% |  |
| Inversiones La Construccion SA, 4.75%, 2/7/32<sup>(11)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2962 | &nbsp;&nbsp;&nbsp;&nbsp;$2759843 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$2759843** |
| Energy — 0.9% | Energy — 0.9% | Energy — 0.9% |  |
| Occidental Petroleum Corp., 5.375%, 1/1/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;$3672273 |
| Raizen Fuels Finance SA: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.70%, 1/17/35<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1597585 |
| &nbsp;&nbsp;&nbsp;6.45%, 3/5/34<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;938507 |
| &nbsp;&nbsp;&nbsp;6.95%, 3/5/54<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563586 |
| TerraForm Power Operating LLC, 4.75%, 1/15/30<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2675796 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$9447747** |
| Financial — 30.4% | Financial — 30.4% | Financial — 30.4% |  |
| ABN AMRO Bank NV, 4.988% to 12/3/27, 12/3/28<sup>(1)(10)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;$1622020 |
| AIB Group PLC, 5.32% to 5/15/30, 5/15/31<sup>(1)(10)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2532478 |
| Aircastle Ltd./Aircastle Ireland DAC, 5.75%, 10/1/31<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5202318 |
| Ally Financial, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.70% to 5/15/26<sup>(10)(12)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7381022 |
| &nbsp;&nbsp;&nbsp;5.543% to 1/17/30, 1/17/31<sup>(10)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1132218 |
| &nbsp;&nbsp;&nbsp;6.848% to 1/3/29, 1/3/30<sup>(10)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3084114 |
| American Assets Trust LP, 3.375%, 2/1/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3399444 |
| American International Group, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.85%, 5/7/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5082057 |
| &nbsp;&nbsp;&nbsp;5.45%, 5/7/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3537609 |
| American National Group, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.75%, 10/1/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1284759 |
| &nbsp;&nbsp;&nbsp;6.00%, 7/15/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412607 |
| &nbsp;&nbsp;&nbsp;6.144%, 6/13/32<sup>(1)(9)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3681335 |
| Antares Holdings LP: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 7/15/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1009876 |
| &nbsp;&nbsp;&nbsp;6.35%, 10/23/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1015746 |
| &nbsp;&nbsp;&nbsp;6.50%, 2/8/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1484778 |
| Apollo Debt Solutions BDC, 6.70%, 7/29/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2077949 |
| ASR Nederland NV, 7.00% to 9/7/33, 12/7/43<sup>(10)(11)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2679544 |
| Athene Holding Ltd., 6.625%, 5/19/55 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5383536 |
| Banco Mercantil del Norte SA, 8.375% to 5/20/31<sup>(1)(10)(12)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3337502 |

---

------

Calvert

Income Fund

June 30, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Value** |
| Financial (continued) | Financial (continued) |  |
| Banco Santander SA: |  |  |
| &nbsp;&nbsp;&nbsp;6.35%, 3/14/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | $2514530 |
| &nbsp;&nbsp;&nbsp;9.625% to 11/21/28<sup>(10)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp; 2212934 |
| Bank of America Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;1.922% to 10/24/30, 10/24/31<sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp; 4797805 |
| &nbsp;&nbsp;&nbsp;5.511% to 1/24/35, 1/24/36<sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12808 | &nbsp;&nbsp; 13174247 |
| Bank of Montreal, 7.70% to 5/26/29, 5/26/84<sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2911 | &nbsp;&nbsp; 3013130 |
| Bank of Nova Scotia, 8.00% to 1/27/29, 1/27/84<sup>(9)(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5840 | &nbsp;&nbsp; 6207692 |
| Barclays PLC, 8.00% to 3/15/29<sup>(10)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2933481 |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico: |  |  |
| &nbsp;&nbsp;&nbsp;5.125% to 1/18/28, 1/18/33<sup>(1)(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4709595 |
| &nbsp;&nbsp;&nbsp;8.125% to 1/8/34, 1/8/39<sup>(1)(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2727499 |
| &nbsp;&nbsp;&nbsp;8.45% to 6/29/33, 6/29/38<sup>(1)(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1668951 |
| Belrose Funding Trust II, 6.792%, 5/15/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5319925 |
| Blue Owl Credit Income Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;6.60%, 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;874823 |
| &nbsp;&nbsp;&nbsp;6.65%, 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1260544 |
| BNP Paribas SA: |  |  |
| &nbsp;&nbsp;&nbsp;5.906% to 11/19/34, 11/19/35<sup>(1)(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2914513 |
| &nbsp;&nbsp;&nbsp;7.75% to 8/16/29<sup>(1)(10)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1807027 |
| &nbsp;&nbsp;&nbsp;8.00% to 8/22/31<sup>(1)(10)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1420229 |
| &nbsp;&nbsp;&nbsp;9.25% to 11/17/27<sup>(1)(10)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1411145 |
| BPCE SA, 5.876% to 1/14/30, 1/14/31<sup>(1)(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4417152 |
| Broadstone Net Lease LLC, 2.60%, 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1763230 |
| Brookfield Finance, Inc., 6.30% to 10/15/34, 1/15/55<sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4708978 |
| CaixaBank SA: |  |  |
| &nbsp;&nbsp;&nbsp;6.037% to 6/15/34, 6/15/35<sup>(1)(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583089 |
| &nbsp;&nbsp;&nbsp;6.84% to 9/13/33, 9/13/34<sup>(1)(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5882487 |
| Charles Schwab Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;4.00% to 6/1/26<sup>(10)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1702236 |
| &nbsp;&nbsp;&nbsp;6.136% to 8/24/33, 8/24/34<sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5085007 |
| CI Financial Corp., 7.50%, 5/30/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5480691 |
| Citadel LP, 6.375%, 1/23/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5270910 |
| Citigroup, Inc., 4.00% to 12/10/25<sup>(10)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2757404 |
| COPT Defense Properties LP: |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2566631 |
| &nbsp;&nbsp;&nbsp;2.90%, 12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2956523 |
| Enact Holdings, Inc., 6.25%, 5/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4900222 |
| EPR Properties: |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1754263 |
| &nbsp;&nbsp;&nbsp;3.75%, 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3094017 |
| &nbsp;&nbsp;&nbsp;4.95%, 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3080198 |
| Essent Group Ltd., 6.25%, 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4724285 |
| Extra Space Storage LP, 2.55%, 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641393 |
| Fifth Third Bancorp, 6.361% to 10/27/27, 10/27/28<sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3128126 |
| First Horizon Corp., 5.514% to 3/7/30, 3/7/31<sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913176 |
| Fortitude Group Holdings LLC, 6.25%, 4/1/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535207 |
| Global Atlantic Fin Co.: |  |  |
| &nbsp;&nbsp;&nbsp;3.125%, 6/15/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6338378 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Value** |
| Financial (continued) | Financial (continued) |  |
| Global Atlantic Fin Co.: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;4.70% to 7/15/26, 10/15/51<sup>(1)(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | $490975 |
| &nbsp;&nbsp;&nbsp;6.75%, 3/15/54<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4540 | &nbsp;&nbsp; 4656210 |
| &nbsp;&nbsp;&nbsp;7.95% to 7/15/29, 10/15/54<sup>(1)(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2930 | &nbsp;&nbsp; 3057684 |
| HA Sustainable Infrastructure Capital, Inc., 6.375%, 7/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9369 | &nbsp;&nbsp; 9375228 |
| HAT Holdings I LLC/HAT Holdings II LLC: |  |  |
| &nbsp;&nbsp;&nbsp;3.375%, 6/15/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp; 132223 |
| &nbsp;&nbsp;&nbsp;3.75%, 9/15/30<sup>(1)(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1415 | &nbsp;&nbsp; 1299425 |
| HSBC Holdings PLC, 7.39% to 11/3/27, 11/3/28<sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4257301 |
| ING Groep NV: |  |  |
| &nbsp;&nbsp;&nbsp;5.066% to 3/25/30, 3/25/31<sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3840924 |
| &nbsp;&nbsp;&nbsp;8.00% to 5/16/30<sup>(10)(11)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1937340 |
| Intact Financial Corp., 5.459%, 9/22/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1332856 |
| Intesa Sanpaolo SpA, 8.248% to 11/21/32, 11/21/33<sup>(1)(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4700789 |
| Jefferies Financial Group, Inc., 6.20%, 4/14/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4674820 |
| JPMorgan Chase & Co.: |  |  |
| &nbsp;&nbsp;&nbsp;5.103% to 4/22/30, 4/22/31<sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3413444 |
| &nbsp;&nbsp;&nbsp;5.766% to 4/22/34, 4/22/35<sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9894138 |
| &nbsp;&nbsp;&nbsp;6.087% to 10/23/28, 10/23/29<sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6892893 |
| Liberty Mutual Group, Inc., 4.125% to 9/15/26, 12/15/51<sup>(1)(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6673650 |
| LPL Holdings, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 3/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2046360 |
| &nbsp;&nbsp;&nbsp;5.75%, 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4362242 |
| Marex Group PLC, 6.404%, 11/4/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5484489 |
| MGIC Investment Corp., 5.25%, 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175007 |
| NatWest Group PLC, 5.115% to 5/23/30, 5/23/31<sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5498445 |
| Nuveen LLC, 5.85%, 4/15/34<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2307576 |
| Oaktree Strategic Credit Fund: |  |  |
| &nbsp;&nbsp;&nbsp;6.50%, 7/23/29<sup>(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671082 |
| &nbsp;&nbsp;&nbsp;8.40%, 11/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3262722 |
| PNC Financial Services Group, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;5.575% to 1/29/35, 1/29/36<sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;737215 |
| &nbsp;&nbsp;&nbsp;6.875% to 10/20/33, 10/20/34<sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643018 |
| Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, Inc., 3.875%, 3/1/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3551557 |
| Societe Generale SA: |  |  |
| &nbsp;&nbsp;&nbsp;3.653% to 7/8/30, 7/8/35<sup>(1)(9)(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981941 |
| &nbsp;&nbsp;&nbsp;6.10% to 4/13/32, 4/13/33<sup>(1)(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1764141 |
| &nbsp;&nbsp;&nbsp;8.50% to 3/25/34<sup>(1)(10)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2998443 |
| Stifel Financial Corp., 4.00%, 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2331275 |
| Synchrony Bank, 5.40%, 8/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3224451 |
| Synovus Bank/Columbus, GA: |  |  |
| &nbsp;&nbsp;&nbsp;4.00% to 10/29/25, 10/29/30<sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2837307 |
| &nbsp;&nbsp;&nbsp;5.625%, 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;854354 |
| Synovus Financial Corp., 6.168% to 11/1/29, 11/1/30<sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2411548 |
| Texas Capital Bancshares, Inc., 4.00% to 5/6/26, 5/6/31<sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3438521 |
| Toronto-Dominion Bank, 8.125% to 10/31/27, 10/31/82<sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7281238 |
| Truist Financial Corp., 5.867% to 6/8/33, 6/8/34<sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5653778 |

---

------

Calvert

Income Fund

June 30, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | **Value** |
| Financial (continued) | Financial (continued) | Financial (continued) |  |
| U.S. Bancorp, 5.083% to 5/15/30, 5/15/31<sup>(10)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2541 | $2592570 |
| UBS Group AG: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.253%, 3/23/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1685 | &nbsp;&nbsp; 1676132 |
| &nbsp;&nbsp;&nbsp;4.375% to 2/10/31<sup>(1)(9)(10)(12)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3883 | &nbsp;&nbsp; 3441608 |
| &nbsp;&nbsp;&nbsp;9.25% to 11/13/28<sup>(1)(9)(10)(12)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3150 | &nbsp;&nbsp; 3446018 |
| UniCredit SpA: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.459% to 6/30/30, 6/30/35<sup>(1)(10)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1295 | &nbsp;&nbsp; 1288088 |
| &nbsp;&nbsp;&nbsp;5.861% to 6/19/27, 6/19/32<sup>(1)(10)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3643 | &nbsp;&nbsp; 3673101 |
|  |  |  | &nbsp;&nbsp;**$331856712** |
| Government - Multinational — 0.4% | Government - Multinational — 0.4% | Government - Multinational — 0.4% |  |
| International Bank for Reconstruction & Development, 8.50%, 4/6/26 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72800 | &nbsp;&nbsp;&nbsp;&nbsp;$3863954 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$3863954** |
| Industrial — 0.6% | Industrial — 0.6% | Industrial — 0.6% |  |
| Calderys Financing LLC, 11.25%, 6/1/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$530693 |
| Hexcel Corp., 5.875%, 2/26/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931383 |
| Masterbrand, Inc., 7.00%, 7/15/32<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2208755 |
| Reworld Holding Corp., 4.875%, 12/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1266338 |
| Seaspan Corp., 5.50%, 8/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2045739 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$6982908** |
| Technology — 3.6% | Technology — 3.6% | Technology — 3.6% |  |
| Broadcom, Inc., 3.137%, 11/15/35<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3740 | &nbsp;&nbsp;&nbsp;&nbsp;$3155961 |
| Clarivate Science Holdings Corp., 4.875%, 7/1/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1602398 |
| Cloud Software Group, Inc., 9.00%, 9/30/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2412084 |
| Foundry JV Holdco LLC, 6.10%, 1/25/36<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7681488 |
| Intel Corp.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 3/25/50 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503829 |
| &nbsp;&nbsp;&nbsp;4.90%, 8/5/52 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2629434 |
| Kyndryl Holdings, Inc., 6.35%, 2/20/34<sup>(9)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5321744 |
| McAfee Corp., 7.375%, 2/15/30<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2079800 |
| Oracle Corp., 3.60%, 4/1/50 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4689941 |
| Playtika Holding Corp., 4.25%, 3/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2370989 |
| Qorvo, Inc., 3.375%, 4/1/31<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4626063 |
| Seagate HDD Cayman, 9.625%, 12/1/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1710160 |
|  |  |  | &nbsp;&nbsp;&nbsp;**$38783891** |
| Utilities — 1.5% | Utilities — 1.5% | Utilities — 1.5% |  |
| Clearway Energy Operating LLC, 3.75%, 1/15/32<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1129 | &nbsp;&nbsp;&nbsp;&nbsp;$1013894 |
| Constellation Energy Generation LLC, 5.75%, 3/15/54 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1961614 |
| Engie SA, 5.625%, 4/10/34<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4274416 |
| NextEra Energy Capital Holdings, Inc., 5.45%, 3/15/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3717227 |
| Pattern Energy Operations LP/Pattern Energy Operations, Inc., 4.50%, 8/15/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2030104 |
| Terraform Global Operating LP, 6.125%, 3/1/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1344686 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Value** |
| Utilities (continued) | Utilities (continued) |  |
| XPLR Infrastructure Operating Partners LP, 8.625%, 3/15/33<sup>(1)(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | $2466858 |
|  |  | **$16808799** |
| Total Corporate Bonds<br> (identified cost $519,939,807) |  | **$529093173** |

---

Exchange-Traded Funds — 0.3%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Fixed-Income Funds — 0.3% | Fixed-Income Funds — 0.3% |  |
| Calvert Ultra-Short Investment Grade ETF<sup>(9)(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | $3292900 |
| Total Exchange-Traded Funds<br> (identified cost $3,304,000) |  | **$3292900** |

---

High Social Impact Investments — 0.2%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Calvert Impact Capital, Inc., Community Investment Notes, 5.00%, 12/15/28<sup>(8)(14)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | $1005690 |
| Calvert Impact Capital, Inc., Community Investment Notes, 5.00%, 9/20/29<sup>(8)(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp; 1005440 |
| Total High Social Impact Investments<br> (identified cost $2,000,000) |  | **$2011130** |

---

Preferred Stocks — 0.5%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Real Estate Management & Development — 0.4% | Real Estate Management & Development — 0.4% |  |
| Brookfield Property Partners LP: |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.75% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70736 | $919568 |
| &nbsp;&nbsp;&nbsp;Series A2, 6.375% | &nbsp;&nbsp;&nbsp;&nbsp;212000 | &nbsp;&nbsp; 3209680 |
|  |  | **$4129248** |
| Wireless Telecommunication Services — 0.1% | Wireless Telecommunication Services — 0.1% |  |
| U.S. Cellular Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;5.50% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43223 | $886936 |
| &nbsp;&nbsp;&nbsp;6.25% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40491 | &nbsp;&nbsp; 956802 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$1843738** |
| Total Preferred Stocks<br> (identified cost $9,200,489) |  | &nbsp;&nbsp;&nbsp;&nbsp;**$5972986** |

---

------

Calvert

Income Fund

June 30, 2025

Schedule of Investments (Unaudited) — continued

------

Senior Floating-Rate Loans — 5.6%<sup>(15)</sup>

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Aerospace and Defense — 0.2% | Aerospace and Defense — 0.2% |  |
| Dynasty Acquisition Co., Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.327%, (1 mo. USD Term SOFR + 2.00%), 10/31/31 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1442 | $1443929 |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.327%, (1 mo. USD Term SOFR + 2.00%), 10/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548 | &nbsp;&nbsp; 549225 |
|  |  | **$1993154** |
| Capital Markets — 0.2% | Capital Markets — 0.2% |  |
| Focus Financial Partners LLC, Term Loan, 7.077%, (1 mo. USD Term SOFR + 2.75%), 9/15/31 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1493 | $1491015 |
|  |  | **$1491015** |
| Commercial Services & Supplies — 0.4% | Commercial Services & Supplies — 0.4% |  |
| Minimax Viking GmbH, Term Loan, 3/17/32<sup>(16)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;$2514062 |
| Reworld Holding Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.562%, (1 mo. USD Term SOFR + 2.25%), 11/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1844781 |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.562%, (1 mo. USD Term SOFR + 2.25%), 11/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142441 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$4501284** |
| Construction & Engineering — 0.2% | Construction & Engineering — 0.2% |  |
| APi Group DE, Inc., Term Loan, 6.077%, (1 mo. USD Term SOFR + 1.75%), 1/3/29 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2389 | &nbsp;&nbsp;&nbsp;&nbsp;$2392490 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$2392490** |
| Consumer Finance — 0.2% | Consumer Finance — 0.2% |  |
| CPI Holdco B LLC, Term Loan, 6.327%, (1 mo. USD Term SOFR + 2.00%), 5/19/31 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2481 | &nbsp;&nbsp;&nbsp;&nbsp;$2476908 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$2476908** |
| Diversified Consumer Services — 0.4% | Diversified Consumer Services — 0.4% |  |
| Belron Finance 2019 LLC, Term Loan, 7.049%, (3 mo. USD Term SOFR + 2.75%), 10/16/31 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2481 | &nbsp;&nbsp;&nbsp;&nbsp;$2495579 |
| KUEHG Corp., Term Loan, 7.546%, (3 mo. USD Term SOFR + 3.25%), 6/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1993264 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$4488843** |
| Diversified Telecommunication Services — 0.1% | Diversified Telecommunication Services — 0.1% |  |
| Lumen Technologies, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.791%, (1 mo. USD Term SOFR + 2.35%), 4/16/29 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$667998 |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.791%, (1 mo. USD Term SOFR + 2.35%), 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667735 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$1335733** |

---

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Entertainment — 0.2% | Entertainment — 0.2% |  |
| Delta 2 (LUX) SARL: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 9/30/31<sup>(16)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1667 | $1671459 |
| &nbsp;&nbsp;&nbsp;Term Loan, 9/30/31<sup>(16)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;833 | &nbsp;&nbsp; 835729 |
|  |  | **$2507188** |
| Health Care Equipment & Supplies — 0.2% | Health Care Equipment & Supplies — 0.2% |  |
| Medline Borrower LP, Term Loan, 6.577%, (1 mo. USD Term SOFR + 2.25%), 10/23/28 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1975 | $1979568 |
|  |  | **$1979568** |
| Health Care Providers & Services — 0.3% | Health Care Providers & Services — 0.3% |  |
| CNT Holdings I Corp., Term Loan, 6.78%, (3 mo. USD Term SOFR + 2.50%), 11/8/32 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1496 | &nbsp;&nbsp;&nbsp;&nbsp;$1501629 |
| Raven Acquisition Holdings LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 3.25%, 11/19/31<sup>(17)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100037 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.577%, (1 mo. USD Term SOFR + 3.25%), 11/19/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1397024 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$2998690** |
| Hotels, Restaurants & Leisure — 0.2% | Hotels, Restaurants & Leisure — 0.2% |  |
| Four Seasons Hotels Ltd., Term Loan, 11/30/29<sup>(16)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;$2517813 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$2517813** |
| Insurance — 0.9% | Insurance — 0.9% |  |
| Alliant Holdings Intermediate LLC, Term Loan, 7.072%, (1 mo. USD Term SOFR + 2.75%), 9/19/31 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1980 | &nbsp;&nbsp;&nbsp;&nbsp;$1982705 |
| AmWINS Group, Inc., Term Loan, 6.577%, (1 mo. USD Term SOFR + 2.25%), 1/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2474424 |
| HUB International Ltd., Term Loan, 6.769%, (3 mo. USD Term SOFR + 2.50%), 6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1697082 |
| Ryan Specialty Group LLC, Term Loan, 6.577%, (1 mo. USD Term SOFR + 2.25%), 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1992487 |
| USI, Inc., Term Loan, 6.546%, (3 mo. USD Term SOFR + 2.25%), 11/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1973999 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$10120697** |
| IT Services — 0.4% | IT Services — 0.4% |  |
| Informatica LLC, Term Loan, 6.577%, (1 mo. USD Term SOFR + 2.25%), 10/27/28 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2481 | &nbsp;&nbsp;&nbsp;&nbsp;$2493955 |
| Sedgwick Claims Management Services, Inc., Term Loan, 7.327%, (1 mo. USD Term SOFR + 3.00%), 7/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1989343 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$4483298** |
| Machinery — 0.6% | Machinery — 0.6% |  |
| Alliance Laundry Systems LLC, Term Loan, 6.827%, (1 mo. USD Term SOFR + 2.50%), 8/19/31 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;$1504500 |
| Gates Global LLC, Term Loan, 6.077%, (1 mo. USD Term SOFR + 1.75%), 6/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2483868 |

---

------

Calvert

Income Fund

June 30, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Machinery (continued) | Machinery (continued) |  |
| TK Elevator Midco GmbH, Term Loan, 7.237%, (3 mo. USD Term SOFR + 3.00%), 4/30/30 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1975 | $1982531 |
|  |  | **$5970899** |
| Professional Services — 0.2% | Professional Services — 0.2% |  |
| Trans Union LLC, Term Loan, 6.077%, (1 mo. USD Term SOFR + 1.75%), 6/24/31 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2487 | $2492823 |
|  |  | **$2492823** |
| Software — 0.5% | Software — 0.5% |  |
| CCC Intelligent Solutions, Inc., Term Loan, 6.327%, (1 mo. USD Term SOFR + 2.00%), 1/23/32 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987 | $989222 |
| Ellucian Holdings, Inc., Term Loan, 7.327%, (1 mo. USD Term SOFR + 3.00%), 10/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1496 | &nbsp;&nbsp; 1501629 |
| Epicor Software Corp., Term Loan, 7.077%, (1 mo. USD Term SOFR + 2.75%), 5/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1497959 |
| McAfee LLC, Term Loan, 7.316%, (1 mo. USD Term SOFR + 3.00%), 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1452546 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$5441356** |
| Specialty Retail — 0.2% | Specialty Retail — 0.2% |  |
| Les Schwab Tire Centers, Term Loan, 6.827% - 6.833%, (1 mo. USD Term SOFR + 2.50%, 3 mo. USD Term SOFR + 2.50%), 4/23/31 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1985 | &nbsp;&nbsp;&nbsp;&nbsp;$1985650 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$1985650** |
| Transportation Infrastructure — 0.2% | Transportation Infrastructure — 0.2% |  |
| KKR Apple Bidco LLC, Term Loan, 6.827%, (1 mo. USD Term SOFR + 2.50%), 9/23/31 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1493 | &nbsp;&nbsp;&nbsp;&nbsp;$1491567 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$1491567** |
| Total Senior Floating-Rate Loans<br> (identified cost $60,438,096) |  | &nbsp;&nbsp;&nbsp;&nbsp;**$60668976** |

---

Sovereign Government Bonds — 0.3%

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Romania — 0.3% | Romania — 0.3% | Romania — 0.3% |  |
| Romania Government International Bonds, 5.625%, 2/22/36<sup>(1)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | $3149788 |
|  |  |  | **$3149788** |
| Total Sovereign Government Bonds<br> (identified cost $3,100,742) |  |  | **$3149788** |

---

U.S. Government Agency Mortgage-Backed Securities — 17.8%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Federal National Mortgage Association, 5.00%, 1/1/54 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3883 | $3814153 |
| Uniform Mortgage-Backed Security: |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 30-Year, TBA<sup>(18)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29031 | &nbsp;&nbsp; 28452553 |
| &nbsp;&nbsp;&nbsp;5.50%, 30-Year, TBA<sup>(18)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81383 | &nbsp;&nbsp; 81363887 |
| &nbsp;&nbsp;&nbsp;6.00%, 30-Year, TBA<sup>(18)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78775 | &nbsp;&nbsp; 80058194 |
| Total U.S. Government Agency Mortgage-Backed Securities<br> (identified cost $191,571,391) |  | **$193688787** |

---

U.S. Treasury Obligations — 1.6%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| U.S. Treasury Notes: |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 2/28/30 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5825 | $5883023 |
| &nbsp;&nbsp;&nbsp;4.125%, 2/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3798 | &nbsp;&nbsp; 3818325 |
| &nbsp;&nbsp;&nbsp;4.50%, 5/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3896 | &nbsp;&nbsp; 4003140 |
| &nbsp;&nbsp;&nbsp;4.625%, 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3307 | &nbsp;&nbsp; 3412927 |
| Total U.S. Treasury Obligations<br> (identified cost $17,046,049) |  | **$17117415** |

---

Miscellaneous — 0.0%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount** | **Value** |
| Energy — 0.0% | Energy — 0.0% |  |
| Enviva LLC, Escrow Certificates<sup>(7)(19)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;2538000 | $0 |
| Total Miscellaneous<br> (identified cost $0) |  | **$0** |

---

------

Calvert

Income Fund

June 30, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| Short-Term Investments — 21.4% |  |  |
| Affiliated Fund — 19.6% | Affiliated Fund — 19.6% | Affiliated Fund — 19.6% |
| **Security** | **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value** |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 4.23%<sup>(20)</sup> | 213883693 | $213883693 |
| Total Affiliated Fund<br> (identified cost $213,883,693) |  | **$213883693** |
| Securities Lending Collateral — 1.8% | Securities Lending Collateral — 1.8% | Securities Lending Collateral — 1.8% |
| **Security** | **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value** |
| State Street Navigator Securities Lending Government Money Market Portfolio, 4.35%<sup>(21)</sup> | 19042078 | $19042078 |
| Total Securities Lending Collateral<br> (identified cost $19,042,078) |  | **$19042078** |
| Total Short-Term Investments<br> (identified cost $232,925,771) |  | **$232925771** |
| Total Investments — 118.0%<br> (identified cost $1,286,463,427) |  | **$1285871242** |
| Less Unfunded Loan Commitments — (0.0)%<sup>†</sup> |  | $**(100000)** |

---

---

| | |
|:---|:---|
| Net Investments — 118.0%<br> (identified cost $1,286,363,427) | **$1285771242** |

---

---

| | |
|:---|:---|
| Other Assets, Less Liabilities — (18.0)% | **$(195778831)** |
| Net Assets — 100.0% | **$1089992411** |

---

---

| | |
|:---|:---|
| 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>†</sup> | Amount is less than 0.05% or (0.05)%, as applicable. |
| \* | In U.S. dollars unless otherwise indicated. |
| <sup>(1)</sup> | Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At June 30, 2025, the aggregate value of these securities is $442,795,332 or 40.6% of the Fund's net assets. |
| <sup>(2)</sup> | Variable rate security. The stated interest rate represents the rate in effect at June 30, 2025. |
| <sup>(3)</sup> | Step coupon security. Interest rate represents the rate in effect at<br> June 30, 2025. |
| <sup>(4)</sup> | Weighted average fixed-rate coupon that changes/updates monthly. Rate shown is the rate at June 30, 2025. |
| <sup>(5)</sup> | Inverse floating-rate security whose coupon varies inversely with changes in the interest rate index. The stated interest rate represents the coupon rate in effect at June 30, 2025. |
| <sup>(6)</sup> | When-issued, variable rate security whose interest rate will be determined after June 30, 2025. |

---

<sup>(7)</sup> Non-income producing security.

<sup>(8)</sup> Restricted security. Total market value of restricted securities amounts to $3,596,398, which represents 0.3% of the net assets of the Fund as of June 30, 2025.

<sup>(9)</sup> All or a portion of this security was on loan at June 30, 2025. The aggregate market value of securities on loan at June 30, 2025 was $27,161,573 and the total market value of the collateral received by the Fund was $28,132,672, comprised of cash of $19,042,078 and U.S. government and/or agencies securities of $9,090,594.

<sup>(10)</sup> Security converts to variable rate after the indicated fixed-rate coupon period.

<sup>(11)</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 June 30, 2025, the aggregate value of these securities is $7,376,727 or 0.6% of the Fund's net assets.

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

<sup>(13)</sup> Affiliated fund.

<sup>(14)</sup> May be deemed to be an affiliated company.

<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 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> This Senior Loan will settle after June 30, 2025, at which time the interest rate will be determined.

<sup>(17)</sup> Unfunded or partially unfunded loan commitments. The stated interest rate reflects the weighted average of the reference rate and spread for the funded portion, if any, and the commitment fees on the portion of the loan that is unfunded. At June 30, 2025, the total value of unfunded loan commitments is $100,038.

<sup>(18)</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, which is not expected to differ significantly from the commitment amount, and maturity date are determined upon settlement.

<sup>(19)</sup> Security is valued using significant unobservable inputs and is categorized as Level 3 in the fair value hierarchy.

<sup>(20)</sup> May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of June 30, 2025.

<sup>(21)</sup> Represents investment of cash collateral received in connection with securities lending.

------

Calvert

Income Fund

June 30, 2025

Schedule of Investments (Unaudited) — continued

------

#### Forward Foreign Currency Exchange Contracts (OTC)

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **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)** |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1764000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;1147119 | &nbsp;&nbsp;&nbsp;&nbsp;Bank Of America, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;9/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;$15897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1580000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;1022540 | &nbsp;&nbsp;&nbsp;&nbsp;UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;9/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29137960 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;5191711 | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;9/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1344000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238954 | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;9/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78333484 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;1529951 | &nbsp;&nbsp;&nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;9/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(184) |
| EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78333484 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;1534446 | &nbsp;&nbsp;&nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;9/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4680) |
| EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120619701 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;2363702 | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;9/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8132) |
| HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254200000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730621 | &nbsp;&nbsp;&nbsp;&nbsp;Bank Of America, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;9/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507670000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;1443287 | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp;9/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17138000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119327 | &nbsp;&nbsp;&nbsp;&nbsp;Bank Of America, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;9/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295630000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;2047373 | &nbsp;&nbsp;&nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;&nbsp;&nbsp;9/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942586000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695841 | &nbsp;&nbsp;&nbsp;&nbsp;Bank Of America, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;9/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp;1993558701 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;1461596 | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;9/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29330000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;1525279 | &nbsp;&nbsp;&nbsp;&nbsp;Bank Of America, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;9/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159 | &nbsp;&nbsp;&nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;&nbsp;&nbsp;9/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4104471 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;5609211 | &nbsp;&nbsp;&nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;&nbsp;&nbsp;9/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32134) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254323 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347000 | &nbsp;&nbsp;&nbsp;&nbsp;UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;9/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1578) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3788662 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;3268184 | &nbsp;&nbsp;&nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;&nbsp;&nbsp;9/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(82690) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2642150 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;1958558 | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;9/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(47735) |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$232577** | &nbsp;&nbsp;&nbsp;&nbsp;**$(177133)** |

---

#### 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;&nbsp;&nbsp;&nbsp;126 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;9/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;$26210953 | &nbsp;&nbsp;&nbsp;&nbsp;$92527 |
| U.S. 5-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;1174 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;9/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127966000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1527361 |
| U.S. 10-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;9/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9867000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165080 |
| U.S. Long Treasury Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;9/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46187500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1754101 |
| U.S. Ultra 10-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;9/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21710469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439574 |
| U.S. Ultra-Long Treasury Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;9/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28828250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1163042 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$5141685** |

---

------

Calvert

Income Fund

June 30, 2025

Schedule of Investments (Unaudited) — continued

------

#### Credit Default Swaps - Sell Protection (Centrally Cleared)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Reference Entity** | &nbsp;&nbsp;**Notional<br> Amount<sup>\*</sup><br> (000's omitted)** | &nbsp;&nbsp;**Current<br> Market Annual<br> Fixed Rate\*\*\*** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Value** | &nbsp;&nbsp;**Unamortized<br> Upfront<br> Receipts<br> (Payments)** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| Markit CDX North America High Yield Index (CDX.NA.HY.44.V1) | &nbsp;&nbsp;$4900 &nbsp;&nbsp;5.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;3.20% | &nbsp;&nbsp;6/20/30 | &nbsp;&nbsp;$372914 | &nbsp;&nbsp;$(181554) | &nbsp;&nbsp;$191360 |
| **Total** | &nbsp;&nbsp;**$4900** |  |  | &nbsp;&nbsp;**$372914** | &nbsp;&nbsp;**$(181554)** | &nbsp;&nbsp;**$191360** |

---

\* If the Fund is the seller of credit protection, the notional amount is the maximum potential amount of future payments the Fund could be required to make if a credit event, as defined in the credit default swap agreement, were to occur. At June 30, 2025, such maximum potential amount for all open credit default swaps in which the Fund is the seller was $4,900,000.

\*\* The contract annual fixed rate represents the fixed rate of interest received by the Fund (as a seller of protection) or paid by the Fund (as a buyer of protection) on the notional amount of the credit default swap contract.

\*\*\* Current market annual fixed rates, utilized in determining the net unrealized appreciation or depreciation as of period end, serve as an indicator of the market's perception of the current status of the payment/performance risk associated with the credit derivative. The current market annual fixed rate ofa particular reference entity reflects the cost, as quoted by the pricing vendor, of selling protection against default of that entity as of period end and may include upfront payments required to be made to enter into the agreement. The higher the fixed rate, the greater the market perceived risk of a credit event involving the reference entity. A rate identified as "Defaulted" indicates a credit event has occurred for the reference entity.

<sup>(1)</sup> Upfront payment is exchanged with the counterparty as a result of the standardized trading coupon.

#### Restricted Securities

---

| | | |
|:---|:---|:---|
| **Description** | &nbsp;&nbsp;&nbsp;&nbsp;**Acquisition Dates** | &nbsp;&nbsp;&nbsp;&nbsp;**Cost** |
| Calvert Impact Capital, Inc., Community Investment Notes, 5.00%, 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;12/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;$1000000 |
| Calvert Impact Capital, Inc., Community Investment Notes, 5.00%, 9/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9/20/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 |
| Enviva LLC | &nbsp;&nbsp;&nbsp;&nbsp;12/6/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570293 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$2570293** |

---

---

| | |
|:---|:---|
| **Abbreviations:** | **Abbreviations:** |
| OTC | – Over-the-counter |
| SOFR | – Secured Overnight Financing Rate |
| SONIA | – Sterling Overnight Index Average |
| STACR | – Structured Agency Credit Risk |
| TBA | – To Be Announced |
| **Currency Abbreviations:** | **Currency Abbreviations:** |
| AUD | – Australian Dollar |
| BRL | – Brazilian Real |
| CAD | – Canadian Dollar |
| EGP | – Egyptian Pound |
| EUR | – Euro |
| GBP | – British Pound Sterling |
| HUF | – Hungarian Forint |
| JPY | – Japanese Yen |
| KRW | – South Korean Won |
| MXN | – Mexican Peso |
| SGD | – Singapore Dollar |
| USD | – United States Dollar |

---

------

Calvert

Income Fund

June 30, 2025

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 June 30, 2025, the Fund entered into forward foreign currency exchange contracts to seek to hedge against the decline in the value of currencies in which its portfolio holdings are denominated against the U.S. dollar.

Interest Rate Risk: During the fiscal year to date ended June 30, 2025, the Fund used futures contracts to hedge interest rate risk and to manage duration.

At June 30, 2025, the Fund had sufficient cash and/or securities to cover commitments under open derivative contracts.

Affiliated Investments

At June 30, 2025, the value of the Fund's investment in Calvert Impact Capital, Inc. and in funds that may be deemed to be affiliated was $219,187,723, which represents 20.1% of the Fund's net assets. Transactions in such investments by the Fund for the fiscal year to date ended June 30, 2025 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** |
| **Exchange-Traded Funds** |  |  |  |  |  |  |  |  |
| Calvert Ultra-Short Investment Grade ETF | $2535000 | $762750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | $(4850) | $3292900 | $117725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 |
| **High Social Impact Investments** |  |  |  |  |  |  |  |  |
| Calvert Impact Capital, Inc., Community Investment Notes, 5.00%, 12/15/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp; 1013790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;(8100) | &nbsp;&nbsp;&nbsp; 1005690 | &nbsp;&nbsp;&nbsp; 37500 | &nbsp;&nbsp;&nbsp;&nbsp;$1000000 |
| Calvert Impact Capital, Inc., Community Investment Notes, 5.00%, 9/20/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp; 1015060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;(9620) | &nbsp;&nbsp;&nbsp; 1005440 | &nbsp;&nbsp;&nbsp; 37500 | &nbsp;&nbsp;&nbsp;&nbsp;$1000000 |
| **Mutual Funds** | **Mutual Funds** | **Mutual Funds** |  |  |  |  |  |  |
| Calvert Floating-Rate Advantage Fund, Class R6 | &nbsp;&nbsp;&nbsp;15092039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (14634451) | &nbsp;&nbsp;&nbsp;(536212) | &nbsp;&nbsp;&nbsp;78624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 616193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** |  |  |  |  |  |  |
| Liquidity Fund, Institutional Class<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;17083242 | &nbsp;&nbsp;&nbsp;550107074 | &nbsp;&nbsp;&nbsp;(353306623) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;213883693 | &nbsp;&nbsp;&nbsp;2830718 | &nbsp;&nbsp;&nbsp;213883693 |
| **Total** |  |  |  | **$(536212)** | **$56054** | **$219187723** | **$3639636** |  |

---

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

Fair Value Measurements

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

Level 1 - quoted prices in active markets for identical securities

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

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

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

The following table summarizes the market value of the Fund's holdings as of June 30, 2025, 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;&nbsp;$109093927 | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;$109093927 |
| 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;&nbsp;&nbsp;&nbsp;62908451 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62908451 |
| 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;&nbsp;&nbsp;&nbsp;57372607 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57372607 |
| Common Stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1585268 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1585268 |

---

------

Calvert

Income Fund

June 30, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Description (continued)** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3<sup>(1)</sup>** | &nbsp;&nbsp;**Total** |
| Convertible Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$6990063 | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$6990063 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529093173 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529093173 |
| Exchange-Traded Funds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3292900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3292900 |
| High Social Impact Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2011130 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2011130 |
| Preferred Stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5972986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5972986 |
| Senior Floating-Rate Loans (Less Unfunded Loan Commitments) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60568976 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60568976 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;3149788 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3149788 |
| 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;&nbsp;193688787 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193688787 |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17117415 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17117415 |
| Miscellaneous | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| Short-Term Investments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Affiliated Fund | &nbsp;&nbsp;&nbsp;&nbsp;213883693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213883693 |
| &nbsp;&nbsp;&nbsp;Securities Lending Collateral | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19042078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19042078 |
| **Total Investments** | &nbsp;&nbsp;**$242191657** | &nbsp;&nbsp;**$1043579585** | &nbsp;&nbsp;&nbsp;&nbsp;**$0** | &nbsp;&nbsp;**$1285771242** |
| Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$232577 | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$232577 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5141685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5141685 |
| Swap 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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372914 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372914 |
| **Total** | &nbsp;&nbsp;**$247333342** | &nbsp;&nbsp;**$1044185076** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$1291518418** |
| **Liability Description** |  |  |  |  |
| Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(177133) | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(177133) |
| **Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$(177133)** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$(177133)** |

---

<sup>(1)</sup> None of the unobservable inputs for Level 3 assets, individually or collectively, had a material impact on the Fund.

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 June 30, 2025 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 annual or semi-annual financial statements.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** The Calvert Fund

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

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

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

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

  - **Street Address 1:** 2050 M Street NW

  - **City:** Washington

  - **State:** DC

  - **Foreign country:** US

  - **Zip / Postal Code:** 20036

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

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

- **a. Name of Series:** Calvert Income Fund

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

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

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

- **a. Date of fiscal year-end:** 2025-09-30

- **b. Date as of which information is reported:** 2025-06-30

**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:** $1312584540.96

**Total Liabilities:** $227401977.87

**Net Assets:** $1085182563.09

**Delayed Delivery Securities:** $202393771.82

**Cash Not Reported:** $2861852.54

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1194.56000000 | **1-Year:** -25455.25000000 | **5-Year:** -98778.90000000 | **10-Year:** -91466.85000000 | **30-Year:** -34575.47000000

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

- **3-Month:** -812.13000000 | **1-Year:** -17587.22000000 | **5-Year:** -59087.85000000 | **10-Year:** -26556.24000000 | **30-Year:** -10231.89000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000014095 | 0.48%                | 0.23%                | 1.82%                |
| Class ID C000241867 | 0.51%                | 0.32%                | 1.77%                |
| Class ID C000014098 | 0.50%                | 0.25%                | 1.84%                |
| Class ID C000014097 | 0.42%                | 0.16%                | 1.76%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2326832.06             | $3065245.87                                |
| Month 2  | $-17867.35               | $3229381.75                                |
| Month 3  | $-1333004.04             | $12201662.51                               |

**Designated Index Information**

- **Index Name:** BB US Credit

- **Index Identifier:** LEH_CREDIT

### Schedule of Portfolio Investments

| Name                                                                                | Title                                                                                                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Santander Bank Auto Credit-Linked Notes                                             | Santander Bank Auto Credit-Linked Notes Series 2024-B                                                          | CUSIP: 80280BAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1845000 | PA      | $1870035.91   | 0.17%             | 2033-01-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                                                              | TK Elevator Midco GmbH 2025 USD Term Loan B                                                                    | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |   1980075 | PA      | $1987500.17   | 0.18%             | 2030-04-30      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                                            | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5825000 | PA      | $5883022.48   | 0.54%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR Trust 2019-DNA3                                                                              | CUSIP: 35564TBE9<br>LEI: 549300KB1O80CETXGJ21 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $577948.10    | 0.05%             | 2049-07-25      | Floating      | 12.57%                | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                                             | Phillips Edison Grocery Center Operating Partnership I LP                                                      | CUSIP: 71845JAA6<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |   1100000 | PA      | $959292.47    | 0.09%             | 2031-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                                                    | VB-S1 Issuer LLC - VBTEL                                                                                       | CUSIP: 91823ABG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1395000 | PA      | $1457738.17   | 0.13%             | 2054-05-15      | Fixed         | 8.87%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                        | CaixaBank SA                                                                                                   | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    557000 | PA      | $583089.33    | 0.05%             | 2035-06-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                                       | CUSIP: 38384D3W5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    970000 | PA      | $1001853.44   | 0.09%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                                           | Qorvo Inc                                                                                                      | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |   5125000 | PA      | $4626062.29   | 0.43%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                                                            | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3330000 | PA      | $3413443.97   | 0.31%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 10YR ULTRA FUT SEP25                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       174 | NC      | $437245.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MAREX GROUP PLC                                                                     | Marex Group PLC                                                                                                | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |   5326000 | PA      | $5484489.03   | 0.51%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP                                                               | Stifel Financial Corp                                                                                          | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |   2424000 | PA      | $2331275.14   | 0.21%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY PART                                                            | Brookfield Property Partners LP                                                                                | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |    212000 | NS      | $3209680.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CHAMP ACQUISITION CORP                                                              | Champ Acquisition Corp                                                                                         | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    867000 | PA      | $923465.11    | 0.09%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                    | ABN AMRO Bank NV                                                                                               | CUSIP: 00084DBD1<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   1600000 | PA      | $1622020.11   | 0.15%             | 2028-12-03      | Fixed         | 4.99%                 | 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        |   1163440 | PA      | $1128111.08   | 0.10%             | 2026-11-25      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| CALDERYS FINANCING LLC                                                              | Calderys Financing LLC                                                                                         | CUSIP: 128786AA8<br>LEI: 254900ZIKDM74XNEFV84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $530692.64    | 0.05%             | 2028-06-01      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                                                            | Texas Capital Bancshares Inc                                                                                   | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |   3542000 | PA      | $3438521.00   | 0.32%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INFORMATICA LLC                                                                     | Informatica LLC 2024 Term Loan B                                                                               | CUSIP: 45673YAL0<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |   2480769 | PA      | $2493954.51   | 0.23%             | 2028-10-27      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                                  | PURCHASED KRW / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |         1 | NC      | $4454.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                                                       | CUSIP: 20754WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1496867 | PA      | $1538724.64   | 0.14%             | 2040-01-25      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                                                       | CUSIP: 05377RJM7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2240000 | PA      | $2280867.01   | 0.21%             | 2030-12-20      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                                              | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                   | CUSIP: 07336UAA1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   1577000 | PA      | $1668951.20   | 0.15%             | 2038-06-29      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY                                                 | CUSIP: 46642MAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2485000 | PA      | $104370.00    | 0.01%             | 2027-06-10      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| KUEHG CORP                                                                          | KUEHG Corp 2024 Term Loan                                                                                      | CUSIP: 50118YAG4<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |   1990000 | PA      | $1993263.60   | 0.18%             | 2030-06-12      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                            | Celanese US Holdings LLC                                                                                       | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   4101000 | PA      | $4311980.05   | 0.40%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                               | Uber Technologies Inc                                                                                          | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    460000 | PA      | $551770.00    | 0.05%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                   | General Motors Co                                                                                              | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2793687.66   | 0.26%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MCAFEE LLC                                                                          | McAfee LLC 2024 USD 1st Lien Term Loan B                                                                       | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |   1496250 | PA      | $1456195.39   | 0.13%             | 2029-03-01      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                   | NatWest Group PLC                                                                                              | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   5408000 | PA      | $5498445.45   | 0.51%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                                             | American National Group Inc                                                                                    | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   1254000 | PA      | $1284759.24   | 0.12%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                                                                         | Hexcel Corp                                                                                                    | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    915000 | PA      | $931383.17    | 0.09%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                                                       | UK Logistics 2024-1 DAC                                                                                        | CUSIP: 000000000<br>LEI: 635400H22JMICKOJRJ36 | Long             | ABS-MBS          | CORP              | GB        |    650000 | PA      | $898416.99    | 0.08%             | 2034-05-17      | Floating      | 9.24%                 | No            |                  2 | On Loan: No      |
| SOUTH32 TREASURY LTD                                                                | South32 Treasury Ltd                                                                                           | CUSIP: 84055BAA1<br>LEI: 213800HFGZMXST64GP53 | Long             | DBT              | CORP              | AU        |   2596000 | PA      | $2435723.74   | 0.22%             | 2032-04-14      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                                | LHOME Mortgage Trust 2023-RTL4                                                                                 | CUSIP: 50204VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    975000 | PA      | $987212.46    | 0.09%             | 2028-11-25      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                   | Barclays Bank PLC                                                                                              | CUSIP: 06744EDH7<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |    480000 | PA      | $520108.80    | 0.05%             | 2029-02-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                        | Broadcom Inc                                                                                                   | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3740000 | PA      | $3155961.26   | 0.29%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LLC                                                     | Cologix Data Centers US Issuer LLC                                                                             | CUSIP: 19521UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3844480.00   | 0.35%             | 2051-12-26      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                                        | BAMLL Commercial Mortgage Securities Trust 2019-BPR                                                            | CUSIP: 05492PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11165000 | PA      | $8850647.34   | 0.82%             | 2032-11-05      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co Inc                                                          | Dynasty Acquisition Co Inc 2024 1st Lien Term Loan B1                                                          | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |   1441644 | PA      | $1443929.46   | 0.13%             | 2031-10-31      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                               | McGraw-Hill Education Inc                                                                                      | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2139631.20   | 0.20%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                                       | CUSIP: 38384MAU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    898000 | PA      | $927615.95    | 0.09%             | 2054-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                                | LHOME Mortgage Trust 2024-RTL1                                                                                 | CUSIP: 50205DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1590000 | PA      | $1606275.56   | 0.15%             | 2029-01-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| ESC GCB144A ENVIVA PAR                                                              | ESC GCB144A ENVIVA PAR                                                                                         | CUSIP: 294ESCAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2538000 | PA      | $0.00         | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Willis Engine Securitization Trust                                                  | Willis Engine Structured Trust VII                                                                             | CUSIP: 97064YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200369 | PA      | $1238994.70   | 0.11%             | 2048-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                               | Foundry JV Holdco LLC                                                                                          | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   7416000 | PA      | $7681488.13   | 0.71%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                                    | Planet Fitness Master Issuer LLC                                                                               | CUSIP: 72703PAC7<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |   2433375 | PA      | $2322042.25   | 0.21%             | 2049-12-05      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                                                    | Antares Holdings LP                                                                                            | CUSIP: 03666HAG6<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1484778.28   | 0.14%             | 2029-02-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                 | Intesa Sanpaolo SpA                                                                                            | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   4048000 | PA      | $4700789.43   | 0.43%             | 2033-11-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                         | Bell Telephone Co of Canada or Bell Canada                                                                     | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   2400000 | PA      | $2466032.57   | 0.23%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                                    | Planet Fitness Master Issuer LLC                                                                               | CUSIP: 72703PAF0<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |   1151300 | PA      | $1169801.28   | 0.11%             | 2054-06-05      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                                              | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                   | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   4897000 | PA      | $4709595.24   | 0.43%             | 2033-01-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                            | Vantage Data Centers LLC                                                                                       | CUSIP: 92212KAC0<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |   2545000 | PA      | $2391156.28   | 0.22%             | 2045-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                              | Blue Owl Credit Income Corp                                                                                    | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    850000 | PA      | $874823.21    | 0.08%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                              | PNC Financial Services Group Inc/The                                                                           | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    715000 | PA      | $737215.04    | 0.07%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                                                             | CUSIP: 3137HABQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    180346 | PA      | $182500.69    | 0.02%             | 2053-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                                               | INTOWN 2025-STAY Mortgage Trust                                                                                | CUSIP: 46117WAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1802000 | PA      | $1801422.10   | 0.17%             | 2042-03-15      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                                    | GWT 2024-WLF2                                                                                                  | CUSIP: 362414AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2954000 | PA      | $2970244.34   | 0.27%             | 2041-05-15      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                                                       | CUSIP: 20754FAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1135502 | PA      | $1216859.98   | 0.11%             | 2031-07-25      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                                              | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                   | CUSIP: 07336UAB9<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   2637000 | PA      | $2727499.20   | 0.25%             | 2039-01-08      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CNT HOLDINGS I CORP                                                                 | CNT Holdings I Corp 2025 Term Loan                                                                             | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |   1496250 | PA      | $1501629.02   | 0.14%             | 2032-11-08      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                      | EPR Properties                                                                                                 | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   3248000 | PA      | $3094017.45   | 0.29%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC Holdings PLC                                                                                              | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4008000 | PA      | $4257300.77   | 0.39%             | 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        |   2927040 | PA      | $2741701.58   | 0.25%             | 2051-04-30      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC                                                        | Focus Financial Partners LLC 2025 Incremental Term Loan B                                                      | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |   1492500 | PA      | $1491014.96   | 0.14%             | 2031-09-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                                            | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3896000 | PA      | $4003140.00   | 0.37%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                    | Societe Generale SA                                                                                            | CUSIP: 83368RAY8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1069000 | PA      | $981940.99    | 0.09%             | 2035-07-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| BNP Paribas SA                                                                      | PURCHASED SGD / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | SG        |         1 | NC      | $1.75         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US ULTRA BOND CBT SEP25                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       242 | NC      | $1163041.81   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA 2 LUX SARL                                                                    | DELTA 2 LUX SARL 2024 TERM LOAN B2                                                                             | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |    833333 | PA      | $835729.16    | 0.08%             | 2031-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                                                        | State Street Navigator Securities Lending Government Money Market Portfolio                                    | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |  19042078 | NS      | $19042077.50  | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                                                          | CUSIP: 01F052672<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  81383000 | PA      | $81363887.20  | 7.50%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                            | Occidental Petroleum Corp                                                                                      | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3672272.57   | 0.34%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                                                                 | DataBank Issuer                                                                                                | CUSIP: 23802WAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1050500 | PA      | $1010962.02   | 0.09%             | 2051-10-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                                                    | APi Group DE Inc 2025 Term Loan                                                                                | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |   2389253 | PA      | $2392490.13   | 0.22%             | 2029-01-03      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                                            | Delta Air Lines Inc / SkyMiles IP Ltd                                                                          | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1175756 | PA      | $1173069.82   | 0.11%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                                                          | Sprint LLC                                                                                                     | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3029025.51   | 0.28%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-GW                                                                                               | CUSIP: 12433GAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3955000 | PA      | $3976837.93   | 0.37%             | 2042-07-15      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                              | PNC Financial Services Group Inc/The                                                                           | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    575000 | PA      | $643018.40    | 0.06%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                                                                     | Masterbrand Inc                                                                                                | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $2208755.26   | 0.20%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                                 | Medline Borrower LP 2024 USD Add-on Term Loan B                                                                | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   1980050 | PA      | $1984554.61   | 0.18%             | 2028-10-23      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| MINIMAX VIKING GMBH                                                                 | Minimax Viking GmbH 2025 USD Term Loan B                                                                       | CUSIP: 55404TAF9<br>LEI: 549300RKTIVJWNROR778 | Long             | LON              | CORP              | US        |   2500000 | PA      | $2514062.50   | 0.23%             | 2032-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Navigator Aviation Ltd                                                              | Navigator 2024-1 Aviation Ltd                                                                                  | CUSIP: 63943DAA7<br>LEI: 984500UF8C3O89B30652 | Long             | ABS-O            | CORP              | KY        |   2195071 | PA      | $2175708.07   | 0.20%             | 2049-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TX Trust 24-HOU                                                                     | TX Trust 2024-HOU                                                                                              | CUSIP: 90216DAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2908000 | PA      | $2916728.94   | 0.27%             | 2039-06-15      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC 2021-BPNY                                                                                                 | CUSIP: 12659XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4193547 | PA      | $3935236.40   | 0.36%             | 2026-08-15      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                    | LPL Holdings Inc                                                                                               | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   4310000 | PA      | $4362242.46   | 0.40%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                                                       | CUSIP: 20753WAE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3923926 | PA      | $4037267.58   | 0.37%             | 2039-10-25      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                                                            | PetSmart Inc / PetSmart Finance Corp                                                                           | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3129000 | PA      | $3053948.87   | 0.28%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                                             | American National Group Inc                                                                                    | CUSIP: 02772AAA7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   3586000 | PA      | $3681335.32   | 0.34%             | 2032-06-13      | Fixed         | 6.14%                 | No            |                  2 | On Loan: —       |
| HAT HOLDINGS I LLC/HAT                                                              | HAT Holdings I LLC / HAT Holdings II LLC                                                                       | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    626000 | PA      | $613124.48    | 0.06%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                          | Intel Corp                                                                                                     | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   3177000 | PA      | $2629434.20   | 0.24%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                                                    | Antares Holdings LP                                                                                            | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1009876.02   | 0.09%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SYNOVUS BANK GA                                                                     | Synovus Bank/Columbus GA                                                                                       | CUSIP: 87164DSE1<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |   2864000 | PA      | $2837306.66   | 0.26%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY                                                 | CUSIP: 46642MAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1120000 | PA      | $17640.00     | 0.00%             | 2027-06-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2021-VOLT                                                                         | CUSIP: 05609VAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4903772 | PA      | $4883818.55   | 0.45%             | 2036-09-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                                         | McAfee Corp                                                                                                    | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2079800.23   | 0.19%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                             | Digital Realty Trust LP                                                                                        | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |    485000 | PA      | $511141.50    | 0.05%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                                                    | Antares Holdings LP                                                                                            | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1015746.18   | 0.09%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                                   | CI Financial Corp                                                                                              | CUSIP: 125491AT7<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |   5192000 | PA      | $5480690.52   | 0.51%             | 2029-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                                              | AS Mileage Plan IP Ltd                                                                                         | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2755000 | PA      | $2712104.57   | 0.25%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                                                | Reworld Holding Corp Term Loan B                                                                               | CUSIP: 22282GAM9<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |   1839263 | PA      | $1844780.56   | 0.17%             | 2028-11-30      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDINGS LLC                                                      | Raven Acquisition Holdings LLC Delayed Draw Term Loan                                                          | CUSIP: 75419XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100000 | PA      | $100037.50    | 0.01%             | 2031-11-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                         | Oracle Corp                                                                                                    | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   6700000 | PA      | $4689941.04   | 0.43%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LIMITED                                                           | HUB International Limited 2025 Term Loan B                                                                     | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |   1695081 | PA      | $1702064.59   | 0.16%             | 2030-06-20      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| CALVERT IMPACT CAPITAL NOTE                                                         | CALVERT IMPACT CAPITAL NOTE                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005690.00   | 0.09%             | 2028-12-15      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                                                  | Willis Engine Structured Trust V                                                                               | CUSIP: 97064FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    174550 | PA      | $167844.39    | 0.02%             | 2045-03-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | PURCHASED BRL / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |         1 | NC      | $58780.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                                            | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3798000 | PA      | $3818325.22   | 0.35%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                                      | Synchrony Bank                                                                                                 | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   3225000 | PA      | $3224450.62   | 0.30%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LLC                                                     | Cologix Canadian Issuer LP                                                                                     | CUSIP: 19521DAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   2700000 | PA      | $1924013.95   | 0.18%             | 2052-01-25      | Fixed         | 7.74%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                    | LPL Holdings Inc                                                                                               | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   2106000 | PA      | $2046360.23   | 0.19%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                                             | NYMT Loan Trust Series 2024-BPL1                                                                               | CUSIP: 62956MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2010000 | PA      | $2024430.59   | 0.19%             | 2029-02-25      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| CCC Intelligent Solutions Inc                                                       | CCC Intelligent Solutions Inc Term Loan                                                                        | CUSIP: 12511BAC6<br>LEI: 5493006JEEL9RIWY5T17 | Long             | LON              | CORP              | US        |    987366 | PA      | $989221.99    | 0.09%             | 2032-01-23      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                       | UniCredit SpA                                                                                                  | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   3643000 | PA      | $3673101.16   | 0.34%             | 2032-06-19      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                                                                 | CUSIP: 09659T2D2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2888000 | PA      | $2914512.71   | 0.27%             | 2035-11-19      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                             | BPCE SA                                                                                                        | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   4257000 | PA      | $4417151.96   | 0.41%             | 2031-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                        | Hudson Yards 2025-SPRL Mortgage Trust                                                                          | CUSIP: 44855PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1243000 | PA      | $1289146.38   | 0.12%             | 2040-01-13      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                                                                 | CUSIP: 05602XDJ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1340000 | PA      | $1420228.48   | 0.13%             | 2031-08-22      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                                             | American National Group Inc                                                                                    | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    410000 | PA      | $412606.71    | 0.04%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HLTN Commercial Mortgage Trust 2024-DPLO                                            | HLTN COMMERCIAL MORTGAGE TRUST                                                                                 | CUSIP: 40424UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    315023 | PA      | $315517.40    | 0.03%             | 2041-06-15      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                                                           | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  12808000 | PA      | $13174247.45  | 1.21%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VEND FIN IV                                                            | Virgin Media Vendor Financing Notes IV DAC                                                                     | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |   2000000 | PA      | $1959301.20   | 0.18%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                                            | Olympus Water US Holding Corp                                                                                  | CUSIP: 25259KAA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2403758.40   | 0.22%             | 2028-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                        | Centene Corp                                                                                                   | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1568000 | PA      | $1526130.32   | 0.14%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                          | US Bancorp                                                                                                     | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2541000 | PA      | $2592569.82   | 0.24%             | 2031-05-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                                                              | Lumen Technologies Inc 2024 Extended Term Loan B2                                                              | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    676889 | PA      | $669436.78    | 0.06%             | 2030-04-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                      | EPR Properties                                                                                                 | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   1930000 | PA      | $1754262.69   | 0.16%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital                                | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2677000 | PA      | $2676847.22   | 0.25%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                                             | US Acute Care Solutions LLC                                                                                    | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1549032.00   | 0.14%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 2YR NOTE (CBT) SEP25                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       123 | NC      | $92460.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENGIE SA                                                                            | Engie SA                                                                                                       | CUSIP: 29286DAB1<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |   4150000 | PA      | $4274415.96   | 0.39%             | 2034-04-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                  | Subway Funding LLC                                                                                             | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1936431 | PA      | $1929590.17   | 0.18%             | 2054-07-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                                       | CUSIP: 38384EDD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1959000 | PA      | $2027845.72   | 0.19%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                               | Truist Financial Corp                                                                                          | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   5410000 | PA      | $5653777.47   | 0.52%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                                | LHOME Mortgage Trust 2023-RTL2                                                                                 | CUSIP: 50205BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050000 | PA      | $1056968.75   | 0.10%             | 2028-06-25      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| US CELLULAR CORP                                                                    | United States Cellular Corp                                                                                    | CUSIP: 911684801<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |     43223 | NS      | $886935.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                                                              | Jazz Investments I Ltd                                                                                         | CUSIP: 472145AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    445000 | PA      | $473925.00    | 0.04%             | 2030-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| BLUE OWL CREDIT INCOME                                                              | Blue Owl Credit Income Corp                                                                                    | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1260544.29   | 0.12%             | 2031-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| SYNOVUS BANK GA                                                                     | Synovus Bank/Columbus GA                                                                                       | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |    845000 | PA      | $854353.54    | 0.08%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CAJUN GLOBAL LLC                                                                    | Cajun Global LLC                                                                                               | CUSIP: 12803VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2860100 | PA      | $2801707.34   | 0.26%             | 2051-11-20      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                       | UniCredit SpA                                                                                                  | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   1295000 | PA      | $1288087.72   | 0.12%             | 2035-06-30      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                              | General Motors Financial Co Inc                                                                                | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4013275.04   | 0.37%             | 2025-10-10      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LLC                                                     | Cologix Data Centers US Issuer LLC                                                                             | CUSIP: 19521UAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2900000 | PA      | $2809007.57   | 0.26%             | 2051-12-26      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                  | Ally Financial Inc                                                                                             | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   7620000 | PA      | $7381021.48   | 0.68%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LUNAR AIRCRAFT 2020-1 LIMITED                                                       | LUNAR AIRCRAFT 2020-1 LTD                                                                                      | CUSIP: 55037LAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21158 | PA      | $20692.28     | 0.00%             | 2045-02-15      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                  | Ally Financial Inc                                                                                             | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2920000 | PA      | $3084114.37   | 0.28%             | 2030-01-03      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA2                                                                        | CUSIP: 35564KSQ3<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |    980000 | PA      | $1073712.50   | 0.10%             | 2042-02-25      | Floating      | 12.80%                | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                                                  | Willis Engine Structured Trust VIII                                                                            | CUSIP: 97063RAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1620327.20   | 0.15%             | 2050-06-15      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Pnmac Gmsr Issuer Trust                                                             | PNMAC GMSR Issuer Trust                                                                                        | CUSIP: 69354WAJ5<br>LEI: 5493007JEN3QN6CZC711 | Long             | ABS-O            | CORP              | US        |   1615000 | PA      | $1639118.73   | 0.15%             | 2029-03-25      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust                                         | AASET MT-1 Ltd                                                                                                 | CUSIP: 00039NAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2275000 | PA      | $2291741.73   | 0.21%             | 2050-02-16      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Navigator Aviation Ltd                                                              | Navigator 2024-1 Aviation Ltd                                                                                  | CUSIP: 63943DAB5<br>LEI: 984500UF8C3O89B30652 | Long             | ABS-O            | CORP              | KY        |   1341119 | PA      | $1330150.58   | 0.12%             | 2049-08-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                                                                         | Datadog Inc                                                                                                    | CUSIP: 23804LAC7<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |    560000 | PA      | $537880.00    | 0.05%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| LES SCHWAB TIRE CENTERS                                                             | Les Schwab Tire Centers 2025 Term Loan B                                                                       | CUSIP: 50220KAD6<br>LEI: 549300GJM1TKHPYFPF83 | Long             | LON              | CORP              | US        |   1985025 | PA      | $1985650.28   | 0.18%             | 2031-04-23      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                                                                 | Shift4 Payments Inc                                                                                            | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $467625.00    | 0.04%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | PURCHASED USD / SOLD EUR                                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-82689.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Smithfield Foods Inc                                                                | Smithfield Foods Inc                                                                                           | CUSIP: 832248BB3<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   3181000 | PA      | $3203470.39   | 0.30%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                            | Celanese US Holdings LLC                                                                                       | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1866000 | PA      | $1982037.21   | 0.18%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Champs Trust                                                                        | Champs Trust 2024-1                                                                                            | CUSIP: 15878AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1856434 | PA      | $1925023.23   | 0.18%             | 2059-07-25      | Variable      | 9.10%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                                              | Global Atlantic Fin Co                                                                                         | CUSIP: 37959GAB3<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   7131000 | PA      | $6338377.80   | 0.58%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                                                          | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  78775000 | PA      | $80058193.55  | 7.38%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                              | Mosaic Solar Loan Trust 2022-2                                                                                 | CUSIP: 61946UAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3583000 | PA      | $750669.31    | 0.07%             | 2053-01-21      | Fixed         | 8.29%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                             | Pfizer Investment Enterprises Pte Ltd                                                                          | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   6591000 | PA      | $6226876.65   | 0.57%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Champs Trust                                                                        | Champs Trust 2024-2                                                                                            | CUSIP: 15878BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1242291 | PA      | $1296976.37   | 0.12%             | 2059-11-25      | Variable      | 9.26%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                                              | NRZ Excess Spread-Collateralized Notes                                                                         | CUSIP: 62955MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190689 | PA      | $186233.21    | 0.02%             | 2026-07-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                                                | Reworld Holding Corp                                                                                           | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1266337.95   | 0.12%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC | Cloud Capital Holdco LP                                                                                        | CUSIP: 102104AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3510000 | PA      | $3531753.23   | 0.33%             | 2049-11-22      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                                  | PURCHASED JPY / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |         1 | NC      | $817.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                              | Brookfield Finance Inc                                                                                         | CUSIP: 11271LAN2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   4908000 | PA      | $4708978.15   | 0.43%             | 2055-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                                                                 | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1314000 | PA      | $1411145.33   | 0.13%             | 2027-11-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                          | Biogen Inc                                                                                                     | CUSIP: 09062XAM5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   2710000 | PA      | $2792657.17   | 0.26%             | 2055-05-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| GATES GLOBAL LLC                                                                    | Gates Global LLC 2024 Term Loan B5                                                                             | CUSIP: 36740UAY8<br>LEI: 984500F43C791F4C7894 | Long             | LON              | CORP              | US        |   2481250 | PA      | $2483867.72   | 0.23%             | 2031-06-04      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                  | Banco Santander SA                                                                                             | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2000000 | PA      | $2212934.00   | 0.20%             | 2028-11-21      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                                                         | Home RE 2021-1 Ltd                                                                                             | CUSIP: 437307AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   1910949 | PA      | $1926034.09   | 0.18%             | 2033-07-25      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                                                            | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   9414000 | PA      | $9894138.10   | 0.91%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                                                                  | Enact Holdings Inc                                                                                             | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |   4720000 | PA      | $4900221.82   | 0.45%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                                | Kyndryl Holdings Inc                                                                                           | CUSIP: 50155QAN0<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   4979000 | PA      | $5321744.00   | 0.49%             | 2034-02-20      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| CLOUD SOFTWARE GRP INC                                                              | Cloud Software Group Inc                                                                                       | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   2325000 | PA      | $2412083.81   | 0.22%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Theorem Funding Trust                                                               | Theorem Funding Trust 2022-2                                                                                   | CUSIP: 88339FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2810000 | PA      | $2846793.58   | 0.26%             | 2028-12-15      | Fixed         | 9.27%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE LP                                                              | XPLR Infrastructure LP                                                                                         | CUSIP: 65341BAG1<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |    505000 | PA      | $483536.76    | 0.04%             | 2026-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| Extended Stay America Trust                                                         | Extended Stay America Trust 2021-ESH                                                                           | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5026285 | PA      | $5038011.88   | 0.46%             | 2038-07-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                        | ING Groep NV                                                                                                   | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1820000 | PA      | $1937339.95   | 0.18%             | 2030-05-16      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                                            | Banco Mercantil del Norte SA/Grand Cayman                                                                      | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |   3291000 | PA      | $3337501.83   | 0.31%             | 2031-05-20      | Fixed         | 8.38%                 | 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              | CORP              | US        |   1415000 | PA      | $1299424.92   | 0.12%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Neighborly Issuer LLC                                                               | Neighborly Issuer 2023-1                                                                                       | CUSIP: 64016NAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    845538 | PA      | $863765.60    | 0.08%             | 2053-01-30      | Fixed         | 7.31%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                                                            | Fortitude Group Holdings LLC                                                                                   | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    520000 | PA      | $535207.06    | 0.05%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                                             | Stagwell Global LLC                                                                                            | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2393911.75   | 0.22%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Loandepot GMSR Master Trust                                                         | LOANDEPOT GMSR Trust                                                                                           | CUSIP: 53946TAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1829000 | PA      | $1829000.00   | 0.17%             | 2030-05-16      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | PURCHASED USD / SOLD CAD                                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-32133.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                              | Extra Space Storage LP                                                                                         | CUSIP: 30225VAF4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    725000 | PA      | $641393.01    | 0.06%             | 2031-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                                | LHOME Mortgage Trust 2023-RTL3                                                                                 | CUSIP: 50205TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1080000 | PA      | $1089045.86   | 0.10%             | 2028-08-25      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Prodigy Finance Designated Activity Co                                              | Prodigy Finance CM2021-1 DAC                                                                                   | CUSIP: 742857AA3<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |    471788 | PA      | $486833.99    | 0.04%             | 2051-07-25      | Floating      | 10.33%                | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                     | Long: S9707Z0K8 CDS USD R F  5.00000 Z9707Z0Q5 CCPCDX / Short: S9707Z0K8 CDS USD P V 03MEVENT Z9707Z0W2 CCPCDX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   4900000 | OU      | $365427.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                                                       | CUSIP: 20754RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4456839 | PA      | $4672306.66   | 0.43%             | 2041-10-25      | Floating      | 10.30%                | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                                | Sonic Automotive Inc                                                                                           | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2139977.93   | 0.20%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                            | Ferrellgas LP / Ferrellgas Finance Corp                                                                        | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2297000 | PA      | $2127020.85   | 0.20%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                                | Federal Realty OP LP                                                                                           | CUSIP: 313747BD8<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |    470000 | PA      | $468120.00    | 0.04%             | 2029-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                                              | American International Group Inc                                                                               | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5082057.40   | 0.47%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                                            | Clarios Global LP / Clarios US Finance Co                                                                      | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1978000 | PA      | $2058281.09   | 0.19%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                | LifePoint Health Inc                                                                                           | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    850000 | PA      | $920513.45    | 0.08%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                                          | Driven Brands Funding LLC                                                                                      | CUSIP: 26208LAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1340961 | PA      | $1336433.53   | 0.12%             | 2049-04-20      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                    | AmWINS Group Inc 2025 Term Loan B                                                                              | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |   2470792 | PA      | $2474423.72   | 0.23%             | 2032-01-30      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                        | Centene Corp                                                                                                   | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   4816000 | PA      | $4149715.07   | 0.38%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OAKTREE STRATEGIC CREDIT                                                            | Oaktree Strategic Credit Fund                                                                                  | CUSIP: 67403AAE9<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |    655000 | PA      | $671081.84    | 0.06%             | 2029-07-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Mosaic Solar Loans LLC                                                              | Mosaic Solar Loan Trust 2020-1                                                                                 | CUSIP: 61946NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     72892 | PA      | $64142.55     | 0.01%             | 2046-04-20      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                                  | Seagate HDD Cayman                                                                                             | CUSIP: 81180WBM2<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |   1516000 | PA      | $1710160.18   | 0.16%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Center Street Lending Resi-Investor Abs Trust                                       | Center Street Lending Resi-Investor ABS Mortgage Trust 2024-RTL1                                               | CUSIP: 15169CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3770000 | PA      | $3831619.14   | 0.35%             | 2029-10-25      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                                   | Sonic Capital LLC                                                                                              | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2844532 | PA      | $2786075.69   | 0.26%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                                 | Oportun Issuance Trust 2021-C                                                                                  | CUSIP: 68377WAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2142935 | PA      | $2106488.61   | 0.19%             | 2031-10-08      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                            | Clear Channel Outdoor Holdings Inc                                                                             | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2241944.18   | 0.21%             | 2030-04-01      | Fixed         | 7.88%                 | 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        |   2933449 | PA      | $2984326.14   | 0.28%             | 2050-03-25      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                                                 | Clarivate Science Holdings Corp                                                                                | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1602397.78   | 0.15%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON CORP                                                                  | First Horizon Corp                                                                                             | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |    900000 | PA      | $913175.78    | 0.08%             | 2031-03-07      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Calvert Ultra-Short Investment Grade Etf                                            | Calvert Ultra-Short Investment Grade Etf                                                                       | CUSIP: 61774R601<br>LEI: 549300RQT9YNL0GPOP12 | Long             | EC               | RF                | US        |     65000 | NS      | $3292900.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                                       | CUSIP: 38384BY39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    843736 | PA      | $903865.46    | 0.08%             | 2053-07-20      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                                                             | CUSIP: 3137HHNE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4161673 | PA      | $4164610.57   | 0.38%             | 2054-12-25      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| ServiceMaster Brands                                                                | ServiceMaster Funding LLC                                                                                      | CUSIP: 81761TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1313743 | PA      | $1144645.59   | 0.11%             | 2051-01-30      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| CPI HOLDCO B LLC                                                                    | CPI Holdco B LLC 2024 Term Loan                                                                                | CUSIP: 1261MAAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2481250 | PA      | $2476907.81   | 0.23%             | 2031-05-19      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                                  | Ford Motor Co                                                                                                  | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   3029000 | PA      | $2554872.14   | 0.24%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                                | Raizen Fuels Finance SA                                                                                        | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    937000 | PA      | $938506.70    | 0.09%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDINGS LLC                                                      | Raven Acquisition Holdings LLC Term Loan B                                                                     | CUSIP: 75419XAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1396500 | PA      | $1397023.69   | 0.13%             | 2031-11-19      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                                               | Playtika Holding Corp                                                                                          | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |   2610000 | PA      | $2370989.25   | 0.22%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                                                       | UK Logistics 2024-1 DAC                                                                                        | CUSIP: 000000000<br>LEI: 635400H22JMICKOJRJ36 | Long             | ABS-MBS          | CORP              | GB        |   1300000 | PA      | $1794601.64   | 0.17%             | 2034-05-17      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                                       | CUSIP: 38384BXQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    832000 | PA      | $861197.54    | 0.08%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                                                             | Aircastle Ltd / Aircastle Ireland DAC                                                                          | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   5056000 | PA      | $5202317.51   | 0.48%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                               | ON Semiconductor Corp                                                                                          | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    515000 | PA      | $477894.25    | 0.04%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                                                       | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3676000 | PA      | $3734458.40   | 0.34%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                                      | Pagaya AI Debt Selection Trust 2021-3                                                                          | CUSIP: 69546RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1414301 | PA      | $1383918.44   | 0.13%             | 2029-05-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                                            | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3307000 | PA      | $3412927.34   | 0.31%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                              | NextEra Energy Capital Holdings Inc                                                                            | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3645000 | PA      | $3717226.40   | 0.34%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                                                  | Zegona Finance PLC                                                                                             | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2138990.00   | 0.20%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                  | Ally Financial Inc                                                                                             | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1116000 | PA      | $1132217.61   | 0.10%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                        | Centene Corp                                                                                                   | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1171000 | PA      | $1079385.06   | 0.10%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co Inc                                                          | Dynasty Acquisition Co Inc 2024 1st Lien Term Loan B2                                                          | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    548356 | PA      | $549224.69    | 0.05%             | 2031-10-31      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                                          | Driven Brands Funding LLC                                                                                      | CUSIP: 26208LAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2355898 | PA      | $2321500.90   | 0.21%             | 2049-10-20      | Fixed         | 3.98%                 | 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        |   4545000 | PA      | $3189698.27   | 0.29%             | 2032-11-05      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| Sunrun Issuer                                                                       | Sunrun Xanadu Issuer 2019-1 LLC                                                                                | CUSIP: 86773PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310533 | PA      | $288195.14    | 0.03%             | 2054-06-30      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                            | Warnermedia Holdings Inc                                                                                       | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   5918000 | PA      | $4431102.50   | 0.41%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                    | Societe Generale SA                                                                                            | CUSIP: 83368RCF7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1696000 | PA      | $1764140.60   | 0.16%             | 2033-04-13      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                                                       | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2792000 | PA      | $2948516.14   | 0.27%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                                                | Reworld Holding Corp Term Loan C                                                                               | CUSIP: 22282GAN7<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |    142015 | PA      | $142441.25    | 0.01%             | 2028-11-30      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 10YR NOTE (CBT)SEP25                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        88 | NC      | $165079.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                                       | CUSIP: 38384BS69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    832000 | PA      | $861146.54    | 0.08%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                            | American Assets Trust LP                                                                                       | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |   3794000 | PA      | $3399443.73   | 0.31%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                  | Banco Santander SA                                                                                             | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2400000 | PA      | $2514530.06   | 0.23%             | 2034-03-14      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Focus Brands Funding LLC                                                            | Goto Foods Funding LLC                                                                                         | CUSIP: 34417MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2136240 | PA      | $2124543.02   | 0.20%             | 2047-04-30      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding LLC                                                  | Diamond Infrastructure Funding LLC                                                                             | CUSIP: 25265LAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    757000 | PA      | $715680.97    | 0.07%             | 2049-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                                                       | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1083000 | PA      | $1140189.32   | 0.11%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                                 | Charles Schwab Corp/The                                                                                        | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1726000 | PA      | $1702236.43   | 0.16%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                                            | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                            | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3828000 | PA      | $3551556.65   | 0.33%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | PURCHASED JPY / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |         1 | NC      | $25132.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS Group AG                                                                                                   | CUSIP: 90352JAC7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1685000 | PA      | $1676131.93   | 0.15%             | 2028-03-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SERVPRO MASTER ISSUER, LLC                                                          | SERVPRO Master Issuer LLC                                                                                      | CUSIP: 817743AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4639950 | PA      | $4566756.64   | 0.42%             | 2049-10-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS INC                                                                | Fortrea Holdings Inc                                                                                           | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |   1901000 | PA      | $1723114.69   | 0.16%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| LA CONSTRUCCION SA                                                                  | Inversiones La Construccion SA                                                                                 | CUSIP: 000000000<br>LEI: 254900IMQ8BOPW9UKX13 | Long             | DBT              | CORP              | CL        |   2962000 | PA      | $2759843.50   | 0.25%             | 2032-02-07      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PARSONS CORP                                                                        | Parsons Corp                                                                                                   | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |    505000 | PA      | $539340.00    | 0.05%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                                                              | Synovus Financial Corp                                                                                         | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2411547.53   | 0.22%             | 2030-11-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                                              | HA Sustainable Infrastructure Capital Inc                                                                      | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   9369000 | PA      | $9375228.04   | 0.86%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORP                                                                        | Seaspan Corp                                                                                                   | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |   2150000 | PA      | $2045738.76   | 0.19%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAJUN GLOBAL LLC                                                                    | Cajun Global LLC                                                                                               | CUSIP: 12803PAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1460000 | PA      | $1504256.10   | 0.14%             | 2055-02-20      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc                                             | Sedgwick Claims Management Services Inc 2023 Term Loan B                                                       | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |   1984975 | PA      | $1994353.76   | 0.18%             | 2031-07-31      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                                                | COPT Defense Properties LP                                                                                     | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |   2900000 | PA      | $2566630.96   | 0.24%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                                              | Global Atlantic Fin Co                                                                                         | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   2930000 | PA      | $3057683.54   | 0.28%             | 2054-10-15      | Fixed         | 7.95%                 | 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        | 213883693 | NS      | $213883692.74 | 19.71%            |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                              | General Motors Financial Co Inc                                                                                | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1851000 | PA      | $1878299.71   | 0.17%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA4                                                                        | CUSIP: 35564KYC7<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | USGSE             | US        |   1870000 | PA      | $2125439.38   | 0.20%             | 2042-05-25      | Floating      | 14.55%                | No            |                  2 | On Loan: No      |
| CALVERT IMPACT CAPITAL NOTE                                                         | CALVERT IMPACT CAPITAL NOTE                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005440.00   | 0.09%             | 2028-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                                       | CUSIP: 38384CBT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1794127 | PA      | $1791271.98   | 0.17%             | 2053-07-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| ServiceMaster Brands                                                                | ServiceMaster Funding LLC                                                                                      | CUSIP: 81761TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    614120 | PA      | $571317.66    | 0.05%             | 2051-01-30      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                                  | PURCHASED AUD / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | AU        |         1 | NC      | $15896.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alliance Laundry Systems LLC                                                        | Alliance Laundry Systems LLC 2024 Term Loan B                                                                  | CUSIP: 01862LBA5<br>LEI: 549300YBOGK6MBI5ND34 | Long             | LON              | CORP              | US        |   1500000 | PA      | $1504500.00   | 0.14%             | 2031-08-19      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Helios Issuer VI, LLC                                                               | SUNNOVA HELIOS II ISSUER LLC 2021-B                                                                            | CUSIP: 86744TAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1769354 | PA      | $1256092.43   | 0.12%             | 2048-07-20      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                                            | Castlelake Aircraft Structured Trust 2025-1                                                                    | CUSIP: 14856VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2428772 | PA      | $2466133.13   | 0.23%             | 2050-02-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                             | Jefferies Financial Group Inc                                                                                  | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   4467000 | PA      | $4674820.07   | 0.43%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                            | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                                | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1083333 | PA      | $1081524.51   | 0.10%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Champs Trust                                                                        | CHAMPS TRUST 2024-3                                                                                            | CUSIP: 15878CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1319086 | PA      | $1372649.02   | 0.13%             | 2060-01-25      | Variable      | 8.74%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS Group AG                                                                                                   | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3883000 | PA      | $3441607.74   | 0.32%             | 2031-02-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| ARCHES BUYER INC                                                                    | Arches Buyer Inc                                                                                               | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2155029.08   | 0.20%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                                               | INTOWN 2025-STAY Mortgage Trust                                                                                | CUSIP: 46117WAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1030000 | PA      | $1028509.69   | 0.09%             | 2042-03-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust                                         | AASET 2025-1                                                                                                   | CUSIP: 00258PAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1560811 | PA      | $1577591.83   | 0.15%             | 2050-02-16      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2020-DNA6                                                                        | CUSIP: 35566CBD6<br>LEI: 5493000ITBQFEOXM0S98 | Long             | ABS-MBS          | USGSE             | US        |    900000 | PA      | $966174.93    | 0.09%             | 2050-12-25      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                                                          | Nuveen LLC                                                                                                     | CUSIP: 67080LAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2216000 | PA      | $2307576.04   | 0.21%             | 2034-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                                                           | ORL Trust 2024-GLKS                                                                                            | CUSIP: 67120DAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3060000 | PA      | $3054783.31   | 0.28%             | 2039-12-15      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | PURCHASED BRL / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |         1 | NC      | $3226.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                                      | Pagaya AI Debt Selection Trust 2021-5                                                                          | CUSIP: 69547EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600549 | PA      | $1558363.10   | 0.14%             | 2029-08-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                                                            | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6557000 | PA      | $6892892.69   | 0.64%             | 2029-10-23      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding, LLC                                                          | Jersey Mike's Funding LLC                                                                                      | CUSIP: 476681AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1337075 | PA      | $1326360.08   | 0.12%             | 2050-02-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| FOUR SEASONS HOTELS LIMITED                                                         | Four Seasons Hotels Limited 2024 1st Lien Term Loan B                                                          | CUSIP: 000000000<br>LEI: 5493009FUVX8LHYY2202 | Long             | LON              | CORP              | CA        |   2500000 | PA      | $2517812.50   | 0.23%             | 2029-11-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                                              | XPLR Infrastructure Operating Partners LP                                                                      | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2466858.10   | 0.23%             | 2033-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: —       |
| Oportun Funding LLC                                                                 | Oportun Funding Trust 2024-3                                                                                   | CUSIP: 68377NAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1312000 | PA      | $1313824.99   | 0.12%             | 2029-08-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                      | EPR Properties                                                                                                 | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   3085000 | PA      | $3080197.58   | 0.28%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                    | Societe Generale SA                                                                                            | CUSIP: 83370RAD0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2864000 | PA      | $2998442.49   | 0.28%             | 2034-03-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                                               | INTOWN 2025-STAY Mortgage Trust                                                                                | CUSIP: 46117WAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1953000 | PA      | $1953971.81   | 0.18%             | 2042-03-15      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                                            | TerraForm Power Operating LLC                                                                                  | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |   2793000 | PA      | $2675795.94   | 0.25%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                | LifePoint Health Inc                                                                                           | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1988361.38   | 0.18%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| Delta 2 (LUX) S.a.r.l.                                                              | Delta 2 (LUX) Sarl 2024 Term Loan B1                                                                           | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |   1666667 | PA      | $1671458.34   | 0.15%             | 2031-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| USI Inc                                                                             | USI Inc 2024 Term Loan D                                                                                       | CUSIP: 90351NAR6<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |   1975075 | PA      | $1973998.58   | 0.18%             | 2029-11-21      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                                             | Ellucian Holdings Inc 2024 1st Lien Term Loan B                                                                | CUSIP: 28917XAB6<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |   1496250 | PA      | $1501629.02   | 0.14%             | 2029-10-09      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                                  | PURCHASED MXN / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |         1 | NC      | $23807.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                                                | COPT Defense Properties LP                                                                                     | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |   3595000 | PA      | $2956523.18   | 0.27%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Willowbrook Mall                                                                    | NJ 2025-WBRK                                                                                                   | CUSIP: 65486BAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1410000 | PA      | $1301690.43   | 0.12%             | 2035-03-05      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                                       | CUSIP: 38384AG64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    716000 | PA      | $741186.88    | 0.07%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2021-DNA2                                                                        | CUSIP: 35564KDY2<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | USGSE             | US        |   1959000 | PA      | $2376622.56   | 0.22%             | 2033-08-25      | Floating      | 10.30%                | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                                              | NRM FNT1 Excess LLC                                                                                            | CUSIP: 62956YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2570074 | PA      | $2615118.63   | 0.24%             | 2031-11-25      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| UNITED STATES CELLULAR C                                                            | United States Cellular Corp                                                                                    | CUSIP: 911684702<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |     40491 | NS      | $956802.33    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                                              | Global Atlantic Fin Co                                                                                         | CUSIP: 37959GAF4<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   4540000 | PA      | $4656210.29   | 0.43%             | 2054-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANS UNION LLC                                                                     | Trans Union LLC 2024 Term Loan B9                                                                              | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |   2487500 | PA      | $2492823.25   | 0.23%             | 2031-06-24      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                                                              | Lumen Technologies Inc 2024 Extended Term Loan B1                                                              | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    676889 | PA      | $669700.80    | 0.06%             | 2029-04-16      | Floating      | 6.79%                 | 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        |   5800000 | PA      | $5816177.59   | 0.54%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                            | Constellation Energy Generation LLC                                                                            | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1961614.16   | 0.18%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                             | Romanian Government International Bond                                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   2800000 | PA      | $3149788.42   | 0.29%             | 2036-02-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                                       | NYC Commercial Mortgage Trust 2025-3BP                                                                         | CUSIP: 67120UAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1935000 | PA      | $1903799.67   | 0.18%             | 2042-02-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                                                                 | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1714000 | PA      | $1807027.35   | 0.17%             | 2029-08-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                                                             | Belron Finance 2019 LLC 2024 USD Term Loan B                                                                   | CUSIP: 08078UAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2481250 | PA      | $2495579.22   | 0.23%             | 2031-10-16      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Sunnova Sol Issuer,LLC                                                              | Sunnova Sol II Issuer LLC                                                                                      | CUSIP: 86745PAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750725 | PA      | $508476.34    | 0.05%             | 2055-11-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                                                  | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2770000 | PA      | $2757403.98   | 0.25%             | 2025-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                                                            | Broadstone Net Lease LLC                                                                                       | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              |  | US        |   2073000 | PA      | $1763229.87   | 0.16%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                                                             | CUSIP: 3137HCP71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1383294 | PA      | $1403871.84   | 0.13%             | 2054-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                    | Bank of Montreal                                                                                               | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2911000 | PA      | $3013129.52   | 0.28%             | 2084-05-26      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| ENVIVA LLC                                                                          | ENVIVA LLC                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     80778 | NS      | $1585268.25   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                 | Bank of Nova Scotia/The                                                                                        | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   5840000 | PA      | $6207692.24   | 0.57%             | 2084-01-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| AIB GROUP PLC                                                                       | AIB Group PLC                                                                                                  | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   2488000 | PA      | $2532478.22   | 0.23%             | 2031-05-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                  | Subway Funding LLC                                                                                             | CUSIP: 864300AJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1606925 | PA      | $1605306.18   | 0.15%             | 2054-07-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer, LLC                                           | Retained Vantage Data Centers Issuer LLC                                                                       | CUSIP: 000000000<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |   3274000 | PA      | $2410331.66   | 0.22%             | 2048-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                                                  | Wendy's Funding LLC                                                                                            | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |   1942051 | PA      | $1897272.81   | 0.17%             | 2048-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                                            | Castlelake Aircraft Structured Trust 2025-1                                                                    | CUSIP: 14856VAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3442915 | PA      | $3393280.92   | 0.31%             | 2050-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                                                  | Alliant Holdings Intermediate LLC 2024 Term Loan B6                                                            | CUSIP: 01881UAM7<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |   1985000 | PA      | $1987699.59   | 0.18%             | 2031-09-19      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                                             | Akamai Technologies Inc                                                                                        | CUSIP: 00971TAN1<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |    490000 | PA      | $466235.00    | 0.04%             | 2029-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                          | Intel Corp                                                                                                     | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    617000 | PA      | $503829.11    | 0.05%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US LONG BOND(CBT) SEP25                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       399 | NC      | $1753540.17   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WASH MULTIFAM ACQ INC                                                               | WASH Multifamily Acquisition Inc                                                                               | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2243500.88   | 0.21%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORP                                                                | MGIC Investment Corp                                                                                           | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300011.27    | 0.03%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ASR NEDERLAND NV                                                                    | ASR Nederland NV                                                                                               | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | DBT              | CORP              | NL        |   1945000 | PA      | $2679544.32   | 0.25%             | 2043-12-07      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                                              | NRM FHT1 Excess Owner LLC                                                                                      | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2834001 | PA      | $2868692.82   | 0.26%             | 2032-03-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC 2022-CNTR                                                                                                 | CUSIP: 12665CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1333000 | PA      | $884925.38    | 0.08%             | 2025-01-09      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                                                | Kite Realty Group LP                                                                                           | CUSIP: 49803XAE3<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              |  | US        |    770000 | PA      | $785404.10    | 0.07%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ESSENT GROUP LTD                                                                    | Essent Group Ltd                                                                                               | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |   4559000 | PA      | $4724285.31   | 0.44%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sunnova Sol Issuer,LLC                                                              | Sunnova Sol Issuer LLC                                                                                         | CUSIP: 86745NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3790861 | PA      | $2534007.05   | 0.23%             | 2055-02-01      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                             | International Bank for Reconstruction & Development                                                            | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  72800000 | PA      | $3863953.74   | 0.36%             | 2026-04-06      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                                                                 | Exact Sciences Corp                                                                                            | CUSIP: 30063PAE5<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |    510000 | PA      | $469094.10    | 0.04%             | 2031-04-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | PURCHASED USD / SOLD GBP                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-47734.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                                                                       | Videotron Ltd                                                                                                  | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |   3200000 | PA      | $3073088.64   | 0.28%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| CAIXABANK SA                                                                        | CaixaBank SA                                                                                                   | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   5353000 | PA      | $5882486.96   | 0.54%             | 2034-09-13      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                                       | CUSIP: 38384AF65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    751000 | PA      | $773983.98    | 0.07%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | PURCHASED KRW / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |         1 | NC      | $19520.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enact Mortgage Insurance Corporation                                                | Triangle Re 2021-3 Ltd                                                                                         | CUSIP: 89600HAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   2202000 | PA      | $2276124.83   | 0.21%             | 2034-02-25      | Floating      | 9.26%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | Barclays PLC                                                                                                   | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2790000 | PA      | $2933481.33   | 0.27%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                 | Fifth Third Bancorp                                                                                            | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3128125.65   | 0.29%             | 2028-10-27      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Loandepot GMSR Master Trust                                                         | LOANDEPOT GMSR Trust                                                                                           | CUSIP: 53946TAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1445250 | PA      | $1445250.00   | 0.13%             | 2030-05-16      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| KKR APPLE BIDCO LLC                                                                 | KKR Apple Bidco LLC 2025 Term Loan                                                                             | CUSIP: 48254EAG6<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |   1492500 | PA      | $1491567.19   | 0.14%             | 2031-09-23      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| BELROSE FUNDING TRUST II                                                            | Belrose Funding Trust II                                                                                       | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5319925.42   | 0.49%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                                       | CUSIP: 38384GBJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    855000 | PA      | $882212.68    | 0.08%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                                                           | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $4797804.83   | 0.44%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                                                      | Sunnova Helios IV Issuer LLC                                                                                   | CUSIP: 86746CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3392693 | PA      | $2650745.28   | 0.24%             | 2047-06-20      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 5YR NOTE (CBT) SEP25                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1167 | NC      | $1526988.46   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE HOLDING LTD                                                                  | Athene Holding Ltd                                                                                             | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   5220000 | PA      | $5383536.13   | 0.50%             | 2055-05-19      | Fixed         | 6.62%                 | 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        |   8895000 | PA      | $7121957.07   | 0.66%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                                                               | Intact Financial Corp                                                                                          | CUSIP: 45823TAL0<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |   1301000 | PA      | $1332855.88   | 0.12%             | 2032-09-22      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                                                          | CUSIP: 01F050676<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  29030911 | PA      | $28452552.84  | 2.62%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                                                        | Eagle RE 2021-2 Ltd                                                                                            | CUSIP: 26982AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   1709576 | PA      | $1729723.49   | 0.16%             | 2034-04-25      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                                                      | Sunnova Helios V Issuer LLC                                                                                    | CUSIP: 86746EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1508003 | PA      | $688620.63    | 0.06%             | 2048-02-20      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                                | Raizen Fuels Finance SA                                                                                        | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    607000 | PA      | $563586.45    | 0.05%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                                                       | CUSIP: 20754KAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    542857 | PA      | $559623.14    | 0.05%             | 2041-11-25      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance                                                            | Horizon Aircraft Finance IV Ltd                                                                                | CUSIP: 43990EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3546812 | PA      | $3555017.70   | 0.33%             | 2049-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                                                       | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    408000 | PA      | $423633.39    | 0.04%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                                                            | Compass Minerals International Inc                                                                             | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |    879000 | PA      | $886887.27    | 0.08%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                                                                  | Liberty Media Corp-Liberty Formula One                                                                         | CUSIP: 531229AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $512627.50    | 0.05%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                              | PURCHASED USD / SOLD CAD                                                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-1577.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP LLC                                                            | Ryan Specialty Group LLC 2024 USD Term Loan B                                                                  | CUSIP: 78350UAJ4<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |   1990000 | PA      | $1992487.50   | 0.18%             | 2031-09-15      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                | CUSIP: 3140QTYX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3882732 | PA      | $3814153.27   | 0.35%             | 2054-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                                            | Icon Investments Six DAC                                                                                       | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   2050000 | PA      | $2093634.09   | 0.19%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                              | PURCHASED AUD / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |         1 | NC      | $19163.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                                            | Apollo Debt Solutions BDC                                                                                      | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |   1999000 | PA      | $2077948.77   | 0.19%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                                              | Clearway Energy Operating LLC                                                                                  | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $1013894.16   | 0.09%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                                                       | CUSIP: 20754JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1562127 | PA      | $1610713.17   | 0.15%             | 2039-09-25      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                            | Liberty Mutual Group Inc                                                                                       | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   6851000 | PA      | $6673649.67   | 0.61%             | 2051-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                                 | Charles Schwab Corp/The                                                                                        | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   4698000 | PA      | $5085007.24   | 0.47%             | 2034-08-24      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC                                                                     | Global Atlantic Fin Co                                                                                         | CUSIP: 37959GAC1<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490975.33    | 0.05%             | 2051-10-15      | Fixed         | 4.70%                 | 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        |    218445 | PA      | $215336.83    | 0.02%             | 2045-02-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                                              | AS Mileage Plan IP Ltd                                                                                         | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2556000 | PA      | $2530826.80   | 0.23%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Goddard Funding LLC                                                                 | Goddard Funding LLC                                                                                            | CUSIP: 380241AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3270565 | PA      | $3323614.22   | 0.31%             | 2054-10-30      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                                | Raizen Fuels Finance SA                                                                                        | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |   1705000 | PA      | $1597585.00   | 0.15%             | 2035-01-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                                                          | Citadel LP                                                                                                     | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |   5045000 | PA      | $5270910.16   | 0.49%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TERRAFORM GLOBAL OPERATI                                                            | Terraform Global Operating LP                                                                                  | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |   1348000 | PA      | $1344685.81   | 0.12%             | 2026-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EPICOR SOFTWARE CORPORATION                                                         | Epicor Software Corporation 2024 Term Loan E                                                                   | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |   1492481 | PA      | $1497958.61   | 0.14%             | 2031-05-30      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                                                            | Ionis Pharmaceuticals Inc                                                                                      | CUSIP: 462222AF7<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |    485000 | PA      | $510765.63    | 0.05%             | 2028-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Coinstar Funding, LLC                                                               | Coinstar Funding LLC Series 2017-1                                                                             | CUSIP: 19260MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2447200 | PA      | $2282038.47   | 0.21%             | 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        |   2240510 | PA      | $2278262.19   | 0.21%             | 2049-10-25      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                                              | American International Group Inc                                                                               | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   3448000 | PA      | $3537608.69   | 0.33%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                                  | PURCHASED HUF / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | HU        |         1 | NC      | $15320.60     | 0.00%             |  |  |  | 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        |   2094000 | PA      | $2030104.31   | 0.19%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS Group AG                                                                                                   | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3150000 | PA      | $3446018.10   | 0.32%             | 2028-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| Willis Engine Securitization Trust                                                  | Willis Engine Structured Trust V                                                                               | CUSIP: 97064FAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    575365 | PA      | $537250.43    | 0.05%             | 2045-03-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| OAKTREE STRATEGIC CREDIT                                                            | Oaktree Strategic Credit Fund                                                                                  | CUSIP: 67403AAB5<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |   3025000 | PA      | $3262722.47   | 0.30%             | 2028-11-14      | Fixed         | 8.40%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY PART                                                            | Brookfield Property Partners LP                                                                                | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |     70736 | NS      | $919568.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ING GROEP NV                                                                        | ING Groep NV                                                                                                   | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   3775000 | PA      | $3840924.26   | 0.35%             | 2031-03-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                               | Toronto-Dominion Bank/The                                                                                      | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   6955000 | PA      | $7281238.19   | 0.67%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-25

**Name of Applicant:** The Calvert Fund

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer