# EDGAR Filing Document

**Accession Number:** 0000701039
**File Stem:** 0001752724-23-049228
**Filing Date:** 2023-3
**Character Count:** 239665
**Document Hash:** f6b3ca49781a25c445c284240ee11dfc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-049228.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-049228

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20230930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** CALVERT FUND
- **CENTRAL INDEX KEY:** 0000701039
- **IRS NUMBER:** 526228948
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03416
- **FILM NUMBER:** 23690929

**BUSINESS ADDRESS:**
- **STREET 1:** 1825 CONNECTICUT AVENUE NW
- **STREET 2:** SUITE 400
- **CITY:** WASHINGTON
- **STATE:** DC
- **ZIP:** 20009
- **BUSINESS PHONE:** 8002256265

**MAIL ADDRESS:**
- **STREET 1:** 1825 CONNECTICUT AVENUE NW
- **STREET 2:** SUITE 400
- **CITY:** WASHINGTON
- **STATE:** DC
- **ZIP:** 20009

## Series and Classes Contracts Data

### Calvert High Yield Bond Fund (Series ID: S000025875)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000077416 | Class A                               | CYBAX           |
| C000077417 | Class C                               | CHBCX           |
| C000077418 | Class I                               | CYBIX           |
| C000211121 | Calvert High Yield Bond Fund Class R6 | CYBRX           |

## Nport-Ex

Calvert

High Yield Bond Fund

December 31, 2022

Schedule of Investments (Unaudited)

------

Common Stocks — 0.4%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Technology — 0.0%<sup>(1)</sup> | Technology — 0.0%<sup>(1)</sup> | Technology — 0.0%<sup>(1)</sup> |
| Riverbed Technology, Inc.<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7072 | $3554 |
|  |  | **$3554** |
| Utilities — 0.4% | Utilities — 0.4% | Utilities — 0.4% |
| NextEra Energy Partners, L.P.<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24500 | $1717205 |
|  |  | **$1717205** |
| Total Common Stocks<br> (identified cost $1,411,851) |  | **$1720759** |

---

Convertible Preferred Stocks — 0.7%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Environmental — 0.4% | Environmental — 0.4% | Environmental — 0.4% |
| GFL Environmental, Inc., 6.00%, 3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21650 | $1400539 |
|  |  | **$1400539** |
| Healthcare — 0.3% | Healthcare — 0.3% | Healthcare — 0.3% |
| Becton Dickinson and Co., 6.00%, 6/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25930 | $1298574 |
|  |  | **$1298574** |
| Technology — 0.0%<sup>(1)</sup> | Technology — 0.0%<sup>(1)</sup> | Technology — 0.0%<sup>(1)</sup> |
| Riverbed Technology, Inc., Series A, 6.50%, (1.50% cash, 5.00% PIK)<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10828 | $8175 |
|  |  | **$8175** |
| Total Convertible Preferred Stocks<br> (identified cost $2,821,729) |  | &nbsp;&nbsp;&nbsp;**$2707288** |

---

Corporate Bonds — 90.1%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)\*** | **Value** |
| Aerospace — 0.6% | Aerospace — 0.6% | Aerospace — 0.6% |
| Moog, Inc., 4.25%, 12/15/27<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1329 | $1231611 |
| Science Applications International Corp., 4.875%, 4/1/28<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1571 | &nbsp;&nbsp; 1455677 |
|  |  | **$2687288** |
| Air Transportation — 1.4% | Air Transportation — 1.4% | Air Transportation — 1.4% |
| American Airlines, Inc./AAdvantage Loyalty IP, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;5.50%, 4/20/26<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3152 | $3036642 |
| &nbsp;&nbsp;&nbsp;5.75%, 4/20/29<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1652 | &nbsp;&nbsp; 1512837 |
| VistaJet Malta Finance PLC/XO Management Holding, Inc., 6.375%, 2/1/30<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1803 | &nbsp;&nbsp; 1448034 |
|  |  | &nbsp;&nbsp;&nbsp;**$5997513** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)\*** | **Principal<br> Amount<br> (000's omitted)\*** | **Value** |
| Automotive & Auto Parts — 4.9% | Automotive & Auto Parts — 4.9% | Automotive & Auto Parts — 4.9% | Automotive & Auto Parts — 4.9% |
| Clarios Global, L.P., 6.75%, 5/15/25<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182 | $182686 |
| Clarios Global, L.P./Clarios U.S. Finance Co.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.375%, 5/15/26<sup>(6)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1272 | &nbsp;&nbsp; 1262588 |
| &nbsp;&nbsp;&nbsp;6.25%, 5/15/26<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp; 411164 |
| &nbsp;&nbsp;&nbsp;8.50%, 5/15/27<sup>(4)(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3491 | &nbsp;&nbsp; 3416141 |
| Ford Motor Co.: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 2/12/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2124 | &nbsp;&nbsp; 1596657 |
| &nbsp;&nbsp;&nbsp;4.75%, 1/15/43 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2109 | &nbsp;&nbsp; 1518581 |
| &nbsp;&nbsp;&nbsp;7.45%, 7/16/31<sup>(4)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364675 |
| &nbsp;&nbsp;&nbsp;9.625%, 4/22/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1157 | &nbsp;&nbsp;&nbsp;&nbsp;1310887 |
| Ford Motor Credit Co., LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 2/16/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199342 |
| &nbsp;&nbsp;&nbsp;3.096%, 5/4/23 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371288 |
| &nbsp;&nbsp;&nbsp;3.37%, 11/17/23 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195354 |
| &nbsp;&nbsp;&nbsp;3.625%, 6/17/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648371 |
| &nbsp;&nbsp;&nbsp;3.815%, 11/2/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213086 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/13/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1519 | &nbsp;&nbsp;&nbsp;&nbsp;1249841 |
| &nbsp;&nbsp;&nbsp;4.125%, 8/17/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3341 | &nbsp;&nbsp;&nbsp;&nbsp;2997863 |
| &nbsp;&nbsp;&nbsp;4.271%, 1/9/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213863 |
| &nbsp;&nbsp;&nbsp;5.125%, 6/16/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3018 | &nbsp;&nbsp;&nbsp;&nbsp;2907968 |
| Real Hero Merger Sub 2, Inc., 6.25%, 2/1/29<sup>(4)(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;872923 |
| Wheel Pros, Inc., 6.50%, 5/15/29<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565160 |
|  |  |  | **$20498438** |
| Banks & Thrifts — 1.6% | Banks & Thrifts — 1.6% | Banks & Thrifts — 1.6% | Banks & Thrifts — 1.6% |
| Citigroup, Inc., 6.25% to 8/15/26<sup>(7)(8)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;$972500 |
| First-Citizens Bank & Trust Co.: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.969%, to 9/27/24, 9/27/25<sup>(7)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;946066 |
| &nbsp;&nbsp;&nbsp;6.125%, 3/9/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682319 |
| JPMorgan Chase & Co., Series HH, 4.60% to 2/1/25<sup>(7)(8)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3066 | &nbsp;&nbsp;&nbsp;&nbsp;2709578 |
| SVB Financial Group, 4.10% to 2/15/31<sup>(7)(8)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2017 | &nbsp;&nbsp;&nbsp;&nbsp;1164457 |
|  |  |  | &nbsp;&nbsp;&nbsp;**$6474920** |
| Broadcasting — 3.2% | Broadcasting — 3.2% | Broadcasting — 3.2% | Broadcasting — 3.2% |
| Audacy Capital Corp., 6.75%, 3/31/29<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2210 | &nbsp;&nbsp;&nbsp;&nbsp;$385654 |
| Beasley Mezzanine Holdings, LLC, 8.625%, 2/1/26<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969622 |
| iHeartCommunications, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.25%, 8/15/27<sup>(4)(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424332 |
| &nbsp;&nbsp;&nbsp;6.375%, 5/1/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23472 |
| &nbsp;&nbsp;&nbsp;8.375%, 5/1/27<sup>(4)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611458 |
| Netflix, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.375%, 11/15/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482110 |
| &nbsp;&nbsp;&nbsp;4.875%, 6/15/30<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2917 | &nbsp;&nbsp;&nbsp;&nbsp;2725292 |
| Playtika Holding Corp., 4.25%, 3/15/29<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1348 | &nbsp;&nbsp;&nbsp;&nbsp;1059865 |

---

------

Calvert

High Yield Bond Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)\*** | **Principal<br> Amount<br> (000's omitted)\*** | **Value** |
| Broadcasting (continued) | Broadcasting (continued) | Broadcasting (continued) | Broadcasting (continued) |
| Sirius XM Radio, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.125%, 9/1/26<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1166 | $1036790 |
| &nbsp;&nbsp;&nbsp;3.875%, 9/1/31<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1702 | &nbsp;&nbsp; 1331124 |
| &nbsp;&nbsp;&nbsp;4.125%, 7/1/30<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2417 | &nbsp;&nbsp; 1999983 |
| &nbsp;&nbsp;&nbsp;5.00%, 8/1/27<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802 | &nbsp;&nbsp; 743102 |
| Univision Communications, Inc., 4.50%, 5/1/29<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1829 | &nbsp;&nbsp; 1532949 |
|  |  |  | **$13325753** |
| Building Materials — 2.2% | Building Materials — 2.2% | Building Materials — 2.2% | Building Materials — 2.2% |
| MIWD Holdco II, LLC/MIWD Finance Corp., 5.50%, 2/1/30<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1304 | &nbsp;&nbsp;&nbsp;$1039875 |
| Oscar AcquisitionCo., LLC/Oscar Finance, Inc., 9.50%, 4/15/30<sup>(4)(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657848 |
| SRM Escrow Issuer, LLC, 6.00%, 11/1/28<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3042 | &nbsp;&nbsp;&nbsp;&nbsp;2728035 |
| Standard Industries, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 11/21/26<sup>(6)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1157 | &nbsp;&nbsp;&nbsp;&nbsp;1064317 |
| &nbsp;&nbsp;&nbsp;3.375%, 1/15/31<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419551 |
| &nbsp;&nbsp;&nbsp;4.375%, 7/15/30<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;807206 |
| &nbsp;&nbsp;&nbsp;4.75%, 1/15/28<sup>(4)(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1802700 |
| &nbsp;&nbsp;&nbsp;5.00%, 2/15/27<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457488 |
|  |  |  | &nbsp;&nbsp;&nbsp;**$8977020** |
| Cable/Satellite TV — 2.9% | Cable/Satellite TV — 2.9% | Cable/Satellite TV — 2.9% | Cable/Satellite TV — 2.9% |
| CCO Holdings, LLC/CCO Holdings Capital Corp.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 3/1/23<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;$996268 |
| &nbsp;&nbsp;&nbsp;4.25%, 2/1/31<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735222 |
| &nbsp;&nbsp;&nbsp;4.50%, 8/15/30<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1846 | &nbsp;&nbsp;&nbsp;&nbsp;1529245 |
| &nbsp;&nbsp;&nbsp;4.50%, 5/1/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217833 |
| &nbsp;&nbsp;&nbsp;4.75%, 3/1/30<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3913 | &nbsp;&nbsp;&nbsp;&nbsp;3383571 |
| &nbsp;&nbsp;&nbsp;4.75%, 2/1/32<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667264 |
| &nbsp;&nbsp;&nbsp;5.00%, 2/1/28<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910195 |
| &nbsp;&nbsp;&nbsp;5.375%, 6/1/29<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1359787 |
| &nbsp;&nbsp;&nbsp;6.375%, 9/1/29<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1734 | &nbsp;&nbsp;&nbsp;&nbsp;1632847 |
| UPC Holding B.V., 5.50%, 1/15/28<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681035 |
|  |  |  | **$12113267** |
| Capital Goods — 0.6% | Capital Goods — 0.6% | Capital Goods — 0.6% | Capital Goods — 0.6% |
| Chart Industries, Inc., 9.50%, 1/1/31<sup>(4)(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889 | &nbsp;&nbsp;&nbsp;&nbsp;$912838 |
| Madison IAQ, LLC, 5.875%, 6/30/29<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2585 | &nbsp;&nbsp;&nbsp;&nbsp;1776616 |
|  |  |  | &nbsp;&nbsp;&nbsp;**$2689454** |
| Chemicals — 2.3% | Chemicals — 2.3% | Chemicals — 2.3% | Chemicals — 2.3% |
| ASP Unifrax Holdings, Inc., 5.25%, 9/30/28<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1083 | &nbsp;&nbsp;&nbsp;&nbsp;$872889 |
| Avient Corp., 7.125%, 8/1/30<sup>(4)(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687175 |
| Compass Minerals International, Inc., 6.75%, 12/1/27<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3004 | &nbsp;&nbsp;&nbsp;&nbsp;2888496 |
| Herens Holdco S.a.r.l., 4.75%, 5/15/28<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1787 | &nbsp;&nbsp;&nbsp;&nbsp;1337936 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)\*** | **Principal<br> Amount<br> (000's omitted)\*** | **Value** |
| Chemicals (continued) | Chemicals (continued) | Chemicals (continued) | Chemicals (continued) |
| Nufarm Australia, Ltd./Nufarm Americas, Inc., 5.00%, 1/27/30<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1535 | $1332134 |
| SPCM SA: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.625%, 2/1/29<sup>(6)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439 | &nbsp;&nbsp; 395326 |
| &nbsp;&nbsp;&nbsp;2.625%, 2/1/29<sup>(5)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp; 90052 |
| WR Grace Holdings, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.875%, 6/15/27<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1723 | &nbsp;&nbsp; 1528956 |
| &nbsp;&nbsp;&nbsp;5.625%, 10/1/24<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp; 493195 |
|  |  |  | **$9626159** |
| Consumer Products — 1.5% | Consumer Products — 1.5% | Consumer Products — 1.5% | Consumer Products — 1.5% |
| Diamond BC BV, 4.625%, 10/1/29<sup>(4)(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551 | &nbsp;&nbsp;&nbsp;&nbsp;$442894 |
| Edgewell Personal Care Co.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.125%, 4/1/29<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1333 | &nbsp;&nbsp;&nbsp;&nbsp;1138280 |
| &nbsp;&nbsp;&nbsp;5.50%, 6/1/28<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;893898 |
| Spectrum Brands, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 10/1/29<sup>(4)(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545378 |
| &nbsp;&nbsp;&nbsp;5.50%, 7/15/30<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601231 |
| &nbsp;&nbsp;&nbsp;5.75%, 7/15/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59410 |
| Tempur Sealy International, Inc., 3.875%, 10/15/31<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3035 | &nbsp;&nbsp;&nbsp;&nbsp;2386937 |
|  |  |  | &nbsp;&nbsp;&nbsp;**$6068028** |
| Containers — 0.9% | Containers — 0.9% | Containers — 0.9% | Containers — 0.9% |
| Ardagh Metal Packaging Finance USA, LLC/Ardagh Metal Packaging Finance PLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 9/1/29<sup>(6)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;$275383 |
| &nbsp;&nbsp;&nbsp;4.00%, 9/1/29<sup>(4)(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554493 |
| Canpack SA/Canpack US, LLC, 3.875%, 11/15/29<sup>(4)(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1786 | &nbsp;&nbsp;&nbsp;&nbsp;1409796 |
| Crown Americas, LLC/Crown Americas Capital Corp. V, 4.25%, 9/30/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1165 | &nbsp;&nbsp;&nbsp;&nbsp;1112925 |
| Crown Americas, LLC/Crown Americas Capital Corp. VI, 4.75%, 2/1/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538748 |
|  |  |  | &nbsp;&nbsp;&nbsp;**$3891345** |
| Diversified Financial Services — 2.2% | Diversified Financial Services — 2.2% | Diversified Financial Services — 2.2% | Diversified Financial Services — 2.2% |
| AG TTMT Escrow Issuer, LLC, 8.625%, 9/30/27<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995 | &nbsp;&nbsp;&nbsp;$1001219 |
| Ally Financial, Inc., 4.70% to 5/15/26<sup>(7)(8)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1926 | &nbsp;&nbsp;&nbsp;&nbsp;1294031 |
| Compass Group Diversified Holdings, LLC, 5.25%, 4/15/29<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381406 |
| MSCI, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.625%, 9/1/30<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981303 |
| &nbsp;&nbsp;&nbsp;3.875%, 2/15/31<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1435 | &nbsp;&nbsp;&nbsp;&nbsp;1195642 |
| Oxford Finance, LLC/Oxford Finance Co-Issuer II, Inc., 6.375%, 2/1/27<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1454 | &nbsp;&nbsp;&nbsp;&nbsp;1355288 |
| PROG Holdings, Inc., 6.00%, 11/15/29<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1007475 |
| Rocket Mortgage, LLC/Rocket Mortgage Co-Issuer, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.875%, 10/15/26<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;818496 |

---

------

Calvert

High Yield Bond Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)\*** | **Value** |
| Diversified Financial Services (continued) | Diversified Financial Services (continued) | Diversified Financial Services (continued) |
| Rocket Mortgage, LLC/Rocket Mortgage Co-Issuer, Inc.: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;3.625%, 3/1/29<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1415 | $1123649 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/15/33<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp; 145919 |
|  |  | **$9304428** |
| Diversified Media — 2.1% | Diversified Media — 2.1% | Diversified Media — 2.1% |
| Arches Buyer, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 6/1/28<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553 | $433243 |
| &nbsp;&nbsp;&nbsp;6.125%, 12/1/28<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557 | &nbsp;&nbsp; 447742 |
| Bread Financial Holdings, Inc., 4.75%, 12/15/24<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;924739 |
| Cars.com, Inc., 6.375%, 11/1/28<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1968 | &nbsp;&nbsp;&nbsp;&nbsp;1750511 |
| Clear Channel Outdoor Holdings, Inc., 5.125%, 8/15/27<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1509 | &nbsp;&nbsp;&nbsp;&nbsp;1310793 |
| CMG Media Corp., 8.875%, 12/15/27<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2019 | &nbsp;&nbsp;&nbsp;&nbsp;1522891 |
| Match Group Holdings II, LLC, 3.625%, 10/1/31<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1441 | &nbsp;&nbsp;&nbsp;&nbsp;1106924 |
| National CineMedia, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;5.75%, 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18795 |
| &nbsp;&nbsp;&nbsp;5.875%, 4/15/28<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305282 |
| TripAdvisor, Inc., 7.00%, 7/15/25<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1103 | &nbsp;&nbsp;&nbsp;&nbsp;1091540 |
|  |  | &nbsp;&nbsp;&nbsp;**$8912460** |
| Energy — 2.1% | Energy — 2.1% | Energy — 2.1% |
| Crestwood Midstream Partners, L.P./Crestwood Midstream Finance Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;5.625%, 5/1/27<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2038 | &nbsp;&nbsp;&nbsp;$1898845 |
| &nbsp;&nbsp;&nbsp;6.00%, 2/1/29<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;918956 |
| Neptune Energy Bondco PLC, 6.625%, 5/15/25<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1945516 |
| New Fortress Energy, Inc., 6.50%, 9/30/26<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3001 | &nbsp;&nbsp;&nbsp;&nbsp;2792731 |
| Tervita Corp., 11.00%, 12/1/25<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1299 | &nbsp;&nbsp;&nbsp;&nbsp;1403340 |
|  |  | &nbsp;&nbsp;&nbsp;**$8959388** |
| Entertainment/Film — 0.6% | Entertainment/Film — 0.6% | Entertainment/Film — 0.6% |
| Cinemark USA, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;5.25%, 7/15/28<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1517 | &nbsp;&nbsp;&nbsp;$1128337 |
| &nbsp;&nbsp;&nbsp;5.875%, 3/15/26<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620650 |
| &nbsp;&nbsp;&nbsp;8.75%, 5/1/25<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681398 |
|  |  | &nbsp;&nbsp;&nbsp;**$2430385** |
| Environmental — 2.1% | Environmental — 2.1% | Environmental — 2.1% |
| Clean Harbors, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;4.875%, 7/15/27<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;$474610 |
| &nbsp;&nbsp;&nbsp;5.125%, 7/15/29<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929227 |
| Covanta Holding Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;4.875%, 12/1/29<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1948 | &nbsp;&nbsp;&nbsp;&nbsp;1598470 |
| &nbsp;&nbsp;&nbsp;5.00%, 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404856 |
| GFL Environmental, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 9/1/28<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1631 | &nbsp;&nbsp;&nbsp;&nbsp;1436026 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)\*** | **Principal<br> Amount<br> (000's omitted)\*** | **Value** |
| Environmental (continued) | Environmental (continued) | Environmental (continued) | Environmental (continued) |
| GFL Environmental, Inc.: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 8/1/25<sup>(5)</sup> |  | &nbsp;&nbsp;387 | $366325 |
| &nbsp;&nbsp;&nbsp;4.00%, 8/1/28<sup>(5)</sup> |  | 1500 | &nbsp;&nbsp; 1284473 |
| &nbsp;&nbsp;&nbsp;4.25%, 6/1/25<sup>(5)</sup> |  | 1000 | &nbsp;&nbsp; 956917 |
| &nbsp;&nbsp;&nbsp;4.75%, 6/15/29<sup>(5)</sup> |  | 1389 | &nbsp;&nbsp; 1217493 |
|  |  |  | **$8668397** |
| Food & Drug Retail — 1.5% | Food & Drug Retail — 1.5% | Food & Drug Retail — 1.5% | Food & Drug Retail — 1.5% |
| Albertsons Cos., LLC/Safeway, Inc./New Albertsons, L.P./Albertsons, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.875%, 2/15/30<sup>(5)</sup> |  | 2549 | &nbsp;&nbsp;&nbsp;$2279405 |
| &nbsp;&nbsp;&nbsp;5.875%, 2/15/28<sup>(5)</sup> |  | 1295 | &nbsp;&nbsp;&nbsp;&nbsp;1233358 |
| Arko Corp., 5.125%, 11/15/29<sup>(5)</sup> |  | 2544 | &nbsp;&nbsp;&nbsp;&nbsp;2000856 |
| Ingles Markets, Inc., 4.00%, 6/15/31<sup>(5)</sup> |  | 1077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;907173 |
|  |  |  | &nbsp;&nbsp;&nbsp;**$6420792** |
| Food, Beverage & Tobacco — 3.8% | Food, Beverage & Tobacco — 3.8% | Food, Beverage & Tobacco — 3.8% | Food, Beverage & Tobacco — 3.8% |
| BellRing Brands, Inc., 7.00%, 3/15/30<sup>(4)(5)</sup> |  | 3032 | &nbsp;&nbsp;&nbsp;$2921408 |
| Chobani, LLC/Chobani Finance Corp., Inc., 7.50%, 4/15/25<sup>(4)(5)</sup> |  | 1089 | &nbsp;&nbsp;&nbsp;&nbsp;1062134 |
| Darling Ingredients, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.25%, 4/15/27<sup>(5)</sup> |  | &nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482030 |
| &nbsp;&nbsp;&nbsp;6.00%, 6/15/30<sup>(5)</sup> |  | &nbsp;&nbsp;786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769376 |
| Kraft Heinz Foods Co.: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.875%, 5/15/27 |  | &nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928265 |
| &nbsp;&nbsp;&nbsp;4.25%, 3/1/31 |  | 2852 | &nbsp;&nbsp;&nbsp;&nbsp;2674093 |
| &nbsp;&nbsp;&nbsp;4.625%, 1/30/29 |  | 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990809 |
| Performance Food Group, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 8/1/29<sup>(5)</sup> |  | 2496 | &nbsp;&nbsp;&nbsp;&nbsp;2166029 |
| &nbsp;&nbsp;&nbsp;5.50%, 10/15/27<sup>(5)</sup> |  | 1727 | &nbsp;&nbsp;&nbsp;&nbsp;1632516 |
| &nbsp;&nbsp;&nbsp;6.875%, 5/1/25<sup>(4)(5)</sup> |  | &nbsp;&nbsp;231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231875 |
| US Foods, Inc., 4.75%, 2/15/29<sup>(5)</sup> |  | 2490 | &nbsp;&nbsp;&nbsp;&nbsp;2213859 |
|  |  |  | **$16072394** |
| Healthcare — 12.2% | Healthcare — 12.2% | Healthcare — 12.2% | Healthcare — 12.2% |
| AdaptHealth, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.625%, 8/1/29<sup>(5)</sup> |  | &nbsp;&nbsp;988 | &nbsp;&nbsp;&nbsp;&nbsp;$828487 |
| &nbsp;&nbsp;&nbsp;5.125%, 3/1/30<sup>(5)</sup> |  | &nbsp;&nbsp;956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815076 |
| &nbsp;&nbsp;&nbsp;6.125%, 8/1/28<sup>(5)</sup> |  | &nbsp;&nbsp;815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750366 |
| Avantor Funding, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.875%, 7/15/28<sup>(6)</sup> | EUR | &nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595223 |
| &nbsp;&nbsp;&nbsp;4.625%, 7/15/28<sup>(5)</sup> |  | 1001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;911631 |
| Catalent Pharma Solutions, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.375%, 3/1/28<sup>(6)</sup> | EUR | &nbsp;&nbsp;893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;783125 |
| &nbsp;&nbsp;&nbsp;3.50%, 4/1/30<sup>(4)(5)</sup> |  | 1078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852552 |

---

------

Calvert

High Yield Bond Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)\*** | **Principal<br> Amount<br> (000's omitted)\*** | **Value** |
| Healthcare (continued) | Healthcare (continued) | Healthcare (continued) | Healthcare (continued) |
| Centene Corp.: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 3/1/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2993 | $2347704 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1438 | &nbsp;&nbsp; 1182042 |
| &nbsp;&nbsp;&nbsp;3.375%, 2/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2526 | &nbsp;&nbsp; 2141101 |
| &nbsp;&nbsp;&nbsp;4.25%, 12/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1339 | &nbsp;&nbsp; 1258751 |
| &nbsp;&nbsp;&nbsp;4.625%, 12/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2093 | &nbsp;&nbsp; 1917378 |
| Encompass Health Corp.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.625%, 4/1/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351 | &nbsp;&nbsp; 302254 |
| &nbsp;&nbsp;&nbsp;4.75%, 2/1/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1247 | &nbsp;&nbsp;&nbsp;&nbsp;1097045 |
| Grifols Escrow Issuer S.A., 4.75%, 10/15/28<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995212 |
| Grifols S.A.: |  |  |  |
| &nbsp;&nbsp;&nbsp;1.625%, 2/15/25<sup>(4)(6)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507210 |
| &nbsp;&nbsp;&nbsp;2.25%, 11/15/27<sup>(6)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904730 |
| HealthEquity, Inc., 4.50%, 10/1/29<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1751 | &nbsp;&nbsp;&nbsp;&nbsp;1532388 |
| Horizon Therapeutics USA, Inc., 5.50%, 8/1/27<sup>(4)(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;954998 |
| IQVIA, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 3/15/29<sup>(6)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;696540 |
| &nbsp;&nbsp;&nbsp;5.00%, 5/15/27<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567567 |
| Jazz Securities DAC, 4.375%, 1/15/29<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1376 | &nbsp;&nbsp;&nbsp;&nbsp;1228871 |
| LifePoint Health, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.375%, 2/15/27<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1260 | &nbsp;&nbsp;&nbsp;&nbsp;1067724 |
| &nbsp;&nbsp;&nbsp;5.375%, 1/15/29<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2020 | &nbsp;&nbsp;&nbsp;&nbsp;1144209 |
| Minerva Merger Sub, Inc., 6.50%, 2/15/30<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2263 | &nbsp;&nbsp;&nbsp;&nbsp;1671921 |
| ModivCare Escrow Issuer, Inc., 5.00%, 10/1/29<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885141 |
| ModivCare, Inc., 5.875%, 11/15/25<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1398 | &nbsp;&nbsp;&nbsp;&nbsp;1314982 |
| Molina Healthcare, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.875%, 11/15/30<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2357 | &nbsp;&nbsp;&nbsp;&nbsp;2000916 |
| &nbsp;&nbsp;&nbsp;3.875%, 5/15/32<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905922 |
| &nbsp;&nbsp;&nbsp;4.375%, 6/15/28<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2231 | &nbsp;&nbsp;&nbsp;&nbsp;2039937 |
| Mozart Debt Merger Sub, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.875%, 4/1/29<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1615490 |
| &nbsp;&nbsp;&nbsp;5.25%, 10/1/29<sup>(4)(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3062 | &nbsp;&nbsp;&nbsp;&nbsp;2437520 |
| Option Care Health, Inc., 4.375%, 10/31/29<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1589 | &nbsp;&nbsp;&nbsp;&nbsp;1391940 |
| Organon & Co./Organon Foreign Debt Co.-Issuer BV, 5.125%, 4/30/31<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1287 | &nbsp;&nbsp;&nbsp;&nbsp;1116647 |
| Perrigo Finance Unlimited Co.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.375%, 3/15/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;696712 |
| &nbsp;&nbsp;&nbsp;4.40%, 6/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2023 | &nbsp;&nbsp;&nbsp;&nbsp;1726382 |
| PRA Health Sciences, Inc., 2.875%, 7/15/26<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393323 |
| Prestige Brands, Inc., 5.125%, 1/15/28<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1116 | &nbsp;&nbsp;&nbsp;&nbsp;1049354 |
| RegionalCare Hospital Partners Holdings, Inc./LifePoint Health, Inc., 9.75%, 12/1/26<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;902069 |
| Team Health Holdings, Inc., 6.375%, 2/1/25<sup>(4)(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;742499 |
| Teleflex, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 6/1/28<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262499 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)\*** | **Principal<br> Amount<br> (000's omitted)\*** | **Value** |
| Healthcare (continued) | Healthcare (continued) | Healthcare (continued) | Healthcare (continued) |
| Teleflex, Inc.: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;4.625%, 11/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1245 | $1188738 |
| US Acute Care Solutions, LLC, 6.375%, 3/1/26<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2658 | &nbsp;&nbsp; 2362094 |
| Varex Imaging Corp., 7.875%, 10/15/27<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904 | &nbsp;&nbsp; 899787 |
|  |  |  | **$50986057** |
| Homebuilders/Real Estate — 4.9% | Homebuilders/Real Estate — 4.9% | Homebuilders/Real Estate — 4.9% | Homebuilders/Real Estate — 4.9% |
| Brookfield Property REIT, Inc./BPR Cumulus, LLC/BPR Nimbus, LLC/GGSI Sellco, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 4/1/27<sup>(4)(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1764 | $1476883 |
| &nbsp;&nbsp;&nbsp;5.75%, 5/15/26<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533572 |
| Brundage-Bone Concrete Pumping Holdings, Inc., 6.00%, 2/1/26<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1124 | &nbsp;&nbsp;&nbsp;&nbsp;1026095 |
| CTR Partnership, L.P./CareTrust Capital Corp., 3.875%, 6/30/28<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294651 |
| Dycom Industries, Inc., 4.50%, 4/15/29<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1630 | &nbsp;&nbsp;&nbsp;&nbsp;1421098 |
| Greystar Real Estate Partners, LLC, 5.75%, 12/1/25<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2219 | &nbsp;&nbsp;&nbsp;&nbsp;2172340 |
| HAT Holdings I, LLC/HAT Holdings II, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 9/15/30<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1740 | &nbsp;&nbsp;&nbsp;&nbsp;1281711 |
| &nbsp;&nbsp;&nbsp;6.00%, 4/15/25<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1294 | &nbsp;&nbsp;&nbsp;&nbsp;1255180 |
| KB Home: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 6/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60384 |
| &nbsp;&nbsp;&nbsp;4.80%, 11/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427757 |
| Outfront Media Capital, LLC/Outfront Media Capital Corp.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.625%, 3/15/30<sup>(4)(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1407 | &nbsp;&nbsp;&nbsp;&nbsp;1166303 |
| &nbsp;&nbsp;&nbsp;6.25%, 6/15/25<sup>(4)(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1341 | &nbsp;&nbsp;&nbsp;&nbsp;1330603 |
| Starwood Property Trust, Inc., 3.75%, 12/31/24<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1175213 |
| Taylor Morrison Communities, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.125%, 8/1/30<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1309 | &nbsp;&nbsp;&nbsp;&nbsp;1136224 |
| &nbsp;&nbsp;&nbsp;5.75%, 1/15/28<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287050 |
| &nbsp;&nbsp;&nbsp;5.875%, 6/15/27<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;936833 |
| TopBuild Corp.: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.625%, 3/15/29<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821205 |
| &nbsp;&nbsp;&nbsp;4.125%, 2/15/32<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1851 | &nbsp;&nbsp;&nbsp;&nbsp;1506816 |
| Vivion Investments S.a.r.l.: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 8/8/24<sup>(4)(6)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;2260297 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/1/25<sup>(6)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80425 |
|  |  |  | **$20650640** |
| Insurance — 2.0% | Insurance — 2.0% | Insurance — 2.0% | Insurance — 2.0% |
| Alliant Holdings Intermediate, LLC/Alliant Holdings Co-Issuer, 6.75%, 10/15/27<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2014 | &nbsp;&nbsp;&nbsp;$1814634 |
| AmWINS Group, Inc., 4.875%, 6/30/29<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996401 |
| AssuredPartners, Inc., 5.625%, 1/15/29<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196193 |
| BroadStreet Partners, Inc., 5.875%, 4/15/29<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2166 | &nbsp;&nbsp;&nbsp;&nbsp;1846258 |
| GTCR AP Finance, Inc., 8.00%, 5/15/27<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1543 | &nbsp;&nbsp;&nbsp;&nbsp;1480447 |

---

------

Calvert

High Yield Bond Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)\*** | **Value** |
| Insurance (continued) | Insurance (continued) | Insurance (continued) |
| Jones Deslauriers Insurance Management, Inc., 10.50%, 12/15/30<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1063 | $1048282 |
| USI, Inc., 6.875%, 5/1/25<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp; 964924 |
|  |  | **$8347139** |
| Leisure — 1.5% | Leisure — 1.5% | Leisure — 1.5% |
| Life Time, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;5.75%, 1/15/26<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1860 | $1733055 |
| &nbsp;&nbsp;&nbsp;8.00%, 4/15/26<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847 | &nbsp;&nbsp; 763359 |
| Viking Cruises, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;5.875%, 9/15/27<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1557 | &nbsp;&nbsp;&nbsp;&nbsp;1271671 |
| &nbsp;&nbsp;&nbsp;6.25%, 5/15/25<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913755 |
| &nbsp;&nbsp;&nbsp;7.00%, 2/15/29<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298368 |
| Viking Ocean Cruises Ship VII, Ltd., 5.625%, 2/15/29<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1731 | &nbsp;&nbsp;&nbsp;&nbsp;1395705 |
|  |  | &nbsp;&nbsp;&nbsp;**$6375913** |
| Metals/Mining — 1.8% | Metals/Mining — 1.8% | Metals/Mining — 1.8% |
| Arconic Corp., 6.125%, 2/15/28<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;$939985 |
| Constellium SE: |  |  |
| &nbsp;&nbsp;&nbsp;5.625%, 6/15/28<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925820 |
| &nbsp;&nbsp;&nbsp;5.875%, 2/15/26<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604942 |
| Hudbay Minerals, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 4/1/26<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1721 | &nbsp;&nbsp;&nbsp;&nbsp;1565352 |
| &nbsp;&nbsp;&nbsp;6.125%, 4/1/29<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;902649 |
| Novelis Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 11/15/26<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448877 |
| &nbsp;&nbsp;&nbsp;3.875%, 8/15/31<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1226614 |
| &nbsp;&nbsp;&nbsp;4.75%, 1/30/30<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823936 |
|  |  | &nbsp;&nbsp;&nbsp;**$7438175** |
| Paper — 0.9% | Paper — 0.9% | Paper — 0.9% |
| Enviva Partners, L.P./Enviva Partners Finance Corp., 6.50%, 1/15/26<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3767 | &nbsp;&nbsp;&nbsp;$3553863 |
|  |  | &nbsp;&nbsp;&nbsp;**$3553863** |
| Publishing/Printing — 0.5% | Publishing/Printing — 0.5% | Publishing/Printing — 0.5% |
| LABL, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;5.875%, 11/1/28<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;906 | &nbsp;&nbsp;&nbsp;&nbsp;$791069 |
| &nbsp;&nbsp;&nbsp;6.75%, 7/15/26<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283252 |
| &nbsp;&nbsp;&nbsp;8.25%, 11/1/29<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633090 |
| &nbsp;&nbsp;&nbsp;10.50%, 7/15/27<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279624 |
|  |  | &nbsp;&nbsp;&nbsp;**$1987035** |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)\*** | **Value** |
| Railroad — 0.3% | Railroad — 0.3% | Railroad — 0.3% |
| Watco Cos., LLC/Watco Finance Corp., 6.50%, 6/15/27<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1450 | $1379791 |
|  |  | **$1379791** |
| Restaurants — 1.5% | Restaurants — 1.5% | Restaurants — 1.5% |
| Dave & Buster's, Inc., 7.625%, 11/1/25<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3154 | $3174375 |
| IRB Holding Corp., 7.00%, 6/15/25<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1829 | &nbsp;&nbsp; 1827262 |
| Yum! Brands, Inc., 3.625%, 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1519 | &nbsp;&nbsp; 1276887 |
|  |  | **$6278524** |
| Services — 6.7% | Services — 6.7% | Services — 6.7% |
| Adtalem Global Education, Inc., 5.50%, 3/1/28<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1423 | &nbsp;&nbsp;&nbsp;$1293109 |
| APi Escrow Corp., 4.75%, 10/15/29<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1582 | &nbsp;&nbsp;&nbsp;&nbsp;1379465 |
| Avis Budget Car Rental, LLC/Avis Budget Finance, Inc., 5.375%, 3/1/29<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823326 |
| BCPE Empire Holdings, Inc., 7.625%, 5/1/27<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3132 | &nbsp;&nbsp;&nbsp;&nbsp;2812630 |
| Clarivate Science Holdings Corp., 4.875%, 7/1/29<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773298 |
| Gartner, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;3.625%, 6/15/29<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693381 |
| &nbsp;&nbsp;&nbsp;3.75%, 10/1/30<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287546 |
| &nbsp;&nbsp;&nbsp;4.50%, 7/1/28<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1143 | &nbsp;&nbsp;&nbsp;&nbsp;1067676 |
| GEMS MENASA Cayman, Ltd./GEMS Education Delaware, LLC, 7.125%, 7/31/26<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2720 | &nbsp;&nbsp;&nbsp;&nbsp;2618850 |
| Korn Ferry, 4.625%, 12/15/27<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1739 | &nbsp;&nbsp;&nbsp;&nbsp;1604628 |
| McGraw-Hill Education, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;5.75%, 8/1/28<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1345 | &nbsp;&nbsp;&nbsp;&nbsp;1132268 |
| &nbsp;&nbsp;&nbsp;8.00%, 8/1/29<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2423 | &nbsp;&nbsp;&nbsp;&nbsp;2006892 |
| NESCO Holdings II, Inc., 5.50%, 4/15/29<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1614 | &nbsp;&nbsp;&nbsp;&nbsp;1414348 |
| SRS Distribution, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;6.00%, 12/1/29<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656854 |
| &nbsp;&nbsp;&nbsp;6.125%, 7/1/29<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1438 | &nbsp;&nbsp;&nbsp;&nbsp;1164521 |
| Summer BC Bidco B, LLC, 5.50%, 10/31/26<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1617 | &nbsp;&nbsp;&nbsp;&nbsp;1314120 |
| Univar Solutions USA, Inc., 5.125%, 12/1/27<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1718 | &nbsp;&nbsp;&nbsp;&nbsp;1632220 |
| WASH Multifamily Acquisition, Inc., 5.75%, 4/15/26<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2737 | &nbsp;&nbsp;&nbsp;&nbsp;2582784 |
| WESCO Distribution, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;7.125%, 6/15/25<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;947741 |
| &nbsp;&nbsp;&nbsp;7.25%, 6/15/28<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1637 | &nbsp;&nbsp;&nbsp;&nbsp;1661913 |
|  |  | **$27867570** |
| Steel — 0.6% | Steel — 0.6% | Steel — 0.6% |
| Infrabuild Australia Pty, Ltd., 12.00%, 10/1/24<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1277 | &nbsp;&nbsp;&nbsp;$1240619 |
| TMS International Corp., 6.25%, 4/15/29<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1511 | &nbsp;&nbsp;&nbsp;&nbsp;1084452 |
|  |  | &nbsp;&nbsp;&nbsp;**$2325071** |

---

------

Calvert

High Yield Bond Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)\*** | **Value** |
| Super Retail — 5.0% | Super Retail — 5.0% | Super Retail — 5.0% |
| Asbury Automotive Group, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691 | $609230 |
| &nbsp;&nbsp;&nbsp;4.625%, 11/15/29<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398 | &nbsp;&nbsp; 335840 |
| &nbsp;&nbsp;&nbsp;4.75%, 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1118 | &nbsp;&nbsp; 936545 |
| &nbsp;&nbsp;&nbsp;5.00%, 2/15/32<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162 | &nbsp;&nbsp; 133488 |
| Bath & Body Works, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;6.625%, 10/1/30<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;762 | &nbsp;&nbsp; 716366 |
| &nbsp;&nbsp;&nbsp;6.75%, 7/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196 | &nbsp;&nbsp; 172617 |
| &nbsp;&nbsp;&nbsp;6.95%, 3/1/33<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1244 | &nbsp;&nbsp;&nbsp;&nbsp;1093483 |
| &nbsp;&nbsp;&nbsp;7.60%, 7/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74504 |
| &nbsp;&nbsp;&nbsp;9.375%, 7/1/25<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83416 |
| Group 1 Automotive, Inc., 4.00%, 8/15/28<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1761 | &nbsp;&nbsp;&nbsp;&nbsp;1493522 |
| Ken Garff Automotive, LLC, 4.875%, 9/15/28<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1490 | &nbsp;&nbsp;&nbsp;&nbsp;1248855 |
| LCM Investments Holdings II, LLC, 4.875%, 5/1/29<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2095 | &nbsp;&nbsp;&nbsp;&nbsp;1680376 |
| Lithia Motors, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;3.875%, 6/1/29<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;788966 |
| &nbsp;&nbsp;&nbsp;4.375%, 1/15/31<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1324 | &nbsp;&nbsp;&nbsp;&nbsp;1079564 |
| &nbsp;&nbsp;&nbsp;4.625%, 12/15/27<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1173 | &nbsp;&nbsp;&nbsp;&nbsp;1059993 |
| Metis Merger Sub, LLC, 6.50%, 5/15/29<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1458 | &nbsp;&nbsp;&nbsp;&nbsp;1225861 |
| Penske Automotive Group, Inc., 3.50%, 9/1/25<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880364 |
| PetSmart, Inc./PetSmart Finance Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 2/15/28<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1709 | &nbsp;&nbsp;&nbsp;&nbsp;1550425 |
| &nbsp;&nbsp;&nbsp;7.75%, 2/15/29<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1875 | &nbsp;&nbsp;&nbsp;&nbsp;1764502 |
| Sonic Automotive, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;4.625%, 11/15/29<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2129 | &nbsp;&nbsp;&nbsp;&nbsp;1707475 |
| &nbsp;&nbsp;&nbsp;4.875%, 11/15/31<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642612 |
| Victoria's Secret & Co., 4.625%, 7/15/29<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2226 | &nbsp;&nbsp;&nbsp;&nbsp;1750526 |
|  |  | **$21028530** |
| Technology — 6.6% | Technology — 6.6% | Technology — 6.6% |
| Black Knight InfoServ, LLC, 3.625%, 9/1/28<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1622 | &nbsp;&nbsp;&nbsp;$1411140 |
| Booz Allen Hamilton, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;3.875%, 9/1/28<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2313 | &nbsp;&nbsp;&nbsp;&nbsp;2053326 |
| &nbsp;&nbsp;&nbsp;4.00%, 7/1/29<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;861312 |
| Ciena Corp., 4.00%, 1/31/30<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1374 | &nbsp;&nbsp;&nbsp;&nbsp;1211023 |
| Condor Merger Sub, Inc., 7.375%, 2/15/30<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1443 | &nbsp;&nbsp;&nbsp;&nbsp;1162792 |
| Entegris, Inc., 4.375%, 4/15/28<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791050 |
| Fair Isaac Corp., 4.00%, 6/15/28<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;1864016 |
| II-VI, Inc., 5.00%, 12/15/29<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1257 | &nbsp;&nbsp;&nbsp;&nbsp;1085709 |
| Imola Merger Corp., 4.75%, 5/15/29<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3140 | &nbsp;&nbsp;&nbsp;&nbsp;2730634 |
| NCR Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;5.125%, 4/15/29<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239699 |
| &nbsp;&nbsp;&nbsp;5.25%, 10/1/30<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572858 |
| ON Semiconductor Corp., 3.875%, 9/1/28<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1767 | &nbsp;&nbsp;&nbsp;&nbsp;1544695 |
| Open Text Corp., 3.875%, 2/15/28<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898543 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)\*** | **Principal<br> Amount<br> (000's omitted)\*** | **Value** |
| Technology (continued) | Technology (continued) | Technology (continued) | Technology (continued) |
| Open Text Holdings, Inc., 4.125%, 2/15/30<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1352 | $1086927 |
| Presidio Holdings, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.875%, 2/1/27<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;782 | &nbsp;&nbsp; 714341 |
| &nbsp;&nbsp;&nbsp;8.25%, 2/1/28<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2599 | &nbsp;&nbsp; 2413587 |
| Seagate HDD Cayman, 9.625%, 12/1/32<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1277 | &nbsp;&nbsp; 1402046 |
| Sensata Technologies B.V., 5.00%, 10/1/25<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp; 376658 |
| Sensata Technologies, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 2/15/31<sup>(4)(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1480 | &nbsp;&nbsp; 1219779 |
| &nbsp;&nbsp;&nbsp;4.375%, 2/15/30<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173584 |
| SS&C Technologies, Inc., 5.50%, 9/30/27<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1148 | &nbsp;&nbsp;&nbsp;&nbsp;1077313 |
| Viavi Solutions, Inc., 3.75%, 10/1/29<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1378 | &nbsp;&nbsp;&nbsp;&nbsp;1160413 |
| VM Consolidated, Inc., 5.50%, 4/15/29<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1697 | &nbsp;&nbsp;&nbsp;&nbsp;1496856 |
|  |  |  | **$27548301** |
| Telecommunications — 6.8% | Telecommunications — 6.8% | Telecommunications — 6.8% | Telecommunications — 6.8% |
| Connect Finco S.a.r.l./Connect US Finco, LLC, 6.75%, 10/1/26<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;$2786459 |
| DKT Finance ApS, 9.375%, 6/17/23<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1111 | &nbsp;&nbsp;&nbsp;&nbsp;1101279 |
| Iliad Holding SASU: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.50%, 10/15/26<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1164 | &nbsp;&nbsp;&nbsp;&nbsp;1081570 |
| &nbsp;&nbsp;&nbsp;7.00%, 10/15/28<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1625 | &nbsp;&nbsp;&nbsp;&nbsp;1470820 |
| LCPR Senior Secured Financing DAC: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.125%, 7/15/29<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440665 |
| &nbsp;&nbsp;&nbsp;6.75%, 10/15/27<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1345 | &nbsp;&nbsp;&nbsp;&nbsp;1260695 |
| Level 3 Financing, Inc., 4.25%, 7/1/28<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3013 | &nbsp;&nbsp;&nbsp;&nbsp;2380210 |
| Sprint Capital Corp., 6.875%, 11/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3759 | &nbsp;&nbsp;&nbsp;&nbsp;3910093 |
| Sprint Corp.: |  |  |  |
| &nbsp;&nbsp;&nbsp;7.125%, 6/15/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1021740 |
| &nbsp;&nbsp;&nbsp;7.625%, 2/15/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1206 | &nbsp;&nbsp;&nbsp;&nbsp;1247648 |
| &nbsp;&nbsp;&nbsp;7.625%, 3/1/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1581759 |
| &nbsp;&nbsp;&nbsp;7.875%, 9/15/23 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;1143209 |
| Telecom Italia SpA, 5.303%, 5/30/24<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1116 | &nbsp;&nbsp;&nbsp;&nbsp;1059642 |
| T-Mobile USA, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 2/15/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775696 |
| &nbsp;&nbsp;&nbsp;2.625%, 2/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477357 |
| &nbsp;&nbsp;&nbsp;2.875%, 2/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900514 |
| &nbsp;&nbsp;&nbsp;4.75%, 2/1/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267985 |
| &nbsp;&nbsp;&nbsp;5.375%, 4/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460132 |
| ViaSat, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.625%, 4/15/27<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204772 |
| &nbsp;&nbsp;&nbsp;6.50%, 7/15/28<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563886 |
| Virgin Media Vendor Financing Notes III DAC, 4.875%, 7/15/28<sup>(6)</sup> | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277457 |
| Virgin Media Vendor Financing Notes IV DAC, 5.00%, 7/15/28<sup>(4)(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1505 | &nbsp;&nbsp;&nbsp;&nbsp;1317842 |
| Vmed O2 UK Financing I PLC, 4.75%, 7/15/31<sup>(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;814305 |

---

------

Calvert

High Yield Bond Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)\*** | **Value** |
| Telecommunications (continued) | Telecommunications (continued) | Telecommunications (continued) |
| Ziggo B.V., 4.875%, 1/15/30<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506 | $424246 |
| Ziggo Bond Co. B.V., 6.00%, 1/15/27<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1420 | &nbsp;&nbsp; 1323440 |
|  |  | **$28293421** |
| Transport Excluding Air & Rail — 0.3% | Transport Excluding Air & Rail — 0.3% | Transport Excluding Air & Rail — 0.3% |
| Seaspan Corp., 5.50%, 8/1/29<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1835 | $1393004 |
|  |  | **$1393004** |
| Utilities — 2.0% | Utilities — 2.0% | Utilities — 2.0% |
| Clearway Energy Operating, LLC, 4.75%, 3/15/28<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1196 | $1105697 |
| Drax Finco PLC, 6.625%, 11/1/25<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1707 | &nbsp;&nbsp;&nbsp;&nbsp;1633985 |
| Leeward Renewable Energy Operations, LLC, 4.25%, 7/1/29<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1270 | &nbsp;&nbsp;&nbsp;&nbsp;1086698 |
| NextEra Energy Operating Partners, L.P.: |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 9/15/24<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13088 |
| &nbsp;&nbsp;&nbsp;4.50%, 9/15/27<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830765 |
| Pattern Energy Operations, L.P./Pattern Energy Operations, Inc., 4.50%, 8/15/28<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1602 | &nbsp;&nbsp;&nbsp;&nbsp;1439244 |
| TerraForm Power Operating, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 1/15/30<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;871773 |
| &nbsp;&nbsp;&nbsp;5.00%, 1/31/28<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1402 | &nbsp;&nbsp;&nbsp;&nbsp;1264198 |
|  |  | &nbsp;&nbsp;&nbsp;**$8245448** |
| Total Corporate Bonds<br> (identified cost $432,573,776) |  | **$376815911** |

---

Preferred Stocks — 0.3%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Services — 0.3% | Services — 0.3% | Services — 0.3% |
| WESCO International, Inc., Series A, 10.625% to 6/22/25<sup>(7)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45970 | $1205333 |
| Total Preferred Stocks<br> (identified cost $1,291,566) |  | **$1205333** |

---

Senior Floating-Rate Loans — 4.4%<sup>(9)</sup>

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Air Transportation — 0.7% | Air Transportation — 0.7% | Air Transportation — 0.7% |
| Air Canada, Term Loan, 8.13%, (3 mo. USD LIBOR + 3.50%), 8/11/28 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1379 | $1366428 |
| SkyMiles IP, Ltd., Term Loan, 7.992%, (3 mo. USD LIBOR + 3.75%), 10/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1387 | &nbsp;&nbsp; 1416113 |
|  |  | **$2782541** |

---

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Automotive & Auto Parts — 0.2% | Automotive & Auto Parts — 0.2% | Automotive & Auto Parts — 0.2% |
| Clarios Global, L.P., Term Loan, 7.634%, (1 mo. USD LIBOR + 3.25%), 4/30/26 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847 | $833204 |
|  |  | **$833204** |
| Healthcare — 0.9% | Healthcare — 0.9% | Healthcare — 0.9% |
| Jazz Financing Lux S.a.r.l., Term Loan, 7.884%, (1 mo. USD LIBOR + 3.50%), 5/5/28 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1473 | $1462726 |
| Pluto Acquisition I, Inc., Term Loan, 8.735%, (3 mo. USD LIBOR + 4.00%), 6/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1279 | &nbsp;&nbsp; 869309 |
| Verscend Holding Corp., Term Loan, 8.383%, (1 mo. USD LIBOR + 4.00%), 8/27/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1648 | &nbsp;&nbsp; 1641585 |
|  |  | **$3973620** |
| Restaurants — 0.2% | Restaurants — 0.2% | Restaurants — 0.2% |
| IRB Holding Corp., Term Loan, 7.317%, (SOFR + 3.00%), 12/15/27 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;774 | &nbsp;&nbsp;&nbsp;&nbsp;$751710 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$751710** |
| Services — 1.0% | Services — 1.0% | Services — 1.0% |
| AlixPartners, LLP, Term Loan, 7.134%, (1 mo. USD LIBOR + 2.75%), 2/4/28 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1430 | &nbsp;&nbsp;&nbsp;$1419205 |
| Spin Holdco, Inc., Term Loan, 8.765%, (3 mo. USD LIBOR + 4.00%), 3/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2468 | &nbsp;&nbsp;&nbsp;&nbsp;2105861 |
| SRS Distribution, Inc., Term Loan, 7.883%, (1 mo. USD LIBOR + 3.50%), 6/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735545 |
|  |  | &nbsp;&nbsp;&nbsp;**$4260611** |
| Super Retail — 0.7% | Super Retail — 0.7% | Super Retail — 0.7% |
| Petsmart, Inc., Term Loan, 8.13%, (1 mo. USD LIBOR + 3.75%), 2/11/28 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2830 | &nbsp;&nbsp;&nbsp;$2781967 |
|  |  | &nbsp;&nbsp;&nbsp;**$2781967** |
| Technology — 0.7% | Technology — 0.7% | Technology — 0.7% |
| Riverbed Technology, Inc., Term Loan, 12.54%, (3 mo. USD LIBOR + 8.00%), 10.54% cash, 2.00% PIK, 12/7/26 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;982 | &nbsp;&nbsp;&nbsp;&nbsp;$422418 |
| SS&C European Holdings S.a.r.l., Term Loan, 6.133%, (1 mo. USD LIBOR + 1.75%), 4/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58576 |
| SS&C Technologies, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.134%, (1 mo. USD LIBOR + 1.75%), 4/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73437 |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.134%, (1 mo. USD LIBOR + 1.75%), 4/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407732 |

---

------

Calvert

High Yield Bond Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Technology (continued) | Technology (continued) | Technology (continued) |
| Travelport Finance (Luxembourg) S.a.r.l., Term Loan, 13.48%, (3 mo. USD LIBOR + 8.75%), 6.23% cash, 7.25% PIK, 2/28/25 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2096 | $2103395 |
|  |  | **$3065558** |
| Total Senior Floating-Rate Loans<br> (identified cost $19,629,228) |  | **$18449211** |

---

Short-Term Investments — 10.0%

---

| | | |
|:---|:---|:---|
| Affiliated Fund — 2.1% |  |  |
| **Security** | **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value** |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 4.11%<sup>(10)</sup> | 9002288 | $9002288 |
| Total Affiliated Fund<br> (identified cost $9,002,288) |  | **$9002288** |

---

---

| | | |
|:---|:---|:---|
| Securities Lending Collateral — 7.9% |  |  |
| **Security** | **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value** |
| State Street Navigator Securities Lending Government Money Market Portfolio, 4.34%<sup>(11)</sup> | 32983208 | $32983208 |
| Total Securities Lending Collateral<br> (identified cost $32,983,208) |  | **$32983208** |
| Total Short-Term Investments<br> (identified cost $41,985,496) |  | **$41985496** |
| Total Investments — 105.9%<br> (identified cost $499,713,646) |  | **$442883998** |

---

---

| | |
|:---|:---|
| Other Assets, Less Liabilities — (5.9)% | **$(24648063)** |

---

---

| | |
|:---|:---|
| Net Assets — 100.0% | **$418235935** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category in the Schedule of Investments is based on net assets. | The percentage shown for each investment category in the Schedule of Investments is based on net assets. |
| \* | In U.S. dollars unless otherwise indicated. |
| <sup>(1)</sup> | Amount is less than 0.05%. |

---

<sup>(2)</sup> Non-income producing security.

<sup>(3)</sup> Security was acquired in connection with a restructuring of a Senior Loan and may be subject to restrictions on resale.

<sup>(4)</sup> All or a portion of this security was on loan at December 31, 2022. The aggregate market value of securities on loan at December 31, 2022 was $33,518,538 and the total market value of the collateral received by the Fund was $34,733,132, comprised of cash of $32,983,208 and U.S. government and/or agencies securities of $1,749,924.

<sup>(5)</sup> Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At December 31, 2022, the aggregate value of these securities is $306,917,778 or 73.4% of the Fund's net assets.

<sup>(6)</sup> Security exempt from registration under Regulation S of the Securities Act of 1933, as amended, which exempts from registration securities offered and sold outside the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933, as amended. At December 31, 2022, the aggregate value of these securities is $9,102,621 or 2.2% of the Fund's net assets.

<sup>(7)</sup> Security converts to variable rate after the indicated fixed-rate coupon period.

<sup>(8)</sup> Perpetual security with no stated maturity date but may be subject to calls by the issuer.

<sup>(9)</sup> Senior floating-rate loans (Senior Loans) often require prepayments from excess cash flows or permit the borrowers to repay at their election. The degree to which borrowers repay, whether as a contractual requirement or at their election, cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. However, Senior Loans will typically have an expected average life of approximately two to four years. Senior Loans typically have rates of interest which are redetermined periodically by reference to a base lending rate, plus a spread. These base lending rates are primarily the London Interbank Offered Rate ("LIBOR") or the Secured Overnight Financing Rate ("SOFR") and secondarily, the prime rate offered by one or more major United States banks (the "Prime Rate"). Base lending rates may be subject to a floor, or minimum rate. Rates for SOFR are generally 1 or 3-month tenors and may also be subject to a credit spread adjustment. Senior Loans are generally subject to contractual restrictions that must be satisfied before they can be bought or sold.

<sup>(10)</sup> May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of December 31, 2022.

<sup>(11)</sup> Represents investment of cash collateral received in connection with securities lending.

#### Forward Foreign Currency Exchange Contracts

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;&nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;&nbsp;&nbsp;**Unrealized<br> (Depreciation)** |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898709 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659249 | &nbsp;&nbsp;&nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;&nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;$4583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344544 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366717 | &nbsp;&nbsp;&nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;&nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |

---

------

Calvert

High Yield Bond Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

#### Forward Foreign Currency Exchange Contracts — continued

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;&nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;&nbsp;&nbsp;**Unrealized<br> (Depreciation)** |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169433 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181729 | &nbsp;&nbsp;&nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;&nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(35) |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7867 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9473 | &nbsp;&nbsp;&nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;&nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21637 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28990 | &nbsp;&nbsp;&nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;&nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629564 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852210 | &nbsp;&nbsp;&nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;&nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12886 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17509 | &nbsp;&nbsp;&nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;&nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(48) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71028 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67817 | &nbsp;&nbsp;&nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;&nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1697) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144285 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137291 | &nbsp;&nbsp;&nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;&nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2941) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109046 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106754 | &nbsp;&nbsp;&nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;&nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5434) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161658 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162380 | &nbsp;&nbsp;&nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;&nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12473) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;8531520 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;8436219 | &nbsp;&nbsp;&nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;&nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(515216) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1870 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1558 | &nbsp;&nbsp;&nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;&nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12057 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10121 | &nbsp;&nbsp;&nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;&nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(187) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6650 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5730 | &nbsp;&nbsp;&nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;&nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(282) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15601 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13554 | &nbsp;&nbsp;&nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;&nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(797) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250511 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215362 | &nbsp;&nbsp;&nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;&nbsp;&nbsp;1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10035) |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$7690** | &nbsp;&nbsp;&nbsp;&nbsp;**$(549159)** |

---

---

| | |
|:---|:---|
| **Abbreviations:** | **Abbreviations:** |
| LIBOR | – London Interbank Offered Rate |
| PIK | – Payment In Kind |
| SOFR | – Secured Overnight Financing Rate |

---

---

| | |
|:---|:---|
| **Currency Abbreviations:** | **Currency Abbreviations:** |
| CAD | – Canadian Dollar |
| EUR | – Euro |
| GBP | – British Pound Sterling |
| USD | – United States Dollar |

---

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

The Fund is subject to foreign exchange risk in the normal course of pursuing its investment objectives. During the fiscal year to date ended December 31, 2022, the Fund entered into forward foreign currency exchange contracts to seek to hedge against the decline in the value of currencies in which its portfolio holdings are denominated against the U.S. dollar.

Affiliated Investments

At December 31, 2022, the value of the Fund's investment in funds that may be deemed to be affiliated was $9,002,288, which represents 2.1% of the Fund's net assets. Transactions in such funds for the fiscal year to date ended December 31, 2022 were as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Name** | **Value,<br> beginning<br> of period** | **Purchases** | **Sales<br> proceeds** | **Net<br> realized<br> gain<br> (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Value,<br> end of<br> period** | **Dividend<br> income** | **Shares,<br> end of<br> period** |
| **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** |  |  |  |  |  |  |
| Liquidity Fund, Institutional Class<sup>(1)</sup> | $12432367 | $36812533 | $(40242612) | $— | $— | $9002288 | $73299 | 9002288 |

---

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

------

Calvert

High Yield Bond Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

Fair Value Measurements

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

Level 1 - quoted prices in active markets for identical securities

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

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

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

The following table summarizes the market value of the Fund's holdings as of December 31, 2022, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Description** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3** | &nbsp;&nbsp;**Total** |
| Common Stocks | &nbsp;&nbsp;$1717205<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3554 | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$1720759 |
| Convertible Preferred Stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2699113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8175 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2707288 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;376815911 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;376815911 |
| Preferred Stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1205333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1205333 |
| Senior Floating-Rate Loans | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18449211 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18449211 |
| Short-Term Investments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Affiliated Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9002288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9002288 |
| &nbsp;&nbsp;&nbsp;Securities Lending Collateral | &nbsp;&nbsp;&nbsp;&nbsp;32983208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32983208 |
| **Total Investments** | &nbsp;&nbsp;**$47607147** | &nbsp;&nbsp;**$395276851** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$442883998** |
| Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$7690 | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$7690 |
| **Total** | &nbsp;&nbsp;**$47607147** | &nbsp;&nbsp;**$395284541** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$442891688** |
| **Liability Description** |  |  |  |  |
| Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(549159) | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(549159) |
| **Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$(549159)** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$(549159)** |

---

<sup>(1)</sup> The level classification by major category of investments is the same as the category presentation in the Schedule of Investments.

For information on the Fund's policy regarding the valuation of investments and other significant accounting policies, please refer to the Fund's most recent financial statements included in its semiannual or annual report to shareholders.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** CALVERT FUND

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

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

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

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

  - **Street Address 1:** 1825 Connecticut Avenue NW

  - **City:** Washington

  - **State:** DC

  - **Foreign country:** US

  - **Zip / Postal Code:** 20009

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

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

- **a. Name of Series:** Calvert High Yield Bond Fund

- **b. EDGAR series identifier (if any):** S000025875

- **c. LEI of Series:** 549300CCIV46L1T22Z08

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

- **a. Date of fiscal year-end:** 2023-09-30

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $452773961.49

**Total Liabilities:** $36059518.70

**Net Assets:** $416714442.79

**Cash Not Reported:** $664074.59

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -30.60000000 | **1-Year:** -1091.39000000 | **5-Year:** -7090.58000000 | **10-Year:** -5306.19000000 | **30-Year:** -2374.55000000

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

- **3-Month:** -720.53000000 | **1-Year:** -25408.91000000 | **5-Year:** -95668.44000000 | **10-Year:** -30438.98000000 | **30-Year:** -2069.21000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000077418 | 2.63%                | 1.81%                | -0.63%               |
| Class ID C000211121 | 2.63%                | 1.81%                | -0.62%               |
| Class ID C000077417 | 2.56%                | 1.68%                | -0.68%               |
| Class ID C000077416 | 2.57%                | 1.81%                | -0.68%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2144809.79             | $11528107.64                               |
| Month 2  | $-1244542.01             | $7484554.25                                |
| Month 3  | $-2047994.05             | $-2156027.07                               |

**Designated Index Information**

- **Index Name:** BofAML High Yield-USD

- **Index Identifier:** ML_HY

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| OUTFRONT MEDIA CAP LLC/C                 | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1407000 | PA      | $1166302.46   | 0.28%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| HERENS HOLDCO SARL                       | Herens Holdco Sarl                                                               | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |   1787000 | PA      | $1337935.84   | 0.32%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                        | Clarios Global LP                                                                | CUSIP: 18060TAA3<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |    182000 | PA      | $182686.40    | 0.04%             | 2025-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES SHI                 | Viking Ocean Cruises Ship VII Ltd                                                | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1731000 | PA      | $1395705.30   | 0.33%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                 | Ford Motor Credit Co LLC                                                         | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3018000 | PA      | $2907968.55   | 0.70%             | 2025-06-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SPCM SA                                  | SPCM SA                                                                          | CUSIP: 000000000<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    439000 | PA      | $395326.36    | 0.09%             | 2029-02-01      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA Inc                         | T-Mobile USA Inc                                                                 | CUSIP: 87264AAT2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    455000 | PA      | $460131.95    | 0.11%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CROWN AMER/CAP CORP V                    | Crown Americas LLC / Crown Americas Capital Corp V                               | CUSIP: 22819KAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1112924.50   | 0.27%             | 2026-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                  | Booz Allen Hamilton Inc                                                          | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    977000 | PA      | $861312.38    | 0.21%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                  | Asbury Automotive Group Inc                                                      | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    691000 | PA      | $609230.52    | 0.15%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                 | Moog Inc                                                                         | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |   1329000 | PA      | $1231610.88   | 0.30%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Riverbed Technology, Inc.                | Riverbed Technology, Inc. 2021 PIK Exit Term Loan                                | CUSIP: 000000000<br>LEI: XWT9B0BASIY6FJ5R7M02 | Long             | LON              | CORP              | US        |    982367 | PA      | $422417.81    | 0.10%             | 2026-12-07      | Floating      | 10.54%                | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                  | Standard Industries Inc/NJ                                                       | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    988000 | PA      | $807205.46    | 0.19%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CIENA CORP                               | Ciena Corp                                                                       | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |   1374000 | PA      | $1211022.99   | 0.29%             | 2030-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                      | Viavi Solutions Inc                                                              | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |   1378000 | PA      | $1160413.17   | 0.28%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEPTUNE ENERGY BONDCO                    | Neptune Energy Bondco PLC                                                        | CUSIP: 64073KAA1<br>LEI: 549300CPMT8I2QBRYF88 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1945515.68   | 0.47%             | 2025-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                    | SS&C Technologies Inc                                                            | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |   1148000 | PA      | $1077313.16   | 0.26%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VAREX IMAGING CORPORATIO                 | Varex Imaging Corp                                                               | CUSIP: 92214XAC0<br>LEI: 549300CWYWPVCT8E9W67 | Long             | DBT              | CORP              | US        |    904000 | PA      | $899787.36    | 0.22%             | 2027-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US                    | Canpack SA / Canpack US LLC                                                      | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1786000 | PA      | $1409796.48   | 0.34%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| PETSMART INC/PETSMART FI                 | PetSmart Inc / PetSmart Finance Corp                                             | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1764501.56   | 0.42%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                       | Viking Cruises Ltd                                                               | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    360000 | PA      | $298368.00    | 0.07%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| ARKO CORP                                | Arko Corp                                                                        | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2544000 | PA      | $2000856.00   | 0.48%             | 2029-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-14.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER                    | AG TTMT Escrow Issuer LLC                                                        | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    995000 | PA      | $1001218.75   | 0.24%             | 2027-09-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                          | AdaptHealth LLC                                                                  | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    988000 | PA      | $828487.40    | 0.20%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Travelport Finance (Luxembourg) S.a.r.l. | Travelport Finance (Luxembourg) S.a.r.l. 2020 Super Priority Term Loan           | CUSIP: 000000000<br>LEI: 2221005SGFWYZHL40F77 | Long             | LON              | CORP              | LU        |   2095537 | PA      | $2103394.98   | 0.50%             | 2025-02-28      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                 | Ford Motor Credit Co LLC                                                         | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3341000 | PA      | $2997862.60   | 0.72%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                               | Sprint LLC                                                                       | CUSIP: 85207UAH8<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021740.00   | 0.25%             | 2024-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                   | HAT Holdings I LLC / HAT Holdings II LLC                                         | CUSIP: 418751AB9<br>LEI: N/A                  | Long             | DBT              |  | US        |   1294000 | PA      | $1255180.00   | 0.30%             | 2025-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                   | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1233358.00   | 0.30%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                   | Edgewell Personal Care Co                                                        | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    954000 | PA      | $893898.00    | 0.21%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                           | Constellium SE                                                                   | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $925820.00    | 0.22%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                         | T-Mobile USA Inc                                                                 | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1088000 | PA      | $900513.88    | 0.22%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Team Health Holdings Inc                 | Team Health Holdings Inc                                                         | CUSIP: 88047PAA2<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $742498.70    | 0.18%             | 2025-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| TOPBUILD CORP                            | TopBuild Corp                                                                    | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $821204.86    | 0.20%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                 | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL | CUSIP: 11284DAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |    583000 | PA      | $533571.69    | 0.13%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                    | GFL Environmental Inc                                                            | CUSIP: 36168QAM6<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |   1631000 | PA      | $1436026.18   | 0.34%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                   | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $910195.00    | 0.22%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| METIS MERGER SUB LLC                     | Metis Merger Sub LLC                                                             | CUSIP: 59155LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1458000 | PA      | $1225861.38   | 0.29%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DYCOM INDUSTRIES INC                     | Dycom Industries Inc                                                             | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1421098.17   | 0.34%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                    | Molina Healthcare Inc                                                            | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   1089000 | PA      | $905922.05    | 0.22%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ziggo Bond Co BV                         | Ziggo Bond Co BV                                                                 | CUSIP: 98954UAB9<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |   1420000 | PA      | $1323440.00   | 0.32%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                      | Avantor Funding Inc                                                              | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   1001000 | PA      | $911630.72    | 0.22%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING                 | NextEra Energy Operating Partners LP                                             | CUSIP: 65342QAC6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13088.39     | 0.00%             | 2024-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                             | Centene Corp                                                                     | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1339000 | PA      | $1258751.33   | 0.30%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                        | Iliad Holding SASU                                                               | CUSIP: 449691AA2<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |   1164000 | PA      | $1081569.99   | 0.26%             | 2026-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                         | T-Mobile USA Inc                                                                 | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    851000 | PA      | $775695.86    | 0.19%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NUFARM AUSTRALIA/AMERICA                 | Nufarm Australia Ltd / Nufarm Americas Inc                                       | CUSIP: 67052NAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   1535000 | PA      | $1332134.40   | 0.32%             | 2030-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                        | Clean Harbors Inc                                                                | CUSIP: 184496AN7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    500000 | PA      | $474610.00    | 0.11%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KORN/FERRY INTERNATIONAL                 | Korn Ferry                                                                       | CUSIP: 50067PAA7<br>LEI: 549300FOD20OM0GT5G40 | Long             | DBT              | CORP              | US        |   1739000 | PA      | $1604627.47   | 0.39%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                          | AdaptHealth LLC                                                                  | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    956000 | PA      | $815076.04    | 0.20%             | 2030-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                        | Lithia Motors Inc                                                                | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   1173000 | PA      | $1059992.76   | 0.25%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                 | Ford Motor Credit Co LLC                                                         | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    242000 | PA      | $213085.84    | 0.05%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE C0-ISSUER INC                 | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $145919.48    | 0.04%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP                  | ASP Unifrax Holdings Inc                                                         | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |   1083000 | PA      | $872889.01    | 0.21%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                 | TerraForm Power Operating LLC                                                    | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |   1402000 | PA      | $1264197.42   | 0.30%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                    | McGraw-Hill Education Inc                                                        | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |   2423000 | PA      | $2006892.15   | 0.48%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc.                   | SS&C Technologies Inc. 2018 Term Loan B3                                         | CUSIP: 78466DBD5<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |     74591 | PA      | $73437.35     | 0.02%             | 2025-04-16      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                    | Bath & Body Works Inc                                                            | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   1244000 | PA      | $1093482.97   | 0.26%             | 2033-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| Spectrum Brands Inc                      | Spectrum Brands Inc                                                              | CUSIP: 84762LAU9<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59410.15     | 0.01%             | 2025-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                | IQVIA Inc                                                                        | CUSIP: 000000000<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    769000 | PA      | $696539.96    | 0.17%             | 2029-03-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| CINEMARK USA INC                         | Cinemark USA Inc                                                                 | CUSIP: 172441BC0<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    673000 | PA      | $681398.21    | 0.16%             | 2025-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| TAYLOR MORRISON COMM                     | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    306000 | PA      | $287050.24    | 0.07%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                 | Performance Food Group Inc                                                       | CUSIP: 71376LAD2<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    231000 | PA      | $231875.49    | 0.06%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| CRESTWOOD MID PARTNER LP                 | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp               | CUSIP: 226373AR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $918955.65    | 0.22%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                 | NCR Corp                                                                         | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    286000 | PA      | $239698.95    | 0.06%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DAVE & BUSTER'S INC                      | Dave & Buster's Inc                                                              | CUSIP: 23833NAH7<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | DBT              | CORP              | US        |   3154000 | PA      | $3174374.84   | 0.76%             | 2025-11-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-2941.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LABL INC                                 | LABL Inc                                                                         | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    906000 | PA      | $791069.37    | 0.19%             | 2028-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                      | Jazz Securities DAC                                                              | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |   1376000 | PA      | $1228871.20   | 0.29%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENTERCOM MEDIA CORP                      | Audacy Capital Corp                                                              | CUSIP: 29365DAB5<br>LEI: 549300S5JUSXRHNCHD80 | Long             | DBT              | CORP              | US        |   2210000 | PA      | $385654.11    | 0.09%             | 2029-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                   | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    273000 | PA      | $217833.53    | 0.05%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                      | Sirius XM Radio Inc                                                              | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1702000 | PA      | $1331124.36   | 0.32%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                            | Citigroup Inc                                                                    | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $972500.00    | 0.23%             | 2026-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Constellium SE                           | Constellium SE                                                                   | CUSIP: 210383AG0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    627000 | PA      | $604942.14    | 0.15%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                         | APi Group DE Inc                                                                 | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |   1582000 | PA      | $1379465.35   | 0.33%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SPCM SA                                  | SPCM SA                                                                          | CUSIP: 000000000<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $90051.56     | 0.02%             | 2029-02-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                  | Asbury Automotive Group Inc                                                      | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    162000 | PA      | $133488.00    | 0.03%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                    | Bread Financial Holdings Inc                                                     | CUSIP: 018581AK4<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |   1041000 | PA      | $924739.08    | 0.22%             | 2024-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors             | State Street Navigator Securities Lending Government Money Market Portfolio      | CUSIP: 857492706<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |  32983208 | NS      | $32983208.00  | 7.92%             |  |  |  | No            |                  1 | On Loan: No      |
| MCGRAW-HILL EDUCATION                    | McGraw-Hill Education Inc                                                        | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1132268.08   | 0.27%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                               | Sprint LLC                                                                       | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1581759.00   | 0.38%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                  | US Acute Care Solutions LLC                                                      | CUSIP: 90367UAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2658000 | PA      | $2362094.35   | 0.57%             | 2026-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                     | Kraft Heinz Foods Co                                                             | CUSIP: 50077LBF2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   2852000 | PA      | $2674092.50   | 0.64%             | 2031-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                     | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    974000 | PA      | $936833.38    | 0.22%             | 2027-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                 | BroadStreet Partners Inc                                                         | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |   2166000 | PA      | $1846258.03   | 0.44%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                 | iHeartCommunications Inc                                                         | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    717263 | PA      | $611457.74    | 0.15%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| KB HOME                                  | KB Home                                                                          | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60384.38     | 0.01%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                      | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1615490.00   | 0.39%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TEMPUR SEALY INTL INC                    | Tempur Sealy International Inc                                                   | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |   3035000 | PA      | $2386936.45   | 0.57%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                    | Bath & Body Works Inc                                                            | CUSIP: 532716AN7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     88000 | PA      | $74503.88     | 0.02%             | 2037-07-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                            | ModivCare Inc                                                                    | CUSIP: 743815AE2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |   1398000 | PA      | $1314981.81   | 0.32%             | 2025-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                 | MSCI Inc                                                                         | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   1178000 | PA      | $981303.45    | 0.24%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                 | Ford Motor Credit Co LLC                                                         | CUSIP: 345397A78<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195354.28    | 0.05%             | 2023-11-17      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Partners LP               | NextEra Energy Partners LP                                                       | CUSIP: 65341B106<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | EC               | CORP              | US        |     24500 | NS      | $1717205.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| VIASAT INC                               | Viasat Inc                                                                       | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    750000 | PA      | $563885.84    | 0.14%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                 | PetSmart Inc / PetSmart Finance Corp                                             | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1709000 | PA      | $1550425.29   | 0.37%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KB HOME                                  | KB Home                                                                          | CUSIP: 48666KAY5<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    491000 | PA      | $427756.75    | 0.10%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                 | iHeartCommunications Inc                                                         | CUSIP: 45174HBE6<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    500000 | PA      | $424331.66    | 0.10%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| INGLES MARKETS INC                       | Ingles Markets Inc                                                               | CUSIP: 457030AK0<br>LEI: 549300XH5RYBMYP8TF26 | Long             | DBT              | CORP              | US        |   1077000 | PA      | $907173.26    | 0.22%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                 | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1509000 | PA      | $1310792.85   | 0.31%             | 2027-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                | IQVIA Inc                                                                        | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    594000 | PA      | $567567.00    | 0.14%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTION                 | Catalent Pharma Solutions Inc                                                    | CUSIP: 000000000<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    893000 | PA      | $783124.67    | 0.19%             | 2028-03-01      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| ARCONIC CORP                             | Arconic Corp                                                                     | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $939985.05    | 0.23%             | 2028-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                          | Fair Isaac Corp                                                                  | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $1864015.80   | 0.45%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                      | Prestige Brands Inc                                                              | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |   1116000 | PA      | $1049354.38   | 0.25%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CONDOR MERGER SUB INC                    | Condor Merger Sub Inc                                                            | CUSIP: 579063AB4<br>LEI: 254900SAGUYT3MBUU161 | Long             | DBT              | CORP              | US        |   1443000 | PA      | $1162792.34   | 0.28%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP                  | Penske Automotive Group Inc                                                      | CUSIP: 70959WAJ2<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |    947000 | PA      | $880364.00    | 0.21%             | 2025-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| NETFLIX INC                              | Netflix Inc                                                                      | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   2917000 | PA      | $2725291.90   | 0.65%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                     | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAT3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990809.05    | 0.24%             | 2029-01-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                   | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBZ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996267.67    | 0.24%             | 2023-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                              | Avient Corp                                                                      | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    702000 | PA      | $687175.12    | 0.16%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| FIRST-CITIZENS BANK/TRST                 | First-Citizens Bank & Trust Co                                                   | CUSIP: 12556LBJ4<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $946066.21    | 0.23%             | 2025-09-27      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                     | Chart Industries Inc                                                             | CUSIP: 000000000<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    889000 | PA      | $912838.54    | 0.22%             | 2031-01-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| GROUP 1 AUTOMOTIVE INC                   | Group 1 Automotive Inc                                                           | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |   1761000 | PA      | $1493522.06   | 0.36%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REAL HERO MERGER SUB 2                   | Real Hero Merger Sub 2 Inc                                                       | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1271000 | PA      | $872922.80    | 0.21%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| COHERENT CORP                            | Coherent Corp                                                                    | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |   1257000 | PA      | $1085708.61   | 0.26%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| TERVITA CORP                             | Tervita Corp                                                                     | CUSIP: 88159EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1299000 | PA      | $1403340.33   | 0.34%             | 2025-12-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Jazz Financing Lux S.a.r.l.              | Jazz Financing Lux S.a.r.l. USD Term Loan                                        | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |   1471861 | PA      | $1461333.07   | 0.35%             | 2028-05-05      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| SUMMER (BC) BIDC                         | Summer BC Bidco B LLC                                                            | CUSIP: 865632AA1<br>LEI: 213800CCW2O2WZ7YV169 | Long             | DBT              | CORP              | US        |   1617000 | PA      | $1314119.73   | 0.32%             | 2026-10-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VEND FIN IV                 | Virgin Media Vendor Financing Notes IV DAC                                       | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |   1505000 | PA      | $1317841.63   | 0.32%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Verscend Holding Corp.                   | Verscend Holding Corp. 2021 Term Loan B                                          | CUSIP: 92531HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1647764 | PA      | $1641584.67   | 0.39%             | 2025-08-27      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMorgan Chase & Co                                                              | CUSIP: 48128BAG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3066000 | PA      | $2709577.50   | 0.65%             | 2025-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                             | Centene Corp                                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2093000 | PA      | $1917378.09   | 0.46%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                 | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              |  | US        |   1764000 | PA      | $1476883.07   | 0.35%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| SIRIUS XM RADIO INC                      | Sirius XM Radio Inc                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   2417000 | PA      | $1999982.91   | 0.48%             | 2030-07-01      | Fixed         | 4.12%                 | 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        |    953000 | PA      | $818495.84    | 0.20%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                         | T-Mobile USA Inc                                                                 | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    563000 | PA      | $477356.89    | 0.11%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI                         | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    824000 | PA      | $648371.07    | 0.16%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VM CONSOLIDATED INC                      | VM Consolidated Inc                                                              | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |   1697000 | PA      | $1496855.82   | 0.36%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                         | IRB Holding Corp                                                                 | CUSIP: 44988MAC9<br>LEI: 549300HVW4WNWYBXN830 | Long             | DBT              | CORP              | US        |   1829000 | PA      | $1827262.45   | 0.44%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                   | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3913000 | PA      | $3383571.10   | 0.81%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                         | Sensata Technologies Inc                                                         | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    199000 | PA      | $173583.62    | 0.04%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                      | Sprint Capital Corp                                                              | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   3759000 | PA      | $3910093.01   | 0.94%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                             | US Foods Inc                                                                     | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   2490000 | PA      | $2213859.00   | 0.53%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                 | Connect Finco SARL / Connect US Finco LLC                                        | CUSIP: 20752TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   3000000 | PA      | $2786458.56   | 0.67%             | 2026-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                 | iHeartCommunications Inc                                                         | CUSIP: 45174HBC0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     25469 | PA      | $23471.72     | 0.01%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                         | Cinemark USA Inc                                                                 | CUSIP: 172441BD8<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    744000 | PA      | $620650.02    | 0.15%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| T-Mobile USA Inc                         | T-Mobile USA Inc                                                                 | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    275000 | PA      | $267985.52    | 0.06%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                         | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1287000 | PA      | $1116646.57   | 0.27%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PRESIDIO HOLDING INC                     | Presidio Holdings Inc                                                            | CUSIP: 74101XAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    782000 | PA      | $714341.36    | 0.17%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                 | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2014000 | PA      | $1814634.14   | 0.44%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                              | Netflix Inc                                                                      | CUSIP: 64110LAN6<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482110.00    | 0.12%             | 2026-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AlixPartners, LLP                        | AlixPartners, LLP 2021 USD Term Loan B                                           | CUSIP: 01642PBB1<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |   1430316 | PA      | $1419204.93   | 0.34%             | 2028-02-04      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                       | Ally Financial Inc                                                               | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1926000 | PA      | $1294031.25   | 0.31%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CARS.COM INC                             | Cars.com Inc                                                                     | CUSIP: 14575EAA3<br>LEI: 5493002G6J07LNGX4M98 | Long             | DBT              | CORP              | US        |   1968000 | PA      | $1750511.42   | 0.42%             | 2028-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-515216.30   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-282.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENVIVA PARTNERS LP/FIN C                 | Enviva Partners LP / Enviva Partners Finance Corp                                | CUSIP: 29413XAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3767000 | PA      | $3553863.14   | 0.85%             | 2026-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                 | BCPE Empire Holdings Inc                                                         | CUSIP: 05552VAA0<br>LEI: 549300O2G0VI2955B626 | Long             | DBT              | CORP              | US        |   3132000 | PA      | $2812629.96   | 0.67%             | 2027-05-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: —       |
| SVB FINANCIAL GROUP                      | SVB Financial Group                                                              | CUSIP: 78486QAG6<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |   2017000 | PA      | $1164457.06   | 0.28%             | 2031-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                         | IRB Holding Corp 2022 Term Loan B                                                | CUSIP: 44988LAH0<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |    774210 | PA      | $751709.91    | 0.18%             | 2027-12-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                 | Ford Motor Credit Co LLC                                                         | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    236000 | PA      | $213862.82    | 0.05%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-796.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                    | GFL Environmental Inc                                                            | CUSIP: 36168QAK0<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    387000 | PA      | $366324.53    | 0.09%             | 2025-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NESCO HOLDINGS II INC                    | NESCO Holdings II Inc                                                            | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |   1614000 | PA      | $1414348.20   | 0.34%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-47.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GREYSTAR REAL ESTATE PAR                 | Greystar Real Estate Partners LLC                                                | CUSIP: 39807UAB2<br>LEI: 254900HGC806SXAS4M46 | Long             | DBT              | CORP              | US        |   2219000 | PA      | $2172339.98   | 0.52%             | 2025-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                 | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   3042000 | PA      | $2728035.18   | 0.65%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Drax Finco PLC                           | Drax Finco PLC                                                                   | CUSIP: 26151AAA7<br>LEI: 5493000MW6H7G7JFNQ88 | Long             | DBT              | CORP              | GB        |   1707000 | PA      | $1633984.75   | 0.39%             | 2025-11-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                 | Univision Communications Inc                                                     | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1829000 | PA      | $1532948.92   | 0.37%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                    | Encompass Health Corp                                                            | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    351000 | PA      | $302253.76    | 0.07%             | 2031-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                          | Madison IAQ LLC                                                                  | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |   2585000 | PA      | $1776615.80   | 0.43%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL CINEMEDIA LLC                   | National CineMedia LLC                                                           | CUSIP: 63530QAJ8<br>LEI: 7LJEQIVQVLNGS4X6T547 | Long             | DBT              | CORP              | US        |   1318000 | PA      | $305281.75    | 0.07%             | 2028-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                              | Gartner Inc                                                                      | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   1143000 | PA      | $1067676.30   | 0.26%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                         | Arches Buyer Inc                                                                 | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    557000 | PA      | $447741.67    | 0.11%             | 2028-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| OPTION CARE HEALTH INC                   | Option Care Health Inc                                                           | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |   1589000 | PA      | $1391940.17   | 0.33%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTION                 | Catalent Pharma Solutions Inc                                                    | CUSIP: 14879EAK4<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |   1078000 | PA      | $852552.47    | 0.20%             | 2030-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| LCPR SR SECURED FIN DAC                  | LCPR Senior Secured Financing DAC                                                | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |   1345000 | PA      | $1260695.40   | 0.30%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                 | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1519000 | PA      | $1249840.80   | 0.30%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OXFORD FIN LLC/CO-ISS II                 | Oxford Finance LLC / Oxford Finance Co-Issuer II Inc                             | CUSIP: 69145LAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1454000 | PA      | $1355287.94   | 0.33%             | 2027-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                               | Grifols SA                                                                       | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    500000 | PA      | $507210.01    | 0.12%             | 2025-02-15      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: —       |
| TOPBUILD CORP                            | TopBuild Corp                                                                    | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |   1851000 | PA      | $1506815.81   | 0.36%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                       | Seagate HDD Cayman                                                               | CUSIP: 81180WBG5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |   1276740 | PA      | $1402045.65   | 0.34%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| COVANTA HOLDING CORP                     | Covanta Holding Corp                                                             | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |   1948000 | PA      | $1598470.36   | 0.38%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UPC Holding BV                           | UPC Holding BV                                                                   | CUSIP: 90320LAG2<br>LEI: 213800G1DU7LKI6ZCD69 | Long             | DBT              | CORP              | NL        |    766000 | PA      | $681035.28    | 0.16%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                       | Telecom Italia SpA/Milano                                                        | CUSIP: 87927YAA0<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |   1116000 | PA      | $1059642.00   | 0.25%             | 2024-05-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                          | Yum! Brands Inc                                                                  | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   1519000 | PA      | $1276886.59   | 0.31%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                   | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2549000 | PA      | $2279405.02   | 0.55%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OSCAR ACQUISITIONCO LLC                  | Oscar AcquisitionCo LLC / Oscar Finance Inc                                      | CUSIP: 687785AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    732000 | PA      | $657848.40    | 0.16%             | 2030-04-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| MOLINA HEALTHCARE INC                    | Molina Healthcare Inc                                                            | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   2357000 | PA      | $2000915.54   | 0.48%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                      | AssuredPartners Inc                                                              | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    238000 | PA      | $196192.79    | 0.05%             | 2029-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                             | Novelis Corp                                                                     | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    500000 | PA      | $448877.50    | 0.11%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LABL INC                                 | LABL Inc                                                                         | CUSIP: 50168AAA8<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    300000 | PA      | $279624.00    | 0.07%             | 2027-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                     | SRS Distribution Inc                                                             | CUSIP: 78471RAD8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |    824000 | PA      | $656854.15    | 0.16%             | 2029-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| VICTORIA'S SECRET & CO                   | Victoria's Secret & Co                                                           | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |   2226000 | PA      | $1750526.40   | 0.42%             | 2029-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                      | Spectrum Brands Inc                                                              | CUSIP: 84762LAV7<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    629000 | PA      | $545378.39    | 0.13%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| USI Inc/NY                               | USI Inc/NY                                                                       | CUSIP: 91739VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $964924.43    | 0.23%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |         1 | NC      | $44.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRIPADVISOR INC                          | TripAdvisor Inc                                                                  | CUSIP: 896945AA0<br>LEI: 549300XVG45PT5BART17 | Long             | DBT              | CORP              | US        |   1103000 | PA      | $1091539.70   | 0.26%             | 2025-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| State Street Bank & Trust Co.            | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $223.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                    | GFL Environmental Inc                                                            | CUSIP: 36168QAJ3<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $956916.64    | 0.23%             | 2025-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                        | Lithia Motors Inc                                                                | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   1324000 | PA      | $1079563.54   | 0.26%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Viking Cruises Ltd                       | Viking Cruises Ltd                                                               | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   1557000 | PA      | $1271671.11   | 0.31%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| National CineMedia LLC                   | National CineMedia LLC                                                           | CUSIP: 63530QAH2<br>LEI: 7LJEQIVQVLNGS4X6T547 | Long             | DBT              | CORP              | US        |    679000 | PA      | $18794.96     | 0.00%             | 2026-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                  | Becton Dickinson and Co                                                          | CUSIP: 075887406<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EP               | CORP              | US        |     25930 | NS      | $1298574.40   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| WATCO COS LLC/FINANCE CO                 | Watco Cos LLC / Watco Finance Corp                                               | CUSIP: 941130AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1379791.00   | 0.33%             | 2027-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                  | Standard Industries Inc/NJ                                                       | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1802700.00   | 0.43%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| JONES DESLAURIERS INSURA                 | Jones Deslauriers Insurance Management Inc                                       | CUSIP: 48020RAA3<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |   1063000 | PA      | $1048281.78   | 0.25%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                   | HAT Holdings I LLC / HAT Holdings II LLC                                         | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              |  | US        |   1740000 | PA      | $1281711.37   | 0.31%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                         | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $814305.00    | 0.20%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                  | Asbury Automotive Group Inc                                                      | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    398000 | PA      | $335840.36    | 0.08%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                  | New Fortress Energy Inc                                                          | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3001000 | PA      | $2792730.60   | 0.67%             | 2026-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GTCR AP Finance Inc                      | GTCR AP Finance Inc                                                              | CUSIP: 40060QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1543000 | PA      | $1480446.78   | 0.36%             | 2027-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $77.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/XO MGMT                   | VistaJet Malta Finance PLC / XO Management Holding Inc                           | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1803000 | PA      | $1448034.38   | 0.35%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                    | Bath & Body Works Inc                                                            | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    762000 | PA      | $716366.11    | 0.17%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd                       | Viking Cruises Ltd                                                               | CUSIP: 92676XAC1<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $913755.00    | 0.22%             | 2025-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION                    | CMG Media Corp                                                                   | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2019000 | PA      | $1522891.32   | 0.37%             | 2027-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                     | Sonic Automotive Inc                                                             | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |   2129000 | PA      | $1707474.73   | 0.41%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| LIFEPOINT HEALTH INC                     | LifePoint Health Inc                                                             | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $1144208.80   | 0.27%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING                 | NextEra Energy Operating Partners LP                                             | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    904000 | PA      | $830764.99    | 0.20%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                              | Gartner Inc                                                                      | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    333000 | PA      | $287546.28    | 0.07%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                  | Starwood Property Trust Inc                                                      | CUSIP: 85571BAW5<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |   1250000 | PA      | $1175213.19   | 0.28%             | 2024-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                     | Sonic Automotive Inc                                                             | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    816000 | PA      | $642611.94    | 0.15%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| WESCO INTERNATIONAL INC                  | WESCO International Inc                                                          | CUSIP: 95082P303<br>LEI: 529900TXOGREY3WNJ434 | Long             | EP               | CORP              | US        |     45970 | NS      | $1205333.40   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                 | Compass Group Diversified Holdings LLC                                           | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    445000 | PA      | $381405.50    | 0.09%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PetSmart, Inc.                           | PetSmart, Inc. 2021 Term Loan B                                                  | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2829718 | PA      | $2781966.98   | 0.67%             | 2028-02-11      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                 | Chobani LLC / Chobani Finance Corp Inc                                           | CUSIP: 17027NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1089000 | PA      | $1062134.37   | 0.25%             | 2025-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| CENTENE CORP                             | Centene Corp                                                                     | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2993000 | PA      | $2347703.54   | 0.56%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                 | Science Applications International Corp                                          | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |   1571000 | PA      | $1455677.59   | 0.35%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                 | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1652000 | PA      | $1512836.91   | 0.36%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                 | Performance Food Group Inc                                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   2496000 | PA      | $2166028.80   | 0.52%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                               | Air Canada 2021 Term Loan B                                                      | CUSIP: 000000000<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |   1379073 | PA      | $1366430.92   | 0.33%             | 2028-08-11      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                      | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    908000 | PA      | $773298.20    | 0.19%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| SIRIUS XM RADIO INC                      | Sirius XM Radio Inc                                                              | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1166000 | PA      | $1036789.71   | 0.25%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BLACK KNIGHT INFOSERV LL                 | Black Knight InfoServ LLC                                                        | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |   1622000 | PA      | $1411140.00   | 0.34%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Teleflex Inc                             | Teleflex Inc                                                                     | CUSIP: 879369AF3<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1188738.45   | 0.29%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                       | Ford Motor Co                                                                    | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   2124000 | PA      | $1596656.89   | 0.38%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                     | SRS Distribution Inc                                                             | CUSIP: 78471RAC0<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |   1438000 | PA      | $1164521.16   | 0.28%             | 2029-07-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                    | Playtika Holding Corp                                                            | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |   1348000 | PA      | $1059865.00   | 0.25%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                    | Molina Healthcare Inc                                                            | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   2231000 | PA      | $2039937.16   | 0.49%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                   | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   1196000 | PA      | $1105696.82   | 0.27%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| State Street Bank & Trust Co.            | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-10035.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                      | Hudbay Minerals Inc                                                              | CUSIP: 443628AH5<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |    995000 | PA      | $902648.85    | 0.22%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                               | Viasat Inc                                                                       | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    225000 | PA      | $204772.50    | 0.05%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                   | MIWD Holdco II LLC / MIWD Finance Corp                                           | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1304000 | PA      | $1039874.93   | 0.25%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc.                   | SS&C Technologies Inc. 2018 Term Loan B5                                         | CUSIP: 78466DBF0<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |    413810 | PA      | $407731.54    | 0.10%             | 2025-04-16      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                   | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1846000 | PA      | $1529244.86   | 0.37%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KEN GARFF AUTOMOTIVE LLC                 | Ken Garff Automotive LLC                                                         | CUSIP: 48850PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1248855.36   | 0.30%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                 | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1341000 | PA      | $1330602.40   | 0.32%             | 2025-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| SPRINT LLC                               | Sprint LLC                                                                       | CUSIP: 85207UAJ4<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   1206000 | PA      | $1247648.00   | 0.30%             | 2025-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CTR PARTNERSHIP/CARETRST                 | CTR Partnership LP / CareTrust Capital Corp                                      | CUSIP: 126458AE8<br>LEI: N/A                  | Long             | DBT              |  | US        |    347000 | PA      | $294650.39    | 0.07%             | 2028-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                        | Iliad Holding SASU                                                               | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |   1625000 | PA      | $1470820.08   | 0.35%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                             | Centene Corp                                                                     | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2526000 | PA      | $2141100.75   | 0.51%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                    | GFL Environmental Inc                                                            | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1284472.50   | 0.31%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                 | Ziggo BV                                                                         | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    506000 | PA      | $424245.58    | 0.10%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK/TRST                 | First-Citizens Bank & Trust Co                                                   | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    670000 | PA      | $682318.92    | 0.16%             | 2028-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                    | GFL Environmental Inc                                                            | CUSIP: 36168Q120<br>LEI: 549300FYK4MBXWIVZU26 | Long             | EP               | CORP              | CA        |     21650 | NS      | $1400538.50   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Health Sciences Inc                  | PRA Health Sciences Inc                                                          | CUSIP: 45569KAA1<br>LEI: 549300R1HR1VWWHIAK47 | Long             | DBT              | CORP              | US        |    434000 | PA      | $393322.52    | 0.09%             | 2026-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                          | AdaptHealth LLC                                                                  | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    815000 | PA      | $750365.62    | 0.18%             | 2028-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                 | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 69867DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $411164.10    | 0.10%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Spin Holdco Inc.                         | Spin Holdco Inc. 2021 Term Loan                                                  | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |   2468409 | PA      | $2105861.18   | 0.51%             | 2028-03-04      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                      | Spectrum Brands Inc                                                              | CUSIP: 84762LAW5<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    680000 | PA      | $601231.27    | 0.14%             | 2030-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                      | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   3062000 | PA      | $2437520.41   | 0.58%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| EDGEWELL PERSONAL CARE                   | Edgewell Personal Care Co                                                        | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |   1333000 | PA      | $1138280.24   | 0.27%             | 2029-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                 | NCR Corp                                                                         | CUSIP: 62886EAZ1<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    693000 | PA      | $572858.06    | 0.14%             | 2030-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                       | Ford Motor Co                                                                    | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1157000 | PA      | $1310886.73   | 0.31%             | 2030-04-22      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                  | Standard Industries Inc/NJ                                                       | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    556000 | PA      | $419551.09    | 0.10%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                      | Avantor Funding Inc                                                              | CUSIP: 000000000<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    600000 | PA      | $595223.44    | 0.14%             | 2028-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SPRINT LLC                               | Sprint LLC                                                                       | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1143209.25   | 0.27%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TMS INTERNATIONAL CORP                   | TMS International Corp/DE                                                        | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |   1511000 | PA      | $1084452.26   | 0.26%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INFRABUILD AUSTRALIA PTY                 | Infrabuild Australia Pty Ltd                                                     | CUSIP: 45682RAA8<br>LEI: 549300W2CPB5W6GFH859 | Long             | DBT              | CORP              | AU        |   1277000 | PA      | $1240618.27   | 0.30%             | 2024-10-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Darling Ingredients Inc                  | Darling Ingredients Inc                                                          | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482030.00    | 0.12%             | 2027-04-15      | Fixed         | 5.25%                 | 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      | $4583.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMOND BC BV                            | Diamond BC BV                                                                    | CUSIP: 25257DAA6<br>LEI: 549300SWLHWJF3D4N658 | Long             | DBT              | CORP              | NL        |    551000 | PA      | $442893.80    | 0.11%             | 2029-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| WESCO DISTRIBUTION INC                   | WESCO Distribution Inc                                                           | CUSIP: 95081QAN4<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    934000 | PA      | $947741.12    | 0.23%             | 2025-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORP                             | Seaspan Corp                                                                     | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |   1835000 | PA      | $1393003.55   | 0.33%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                             | Centene Corp                                                                     | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1438000 | PA      | $1182042.08   | 0.28%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INC                             | Teleflex Inc                                                                     | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    287000 | PA      | $262498.81    | 0.06%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                  | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    961000 | PA      | $823325.76    | 0.20%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| GRIFOLS ESCROW ISSUER                    | Grifols Escrow Issuer SA                                                         | CUSIP: 39843UAA0<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | ES        |   1151000 | PA      | $995212.15    | 0.24%             | 2028-10-15      | Fixed         | 4.75%                 | 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        |   9002288 | NS      | $9002287.75   | 2.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFE TIME INC                            | Life Time Inc                                                                    | CUSIP: 53190FAC9<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    847000 | PA      | $763358.75    | 0.18%             | 2026-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| GFL ENVIRONMENTAL INC                    | GFL Environmental Inc                                                            | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |   1389000 | PA      | $1217493.23   | 0.29%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                     | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |   1309000 | PA      | $1136224.20   | 0.27%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BEASLEY MEZ HLDGS LLC                    | Beasley Mezzanine Holdings LLC                                                   | CUSIP: 07403VAA7<br>LEI: 549300VK8LJV1TK18D38 | Long             | DBT              | CORP              | US        |   1606000 | PA      | $969622.50    | 0.23%             | 2026-02-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DKT Finance ApS                          | DKT Finance ApS                                                                  | CUSIP: 255882AA0<br>LEI: 529900CPZ2SMDPG5RV48 | Long             | DBT              | CORP              | DK        |   1111000 | PA      | $1101278.75   | 0.26%             | 2023-06-17      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                       | Ford Motor Co                                                                    | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   2109000 | PA      | $1518581.02   | 0.36%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                             | Entegris Inc                                                                     | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    893000 | PA      | $791050.06    | 0.19%             | 2028-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                 | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   3152000 | PA      | $3036641.53   | 0.73%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                        | Imola Merger Corp                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3140000 | PA      | $2730633.74   | 0.66%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                         | Arches Buyer Inc                                                                 | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    553000 | PA      | $433243.09    | 0.10%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                   | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    914000 | PA      | $735221.60    | 0.18%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                 | Sensata Technologies Inc                                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1219778.99   | 0.29%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| RIVERBED TECH 12/21 COMMON               | RIVERBED TECH 12/21 COMMON                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7072 | NS      | $3553.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                   | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    698000 | PA      | $554492.81    | 0.13%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| AMWINS GROUP INC                         | AmWINS Group Inc                                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |   1173000 | PA      | $996401.03    | 0.24%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                           | Open Text Corp                                                                   | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   1045000 | PA      | $898543.25    | 0.22%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WHEEL PROS INC                           | Wheel Pros Inc                                                                   | CUSIP: 96289WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1592000 | PA      | $565160.00    | 0.14%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                    | Bath & Body Works Inc                                                            | CUSIP: 501797AU8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     78000 | PA      | $83416.32     | 0.02%             | 2025-07-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: —       |
| UNIVAR SOLUTIONS USA INC                 | Univar Solutions USA Inc/Washington                                              | CUSIP: 91337CAA4<br>LEI: 5493008FTB9VZW6CVA82 | Long             | DBT              | CORP              | US        |   1718000 | PA      | $1632220.26   | 0.39%             | 2027-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| HUDBAY MINERALS INC                      | Hudbay Minerals Inc                                                              | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |   1721000 | PA      | $1565352.17   | 0.38%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                        | Lithia Motors Inc                                                                | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    958000 | PA      | $788965.69    | 0.19%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                         | Cinemark USA Inc                                                                 | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |   1517000 | PA      | $1128337.02   | 0.27%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| TERRAFORM POWER OPERATIN                 | TerraForm Power Operating LLC                                                    | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $871773.39    | 0.21%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                   | WESCO Distribution Inc                                                           | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   1637000 | PA      | $1661913.45   | 0.40%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VENDOR FIN                  | Virgin Media Vendor Financing Notes III DAC                                      | CUSIP: 000000000<br>LEI: 635400SSKC2QCGEPIQ43 | Long             | DBT              | CORP              | IE        |    283000 | PA      | $277457.44    | 0.07%             | 2028-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                 | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1272000 | PA      | $1262588.54   | 0.30%             | 2026-05-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| GEMS MENASA KY LTD/GEMS                  | GEMS MENASA Cayman Ltd / GEMS Education Delaware LLC                             | CUSIP: 36166LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   2720000 | PA      | $2618849.48   | 0.63%             | 2026-07-31      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| LEGACY LIFEPOINT HEALTH                  | Legacy LifePoint Health LLC                                                      | CUSIP: 53219LAS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1067724.00   | 0.26%             | 2027-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LABL INC                                 | LABL Inc                                                                         | CUSIP: 50168QAD7<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    793000 | PA      | $633089.49    | 0.15%             | 2029-11-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| RIVERBED TECH 12/21 CONV PREF            | RIVERBED TECH 12/21 CONV PREF                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     10828 | NS      | $8174.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                   | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1734000 | PA      | $1632847.11   | 0.39%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                 | Perrigo Finance Unlimited Co                                                     | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |   2023000 | PA      | $1726382.30   | 0.41%             | 2030-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HORIZON THERAPEUTICS USA                 | Horizon Therapeutics USA Inc                                                     | CUSIP: 44055PAA4<br>LEI: 254900IS87RLPXY88S03 | Long             | DBT              | CORP              | US        |    929000 | PA      | $954998.07    | 0.23%             | 2027-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Clarios Global LP                        | Clarios Global LP 2021 USD Term Loan B                                           | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |    847326 | PA      | $833203.82    | 0.20%             | 2026-04-30      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                               | Grifols SA                                                                       | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    965000 | PA      | $904729.53    | 0.22%             | 2027-11-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Sensata Technologies BV                  | Sensata Technologies BV                                                          | CUSIP: 81725WAJ2<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    385000 | PA      | $376657.41    | 0.09%             | 2025-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                  | Standard Industries Inc/NJ                                                       | CUSIP: 853496AC1<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    495000 | PA      | $457487.94    | 0.11%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LEEWARD RENEWABL                         | Leeward Renewable Energy Operations LLC                                          | CUSIP: 524590AA4<br>LEI: 254900EVJU1A57NUX379 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1086698.19   | 0.26%             | 2029-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CMG Media Corporation                    | CMG Media Corporation 2021 Term Loan                                             | CUSIP: 88145LAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2026-12-17      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-12473.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pluto Acquisition I, Inc.                | Pluto Acquisition I, Inc. 2021 1st Lien Term Loan                                | CUSIP: 72941DAF9<br>LEI: 254900MOXD90LKQ6AY47 | Long             | LON              | CORP              | US        |   1278396 | PA      | $869309.62    | 0.21%             | 2026-06-22      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                     | WR Grace Holdings LLC                                                            | CUSIP: 92943GAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $493195.00    | 0.12%             | 2024-10-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MODIVCARE ESCROW ISSUER                  | ModivCare Escrow Issuer Inc                                                      | CUSIP: 60783XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1048000 | PA      | $885140.80    | 0.21%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                    | ON Semiconductor Corp                                                            | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   1767000 | PA      | $1544695.39   | 0.37%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MID PARTNER LP                 | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp               | CUSIP: 226373AQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2038000 | PA      | $1898845.36   | 0.46%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-1696.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LABL INC                                 | LABL Inc                                                                         | CUSIP: 50168AAB6<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283252.15    | 0.07%             | 2026-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SRS Distribution Inc.                    | SRS Distribution Inc. 2021 Term Loan B                                           | CUSIP: 78466YAN8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | LON              | CORP              | US        |    769600 | PA      | $735545.20    | 0.18%             | 2028-06-02      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-5433.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                    | Bath & Body Works Inc                                                            | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    196000 | PA      | $172617.20    | 0.04%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COVANTA HOLDING CORP                     | Covanta Holding Corp                                                             | CUSIP: 22282EAJ1<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    500000 | PA      | $404856.48    | 0.10%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                  | Darling Ingredients Inc                                                          | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    786000 | PA      | $769376.10    | 0.18%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                 | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3491000 | PA      | $3416140.74   | 0.82%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| BELLRING BRANDS INC                      | BellRing Brands Inc                                                              | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |   3032000 | PA      | $2921407.80   | 0.70%             | 2030-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| FORD MOTOR CREDIT CO LLC                 | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    241000 | PA      | $199341.72    | 0.05%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                  | Asbury Automotive Group Inc                                                      | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |   1118000 | PA      | $936544.82    | 0.22%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                             | Novelis Corp                                                                     | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1226613.65   | 0.29%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc                      | Sirius XM Radio Inc                                                              | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    802000 | PA      | $743102.00    | 0.18%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION                 | Adtalem Global Education Inc                                                     | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |   1423000 | PA      | $1293108.56   | 0.31%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                 | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1123648.77   | 0.27%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                 | Performance Food Group Inc                                                       | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   1727000 | PA      | $1632515.83   | 0.39%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WASH MULTIFAM ACQ INC                    | WASH Multifamily Acquisition Inc                                                 | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |   2737000 | PA      | $2582783.74   | 0.62%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                        | Clean Harbors Inc                                                                | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $929226.85    | 0.22%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-186.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CROWN AMER/CAP CORP VI                   | Crown Americas LLC / Crown Americas Capital Corp VI                              | CUSIP: 228187AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    554000 | PA      | $538748.38    | 0.13%             | 2026-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROG HOLDINGS INC                        | PROG Holdings Inc                                                                | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1007475.00   | 0.24%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                  | Standard Industries Inc/NJ                                                       | CUSIP: 000000000<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1157000 | PA      | $1064317.34   | 0.26%             | 2026-11-21      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                    | Level 3 Financing Inc                                                            | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   3013000 | PA      | $2380209.74   | 0.57%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                 | MSCI Inc                                                                         | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1195642.00   | 0.29%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                              | Gartner Inc                                                                      | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    788000 | PA      | $693380.90    | 0.17%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                   | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    821000 | PA      | $667263.65    | 0.16%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PRESIDIO HOLDING INC                     | Presidio Holdings Inc                                                            | CUSIP: 74101XAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2599000 | PA      | $2413587.34   | 0.58%             | 2028-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                 | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |   2095000 | PA      | $1680375.60   | 0.40%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                   | Match Group Holdings II LLC                                                      | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |   1441000 | PA      | $1106924.31   | 0.27%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| HEALTHEQUITY INC                         | HealthEquity Inc                                                                 | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |   1751000 | PA      | $1532387.65   | 0.37%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                  | Booz Allen Hamilton Inc                                                          | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   2313000 | PA      | $2053325.57   | 0.49%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                   | AthenaHealth Group Inc                                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   2263000 | PA      | $1671920.63   | 0.40%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE                   | Brundage-Bone Concrete Pumping Holdings Inc                                      | CUSIP: 66981QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1124000 | PA      | $1026095.06   | 0.25%             | 2026-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                         | SkyMiles IP Ltd. 2020 Skymiles Term Loan B                                       | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |   1387000 | PA      | $1416113.13   | 0.34%             | 2027-10-20      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                 | Perrigo Finance Unlimited Co                                                     | CUSIP: 71429MAB1<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    750000 | PA      | $696712.45    | 0.17%             | 2026-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                       | Vivion Investments Sarl                                                          | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |   2900000 | PA      | $2427726.78   | 0.58%             | 2024-08-08      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: —       |
| Ford Motor Credit Co LLC                 | Ford Motor Credit Co LLC                                                         | CUSIP: 345397XZ1<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    374000 | PA      | $371288.50    | 0.09%             | 2023-05-04      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                  | LCPR Senior Secured Financing DAC                                                | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    531000 | PA      | $440665.30    | 0.11%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                             | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    927000 | PA      | $823936.14    | 0.20%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                   | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    350000 | PA      | $275382.50    | 0.07%             | 2029-09-01      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $2761.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SS&C European Holdings Sarl              | SS&C European Holdings Sarl 2018 Term Loan B4                                    | CUSIP: 78466DBE3<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |     59496 | PA      | $58575.84     | 0.01%             | 2025-04-16      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                 | Compass Minerals International Inc                                               | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |   3004000 | PA      | $2888496.20   | 0.69%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                       | Ford Motor Co                                                                    | CUSIP: 345370CA6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    356000 | PA      | $364674.65    | 0.09%             | 2031-07-16      | Fixed         | 7.45%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                   | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1359787.50   | 0.33%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                       | Vivion Investments Sarl                                                          | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $80425.01     | 0.02%             | 2025-11-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                   | Open Text Holdings Inc                                                           | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1352000 | PA      | $1086926.88   | 0.26%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                            | Life Time Inc                                                                    | CUSIP: 53190FAA3<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1733055.00   | 0.42%             | 2026-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LIFEPT/LEGACY LIFEPT                     | RegionalCare Hospital Partners Holdings Inc / LifePoint Health Inc               | CUSIP: 53219LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1118000 | PA      | $902069.48    | 0.22%             | 2026-12-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                     | Kraft Heinz Foods Co                                                             | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    970000 | PA      | $928264.70    | 0.22%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                    | Encompass Health Corp                                                            | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |   1247000 | PA      | $1097044.56   | 0.26%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PATTERN ENERGY OP LP/PAT                 | Pattern Energy Operations LP / Pattern Energy Operations Inc                     | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1602000 | PA      | $1439243.96   | 0.35%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                     | WR Grace Holdings LLC                                                            | CUSIP: 92943GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1723000 | PA      | $1528955.74   | 0.37%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** CALVERT FUND

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer