# EDGAR Filing Document

**Accession Number:** 0000356682
**File Stem:** 0001752724-25-207478
**Filing Date:** 2025-8
**Character Count:** 345693
**Document Hash:** 992d0e94d1dc8976de678447444c5efd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-207478.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0001752724-25-207478

**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 Social Investment Fund
- **CENTRAL INDEX KEY:** 0000356682

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03334
- **FILM NUMBER:** 251261513

**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 SOCIAL INVESTMENT FUND
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Calvert Bond Fund (Series ID: S000008718)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000023758 | Class A      | CSIBX           |
| C000023760 | Class C      | CSBCX           |
| C000023761 | Class I      | CBDIX           |
| C000195930 | Class R6     | CBORX           |

## Nport-Ex

Calvert

Bond Fund

June 30, 2025

Schedule of Investments (Unaudited)

------

Asset-Backed Securities — 12.0%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Value** |
| AASET: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-1A, Class A1, 6.261%, 5/16/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3547 | $3648929 |
| &nbsp;&nbsp;&nbsp;Series 2025-1A, Class A, 5.943%, 2/16/50<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8501 | &nbsp;&nbsp; 8673649 |
| Ally Bank Auto Credit-Linked Notes, Series 2024-B, Class B, 5.117%, 9/15/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5531 | &nbsp;&nbsp; 5570514 |
| Cajun Global LLC, Series 2025-1A, Class A2, 6.554%, 2/20/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5510 | &nbsp;&nbsp; 5677021 |
| Castlelake Aircraft Structured Trust, Series 2025-1A, Class A, 5.783%, 2/15/50<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15911 | &nbsp;&nbsp; 16155890 |
| Cloud Capital Holdco LP, Series 2024-1A, Class A2, 5.781%, 11/22/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14675 | &nbsp;&nbsp; 14891632 |
| Coinstar Funding LLC, Series 2017-1A, Class A2, 5.216%, 4/25/47<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5442 | &nbsp;&nbsp; 5074533 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp; 3776768 |
| Cologix Data Centers U.S. Issuer LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2, 3.30%, 12/26/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13468785 |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class B, 3.79%, 12/26/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5752303 |
| DataBank Issuer LLC, Series 2021-2A, Class A2, 2.40%, 10/25/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4988888 |
| DB Master Finance LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2017-1A, Class A2II, 4.03%, 11/20/47<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4363643 |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2I, 2.045%, 11/20/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8493115 |
| Diamond Infrastructure Funding LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class A, 1.76%, 4/15/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5687853 |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class C, 3.475%, 4/15/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1127883 |
| Diamond Issuer LLC, Series 2021-1A, Class A, 2.305%, 11/20/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12409213 |
| 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;10825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10788469 |
| &nbsp;&nbsp;&nbsp;Series 2019-2A, Class A2, 3.981%, 10/20/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5253588 |
| Enterprise Fleet Financing LLC, Series 2023-1, Class A2, 5.51%, 1/22/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4141425 |
| Federal National Mortgage Association Grantor Trust, Series 2017-T1, Class A, 2.898%, 6/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1876224 |
| FHF Issuer Trust, Series 2024-2A, Class A2, 5.89%, 6/15/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5682163 |
| Gilead Aviation LLC, Series 2025-1A, Class A, 5.789%, 3/15/50<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9243205 |
| GLS Auto Select Receivables Trust, Series 2024-2A, Class A2, 5.58%, 6/17/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2445838 |
| Goddard Funding LLC, Series 2024-1A, Class A2, 6.834%, 10/30/54<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12688785 |
| GoodLeap Sustainable Home Solutions Trust, Series 2021-5CS, Class A, 2.31%, 10/20/48<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2367981 |
| 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;1145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1139128 |
| Horizon Aircraft Finance I Ltd., Series 2018-1, Class A, 4.458%, 12/15/38<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1370666 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Value** |
| Horizon Aircraft Finance II Ltd., Series 2019-1, Class A, 3.721%, 7/15/39<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505 | $488301 |
| 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;13475 | &nbsp;&nbsp; 13506173 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;3584 | &nbsp;&nbsp; 3554919 |
| LAD Auto Receivables Trust, Series 2024-1A, Class A3, 5.23%, 1/18/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5203 | &nbsp;&nbsp; 5215280 |
| LoanDepot GMSR Trust, 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;11167 | &nbsp;&nbsp; 11167000 |
| Loanpal Solar Loan Ltd., Series 2020-3GS, Class A, 2.47%, 12/20/47<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1661 | &nbsp;&nbsp; 1401074 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478 | &nbsp;&nbsp; 471448 |
| &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;34 | &nbsp;&nbsp; 33384 |
| Marlette Funding Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2023-1A, Class B, 6.50%, 4/15/33<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216021 |
| &nbsp;&nbsp;&nbsp;Series 2023-3A, Class B, 6.71%, 9/15/33<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1966879 |
| MetroNet Infrastructure Issuer LLC, Series 2024-1A, Class A2, 6.23%, 4/20/54<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5246164 |
| Mosaic Solar Loan Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-1A, Class A, 4.37%, 12/21/43<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1263871 |
| &nbsp;&nbsp;&nbsp;Series 2019-2A, Class B, 3.28%, 9/20/40<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3817550 |
| &nbsp;&nbsp;&nbsp;Series 2020-1A, Class A, 2.10%, 4/20/46<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418450 |
| &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;394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346675 |
| &nbsp;&nbsp;&nbsp;Series 2020-2A, Class A, 1.44%, 8/20/46<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;817959 |
| &nbsp;&nbsp;&nbsp;Series 2020-2A, Class B, 2.21%, 8/20/46<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;984063 |
| Mosaic Solar Loans LLC, Series 2017-1A, Class A, 4.45%, 6/20/42<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62023 |
| Navigator Aviation Ltd., Series 2024-1, Class A, 5.40%, 8/15/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12292657 |
| Neighborly Issuer LLC, Series 2021-1A, Class A2, 3.584%, 4/30/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8969653 |
| NextGear Floorplan Master Owner Trust, Series 2024-1A, Class A2, 5.12%, 3/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6061123 |
| NRZ Excess Spread-Collateralized Notes: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-GNT1, Class A, 3.474%, 11/25/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2315774 |
| &nbsp;&nbsp;&nbsp;Series 2024-FNT1, Class A, 7.398%, 11/25/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6880377 |
| OneMain Financial Issuance Trust, Series 2022-S1, Class A, 4.13%, 5/14/35<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10372469 |
| Oportun Issuance Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-B, Class A, 1.47%, 5/8/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2246213 |
| &nbsp;&nbsp;&nbsp;Series 2021-B, Class B, 1.96%, 5/8/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602753 |
| &nbsp;&nbsp;&nbsp;Series 2021-C, Class A, 2.18%, 10/8/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17130833 |
| &nbsp;&nbsp;&nbsp;Series 2025-A, Class A, 5.01%, 2/8/33<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750473 |
| &nbsp;&nbsp;&nbsp;Series 2025-A, Class B, 5.30%, 2/8/33<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4683863 |
| Oscar U.S. Funding XVI LLC, Series 2024-1A, Class A2, 5.48%, 2/10/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6167901 |
| Pagaya AI Debt Selection Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-2, 3.00%, 1/25/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178643 |
| &nbsp;&nbsp;&nbsp;Series 2021-5, Class C, 3.93%, 8/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1126757 |
| &nbsp;&nbsp;&nbsp;Series 2021-HG1, Class A, 1.22%, 1/16/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55760 |

---

------

Calvert

Bond 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** |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;3038 | $2899171 |
| &nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2I, 5.765%, 6/5/54<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11013 | &nbsp;&nbsp; 11189754 |
| Retained Vantage Data Centers Issuer LLC, Series 2023-1A, Class A2A, 5.00%, 9/15/48<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11853 | &nbsp;&nbsp; 11767261 |
| ServiceMaster Funding LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-1, Class A2I, 2.841%, 1/30/51<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1897 | &nbsp;&nbsp; 1764698 |
| &nbsp;&nbsp;&nbsp;Series 2020-1, Class A2II, 3.337%, 1/30/51<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2233 | &nbsp;&nbsp; 1945160 |
| SERVPRO Master Issuer LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-1A, Class A2, 3.882%, 10/25/49<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10232 | &nbsp;&nbsp; 10070117 |
| &nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2, 6.174%, 1/25/54<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3678569 |
| Sonic Capital LLC, Series 2020-1A, Class A2I, 3.845%, 1/20/50<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4297025 |
| SpringCastle America Funding LLC, Series 2020-AA, Class A, 1.97%, 9/25/37<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1630505 |
| 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;4475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4459442 |
| &nbsp;&nbsp;&nbsp;Series 2024-3A, Class A2II, 5.566%, 7/30/54<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5158848 |
| Sunnova Helios II Issuer LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-AA, Class A, 3.75%, 6/20/46<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1425425 |
| &nbsp;&nbsp;&nbsp;Series 2021-B, Class A, 1.62%, 7/20/48<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6424601 |
| Sunnova Helios IV Issuer LLC, Series 2020-AA, Class A, 2.98%, 6/20/47<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2397749 |
| Sunnova Helios V Issuer LLC, Series 2021-A, Class A, 1.80%, 2/20/48<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606337 |
| Sunnova Helios XII Issuer LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Series 2023-B, Class A, 5.30%, 8/22/50<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7340191 |
| &nbsp;&nbsp;&nbsp;Series 2023-B, Class B, 5.60%, 8/22/50<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1884173 |
| Sunnova Sol II Issuer LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-2A, Class A, 2.73%, 11/1/55<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4751023 |
| &nbsp;&nbsp;&nbsp;Series 2020-2A, Class B, 5.47%, 11/1/55<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1246266 |
| 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;3814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2549215 |
| Sunrun Atlas Issuer LLC, Series 2019-2, Class A, 3.61%, 2/1/55<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2311250 |
| Sunrun Demeter Issuer LLC, Series 2021-2A, Class A, 2.27%, 1/30/57<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3065810 |
| Sunrun Jupiter Issuer LLC, Series 2022-1A, Class A, 4.75%, 7/30/57<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22187018 |
| Sunrun Vulcan Issuer LLC, Series 2021-1A, Class A, 2.46%, 1/30/52<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2557893 |
| 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;973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;902841 |
| Theorem Funding Trust, Series 2022-3A, Class A, 7.60%, 4/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131410 |
| U.S. Small Business Administration, Series 2017-20E, Class 1, 2.88%, 5/1/37 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2050599 |
| Vantage Data Centers Germany Borrower Lux SARL, Series 2025-1A, Class A2, 4.292%, 6/28/50<sup>(1)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12854616 |
| Vantage Data Centers LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-2A, Class A2, 1.992%, 9/15/45<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10175333 |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2, 2.165%, 10/15/46<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3592108 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Value** |
| Vivint Solar Financing VII LLC, Series 2020-1A, Class A, 2.21%, 7/31/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5102 | $4586462 |
| 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;1763 | &nbsp;&nbsp; 1645754 |
| &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;377 | &nbsp;&nbsp; 362356 |
| Total Asset-Backed Securities<br> (identified cost $471,351,886) |  | **$462479554** |

---

Collateralized Mortgage Obligations — 5.3%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Cascade MH Asset Trust, Series 2022-MH1, Class A, 4.25% to 7/25/27, 8/25/54<sup>(1)(3)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6874 | $6672973 |
| 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;7172 | &nbsp;&nbsp; 7437267 |
| &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;4966 | &nbsp;&nbsp; 5184746 |
| &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;5188 | &nbsp;&nbsp; 5399086 |
| CHNGE Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2023-2, Class A3, 7.436% to 5/25/26, 6/25/58<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2492 | &nbsp;&nbsp; 2518493 |
| &nbsp;&nbsp;&nbsp;Series 2023-4, Class A1, 7.573% to 8/25/26, 9/25/58<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3638 | &nbsp;&nbsp; 3703097 |
| 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;727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735706 |
| &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;15661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15671688 |
| &nbsp;&nbsp;&nbsp;Series 5529, Class AF, 5.305%, (30-day SOFR Average + 1.00%), 3/25/55<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9793767 |
| &nbsp;&nbsp;&nbsp;Series 5556, Class FA, 5.462%, (30-day SOFR Average + 1.15%), 7/25/55<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10813944 |
| 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;2905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3357878 |
| &nbsp;&nbsp;&nbsp;Series 2021-DNA2, Class B1, 7.705%, (30-day SOFR Average + 3.40%), 8/25/33<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7938083 |
| &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;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4852726 |
| &nbsp;&nbsp;&nbsp;Series 2022-DNA2, Class M1A, 5.605%, (30-day SOFR Average + 1.30%), 2/25/42<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1939443 |
| &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;9638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10954537 |
| &nbsp;&nbsp;&nbsp;Series 2022-HQA1, Class M1A, 6.405%, (30-day SOFR Average + 2.10%), 3/25/42<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431217 |
| 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;9264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9927510 |
| &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;16874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17398219 |
| &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;7953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8182838 |
| &nbsp;&nbsp;&nbsp;Series 2020-R01, Class 1B1, 7.67%, (30-day SOFR Average + 3.364%), 1/25/40<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3092427 |

---

------

Calvert

Bond Fund

June 30, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Federal National Mortgage Association Connecticut Avenue Securities: (continued) |  |  |
| &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;4570 | $4698198 |
| &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;10132 | &nbsp;&nbsp; 10621529 |
| &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;1647 | &nbsp;&nbsp; 1697805 |
| 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;2863 | &nbsp;&nbsp; 2963712 |
| &nbsp;&nbsp;&nbsp;Series 2023-84, Class MW, 6.00%, 6/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2992 | &nbsp;&nbsp; 3083946 |
| &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;3982 | &nbsp;&nbsp; 3975984 |
| &nbsp;&nbsp;&nbsp;Series 2023-116, Class CY, 6.00%, 8/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7271 | &nbsp;&nbsp; 7526527 |
| &nbsp;&nbsp;&nbsp;Series 2023-149, Class S, 8.545%, (21.45% - 30-day SOFR Average x 3.00), 10/20/53<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1411999 |
| &nbsp;&nbsp;&nbsp;Series 2024-44, Class ML, 6.00%, 3/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1034787 |
| &nbsp;&nbsp;&nbsp;Series 2024-59, Class LG, 6.00%, 4/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1550772 |
| &nbsp;&nbsp;&nbsp;Series 2025-2, Class FB, 5.352%, (30-day SOFR Average + 1.05%), 12/20/54<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3749634 |
| 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;1101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1109467 |
| LHOME Mortgage Trust: |  |  |
| &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;4911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4952134 |
| &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;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4050102 |
| &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;3670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3707567 |
| 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;3272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3311863 |
| PNMAC GMSR Issuer Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-FT1, Class A, 7.434%, (1 mo. SOFR + 3.115%), 3/25/26<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1367468 |
| &nbsp;&nbsp;&nbsp;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;7480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7591708 |
| Total Collateralized Mortgage Obligations<br> (identified cost $199,062,533) |  | &nbsp;&nbsp;**$204410847** |

---

Commercial Mortgage-Backed Securities — 8.3%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| BAMLL Commercial Mortgage Securities Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-BPR, Class BNM, 3.465%, 11/5/32<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5390 | $5060327 |
| &nbsp;&nbsp;&nbsp;Series 2019-BPR, Class DNM, 3.843%, 11/5/32<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9685 | &nbsp;&nbsp; 8183473 |
| &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;4805 | &nbsp;&nbsp; 3372167 |
| BFLD Commercial Mortgage Trust, Series 2024-UNIV, Class A, 5.804%, (1 mo. SOFR + 1.493%), 11/15/41<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4875 | &nbsp;&nbsp; 4888066 |
| BPR Trust, Series 2022-SSP, Class A, 7.312%, (1 mo. SOFR + 3.00%), 5/15/39<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9995 | &nbsp;&nbsp; 10010627 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| BX Commercial Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-VOLT, Class B, 5.376%, (1 mo. SOFR + 1.064%), 9/15/36<sup>(1)(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10254 | $10216963 |
| &nbsp;&nbsp;&nbsp;Series 2021-VOLT, Class C, 5.526%, (1 mo. SOFR + 1.214%), 9/15/36<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7028 | &nbsp;&nbsp; 6998078 |
| &nbsp;&nbsp;&nbsp;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;6114 | &nbsp;&nbsp; 6089202 |
| BX Trust, Series 2025-GW, Class D, (1 mo. SOFR + 2.75%), 7/15/42<sup>(1)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7165 | &nbsp;&nbsp; 7203175 |
| CSMC Trust, 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;9985 | &nbsp;&nbsp; 9369439 |
| Extended Stay America Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-ESH, Class A, 5.507%, (1 mo. SOFR + 1.194%), 7/15/38<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11317 | &nbsp;&nbsp; 11326828 |
| &nbsp;&nbsp;&nbsp;Series 2021-ESH, Class B, 5.807%, (1 mo. SOFR + 1.494%), 7/15/38<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5045 | &nbsp;&nbsp; 5050125 |
| &nbsp;&nbsp;&nbsp;Series 2021-ESH, Class C, 6.127%, (1 mo. SOFR + 1.814%), 7/15/38<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11066432 |
| Federal Home Loan Mortgage Corp., Series 2024-P016, Class A1, 4.764%, 3/25/29<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6095277 |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates: |  |  |
| &nbsp;&nbsp;&nbsp;Series KG08, Class A2, 4.134%, 5/25/33<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3444172 |
| &nbsp;&nbsp;&nbsp;Series KSG1, Class A2, 1.503%, 9/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3853905 |
| &nbsp;&nbsp;&nbsp;Series KW06, Class A2, 3.80%, 6/25/28<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5279760 |
| &nbsp;&nbsp;&nbsp;Series W5FX, Class AFX, 3.336%, 4/25/28<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1855649 |
| Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2017-M13, Class A2, 3.032%, 9/25/27<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4237667 |
| &nbsp;&nbsp;&nbsp;Series 2018-M4, Class A2, 3.159%, 3/25/28<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4709692 |
| &nbsp;&nbsp;&nbsp;Series 2018-M13, Class A2, 3.868%, 9/25/30<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12469997 |
| &nbsp;&nbsp;&nbsp;Series 2019-M22, Class A2, 2.522%, 8/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9968075 |
| &nbsp;&nbsp;&nbsp;Series 2020-M1, Class A2, 2.444%, 10/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12625405 |
| &nbsp;&nbsp;&nbsp;Series 2023-M1S, Class A2, 4.649%, 4/25/33<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16776583 |
| 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;6999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7117335 |
| &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;5616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5713790 |
| FS Commercial Mortgage Trust, Series 2023-4SZN, Class A, 7.066%, 11/10/39<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5454040 |
| Great Wolf Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-WLF2, Class A, 6.003%, (1 mo. SOFR + 1.691%), 5/15/41<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14850332 |
| &nbsp;&nbsp;&nbsp;Series 2024-WOLF, Class A, 5.854%, (1 mo. SOFR + 1.542%), 3/15/39<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3650270 |
| HLTN Commercial Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-DPLO, Class A, 5.953%, (1 mo. SOFR + 1.642%), 6/15/41<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6909273 |
| &nbsp;&nbsp;&nbsp;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;1955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1958035 |
| HYT Commercial Mortgage Trust, Series 2024-RGCY, Class B, 6.653%, (1 mo. SOFR + 2.341%), 9/15/41<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2433237 |

---

------

Calvert

Bond Fund

June 30, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;3913 | $3907338 |
| &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;13354 | &nbsp;&nbsp; 13349717 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;2335 | &nbsp;&nbsp; 98070 |
| &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;&nbsp;&nbsp;385 | &nbsp;&nbsp; 6064 |
| JW Commercial Mortgage Trust, Series 2024-MRCO, Class B, 6.253%, (1 mo. SOFR + 1.941%), 6/15/39<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7420 | &nbsp;&nbsp; 7432715 |
| NYC Trust, Series 2024-3ELV, Class A, 6.303%, (1 mo. SOFR + 1.991%), 8/15/29<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12031 | &nbsp;&nbsp; 12114974 |
| ORL Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-GLKS, Class A, 5.804%, (1 mo. SOFR + 1.493%), 12/15/39<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13411764 |
| &nbsp;&nbsp;&nbsp;Series 2024-GLKS, Class D, 7.103%, (1 mo. SOFR + 2.791%), 12/15/39<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4760784 |
| SDR Commercial Mortgage Trust, Series 2024-DSNY, Class A, 5.703%, (1 mo. SOFR + 1.392%), 5/15/39<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10330921 |
| TX Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-HOU, Class A, 5.903%, (1 mo. SOFR + 1.591%), 6/15/39<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4717763 |
| &nbsp;&nbsp;&nbsp;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;2859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2867582 |
| TYSN Mortgage Trust, Series 2023-CRNR, Class A, 6.799%, 12/10/33<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6029065 |
| WFLD Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2014-MONT, Class B, 3.88%, 8/10/31<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1177231 |
| &nbsp;&nbsp;&nbsp;Series 2014-MONT, Class C, 3.88%, 8/10/31<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2162353 |
| Willowbrook Mall, Series 2025-WBRK, Class C, 6.278%, 3/5/35<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7859522 |
| Total Commercial Mortgage-Backed Securities<br> (identified cost $325,231,031) |  | &nbsp;&nbsp;**$318463259** |

---

Convertible Bonds — 0.5%

---

| | | |
|:---|:---|:---|
| **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;900 | $1198350 |
| Uber Technologies, Inc., 0.00%, 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1290 | &nbsp;&nbsp; 1547355 |
|  |  | **$2745705** |
| Consumer, Cyclical — 0.0%<sup>†</sup> | Consumer, Cyclical — 0.0%<sup>†</sup> |  |
| Ford Motor Co., 0.00%, 3/15/26 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | $866688 |
|  |  | **$866688** |
| Consumer, Non-cyclical — 0.2% | Consumer, Non-cyclical — 0.2% |  |
| BioMarin Pharmaceutical, Inc., 1.25%, 5/15/27 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | $850542 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Consumer, Non-cyclical (continued) | Consumer, Non-cyclical (continued) |  |
| Exact Sciences Corp., 1.75%, 4/15/31<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | $919792 |
| Ionis Pharmaceuticals, Inc., 1.75%, 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp; 1316406 |
| Jazz Investments I Ltd., 3.125%, 9/15/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1205 | &nbsp;&nbsp; 1283325 |
| Shift4 Payments, Inc., 0.50%, 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp; 1290000 |
|  |  | **$5660065** |
| Energy — 0.0%<sup>†</sup> | Energy — 0.0%<sup>†</sup> |  |
| XPLR Infrastructure LP, 2.50%, 6/15/26<sup>(1)(7)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | $1340498 |
|  |  | **$1340498** |
| Financial — 0.1% | Financial — 0.1% |  |
| Barclays Bank PLC, 1.00%, 2/16/29 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;$1354450 |
| Digital Realty Trust LP, 1.875%, 11/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1122404 |
| Federal Realty OP LP, 3.25%, 1/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1245000 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$3721854** |
| Technology — 0.1% | Technology — 0.1% |  |
| Akamai Technologies, Inc., 1.125%, 2/15/29 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;$1236950 |
| Datadog, Inc., 0.00%, 12/1/29<sup>(1)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1181415 |
| ON Semiconductor Corp., 0.50%, 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1252732 |
| Parsons Corp., 2.625%, 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1164120 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$4835217** |
| Total Convertible Bonds<br> (identified cost $18,823,779) |  | &nbsp;&nbsp;&nbsp;&nbsp;**$19170027** |

---

Corporate Bonds — 31.1%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Basic Materials — 0.2% | Basic Materials — 0.2% |  |
| Celanese U.S. Holdings LLC, 7.05%, 11/15/30 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | $5371199 |
| Compass Minerals International, Inc., 6.75%, 12/1/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1216 | &nbsp;&nbsp; 1226911 |
|  |  | **$6598110** |
| Communications — 0.8% | Communications — 0.8% |  |
| Arches Buyer, Inc., 4.25%, 6/1/28<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6025 | $5770689 |
| Charter Communications Operating LLC/Charter Communications Operating Capital, 4.80%, 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24357 | &nbsp;&nbsp; 19501912 |
| Zegona Finance PLC, 8.625%, 7/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3510 | &nbsp;&nbsp; 3753928 |
|  |  | **$29026529** |
| Consumer, Cyclical — 2.4% | Consumer, Cyclical — 2.4% |  |
| American Airlines, Inc./AAdvantage Loyalty IP Ltd., 5.50%, 4/20/26<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3667 | &nbsp;&nbsp;&nbsp;&nbsp;$3661210 |
| AS Mileage Plan IP Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;5.021%, 10/20/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10746112 |
| &nbsp;&nbsp;&nbsp;5.308%, 10/20/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3046811 |

---

------

Calvert

Bond Fund

June 30, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Consumer, Cyclical (continued) | Consumer, Cyclical (continued) |  |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | $848058 |
| &nbsp;&nbsp;&nbsp;4.75%, 10/20/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7579 | &nbsp;&nbsp; 7600140 |
| Ferrellgas LP/Ferrellgas Finance Corp., 5.875%, 4/1/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 7407996 |
| Ford Motor Credit Co. LLC: |  |  |
| &nbsp;&nbsp;&nbsp;5.303%, 9/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1145 | &nbsp;&nbsp; 1124789 |
| &nbsp;&nbsp;&nbsp;5.875%, 11/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4583 | &nbsp;&nbsp; 4598131 |
| &nbsp;&nbsp;&nbsp;7.122%, 11/7/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2785 | &nbsp;&nbsp; 2891713 |
| &nbsp;&nbsp;&nbsp;7.20%, 6/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2137197 |
| &nbsp;&nbsp;&nbsp;7.35%, 11/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6937466 |
| &nbsp;&nbsp;&nbsp;7.35%, 3/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8620608 |
| General Motors Financial Co., Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;5.60%, 6/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7652531 |
| &nbsp;&nbsp;&nbsp;5.95%, 4/4/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7545671 |
| Lithia Motors, Inc., 3.875%, 6/1/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4438354 |
| PetSmart, Inc./PetSmart Finance Corp., 4.75%, 2/15/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8238537 |
| WarnerMedia Holdings, Inc., 4.279%, 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6539582 |
|  |  | &nbsp;&nbsp;&nbsp;**$94034906** |
| Consumer, Non-cyclical — 1.7% | Consumer, Non-cyclical — 1.7% |  |
| Biogen, Inc., 6.45%, 5/15/55 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9447 | &nbsp;&nbsp;&nbsp;&nbsp;$9735141 |
| Centene Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7481722 |
| &nbsp;&nbsp;&nbsp;3.375%, 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2244494 |
| &nbsp;&nbsp;&nbsp;4.625%, 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3594387 |
| Conservation Fund, 3.474%, 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3745736 |
| Doris Duke Charitable Foundation, 2.345%, 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5841123 |
| Ford Foundation, 2.415%, 6/1/50<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3839947 |
| Kaiser Foundation Hospitals, 3.15%, 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4016511 |
| LifePoint Health, Inc., 9.875%, 8/15/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6876777 |
| Pfizer Investment Enterprises Pte. Ltd., 5.30%, 5/19/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15237945 |
| President and Fellows of Harvard College, 3.619%, 10/1/37<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879271 |
|  |  | &nbsp;&nbsp;&nbsp;**$63493054** |
| Energy — 0.7% | Energy — 0.7% |  |
| Occidental Petroleum Corp., 5.375%, 1/1/32 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;$7840798 |
| Raizen Fuels Finance SA: |  |  |
| &nbsp;&nbsp;&nbsp;5.70%, 1/17/35<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2234745 |
| &nbsp;&nbsp;&nbsp;6.45%, 3/5/34<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3490604 |
| &nbsp;&nbsp;&nbsp;6.95%, 3/5/54<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2089077 |
| TerraForm Power Operating LLC: |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 1/15/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4956881 |
| &nbsp;&nbsp;&nbsp;5.00%, 1/31/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7240516 |
|  |  | &nbsp;&nbsp;&nbsp;**$27852621** |
| Financial — 20.2% | Financial — 20.2% |  |
| AIB Group PLC, 5.32% to 5/15/30, 5/15/31<sup>(1)(8)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2059 | &nbsp;&nbsp;&nbsp;&nbsp;$2095809 |
| Aircastle Ltd./Aircastle Ireland DAC, 5.75%, 10/1/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6345469 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Financial (continued) | Financial (continued) |  |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, 7.00%, 1/15/31<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7600 | $7867254 |
| Ally Financial, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;4.70% to 5/15/26<sup>(8)(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11472 | &nbsp;&nbsp; 11112215 |
| &nbsp;&nbsp;&nbsp;5.543% to 1/17/30, 1/17/31<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10608 | &nbsp;&nbsp; 10762154 |
| &nbsp;&nbsp;&nbsp;6.848% to 1/3/29, 1/3/30<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6890 | &nbsp;&nbsp; 7277242 |
| American Assets Trust LP, 3.375%, 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;876 | &nbsp;&nbsp; 784900 |
| American International Group, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;4.85%, 5/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp; 4065646 |
| &nbsp;&nbsp;&nbsp;5.45%, 5/7/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5845057 |
| American National Group, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;5.75%, 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4677999 |
| &nbsp;&nbsp;&nbsp;6.00%, 7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1092905 |
| &nbsp;&nbsp;&nbsp;6.144%, 6/13/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7506393 |
| Andrew W. Mellon Foundation, 0.947%, 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4744313 |
| Antares Holdings LP: |  |  |
| &nbsp;&nbsp;&nbsp;6.35%, 10/23/29<sup>(1)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2159850 |
| &nbsp;&nbsp;&nbsp;6.50%, 2/8/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5244865 |
| Apollo Debt Solutions BDC, 6.70%, 7/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11494726 |
| Athene Holding Ltd., 6.625%, 5/19/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10539149 |
| Banco Santander SA: |  |  |
| &nbsp;&nbsp;&nbsp;4.175% to 3/24/27, 3/24/28<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1193366 |
| &nbsp;&nbsp;&nbsp;5.294%, 8/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2847775 |
| &nbsp;&nbsp;&nbsp;9.625% to 11/21/28<sup>(8)(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4425868 |
| Bank of America Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;3.419% to 12/20/27, 12/20/28<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13208414 |
| &nbsp;&nbsp;&nbsp;3.824% to 1/20/27, 1/20/28<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15981454 |
| &nbsp;&nbsp;&nbsp;5.511% to 1/24/35, 1/24/36<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9113353 |
| &nbsp;&nbsp;&nbsp;5.819% to 9/15/28, 9/15/29<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9119671 |
| &nbsp;&nbsp;&nbsp;5.933% to 9/15/26, 9/15/27<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13723554 |
| Bank of Nova Scotia, 8.00% to 1/27/29, 1/27/84<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13876956 |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico: |  |  |
| &nbsp;&nbsp;&nbsp;1.875%, 9/18/25<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5102973 |
| &nbsp;&nbsp;&nbsp;5.125% to 1/18/28, 1/18/33<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3544939 |
| &nbsp;&nbsp;&nbsp;7.625% to 2/11/30, 2/11/35<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514650 |
| &nbsp;&nbsp;&nbsp;8.125% to 1/8/34, 1/8/39<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9866369 |
| Belrose Funding Trust II, 6.792%, 5/15/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9400922 |
| Blue Owl Credit Income Corp., 6.60%, 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7796219 |
| BlueHub Loan Fund, Inc., 3.099%, 1/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8459991 |
| BNP Paribas SA: |  |  |
| &nbsp;&nbsp;&nbsp;5.906% to 11/19/34, 11/19/35<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11600527 |
| &nbsp;&nbsp;&nbsp;7.75% to 8/16/29<sup>(1)(8)(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14680779 |
| BPCE SA, 5.876% to 1/14/30, 1/14/31<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13550291 |
| Broadstone Net Lease LLC, 2.60%, 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2715867 |
| Brookfield Asset Management Ltd., 5.795%, 4/24/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19920877 |
| Brookfield Finance, Inc., 6.30% to 10/15/34, 1/15/55<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7226574 |
| CaixaBank SA: |  |  |
| &nbsp;&nbsp;&nbsp;6.037% to 6/15/34, 6/15/35<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900791 |
| &nbsp;&nbsp;&nbsp;6.84% to 9/13/33, 9/13/34<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14527644 |

---

------

Calvert

Bond Fund

June 30, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Financial (continued) | Financial (continued) |  |
| Capital One Financial Corp., 4.20%, 10/29/25 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2950 | $2946024 |
| Charles Schwab Corp., 6.136% to 8/24/33, 8/24/34<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13143 | &nbsp;&nbsp; 14225681 |
| CI Financial Corp., 7.50%, 5/30/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15323 | &nbsp;&nbsp; 16175004 |
| Citadel LP, 6.375%, 1/23/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13747 | &nbsp;&nbsp; 14362577 |
| Citigroup, Inc., 4.00% to 12/10/25<sup>(8)(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4910 | &nbsp;&nbsp; 4887673 |
| COPT Defense Properties LP, 2.90%, 12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9166 | &nbsp;&nbsp; 7538106 |
| Credit Agricole SA, 5.222% to 5/27/30, 5/27/31<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3065 | &nbsp;&nbsp; 3123234 |
| Enact Holdings, Inc., 6.25%, 5/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14085 | &nbsp;&nbsp; 14622802 |
| EPR Properties: |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2658662 |
| &nbsp;&nbsp;&nbsp;3.75%, 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6071819 |
| &nbsp;&nbsp;&nbsp;4.95%, 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6912223 |
| Essent Group Ltd., 6.25%, 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8181231 |
| First Horizon Corp., 5.514% to 3/7/30, 3/7/31<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4436005 |
| Fortitude Group Holdings LLC, 6.25%, 4/1/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1624148 |
| Global Atlantic Fin Co.: |  |  |
| &nbsp;&nbsp;&nbsp;3.125%, 6/15/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15417964 |
| &nbsp;&nbsp;&nbsp;6.75%, 3/15/54<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4116746 |
| &nbsp;&nbsp;&nbsp;7.95%, 6/15/33<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403447 |
| &nbsp;&nbsp;&nbsp;7.95% to 7/15/29, 10/15/54<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8517684 |
| HA Sustainable Infrastructure Capital, Inc., 6.375%, 7/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24918554 |
| 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;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661117 |
| &nbsp;&nbsp;&nbsp;3.75%, 9/15/30<sup>(1)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2152546 |
| Healthpeak OP LLC, 5.375%, 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10035084 |
| Intact Financial Corp., 5.459%, 9/22/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3893046 |
| Intesa Sanpaolo SpA: |  |  |
| &nbsp;&nbsp;&nbsp;7.00%, 11/21/25<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2225587 |
| &nbsp;&nbsp;&nbsp;8.248% to 11/21/32, 11/21/33<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14628420 |
| Jefferies Financial Group, Inc., 6.20%, 4/14/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12698515 |
| JPMorgan Chase & Co.: |  |  |
| &nbsp;&nbsp;&nbsp;5.103% to 4/22/30, 4/22/31<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12769151 |
| &nbsp;&nbsp;&nbsp;5.581% to 4/22/29, 4/22/30<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26552567 |
| &nbsp;&nbsp;&nbsp;5.766% to 4/22/34, 4/22/35<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5833064 |
| Liberty Mutual Group, Inc., 4.125% to 9/15/26, 12/15/51<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11174053 |
| LPL Holdings, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 3/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4924479 |
| &nbsp;&nbsp;&nbsp;5.75%, 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9831745 |
| Marex Group PLC, 6.404%, 11/4/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11960635 |
| MGIC Investment Corp., 5.25%, 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;694026 |
| Nuveen LLC, 5.85%, 4/15/34<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9013709 |
| PNC Financial Services Group, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;5.575% to 1/29/35, 1/29/36<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2897307 |
| &nbsp;&nbsp;&nbsp;6.875% to 10/20/33, 10/20/34<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4473171 |
| Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, Inc., 3.875%, 3/1/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10290979 |
| Societe Generale SA: |  |  |
| &nbsp;&nbsp;&nbsp;3.653% to 7/8/30, 7/8/35<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4084838 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Financial (continued) | Financial (continued) |  |
| Societe Generale SA: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;6.10% to 4/13/32, 4/13/33<sup>(1)(8)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3804 | $3956834 |
| &nbsp;&nbsp;&nbsp;8.50% to 3/25/34<sup>(1)(8)(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7629 | &nbsp;&nbsp; 7987122 |
| Stifel Financial Corp., 4.00%, 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3572 | &nbsp;&nbsp; 3435361 |
| Swedbank AB: |  |  |
| &nbsp;&nbsp;&nbsp;5.337%, 9/20/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1575 | &nbsp;&nbsp; 1607394 |
| &nbsp;&nbsp;&nbsp;6.136%, 9/12/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8620 | &nbsp;&nbsp; 8807221 |
| Synchrony Bank, 5.40%, 8/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3488 | &nbsp;&nbsp; 3487406 |
| Synchrony Financial, 4.50%, 7/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9293857 |
| Synovus Bank/Columbus, GA: |  |  |
| &nbsp;&nbsp;&nbsp;4.00% to 10/29/25, 10/29/30<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5261500 |
| &nbsp;&nbsp;&nbsp;5.625%, 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5186785 |
| Synovus Financial Corp., 6.168% to 11/1/29, 11/1/30<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3724045 |
| Texas Capital Bancshares, Inc., 4.00% to 5/6/26, 5/6/31<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2935654 |
| Toronto-Dominion Bank, 8.125% to 10/31/27, 10/31/82<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14119635 |
| Truist Financial Corp., 5.867% to 6/8/33, 6/8/34<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18385750 |
| U.S. Bancorp, 5.083% to 5/15/30, 5/15/31<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6752313 |
| UBS Group AG: |  |  |
| &nbsp;&nbsp;&nbsp;4.375% to 2/10/31<sup>(1)(7)(8)(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2380674 |
| &nbsp;&nbsp;&nbsp;9.016% to 11/15/32, 11/15/33<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2945990 |
| &nbsp;&nbsp;&nbsp;9.25% to 11/13/33<sup>(1)(8)(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8480911 |
| UniCredit SpA: |  |  |
| &nbsp;&nbsp;&nbsp;2.569% to 9/22/25, 9/22/26<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6542376 |
| &nbsp;&nbsp;&nbsp;5.459% to 6/30/30, 6/30/35<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4492890 |
| Wells Fargo & Co., 5.244% to 1/24/30, 1/24/31<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13664770 |
|  |  | &nbsp;&nbsp;**$774297881** |
| Government - Multinational — 2.9% | Government - Multinational — 2.9% |  |
| Asian Infrastructure Investment Bank: |  |  |
| &nbsp;&nbsp;&nbsp;4.125%, 1/18/29 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7205 | &nbsp;&nbsp;&nbsp;&nbsp;$7284465 |
| &nbsp;&nbsp;&nbsp;4.25%, 3/13/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14429103 |
| European Investment Bank, 3.25%, 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43536993 |
| Inter-American Development Bank, 3.50%, 9/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7216598 |
| International Bank for Reconstruction & Development: |  |  |
| &nbsp;&nbsp;&nbsp;3.875%, 2/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12026483 |
| &nbsp;&nbsp;&nbsp;4.00%, 1/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28130485 |
|  |  | &nbsp;&nbsp;**$112624127** |
| Industrial — 0.1% | Industrial — 0.1% |  |
| Hexcel Corp., 5.875%, 2/26/35 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3545 | &nbsp;&nbsp;&nbsp;&nbsp;$3608474 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$3608474** |
| Technology — 1.8% | Technology — 1.8% |  |
| Cloud Software Group, Inc., 6.50%, 3/31/29<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;$7069706 |
| Foundry JV Holdco LLC, 6.10%, 1/25/36<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20535758 |
| Intel Corp., 4.90%, 8/5/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7275016 |
| Kyndryl Holdings, Inc., 6.35%, 2/20/34<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15626410 |
| Oracle Corp., 3.60%, 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5900926 |
| Playtika Holding Corp., 4.25%, 3/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7070272 |

---

------

Calvert

Bond Fund

June 30, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Technology (continued) | Technology (continued) |  |
| Seagate HDD Cayman, 9.625%, 12/1/32 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5727 | $6460452 |
|  |  | **$69938540** |
| Utilities — 0.3% | Utilities — 0.3% |  |
| Clearway Energy Operating LLC, 3.75%, 1/15/32<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2429 | $2181354 |
| Pattern Energy Operations LP/Pattern Energy Operations, Inc., 4.50%, 8/15/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5126 | &nbsp;&nbsp; 4969587 |
| XPLR Infrastructure Operating Partners LP: |  |  |
| &nbsp;&nbsp;&nbsp;8.375%, 1/15/31<sup>(1)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp; 3206652 |
| &nbsp;&nbsp;&nbsp;8.625%, 3/15/33<sup>(1)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp; 2681366 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$13038959** |
| Total Corporate Bonds<br> (identified cost $1,180,614,189) |  | **$1194513201** |

---

Exchange-Traded Funds — 0.1%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Fixed-Income Funds — 0.1% | Fixed-Income Funds — 0.1% |  |
| Calvert Ultra-Short Investment Grade ETF<sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | $5066000 |
| Total Exchange-Traded Funds<br> (identified cost $5,081,250) |  | **$5066000** |

---

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>(11)(12)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | $5028450 |
| Calvert Impact Capital, Inc., Community Investment Notes, 5.00%, 9/20/29<sup>(11)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp; 3519040 |
| Total High Social Impact Investments<br> (identified cost $8,500,000) |  | **$8547490** |

---

Preferred Stocks — 0.2%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Real Estate Management & Development — 0.1% | Real Estate Management & Development — 0.1% |  |
| Brookfield Property Partners LP: |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.75% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97843 | $1271959 |
| &nbsp;&nbsp;&nbsp;Series A2, 6.375% | &nbsp;&nbsp;&nbsp;&nbsp;211400 | &nbsp;&nbsp; 3200596 |
|  |  | **$4472555** |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Wireless Telecommunication Services — 0.1% | Wireless Telecommunication Services — 0.1% |  |
| U.S. Cellular Corp., 5.50% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102136 | $2095831 |
|  |  | **$2095831** |
| Total Preferred Stocks<br> (identified cost $10,509,717) |  | **$6568386** |

---

Senior Floating-Rate Loans — 1.9%<sup>(13)</sup>

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Building Products — 0.0%<sup>†</sup> | Building Products — 0.0%<sup>†</sup> |  |
| Standard Industries, Inc., Term Loan, 6.071%, (1 mo. USD Term SOFR + 1.75%), 9/22/28 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1831 | $1837254 |
|  |  | **$1837254** |
| Commercial Services & Supplies — 0.1% | Commercial Services & Supplies — 0.1% |  |
| Prime Security Services Borrower LLC, Term Loan, 6.32%, (1 mo. USD Term SOFR + 2.00%), 10/13/30 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2481 | $2485313 |
| Reworld Holding Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 11/30/28<sup>(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp; 129737 |
| &nbsp;&nbsp;&nbsp;Term Loan, 11/30/28<sup>(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2370 | &nbsp;&nbsp; 2374176 |
|  |  | **$4989226** |
| Construction & Engineering — 0.1% | Construction & Engineering — 0.1% |  |
| 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 — 0.1% | Consumer Finance — 0.1% |  |
| 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** |
| Health Care Equipment & Supplies — 0.1% | Health Care Equipment & Supplies — 0.1% |  |
| 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;5438 | &nbsp;&nbsp;&nbsp;&nbsp;$5450014 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$5450014** |
| Insurance — 0.4% | Insurance — 0.4% |  |
| 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;5436 | &nbsp;&nbsp;&nbsp;&nbsp;$5444486 |
| 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;2535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2545623 |
| USI, Inc., Term Loan, 6.546%, (3 mo. USD Term SOFR + 2.25%), 11/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5434680 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$13424789** |
| IT Services — 0.3% | IT Services — 0.3% |  |
| Informatica LLC, Term Loan, 6.577%, (1 mo. USD Term SOFR + 2.25%), 10/27/28 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5436 | &nbsp;&nbsp;&nbsp;&nbsp;$5465053 |

---

------

Calvert

Bond Fund

June 30, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| IT Services (continued) | IT Services (continued) |  |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;5452 | $5476988 |
|  |  | **$10942041** |
| Life Sciences Tools & Services — 0.0%<sup>†</sup> | Life Sciences Tools & Services — 0.0%<sup>†</sup> |  |
| Avantor Funding, Inc., Term Loan, 6.427%, (1 mo. USD Term SOFR + 2.00%), 11/8/27 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322 | $323043 |
| ICON Luxembourg SARL, Term Loan, 6.296%, (3 mo. USD Term SOFR + 2.00%), 7/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752 | &nbsp;&nbsp; 757477 |
| PRA Health Sciences, Inc., Term Loan, 6.296%, (3 mo. USD Term SOFR + 2.00%), 7/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187 | &nbsp;&nbsp; 188726 |
|  |  | **$1269246** |
| Machinery — 0.2% | Machinery — 0.2% |  |
| 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;$2483868 |
| 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;5339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5358797 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$7842665** |
| Metals/Mining — 0.1% | Metals/Mining — 0.1% |  |
| Zekelman Industries, Inc., Term Loan, 6.563%, (1 mo. USD Term SOFR + 2.25%), 1/24/31 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2475 | &nbsp;&nbsp;&nbsp;&nbsp;$2480902 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$2480902** |
| Professional Services — 0.1% | Professional Services — 0.1% |  |
| 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;5451 | &nbsp;&nbsp;&nbsp;&nbsp;$5463006 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$5463006** |
| Software — 0.2% | Software — 0.2% |  |
| 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;2475 | &nbsp;&nbsp;&nbsp;&nbsp;$2479396 |
| 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;2481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2490356 |
| McAfee LLC, Term Loan, 7.316%, (1 mo. USD Term SOFR + 3.00%), 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2414858 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$7384610** |
| Specialty Retail — 0.1% | Specialty Retail — 0.1% |  |
| 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;2481 | &nbsp;&nbsp;&nbsp;&nbsp;$2482063 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$2482063** |

---

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Trading Companies & Distributors — 0.1% | Trading Companies & Distributors — 0.1% |  |
| Avolon TLB Borrower 1 (U.S.) LLC, Term Loan, 6.071%, (1 mo. USD Term SOFR + 1.75%), 6/24/30 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4677 | $4685592 |
|  |  | **$4685592** |
| Total Senior Floating-Rate Loans<br> (identified cost $73,118,358) |  | **$73120806** |

---

Sovereign Government Bonds — 1.1%

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Germany — 0.9% | Germany — 0.9% | Germany — 0.9% |  |
| Kreditanstalt fuer Wiederaufbau: |  |  |  |
| &nbsp;&nbsp;&nbsp;1.00%, 10/1/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | $11583850 |
| &nbsp;&nbsp;&nbsp;4.375%, 2/28/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22344 | &nbsp;&nbsp; 22634359 |
|  |  |  | **$34218209** |
| Romania — 0.2% | Romania — 0.2% | Romania — 0.2% |  |
| 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;6700 | $7536994 |
|  |  |  | **$7536994** |
| Total Sovereign Government Bonds<br> (identified cost $41,283,456) |  |  | **$41755203** |

---

Taxable Municipal Obligations — 1.1%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| General Obligations — 0.2% | General Obligations — 0.2% |  |
| Commonwealth of Massachusetts, 5.456%, 12/1/39<sup>(15)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | $761840 |
| Massachusetts, Green Bonds, 3.277%, 6/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4770 | &nbsp;&nbsp; 3736235 |
| New York City, NY, 5.206%, 10/1/31<sup>(15)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1030 | &nbsp;&nbsp; 1042560 |
| San Francisco City and County, CA, (Social Bonds - Affordable Housing, 2016), 3.921%, 6/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3085 | &nbsp;&nbsp; 2727262 |
|  |  | **$8267897** |
| Special Tax Revenue — 0.6% | Special Tax Revenue — 0.6% |  |
| California Health Facilities Financing Authority, (No Place Like Home Program): |  |  |
| &nbsp;&nbsp;&nbsp;Social Bonds, 2.361%, 6/1/26 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5565 | $5469273 |
| &nbsp;&nbsp;&nbsp;Social Bonds, 2.484%, 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3859193 |
| &nbsp;&nbsp;&nbsp;Social Bonds, 2.534%, 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4757663 |
| &nbsp;&nbsp;&nbsp;Social Bonds, 2.584%, 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2554334 |
| &nbsp;&nbsp;&nbsp;Social Bonds, 2.984%, 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2712142 |
| &nbsp;&nbsp;&nbsp;Social Bonds, 3.034%, 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1910062 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$21262667** |

---

------

Calvert

Bond Fund

June 30, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Water and Sewer — 0.3% | Water and Sewer — 0.3% |  |
| District of Columbia Water & Sewer Authority, Green Bonds, 4.814%, 10/1/2114 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1170 | $999121 |
| Narragansett Bay Commission, RI, Wastewater System Revenue: |  |  |
| &nbsp;&nbsp;&nbsp;Green Bonds, 2.094%, 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2495 | &nbsp;&nbsp; 2252245 |
| &nbsp;&nbsp;&nbsp;Green Bonds, 2.184%, 9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1985 | &nbsp;&nbsp; 1759986 |
| &nbsp;&nbsp;&nbsp;Green Bonds, 2.264%, 9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1780 | &nbsp;&nbsp; 1547433 |
| &nbsp;&nbsp;&nbsp;Green Bonds, 2.344%, 9/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1945 | &nbsp;&nbsp; 1657160 |
| San Diego County Water Authority, CA: |  |  |
| &nbsp;&nbsp;&nbsp;Green Bonds, 1.531%, 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2130 | &nbsp;&nbsp; 1895487 |
| &nbsp;&nbsp;&nbsp;Green Bonds, 1.701%, 5/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1680898 |
|  |  | &nbsp;&nbsp;&nbsp;**$11792330** |
| Total Taxable Municipal Obligations<br> (identified cost $45,856,404) |  | &nbsp;&nbsp;&nbsp;**$41322894** |

---

U.S. Government Agencies and Instrumentalities — 0.4%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| U.S. Department of Housing and Urban Development: |  |  |
| &nbsp;&nbsp;&nbsp;2.738%, 8/1/25 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2726 | $2721298 |
| &nbsp;&nbsp;&nbsp;3.435%, 8/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3105 | &nbsp;&nbsp; 2801107 |
| &nbsp;&nbsp;&nbsp;3.485%, 8/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1745 | &nbsp;&nbsp; 1559064 |
| &nbsp;&nbsp;&nbsp;3.535%, 8/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929 | &nbsp;&nbsp; 822516 |
| &nbsp;&nbsp;&nbsp;3.585%, 8/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3215 | &nbsp;&nbsp; 2823042 |
| &nbsp;&nbsp;&nbsp;3.635%, 8/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657 | &nbsp;&nbsp; 572610 |
| U.S. International Development Finance Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;1.79%, 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1078 | &nbsp;&nbsp; 1027839 |
| &nbsp;&nbsp;&nbsp;2.36%, 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859997 |
| &nbsp;&nbsp;&nbsp;3.52%, 9/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3287037 |
| Total U.S. Government Agencies and Instrumentalities<br> (identified cost $18,425,761) |  | &nbsp;&nbsp;&nbsp;**$16474510** |

---

U.S. Government Agency Mortgage-Backed Securities — 28.0%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Federal Home Loan Mortgage Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 3/1/48 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1113 | $1022844 |
| &nbsp;&nbsp;&nbsp;5.00%, with various maturities to 2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10758 | &nbsp;&nbsp; 10556266 |
| &nbsp;&nbsp;&nbsp;5.50%, with various maturities to 2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32779 | &nbsp;&nbsp; 32838769 |
| &nbsp;&nbsp;&nbsp;6.00%, 6/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1161 | &nbsp;&nbsp; 1185305 |
| Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2984 | &nbsp;&nbsp; 2416824 |
| &nbsp;&nbsp;&nbsp;2.68%, 7/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2776 | &nbsp;&nbsp; 2732082 |
| &nbsp;&nbsp;&nbsp;3.00%, with various maturities to 2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6508 | &nbsp;&nbsp; 5719564 |
| &nbsp;&nbsp;&nbsp;4.00%, with various maturities to 2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5745735 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Federal National Mortgage Association: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, with various maturities to 2055 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7631 | $7489035 |
| &nbsp;&nbsp;&nbsp;5.50%, with various maturities to 2054 | &nbsp;&nbsp;&nbsp;&nbsp;102573 | &nbsp;&nbsp; 102680282 |
| Government National Mortgage Association II: |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, with various maturities to 2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14844 | &nbsp;&nbsp; 12533053 |
| &nbsp;&nbsp;&nbsp;6.00%, with various maturities to 2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10570 | &nbsp;&nbsp; 10857956 |
| &nbsp;&nbsp;&nbsp;6.50%, with various maturities to 2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3336 | &nbsp;&nbsp; 3491045 |
| Uniform Mortgage-Backed Security: |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 30-Year, TBA<sup>(16)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9638 | &nbsp;&nbsp; 8962241 |
| &nbsp;&nbsp;&nbsp;5.00%, 30-Year, TBA<sup>(16)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;404436 | &nbsp;&nbsp;&nbsp;&nbsp;396379241 |
| &nbsp;&nbsp;&nbsp;5.50%, 30-Year, TBA<sup>(16)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;357956 | &nbsp;&nbsp;&nbsp;&nbsp;357871934 |
| &nbsp;&nbsp;&nbsp;6.00%, 30-Year, TBA<sup>(16)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;111075 | &nbsp;&nbsp;&nbsp;&nbsp;112884340 |
| Total U.S. Government Agency Mortgage-Backed Securities<br> (identified cost $1,067,978,699) |  | **$1075366516** |

---

U.S. Treasury Obligations — 18.2%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| U.S. Treasury Bonds: |  |  |
| &nbsp;&nbsp;&nbsp;1.375%, 8/15/50 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547 | $269868 |
| &nbsp;&nbsp;&nbsp;2.25%, 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2604 | &nbsp;&nbsp; 1706739 |
| &nbsp;&nbsp;&nbsp;2.25%, 2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443 | &nbsp;&nbsp; 270732 |
| &nbsp;&nbsp;&nbsp;2.50%, 2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12174 | &nbsp;&nbsp; 8574110 |
| &nbsp;&nbsp;&nbsp;3.625%, 5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10110 | &nbsp;&nbsp; 8249128 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;190820 | &nbsp;&nbsp; 174145612 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19701 | &nbsp;&nbsp; 17236329 |
| &nbsp;&nbsp;&nbsp;4.25%, 2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583 | &nbsp;&nbsp; 531440 |
| &nbsp;&nbsp;&nbsp;4.50%, 2/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108795 |
| &nbsp;&nbsp;&nbsp;4.50%, 2/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25306539 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11533750 |
| &nbsp;&nbsp;&nbsp;4.75%, 2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3293450 |
| U.S. Treasury Notes: |  |  |
| &nbsp;&nbsp;&nbsp;0.50%, 4/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1039281 |
| &nbsp;&nbsp;&nbsp;0.625%, 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1166094 |
| &nbsp;&nbsp;&nbsp;1.125%, 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51928 |
| &nbsp;&nbsp;&nbsp;3.625%, 5/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1176697 |
| &nbsp;&nbsp;&nbsp;3.75%, 12/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8009062 |
| &nbsp;&nbsp;&nbsp;3.875%, 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870222 |
| &nbsp;&nbsp;&nbsp;4.00%, 2/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11596372 |
| &nbsp;&nbsp;&nbsp;4.00%, 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6503530 |
| &nbsp;&nbsp;&nbsp;4.125%, 2/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;105461 | &nbsp;&nbsp;&nbsp;&nbsp;106025381 |
| &nbsp;&nbsp;&nbsp;4.125%, 7/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1019351 |
| &nbsp;&nbsp;&nbsp;4.375%, 8/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11796868 |
| &nbsp;&nbsp;&nbsp;4.375%, 5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31490820 |
| &nbsp;&nbsp;&nbsp;4.50%, 5/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51907245 |
| &nbsp;&nbsp;&nbsp;4.625%, 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20653841 |
| &nbsp;&nbsp;&nbsp;4.625%, 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1852496 |
| &nbsp;&nbsp;&nbsp;4.875%, 11/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;157420 | &nbsp;&nbsp;&nbsp;&nbsp;157768215 |

---

------

Calvert

Bond Fund

June 30, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| U.S. Treasury Notes: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;4.875%, 4/30/26 | $25700 | $25862719 |
| &nbsp;&nbsp;&nbsp;4.875%, 5/31/26 | 6895 | &nbsp;&nbsp; 6944906 |
| Total U.S. Treasury Obligations<br> (identified cost $701,542,996) |  | **$696961520** |

---

---

| | | |
|:---|:---|:---|
| Short-Term Investments — 13.5% |  |  |
| Affiliated Fund — 13.0% | Affiliated Fund — 13.0% | Affiliated Fund — 13.0% |
| **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>(17)</sup> | 499180783 | $499180783 |
| Total Affiliated Fund<br> (identified cost $499,180,783) |  | **$499180783** |
| Securities Lending Collateral — 0.5% | Securities Lending Collateral — 0.5% | Securities Lending Collateral — 0.5% |
| **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>(18)</sup> | 19572873 | $19572873 |
| Total Securities Lending Collateral<br> (identified cost $19,572,873) |  | **$19572873** |
| Total Short-Term Investments<br> (identified cost $518,753,656) |  | **$518753656** |
| Total Investments — 121.9%<br> (identified cost $4,686,133,715) |  | **$4682973869** |
| Other Assets, Less Liabilities — (21.9)% |  | **$(839913759)** |
| Net Assets — 100.0% |  | **$3843060110** |

---

---

| | |
|:---|:---|
| 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 $1,274,670,173 or 33.2% 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> 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 $25,661,958 and the total market value of the collateral received by the Fund was $26,608,579, comprised of cash of $19,572,873 and U.S. government and/or agencies securities of $7,035,706.

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

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

<sup>(10)</sup> Affiliated fund.

<sup>(11)</sup> May be deemed to be an affiliated company.

<sup>(12)</sup> Restricted security. Total market value of restricted securities amounts to $8,547,490, which represents 0.2% of the net assets of the Fund as of June 30, 2025.

<sup>(13)</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>(14)</sup> This Senior Loan will settle after June 30, 2025, at which time the interest rate will be determined.

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

<sup>(16)</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>(17)</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>(18)</sup> Represents investment of cash collateral received in connection with securities lending.

------

Calvert

Bond 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;5901000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3837385 | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;9/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;$53178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53847000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9573651 | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;9/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138207128 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2699358 | &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;&nbsp;&nbsp;&nbsp;&nbsp;(325) |
| EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138207129 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2707290 | &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;&nbsp;&nbsp;(8257) |
| EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212814516 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4170380 | &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;(14348) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3117000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3633848 | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;9/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| HUF | &nbsp;&nbsp;&nbsp;&nbsp;1344866000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3865409 | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;9/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551812000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3842124 | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;9/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp;5190033000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3831414 | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;9/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184886000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9614825 | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;9/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3876825 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5298108 | &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;(30351) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20169709 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;17398839 | &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;(440217) |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$522856** | &nbsp;&nbsp;&nbsp;&nbsp;**$(493498)** |

---

#### 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;&nbsp;27 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;9/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;$5616633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$15968 |
| U.S. 5-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;5426 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;9/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591434000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7072003 |
| U.S. 10-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;1496 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;9/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167739000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3035233 |
| U.S. Long Treasury Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;9/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39605781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1457941 |
| U.S. Ultra-Long Treasury Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;9/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72904500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2863107 |
| U.S. Ultra 10-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(391) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;9/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(44677859) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(890558) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$13553694** |

---

#### 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;$5000000 |
| 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;3500000 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$8500000** |

---

------

Calvert

Bond Fund

June 30, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | |
|:---|:---|
| **Abbreviations:** | **Abbreviations:** |
| OTC | – Over-the-counter |
| SOFR | – Secured Overnight Financing Rate |
| 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 |

---

---

| | |
|:---|:---|
| HUF | – Hungarian Forint |
| JPY | – Japanese Yen |
| KRW | – South Korean Won |
| MXN | – Mexican Peso |
| USD | – United States Dollar |

---

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

Foreign Exchange Risk: During the fiscal year to date ended June 30, 2025, the Fund entered into forward foreign currency exchange contracts to seek to hedge against fluctuations in currency exchange rates.

Interest Rate Risk: During the fiscal year to date ended June 30, 2025, the Fund entered into 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 $512,794,273, which represents 13.3% 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 | $2382900 | $2693460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | $— | $(10360) | $5066000 | $131053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 |
| **High Social Impact Investments** |  |  |  |  |  |  |  |  |
| Calvert Impact Capital, Inc., Community Investment Notes, 5.00%, 12/15/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp; 5068950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;(40500) | &nbsp;&nbsp;&nbsp; 5028450 | &nbsp;&nbsp;&nbsp; 187500 | &nbsp;&nbsp;&nbsp;&nbsp;$5000000 |
| Calvert Impact Capital, Inc., Community Investment Notes, 5.00%, 9/20/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp; 3552710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;(33670) | &nbsp;&nbsp;&nbsp; 3519040 | &nbsp;&nbsp;&nbsp; 131250 | &nbsp;&nbsp;&nbsp;&nbsp;$3500000 |
| **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** |  |  |  |  |  |  |
| Liquidity Fund, Institutional Class<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;181877046 | &nbsp;&nbsp;&nbsp;1350094915 | &nbsp;&nbsp;&nbsp;(1032791178) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;499180783 | &nbsp;&nbsp;&nbsp;12022475 | &nbsp;&nbsp;&nbsp;499180783 |
| **Total** |  |  |  | **$—** | **$(84530)** | **$512794273** | **$12472278** |  |

---

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

------

Calvert

Bond Fund

June 30, 2025

Schedule of Investments (Unaudited) — continued

------

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** | &nbsp;&nbsp;**Total** |
| Asset-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;$462479554 | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;$462479554 |
| 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;204410847 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204410847 |
| 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;318463259 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318463259 |
| Convertible 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;19170027 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19170027 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;1194513201 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;1194513201 |
| Exchange-Traded Funds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5066000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5066000 |
| 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;8547490 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8547490 |
| Preferred Stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6568386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6568386 |
| Senior Floating-Rate Loans | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73120806 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73120806 |
| 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;41755203 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41755203 |
| Taxable Municipal Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41322894 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41322894 |
| U.S. Government Agencies and Instrumentalities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16474510 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16474510 |
| 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;1075366516 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;1075366516 |
| 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;696961520 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;696961520 |
| Short-Term Investments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Affiliated Fund | &nbsp;&nbsp;&nbsp;&nbsp;499180783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499180783 |
| &nbsp;&nbsp;&nbsp;Securities Lending Collateral | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19572873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19572873 |
| **Total Investments** | &nbsp;&nbsp;**$530388042** | &nbsp;&nbsp;**$4152585827** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$4682973869** |
| Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$522856 | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$522856 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14444252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14444252 |
| **Total** | &nbsp;&nbsp;**$544832294** | &nbsp;&nbsp;**$4153108683** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$4697940977** |
| **Liability Description** |  |  |  |  |
| Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(493498) | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(493498) |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(890558) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(890558) |
| **Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$(890558)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$(493498)** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$(1384056)** |

---

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:** Calvert Social Investment Fund

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

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

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

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

  - **Street Address 1:** 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 Bond Fund

- **b. EDGAR series identifier (if any):** S000008718

- **c. LEI of Series:** 549300T75TF7NTCFI791

**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:** $4750122430.06

**Total Liabilities:** $921686823.94

**Net Assets:** $3828435606.12

**Delayed Delivery Securities:** $884073346.47

**Cash Not Reported:** $2406245.38

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3508.43000000 | **1-Year:** -92304.04000000 | **5-Year:** -270181.23000000 | **10-Year:** -225352.42000000 | **30-Year:** -79928.48000000

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

- **3-Month:** -1413.59000000 | **1-Year:** -33520.14000000 | **5-Year:** -94962.87000000 | **10-Year:** -71316.42000000 | **30-Year:** -16240.48000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000023760 | 0.30%                | -0.46%               | 1.57%                |
| Class ID C000023758 | 0.43%                | -0.45%               | 1.62%                |
| Class ID C000195930 | 0.38%                | -0.36%               | 1.64%                |
| Class ID C000023761 | 0.45%                | -0.43%               | 1.64%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-8331949.06             | $4613592.99                                |
| Month 2  | $2674387.77              | $-18864403.34                              |
| Month 3  | $-7575889.47             | $46746605.12                               |

**Designated Index Information**

- **Index Name:** Securities Portfolio

- **Index Identifier:** Securities Portfolio

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| TK ELEVATOR MIDCO GMBH                                                              | TK Elevator Midco GmbH 2025 USD Term Loan B                                     | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |   5352157 | PA      | $5372227.86   | 0.14%             | 2030-04-30      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                   | Healthpeak OP LLC                                                               | CUSIP: 42250GAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |   9938000 | PA      | $10035083.83  | 0.26%             | 2035-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11482000 | PA      | $11596371.51  | 0.30%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19701300 | PA      | $17236328.70  | 0.45%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                              | Mosaic Solar Loan Trust 2020-2                                                  | CUSIP: 61946PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    962300 | PA      | $817959.34    | 0.02%             | 2046-08-20      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR Trust 2019-DNA3                                               | CUSIP: 35564TBE9<br>LEI: 549300KB1O80CETXGJ21 | Long             | ABS-MBS          | USGSE             | US        |   2905000 | PA      | $3357878.46   | 0.09%             | 2049-07-25      | Floating      | 12.57%                | No            |                  2 | On Loan: No      |
| Helios Issuer VI, LLC                                                               | SUNNOVA HELIOS II ISSUER LLC 2021-B                                             | CUSIP: 86744TAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7711838 | PA      | $6424601.14   | 0.17%             | 2048-07-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                        | CaixaBank SA                                                                    | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   2771000 | PA      | $2900790.92   | 0.08%             | 2035-06-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust                                                       | SDR Commercial Mortgage Trust 2024-DSNY                                         | CUSIP: 811304AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10331000 | PA      | $10330920.45  | 0.27%             | 2039-05-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust                                               | NextGear Floorplan Master Owner Trust                                           | CUSIP: 65341KBZ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5975000 | PA      | $6061123.05   | 0.16%             | 2029-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TYSN 2023-CRNR Mortgage Trust                                                       | TYSN 2023-CRNR Mortgage Trust                                                   | CUSIP: 87332PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5687000 | PA      | $6029065.09   | 0.16%             | 2033-12-10      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  12457000 | PA      | $12769150.62  | 0.33%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XAYV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2759381 | PA      | $2428930.08   | 0.06%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 3618AWZW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1859003 | PA      | $1913093.06   | 0.05%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                                     | Marex Group PLC                                                                 | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |  11615000 | PA      | $11960634.64  | 0.31%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 3618BDJK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1971933 | PA      | $2013902.70   | 0.05%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                                         | Swedbank AB                                                                     | CUSIP: 87020PAT4<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   1575000 | PA      | $1607393.80   | 0.04%             | 2027-09-20      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP                                                               | Stifel Financial Corp                                                           | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |   3572000 | PA      | $3435360.89   | 0.09%             | 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        |    211400 | NS      | $3200596.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Loanpal Solar Loan 2020-3 Ltd                                                       | Loanpal Solar Loan Ltd                                                          | CUSIP: 53948NAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1661170 | PA      | $1401073.77   | 0.04%             | 2047-12-20      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| KFW                                                                                 | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JQ8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |  12000000 | PA      | $11583850.20  | 0.30%             | 2026-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                                              | NRZ Excess Spread-Collateralized Notes                                          | CUSIP: 65246QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2388297 | PA      | $2315773.85   | 0.06%             | 2026-11-25      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                                                            | Texas Capital Bancshares Inc                                                    | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |   3024000 | PA      | $2935654.29   | 0.08%             | 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        |   5436159 | PA      | $5465052.45   | 0.14%             | 2028-10-27      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140J8NG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2883218 | PA      | $2725327.22   | 0.07%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4570394 | PA      | $4698198.21   | 0.12%             | 2040-01-25      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                                              | BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico       | CUSIP: 072912AA6<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    500000 | PA      | $514650.00    | 0.01%             | 2035-02-11      | Fixed         | 7.62%                 | 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        |   2335000 | PA      | $98070.00     | 0.00%             | 2027-06-10      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                                              | Global Atlantic Fin Co                                                          | CUSIP: 37959GAD9<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    356000 | PA      | $403447.24    | 0.01%             | 2033-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3310000 | PA      | $3293450.00   | 0.09%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                                              | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX    | CUSIP: 05533UAH1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   5136000 | PA      | $5102972.95   | 0.13%             | 2025-09-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                                                           | ORL Trust 2024-GLKS                                                             | CUSIP: 67120DAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4757000 | PA      | $4760783.72   | 0.12%             | 2039-12-15      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                              | General Motors Financial Co Inc                                                 | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7652531.03   | 0.20%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| San Diego County Water Authority                                                    | SAN DIEGO CNTY CA WTR AUTH                                                      | CUSIP: 797412DT7<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |   1925000 | PA      | $1680898.26   | 0.04%             | 2031-05-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                               | Uber Technologies Inc                                                           | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1547355.00   | 0.04%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                                                      | Sunnova Helios IV Issuer LLC                                                    | CUSIP: 86746CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2749127 | PA      | $2397748.76   | 0.06%             | 2047-06-20      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                             | International Bank for Reconstruction & Development                             | CUSIP: 459058KQ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  12000000 | PA      | $12026483.04  | 0.31%             | 2030-02-14      | Fixed         | 3.88%                 | 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        |   2487516 | PA      | $2420924.83   | 0.06%             | 2029-03-01      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                              | Mosaic Solar Loan Trust 2019-1                                                  | CUSIP: 61946CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1343727 | PA      | $1263870.59   | 0.03%             | 2043-12-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                 | NEW YORK NY                                                                     | CUSIP: 64966HMV9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1030000 | PA      | $1042560.23   | 0.03%             | 2031-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                                             | American National Group Inc                                                     | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   4566000 | PA      | $4677998.96   | 0.12%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-440216.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HEXCEL CORP                                                                         | Hexcel Corp                                                                     | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |   3545000 | PA      | $3608473.58   | 0.09%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                        | CUSIP: 38384DFS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1263944 | PA      | $1411998.67   | 0.04%             | 2053-10-20      | Floating      | 8.54%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                                | LHOME Mortgage Trust 2023-RTL4                                                  | CUSIP: 50204VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4050102.40   | 0.11%             | 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        |   1250000 | PA      | $1354450.00   | 0.04%             | 2029-02-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3142GST57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15044444 | PA      | $15051396.42  | 0.39%             | 2054-09-01      | Fixed         | 5.50%                 | 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        |   5985000 | PA      | $5752303.20   | 0.15%             | 2051-12-26      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                                            | TerraForm Power Operating LLC                                                   | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |   7310000 | PA      | $7240516.26   | 0.19%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                                            | Brookfield Asset Management Ltd                                                 | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |  19406000 | PA      | $19920876.69  | 0.52%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QSSX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17363989 | PA      | $17399145.38  | 0.45%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 190820000 | PA      | $174145612.20 | 4.55%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                                 | Oportun Issuance Trust 2021-C                                                   | CUSIP: 68377WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17531795 | PA      | $17130832.69  | 0.45%             | 2031-10-08      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                                    | OneMain Financial Issuance Trust 2022-S1                                        | CUSIP: 68267HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10408477 | PA      | $10372468.83  | 0.27%             | 2035-05-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                                | LHOME Mortgage Trust 2024-RTL1                                                  | CUSIP: 50205DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3670000 | PA      | $3707566.85   | 0.10%             | 2029-01-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                                      | Pagaya AI Debt Selection Trust 2021-2                                           | CUSIP: 69546LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180032 | PA      | $178642.58    | 0.00%             | 2029-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                               | Foundry JV Holdco LLC                                                           | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |  19826000 | PA      | $20535758.31  | 0.54%             | 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        |   3038175 | PA      | $2899171.25   | 0.08%             | 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        |   5175000 | PA      | $5244865.24   | 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        |  12597000 | PA      | $14628420.06  | 0.38%             | 2033-11-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                                    | GWT 2024-WLF2                                                                   | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14792000 | PA      | $14850332.25  | 0.39%             | 2041-05-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12174000 | PA      | $8574110.22   | 0.22%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QVDM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  32153773 | PA      | $32168632.97  | 0.84%             | 2054-09-01      | Fixed         | 5.50%                 | 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        |  11012780 | PA      | $11189754.27  | 0.29%             | 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        |   3686000 | PA      | $3544939.36   | 0.09%             | 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        |  10830000 | PA      | $10175333.00  | 0.27%             | 2045-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                              | Mosaic Solar Loan Trust 2019-2                                                  | CUSIP: 61945LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4227283 | PA      | $3817549.79   | 0.10%             | 2040-09-20      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                              | Blue Owl Credit Income Corp                                                     | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   7575000 | PA      | $7796218.63   | 0.20%             | 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        |   2810000 | PA      | $2897306.64   | 0.08%             | 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        |    727018 | PA      | $735705.92    | 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        |  13354000 | PA      | $13349717.37  | 0.35%             | 2042-03-15      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754FAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9263766 | PA      | $9927510.15   | 0.26%             | 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        |   9539000 | PA      | $9866368.94   | 0.26%             | 2039-01-08      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 3617UUSR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2062651 | PA      | $1746545.66   | 0.05%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                      | EPR Properties                                                                  | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   6374000 | PA      | $6071818.73   | 0.16%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                               | DB Master Finance LLC                                                           | CUSIP: 233046AF8<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   4405625 | PA      | $4363642.92   | 0.11%             | 2047-11-20      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                                 | Oportun Issuance Trust 2021-B                                                   | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2302080 | PA      | $2246213.12   | 0.06%             | 2031-05-08      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Neighborly Issuer LLC                                                               | Neighborly Issuer LLC                                                           | CUSIP: 64016NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9576000 | PA      | $8969653.43   | 0.23%             | 2051-04-30      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50518000 | PA      | $51907245.00  | 1.36%             | 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        |   4447000 | PA      | $4084837.79   | 0.11%             | 2035-07-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2604000 | PA      | $1706738.91   | 0.04%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US ULTRA BOND CBT SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       612 | NC      | $2863106.90   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| REWORLD HOLDING CORP                                                                | REWORLD HOLDING CORP 2025 TERM LOAN B                                           | CUSIP: 22282GAP2<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |   2370466 | PA      | $2374176.10   | 0.06%             | 2028-11-30      | 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        |  19572872 | NS      | $19572872.50  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| California Health Facilities Financing Authority                                    | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                       | CUSIP: 13032UVD7<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   5565000 | PA      | $5469273.10   | 0.14%             | 2026-06-01      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F052672<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 357956000 | PA      | $357871934.03 | 9.35%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                                  | PURCHASED MXN / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |         1 | NC      | $150074.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                            | Occidental Petroleum Corp                                                       | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   7900000 | PA      | $7840798.19   | 0.20%             | 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        |   5184000 | PA      | $4988888.24   | 0.13%             | 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   | 0.06%             | 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        |    850000 | PA      | $848058.48    | 0.02%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                                         | Extended Stay America Trust 2021-ESH                                            | CUSIP: 30227FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11050106 | PA      | $11066431.90  | 0.29%             | 2038-07-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                    | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                       | CUSIP: 13032UVL9<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   3060000 | PA      | $2712142.26   | 0.07%             | 2033-06-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                                   | GLS Auto Select Receivables Trust 2024-2                                        | CUSIP: 379924AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2422170 | PA      | $2445837.84   | 0.06%             | 2030-06-17      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                                                            | FHF Issuer Trust 2024-2                                                         | CUSIP: 30336NAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5612842 | PA      | $5682163.52   | 0.15%             | 2030-06-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                              | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4473171.48   | 0.12%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XARZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2983948 | PA      | $2416823.92   | 0.06%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BLUEHUB LOAN FUND                                                                   | BlueHub Loan Fund Inc                                                           | CUSIP: 095623AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9400000 | PA      | $8459990.60   | 0.22%             | 2030-01-01      | Fixed         | 3.10%                 | 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        |   5451341 | PA      | $5463742.46   | 0.14%             | 2028-10-23      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Navigator Aviation Ltd                                                              | Navigator 2024-1 Aviation Ltd                                                   | CUSIP: 63943DAA7<br>LEI: 984500UF8C3O89B30652 | Long             | ABS-O            | CORP              | KY        |  12402060 | PA      | $12292657.36  | 0.32%             | 2049-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                      | Fannie Mae-Aces                                                                 | CUSIP: 3136B75M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13443000 | PA      | $12625404.81  | 0.33%             | 2029-10-25      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| TX Trust 24-HOU                                                                     | TX Trust 2024-HOU                                                               | CUSIP: 90216DAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2859000 | PA      | $2867581.86   | 0.07%             | 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        |   9984453 | PA      | $9369438.47   | 0.24%             | 2026-08-15      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| Zekelman Industries Inc                                                             | Zekelman Industries Inc 2024 Term Loan B                                        | CUSIP: 98931YAD5<br>LEI: 549300S5LMRAKDWWI425 | Long             | LON              | CORP              | US        |   2474937 | PA      | $2480901.96   | 0.06%             | 2031-01-24      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                    | LPL Holdings Inc                                                                | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   9714000 | PA      | $9831745.53   | 0.26%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                                    | Great Wolf Trust 2024-WOLF                                                      | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3640000 | PA      | $3650269.53   | 0.10%             | 2039-03-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                            | Vantage Data Centers Issuer LLC                                                 | CUSIP: 92212KAD8<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |   3726000 | PA      | $3592107.68   | 0.09%             | 2046-10-15      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                    | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                       | CUSIP: 13032UVG0<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   2715000 | PA      | $2554334.17   | 0.07%             | 2029-06-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20753WAE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7953115 | PA      | $8182838.05   | 0.21%             | 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        |   8441000 | PA      | $8238537.04   | 0.22%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TX Trust 24-HOU                                                                     | TX Trust 2024-HOU                                                               | CUSIP: 90216DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4740000 | PA      | $4717763.24   | 0.12%             | 2039-06-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                                             | American National Group Inc                                                     | CUSIP: 02772AAA7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   7312000 | PA      | $7506392.59   | 0.20%             | 2032-06-13      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                                              | HAT Holdings I LLC / HAT Holdings II LLC                                        | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3085211.02   | 0.08%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                          | Intel Corp                                                                      | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   8790000 | PA      | $7275016.25   | 0.19%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SYNOVUS BANK GA                                                                     | Synovus Bank/Columbus GA                                                        | CUSIP: 87164DSE1<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |   5311000 | PA      | $5261499.89   | 0.14%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  13317000 | PA      | $13664769.59  | 0.36%             | 2031-01-24      | Fixed         | 5.24%                 | 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        |    385000 | PA      | $6063.75      | 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        |   6114081 | PA      | $6089202.34   | 0.16%             | 2036-09-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                             | Digital Realty Trust LP                                                         | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |   1065000 | PA      | $1122403.50   | 0.03%             | 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        |   2137000 | PA      | $2159850.34   | 0.06%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $8009062.48   | 0.21%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                                                | REWORLD HOLDING CORP 2025 TERM LOAN C                                           | CUSIP: 22282GAQ0<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |    129534 | PA      | $129736.41    | 0.00%             | 2028-11-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                                   | CI Financial Corp                                                               | CUSIP: 125491AT7<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |  15323000 | PA      | $16175004.00  | 0.42%             | 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        |   3095000 | PA      | $3046810.76   | 0.08%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                         | Oracle Corp                                                                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   8430000 | PA      | $5900925.82   | 0.15%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2021-VOLT                                          | CUSIP: 05609VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10254439 | PA      | $10216963.35  | 0.27%             | 2036-09-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LIMITED                                                           | HUB International Limited 2025 Term Loan B                                      | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |   2542621 | PA      | $2553096.90   | 0.07%             | 2030-06-20      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 3618BKMQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1889652 | PA      | $1981161.77   | 0.05%             | 2053-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CALVERT IMPACT CAPITAL NOTE                                                         | CALVERT IMPACT CAPITAL NOTE                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5028450.00   | 0.13%             | 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        |    376833 | PA      | $362355.64    | 0.01%             | 2045-03-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 105461000 | PA      | $106025380.87 | 2.77%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                                      | Synchrony Bank                                                                  | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   3488000 | PA      | $3487405.82   | 0.09%             | 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        |   5300000 | PA      | $3776768.13   | 0.10%             | 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        |   5068000 | PA      | $4924479.41   | 0.13%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                                                      | Sunnova Helios XII Issuer LLC                                                   | CUSIP: 86745YAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2516632 | PA      | $1884173.22   | 0.05%             | 2050-08-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Sunnova Sol Issuer,LLC                                                              | Sunnova Sol II Issuer LLC                                                       | CUSIP: 86745PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5835334 | PA      | $4751023.38   | 0.12%             | 2055-11-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                       | UniCredit SpA                                                                   | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   6576000 | PA      | $6542376.45   | 0.17%             | 2026-09-22      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Vivint Solar Financing LLC                                                          | Vivint Solar Financing VII LLC                                                  | CUSIP: 92855HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5102275 | PA      | $4586461.63   | 0.12%             | 2051-07-31      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| CCC Intelligent Solutions Inc                                                       | CCC Intelligent Solutions Inc Term Loan                                         | CUSIP: 12511BAC6<br>LEI: 5493006JEEL9RIWY5T17 | Long             | LON              | CORP              | US        |   2474744 | PA      | $2479396.10   | 0.06%             | 2032-01-23      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                                              | JW Commercial Mortgage Trust 2024-MRCO                                          | CUSIP: 46657XAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7420000 | PA      | $7432714.91   | 0.19%             | 2039-06-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                                  | CUSIP: 09659T2D2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  11495000 | PA      | $11600527.55  | 0.30%             | 2035-11-19      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                             | BPCE SA                                                                         | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  13059000 | PA      | $13550290.68  | 0.35%             | 2031-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F040677<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9638000 | PA      | $8962241.27   | 0.23%             | 2054-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust                                    | GoodLeap Sustainable Home Solutions Trust 2021-5                                | CUSIP: 38237HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2865229 | PA      | $2367981.44   | 0.06%             | 2048-10-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HAD86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3537000 | PA      | $3444172.14   | 0.09%             | 2033-05-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                                             | American National Group Inc                                                     | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   1086000 | PA      | $1092904.60   | 0.03%             | 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        |   1954967 | PA      | $1958035.13   | 0.05%             | 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        |   8860000 | PA      | $9113353.56   | 0.24%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                      | Fannie Mae-Aces                                                                 | CUSIP: 3136AY2C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4343325 | PA      | $4237666.50   | 0.11%             | 2027-09-25      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                                            | United States International Development Finance Corp                            | CUSIP: 6903534C8<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGA              | US        |   3372286 | PA      | $3287036.96   | 0.09%             | 2032-09-20      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| FS Commerical Mortgage Trust 2023-4SZN                                              | FS Commercial Mortgage Trust 2023-4SZN                                          | CUSIP: 30334RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5322000 | PA      | $5454039.88   | 0.14%             | 2039-11-10      | Fixed         | 7.07%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                        | Centene Corp                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   3693000 | PA      | $3594387.30   | 0.09%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                          | US Bancorp                                                                      | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   6618000 | PA      | $6752312.91   | 0.18%             | 2031-05-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                      | EPR Properties                                                                  | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   2925000 | PA      | $2658662.37   | 0.07%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| HOUSING URBAN DEVELOPMNT                                                            | United States Department of Housing and Urban Development                       | CUSIP: 911759NL8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3215000 | PA      | $2823042.44   | 0.07%             | 2037-08-01      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer, LLC                                                          | SERVPRO Master Issuer LLC                                                       | CUSIP: 817743AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3564875 | PA      | $3678568.49   | 0.10%             | 2054-01-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                                         | Extended Stay America Trust 2021-ESH                                            | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11316860 | PA      | $11326827.69  | 0.30%             | 2038-07-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| HOUSING URBAN DEVELOPMNT                                                            | United States Department of Housing and Urban Development                       | CUSIP: 911759NJ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1745000 | PA      | $1559063.57   | 0.04%             | 2035-08-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 2YR NOTE (CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        17 | NC      | $15746.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                            | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8753000 | PA      | $9119671.05   | 0.24%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                  | Subway Funding LLC                                                              | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4475252 | PA      | $4459442.13   | 0.12%             | 2054-07-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137HKU51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9810085 | PA      | $9793766.81   | 0.26%             | 2055-03-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                        | CUSIP: 38384EDD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7271000 | PA      | $7526526.93   | 0.20%             | 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        |  17593000 | PA      | $18385749.90  | 0.48%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| US CELLULAR CORP                                                                    | United States Cellular Corp                                                     | CUSIP: 911684801<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |    102136 | NS      | $2095830.72   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                                                              | Jazz Investments I Ltd                                                          | CUSIP: 472145AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1205000 | PA      | $1283325.00   | 0.03%             | 2030-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CKS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6895000 | PA      | $6944905.94   | 0.18%             | 2026-05-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SYNOVUS BANK GA                                                                     | Synovus Bank/Columbus GA                                                        | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |   5130000 | PA      | $5186785.41   | 0.14%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HOUSING URBAN DEVELOPMNT                                                            | United States Department of Housing and Urban Development                       | CUSIP: 911759NH7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3105000 | PA      | $2801106.57   | 0.07%             | 2034-08-01      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                              | Mosaic Solar Loan Trust 2020-1                                                  | CUSIP: 61946NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    470329 | PA      | $418449.97    | 0.01%             | 2046-04-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                       | UniCredit SpA                                                                   | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   4517000 | PA      | $4492889.74   | 0.12%             | 2035-06-30      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance                                                            | Horizon Aircraft Finance I Ltd                                                  | CUSIP: 440405AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1434475 | PA      | $1370665.52   | 0.04%             | 2038-12-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LLC                                                     | Cologix Data Centers US Issuer LLC                                              | CUSIP: 19521UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13910000 | PA      | $13468784.54  | 0.35%             | 2051-12-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS GERMANY BORROWER LUX S.A R.L.                                  | Vantage Data Centers Germany Borrower Lux Sarl                                  | CUSIP: 000000000<br>LEI: 2549008VW14T3IH21H24 | Long             | ABS-O            | CORP              | LU        |  10845000 | PA      | $12854615.55  | 0.34%             | 2050-06-28      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QUZF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  31307121 | PA      | $31341156.33  | 0.82%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | PURCHASED USD / SOLD CAD                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-30351.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                  | Ally Financial Inc                                                              | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |  11472000 | PA      | $11112215.02  | 0.29%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DORIS DUKE CHARITABLE                                                               | Doris Duke Charitable Foundation/The                                            | CUSIP: 258261AA4<br>LEI: HFI2KJN5A6RHAGMWK984 | Long             | DBT              | CORP              | US        |  10210000 | PA      | $5841122.62   | 0.15%             | 2050-07-01      | Fixed         | 2.35%                 | 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        |     34135 | PA      | $33383.54     | 0.00%             | 2045-02-15      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| San Diego County Water Authority                                                    | SAN DIEGO CNTY CA WTR AUTH                                                      | CUSIP: 797412DS9<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |   2130000 | PA      | $1895487.43   | 0.05%             | 2030-05-01      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    582400 | PA      | $531440.00    | 0.01%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust                                                                | CHNGE Mortgage Trust 2023-2                                                     | CUSIP: 169926AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2492057 | PA      | $2518493.19   | 0.07%             | 2058-06-25      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                  | Ally Financial Inc                                                              | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   6890000 | PA      | $7277242.46   | 0.19%             | 2030-01-03      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4583000 | PA      | $4598130.55   | 0.12%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132ACM80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1112774 | PA      | $1022844.50   | 0.03%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                      | Fannie Mae-Aces                                                                 | CUSIP: 3136B1XJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4852359 | PA      | $4709692.25   | 0.12%             | 2028-03-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| Pnmac Gmsr Issuer Trust                                                             | PNMAC GMSR Issuer Trust                                                         | CUSIP: 69354WAJ5<br>LEI: 5493007JEN3QN6CZC711 | Long             | ABS-O            | CORP              | US        |   7480000 | PA      | $7591707.82   | 0.20%             | 2029-03-25      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                                 | Oportun Issuance Trust 2025-A                                                   | CUSIP: 68377TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1751000 | PA      | $1750472.60   | 0.05%             | 2033-02-08      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                                                                         | Datadog Inc                                                                     | CUSIP: 23804LAC7<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1181415.00   | 0.03%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3142GST40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3503453 | PA      | $3436099.74   | 0.09%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority                                        | DIST OF COLUMBIA WTR & SWR AUTH PUBLIC UTILITY REVENUE                          | CUSIP: 254845JZ4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |   1170000 | PA      | $999120.92    | 0.03%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                                                  | MetroNet Infrastructure Issuer LLC                                              | CUSIP: 59170JAG3<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |   5129000 | PA      | $5246164.31   | 0.14%             | 2054-04-20      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| LES SCHWAB TIRE CENTERS                                                             | Les Schwab Tire Centers 2025 Term Loan B                                        | CUSIP: 50220KAD6<br>LEI: 549300GJM1TKHPYFPF83 | Long             | LON              | CORP              | US        |   2481281 | PA      | $2482062.85   | 0.06%             | 2031-04-23      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                                              | Marlette Funding Trust 2023-1                                                   | CUSIP: 57110PAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215711 | PA      | $216020.83    | 0.01%             | 2033-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                                                                 | Shift4 Payments Inc                                                             | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1290000.00   | 0.03%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust                                         | AASET 2024-1                                                                    | CUSIP: 00255JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3546836 | PA      | $3648928.65   | 0.10%             | 2049-05-16      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Narragansett Bay Commission                                                         | NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE                               | CUSIP: 631060CS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1985000 | PA      | $1759985.56   | 0.05%             | 2031-09-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| HOUSING URBAN DEVELOPMNT                                                            | United States Department of Housing and Urban Development                       | CUSIP: 911759NM6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    657000 | PA      | $572610.35    | 0.01%             | 2038-08-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CHY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20485000 | PA      | $20653841.26  | 0.54%             | 2026-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                                                      | Sunnova Helios XII Issuer LLC                                                   | CUSIP: 86745YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7931729 | PA      | $7340190.88   | 0.19%             | 2050-08-22      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Champs Trust                                                                        | Champs Trust 2024-1                                                             | CUSIP: 15878AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7172274 | PA      | $7437266.88   | 0.19%             | 2059-07-25      | Variable      | 9.10%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS Group AG                                                                    | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   7318000 | PA      | $8480910.70   | 0.22%             | 2033-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                                              | Global Atlantic Fin Co                                                          | CUSIP: 37959GAB3<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |  17346000 | PA      | $15417964.00  | 0.40%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                      | Fannie Mae-Aces                                                                 | CUSIP: 3136B3DE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12732887 | PA      | $12469997.17  | 0.33%             | 2030-09-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $51928.13     | 0.00%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                    | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                       | CUSIP: 13032UVF2<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   4980000 | PA      | $4757662.42   | 0.12%             | 2028-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| WFLD Mortgage Trust                                                                 | WFLD 2014-MONT Mortgage Trust                                                   | CUSIP: 92939GAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2700000 | PA      | $2162353.05   | 0.06%             | 2031-08-10      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                    | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                       | CUSIP: 13032UVE5<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   3980000 | PA      | $3859193.07   | 0.10%             | 2027-06-01      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 111075000 | PA      | $112884339.55 | 2.95%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X5CD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3748965 | PA      | $3290633.73   | 0.09%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                             | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |  16129000 | PA      | $15237944.69  | 0.40%             | 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        |   4966138 | PA      | $5184745.98   | 0.14%             | 2059-11-25      | Variable      | 9.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138LEDP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2776189 | PA      | $2732082.54   | 0.07%             | 2026-07-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                              | Brookfield Finance Inc                                                          | CUSIP: 11271LAN2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   7532000 | PA      | $7226573.63   | 0.19%             | 2055-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                                  | PURCHASED KRW / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |         1 | NC      | $24527.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                | Bank of America Corp                                                            | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  16117000 | PA      | $15981453.93  | 0.42%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Narragansett Bay Commission                                                         | NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE                               | CUSIP: 631060CU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1945000 | PA      | $1657160.03   | 0.04%             | 2033-09-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                | Bank of America Corp                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  13510000 | PA      | $13208413.97  | 0.35%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                            | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAM8<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |  14385000 | PA      | $14429103.40  | 0.38%             | 2034-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Avolon TLB Borrower 1 (US) LLC                                                      | Avolon TLB Borrower 1 (US) LLC 2023 Term Loan B6                                | CUSIP: 05400KAJ9<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |   4688691 | PA      | $4697365.01   | 0.12%             | 2030-06-24      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                                  | PURCHASED HUF / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | HU        |         1 | NC      | $81054.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                          | Biogen Inc                                                                      | CUSIP: 09062XAM5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   9447000 | PA      | $9735141.06   | 0.25%             | 2055-05-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                             | Inter-American Development Bank                                                 | CUSIP: 4581X0EF1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   7300000 | PA      | $7216597.65   | 0.19%             | 2029-09-14      | Fixed         | 3.50%                 | 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   | 0.06%             | 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        |   4000000 | PA      | $4425868.00   | 0.12%             | 2028-11-21      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc                                                             | Standard Industries Inc 2021 Term Loan B                                        | CUSIP: 85350EAB2<br>LEI: 54930064UHXCIUWVI755 | Long             | LON              | CORP              | US        |   1830773 | PA      | $1837253.94   | 0.05%             | 2028-09-22      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                                                         | Home RE 2021-1 Ltd                                                              | CUSIP: 437307AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   1100777 | PA      | $1109466.64   | 0.03%             | 2033-07-25      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| ICON Luxembourg Sarl                                                                | ICON Luxembourg SARL 2024 LUX Term Loan B                                       | CUSIP: 000000000<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |    751723 | PA      | $757477.17    | 0.02%             | 2028-07-03      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                  | Credit Agricole SA                                                              | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   3065000 | PA      | $3123234.05   | 0.08%             | 2031-05-27      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                              | Mosaic Solar Loans 2017-1 LLC                                                   | CUSIP: 61946EAA6<br>LEI: 549300ZLA8SW2SVJMN33 | Long             | ABS-O            | CORP              | US        |     64421 | PA      | $62023.32     | 0.00%             | 2042-06-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5550000 | PA      | $5833064.21   | 0.15%             | 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        |  14085000 | PA      | $14622801.78  | 0.38%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10110000 | PA      | $8249128.13   | 0.22%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                                            | United States International Development Finance Corp                            | CUSIP: 6903536P7<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGA              | US        |    892112 | PA      | $859996.59    | 0.02%             | 2029-10-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                                | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAN0<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |  14620000 | PA      | $15626410.39  | 0.41%             | 2034-02-20      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| XPLR INFRASTRUCTURE LP                                                              | XPLR Infrastructure LP                                                          | CUSIP: 65341BAG1<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1340497.96   | 0.04%             | 2026-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| FORD MOTOR COMPANY                                                                  | Ford Motor Co                                                                   | CUSIP: 345370CZ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    875000 | PA      | $866687.50    | 0.02%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2021-DNA2                                         | CUSIP: 35564KDX4<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | USGSE             | US        |   7095000 | PA      | $7938083.24   | 0.21%             | 2033-08-25      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                                              | Marlette Funding Trust 2023-3                                                   | CUSIP: 57109RAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1962584 | PA      | $1966878.95   | 0.05%             | 2033-09-15      | Fixed         | 6.71%                 | 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        |   2344000 | PA      | $2152545.60   | 0.06%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26182000 | PA      | $25306539.38  | 0.66%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                                                            | Fortitude Group Holdings LLC                                                    | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |   1578000 | PA      | $1624147.58   | 0.04%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Loandepot GMSR Master Trust                                                         | LOANDEPOT GMSR Trust                                                            | CUSIP: 53946TAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11167000 | PA      | $11167000.00  | 0.29%             | 2030-05-16      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                    | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                       | CUSIP: 13032UVM7<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   2195000 | PA      | $1910061.78   | 0.05%             | 2034-06-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3142GS4X3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5578355 | PA      | $5582676.08   | 0.15%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                                | LHOME Mortgage Trust 2023-RTL3                                                  | CUSIP: 50205TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4911000 | PA      | $4952133.55   | 0.13%             | 2028-08-25      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                                 | Oportun Issuance Trust 2025-A                                                   | CUSIP: 68377TAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4687000 | PA      | $4683862.52   | 0.12%             | 2033-02-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Sunrun Demeter Issuer LLC                                                           | Sunrun Demeter Issuer 2021-2 LLC                                                | CUSIP: 86772HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3458152 | PA      | $3065810.16   | 0.08%             | 2057-01-30      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 3618BKMN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2228082 | PA      | $2292911.22   | 0.06%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418CQB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3192228 | PA      | $3020408.19   | 0.08%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10131708 | PA      | $10621529.48  | 0.28%             | 2041-10-25      | Floating      | 10.30%                | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                            | Ferrellgas LP / Ferrellgas Finance Corp                                         | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7407996.00   | 0.19%             | 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        |   1250000 | PA      | $1245000.00   | 0.03%             | 2029-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                        | CUSIP: 38384KR45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $1034786.60   | 0.03%             | 2054-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                                              | American International Group Inc                                                | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4065645.92   | 0.11%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                      | Fannie Mae-Aces                                                                 | CUSIP: 3136B6XJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10598447 | PA      | $9968075.29   | 0.26%             | 2029-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    891000 | PA      | $870221.60    | 0.02%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                | LifePoint Health Inc                                                            | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   6350000 | PA      | $6876776.95   | 0.18%             | 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        |  10825017 | PA      | $10788469.45  | 0.28%             | 2049-04-20      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                            | President and Fellows of Harvard College                                        | CUSIP: 740816AL7<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $879270.90    | 0.02%             | 2037-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| UBS GROUP AG                                                                        | UBS Group AG                                                                    | CUSIP: 225401BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2382000 | PA      | $2945990.33   | 0.08%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                    | AmWINS Group Inc 2025 Term Loan B                                               | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |   5436494 | PA      | $5444485.56   | 0.14%             | 2032-01-30      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| NYC Trust                                                                           | NYCT Trust 2024-3ELV                                                            | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12031000 | PA      | $12114973.97  | 0.32%             | 2029-08-15      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                        | Centene Corp                                                                    | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   8683000 | PA      | $7481722.58   | 0.20%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding LLC                                                  | Diamond Infrastructure Funding LLC                                              | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5977000 | PA      | $5687853.06   | 0.15%             | 2049-04-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                              | Mosaic Solar Loan Trust 2020-1                                                  | CUSIP: 61946NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    393965 | PA      | $346675.21    | 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        |   5726975 | PA      | $6460451.60   | 0.17%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                                      | Pagaya AI Debt Selection Trust 2021-HG1                                         | CUSIP: 69547PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     56010 | PA      | $55760.03     | 0.00%             | 2029-01-16      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                                   | Sonic Capital LLC                                                               | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4387183 | PA      | $4297025.40   | 0.11%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC | Cloud Capital Holdco LP                                                         | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14675000 | PA      | $14891632.35  | 0.39%             | 2049-11-22      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 3618B54N9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1344415 | PA      | $1383532.48   | 0.04%             | 2053-06-20      | Fixed         | 6.00%                 | 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        |   5616381 | PA      | $5713789.90   | 0.15%             | 2050-03-25      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON CORP                                                                  | First Horizon Corp                                                              | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |   4372000 | PA      | $4436005.03   | 0.12%             | 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        |    100000 | NS      | $5066000.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137HHNE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15660633 | PA      | $15671688.17  | 0.41%             | 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        |   2232517 | PA      | $1945160.09   | 0.05%             | 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   | 0.06%             | 2031-05-19      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certificates                                                 | Freddie Mac Multiclass Certificates Series 2024-P016                            | CUSIP: 3137HDJT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6027250 | PA      | $6095277.20   | 0.16%             | 2029-03-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                                | Raizen Fuels Finance SA                                                         | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |   3485000 | PA      | $3490603.88   | 0.09%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                                        | BAMLL Commercial Mortgage Securities Trust 2019-BPR                             | CUSIP: 05492PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9685000 | PA      | $8183472.47   | 0.21%             | 2032-11-05      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                                               | Playtika Holding Corp                                                           | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |   7783000 | PA      | $7070271.78   | 0.18%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                                                             | Aircastle Ltd / Aircastle Ireland DAC                                           | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   6167000 | PA      | $6345469.16   | 0.17%             | 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        |   1350000 | PA      | $1252732.50   | 0.03%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                                           | BPR Trust 2022-SSP                                                              | CUSIP: 05602HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9995000 | PA      | $10010627.18  | 0.26%             | 2039-05-15      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                                        | BAMLL Commercial Mortgage Securities Trust 2019-BPR                             | CUSIP: 05492PAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5390000 | PA      | $5060327.12   | 0.13%             | 2032-11-05      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                                                      | Sunnova Helios V Issuer LLC                                                     | CUSIP: 86746EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    773455 | PA      | $606336.82    | 0.02%             | 2048-02-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer, LLC                                           | Retained Vantage Data Centers Issuer LLC                                        | CUSIP: 76134KAA2<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |  11853000 | PA      | $11767261.32  | 0.31%             | 2048-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1795000 | PA      | $1852496.09   | 0.05%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1124789.26   | 0.03%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3142GRC65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7255110 | PA      | $7120165.58   | 0.19%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-HQA1                                         | CUSIP: 35564KTA7<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | USGSE             | US        |    427491 | PA      | $431216.54    | 0.01%             | 2042-03-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                                                  | Zegona Finance PLC                                                              | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |   3510000 | PA      | $3753927.45   | 0.10%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FGZH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5335000 | PA      | $5279760.34   | 0.14%             | 2028-06-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                  | Ally Financial Inc                                                              | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |  10608000 | PA      | $10762154.50  | 0.28%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                                                             | Fannie Mae Grantor Trust 2017-T1                                                | CUSIP: 3136AV6R5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1935127 | PA      | $1876224.14   | 0.05%             | 2027-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                        | Centene Corp                                                                    | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2435000 | PA      | $2244494.12   | 0.06%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                                          | Driven Brands Funding LLC                                                       | CUSIP: 26208LAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5331429 | PA      | $5253588.32   | 0.14%             | 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        |   4805000 | PA      | $3372167.26   | 0.09%             | 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        |    972820 | PA      | $902841.41    | 0.02%             | 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        |  15041000 | PA      | $11261948.75  | 0.29%             | 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        |   3804000 | PA      | $3956834.22   | 0.10%             | 2033-04-13      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Gilead Aviation (Warehouse) LLC                                                     | Gilead Aviation LLC                                                             | CUSIP: 37556TAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9057837 | PA      | $9243204.88   | 0.24%             | 2050-03-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   8163000 | PA      | $8620607.90   | 0.23%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 10YR NOTE (CBT)SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1496 | NC      | $3035233.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                            | American Assets Trust LP                                                        | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |    876000 | PA      | $784900.56    | 0.02%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11566000 | PA      | $11796868.23  | 0.31%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HYT Commercial Mortgage Trust 2024-RGCY                                             | HYT Commercial Mortgage Trust 2024-RGCY                                         | CUSIP: 449173AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2431000 | PA      | $2433236.76   | 0.06%             | 2041-09-15      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Focus Brands Funding LLC                                                            | Goto Foods Funding LLC                                                          | CUSIP: 34417MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1145400 | PA      | $1139128.36   | 0.03%             | 2047-04-30      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                        | CUSIP: 38384MG68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1500000 | PA      | $1550772.15   | 0.04%             | 2054-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding LLC                                                  | Diamond Infrastructure Funding LLC                                              | CUSIP: 25265LAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1193000 | PA      | $1127882.96   | 0.03%             | 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        |   2030000 | PA      | $2137196.97   | 0.06%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                                         | Swedbank AB                                                                     | CUSIP: 87020PAX5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   8620000 | PA      | $8807221.14   | 0.23%             | 2026-09-12      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                                            | United States International Development Finance Corp                            | CUSIP: 90376PAD3<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGA              | US        |   1078197 | PA      | $1027838.90   | 0.03%             | 2029-10-15      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust                                                                | CHNGE Mortgage Trust 2023-4                                                     | CUSIP: 12569QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3637577 | PA      | $3703096.88   | 0.10%             | 2058-09-25      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc                                                                 | Avantor Funding Inc 2024 Term Loan                                              | CUSIP: 05350NAP9<br>LEI: 5493003VM0XB4U8YD238 | Long             | LON              | CORP              | US        |    321371 | PA      | $323043.45    | 0.01%             | 2027-11-08      | Floating      | 6.43%                 | 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        |  11092000 | PA      | $10290978.69  | 0.27%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                            | Capital One Financial Corp                                                      | CUSIP: 14040HBJ3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2946024.08   | 0.08%             | 2025-10-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 3617UUSQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2137826 | PA      | $1811536.67   | 0.05%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ANDREW W MELLON FOUNDATI                                                            | Andrew W Mellon Foundation/The                                                  | CUSIP: 03444RAB4<br>LEI: HVIJIPOQ5TXYVD3NET54 | Long             | DBT              | CORP              | US        |   5050000 | PA      | $4744312.90   | 0.12%             | 2027-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                  | Banco Santander SA                                                              | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $1193366.56   | 0.03%             | 2028-03-24      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                  | Banco Santander SA                                                              | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2800000 | PA      | $2847774.89   | 0.07%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Theorem Funding Trust                                                               | Theorem Funding Trust 2022-3                                                    | CUSIP: 882925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    131113 | PA      | $131409.54    | 0.00%             | 2029-04-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| SERVPRO MASTER ISSUER, LLC                                                          | SERVPRO Master Issuer LLC                                                       | CUSIP: 817743AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10231515 | PA      | $10070116.94  | 0.26%             | 2049-10-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                              | Mosaic Solar Loan Trust 2020-2                                                  | CUSIP: 61946PAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1198931 | PA      | $984063.28    | 0.03%             | 2046-08-20      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| PARSONS CORP                                                                        | Parsons Corp                                                                    | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1164120.00   | 0.03%             | 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        |   3629000 | PA      | $3724045.11   | 0.10%             | 2030-11-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                            | European Investment Bank                                                        | CUSIP: 298785JT4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |  44000000 | PA      | $43536993.28  | 1.14%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                          | BFLD Commercial Mortgage Trust 2024-UNIV                                        | CUSIP: 08861RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4875000 | PA      | $4888065.98   | 0.13%             | 2041-11-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137HMBS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10800000 | PA      | $10813943.88  | 0.28%             | 2055-07-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                                              | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |  24902000 | PA      | $24918553.60  | 0.65%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAJUN GLOBAL LLC                                                                    | Cajun Global LLC                                                                | CUSIP: 12803PAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5510000 | PA      | $5677021.32   | 0.15%             | 2055-02-20      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                        | CUSIP: 38385BP53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3748198 | PA      | $3749634.29   | 0.10%             | 2054-12-20      | Floating      | 5.35%                 | 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        |   5464962 | PA      | $5490784.07   | 0.14%             | 2031-07-31      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KRL51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1160553 | PA      | $1185304.60   | 0.03%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                                              | Global Atlantic Fin Co                                                          | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   8162000 | PA      | $8517683.64   | 0.22%             | 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        | 499180783 | NS      | $499180782.75 | 13.04%            |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                              | General Motors Financial Co Inc                                                 | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   7436000 | PA      | $7545670.81   | 0.20%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    443000 | PA      | $270731.83    | 0.01%             | 2052-02-15      | Fixed         | 2.25%                 | 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        |   9638000 | PA      | $10954537.31  | 0.29%             | 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        |   3500000 | PA      | $3519040.00   | 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        |   3982320 | PA      | $3975984.04   | 0.10%             | 2053-07-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                            | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  13485000 | PA      | $13723554.10  | 0.36%             | 2027-09-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ServiceMaster Brands                                                                | ServiceMaster Funding LLC                                                       | CUSIP: 81761TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1896908 | PA      | $1764697.89   | 0.05%             | 2051-01-30      | Fixed         | 2.84%                 | 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        |  15911134 | PA      | $16155890.22  | 0.42%             | 2050-02-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                                  | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $58417.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                             | Jefferies Financial Group Inc                                                   | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |  12134000 | PA      | $12698515.06  | 0.33%             | 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        |   3667333 | PA      | $3661209.98   | 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        |   5188405 | PA      | $5399086.17   | 0.14%             | 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        |   2686000 | PA      | $2380674.32   | 0.06%             | 2031-02-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Prime Security Services Borrower, LLC                                               | Prime Security Services Borrower LLC 2024 1st Lien Term Loan B                  | CUSIP: 03765VAP5<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |   2481281 | PA      | $2485313.32   | 0.06%             | 2030-10-13      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30998000 | PA      | $31490819.84  | 0.82%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FXLX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4386000 | PA      | $3853904.95   | 0.10%             | 2030-09-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HOUSING URBAN DEVELOPMNT                                                            | United States Department of Housing and Urban Development                       | CUSIP: 911759NK0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    929000 | PA      | $822515.92    | 0.02%             | 2036-08-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| OSCAR US Funding Trust                                                              | Oscar US Funding XVI LLC                                                        | CUSIP: 68784GAB9<br>LEI: 3538004TGTV49T7RNL88 | Long             | ABS-O            | CORP              | JP        |   6148037 | PA      | $6167901.01   | 0.16%             | 2027-02-10      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                            | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7600000 | PA      | $7867254.00   | 0.21%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                                    | Arches Buyer Inc                                                                | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |   6025000 | PA      | $5770688.97   | 0.15%             | 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        |   3913000 | PA      | $3907338.28   | 0.10%             | 2042-03-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  25567000 | PA      | $26552567.20  | 0.69%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                                                          | Nuveen LLC                                                                      | CUSIP: 67080LAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8656000 | PA      | $9013708.59   | 0.24%             | 2034-04-15      | Fixed         | 5.85%                 | 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        |   1157259 | PA      | $1126756.69   | 0.03%             | 2029-08-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12099000 | PA      | $11533749.84  | 0.30%             | 2054-11-15      | Fixed         | 4.50%                 | 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        |   3583638 | PA      | $3554919.30   | 0.09%             | 2050-02-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                                  | PURCHASED JPY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |         1 | NC      | $26337.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                                              | XPLR Infrastructure Operating Partners LP                                       | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2681367.50   | 0.07%             | 2033-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QUMT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  21747705 | PA      | $21771347.72  | 0.57%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                                                 | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KD5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |  22344000 | PA      | $22634359.16  | 0.59%             | 2034-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                      | EPR Properties                                                                  | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   6923000 | PA      | $6912222.97   | 0.18%             | 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        |   7629000 | PA      | $7987122.12   | 0.21%             | 2034-03-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    106000 | PA      | $108794.92    | 0.00%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                            | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   4091000 | PA      | $4016510.83   | 0.10%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                                                             | BioMarin Pharmaceutical Inc                                                     | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    900000 | PA      | $850541.52    | 0.02%             | 2027-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                                   | Lithia Motors Inc                                                               | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   4650000 | PA      | $4438353.86   | 0.12%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                                            | TerraForm Power Operating LLC                                                   | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |   5174000 | PA      | $4956880.85   | 0.13%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                 | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   2208000 | PA      | $2225587.05   | 0.06%             | 2025-11-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA2                                         | CUSIP: 35564KRE1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |   1929308 | PA      | $1939443.26   | 0.05%             | 2042-02-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1179000 | PA      | $1176697.27   | 0.03%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-GW                                                                | CUSIP: 12433GAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7165000 | PA      | $7203175.12   | 0.19%             | 2042-07-15      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Diamond Issuer LLC                                                                  | Diamond Issuer LLC                                                              | CUSIP: 25267TAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13147000 | PA      | $12409212.71  | 0.32%             | 2051-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| USI Inc                                                                             | USI Inc 2024 Term Loan D                                                        | CUSIP: 90351NAR6<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |   5437644 | PA      | $5434680.30   | 0.14%             | 2029-11-21      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                                                | COPT Defense Properties LP                                                      | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |   9166000 | PA      | $7538106.12   | 0.20%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KQM86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12157288 | PA      | $12204697.04  | 0.32%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                                          | LAD Auto Receivables Trust 2024-1                                               | CUSIP: 501689AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5203138 | PA      | $5215280.17   | 0.14%             | 2028-01-18      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                       | MASSACHUSETTS ST                                                                | CUSIP: 57582PUE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    750000 | PA      | $761840.18    | 0.02%             | 2039-12-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                        | CUSIP: 38384AG64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2863000 | PA      | $2963712.32   | 0.08%             | 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        |   4000000 | PA      | $4852726.00   | 0.13%             | 2033-08-25      | Floating      | 10.30%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138MTKU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4972589 | PA      | $4878156.40   | 0.13%             | 2055-03-01      | Fixed         | 5.00%                 | 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        |   6761865 | PA      | $6880377.13   | 0.18%             | 2031-11-25      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                                              | XPLR Infrastructure Operating Partners LP                                       | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3206652.00   | 0.08%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| GLOBAL ATLANTIC FIN CO                                                              | Global Atlantic Fin Co                                                          | CUSIP: 37959GAF4<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   4014000 | PA      | $4116746.28   | 0.11%             | 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        |   5451341 | PA      | $5463006.53   | 0.14%             | 2031-06-24      | Floating      | 6.08%                 | 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        |   7579000 | PA      | $7600139.65   | 0.20%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1102000 | PA      | $1039280.71   | 0.03%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Willowbrook Mall                                                                    | NJ 2025-WBRK                                                                    | CUSIP: 65486BAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7825000 | PA      | $7859522.34   | 0.21%             | 2035-03-05      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   6700000 | PA      | $7536993.72   | 0.20%             | 2036-02-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                                  | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  13925000 | PA      | $14680779.38  | 0.38%             | 2029-08-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Sunnova Sol Issuer,LLC                                                              | Sunnova Sol II Issuer LLC                                                       | CUSIP: 86745PAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1840012 | PA      | $1246265.53   | 0.03%             | 2055-11-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                   | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4910000 | PA      | $4887672.76   | 0.13%             | 2025-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sunrun Issuer                                                                       | Sunrun Atlas Issuer 2019-2 LLC                                                  | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2438070 | PA      | $2311250.34   | 0.06%             | 2055-02-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Narragansett Bay Commission                                                         | NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE                               | CUSIP: 631060CR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2495000 | PA      | $2252244.73   | 0.06%             | 2030-09-01      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| PRA Health Sciences Inc                                                             | PRA Health Sciences Inc 2024 US Term Loan B                                     | CUSIP: 000000000<br>LEI: 549300R1HR1VWWHIAK47 | Long             | LON              | CORP              | US        |    187292 | PA      | $188725.91    | 0.00%             | 2028-07-03      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   6678000 | PA      | $6937465.94   | 0.18%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust                                         | AASET 2025-1                                                                    | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8500570 | PA      | $8673649.21   | 0.23%             | 2050-02-16      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                               | DB Master Finance LLC                                                           | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   8815275 | PA      | $8493114.60   | 0.22%             | 2051-11-20      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                                                            | Broadstone Net Lease LLC                                                        | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              |  | US        |   3193000 | PA      | $2715867.33   | 0.07%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WFLD Mortgage Trust                                                                 | WFLD 2014-MONT Mortgage Trust                                                   | CUSIP: 92939GAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1330000 | PA      | $1177231.41   | 0.03%             | 2031-08-10      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Springcastle SPV                                                                    | SpringCastle America Funding LLC                                                | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1730237 | PA      | $1630504.91   | 0.04%             | 2037-09-25      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                 | Bank of Nova Scotia/The                                                         | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  13055000 | PA      | $13876955.86  | 0.36%             | 2084-01-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                       | AIB Group PLC                                                                   | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   2059000 | PA      | $2095808.95   | 0.05%             | 2031-05-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| HOUSING URBAN DEVELOPMNT                                                            | United States Department of Housing and Urban Development                       | CUSIP: 911759MY1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2726000 | PA      | $2721298.22   | 0.07%             | 2025-08-01      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    547000 | PA      | $269867.58    | 0.01%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 3618BDJL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1445744 | PA      | $1509882.92   | 0.04%             | 2053-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                                  | Ally Bank Auto Credit-Linked Notes Series 2024-B                                | CUSIP: 02007G4C4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5531314 | PA      | $5570513.70   | 0.15%             | 2032-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                      | Fannie Mae-Aces                                                                 | CUSIP: 3136BQCX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16881000 | PA      | $16776582.57  | 0.44%             | 2033-04-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                  | Subway Funding LLC                                                              | CUSIP: 864300AJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5164050 | PA      | $5158847.74   | 0.13%             | 2054-07-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATION/THE                                                                 | Ford Foundation/The                                                             | CUSIP: 34531XAB0<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |   6560000 | PA      | $3839947.17   | 0.10%             | 2050-06-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1007000 | PA      | $1019351.48   | 0.03%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                            | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAL0<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   7205000 | PA      | $7284464.74   | 0.19%             | 2029-01-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                                                      | SUNNOVA HELIOS II ISSUER LLC 2019-A                                             | CUSIP: 86745LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1553903 | PA      | $1425425.06   | 0.04%             | 2046-06-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                      | Enterprise Fleet Financing 2023-1 LLC                                           | CUSIP: 29375CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4128007 | PA      | $4141425.09   | 0.11%             | 2029-01-22      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                                             | Akamai Technologies Inc                                                         | CUSIP: 00971TAN1<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1236950.00   | 0.03%             | 2029-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US LONG BOND(CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       337 | NC      | $1454575.17   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Jupiter Issuer                                                               | Sunrun Jupiter Issuer 2022-1 LLC                                                | CUSIP: 86772RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  23386966 | PA      | $22187018.35  | 0.58%             | 2057-07-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 3618BDJJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1437950 | PA      | $1473048.91   | 0.04%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORP                                                                | MGIC Investment Corp                                                            | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |   1169000 | PA      | $1169043.91   | 0.03%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  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        |   3271812 | PA      | $3311862.96   | 0.09%             | 2032-03-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| ESSENT GROUP LTD                                                                    | Essent Group Ltd                                                                | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |   7895000 | PA      | $8181231.09   | 0.21%             | 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        |   3813612 | PA      | $2549215.20   | 0.07%             | 2055-02-01      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | PURCHASED BRL / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |         1 | NC      | $129265.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                                 | Oportun Issuance Trust 2021-B                                                   | CUSIP: 68377GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    617143 | PA      | $602753.03    | 0.02%             | 2031-05-08      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                                         | Extended Stay America Trust 2021-ESH                                            | CUSIP: 30227FAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5044964 | PA      | $5050124.64   | 0.13%             | 2038-07-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1355000 | PA      | $1166093.95   | 0.03%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                                                                 | Exact Sciences Corp                                                             | CUSIP: 30063PAE5<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $919792.36    | 0.02%             | 2031-04-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                             | International Bank for Reconstruction & Development                             | CUSIP: 459058LA9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  28000000 | PA      | $28130485.04  | 0.73%             | 2031-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                        | CaixaBank SA                                                                    | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |  13220000 | PA      | $14527643.87  | 0.38%             | 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        |   2992366 | PA      | $3083945.87   | 0.08%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pnmac Gmsr Issuer Trust                                                             | PMT Issuer Trust - FMSR                                                         | CUSIP: 69346MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1360000 | PA      | $1367467.90   | 0.04%             | 2026-03-25      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                                                           | ORL Trust 2024-GLKS                                                             | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13396000 | PA      | $13411764.41  | 0.35%             | 2039-12-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| BELROSE FUNDING TRUST II                                                            | Belrose Funding Trust II                                                        | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9189000 | PA      | $9400922.05   | 0.25%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance                                                            | Horizon Aircraft Finance II Ltd                                                 | CUSIP: 44040HAA0<br>LEI: 549300KSCDSEIWTVMM32 | Long             | ABS-O            | CORP              | KY        |    505198 | PA      | $488301.35    | 0.01%             | 2039-07-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754CAF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $3092427.00   | 0.08%             | 2040-01-25      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 3617UM5N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4150512 | PA      | $3500171.23   | 0.09%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 5YR NOTE (CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      5400 | NC      | $7070618.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                                                  | PURCHASED AUD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | AU        |         1 | NC      | $53177.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                                  | Athene Holding Ltd                                                              | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |  10219000 | PA      | $10539148.60  | 0.28%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Narragansett Bay Commission                                                         | NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE                               | CUSIP: 631060CT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1780000 | PA      | $1547432.85   | 0.04%             | 2032-09-01      | Fixed         | 2.26%                 | 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        |  24357000 | PA      | $19501912.13  | 0.51%             | 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        |   3800000 | PA      | $3893045.62   | 0.10%             | 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        | 404436485 | PA      | $396379240.68 | 10.35%            | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City & County of San Francisco CA                                                   | SAN FRANCISCO CITY & CNTY CA                                                    | CUSIP: 7976465P7<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |   3085000 | PA      | $2727262.17   | 0.07%             | 2039-06-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                                | Raizen Fuels Finance SA                                                         | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |   2250000 | PA      | $2089076.63   | 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        |   1646939 | PA      | $1697804.71   | 0.04%             | 2041-11-25      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                                                              | Cascade MH Asset Trust 2022-MH1                                                 | CUSIP: 14732KAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6873813 | PA      | $6672972.90   | 0.17%             | 2054-08-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance                                                            | Horizon Aircraft Finance IV Ltd                                                 | CUSIP: 43990EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |  13475000 | PA      | $13506173.07  | 0.35%             | 2049-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CKK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25700000 | PA      | $25862719.29  | 0.68%             | 2026-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2785000 | PA      | $2891713.23   | 0.08%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2021-VOLT                                          | CUSIP: 05609VAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7027747 | PA      | $6998078.42   | 0.18%             | 2036-09-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                                                            | Compass Minerals International Inc                                              | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |   1216000 | PA      | $1226911.17   | 0.03%             | 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        |    900000 | PA      | $1198350.00   | 0.03%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QTYX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2657822 | PA      | $2610878.73   | 0.07%             | 2054-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                                            | Apollo Debt Solutions BDC                                                       | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |  11058000 | PA      | $11494726.09  | 0.30%             | 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        |   2429000 | PA      | $2181354.22   | 0.06%             | 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        |  16873407 | PA      | $17398218.92  | 0.45%             | 2039-09-25      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                              | Cloud Software Group Inc                                                        | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7069706.00   | 0.18%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 3618BWLT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    975757 | PA      | $1005367.31   | 0.03%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                            | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |  11471000 | PA      | $11174052.75  | 0.29%             | 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        |  13143000 | PA      | $14225681.17  | 0.37%             | 2034-08-24      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 10YR ULTRA FUT SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -404 | NC      | $-927333.75   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FG6Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1895833 | PA      | $1855648.73   | 0.05%             | 2028-04-25      | Variable      | 3.34%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6570000 | PA      | $6503530.06   | 0.17%             | 2034-02-15      | Fixed         | 4.00%                 | 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        |    478253 | PA      | $471447.49    | 0.01%             | 2045-02-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| SUNRUN VULCAN ISSUER LLC                                                            | Sunrun Vulcan Issuer 2021-1 LLC                                                 | CUSIP: 86773QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2839706 | PA      | $2557892.52   | 0.07%             | 2052-01-30      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 3617UUSS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6492031 | PA      | $5474799.25   | 0.14%             | 2051-04-20      | Fixed         | 2.50%                 | 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        |  10853000 | PA      | $10746112.38  | 0.28%             | 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        |  12486255 | PA      | $12688784.55  | 0.33%             | 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        |   2385000 | PA      | $2234745.00   | 0.06%             | 2035-01-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                                                          | Citadel LP                                                                      | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |  13747000 | PA      | $14362577.19  | 0.38%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                            | Celanese US Holdings LLC                                                        | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $5371199.03   | 0.14%             | 2030-11-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| EPICOR SOFTWARE CORPORATION                                                         | Epicor Software Corporation 2024 Term Loan E                                    | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |   2481250 | PA      | $2490356.19   | 0.07%             | 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        |   1250000 | PA      | $1316406.25   | 0.03%             | 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        |   5441800 | PA      | $5074532.92   | 0.13%             | 2047-04-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CJL6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 157420000 | PA      | $157768214.61 | 4.12%             | 2025-11-30      | Fixed         | 4.88%                 | 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        |   6999398 | PA      | $7117335.33   | 0.19%             | 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        |   5697000 | PA      | $5845057.05   | 0.15%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                 | Synchrony Financial                                                             | CUSIP: 87165BAG8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   9300000 | PA      | $9293856.89   | 0.24%             | 2025-07-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 3618AUEB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    753243 | PA      | $776100.61    | 0.02%             | 2053-04-20      | Fixed         | 6.00%                 | 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        |   5126000 | PA      | $4969586.77   | 0.13%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs                                   | United States Small Business Administration                                     | CUSIP: 83162CYQ0<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   2188042 | PA      | $2050599.24   | 0.05%             | 2037-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                                                  | Willis Engine Structured Trust V                                                | CUSIP: 97064FAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1762509 | PA      | $1645754.47   | 0.04%             | 2045-03-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                       | MASSACHUSETTS ST                                                                | CUSIP: 57582RJN7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   4770000 | PA      | $3736235.11   | 0.10%             | 2046-06-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY PART                                                            | Brookfield Property Partners LP                                                 | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |     97843 | NS      | $1271959.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSERVATION FUND                                                                   | Conservation Fund A Nonprofit Corp/The                                          | CUSIP: 20848FAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3965000 | PA      | $3745735.90   | 0.10%             | 2029-12-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| HLTN Commercial Mortgage Trust 2024-DPLO                                            | HLTN Commercial Mortgage Trust 2024-DPLO                                        | CUSIP: 40424UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6895000 | PA      | $6909272.65   | 0.18%             | 2041-06-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                               | Toronto-Dominion Bank/The                                                       | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  13487000 | PA      | $14119634.71  | 0.37%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Calvert Social Investment Fund

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer