# EDGAR Filing Document

**Accession Number:** 0000701039
**File Stem:** 0001410368-26-050779
**Filing Date:** 2026-5
**Character Count:** 101179
**Document Hash:** df0a6287a9db033c4f1d8c3ad98db5d4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-050779.hdr.sgml**: 20260526

**ACCESSION NUMBER**: 0001410368-26-050779

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260526

**DATE AS OF CHANGE**: 20260526

**PERIOD START**: 20260930

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03416
- **FILM NUMBER:** 261016391

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

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

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

## Series and Classes Contracts Data

### Calvert Ultra-Short Duration Income Fund (Series ID: S000013508)

| Class ID   | Class Name                                       | Ticker Symbol   |
|:---|:---|:---|
| C000036621 | Class A                                          | CULAX           |
| C000139784 | Calvert Ultra-Short Duration Income Fund Class I | CULIX           |
| C000195935 | Class R6                                         | CULRX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** 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 Ultra-Short Duration Income Fund

- **b. EDGAR series identifier (if any):** S000013508

- **c. LEI of Series:** 549300IXKXR5NQT6M528

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

- **a. Date of fiscal year-end:** 2026-09-30

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $703306966.22

**Total Liabilities:** $3339660.38

**Net Assets:** $699967305.84

**Cash Not Reported:** $598228.12

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -6252.99000000 | **1-Year:** -23096.27000000 | **5-Year:** -8869.61000000 | **10-Year:** -255.76000000 | **30-Year:** -18.95000000

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

- **3-Month:** -300.90000000 | **1-Year:** -1078.91000000 | **5-Year:** -751.50000000 | **10-Year:** -698.37000000 | **30-Year:** -95.97000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000036621 | 0.31%                | 0.30%                | 0.10%                |
| Class ID C000139784 | 0.33%                | 0.32%                | 0.13%                |
| Class ID C000195935 | 0.34%                | 0.32%                | 0.03%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-56560.13               | $269584.61                                 |
| Month 2  | $598963.70               | $-585004.71                                |
| Month 3  | $55458.16                | $-2200269.42                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AMERICAN AIRLINES/AADVAN                        | American Airlines Inc/AAdvantage Loyalty IP Ltd                     | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    802083 | PA      | $803190.19    | 0.11%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                      | Air Canada                                                          | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |   3350000 | PA      | $3335211.76   | 0.48%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                  | Air Lease Corp                                                      | CUSIP: 00914AAW2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2304250.77   | 0.33%             | 2026-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                         | Algonquin Power & Utilities Corp                                    | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |   3745000 | PA      | $3748314.96   | 0.54%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes              | Ally Bank Auto Credit-Linked Notes Series 2025-B                    | CUSIP: 02007G6N8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1378237 | PA      | $1379373.41   | 0.20%             | 2033-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes              | Ally Bank Auto Credit-Linked Notes Series 2025-B                    | CUSIP: 02007G6P3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1697889 | PA      | $1701168.91   | 0.24%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes              | Ally Bank Auto Credit-Linked Notes Series 2024-A                    | CUSIP: 02007GZ48<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1035169 | PA      | $1050533.67   | 0.15%             | 2032-05-17      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes              | Ally Bank Auto Credit-Linked Notes Series 2024-A                    | CUSIP: 02007GZ55<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1759787 | PA      | $1786089.91   | 0.26%             | 2032-05-17      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes              | Ally Bank Auto Credit-Linked Notes Series 2024-A                    | CUSIP: 02007GZ63<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    913019 | PA      | $927239.03    | 0.13%             | 2032-05-17      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                         | American National Group Inc                                         | CUSIP: 025676AM9<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   4940000 | PA      | $4915017.98   | 0.70%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC          | Amur Equipment Finance Receivables XII LLC                          | CUSIP: 03236YAB1<br>LEI: 5493000K1GV1VHEHGY40 | Long             | ABS-O            | CORP              | US        |   1330763 | PA      | $1338704.35   | 0.19%             | 2029-12-20      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| APOLLO MANAGEMENT HOLDIN                        | Apollo Management Holdings LP                                       | CUSIP: 03765HAB7<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |   3325000 | PA      | $3324939.12   | 0.48%             | 2026-05-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                            | Aramark Services Inc 2025 Term Loan                                 | CUSIP: 03852JBC4<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |   1644207 | PA      | $1648999.41   | 0.24%             | 2030-06-22      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                             | Ashtead Capital Inc                                                 | CUSIP: 045054AN3<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   3440000 | PA      | $3401429.93   | 0.49%             | 2026-08-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                           | Athene Global Funding                                               | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   3247000 | PA      | $3252503.08   | 0.46%             | 2026-08-27      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                           | Athene Global Funding                                               | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   4990000 | PA      | $5004928.18   | 0.72%             | 2027-01-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                       | Auxilior Term Funding 2023-1 LLC                                    | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17107 | PA      | $17144.66     | 0.00%             | 2028-12-15      | Fixed         | 6.18%                 | 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        |   1723816 | PA      | $1729202.71   | 0.25%             | 2030-06-24      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Avtech Equipment Receivables Funding LLC        | Avtech Equipment Receivables Funding 2026-1 LLC                     | CUSIP: 05452AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    982546 | PA      | $981401.99    | 0.14%             | 2033-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                      | BFLD Commercial Mortgage Trust 2025-660F                            | CUSIP: 05556QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1700529.04   | 0.24%             | 2042-11-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                       | BPR Trust 2022-SSP                                                  | CUSIP: 05602HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3006122.10   | 0.43%             | 2039-05-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY F                        | Bain Capital Specialty Finance Inc                                  | CUSIP: 05684BAC1<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |   1253000 | PA      | $1233386.73   | 0.18%             | 2026-10-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                              | Banco Santander SA                                                  | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   6600000 | PA      | $6572053.29   | 0.94%             | 2028-03-24      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                            | Bank of America Corp                                                | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  13485000 | PA      | $13372990.89  | 1.91%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                            | Bank of America Corp                                                | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3363000 | PA      | $3386630.49   | 0.48%             | 2027-09-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                           | Bank of Ireland Group PLC                                           | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   7029000 | PA      | $6940846.57   | 0.99%             | 2027-09-30      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                | Bank of Montreal                                                    | CUSIP: 06368D3U6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   4650000 | PA      | $3382890.88   | 0.48%             | 2027-06-01      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                         | Bank of New York Mellon/The                                         | CUSIP: 06405LAF8<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   3610000 | PA      | $3610334.86   | 0.52%             | 2027-04-20      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                             | Bank of Nova Scotia/The                                             | CUSIP: 06418GAX5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   3448000 | PA      | $3442499.23   | 0.49%             | 2030-02-02      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                    | Barclays PLC                                                        | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3400000 | PA      | $3402264.13   | 0.49%             | 2026-05-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                | Berry Global Inc                                                    | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3400395.69   | 0.49%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust   | BHG Securitization Trust 2022-C                                     | CUSIP: 08860DAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    373707 | PA      | $374150.88    | 0.05%             | 2035-10-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                          | Blackstone Private Credit Fund                                      | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2348561.54   | 0.34%             | 2026-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Blue Owl Asset Leasing Trust                    | Blue Owl Asset Leasing Trust 2024-1 LLC                             | CUSIP: 095921AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    489429 | PA      | $491104.48    | 0.07%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                          | CCO Holdings LLC / CCO Holdings Capital Corp                        | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    926000 | PA      | $925563.95    | 0.13%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CTR PARTNERSHIP/CARETRST                        | CTR Partnership LP / CareTrust Capital Corp                         | CUSIP: 126458AE8<br>LEI: N/A                  | Long             | DBT              |  | US        |   2425000 | PA      | $2357900.01   | 0.34%             | 2028-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                    | CaixaBank SA                                                        | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   6525000 | PA      | $6586374.48   | 0.94%             | 2027-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                          | Canadian Imperial Bank of Commerce                                  | CUSIP: 13607QWA6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   3458000 | PA      | $3450644.97   | 0.49%             | 2030-01-29      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                        | Capital One Financial Corp                                          | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $3393328.89   | 0.48%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                        | Celanese US Holdings LLC                                            | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    600000 | PA      | $591785.46    | 0.08%             | 2026-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                    | Centene Corp                                                        | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2795000 | PA      | $2747148.76   | 0.39%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                       | Chesapeake Funding II LLC                                           | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    263326 | PA      | $265070.18    | 0.04%             | 2035-10-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                       | Chesapeake Funding II LLC                                           | CUSIP: 165183DJ0<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   1402526 | PA      | $1404175.41   | 0.20%             | 2036-05-15      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                      | Citadel LP                                                          | CUSIP: 17288XAB0<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |   2869000 | PA      | $2867122.24   | 0.41%             | 2027-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                   | Citigroup Inc                                                       | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6800000 | PA      | $6761007.71   | 0.97%             | 2027-06-09      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                   | Citigroup Inc                                                       | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3359451.36   | 0.48%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Clarus Capital Funding LLC                      | Clarus Capital Funding 2024-1 LLC                                   | CUSIP: 18271JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    868826 | PA      | $870959.62    | 0.12%             | 2032-08-20      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                | Fannie Mae Connecticut Avenue Securities                            | CUSIP: 20753CAA8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1676624 | PA      | $1677664.12   | 0.24%             | 2045-07-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                | Fannie Mae Connecticut Avenue Securities                            | CUSIP: 20754JAC8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1178128 | PA      | $1192090.86   | 0.17%             | 2039-09-25      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                | Fannie Mae Connecticut Avenue Securities                            | CUSIP: 20754LAA7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    160125 | PA      | $160621.09    | 0.02%             | 2041-12-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Crossroads Asset Trust                          | Crossroads Asset Trust 2025-A                                       | CUSIP: 22767VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1975304 | PA      | $1986104.12   | 0.28%             | 2032-02-20      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                | Crown Castle Inc                                                    | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   3425000 | PA      | $3374731.86   | 0.48%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                           | DB Master Finance LLC                                               | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   4107675 | PA      | $4044926.57   | 0.58%             | 2051-11-20      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| DLLMT LLC                                       | DLLMT 2024-1 LLC                                                    | CUSIP: 23347AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    191291 | PA      | $191416.35    | 0.03%             | 2027-02-22      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                         | Dell International LLC / EMC Corp                                   | CUSIP: 24703TAE6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    354000 | PA      | $354524.21    | 0.05%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                      | Driven Brands Funding LLC                                           | CUSIP: 26209XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4874824 | PA      | $4577796.89   | 0.65%             | 2051-01-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust              | EFMT 2026-INV2                                                      | CUSIP: 26846TAG4<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-MBS          | CORP              | US        |   2042518 | PA      | $2045427.57   | 0.29%             | 2071-02-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                  | EPR Properties                                                      | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   5086000 | PA      | $5084068.79   | 0.73%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                          | PURCHASED USD / SOLD CAD                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $174115.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                   | PURCHASED CAD / SOLD USD                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |         1 | NC      | $-13361.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                  | Enterprise Fleet Financing 2024-2 LLC                               | CUSIP: 29375RAB2<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    364353 | PA      | $364865.67    | 0.05%             | 2026-12-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                     | Extended Stay America Trust 2025-ESH                                | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1920000 | PA      | $1922521.34   | 0.27%             | 2042-10-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                     | Extended Stay America Trust 2026-ESH2                               | CUSIP: 30227WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1208629 | PA      | $1210190.59   | 0.17%             | 2043-02-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                     | Extended Stay America Trust 2026-ESH2                               | CUSIP: 30227WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1733688 | PA      | $1737879.00   | 0.25%             | 2043-02-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                        | FHF Issuer Trust 2023-2                                             | CUSIP: 30333LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1009681 | PA      | $1018138.99   | 0.15%             | 2029-10-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                | Freddie Mac Strips                                                  | CUSIP: 3133Q3GP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    924279 | PA      | $933119.72    | 0.13%             | 2053-10-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                   | CUSIP: 3136BR3E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1314913 | PA      | $1324048.86   | 0.19%             | 2054-06-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                   | CUSIP: 3136BSFC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1036175 | PA      | $1042329.26   | 0.15%             | 2054-01-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                   | CUSIP: 3136BSLD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1951288 | PA      | $1964111.48   | 0.28%             | 2054-07-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                   | CUSIP: 3136BTP31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2665949 | PA      | $2683087.80   | 0.38%             | 2054-12-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                   | CUSIP: 3136BTUE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1940420 | PA      | $1957157.69   | 0.28%             | 2054-11-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                   | CUSIP: 3136BVYK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    690686 | PA      | $693291.34    | 0.10%             | 2054-06-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                   | CUSIP: 3136BWXU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2818796 | PA      | $2831495.74   | 0.40%             | 2055-08-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                   | CUSIP: 3136BXHG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2335284 | PA      | $2341675.03   | 0.33%             | 2055-09-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                   | CUSIP: 3136BYEL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1666659 | PA      | $1666176.76   | 0.24%             | 2054-11-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                  | CUSIP: 3137HBFP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1747594 | PA      | $1765363.93   | 0.25%             | 2054-01-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                  | CUSIP: 3137HCFS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1696279 | PA      | $1710932.43   | 0.24%             | 2054-04-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                  | CUSIP: 3137HCUE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2767397 | PA      | $2788486.95   | 0.40%             | 2054-05-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                  | CUSIP: 3137HCV82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1851411 | PA      | $1861764.46   | 0.27%             | 2054-05-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                  | CUSIP: 3137HFS63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1608999 | PA      | $1616654.81   | 0.23%             | 2054-10-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                  | CUSIP: 3137HFW84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2184099 | PA      | $2189026.22   | 0.31%             | 2054-10-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                  | CUSIP: 3137HHDL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2365157 | PA      | $2371685.10   | 0.34%             | 2054-11-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                  | CUSIP: 3137HHNE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3239651 | PA      | $3261802.62   | 0.47%             | 2054-12-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                  | CUSIP: 3137HJX44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2719300 | PA      | $2736713.79   | 0.39%             | 2055-02-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                  | CUSIP: 3137HKE42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1755466 | PA      | $1762017.19   | 0.25%             | 2055-03-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                  | CUSIP: 3137HKNA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1928927 | PA      | $1939613.82   | 0.28%             | 2055-03-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                  | CUSIP: 3137HKU51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2181254 | PA      | $2190142.16   | 0.31%             | 2055-03-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                  | CUSIP: 3137HMBS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1752358 | PA      | $1757864.58   | 0.25%             | 2055-07-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                   | CUSIP: 31395D6P9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    516099 | PA      | $514464.92    | 0.07%             | 2036-06-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                     | FIGRE Trust 2025-FL1                                                | CUSIP: 31684QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1190222 | PA      | $1192470.02   | 0.17%             | 2055-07-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                     | FIGRE Trust 2025-FL2                                                | CUSIP: 31684TAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    951330 | PA      | $948936.86    | 0.14%             | 2055-11-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                     | FIGRE Trust 2026-FL1                                                | CUSIP: 31684XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1560000 | PA      | $1566865.72   | 0.22%             | 2056-03-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                        | Ford Motor Credit Co LLC                                            | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3225000 | PA      | $3232266.76   | 0.46%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                        | Ford Motor Credit Co LLC                                            | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1163494.76   | 0.17%             | 2026-08-01      | Fixed         | 4.54%                 | 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        |    653070 | PA      | $655052.40    | 0.09%             | 2042-02-25      | Floating      | 4.96%                 | 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        |    155480 | PA      | $156073.65    | 0.02%             | 2042-03-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2024-DNA1                             | CUSIP: 35564NAX1<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | USGSE             | US        |   1200938 | PA      | $1203249.22   | 0.17%             | 2044-02-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2024-HQA1                             | CUSIP: 35564NBW2<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | USGSE             | US        |   4881608 | PA      | $4894771.80   | 0.70%             | 2044-03-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                         | GA Global Funding Trust                                             | CUSIP: 36143L2G9<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1467000 | PA      | $1442818.97   | 0.21%             | 2027-01-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust               | GLS Auto Select Receivables Trust 2023-2                            | CUSIP: 36269EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    118044 | PA      | $118245.11    | 0.02%             | 2028-06-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust             | GS Mortgage-Backed Securities Trust 2025-HE1                        | CUSIP: 36272NAA2<br>LEI: 254900RIVK2GCJ08H839 | Long             | ABS-O            | CORP              | US        |   1433250 | PA      | $1436037.95   | 0.21%             | 2055-10-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                          | General Motors Financial Co Inc                                     | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    985000 | PA      | $944933.05    | 0.13%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                          | General Motors Financial Co Inc                                     | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3694000 | PA      | $3624156.47   | 0.52%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust               | GLS Auto Select Receivables Trust 2024-1                            | CUSIP: 37988XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    877305 | PA      | $882341.31    | 0.13%             | 2030-03-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | Goldman Sachs Group Inc/The                                         | CUSIP: 38141GD76<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3424000 | PA      | $3420711.38   | 0.49%             | 2029-01-21      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                          | Goldman Sachs Bank USA/New York NY                                  | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |  13159000 | PA      | $13175659.16  | 1.88%             | 2027-05-21      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                            | CUSIP: 38377QWR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    866293 | PA      | $863789.33    | 0.12%             | 2041-03-20      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                            | CUSIP: 38381QF71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1613707 | PA      | $1619736.51   | 0.23%             | 2065-08-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                            | CUSIP: 38381UEK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    424525 | PA      | $425651.31    | 0.06%             | 2055-06-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                            | CUSIP: 38384CBT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2532063 | PA      | $2538927.67   | 0.36%             | 2053-07-20      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                            | CUSIP: 38384DGY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    862194 | PA      | $867612.45    | 0.12%             | 2053-10-20      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                            | CUSIP: 38384EDX0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1331627 | PA      | $1340786.80   | 0.19%             | 2053-08-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                            | CUSIP: 38384JNF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    825459 | PA      | $827948.58    | 0.12%             | 2054-02-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                            | CUSIP: 38384KNV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1096921 | PA      | $1100107.45   | 0.16%             | 2054-03-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                            | CUSIP: 38384VPZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    586654 | PA      | $588091.41    | 0.08%             | 2054-10-20      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                            | CUSIP: 38384W3E3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2078293 | PA      | $2090575.57   | 0.30%             | 2064-09-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                            | CUSIP: 38384YQU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2509093 | PA      | $2516020.23   | 0.36%             | 2054-10-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                            | CUSIP: 38385BAP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1050386 | PA      | $1054638.06   | 0.15%             | 2054-12-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                            | CUSIP: 38385BP53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2127687 | PA      | $2143040.89   | 0.31%             | 2054-12-20      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| HCA INC                                         | HCA Inc                                                             | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3350367.76   | 0.48%             | 2027-02-15      | Fixed         | 4.50%                 | 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        |   2625000 | PA      | $2628153.41   | 0.38%             | 2041-06-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                               | HSBC Holdings PLC                                                   | CUSIP: 404280BH1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3465000 | PA      | $3467871.34   | 0.50%             | 2026-11-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                          | HAT Holdings I LLC / HAT Holdings II LLC                            | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    681000 | PA      | $627160.25    | 0.09%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| HAT HOLDINGS I LLC/HAT                          | HAT Holdings I LLC / HAT Holdings II LLC                            | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4775000 | PA      | $4758467.23   | 0.68%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                                     | Hexcel Corp                                                         | CUSIP: 428291AN8<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |   3420000 | PA      | $3409503.75   | 0.49%             | 2027-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                    | Hilton Grand Vacations Trust 2020-A                                 | CUSIP: 43285HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    239391 | PA      | $236098.14    | 0.03%             | 2039-02-25      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                         | Hyundai Capital America                                             | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   6510000 | PA      | $6538108.75   | 0.93%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                    | ING Groep NV                                                        | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   6350000 | PA      | $6389899.08   | 0.91%             | 2027-09-11      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                             | Intesa Sanpaolo SpA                                                 | CUSIP: 46115HBB2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   3305000 | PA      | $3281985.70   | 0.47%             | 2027-07-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                           | INTOWN 2025-STAY Mortgage Trust                                     | CUSIP: 46117WAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2415000 | PA      | $2414302.31   | 0.34%             | 2042-03-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                  | Chase Auto Credit Linked Notes Series 2025-1                        | CUSIP: 46591HCS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2486361 | PA      | $2496555.40   | 0.36%             | 2033-02-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                        | JP Morgan Mortgage Trust 2024-HE2                                   | CUSIP: 46593HAA6<br>LEI: 529900ELA1S09AZO9Q54 | Long             | ABS-O            | CORP              | US        |    753782 | PA      | $754197.22    | 0.11%             | 2054-10-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                        | JP Morgan Mortgage Trust 2023-HE3                                   | CUSIP: 465985AA7<br>LEI: 5299007DSRZLE19EYU93 | Long             | ABS-O            | CORP              | US        |   2564543 | PA      | $2570204.72   | 0.37%             | 2054-05-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                 | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10115000 | PA      | $10167555.31  | 1.45%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                        | JP Morgan Mortgage Trust 2023-HE2                                   | CUSIP: 46657FAA3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-O            | CORP              | US        |   1402493 | PA      | $1406129.80   | 0.20%             | 2054-03-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                        | JP Morgan Mortgage Trust 2025-HE3                                   | CUSIP: 46660CAA5<br>LEI: 529900FDW9QWEZPAFE21 | Long             | ABS-O            | CORP              | US        |   1078148 | PA      | $1079709.95   | 0.15%             | 2056-03-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                         | Jefferies Financial Group Inc                                       | CUSIP: 47233WKS7<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   3715000 | PA      | $3703459.20   | 0.53%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                         | Jefferies Financial Group Inc                                       | CUSIP: 47233WLT4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   2975000 | PA      | $2974330.09   | 0.42%             | 2027-02-11      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                            | Kraft Heinz Foods Co                                                | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3391929.42   | 0.48%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                   | Lendbuzz Securitization Trust 2023-3                                | CUSIP: 525931AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2112848 | PA      | $2147719.10   | 0.31%             | 2028-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                   | Lendbuzz Securitization Trust 2024-1                                | CUSIP: 525935AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1123298 | PA      | $1128534.29   | 0.16%             | 2029-08-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                   | Lendbuzz Securitization Trust 2026-1                                | CUSIP: 525952AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1673289 | PA      | $1672313.22   | 0.24%             | 2030-07-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                   | Lendbuzz Securitization Trust 2023-2                                | CUSIP: 52608MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185898 | PA      | $187913.13    | 0.03%             | 2028-10-16      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                   | Lendbuzz Securitization Trust 2024-3                                | CUSIP: 52609YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1731953 | PA      | $1733649.69   | 0.25%             | 2029-10-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL INSURANCE                        | Liberty Mutual Insurance Co                                         | CUSIP: 53079QAC1<br>LEI: CNC20I6IOMGF7KY49D67 | Long             | DBT              | CORP              | US        |   5055000 | PA      | $5123139.53   | 0.73%             | 2026-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MMP Capital                                     | MMP Capital 2025-A LLC                                              | CUSIP: 55317QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    727516 | PA      | $732924.26    | 0.10%             | 2031-12-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                  | MVW 2020-1 LLC                                                      | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     52406 | PA      | $51894.81     | 0.01%             | 2037-10-20      | Fixed         | 1.74%                 | 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        |  40999672 | NS      | $40999671.88  | 5.86%             |  |  |  | No            |                  1 | On Loan: No      |
| MAREX GROUP PLC                                 | Marex Group PLC                                                     | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2527496.55   | 0.36%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                          | Marlette Funding Trust 2024-1                                       | CUSIP: 57108VAC6<br>LEI: 549300JRCMNFIBT50883 | Long             | ABS-O            | CORP              | US        |   1840000 | PA      | $1854778.51   | 0.26%             | 2034-07-17      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust      | Mercury Financial Credit Card Master Trust                          | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2701000 | PA      | $2705739.17   | 0.39%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                  | NRG Energy Inc                                                      | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3372526.19   | 0.48%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                             | NatWest Markets PLC                                                 | CUSIP: 63906YAT5<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   3460000 | PA      | $3436986.50   | 0.49%             | 2028-11-06      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Trust     | Navistar Financial Dealer Note Master Owner Trust II 2025-1         | CUSIP: 63938PBZ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    672000 | PA      | $671989.99    | 0.10%             | 2030-09-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Newtek Small Business Loan Trust                | Newtek Small Business Loan Trust 2023-1                             | CUSIP: 65254RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1759238 | PA      | $1777258.30   | 0.25%             | 2050-07-25      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                          | NextEra Energy Capital Holdings Inc                                 | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   5176000 | PA      | $5202603.19   | 0.74%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                          | XPLR Infrastructure Operating Partners LP                           | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990542.40    | 0.14%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NRTH PARK Mortgage Trust                        | NRTH Commercial Mortgage Trust 2025-PARK                            | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    440000 | PA      | $440213.84    | 0.06%             | 2040-10-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                       | ORL Trust 2024-GLKS                                                 | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2452000 | PA      | $2455062.55   | 0.35%             | 2039-12-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                        | OBX 2025-HE1 Trust                                                  | CUSIP: 67121CAA4<br>LEI: 2549002GJHC7CO92J583 | Long             | ABS-O            | CORP              | US        |   2650098 | PA      | $2660269.56   | 0.38%             | 2055-02-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                        | Octane Receivables Trust 2024-3                                     | CUSIP: 67571GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    329098 | PA      | $330183.89    | 0.05%             | 2030-05-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                        | Octane Receivables Trust 2024-2                                     | CUSIP: 67578YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1354878 | PA      | $1365159.66   | 0.20%             | 2032-07-20      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Oceanview Mortgage Trust                        | Oceanview Mortgage Trust 2025-INV3                                  | CUSIP: 67648CAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3575602 | PA      | $3585045.31   | 0.51%             | 2055-05-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                | OneMain Financial Issuance Trust 2022-2                             | CUSIP: 68268VAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3450000 | PA      | $3454338.38   | 0.49%             | 2034-10-14      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                | OneMain Financial Issuance Trust 2020-2                             | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1739852 | PA      | $1716475.26   | 0.25%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                | OneMain Financial Issuance Trust 2019-2                             | CUSIP: 68269BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1040000 | PA      | $1023448.50   | 0.15%             | 2036-10-14      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                | OneMain Financial Issuance Trust 2021-1                             | CUSIP: 68269MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1115000 | PA      | $1061447.55   | 0.15%             | 2036-06-16      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                           | Open Text Corporation 2023 Term Loan B                              | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |    606497 | PA      | $594800.30    | 0.08%             | 2030-01-31      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                             | Oportun Issuance Trust 2021-B                                       | CUSIP: 68377GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70256 | PA      | $69171.84     | 0.01%             | 2031-05-08      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                     | Oracle Corp                                                         | CUSIP: 68389XDV4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5040000 | PA      | $4996015.37   | 0.71%             | 2029-02-04      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                     | Oracle Corp                                                         | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5120000 | PA      | $5056303.31   | 0.72%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                     | Oracle Corp                                                         | CUSIP: 6840C3JH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | STIV             | CORP              | US        |   1750000 | PA      | $1713253.15   | 0.24%             | 2026-09-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                     | Oracle Corp                                                         | CUSIP: 6840C3K28<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | STIV             | CORP              | US        |   1760000 | PA      | $1719803.54   | 0.25%             | 2026-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OSCAR US Funding Trust                          | Oscar US Funding XVII LLC                                           | CUSIP: 68784BAB0<br>LEI: 353800UI8625NXT7ND41 | Long             | ABS-O            | CORP              | US        |   1345475 | PA      | $1344909.78   | 0.19%             | 2027-12-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                     | PNC Bank NA                                                         | CUSIP: 69353RFY9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   6800000 | PA      | $6800443.84   | 0.97%             | 2027-05-13      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                  | PEAC Solutions Receivables 2024-2 LLC                               | CUSIP: 69392BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    636716 | PA      | $637796.60    | 0.09%             | 2027-04-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                  | PEAC Solutions Receivables 2024-1 LLC                               | CUSIP: 69433BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    628586 | PA      | $632372.59    | 0.09%             | 2027-06-21      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                  | Pagaya Ai Debt Grantor Trust 2024-9                                 | CUSIP: 69546QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    914775 | PA      | $916502.94    | 0.13%             | 2032-03-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Prodigy Finance Designated Activity Co          | Prodigy Finance CM2021-1 DAC                                        | CUSIP: 742855AA7<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |   2859391 | PA      | $2855057.22   | 0.41%             | 2051-07-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| PRMI Securitization Trust                       | PRMI Securitization Trust 2025-CMG1                                 | CUSIP: 74291CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    959286 | PA      | $960947.52    | 0.14%             | 2055-12-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                          | Protective Life Global Funding                                      | CUSIP: 743672AE7<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   4050000 | PA      | $4050472.96   | 0.58%             | 2026-04-10      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| RCKT Trust                                      | RCKTL 2025-2                                                        | CUSIP: 74939HAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1951528 | PA      | $1952016.28   | 0.28%             | 2034-11-27      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                   | Radnor RE 2023-1 Ltd                                                | CUSIP: 75050KAA4<br>LEI: 254900P3K895250PCC81 | Long             | ABS-MBS          | CORP              | BM        |    324266 | PA      | $325479.65    | 0.05%             | 2033-07-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                             | Reach ABS Trust 2024-2                                              | CUSIP: 75525HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    208134 | PA      | $208568.43    | 0.03%             | 2031-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                             | Reach ABS Trust 2025-1                                              | CUSIP: 75525PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    206385 | PA      | $206747.02    | 0.03%             | 2032-08-16      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                             | Reach Abs Trust 2026-1                                              | CUSIP: 75526XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1010144 | PA      | $1010407.69   | 0.14%             | 2033-02-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                        | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                 | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3910000 | PA      | $3869873.63   | 0.55%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                            | Royal Bank of Canada                                                | CUSIP: 78016HZX1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   6575000 | PA      | $6588217.92   | 0.94%             | 2027-07-23      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust         | Saluda Grade Alternative Mortgage Trust 2025-LOC5                   | CUSIP: 79581XAB4<br>LEI: 213800ETGZN4SIG56R83 | Long             | ABS-O            | CORP              | US        |   1800677 | PA      | $1810439.07   | 0.26%             | 2055-10-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes         | Santander Bank Auto Credit-Linked Notes Series 2023-A               | CUSIP: 80290CBY9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1053318 | PA      | $1087315.61   | 0.16%             | 2033-06-15      | Fixed         | 13.75%                | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes         | Santander Bank Auto Credit-Linked Notes Series 2025-A               | CUSIP: 80290CCR3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    988490 | PA      | $988241.20    | 0.14%             | 2034-01-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer, LLC                      | SERVPRO Master Issuer LLC                                           | CUSIP: 817743AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1414462 | PA      | $1345654.84   | 0.19%             | 2051-04-25      | Fixed         | 2.39%                 | 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        |   5747500 | PA      | $5741258.38   | 0.82%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                            | Smithfield Foods Inc                                                | CUSIP: 832248AZ1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   4593000 | PA      | $4571944.08   | 0.65%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                | Societe Generale SA                                                 | CUSIP: 83368JKF6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3042000 | PA      | $3037443.72   | 0.43%             | 2026-08-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                | Societe Generale SA                                                 | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2075000 | PA      | $2089040.61   | 0.30%             | 2028-01-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                | Societe Generale SA                                                 | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2050000 | PA      | $2063089.87   | 0.29%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                | SoFi Consumer Loan Program 2025-1 Trust                             | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1385148 | PA      | $1388345.04   | 0.20%             | 2034-02-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                | SoFi Consumer Loan Program 2025-2 Trust                             | CUSIP: 83407HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    577732 | PA      | $579741.19    | 0.08%             | 2034-06-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                              | Sonoco Products Co                                                  | CUSIP: 835495AQ5<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    853000 | PA      | $853578.36    | 0.12%             | 2026-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Springcastle SPV                                | SpringCastle America Funding LLC                                    | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    846807 | PA      | $798613.89    | 0.11%             | 2037-09-25      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                           | Stellantis Finance US Inc                                           | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   5415000 | PA      | $5282353.02   | 0.75%             | 2027-01-29      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SER                        | Stellantis Financial Services US Corp                               | CUSIP: 85855FAA1<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1482155.55   | 0.21%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                  | TD SYNNEX Corp                                                      | CUSIP: 87162WAM2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1582587.78   | 0.23%             | 2029-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                          | Taco Bell Funding LLC                                               | CUSIP: 87342RAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    895350 | PA      | $893168.30    | 0.13%             | 2048-11-25      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                          | Taco Bell Funding LLC                                               | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    538410 | PA      | $526523.04    | 0.08%             | 2051-08-25      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                      | TELUS Corp                                                          | CUSIP: 87971MBD4<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |   3450000 | PA      | $3403891.44   | 0.49%             | 2027-02-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization LLC | Tesla Lease Electric Vehicle Securitization 2025-A LLC              | CUSIP: 88162VAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2867389 | PA      | $2867815.04   | 0.41%             | 2028-06-20      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Theorem Funding Trust                           | Theorem Funding Trust 2022-3                                        | CUSIP: 882925AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2724844 | PA      | $2727848.31   | 0.39%             | 2029-04-15      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                           | Toronto-Dominion Bank/The                                           | CUSIP: 89115KAE0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   3465000 | PA      | $3447385.46   | 0.49%             | 2028-10-13      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                       | Towd Point Mortgage Trust 2025-HE2                                  | CUSIP: 89183PAA4<br>LEI: 254900HCCXAYNB40M417 | Long             | ABS-O            | CORP              | US        |   2052192 | PA      | $2054443.45   | 0.29%             | 2065-09-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                 | Trans Union LLC 2024 Term Loan B9                                   | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |   1719484 | PA      | $1712933.12   | 0.24%             | 2031-06-24      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust              | Tricolor Auto Securitization Trust 2024-2                           | CUSIP: 89616PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    395658 | PA      | $370425.63    | 0.05%             | 2027-12-15      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust              | Tricolor Auto Securitization Trust 2024-3                           | CUSIP: 89617AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1309835 | PA      | $1139833.06   | 0.16%             | 2028-06-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                     | Truist Bank                                                         | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   4537000 | PA      | $4537833.27   | 0.65%             | 2028-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes            | Truist Bank Auto Credit-Linked Notes Series 2025-1                  | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2101755 | PA      | $2102153.71   | 0.30%             | 2033-09-26      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| TX Trust 24-HOU                                 | TX Trust 2024-HOU                                                   | CUSIP: 90216DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2625000 | PA      | $2624854.58   | 0.37%             | 2039-06-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                    | UBS Group AG                                                        | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   7273000 | PA      | $7195031.48   | 1.03%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                    | UBS Group AG                                                        | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    696000 | PA      | $696230.15    | 0.10%             | 2027-08-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                           | US Bank NA/Cincinnati OH                                            | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2278754.32   | 0.33%             | 2028-05-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| United States Treasury                          | U.S. Treasury Notes                                                 | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2324000 | PA      | $2294031.67   | 0.33%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                          | U.S. Treasury Notes                                                 | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2324000 | PA      | $2285168.14   | 0.33%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                          | U.S. Treasury Notes                                                 | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37629000 | PA      | $37225350.71  | 5.32%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                          | U.S. Treasury Notes                                                 | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  73835000 | PA      | $74068883.44  | 10.58%            | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                         | Verdant Receivables 2025-1 LLC                                      | CUSIP: 92340GAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3239516 | PA      | $3250828.28   | 0.46%             | 2028-03-13      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                        | Volkswagen Group of America Finance LLC                             | CUSIP: 928668CK6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   5630000 | PA      | $5639051.69   | 0.81%             | 2026-08-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                    | Vontier Corp                                                        | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |   6636000 | PA      | $6636000.00   | 0.95%             | 2026-04-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CALVERT IMPACT CAPITAL NOTE                     | CALVERT IMPACT CAPITAL NOTE                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000140.00   | 0.14%             | 2028-12-15      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                           | Wells Fargo & Co                                                    | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   8075000 | PA      | $8052262.33   | 1.15%             | 2027-06-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                           | Wells Fargo & Co                                                    | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3372732.03   | 0.48%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Wingspire Equipment Finance LLC                 | Wingspire Equipment Finance 2024-1 LLC                              | CUSIP: 97415AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    858782 | PA      | $862780.97    | 0.12%             | 2032-09-20      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Wingspire Equipment Finance LLC                 | Wingspire Equipment Finance 2025-1 LLC                              | CUSIP: 97415CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1130000 | PA      | $1129368.90   | 0.16%             | 2033-09-20      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                          | US 5YR NOTE (CBT) JUN26                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -62 | NC      | $103084.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICON Luxembourg SARL                            | ICON Luxembourg SARL 2024 LUX Term Loan B                           | CUSIP: 000000000<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |    429070 | PA      | $430233.23    | 0.06%             | 2028-07-03      | Floating      | 5.70%                 | 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        |    106903 | PA      | $107192.86    | 0.02%             | 2028-07-03      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-17

**Name of Applicant:** Calvert Fund

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer