# EDGAR Filing Document

**Accession Number:** 0000356682
**File Stem:** 0001752724-23-049150
**Filing Date:** 2023-3
**Character Count:** 323357
**Document Hash:** 00a09faec8261807989cc0123a0638f4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-049150.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-049150

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20230930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** CALVERT SOCIAL INVESTMENT FUND
- **CENTRAL INDEX KEY:** 0000356682
- **IRS NUMBER:** 000000000
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03334
- **FILM NUMBER:** 23690860

**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 Bond Fund (Series ID: S000008718)

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

## Nport-Ex

Calvert

Bond Fund

December 31, 2022

Schedule of Investments (Unaudited)

------

Asset-Backed Securities — 16.3%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)\*** | **Value** |
| Adams Outdoor Advertising, L.P., Series 2018-1, Class A, 4.81%, 11/15/48<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650 | $1566215 |
| Coinstar Funding, LLC, Series 2017-1A, Class A2, 5.216%, 4/25/47<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5590 | &nbsp;&nbsp; 4296502 |
| Cologix Canadian Issuer, L.P., Series 2022-1CAN, Class C, 7.74%, 1/25/52<sup>(1)</sup> CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp; 3583685 |
| Cologix Data Centers US Issuer, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2, 3.30%, 12/26/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13910 | &nbsp;&nbsp; 12186498 |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class B, 3.79%, 12/26/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5985 | &nbsp;&nbsp; 5216886 |
| Conn's Receivables Funding, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-A, Class A, 1.05%, 5/15/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp; 9481 |
| &nbsp;&nbsp;&nbsp;Series 2021-A, Class B, 2.87%, 5/15/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6935 | &nbsp;&nbsp; 6813413 |
| &nbsp;&nbsp;&nbsp;Series 2022-A, Class B, 9.52%, 12/15/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12342057 |
| &nbsp;&nbsp;&nbsp;Series 2022-A, Class C, 0.00%, 12/15/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7162877 |
| DataBank Issuer, Series 2021-2A, Class A2, 2.40%, 10/25/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4498884 |
| DB Master Finance, LLC, Series 2017-1A, Class A2II, 4.03%, 11/20/47<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599669 |
| Diamond Infrastructure Funding, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class A, 1.76%, 4/15/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4908842 |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class C, 3.475%, 4/15/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928756 |
| Diamond Issuer, Series 2021-1A, Class A, 2.305%, 11/20/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10928941 |
| Driven Brands Funding, LLC, Series 2018-1A, Class A2, 4.739%, 4/20/48<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6359949 |
| ExteNet, LLC, Series 2019-1A, Class A2, 3.204%, 7/26/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6503765 |
| Federal National Mortgage Association Grantor Trust, Series 2017-T1, Class A, 2.898%, 6/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1818152 |
| FMC GMSR Issuer Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-GT2, Class A, 3.85%, 10/25/26<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4192925 |
| &nbsp;&nbsp;&nbsp;Series 2022-GT1, Class A, 6.19%, 4/25/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3914725 |
| &nbsp;&nbsp;&nbsp;Series 2022-GT2, Class A, 7.90%, 7/25/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5852254 |
| FOCUS Brands Funding, LLC, Series 2017-1A, Class A2II, 5.093%, 4/30/47<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1037897 |
| GoodLeap Sustainable Home Solutions Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-5CS, Class A, 2.31%, 10/20/48<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2673612 |
| &nbsp;&nbsp;&nbsp;Series 2022-2CS, Class A, 4.00%, 4/20/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7967501 |
| Hardee's Funding, LLC, Series 2020-1A, Class A2, 3.981%, 12/20/50<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1789373 |
| Jersey Mike's Funding, Series 2019-1A, Class A2, 4.433%, 2/15/50<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3247942 |
| JPMorgan Chase Bank, NA: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-2, Class B, 0.889%, 12/26/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3259320 |
| &nbsp;&nbsp;&nbsp;Series 2021-3, Class B, 0.76%, 2/26/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2957840 |
| Lendingpoint Asset Securitization Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2022-A, Class A, 1.68%, 6/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2825057 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)\*** | **Value** |
| Lendingpoint Asset Securitization Trust: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Series 2022-C, Class A, 6.56%, 2/15/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11356 | $11309926 |
| Loanpal Solar Loan, Ltd., Series 2020-3GS, Class A, 2.47%, 12/20/47<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2093 | &nbsp;&nbsp; 1595209 |
| Lunar Aircraft, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-1A, Class B, 4.335%, 2/15/45<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786 | &nbsp;&nbsp; 506175 |
| &nbsp;&nbsp;&nbsp;Series 2020-1A, Class C, 6.413%, 2/15/45<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373 | &nbsp;&nbsp; 192205 |
| Mosaic Solar Loan Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-1A, Class A, 4.37%, 12/21/43<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2023 | &nbsp;&nbsp; 1881430 |
| &nbsp;&nbsp;&nbsp;Series 2019-2A, Class B, 3.28%, 9/20/40<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6895 | &nbsp;&nbsp; 5930714 |
| &nbsp;&nbsp;&nbsp;Series 2019-2A, Class C, 4.35%, 9/20/40<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17018 |
| &nbsp;&nbsp;&nbsp;Series 2020-1A, Class A, 2.10%, 4/20/46<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603927 |
| &nbsp;&nbsp;&nbsp;Series 2020-1A, Class B, 3.10%, 4/20/46<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512453 |
| &nbsp;&nbsp;&nbsp;Series 2020-2A, Class A, 1.44%, 8/20/46<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1176924 |
| &nbsp;&nbsp;&nbsp;Series 2020-2A, Class B, 2.21%, 8/20/46<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1492077 |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class A, 1.51%, 12/20/46<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2579519 |
| &nbsp;&nbsp;&nbsp;Series 2022-2A, Class B, 5.13%, 1/21/53<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6038752 |
| Mosaic Solar Loans, LLC, Series 2017-1A, Class A, 4.45%, 6/20/42<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101419 |
| Neighborly Issuer, LLC, Series 2021-1A, Class A2, 3.584%, 4/30/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4297930 |
| NRZ Excess Spread-Collateralized Notes, Series 2021-GNT1, Class A, 3.474%, 11/25/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6950489 |
| OneMain Financial Issuance Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-1A, Class A, 3.84%, 5/14/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2875775 |
| &nbsp;&nbsp;&nbsp;Series 2022-S1, Class A, 4.13%, 5/14/35<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8187283 |
| Oportun Funding XIII, LLC, Series 2019-A, Class A, 3.08%, 8/8/25<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4461544 |
| Oportun Funding XIV, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-A, Class B, 1.76%, 3/8/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1754224 |
| &nbsp;&nbsp;&nbsp;Series 2021-A, Class C, 3.44%, 3/8/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3771263 |
| Oportun Funding, LLC, Series 2022-1, Class A, 3.25%, 6/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6463484 |
| Oportun Issuance Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-B, Class A, 1.47%, 5/8/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5524888 |
| &nbsp;&nbsp;&nbsp;Series 2021-B, Class B, 1.96%, 5/8/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1464998 |
| &nbsp;&nbsp;&nbsp;Series 2021-C, Class A, 2.18%, 10/8/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26691568 |
| Pagaya AI Debt Selection Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-2, 3.00%, 1/25/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3317026 |
| &nbsp;&nbsp;&nbsp;Series 2021-3, Class A, 1.15%, 5/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7420953 |
| &nbsp;&nbsp;&nbsp;Series 2021-5, Class B, 2.63%, 8/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3459160 |
| &nbsp;&nbsp;&nbsp;Series 2021-5, Class C, 3.93%, 8/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2446240 |
| &nbsp;&nbsp;&nbsp;Series 2021-HG1, Class A, 1.22%, 1/16/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2133534 |
| &nbsp;&nbsp;&nbsp;Series 2022-1, Class A, 2.03%, 10/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13550873 |
| Planet Fitness Master Issuer, LLC, Series 2019-1A, Class A2, 3.858%, 12/5/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2570876 |
| PMT Issuer Trust, Series 2021-FT1, Class A, 7.388%, (1 mo. USD LIBOR + 3.00%), 3/25/26<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1322068 |

---

------

Calvert

Bond Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)\*** | **Value** |
| SBA Tower Trust, Series 2014-2A, Class C, 3.869% to 4/15/23, 10/15/49<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | $3155886 |
| ServiceMaster Funding, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-1, Class A2I, 2.841%, 1/30/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1982 | &nbsp;&nbsp; 1595529 |
| &nbsp;&nbsp;&nbsp;Series 2020-1, Class A2II, 3.337%, 1/30/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2332 | &nbsp;&nbsp; 1756488 |
| SERVPRO Master Issuer, LLC, Series 2019-1A, Class A2, 3.882%, 10/25/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10502 | &nbsp;&nbsp; 9346594 |
| SolarCity LMC Series I, LLC, Series 2013-1, Class A, 4.80%, 11/20/38<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1260 | &nbsp;&nbsp; 1217334 |
| Sonic Capital, LLC, Series 2020-1A, Class A2I, 3.845%, 1/20/50<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4502 | &nbsp;&nbsp; 4013044 |
| SpringCastle America Funding, LLC, Series 2020-AA, Class A, 1.97%, 9/25/37<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3730 | &nbsp;&nbsp; 3367943 |
| Stack Infrastructure Issuer, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-1A, Class A2, 4.54%, 2/25/44<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25964837 |
| &nbsp;&nbsp;&nbsp;Series 2019-2A, Class A2, 3.08%, 10/25/44<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2004885 |
| &nbsp;&nbsp;&nbsp;Series 2020-1A, Class A2, 1.893%, 8/25/45<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5257312 |
| Sunnova Helios IV Issuer, LLC, Series 2020-AA, Class A, 2.98%, 6/20/47<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2819494 |
| Sunnova Helios V Issuer, LLC, Series 2021-A, Class A, 1.80%, 2/20/48<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;744465 |
| Sunnova Helios X Issuer, LLC, Series 2022-C, Class B, 5.60%, 11/22/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6367792 |
| Sunnova Sol II Issuer, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-2A, Class A, 2.73%, 11/1/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6909113 |
| &nbsp;&nbsp;&nbsp;Series 2020-2A, Class B, 5.47%, 11/1/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1767461 |
| Sunnova Sol Issuer, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-1A, Class A, 3.35%, 2/1/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1128449 |
| &nbsp;&nbsp;&nbsp;Series 2020-1A, Class B, 5.54%, 2/1/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3872240 |
| Sunrun Atlas Issuer, LLC, Series 2019-2, Class A, 3.61%, 2/1/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2382058 |
| Sunrun Demeter Issuer, LLC, Series 2021-2A, Class A, 2.27%, 1/30/57<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3149357 |
| Sunrun Jupiter Issuer, LLC, Series 2022-1A, Class A, 4.75%, 7/30/57<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22567258 |
| Sunrun Vulcan Issuer, LLC, Series 2021-1A, Class A, 2.46%, 1/30/52<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2664164 |
| Sunrun Xanadu Issuer, LLC, Series 2019-1A, Class A, 3.98%, 6/30/54<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1174215 |
| Theorem Funding Trust, Series 2022-3A, Class A, 7.60%, 4/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3109265 |
| United States Small Business Administration, Series 2017-20E, Class 1, 2.88%, 5/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2814200 |
| Vantage Data Centers Issuer, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2018-2A, Class A2, 4.196%, 11/15/43<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2059927 |
| &nbsp;&nbsp;&nbsp;Series 2019-1A, Class A2, 3.188%, 7/15/44<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2616838 |
| &nbsp;&nbsp;&nbsp;Series 2020-2A, Class A2, 1.992%, 9/15/45<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8920409 |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2, 2.165%, 10/15/46<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3209553 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)\*** | **Value** |
| Vivint Solar Financing VII, LLC, Series 2020-1A, Class A, 2.21%, 7/31/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5908 | $4538081 |
| Willis Engine Structured Trust V: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-A, Class B, 4.212%, 3/15/45<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2043 | &nbsp;&nbsp; 1414928 |
| &nbsp;&nbsp;&nbsp;Series 2020-A, Class C, 6.657%, 3/15/45<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729 | &nbsp;&nbsp; 491568 |
| Total Asset-Backed Securities<br> (identified cost $460,709,880) |  | **$414445629** |

---

Collateralized Mortgage Obligations — 6.1%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Bellemeade Re, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class M1A, 5.678%, (30-day average SOFR + 1.75%), 3/25/31<sup>(1)(3)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1048 | $1044994 |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class M1B, 6.128%, (30-day average SOFR + 2.20%), 3/25/31<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp; 1532383 |
| &nbsp;&nbsp;&nbsp;Series 2021-2A, Class M1A, 5.128%, (30-day average SOFR + 1.20%), 6/25/31<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9424 | &nbsp;&nbsp; 9350159 |
| &nbsp;&nbsp;&nbsp;Series 2021-3A, Class A2, 4.928%, (30-day average SOFR + 1.00%), 9/25/31<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3470 | &nbsp;&nbsp; 3231729 |
| Cascade MH Asset Trust, Series 2022-MH1, Class A, 4.25% to 6/25/42, 8/25/54<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8090 | &nbsp;&nbsp; 7105317 |
| Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2018-DNA1, Class M2AT, 5.439%, (1 mo. USD LIBOR + 1.05%), 7/25/30<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416 | &nbsp;&nbsp; 416287 |
| &nbsp;&nbsp;&nbsp;Series 2019-DNA3, Class B2, 12.539%, (1 mo. USD LIBOR + 8.15%), 7/25/49<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2905 | &nbsp;&nbsp; 2959641 |
| &nbsp;&nbsp;&nbsp;Series 2019-DNA4, Class M2, 6.339%, (1 mo. USD LIBOR + 1.95%), 10/25/49<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283565 |
| &nbsp;&nbsp;&nbsp;Series 2019-HQA2, Class B1, 8.489%, (1 mo. USD LIBOR + 4.10%), 4/25/49<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4953739 |
| &nbsp;&nbsp;&nbsp;Series 2019-HQA3, Class B1, 7.389%, (1 mo. USD LIBOR + 3.00%), 9/25/49<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3868391 |
| &nbsp;&nbsp;&nbsp;Series 2019-HQA4, Class B1, 7.339%, (1 mo. USD LIBOR + 2.95%), 11/25/49<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2711585 |
| &nbsp;&nbsp;&nbsp;Series 2020-HQA2, Class B1, 8.489%, (1 mo. USD LIBOR + 4.10%), 3/25/50<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5250250 |
| &nbsp;&nbsp;&nbsp;Series 2021-DNA3, Class M1, 4.678%, (30-day average SOFR + 0.75%), 10/25/33<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1766369 |
| &nbsp;&nbsp;&nbsp;Series 2022-DNA2, Class M1A, 5.228%, (30-day average SOFR + 1.30%), 2/25/42<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5676181 |
| &nbsp;&nbsp;&nbsp;Series 2022-HQA1, Class M1A, 6.028%, (30-day average SOFR + 2.10%), 3/25/42<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1460494 |
| Federal National Mortgage Association Connecticut Avenue Securities: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2013-C01, Class M2, 9.639%, (1 mo. USD LIBOR + 5.25%), 10/25/23<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;836184 |
| &nbsp;&nbsp;&nbsp;Series 2014-C02, Class 2M2, 6.989%, (1 mo. USD LIBOR + 2.60%), 5/25/24<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393285 |

---

------

Calvert

Bond Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Federal National Mortgage Association Connecticut Avenue Securities: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Series 2014-C03, Class 2M2, 7.289%, (1 mo. USD LIBOR + 2.90%), 7/25/24<sup>(3)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;485 | $488873 |
| &nbsp;&nbsp;&nbsp;Series 2014-C04, Class 1M2, 9.289%, (1 mo. USD LIBOR + 4.90%), 11/25/24<sup>(3)</sup> | 5912 | &nbsp;&nbsp; 6209103 |
| &nbsp;&nbsp;&nbsp;Series 2018-R07, Class 1M2, 6.789%, (1 mo. USD LIBOR + 2.40%), 4/25/31<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;332 | &nbsp;&nbsp; 331734 |
| &nbsp;&nbsp;&nbsp;Series 2019-R01, Class 2B1, 8.739%, (1 mo. USD LIBOR + 4.35%), 7/25/31<sup>(1)(3)</sup> | 10565 | &nbsp;&nbsp; 10633128 |
| &nbsp;&nbsp;&nbsp;Series 2019-R02, Class 1B1, 8.539%, (1 mo. USD LIBOR + 4.15%), 8/25/31<sup>(1)(3)</sup> | 4805 | &nbsp;&nbsp; 4907331 |
| &nbsp;&nbsp;&nbsp;Series 2019-R03, Class 1B1, 8.489%, (1 mo. USD LIBOR + 4.10%), 9/25/31<sup>(1)(3)</sup> | 4825 | &nbsp;&nbsp; 4924918 |
| &nbsp;&nbsp;&nbsp;Series 2019-R04, Class 2B1, 9.639%, (1 mo. USD LIBOR + 5.25%), 6/25/39<sup>(1)(3)</sup> | 3133 | &nbsp;&nbsp; 3240410 |
| &nbsp;&nbsp;&nbsp;Series 2019-R06, Class 2B1, 8.139%, (1 mo. USD LIBOR + 3.75%), 9/25/39<sup>(1)(3)</sup> | 22273 | &nbsp;&nbsp; 21955873 |
| &nbsp;&nbsp;&nbsp;Series 2019-R07, Class 1B1, 7.789%, (1 mo. USD LIBOR + 3.40%), 10/25/39<sup>(1)(3)</sup> | 9454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9225352 |
| &nbsp;&nbsp;&nbsp;Series 2020-R01, Class 2B1, 7.638%, (1 mo. USD LIBOR + 3.25%), 1/25/40<sup>(1)(3)</sup> | 3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2809592 |
| &nbsp;&nbsp;&nbsp;Series 2020-R02, Class 2B1, 7.389%, (1 mo. USD LIBOR + 3.00%), 1/25/40<sup>(1)(3)</sup> | 4570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4131863 |
| &nbsp;&nbsp;&nbsp;Series 2021-R01, Class 1B2, 9.928%, (30-day average SOFR + 6.00%), 10/25/41<sup>(1)(3)</sup> | 10132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9287137 |
| &nbsp;&nbsp;&nbsp;Series 2021-R02, Class 2B1, 7.228%, (30-day average SOFR + 3.30%), 11/25/41<sup>(1)(3)</sup> | 1647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1522154 |
| Home Re, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-1, Class M1B, 5.939%, (1 mo. USD LIBOR + 1.55%), 7/25/33<sup>(1)(3)</sup> | 2791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2778474 |
| &nbsp;&nbsp;&nbsp;Series 2021-1, Class M2, 7.239%, (1 mo. USD LIBOR + 2.85%), 7/25/33<sup>(1)(3)</sup> | 2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2291110 |
| Oaktown Re VI, Ltd., Series 2021-1A, Class M1A, 5.578%, (30-day average SOFR + 1.65%), 10/25/33<sup>(1)(3)</sup> | 1481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1478021 |
| PNMAC GMSR Issuer Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2018-GT1, Class A, 7.239%, (1 mo. USD LIBOR + 2.85%), 2/25/23<sup>(1)(3)</sup> | 7588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7446468 |
| &nbsp;&nbsp;&nbsp;Series 2018-GT2, Class A, 7.039%, (1 mo. USD LIBOR + 2.65%), 8/25/25<sup>(1)(3)</sup> | 1555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1551252 |
| &nbsp;&nbsp;&nbsp;Series 2022-GT1, Class A, 8.178%, (30-day average SOFR + 4.25%), 5/25/27<sup>(1)(3)</sup> | 4680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4435278 |
| Radnor Re, Ltd., Series 2021-2, Class M1A, 5.778%, (30-day average SOFR + 1.85%), 11/25/31<sup>(1)(3)</sup> | 3612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3581975 |
| Total Collateralized Mortgage Obligations<br> (identified cost $159,619,304) |  | &nbsp;&nbsp;**$156070599** |

---

Commercial Mortgage-Backed Securities — 9.1%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| BAMLL Commercial Mortgage Securities Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-BPR, Class DNM, 3.719%, 11/5/32<sup>(1)(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9685 | $7635418 |
| &nbsp;&nbsp;&nbsp;Series 2019-BPR, Class FNM, 3.719%, 11/5/32<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4805 | &nbsp;&nbsp; 3310380 |
| BBCMS Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2017-DELC, Class A, 5.293%, (1 mo. USD LIBOR + 0.975%), 8/15/36<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5560 | &nbsp;&nbsp; 5466383 |
| &nbsp;&nbsp;&nbsp;Series 2017-DELC, Class F, 7.943%, (1 mo. USD LIBOR + 3.625%), 8/15/36<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3637 | &nbsp;&nbsp; 3501141 |
| BX Commercial Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-XL, Class A, 5.37%, (SOFR + 1.034%), 10/15/36<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14429 | &nbsp;&nbsp; 14260770 |
| &nbsp;&nbsp;&nbsp;Series 2019-XL, Class B, 5.53%, (SOFR + 1.194%), 10/15/36<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2690 | &nbsp;&nbsp; 2645159 |
| &nbsp;&nbsp;&nbsp;Series 2021-VOLT, Class B, 5.268%, (1 mo. USD LIBOR + 0.95%), 9/15/36<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000021 |
| &nbsp;&nbsp;&nbsp;Series 2021-VOLT, Class C, 5.418%, (1 mo. USD LIBOR + 1.10%), 9/15/36<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4918767 |
| &nbsp;&nbsp;&nbsp;Series 2021-VOLT, Class D, 5.968%, (1 mo. USD LIBOR + 1.65%), 9/15/36<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7240311 |
| Credit Suisse Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2018-SITE, Class A, 4.284%, 4/15/36<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6307555 |
| &nbsp;&nbsp;&nbsp;Series 2022-NWPT, Class A, 7.478%, (1 mo. SOFR + 3.143%), 9/9/24<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5239966 |
| Extended Stay America Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-ESH, Class A, 5.398%, (1 mo. USD LIBOR + 1.08%), 7/15/38<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4731448 |
| &nbsp;&nbsp;&nbsp;Series 2021-ESH, Class C, 6.018%, (1 mo. USD LIBOR + 1.70%), 7/15/38<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6619067 |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates: |  |  |
| &nbsp;&nbsp;&nbsp;Series KG02, Class A2, 2.412%, 8/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17558777 |
| &nbsp;&nbsp;&nbsp;Series KG03, Class A2, 1.297%, 6/25/30<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3693410 |
| &nbsp;&nbsp;&nbsp;Series KSG1, Class A2, 1.503%, 9/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3551870 |
| &nbsp;&nbsp;&nbsp;Series KW06, Class A2, 3.80%, 6/25/28<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5154379 |
| &nbsp;&nbsp;&nbsp;Series W5FX, Class AFX, 3.214%, 4/25/28<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1767200 |
| Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2017-M13, Class A2, 2.932%, 9/25/27<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4662413 |
| &nbsp;&nbsp;&nbsp;Series 2018-M4, Class A2, 3.056%, 3/25/28<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3540502 |
| &nbsp;&nbsp;&nbsp;Series 2018-M13, Class A2, 3.744%, 9/25/30<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13413712 |
| &nbsp;&nbsp;&nbsp;Series 2019-M1, Class A2, 3.547%, 9/25/28<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7611395 |
| &nbsp;&nbsp;&nbsp;Series 2019-M22, Class A2, 2.522%, 8/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9801056 |
| &nbsp;&nbsp;&nbsp;Series 2020-M1, Class A2, 2.444%, 10/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11786990 |
| &nbsp;&nbsp;&nbsp;Series 2020-M20, Class A2, 1.435%, 10/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4482402 |
| Federal National Mortgage Association Multifamily Connecticut Avenue Securities Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-01, Class M10, 7.639%, (1 mo. USD LIBOR + 3.25%), 10/25/49<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5653222 |
| &nbsp;&nbsp;&nbsp;Series 2020-01, Class M10, 8.139%, (1 mo. USD LIBOR + 3.75%), 3/25/50<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5655254 |

---

------

Calvert

Bond Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Hawaii Hotel Trust, Series 2019-MAUI, Class A, 5.468%, (1 mo. USD LIBOR + 1.15%), 5/15/38<sup>(1)(3)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11545 | $11230470 |
| JPMorgan Chase Commercial Mortgage Securities Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2014-DSTY, Class B, 3.771%, 6/10/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2335 | &nbsp;&nbsp; 464416 |
| &nbsp;&nbsp;&nbsp;Series 2014-DSTY, Class C, 3.805%, 6/10/27<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp; 38261 |
| MHC Commercial Mortgage Trust, Series 2021-MHC, Class C, 5.669%, (1 mo. USD LIBOR + 1.35%), 4/15/38<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2565 | &nbsp;&nbsp; 2461315 |
| Morgan Stanley Capital I Trust, Series 2019-BPR, Class A, 5.968%, (1 mo. USD LIBOR + 1.65%), 5/15/36<sup>(1)(3)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8086 | &nbsp;&nbsp; 7739518 |
| SLG Office Trust, Series 2021-OVA, Class A, 2.585%, 7/15/41<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10195 | &nbsp;&nbsp; 8158288 |
| VMC Finance, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-HT1, Class A, 5.989%, (1 mo. USD LIBOR + 1.65%), 1/18/37<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6306 | &nbsp;&nbsp; 6106141 |
| &nbsp;&nbsp;&nbsp;Series 2021-HT1, Class B, 8.839%, (1 mo. USD LIBOR + 4.50%), 1/18/37<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12536279 |
| WFLD Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2014-MONT, Class B, 3.754%, 8/10/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1168784 |
| &nbsp;&nbsp;&nbsp;Series 2014-MONT, Class C, 3.755%, 8/10/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2259747 |
| Total Commercial Mortgage-Backed Securities<br> (identified cost $255,243,409) |  | &nbsp;&nbsp;**$232372187** |

---

Corporate Bonds — 38.1%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Basic Materials — 0.5% | Basic Materials — 0.5% |  |
| Celanese US Holdings, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;6.165%, 7/15/27 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4197 | $4146346 |
| &nbsp;&nbsp;&nbsp;6.33%, 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp; 4966248 |
| South32 Treasury, Ltd., 4.35%, 4/14/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4488 | &nbsp;&nbsp; 3851983 |
|  |  | **$12964577** |
| Communications — 2.2% | Communications — 2.2% |  |
| AT&T, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 9/15/55 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20691 | $13898979 |
| &nbsp;&nbsp;&nbsp;3.65%, 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3476817 |
| Charter Communications Operating, LLC/Charter Communications Operating Capital, 4.80%, 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12019060 |
| Comcast Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;2.887%, 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4487857 |
| &nbsp;&nbsp;&nbsp;2.937%, 11/1/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4714161 |
| Nokia Oyj: |  |  |
| &nbsp;&nbsp;&nbsp;4.375%, 6/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4752593 |
| &nbsp;&nbsp;&nbsp;6.625%, 5/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4849776 |
| SES Global Americas Holdings GP, 5.30%, 3/25/44<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1877408 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Communications (continued) | Communications (continued) |  |
| SES S.A., 5.30%, 4/4/43<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1457 | $1116499 |
| T-Mobile USA, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4403 | &nbsp;&nbsp; 3474629 |
| &nbsp;&nbsp;&nbsp;2.55%, 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2306 | &nbsp;&nbsp; 1889407 |
|  |  | **$56557186** |
| Consumer, Cyclical — 3.4% | Consumer, Cyclical — 3.4% |  |
| American Airlines Pass-Through Trust, 4.40%, 3/22/25 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1338 | $1316293 |
| American Airlines, Inc./AAdvantage Loyalty IP, Ltd., 5.50%, 4/20/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12493 | &nbsp;&nbsp; 12035775 |
| Aptiv PLC/Aptiv Corp., 3.25%, 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2218811 |
| Bath & Body Works, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;6.625%, 10/1/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5410350 |
| &nbsp;&nbsp;&nbsp;7.60%, 7/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2323166 |
| Dave & Buster's, Inc., 7.625%, 11/1/25<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2687248 |
| Delta Air Lines, Inc./SkyMiles IP, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 10/20/25<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4978238 |
| &nbsp;&nbsp;&nbsp;4.75%, 10/20/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4664238 |
| Dick's Sporting Goods, Inc., 4.10%, 1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9425086 |
| Ford Motor Credit Co., LLC, 7.35%, 11/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6859642 |
| General Motors Co., 5.60%, 10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3452483 |
| General Motors Financial Co., Inc., 4.30%, 4/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6820751 |
| Hyatt Hotels Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;1.30%, 10/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2528105 |
| &nbsp;&nbsp;&nbsp;1.80%, 10/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922664 |
| Lithia Motors, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;3.875%, 6/1/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3623642 |
| &nbsp;&nbsp;&nbsp;4.375%, 1/15/31<sup>(1)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6318382 |
| WarnerMedia Holdings, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;5.05%, 3/15/42<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2947677 |
| &nbsp;&nbsp;&nbsp;5.141%, 3/15/52<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7328736 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$85861287** |
| Consumer, Non-cyclical — 2.3% | Consumer, Non-cyclical — 2.3% |  |
| Ashtead Capital, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 5/1/28<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$926298 |
| &nbsp;&nbsp;&nbsp;4.25%, 11/1/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4648809 |
| Block Financial, LLC, 3.875%, 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6164371 |
| Centene Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;3.375%, 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2063967 |
| &nbsp;&nbsp;&nbsp;4.25%, 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2531604 |
| Coca-Cola Europacific Partners PLC, 1.50%, 1/15/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1861585 |
| Coca-Cola Femsa SAB de CV, 1.85%, 9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2965521 |
| Conservation Fund (The), Green Bonds, 3.474%, 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3412104 |
| CVS Pass-Through Trust, 6.036%, 12/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1203864 |

---

------

Calvert

Bond Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Consumer, Non-cyclical (continued) | Consumer, Non-cyclical (continued) |  |
| Doris Duke Charitable Foundation (The), 2.345%, 7/1/50 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10210 | $6019084 |
| Ford Foundation (The), 2.415%, 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6560 | &nbsp;&nbsp; 4157141 |
| Kaiser Foundation Hospitals, 3.15%, 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4091 | &nbsp;&nbsp; 3834925 |
| Natura & Co. Luxembourg Holdings S.a.r.l., 6.00%, 4/19/29<sup>(1)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6835 | &nbsp;&nbsp; 5990388 |
| Natura Cosmeticos S.A., 4.125%, 5/3/28<sup>(1)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4710 | &nbsp;&nbsp; 3849083 |
| Perrigo Finance Unlimited Co., 4.40%, 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5815 | &nbsp;&nbsp; 4962389 |
| President and Fellows of Harvard College, 3.619%, 10/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp; 861136 |
| Smithfield Foods, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;2.625%, 9/13/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3324308 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/15/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850540 |
|  |  | &nbsp;&nbsp;&nbsp;**$59627117** |
| Energy — 0.6% | Energy — 0.6% |  |
| NuStar Logistics, L.P.: |  |  |
| &nbsp;&nbsp;&nbsp;6.00%, 6/1/26 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2035 | &nbsp;&nbsp;&nbsp;&nbsp;$1963016 |
| &nbsp;&nbsp;&nbsp;6.375%, 10/1/30<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1497127 |
| TerraForm Power Operating, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 1/15/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4510555 |
| &nbsp;&nbsp;&nbsp;5.00%, 1/31/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6635684 |
|  |  | &nbsp;&nbsp;&nbsp;**$14606382** |
| Financial — 20.3% | Financial — 20.3% |  |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust: |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 10/29/24 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$750458 |
| &nbsp;&nbsp;&nbsp;2.875%, 8/14/24<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1779202 |
| &nbsp;&nbsp;&nbsp;3.50%, 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3741083 |
| &nbsp;&nbsp;&nbsp;4.50%, 9/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4749945 |
| &nbsp;&nbsp;&nbsp;6.50%, 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2781004 |
| Affiliated Managers Group, Inc., 3.30%, 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2522266 |
| Air Lease Corp., 2.875%, 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2355716 |
| Ally Financial, Inc., 8.00%, 11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6055145 |
| American Assets Trust, L.P., 3.375%, 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1952037 |
| American National Group, Inc., 6.144%, 6/13/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6029106 |
| Andrew W. Mellon Foundation (The), 0.947%, 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4311250 |
| Australia & New Zealand Banking Group, Ltd., 2.95% to 7/22/25, 7/22/30<sup>(1)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5748179 |
| Banco Santander S.A.: |  |  |
| &nbsp;&nbsp;&nbsp;1.722% to 9/14/26, 9/14/27<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3421631 |
| &nbsp;&nbsp;&nbsp;5.294%, 8/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9388834 |
| Bank of America Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;1.734% to 7/22/26, 7/22/27<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10464983 |
| &nbsp;&nbsp;&nbsp;1.898% to 7/23/30, 7/23/31<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2724687 |
| &nbsp;&nbsp;&nbsp;1.922% to 10/24/30, 10/24/31<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1428815 |
| &nbsp;&nbsp;&nbsp;2.087% to 6/14/28, 6/14/29<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4104127 |
| &nbsp;&nbsp;&nbsp;2.299% to 7/21/31, 7/21/32<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4144523 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Financial (continued) | Financial (continued) |  |
| Bank of America Corp.: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;2.456% to 10/22/24, 10/22/25<sup>(7)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8268 | $7817699 |
| &nbsp;&nbsp;&nbsp;2.551% to 2/4/27, 2/4/28<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9133 | &nbsp;&nbsp; 8124648 |
| &nbsp;&nbsp;&nbsp;3.824% to 1/20/27, 1/20/28<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7533 | &nbsp;&nbsp; 7039944 |
| &nbsp;&nbsp;&nbsp;3.846% to 3/8/32, 3/8/37<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17046 | &nbsp;&nbsp; 14158926 |
| &nbsp;&nbsp;&nbsp;6.204% to 11/10/27, 11/10/28<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8279 | &nbsp;&nbsp; 8562709 |
| BankUnited, Inc., 5.125%, 6/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1647 | &nbsp;&nbsp; 1529540 |
| BBVA Bancomer S.A./Texas: |  |  |
| &nbsp;&nbsp;&nbsp;1.875%, 9/18/25<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4663334 |
| &nbsp;&nbsp;&nbsp;5.125% to 1/18/28, 1/18/33<sup>(1)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1516104 |
| BNP Paribas S.A.: |  |  |
| &nbsp;&nbsp;&nbsp;7.75% to 8/16/29<sup>(1)(7)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3687750 |
| &nbsp;&nbsp;&nbsp;9.25% to 11/17/27<sup>(1)(7)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6226396 |
| Boston Properties, L.P.: |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 10/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8707155 |
| &nbsp;&nbsp;&nbsp;6.75%, 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4367999 |
| BPCE S.A., 3.648% to 1/14/32, 1/14/37<sup>(1)(6)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4917638 |
| Bread Financial Holdings, Inc., 4.75%, 12/15/24<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5506684 |
| Broadstone Net Lease, LLC, 2.60%, 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400716 |
| Capital One Financial Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;3.273% to 3/1/29, 3/1/30<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5072870 |
| &nbsp;&nbsp;&nbsp;4.20%, 10/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2853804 |
| CI Financial Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 12/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3946264 |
| &nbsp;&nbsp;&nbsp;4.10%, 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4701502 |
| Citigroup, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;2.572% to 6/3/30, 6/3/31<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6934020 |
| &nbsp;&nbsp;&nbsp;3.106% to 4/8/25, 4/8/26<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4458604 |
| &nbsp;&nbsp;&nbsp;3.785% to 3/17/32, 3/17/33<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6915293 |
| &nbsp;&nbsp;&nbsp;3.887% to 1/10/27, 1/10/28<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4721571 |
| &nbsp;&nbsp;&nbsp;4.00% to 12/10/25<sup>(7)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3402750 |
| &nbsp;&nbsp;&nbsp;6.27% to 11/17/32, 11/17/33<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8379871 |
| Corporate Office Properties, L.P., 2.90%, 12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3023734 |
| Discover Bank, 4.682% to 8/9/23, 8/9/28<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4163550 |
| Enact Holdings, Inc., 6.50%, 8/15/25<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5070727 |
| EPR Properties: |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5438517 |
| &nbsp;&nbsp;&nbsp;4.50%, 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5895830 |
| &nbsp;&nbsp;&nbsp;4.95%, 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1268477 |
| Extra Space Storage, L.P., 2.55%, 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3263802 |
| GA Global Funding Trust, 2.25%, 1/6/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9970023 |
| Global Atlantic Fin Co., 3.125%, 6/15/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7909014 |
| Goldman Sachs Group, Inc. (The): |  |  |
| &nbsp;&nbsp;&nbsp;1.948% to 10/21/26, 10/21/27<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9830491 |
| &nbsp;&nbsp;&nbsp;2.64% to 2/24/27, 2/24/28<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2675430 |

---

------

Calvert

Bond Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Financial (continued) | Financial (continued) |  |
| HAT Holdings I, LLC/HAT Holdings II, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;3.375%, 6/15/26<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13833 | $12037338 |
| &nbsp;&nbsp;&nbsp;3.75%, 9/15/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp; 4419694 |
| &nbsp;&nbsp;&nbsp;6.00%, 4/15/25<sup>(1)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6528 | &nbsp;&nbsp; 6332160 |
| HSBC Holdings PLC: |  |  |
| &nbsp;&nbsp;&nbsp;2.251% to 11/22/26, 11/22/27<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9071 | &nbsp;&nbsp; 7867765 |
| &nbsp;&nbsp;&nbsp;7.39% to 11/3/27, 11/3/28<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12130 | &nbsp;&nbsp; 12769589 |
| Intesa Sanpaolo SpA: |  |  |
| &nbsp;&nbsp;&nbsp;7.00%, 11/21/25<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2254305 |
| &nbsp;&nbsp;&nbsp;8.248% to 11/21/32, 11/21/33<sup>(1)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8840642 |
| Iron Mountain, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 2/15/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8052385 |
| &nbsp;&nbsp;&nbsp;5.00%, 7/15/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;944948 |
| JPMorgan Chase & Co.: |  |  |
| &nbsp;&nbsp;&nbsp;1.47% to 9/22/26, 9/22/27<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7044696 |
| &nbsp;&nbsp;&nbsp;1.578% to 4/22/26, 4/22/27<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7698374 |
| &nbsp;&nbsp;&nbsp;2.739% to 10/15/29, 10/15/30<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3869838 |
| &nbsp;&nbsp;&nbsp;4.586% to 4/26/32, 4/26/33<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2144204 |
| &nbsp;&nbsp;&nbsp;4.851% to 7/25/27, 7/25/28<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10105024 |
| KKR Group Finance Co. VII, LLC, 3.625%, 2/25/50<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3216386 |
| KKR Group Finance Co. X, LLC, 3.25%, 12/15/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1774384 |
| Liberty Mutual Group, Inc., 4.125% to 9/15/26, 12/15/51<sup>(1)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4405368 |
| Life Storage, L.P., 2.40%, 10/15/31<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4763218 |
| Macquarie Bank, Ltd., 3.624%, 6/3/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2719849 |
| National Bank of Canada, 0.55% to 11/15/23, 11/15/24<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500930 |
| Newmark Group, Inc., 6.125%, 11/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2976427 |
| OneMain Finance Corp., 3.50%, 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8416583 |
| Radian Group, Inc., 4.875%, 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5284720 |
| Rocket Mortgage, LLC/Rocket Mortgage Co-Issuer, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;2.875%, 10/15/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;909535 |
| &nbsp;&nbsp;&nbsp;3.875%, 3/1/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5371038 |
| Sabra Health Care, L.P., 3.20%, 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7116465 |
| Santander UK Group Holdings PLC, 6.833% to 11/21/25, 11/21/26<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5537536 |
| SITE Centers Corp., 3.625%, 2/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4502995 |
| Societe Generale S.A.: |  |  |
| &nbsp;&nbsp;&nbsp;6.221% to 6/15/32, 6/15/33<sup>(1)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4263226 |
| &nbsp;&nbsp;&nbsp;9.375% to 11/22/27<sup>(1)(7)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3571692 |
| Standard Chartered PLC: |  |  |
| &nbsp;&nbsp;&nbsp;1.214% to 3/23/24, 3/23/25<sup>(1)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2411363 |
| &nbsp;&nbsp;&nbsp;1.456% to 1/14/26, 1/14/27<sup>(1)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3481883 |
| &nbsp;&nbsp;&nbsp;1.822% to 11/23/24, 11/23/25<sup>(1)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3635104 |
| Stifel Financial Corp., 4.00%, 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4158150 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Financial (continued) | Financial (continued) |  |
| Sun Communities Operating, L.P.: |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 7/15/31 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3395 | $2687952 |
| &nbsp;&nbsp;&nbsp;4.20%, 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7362 | &nbsp;&nbsp; 6504133 |
| Swedbank AB, 5.337%, 9/20/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7180 | &nbsp;&nbsp; 7132938 |
| Synchrony Bank, 5.625%, 8/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9909 | &nbsp;&nbsp; 9671844 |
| Synovus Bank/Columbus, GA, 4.00% to 10/29/25, 10/29/30<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6445 | &nbsp;&nbsp; 5985493 |
| Texas Capital Bancshares, Inc., 4.00% to 5/6/26, 5/6/31<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3024 | &nbsp;&nbsp; 2687589 |
| Toronto-Dominion Bank (The), 8.125% to 10/31/27, 10/31/82<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12137 | &nbsp;&nbsp; 12652823 |
| Truist Financial Corp., 5.10% to 3/1/30<sup>(7)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4516080 |
| UBS Group AG: |  |  |
| &nbsp;&nbsp;&nbsp;2.095% to 2/11/31, 2/11/32<sup>(1)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4757436 |
| &nbsp;&nbsp;&nbsp;4.375% to 2/10/31<sup>(1)(7)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2047427 |
| UniCredit SpA, 5.459% to 6/30/30, 6/30/35<sup>(1)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2131308 |
| Westpac Banking Corp., 3.02% to 11/18/31, 11/18/36<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2793635 |
|  |  | &nbsp;&nbsp;**$518542849** |
| Government - Multinational — 4.6% | Government - Multinational — 4.6% |  |
| Asian Development Bank, 3.125%, 9/26/28 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;$5185623 |
| European Bank for Reconstruction & Development, 1.50%, 2/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7183797 |
| European Investment Bank: |  |  |
| &nbsp;&nbsp;&nbsp;1.625%, 5/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12539661 |
| &nbsp;&nbsp;&nbsp;2.375%, 5/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15975834 |
| &nbsp;&nbsp;&nbsp;2.875%, 6/13/25<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41474805 |
| Inter-American Development Bank, 0.875%, 4/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5611750 |
| International Bank for Reconstruction & Development: |  |  |
| &nbsp;&nbsp;&nbsp;0.875%, 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4448508 |
| &nbsp;&nbsp;&nbsp;3.125%, 11/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11646011 |
| &nbsp;&nbsp;&nbsp;3.829%, (SOFR + 0.13%), 1/13/23<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10100054 |
| International Finance Corp., 4.414%, (SOFR + 0.09%), 4/3/24<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4064472 |
|  |  | &nbsp;&nbsp;**$118230515** |
| Government - Regional — 0.5% | Government - Regional — 0.5% |  |
| Kommuninvest I Sverige AB, 0.375%, 6/19/24<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12390 | &nbsp;&nbsp;&nbsp;&nbsp;$11624082 |
|  |  | &nbsp;&nbsp;&nbsp;**$11624082** |
| Industrial — 1.1% | Industrial — 1.1% |  |
| Imola Merger Corp., 4.75%, 5/15/29<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;$6174363 |
| Jabil, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7834088 |
| &nbsp;&nbsp;&nbsp;3.60%, 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5423375 |
| Owens Corning, 3.95%, 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5880603 |

---

------

Calvert

Bond Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Industrial (continued) | Industrial (continued) |  |
| SMBC Aviation Capital Finance DAC, 3.55%, 4/15/24<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 | $3094993 |
|  |  | **$28407422** |
| Other Revenue — 0.3% | Other Revenue — 0.3% |  |
| BlueHub Loan Fund, Inc., 3.099%, 1/1/30 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9400 | $8156970 |
|  |  | **$8156970** |
| Technology — 1.0% | Technology — 1.0% |  |
| DXC Technology Co., 2.375%, 9/15/28<sup>(6)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2648 | $2233852 |
| Kyndryl Holdings, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;2.05%, 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5802953 |
| &nbsp;&nbsp;&nbsp;2.70%, 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3251133 |
| Seagate HDD Cayman: |  |  |
| &nbsp;&nbsp;&nbsp;4.091%, 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2060440 |
| &nbsp;&nbsp;&nbsp;5.75%, 12/1/34<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5303547 |
| &nbsp;&nbsp;&nbsp;9.625%, 12/1/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6145192 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$24797117** |
| Utilities — 1.3% | Utilities — 1.3% |  |
| AES Corp. (The), 2.45%, 1/15/31 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;$6781820 |
| American Water Capital Corp., 2.30%, 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525724 |
| Clearway Energy Operating, LLC, 3.75%, 1/15/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1956209 |
| Enel Finance International N.V., 1.375%, 7/12/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10075142 |
| MidAmerican Energy Co.: |  |  |
| &nbsp;&nbsp;&nbsp;3.15%, 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2308664 |
| &nbsp;&nbsp;&nbsp;4.25%, 7/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4109605 |
| NextEra Energy Operating Partners, L.P., 4.25%, 9/15/24<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302903 |
| Niagara Mohawk Power Corp., 1.96%, 6/27/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2788763 |
| Pattern Energy Operations, L.P./Pattern Energy Operations, Inc., 4.50%, 8/15/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4605221 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$33454051** |
| Total Corporate Bonds<br> (identified cost $1,110,207,214) |  | &nbsp;&nbsp;**$972829555** |

---

High Social Impact Investments — 0.2%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Calvert Impact Capital, Inc., Community Investment Notes, 1.50%, 12/15/23<sup>(9)(10)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | $4728700 |
| Total High Social Impact Investments<br> (identified cost $5,000,000) |  | **$4728700** |

---

Preferred Stocks — 0.4%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Oil, Gas & Consumable Fuels — 0.0%<sup>(11)</sup> | Oil, Gas & Consumable Fuels — 0.0%<sup>(11)</sup> |  |
| NuStar Energy, L.P., Series B, 10.41%, (3 mo. USD LIBOR + 5.643%)<sup>(3)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76679 | $1562718 |
|  |  | **$1562718** |
| Real Estate Management & Development — 0.2% | Real Estate Management & Development — 0.2% |  |
| Brookfield Property Partners, L.P.: |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.75% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97843 | $1323816 |
| &nbsp;&nbsp;&nbsp;Series A2, 6.375% | &nbsp;&nbsp;&nbsp;&nbsp;211400 | &nbsp;&nbsp; 3215394 |
|  |  | **$4539210** |
| Wireless Telecommunication Services — 0.2% | Wireless Telecommunication Services — 0.2% |  |
| United States Cellular Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;5.50% | &nbsp;&nbsp;&nbsp;&nbsp;304275 | &nbsp;&nbsp;&nbsp;&nbsp;$4418073 |
| &nbsp;&nbsp;&nbsp;6.25% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638800 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$5056873** |
| Total Preferred Stocks<br> (identified cost $18,228,503) |  | &nbsp;&nbsp;&nbsp;&nbsp;**$11158801** |

---

Senior Floating-Rate Loans — 1.3%<sup>(12)</sup>

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Diversified Telecommunication Services — 0.4% | Diversified Telecommunication Services — 0.4% |  |
| CenturyLink, Inc., Term Loan, 6.634%, (1 mo. USD LIBOR + 2.25%), 3/15/27 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5085 | $4834183 |
| UPC Financing Partnership, Term Loan, 7.243%, (1 mo. USD LIBOR + 2.93%), 1/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5925 | &nbsp;&nbsp; 5810819 |
|  |  | **$10645002** |
| IT Services — 0.1% | IT Services — 0.1% |  |
| Asurion, LLC, Term Loan, 7.634%, (1 mo. USD LIBOR + 3.25%), 12/23/26 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1294 | $1154770 |
|  |  | **$1154770** |
| Software — 0.5% | Software — 0.5% |  |
| Banff Merger Sub, Inc., Term Loan, 8.134%, (1 mo. USD LIBOR + 3.75%), 10/2/25 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5683 | $5451451 |
| Hyland Software, Inc., Term Loan, 7.884%, (1 mo. USD LIBOR + 3.50%), 7/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3091211 |
| Seattle Spinco, Inc., Term Loan, 7.134%, (1 mo. USD LIBOR + 2.75%), 6/21/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610823 |
| VS Buyer, LLC, Term Loan, 7.384%, (1 mo. USD LIBOR + 3.00%), 2/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4505105 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$13658590** |

---

------

Calvert

Bond Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Specialty Retail — 0.3% | Specialty Retail — 0.3% |  |
| Petsmart, Inc., Term Loan, 8.13%, (1 mo. USD LIBOR + 3.75%), 2/11/28 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6749 | $6634859 |
|  |  | **$6634859** |
| Total Senior Floating-Rate Loans<br> (identified cost $33,025,214) |  | **$32093221** |

---

Sovereign Government Bonds — 1.5%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Kreditanstalt fuer Wiederaufbau: |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 9/30/30 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3653 | $2861523 |
| &nbsp;&nbsp;&nbsp;1.00%, 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25266 | &nbsp;&nbsp; 22468501 |
| &nbsp;&nbsp;&nbsp;1.75%, 9/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14365 | &nbsp;&nbsp; 12417145 |
| Total Sovereign Government Bonds<br> (identified cost $43,080,845) |  | **$37747169** |

---

Taxable Municipal Obligations — 2.6%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| General Obligations — 0.5% | General Obligations — 0.5% |  |
| Commonwealth of Massachusetts, 5.456%, 12/1/39<sup>(13)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | $788812 |
| Los Angeles Unified School District, CA, 5.75%, 7/1/34<sup>(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp; 3923100 |
| Massachusetts, Green Bonds, 3.277%, 6/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4770 | &nbsp;&nbsp; 3635599 |
| New York City, NY, 5.206%, 10/1/31<sup>(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1030 | &nbsp;&nbsp; 1042442 |
| San Francisco City and County, CA, (Social Bonds - Affordable Housing, 2016), 3.921%, 6/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3085 | &nbsp;&nbsp; 2686048 |
|  |  | **$12076001** |
| Special Tax Revenue — 1.0% | Special Tax Revenue — 1.0% |  |
| California Health Facilities Financing Authority, (No Place Like Home Program): |  |  |
| &nbsp;&nbsp;&nbsp;2.361%, 6/1/26 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5565 | &nbsp;&nbsp;&nbsp;&nbsp;$5145176 |
| &nbsp;&nbsp;&nbsp;2.484%, 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3606079 |
| &nbsp;&nbsp;&nbsp;2.534%, 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4413226 |
| &nbsp;&nbsp;&nbsp;2.584%, 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2356484 |
| &nbsp;&nbsp;&nbsp;2.984%, 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2528509 |
| &nbsp;&nbsp;&nbsp;3.034%, 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1791340 |
| Connecticut, Special Tax Revenue, 5.459%, 11/1/30<sup>(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3864752 |
| New York City Transitional Finance Authority, NY, Future Tax Secured Revenue Bonds, 5.767%, 8/1/36<sup>(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3503979 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$27209545** |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Water and Sewer — 1.1% | Water and Sewer — 1.1% |  |
| District of Columbia Water & Sewer Authority, Green Bonds, 4.814%, 10/1/2114 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1170 | $1016192 |
| Narragansett Bay Commission, RI, Wastewater System Revenue: |  |  |
| &nbsp;&nbsp;&nbsp;Green Bonds, 2.094%, 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2495 | &nbsp;&nbsp; 2026040 |
| &nbsp;&nbsp;&nbsp;Green Bonds, 2.184%, 9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1985 | &nbsp;&nbsp; 1578710 |
| &nbsp;&nbsp;&nbsp;Green Bonds, 2.264%, 9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1780 | &nbsp;&nbsp; 1387617 |
| &nbsp;&nbsp;&nbsp;Green Bonds, 2.344%, 9/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1945 | &nbsp;&nbsp; 1489850 |
| San Diego County Water Authority, CA: |  |  |
| &nbsp;&nbsp;&nbsp;Green Bonds, 1.531%, 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2130 | &nbsp;&nbsp; 1683808 |
| &nbsp;&nbsp;&nbsp;Green Bonds, 1.701%, 5/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1495783 |
| &nbsp;&nbsp;&nbsp;Green Bonds, 1.951%, 5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;818574 |
| San Francisco City and County Public Utilities Commission, CA, Water Revenue, Green Bonds, 3.303%, 11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16138395 |
|  |  | &nbsp;&nbsp;&nbsp;**$27634969** |
| Total Taxable Municipal Obligations<br> (identified cost $78,943,179) |  | &nbsp;&nbsp;&nbsp;**$66920515** |

---

U.S. Government Agencies and Instrumentalities — 0.9%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| U.S. Department of Housing and Urban Development: |  |  |
| &nbsp;&nbsp;&nbsp;2.618%, 8/1/23 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;778 | $768485 |
| &nbsp;&nbsp;&nbsp;2.668%, 8/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2726 | &nbsp;&nbsp; 2640444 |
| &nbsp;&nbsp;&nbsp;2.738%, 8/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2726 | &nbsp;&nbsp; 2608877 |
| &nbsp;&nbsp;&nbsp;3.435%, 8/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3105 | &nbsp;&nbsp; 2735112 |
| &nbsp;&nbsp;&nbsp;3.485%, 8/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1745 | &nbsp;&nbsp; 1518423 |
| &nbsp;&nbsp;&nbsp;3.535%, 8/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929 | &nbsp;&nbsp; 794353 |
| &nbsp;&nbsp;&nbsp;3.585%, 8/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3215 | &nbsp;&nbsp; 2727147 |
| &nbsp;&nbsp;&nbsp;3.635%, 8/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657 | &nbsp;&nbsp; 555507 |
| U.S. International Development Finance Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;1.79%, 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1423449 |
| &nbsp;&nbsp;&nbsp;2.36%, 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1202440 |
| &nbsp;&nbsp;&nbsp;3.22%, 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1925224 |
| &nbsp;&nbsp;&nbsp;3.52%, 9/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4309660 |
| Total U.S. Government Agencies and Instrumentalities<br> (identified cost $26,194,826) |  | &nbsp;&nbsp;&nbsp;**$23209121** |

---

------

Calvert

Bond Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

U.S. Government Agency Mortgage-Backed Securities — 12.0%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Federal Home Loan Mortgage Corp., Pool #ZT0383, 3.50%, 3/1/48 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1423 | $1319480 |
| Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 30-Year, TBA<sup>(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159545 | &nbsp;&nbsp; 149797718 |
| &nbsp;&nbsp;&nbsp;4.50%, 30-Year, TBA<sup>(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64326 | &nbsp;&nbsp; 62014281 |
| &nbsp;&nbsp;&nbsp;5.00%, 30-Year, TBA<sup>(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47779 | &nbsp;&nbsp; 47122060 |
| &nbsp;&nbsp;&nbsp;5.50%, 30-Year, TBA<sup>(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9760 | &nbsp;&nbsp; 9790504 |
| &nbsp;&nbsp;&nbsp;Pool #AN1909, 2.68%, 7/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2923 | &nbsp;&nbsp; 2750224 |
| &nbsp;&nbsp;&nbsp;Pool #BM3990, 4.00%, 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3504 | &nbsp;&nbsp; 3354127 |
| &nbsp;&nbsp;&nbsp;Pool #FM1867, 3.00%, 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4455 | &nbsp;&nbsp; 3967836 |
| &nbsp;&nbsp;&nbsp;Pool #FM6803, 2.00%, 4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3212625 |
| &nbsp;&nbsp;&nbsp;Pool #FM7023, 3.00%, 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2907509 |
| &nbsp;&nbsp;&nbsp;Pool #MA3149, 4.00%, 10/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3901997 |
| Government National Mortgage Association II: |  |  |
| &nbsp;&nbsp;&nbsp;Pool #CB2653, 2.50%, 3/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4585057 |
| &nbsp;&nbsp;&nbsp;Pool #CB8627, 2.50%, 4/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2016173 |
| &nbsp;&nbsp;&nbsp;Pool #CB8628, 2.50%, 4/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2031383 |
| &nbsp;&nbsp;&nbsp;Pool #CB8629, 2.50%, 4/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7016929 |
| Total U.S. Government Agency Mortgage-Backed Securities<br> (identified cost $316,354,429) |  | &nbsp;&nbsp;**$305787903** |

---

U.S. Treasury Obligations — 13.3%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| U.S. Treasury Bonds: |  |  |
| &nbsp;&nbsp;&nbsp;1.375%, 11/15/40 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8915 | $5800670 |
| &nbsp;&nbsp;&nbsp;1.375%, 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28000 | &nbsp;&nbsp; 15568985 |
| &nbsp;&nbsp;&nbsp;1.625%, 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7891 | &nbsp;&nbsp; 4698073 |
| &nbsp;&nbsp;&nbsp;1.875%, 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14844 | &nbsp;&nbsp; 10499811 |
| &nbsp;&nbsp;&nbsp;1.875%, 11/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5814 | &nbsp;&nbsp; 3684395 |
| &nbsp;&nbsp;&nbsp;2.00%, 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp; 5287387 |
| &nbsp;&nbsp;&nbsp;2.00%, 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18800 | &nbsp;&nbsp; 12316203 |
| &nbsp;&nbsp;&nbsp;2.375%, 2/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;134837 | &nbsp;&nbsp; 103015995 |
| &nbsp;&nbsp;&nbsp;2.875%, 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3697940 |
| &nbsp;&nbsp;&nbsp;2.875%, 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3546914 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/15/42<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3917500 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18156152 |
| U.S. Treasury Notes: |  |  |
| &nbsp;&nbsp;&nbsp;0.125%, 6/30/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43024784 |
| &nbsp;&nbsp;&nbsp;0.375%, 9/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1496616 |
| &nbsp;&nbsp;&nbsp;0.75%, 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1409609 |
| &nbsp;&nbsp;&nbsp;1.125%, 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4730426 |
| &nbsp;&nbsp;&nbsp;1.375%, 9/30/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13049513 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| U.S. Treasury Notes: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 3/31/23 | $16000 | $15887753 |
| &nbsp;&nbsp;&nbsp;1.50%, 1/31/27 | 14503 | &nbsp;&nbsp; 13096322 |
| &nbsp;&nbsp;&nbsp;1.75%, 5/15/23 | 6000 | &nbsp;&nbsp; 5937294 |
| &nbsp;&nbsp;&nbsp;1.875%, 2/28/27 | 6372 | &nbsp;&nbsp; 5836852 |
| &nbsp;&nbsp;&nbsp;1.875%, 2/15/32 | 3529 | &nbsp;&nbsp; 2994825 |
| &nbsp;&nbsp;&nbsp;2.125%, 3/31/24 | 6346 | &nbsp;&nbsp; 6149299 |
| &nbsp;&nbsp;&nbsp;2.375%, 3/31/29 | 2500 | &nbsp;&nbsp; 2273584 |
| &nbsp;&nbsp;&nbsp;2.625%, 4/15/25 | 4604 | &nbsp;&nbsp; 4432069 |
| &nbsp;&nbsp;&nbsp;3.125%, 8/31/29 | 7894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7495137 |
| &nbsp;&nbsp;&nbsp;3.875%, 9/30/29 | 7683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7629579 |
| &nbsp;&nbsp;&nbsp;4.125%, 11/15/32 | 6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6226289 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/15/25 | 7350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7395363 |
| Total U.S. Treasury Obligations<br> (identified cost $362,333,328) |  | &nbsp;&nbsp;**$339255339** |

---

---

| | | |
|:---|:---|:---|
| Short-Term Investments — 8.4% |  |  |
| Affiliated Fund — 7.7% | Affiliated Fund — 7.7% | Affiliated Fund — 7.7% |
| **Security** | **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value** |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 4.11%<sup>(15)</sup> | 197817224 | $197817224 |
| Total Affiliated Fund<br> (identified cost $197,817,224) |  | **$197817224** |
| Securities Lending Collateral — 0.7% | Securities Lending Collateral — 0.7% | Securities Lending Collateral — 0.7% |
| **Security** | **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value** |
| State Street Navigator Securities Lending Government Money Market Portfolio, 4.34%<sup>(16)</sup> | 17300750 | $17300750 |
| Total Securities Lending Collateral<br> (identified cost $17,300,750) |  | **$17300750** |
| Total Short-Term Investments<br> (identified cost $215,117,974) |  | **$215117974** |
| Total Investments — 110.2%<br> (identified cost $3,084,058,105) |  | **$2811736713** |
| Other Assets, Less Liabilities — (10.2)% |  | **$(260560621)** |
| Net Assets — 100.0% |  | **$2551176092** |

---

------

Calvert

Bond Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | |
|:---|:---|
| 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> | 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 $1,036,522,688 or 40.6% of the Fund's net assets. |
| <sup>(2)</sup> | Weighted average fixed-rate coupon that changes/updates monthly. Rate shown is the rate at December 31, 2022. |
| <sup>(3)</sup> | Variable rate security. The stated interest rate represents the rate in effect at December 31, 2022. |
| <sup>(4)</sup> | Step coupon security. Interest rate represents the rate in effect at<br> December 31, 2022. |
| <sup>(5)</sup> | Represents an investment in an issuer that may be deemed to be an affiliate. |
| <sup>(6)</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 $16,763,562 and the total market value of the collateral received by the Fund was $17,328,519, comprised of cash of $17,300,750 and U.S. government and/or agencies securities of $27,769. |
| <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> | May be deemed to be an affiliated company. |
| <sup>(10)</sup> | Restricted security. Total market value of restricted securities amounts to $4,728,700, which represents 0.2% of the net assets of the Fund as of December 31, 2022. |

---

<sup>(11)</sup> Amount is less than 0.05%.

<sup>(12)</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>(13)</sup> Build America Bond. Represents taxable municipal obligation issued pursuant to the American Recovery and Reinvestment Act of 2009 or other legislation providing for the issuance of taxable municipal debt on which the issuer receives federal support.

<sup>(14)</sup> TBA (To Be Announced) securities are purchased or sold on a forward commitment basis with an approximate principal amount and maturity date. The actual principal amount and maturity date are determined upon settlement.

<sup>(15)</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>(16)</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;**Counterparty** | &nbsp;&nbsp;&nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;&nbsp;&nbsp;**Unrealized<br> (Depreciation)** |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;3960055 &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;5298108 | &nbsp;&nbsp;&nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;2/28/23 | &nbsp;&nbsp;&nbsp;&nbsp;$45536 | &nbsp;&nbsp;&nbsp;&nbsp;$— |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$45536** | &nbsp;&nbsp;&nbsp;&nbsp;**$—** |

---

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Reference Entity** | &nbsp;&nbsp;**Notional<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Value** | &nbsp;&nbsp;**Unamortized<br> Upfront<br> Receipts<br> (Payments)** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| Markit CDX North America High Yield Index (CDX.NA.HY.39.V1) | &nbsp;&nbsp;$13950 &nbsp;&nbsp;5.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;12/20/27 | &nbsp;&nbsp;$(101706) | &nbsp;&nbsp;$(321270) | &nbsp;&nbsp;$(422976) |
| **Total** |  |  | &nbsp;&nbsp;**$(101706)** | &nbsp;&nbsp;**$(321270)** | &nbsp;&nbsp;**$(422976)** |

---

---

| |
|:---|
| \* The contract annual fixed rate represents the fixed rate of interest received by the Fund (as a seller of protection) or paid by the Fund (as a buyer of protection) on the notional amount of the credit default swap contract. |
| <sup>(1)</sup> Upfront payment is exchanged with the counterparty as a result of the standardized trading coupon. |

---

------

Calvert

Bond Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

#### Futures Contracts

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | &nbsp;&nbsp;&nbsp;&nbsp;**Number of<br> Contracts** | &nbsp;&nbsp;&nbsp;&nbsp;**Position** | &nbsp;&nbsp;&nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional<br> Amount** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/<br> Unrealized<br> Appreciation<br> (Depreciation)** |
| **Interest Rate Futures** |  |  |  |  |  |
| U.S. 2-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;803 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;3/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;$164677735 | &nbsp;&nbsp;&nbsp;&nbsp;$215593 |
| U.S. 10-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;549 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;3/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61650984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(965618) |
| U.S. Long Treasury Bond | &nbsp;&nbsp;&nbsp;&nbsp;477 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;3/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59788969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3692) |
| U.S. Ultra-Long Treasury Bond | &nbsp;&nbsp;&nbsp;&nbsp;272 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;3/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36533000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161265 |
| U.S. 5-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;(824) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;3/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(88934063) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13962 |
| U.S. Ultra 10-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(62) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;3/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7333438) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35495 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(542995)** |

---

#### Restricted Securities

---

| | | |
|:---|:---|:---|
| **Description** | &nbsp;&nbsp;&nbsp;&nbsp;**Acquisition Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Cost** |
| Calvert Impact Capital, Inc., Community Investment Notes, 1.50%, 12/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;12/14/20 | &nbsp;&nbsp;&nbsp;&nbsp;$5000000 |

---

---

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

---

---

| | |
|:---|:---|
| **Currency Abbreviations:** | **Currency Abbreviations:** |
| CAD | – Canadian Dollar |
| USD | – United States Dollar |

---

------

Calvert

Bond Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

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

Credit Risk: During the fiscal year to date ended December 31, 2022, the Fund entered into credit default swap contracts to manage certain investment risks and/or to enhance total return or as a substitute for the purchase or sale of securities.

Foreign Exchange Risk: During the fiscal year to date ended December 31, 2022, the Fund entered into forward foreign currency exchange contracts to seek to hedge against fluctuations in currency exchange rates.

Interest Rate Risk: During the fiscal year to date ended December 31, 2022, the Fund entered into futures contracts to hedge against fluctuations in interest rates and to manage overall duration.

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

Affiliated Investments

At December 31, 2022, the value of the Fund's investment in Calvert Impact Capital, Inc. and in issuers and funds that may be deemed to be affiliated, was $210,285,442, which represents 8.2% of the Fund's net assets. Transactions in such investments by the Fund for the fiscal year to date ended December 31, 2022 were as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Name** | **Value,<br> beginning<br> of period** | **Purchases** | **Sales<br> proceeds** | **Net<br> realized<br> gain<br> (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Value,<br> end of<br> period** | **Interest/<br> Dividend<br> income** | **Principal amount/<br> Shares,<br> end of period** |
| **Commercial Mortgage-Backed Securities** |  |  |  |  |  |  |  |  |
| Morgan Stanley Capital I Trust: |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-CLS, Class A, 3.518%, (1 mo. USD LIBOR + 0.70%), 11/15/34 | $22340439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | $(22473000) | $63777 | $69480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | $30050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-CLS, Class B, 3.668%, (1 mo. USD LIBOR + 0.85%), 11/15/34 | &nbsp;&nbsp;&nbsp; 3974132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (4000000) | &nbsp;&nbsp;&nbsp; 605 | &nbsp;&nbsp;&nbsp; 25263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-BPR, Class A, 5.968%, (1 mo. USD LIBOR+ 1.65%), 5/15/36 | &nbsp;&nbsp;&nbsp; 7888782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;(149264) | &nbsp;&nbsp;&nbsp; 7739518 | &nbsp;&nbsp;&nbsp;104900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8085726 |
| **High Social Impact Investments** |  |  |  |  |  |  |  |  |
| Calvert Impact Capital, Inc., Community Investment Notes, 1.50%, 12/15/23<sup>(1)</sup> | &nbsp;&nbsp;&nbsp; 4643800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 84900 | &nbsp;&nbsp;&nbsp; 4728700 | &nbsp;&nbsp;&nbsp; 18750 | &nbsp;&nbsp;&nbsp; 5000000 |
| **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** |  |  |  |  |  |  |
| Liquidity Fund, Institutional Class<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;51806940 | &nbsp;&nbsp;&nbsp;412781437 | &nbsp;&nbsp;&nbsp;(266771153) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;197817224 | &nbsp;&nbsp;&nbsp;674949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197817224 |
| **Total** |  |  |  | **$64382** | &nbsp;&nbsp;&nbsp;&nbsp;**$30379** | **$210285442** | **$834355** |  |

---

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

Fair Value Measurements

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

Level 1 - quoted prices in active markets for identical securities

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

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

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

------

Calvert

Bond Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

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** |
| Asset-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;$414445629 | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;$414445629 |
| Collateralized Mortgage Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156070599 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156070599 |
| Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232372187 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232372187 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972829555 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972829555 |
| High Social Impact Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4728700 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4728700 |
| Preferred Stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11158801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11158801 |
| Senior Floating-Rate Loans | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32093221 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32093221 |
| Sovereign Government Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37747169 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37747169 |
| Taxable Municipal Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66920515 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66920515 |
| U.S. Government Agencies and Instrumentalities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23209121 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23209121 |
| U.S. Government Agency Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305787903 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305787903 |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339255339 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339255339 |
| Short-Term Investments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Affiliated Fund | &nbsp;&nbsp;&nbsp;&nbsp;197817224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197817224 |
| &nbsp;&nbsp;&nbsp;Securities Lending Collateral | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17300750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17300750 |
| **Total Investments** | &nbsp;&nbsp;**$226276775** | &nbsp;&nbsp;**$2585459938** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$2811736713** |
| Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$45536 | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$45536 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426315 |
| **Total** | &nbsp;&nbsp;**$226703090** | &nbsp;&nbsp;**$2585505474** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$2812208564** |
| **Liability Description** |  |  |  |  |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(969310) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(969310) |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(101706) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(101706) |
| **Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$(969310)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$(101706)** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$(1071016)** |

---

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Washington

  - **State:** DC

  - **Foreign country:** US

  - **Zip / Postal Code:** 20009

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 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:** $2847410132.42

**Total Liabilities:** $301387660.10

**Net Assets:** $2546022472.32

**Delayed Delivery Securities:** $273352246.60

**Cash Not Reported:** $12283113.32

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3739.40000000 | **1-Year:** -70527.26000000 | **5-Year:** -235367.45000000 | **10-Year:** -210062.22000000 | **30-Year:** -95340.00000000

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

- **3-Month:** -3107.00000000 | **1-Year:** -43956.16000000 | **5-Year:** -119345.44000000 | **10-Year:** -96158.06000000 | **30-Year:** -25479.62000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000023760 | -1.52%               | 3.30%                | -0.27%               |
| Class ID C000023758 | -1.44%               | 3.35%                | -0.20%               |
| Class ID C000195930 | -1.35%               | 3.29%                | -0.17%               |
| Class ID C000023761 | -1.42%               | 3.36%                | -0.18%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-12300050.56            | $-24232074.94                              |
| Month 2  | $-41078551.62            | $112183054.91                              |
| Month 3  | $4518262.15              | $-16318529.37                              |

**Designated Index Information**

- **Index Name:** BB Barclays US Aggregate Bond

- **Index Identifier:** BBG_US_Agg_Bond

### Schedule of Portfolio Investments

| Name                                                                    | Title                                                                                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SYNCHRONY BANK                                                          | Synchrony Bank                                                                                 | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   9909000 | PA      | $9671843.64   | 0.38%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                               | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18125000 | PA      | $18156152.34  | 0.71%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC                                                   | Coca-Cola Europacific Partners PLC                                                             | CUSIP: 19123MAF0<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |   2149000 | PA      | $1861584.92   | 0.07%             | 2027-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                                            | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   8750000 | PA      | $7698374.16   | 0.30%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loan Trust 2020-2                                                                 | CUSIP: 61946PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1407687 | PA      | $1176923.55   | 0.05%             | 2046-08-20      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR Trust 2019-DNA3                                                              | CUSIP: 35564TBE9<br>LEI: 549300KB1O80CETXGJ21 | Long             | ABS-MBS          | USGSE             | US        |   2905000 | PA      | $2959641.02   | 0.12%             | 2049-07-25      | Floating      | 12.54%                | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                            | UBS Group AG                                                                                   | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   6300000 | PA      | $4757435.68   | 0.19%             | 2032-02-11      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                           | PURCHASED USD / SOLD CAD                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $45535.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                         | SBA Tower Trust                                                                                | CUSIP: 78403DAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3300000 | PA      | $3155886.03   | 0.12%             | 2049-10-15      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                                            | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2309000 | PA      | $2144203.76   | 0.08%             | 2033-04-26      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                                    | Smithfield Foods Inc                                                                           | CUSIP: 832248BD9<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   4632000 | PA      | $3324307.84   | 0.13%             | 2031-09-13      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                  | Asian Development Bank                                                                         | CUSIP: 045167EJ8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   5500000 | PA      | $5185622.81   | 0.20%             | 2028-09-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                | CUSIP: 3140XAYV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3259926 | PA      | $2907508.66   | 0.11%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                       | Hyatt Hotels Corp                                                                              | CUSIP: 448579AN2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    984000 | PA      | $922663.84    | 0.04%             | 2024-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                          | Pagaya AI Debt Selection Trust 2021-5                                                          | CUSIP: 69547EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3856546 | PA      | $3459160.52   | 0.14%             | 2029-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                             | Swedbank AB                                                                                    | CUSIP: 87020PAT4<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   7180000 | PA      | $7132937.90   | 0.28%             | 2027-09-20      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP                                                   | Stifel Financial Corp                                                                          | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |   4782000 | PA      | $4158150.08   | 0.16%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY PART                                                | Brookfield Property Partners LP                                                                | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |    211400 | NS      | $3215394.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER SA                                                      | Banco Santander SA                                                                             | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   4000000 | PA      | $3421631.16   | 0.13%             | 2027-09-14      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan 2020-3 Ltd                                           | Loanpal Solar Loan Ltd                                                                         | CUSIP: 53948NAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2092679 | PA      | $1595209.03   | 0.06%             | 2047-12-20      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| KFW                                                                     | Kreditanstalt fuer Wiederaufbau                                                                | CUSIP: 500769JQ8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |  25266000 | PA      | $22468500.73  | 0.88%             | 2026-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE                                                 | CUSIP: 64971MZG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3380000 | PA      | $3503978.40   | 0.14%             | 2036-08-01      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                                  | NRZ Excess Spread-Collateralized Notes                                                         | CUSIP: 65246QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7854522 | PA      | $6950488.86   | 0.27%             | 2026-11-25      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                                           | Discover Bank                                                                                  | CUSIP: 25466AAN1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |   4337000 | PA      | $4163549.97   | 0.16%             | 2028-08-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                                                | Texas Capital Bancshares Inc                                                                   | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |   3024000 | PA      | $2687589.37   | 0.11%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                                        | Bellemeade Re Ltd                                                                              | CUSIP: 07876MAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   1550000 | PA      | $1532383.32   | 0.06%             | 2031-03-25      | Floating      | 6.13%                 | 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        |   6528000 | PA      | $6332160.00   | 0.25%             | 2025-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                | CUSIP: 3140J8NG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3503548 | PA      | $3354126.58   | 0.13%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Connecticut Avenue Securities Trust 2020-R02                                                   | CUSIP: 20754WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4570394 | PA      | $4131862.87   | 0.16%             | 2040-01-25      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                                           | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8279000 | PA      | $8562708.66   | 0.34%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Banff Merger Sub Inc                                                    | Banff Merger Sub Inc 2021 USD Term Loan                                                        | CUSIP: 05988HAE7<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |   5683526 | PA      | $5451450.98   | 0.21%             | 2025-10-02      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                | Capital One Financial Corp                                                                     | CUSIP: 14040HBT1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-10-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                               | CUSIP: 912828W71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6346000 | PA      | $6149298.81   | 0.24%             | 2024-03-31      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                           | JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY                                 | CUSIP: 46642MAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2335000 | PA      | $464416.32    | 0.02%             | 2027-06-10      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                                  | BBVA Bancomer SA/Texas                                                                         | CUSIP: 05533UAH1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   5136000 | PA      | $4663333.92   | 0.18%             | 2025-09-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                | Warnermedia Holdings Inc                                                                       | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |  10028000 | PA      | $7328736.26   | 0.29%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| San Diego County Water Authority                                        | SAN DIEGO CNTY CA WTR AUTH                                                                     | CUSIP: 797412DT7<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |   1925000 | PA      | $1495782.75   | 0.06%             | 2031-05-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                            | Comcast Corp                                                                                   | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   6939000 | PA      | $4487856.54   | 0.18%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                                             | Home RE 2021-1 Ltd                                                                             | CUSIP: 437307AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   3188070 | PA      | $3173086.97   | 0.12%             | 2033-07-25      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                                      | Sunnova Helios IV Issuer LLC                                                                   | CUSIP: 86746CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3294084 | PA      | $2819493.98   | 0.11%             | 2047-06-20      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                  | General Motors Financial Co Inc                                                                | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   7598000 | PA      | $6820751.04   | 0.27%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loan Trust 2019-1                                                                 | CUSIP: 61946CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2022621 | PA      | $1881430.47   | 0.07%             | 2043-12-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING                                                | NextEra Energy Operating Partners LP                                                           | CUSIP: 65342QAC6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    324000 | PA      | $302902.74    | 0.01%             | 2024-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                            | Centene Corp                                                                                   | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2693000 | PA      | $2531603.69   | 0.10%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HOUSING URBAN DEVELOPMNT                                                | United States Department of Housing and Urban Development                                      | CUSIP: 911759MW5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    778000 | PA      | $768484.70    | 0.03%             | 2023-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                     | NEW YORK NY                                                                                    | CUSIP: 64966HMV9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1030000 | PA      | $1042442.40   | 0.04%             | 2031-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SOUTH32 TREASURY LTD                                                    | South32 Treasury Ltd                                                                           | CUSIP: 84055BAA1<br>LEI: 213800HFGZMXST64GP53 | Long             | DBT              | CORP              | AU        |   4488000 | PA      | $3851983.08   | 0.15%             | 2032-04-14      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LLC                                         | Cologix Data Centers US Issuer LLC                                                             | CUSIP: 19521UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5985000 | PA      | $5216886.30   | 0.20%             | 2051-12-26      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| KFW                                                                     | Kreditanstalt fuer Wiederaufbau                                                                | CUSIP: 500769JD7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |  14365000 | PA      | $12417144.79  | 0.49%             | 2029-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                               | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14844000 | PA      | $10499810.63  | 0.41%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                                | TerraForm Power Operating LLC                                                                  | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |   7359000 | PA      | $6635683.89   | 0.26%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINANCE CO VII                                                | KKR Group Finance Co VII LLC                                                                   | CUSIP: 48252DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4662000 | PA      | $3216386.15   | 0.13%             | 2050-02-25      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                           | Citigroup Inc                                                                                  | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5045000 | PA      | $4721570.50   | 0.19%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond - WI Reopening                                                | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3917500.00   | 0.15%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                  | United States Treasury Note/Bond                                                               | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5814000 | PA      | $3684395.41   | 0.14%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                     | Oportun Issuance Trust 2021-C                                                                  | CUSIP: 68377WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  30475000 | PA      | $26691568.37  | 1.05%             | 2031-10-08      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                        | OneMain Financial Issuance Trust 2022-S1                                                       | CUSIP: 68267HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8670000 | PA      | $8187283.01   | 0.32%             | 2035-05-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                          | Pagaya AI Debt Selection Trust 2021-2                                                          | CUSIP: 69546LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3559567 | PA      | $3317025.90   | 0.13%             | 2029-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                        | Planet Fitness Master Issuer LLC                                                               | CUSIP: 72703PAC7<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |   3118550 | PA      | $2570876.17   | 0.10%             | 2049-12-05      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                   | MidAmerican Energy Co                                                                          | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   4815000 | PA      | $4109604.91   | 0.16%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                                 | Sun Communities Operating LP                                                                   | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |   7362000 | PA      | $6504133.01   | 0.26%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                     | Intesa Sanpaolo SpA                                                                            | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   8690000 | PA      | $8840642.37   | 0.35%             | 2033-11-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                               | CUSIP: 912828VB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5937294.18   | 0.23%             | 2023-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                 | International Bank for Reconstruction & Development                                            | CUSIP: 45905U6L3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  12050000 | PA      | $11646010.86  | 0.46%             | 2025-11-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DAVE & BUSTER'S INC                                                     | Dave & Buster's Inc                                                                            | CUSIP: 23833NAH7<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2687248.20   | 0.11%             | 2025-11-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                | Warnermedia Holdings Inc                                                                       | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   3835000 | PA      | $2947676.45   | 0.12%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                                          | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  64326000 | PA      | $62014281.16  | 2.44%             | 2053-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                                  | BBVA Bancomer SA/Texas                                                                         | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   1686000 | PA      | $1516104.28   | 0.06%             | 2033-01-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                | Vantage Data Centers LLC                                                                       | CUSIP: 92212KAC0<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |  10830000 | PA      | $8920408.91   | 0.35%             | 2045-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                          | Pagaya AI Debt Selection Trust 2021-3                                                          | CUSIP: 69546RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7615351 | PA      | $7420952.86   | 0.29%             | 2029-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loan Trust 2019-2                                                                 | CUSIP: 61945LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6894586 | PA      | $5930713.69   | 0.23%             | 2040-09-20      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loan Trust 2022-2                                                                 | CUSIP: 61946UAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6328259 | PA      | $6038751.54   | 0.24%             | 2053-01-21      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Connecticut Avenue Securities Trust 2019-R01                                                   | CUSIP: 20754FAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10565000 | PA      | $10633128.40  | 0.42%             | 2031-07-25      | Floating      | 8.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                                             | CUSIP: 3617UUSR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2355693 | PA      | $2031383.15   | 0.08%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                                          | JPMorgan Chase Bank NA - CACLN                                                                 | CUSIP: 46591HCD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3137056 | PA      | $2957840.36   | 0.12%             | 2029-02-26      | Fixed         | 0.76%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                          | EPR Properties                                                                                 | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   6930000 | PA      | $5438517.08   | 0.21%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                                       | CUSIP: 30711XAP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5912022 | PA      | $6209103.38   | 0.24%             | 2024-11-25      | Floating      | 9.29%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                   | DB Master Finance LLC                                                                          | CUSIP: 233046AF8<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    657225 | PA      | $599668.85    | 0.02%             | 2047-11-20      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                     | Oportun Issuance Trust 2021-B                                                                  | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6319000 | PA      | $5524888.11   | 0.22%             | 2031-05-08      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                          | EPR Properties                                                                                 | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   6725000 | PA      | $5895830.23   | 0.23%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                       | International Finance Corp                                                                     | CUSIP: 45950VQM1<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |   4067000 | PA      | $4064471.83   | 0.16%             | 2024-04-03      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                       | HSBC Holdings PLC                                                                              | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  12130000 | PA      | $12769588.70  | 0.50%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| Neighborly Issuer LLC                                                   | Neighborly Issuer LLC                                                                          | CUSIP: 64016NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5343625 | PA      | $4297929.96   | 0.17%             | 2051-04-30      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                               | Jabil Inc                                                                                      | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   9437000 | PA      | $7834087.99   | 0.31%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                                                | SMBC Aviation Capital Finance DAC                                                              | CUSIP: 78448TAE2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   3200000 | PA      | $3094992.67   | 0.12%             | 2024-04-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                  | LOS ANGELES CA UNIF SCH DIST                                                                   | CUSIP: 544646XZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3750000 | PA      | $3923100.00   | 0.15%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VMC Finance LLC                                                         | VMC Finance 2021-HT1 LLC                                                                       | CUSIP: 91835TAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6305627 | PA      | $6106141.17   | 0.24%             | 2037-01-18      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                                        | Bellemeade RE 2021-3 Ltd                                                                       | CUSIP: 078777AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3470000 | PA      | $3231728.63   | 0.13%             | 2031-09-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                                   | Bread Financial Holdings Inc                                                                   | CUSIP: 018581AK4<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |   6199000 | PA      | $5506683.53   | 0.22%             | 2024-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                     | Ashtead Capital Inc                                                                            | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   5174000 | PA      | $4648808.63   | 0.18%             | 2029-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                                            | State Street Navigator Securities Lending Government Money Market Portfolio                    | CUSIP: 857492706<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |  17300750 | NS      | $17300750.00  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| California Health Facilities Financing Authority                        | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                                      | CUSIP: 13032UVD7<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   5565000 | PA      | $5145176.40   | 0.20%             | 2026-06-01      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                               | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6100000 | PA      | $6226289.03   | 0.24%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                                                     | DataBank Issuer                                                                                | CUSIP: 23802WAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5184000 | PA      | $4498883.60   | 0.18%             | 2051-10-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                                | United States International Development Finance Corp                                           | CUSIP: 690353G50<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGA              | US        |   2035621 | PA      | $1925224.31   | 0.08%             | 2029-09-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                                | Delta Air Lines Inc / SkyMiles IP Ltd                                                          | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   5100000 | PA      | $4978237.55   | 0.20%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LIFE STORAGE LP                                                         | Life Storage LP                                                                                | CUSIP: 53227JAD6<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              |  | US        |   6172000 | PA      | $4763218.29   | 0.19%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| Extended Stay America Trust                                             | Extended Stay America Trust 2021-ESH                                                           | CUSIP: 30227FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6880203 | PA      | $6619066.74   | 0.26%             | 2038-07-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                        | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                                      | CUSIP: 13032UVL9<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   3060000 | PA      | $2528508.60   | 0.10%             | 2033-06-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                                     | Block Financial LLC                                                                            | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7027000 | PA      | $6164371.10   | 0.24%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US ULTRA BOND CBT MAR23                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       272 | NC      | $161265.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                | CUSIP: 3140XARZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3880947 | PA      | $3212624.69   | 0.13%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                                  | Kommuninvest I Sverige AB                                                                      | CUSIP: 50046PBR5<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |  12390000 | PA      | $11624081.79  | 0.46%             | 2024-06-19      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BLUEHUB LOAN FUND                                                       | BlueHub Loan Fund Inc                                                                          | CUSIP: 095623AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9400000 | PA      | $8156970.23   | 0.32%             | 2030-01-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                          | Fannie Mae-Aces                                                                                | CUSIP: 3136B75M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13443000 | PA      | $11786990.44  | 0.46%             | 2029-10-25      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                   | Bath & Body Works Inc                                                                          | CUSIP: 532716AN7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   2744000 | PA      | $2323166.44   | 0.09%             | 2037-07-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                                     | NuStar Logistics LP                                                                            | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   2035000 | PA      | $1963016.39   | 0.08%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                                          | CUSIP: 01F040610<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 159545000 | PA      | $149797717.88 | 5.88%             | 2053-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                    | Enel Finance International NV                                                                  | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |  11675000 | PA      | $10075142.06  | 0.40%             | 2026-07-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                | Vantage Data Centers Issuer LLC                                                                | CUSIP: 92212KAD8<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |   3726000 | PA      | $3209553.30   | 0.13%             | 2046-10-15      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Seattle Spinco, Inc.                                                    | Seattle Spinco, Inc. USD Term Loan B3                                                          | CUSIP: 81271EAB7<br>LEI: 213800AAQDP1DDU8BK05 | Long             | LON              | CORP              | US        |    612866 | PA      | $610823.09    | 0.02%             | 2024-06-21      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                        | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                                      | CUSIP: 13032UVG0<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   2715000 | PA      | $2356484.25   | 0.09%             | 2029-06-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Connecticut Avenue Securities Trust 2019-R07                                                   | CUSIP: 20753WAE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9453608 | PA      | $9225351.58   | 0.36%             | 2039-10-25      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                                 | American National Group Inc                                                                    | CUSIP: 02772AAA7<br>LEI: 549300I1RRC5M591MY93 | Long             | DBT              | CORP              | US        |   6355000 | PA      | $6029106.39   | 0.24%             | 2032-06-13      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                            | AES Corp/The                                                                                   | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $6781819.69   | 0.27%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                                  | HAT Holdings I LLC / HAT Holdings II LLC                                                       | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              |  | US        |  13833000 | PA      | $12037338.27  | 0.47%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loan Trust 2019-2                                                                 | CUSIP: 61945LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17075 | PA      | $17017.84     | 0.00%             | 2040-09-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                | Celanese US Holdings LLC                                                                       | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $4966248.52   | 0.20%             | 2029-07-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                               | CUSIP: 91282CEH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4604000 | PA      | $4432069.38   | 0.17%             | 2025-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SYNOVUS BANK GA                                                         | Synovus Bank/Columbus GA                                                                       | CUSIP: 87164DSE1<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |   6445000 | PA      | $5985492.96   | 0.24%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US 10YR ULTRA FUT MAR23                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -62 | NC      | $35494.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                           | JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY                                 | CUSIP: 46642MAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    385000 | PA      | $38260.57     | 0.00%             | 2027-06-10      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Commercial Mortgage Trust 2021-VOLT                                                         | CUSIP: 05609VAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7716800 | PA      | $7240310.75   | 0.28%             | 2036-09-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                    | Boston Properties LP                                                                           | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   4229000 | PA      | $4367999.07   | 0.17%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pnmac Gmsr Issuer Trust                                                 | PNMAC GMSR ISSUER TRUST 2022-GT1                                                               | CUSIP: 69354WAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4680000 | PA      | $4435278.59   | 0.17%             | 2027-05-25      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                               | Jabil Inc                                                                                      | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   6161000 | PA      | $5423375.32   | 0.21%             | 2030-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                                   | FMC GMSR Issuer Trust                                                                          | CUSIP: 30259RAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6200000 | PA      | $5852254.40   | 0.23%             | 2027-07-25      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                                   | FMC GMSR Issuer Trust                                                                          | CUSIP: 30259RAM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4391000 | PA      | $3914724.92   | 0.15%             | 2027-04-25      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Commercial Mortgage Trust 2021-VOLT                                                         | CUSIP: 05609VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10584374 | PA      | $10000021.30  | 0.39%             | 2036-09-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                          | Morgan Stanley Capital I Trust 2019-BPR                                                        | CUSIP: 61769GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8085726 | PA      | $7739518.19   | 0.30%             | 2036-05-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                                      | Willis Engine Structured Trust V                                                               | CUSIP: 97064FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    728829 | PA      | $491567.91    | 0.02%             | 2045-03-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LLC                                         | Cologix Canadian Issuer LP                                                                     | CUSIP: 19521DAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   5300000 | PA      | $3583684.64   | 0.14%             | 2052-01-25      | Fixed         | 7.74%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                | American Water Capital Corp                                                                    | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    639000 | PA      | $525724.32    | 0.02%             | 2031-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Connecticut Avenue Securities Trust 2018-R07                                                   | CUSIP: 20753QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    331642 | PA      | $331733.67    | 0.01%             | 2031-04-25      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Sunnova Sol Issuer,LLC                                                  | Sunnova Sol II Issuer LLC                                                                      | CUSIP: 86745PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8774503 | PA      | $6909112.91   | 0.27%             | 2055-11-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                               | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4592600 | PA      | $3697939.98   | 0.15%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Vivint Solar Financing LLC                                              | Vivint Solar Financing VII LLC                                                                 | CUSIP: 92855HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5908218 | PA      | $4538081.20   | 0.18%             | 2051-07-31      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                                 | Sun Communities Operating LP                                                                   | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |   3395000 | PA      | $2687952.21   | 0.11%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                           | Owens Corning                                                                                  | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   6455000 | PA      | $5880602.99   | 0.23%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                | Santander UK Group Holdings PLC                                                                | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   5461000 | PA      | $5537535.92   | 0.22%             | 2026-11-21      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR Trust 2019-HQA2                                                              | CUSIP: 35564MBD6<br>LEI: 549300NKHCH87PYOHD44 | Long             | ABS-MBS          | USGSE             | US        |   4851895 | PA      | $4953739.19   | 0.19%             | 2049-04-25      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust                        | GoodLeap Sustainable Home Solutions Trust 2021-5                                               | CUSIP: 38237HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3670211 | PA      | $2673611.83   | 0.11%             | 2048-10-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                          | Fannie Mae-Aces                                                                                | CUSIP: 3136AY2C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4981965 | PA      | $4662412.72   | 0.18%             | 2027-09-25      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                                           | CUSIP: 06051GHW2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8268000 | PA      | $7817698.92   | 0.31%             | 2025-10-22      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                      | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    813000 | PA      | $750458.10    | 0.03%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                                | United States International Development Finance Corp                                           | CUSIP: 6903534C8<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGA              | US        |   4535143 | PA      | $4309659.64   | 0.17%             | 2032-09-20      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Pnmac Gmsr Issuer Trust                                                 | PNMAC GMSR ISSUER TRUST 2018-GT1                                                               | CUSIP: 69354WAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7588000 | PA      | $7446467.87   | 0.29%             | 2023-02-25      | Floating      | 7.24%                 | 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        |   1059000 | PA      | $909535.25    | 0.04%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Nokia OYJ                                                               | Nokia Oyj                                                                                      | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |   5100000 | PA      | $4849775.54   | 0.19%             | 2039-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HOUSING URBAN DEVELOPMNT                                                | United States Department of Housing and Urban Development                                      | CUSIP: 911759NL8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3215000 | PA      | $2727147.48   | 0.11%             | 2037-08-01      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                             | Extended Stay America Trust 2021-ESH                                                           | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4864366 | PA      | $4731448.01   | 0.19%             | 2038-07-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| APTIV PLC / APTIV CORP                                                  | Aptiv PLC / Aptiv Corp                                                                         | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   2704000 | PA      | $2218811.17   | 0.09%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                       | Iron Mountain Inc                                                                              | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |   1050000 | PA      | $944948.08    | 0.04%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOUSING URBAN DEVELOPMNT                                                | United States Department of Housing and Urban Development                                      | CUSIP: 911759NJ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1745000 | PA      | $1518423.13   | 0.06%             | 2035-08-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                          | Fannie Mae-Aces                                                                                | CUSIP: 3136B3XY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7922922 | PA      | $7611394.89   | 0.30%             | 2028-09-25      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loan Trust 2021-1                                                                 | CUSIP: 61947DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3273024 | PA      | $2579519.51   | 0.10%             | 2046-12-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                    | Kyndryl Holdings Inc                                                                           | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   4323000 | PA      | $3251132.90   | 0.13%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| US CELLULAR CORP                                                        | United States Cellular Corp                                                                    | CUSIP: 911684801<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |    304275 | NS      | $4418073.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NATURA &CO LUX HLD SARL                                                 | Natura &Co Luxembourg Holdings Sarl                                                            | CUSIP: 63884WAA6<br>LEI: 54930074AZRQQPMINM11 | Long             | DBT              | CORP              | LU        |   6835000 | PA      | $5990388.25   | 0.24%             | 2029-04-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| CenturyLink, Inc.                                                       | CenturyLink, Inc. 2020 Term Loan B                                                             | CUSIP: 15669GAH7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   5085268 | PA      | $4834183.17   | 0.19%             | 2027-03-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                        | Societe Generale SA                                                                            | CUSIP: 83368RBL5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   4545000 | PA      | $4263225.59   | 0.17%             | 2033-06-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                | European Investment Bank                                                                       | CUSIP: 298785JN7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |  14990000 | PA      | $12539660.85  | 0.49%             | 2031-05-13      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| HOUSING URBAN DEVELOPMNT                                                | United States Department of Housing and Urban Development                                      | CUSIP: 911759NH7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3105000 | PA      | $2735111.97   | 0.11%             | 2034-08-01      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                                       | CUSIP: 30711XAB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    813006 | PA      | $836183.66    | 0.03%             | 2023-10-25      | Floating      | 9.64%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                    | Westpac Banking Corp                                                                           | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   3746000 | PA      | $2793635.32   | 0.11%             | 2036-11-18      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loan Trust 2020-1                                                                 | CUSIP: 61946NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    694212 | PA      | $603926.91    | 0.02%             | 2046-04-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                           | UniCredit SpA                                                                                  | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   2617000 | PA      | $2131307.99   | 0.08%             | 2035-06-30      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LLC                                         | Cologix Data Centers US Issuer LLC                                                             | CUSIP: 19521UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13910000 | PA      | $12186498.14  | 0.48%             | 2051-12-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DORIS DUKE CHARITABLE                                                   | Doris Duke Charitable Foundation/The                                                           | CUSIP: 258261AA4<br>LEI: HFI2KJN5A6RHAGMWK984 | Long             | DBT              | CORP              | US        |  10210000 | PA      | $6019083.84   | 0.24%             | 2050-07-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| LUNAR AIRCRAFT 2020-1 LIMITED                                           | LUNAR AIRCRAFT 2020-1 LTD                                                                      | CUSIP: 55037LAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    373075 | PA      | $192204.87    | 0.01%             | 2045-02-15      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| San Diego County Water Authority                                        | SAN DIEGO CNTY CA WTR AUTH                                                                     | CUSIP: 797412DS9<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |   2130000 | PA      | $1683807.60   | 0.07%             | 2030-05-01      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US 10YR NOTE (CBT)MAR23                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       549 | NC      | $-965617.97   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                               | CUSIP: 3132ACM80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1423111 | PA      | $1319479.69   | 0.05%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                          | Fannie Mae-Aces                                                                                | CUSIP: 3136B1XJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3800289 | PA      | $3540501.69   | 0.14%             | 2028-03-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                     | Oportun Funding XIV LLC                                                                        | CUSIP: 68377BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4091000 | PA      | $3771262.99   | 0.15%             | 2028-03-08      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                                           | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5365000 | PA      | $4144522.64   | 0.16%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                                                      | Enact Holdings Inc                                                                             | CUSIP: 37255LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5158000 | PA      | $5070726.64   | 0.20%             | 2025-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACLN                                         | JPMorgan Chase Bank NA - CACLN                                                                 | CUSIP: 48128U2M0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3409412 | PA      | $3259319.71   | 0.13%             | 2028-12-26      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority                            | DIST OF COLUMBIA WTR & SWR AUTH PUBLIC UTILITY REVENUE                                         | CUSIP: 254845JZ4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |   1170000 | PA      | $1016191.80   | 0.04%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NATURA COSMETICOS SA                                                    | Natura Cosmeticos SA                                                                           | CUSIP: 63883KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   4710000 | PA      | $3849082.65   | 0.15%             | 2028-05-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                                           | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3540000 | PA      | $2724686.56   | 0.11%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| NuStar Energy LP                                                        | NuStar Energy LP                                                                               | CUSIP: 67058H300<br>LEI: 5493003BMLTUIEG2LG44 | Long             | EP               | CORP              | US        |     76679 | NS      | $1562718.02   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Credit Suisse Mortgage Trust                                            | CSMC 2022-NWPT                                                                                 | CUSIP: 12663MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5285000 | PA      | $5239965.46   | 0.21%             | 2024-09-09      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Hardee's Funding LLC and Carls' Jr Funding LLC                          | Hardee's Funding LLC                                                                           | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2082500 | PA      | $1789372.92   | 0.07%             | 2050-12-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Narragansett Bay Commission                                             | NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE                                              | CUSIP: 631060CS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1985000 | PA      | $1578710.20   | 0.06%             | 2031-09-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| HOUSING URBAN DEVELOPMNT                                                | United States Department of Housing and Urban Development                                      | CUSIP: 911759NM6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    657000 | PA      | $555507.40    | 0.02%             | 2038-08-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                                   | CUSIP: 3137FVED0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4615000 | PA      | $3693410.34   | 0.15%             | 2030-06-25      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| Conn Funding II, L.P                                                    | Conn's Receivables Funding 2022-A LLC                                                          | CUSIP: 20825YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12437000 | PA      | $12342057.19  | 0.48%             | 2026-12-15      | Fixed         | 9.52%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                                  | Global Atlantic Fin Co                                                                         | CUSIP: 37959GAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10748000 | PA      | $7909014.36   | 0.31%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                          | Fannie Mae-Aces                                                                                | CUSIP: 3136B3DE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14071073 | PA      | $13413711.92  | 0.53%             | 2030-09-25      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                        | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                                      | CUSIP: 13032UVF2<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   4980000 | PA      | $4413226.20   | 0.17%             | 2028-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| WFLD Mortgage Trust                                                     | WFLD 2014-MONT Mortgage Trust                                                                  | CUSIP: 92939GAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2700000 | PA      | $2259747.45   | 0.09%             | 2031-08-10      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                        | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                                      | CUSIP: 13032UVE5<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   3980000 | PA      | $3606079.00   | 0.14%             | 2027-06-01      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                | CUSIP: 3140X5CD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4455019 | PA      | $3967835.53   | 0.16%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                      | Seagate HDD Cayman                                                                             | CUSIP: 81180WBG5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |   5595975 | PA      | $6145191.97   | 0.24%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| LendingPoint Asset Securitization Trust                                 | Lendingpoint 2022-A Asset Securitization Trust                                                 | CUSIP: 52605AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2856857 | PA      | $2825056.87   | 0.11%             | 2029-06-15      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                      | CUSIP: 00774MAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1878000 | PA      | $1779201.58   | 0.07%             | 2024-08-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| CALVERT IMPACT CAPITAL NOTE                                             | CALVERT IMPACT CAPITAL NOTE                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4728700.00   | 0.19%             | 2023-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                | CUSIP: 3138LEDP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2922928 | PA      | $2750224.05   | 0.11%             | 2026-07-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                               | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7894000 | PA      | $7495137.18   | 0.29%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Connecticut Avenue Securities Trust 2019-R02                                                   | CUSIP: 20753KAF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4805000 | PA      | $4907331.12   | 0.19%             | 2031-08-25      | Floating      | 8.54%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                    | Bank of America Corp                                                                           | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7533000 | PA      | $7039943.91   | 0.28%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                               | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1775000 | PA      | $1496616.21   | 0.06%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                         | Long: B95VEAG06 CDS USD R V 03MEVENT 1 CCPCDX / Short: B95VEAG06 CDS USD P F  5.00000 2 CCPCDX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  13950000 | OU      | $-78456.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | BNP Paribas SA                                                                                 | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   5958000 | PA      | $6226396.04   | 0.24%             | 2027-11-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                        | Societe Generale SA                                                                            | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3472000 | PA      | $3571692.30   | 0.14%             | 2027-11-22      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Narragansett Bay Commission                                             | NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE                                              | CUSIP: 631060CU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1945000 | PA      | $1489850.55   | 0.06%             | 2033-09-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-2 B PTT                                                   | American Airlines 2015-2 Class B Pass Through Trust                                            | CUSIP: 02377BAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1338743 | PA      | $1316293.28   | 0.05%             | 2023-09-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR 2019-HQA3                                                                    | CUSIP: 35564XBD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3974000 | PA      | $3868390.55   | 0.15%             | 2049-09-25      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| SES SA                                                                  | SES SA                                                                                         | CUSIP: 78413HAB5<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |   1457000 | PA      | $1116498.98   | 0.04%             | 2043-04-04      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                         | Stack Infrastructure Issuer LLC                                                                | CUSIP: 85236KAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5900000 | PA      | $5257311.82   | 0.21%             | 2045-08-25      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| ADAMS OUTDOOR ADVERTISING                                               | Adams Outdoor Advertising LP                                                                   | CUSIP: 006346AS9<br>LEI: 549300BTFXNHDCUHER30 | Long             | ABS-O            | CORP              | US        |   1649643 | PA      | $1566215.22   | 0.06%             | 2048-11-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                                             | Home RE 2021-1 Ltd                                                                             | CUSIP: 437307AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   2500000 | PA      | $2291110.50   | 0.09%             | 2033-07-25      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                   | Truist Financial Corp                                                                          | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   4856000 | PA      | $4516080.00   | 0.18%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loans 2017-1 LLC                                                                  | CUSIP: 61946EAA6<br>LEI: 549300ZLA8SW2SVJMN33 | Long             | ABS-O            | CORP              | US        |    105861 | PA      | $101418.90    | 0.00%             | 2042-06-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                               | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2306000 | PA      | $1889407.08   | 0.07%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                                | United States International Development Finance Corp                                           | CUSIP: 6903536P7<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGA              | US        |   1310831 | PA      | $1202439.96   | 0.05%             | 2029-10-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                     | Oportun Funding XIV LLC                                                                        | CUSIP: 68377BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1893000 | PA      | $1754223.79   | 0.07%             | 2028-03-08      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                       | Lithia Motors Inc                                                                              | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   7749000 | PA      | $6318382.10   | 0.25%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| STANDARD CHARTERED PLC                                                  | Standard Chartered PLC                                                                         | CUSIP: 853254CB4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2554000 | PA      | $2411362.55   | 0.09%             | 2025-03-23      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue      | SAN FRANCISCO CITY & CNTY CA PUBLIC UTILITIES COMMISSION WTR                                   | CUSIP: 79765R5A3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  19705000 | PA      | $16138395.00  | 0.63%             | 2039-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UPC Financing Partnership                                               | UPC Financing Partnership 2021 USD Term Loan AX                                                | CUSIP: 000000000<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |   5925000 | PA      | $5810819.33   | 0.23%             | 2029-01-31      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                            | Comcast Corp                                                                                   | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   7567000 | PA      | $4714161.32   | 0.19%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                                  | HAT Holdings I LLC / HAT Holdings II LLC                                                       | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              |  | US        |   6000000 | PA      | $4419694.38   | 0.17%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2019-XL                                    | BX Commercial Mortgage Trust 2019-XL                                                           | CUSIP: 056054AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14428852 | PA      | $14260770.40  | 0.56%             | 2036-10-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Pnmac Gmsr Issuer Trust                                                 | PNMAC GMSR ISSUER TRUST 2018-GT2                                                               | CUSIP: 69354WAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1555000 | PA      | $1551251.52   | 0.06%             | 2025-08-25      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| LendingPoint Asset Securitization Trust                                 | Lendingpoint 2022-C Asset Securitization Trust                                                 | CUSIP: 525919AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11356124 | PA      | $11309926.14  | 0.44%             | 2030-02-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Newmark Group Inc                                                       | Newmark Group Inc                                                                              | CUSIP: 65158NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2976426.60   | 0.12%             | 2023-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                        | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                                      | CUSIP: 13032UVM7<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   2195000 | PA      | $1791339.50   | 0.07%             | 2034-06-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                       | CI Financial Corp                                                                              | CUSIP: 125491AP5<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |   7934000 | PA      | $4701502.27   | 0.18%             | 2051-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                  | Extra Space Storage LP                                                                         | CUSIP: 30225VAF4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |   4159000 | PA      | $3263802.12   | 0.13%             | 2031-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                             | BBCMS 2017-DELC Mortgage Trust                                                                 | CUSIP: 05552EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5560000 | PA      | $5466382.94   | 0.21%             | 2036-08-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                   | Bath & Body Works Inc                                                                          | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   5755000 | PA      | $5410350.32   | 0.21%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust                        | GoodLeap Sustainable Home Solutions Trust 2022-2                                               | CUSIP: 38237KAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9772368 | PA      | $7967501.15   | 0.31%             | 2049-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sunrun Demeter Issuer LLC                                               | Sunrun Demeter Issuer 2021-2 LLC                                                               | CUSIP: 86772HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4024778 | PA      | $3149356.96   | 0.12%             | 2057-01-30      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                                           | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  17046000 | PA      | $14158925.97  | 0.56%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US LONG BOND(CBT) MAR23                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       477 | NC      | $-3691.51     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                         | Stack Infrastructure Issuer LLC                                                                | CUSIP: 85236KAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  26594891 | PA      | $25964836.83  | 1.02%             | 2044-02-25      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                | CUSIP: 31418CQB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4070511 | PA      | $3901997.50   | 0.15%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                                   | CUSIP: 3137FPHR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19890000 | PA      | $17558776.64  | 0.69%             | 2029-08-25      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Connecticut Avenue Securities Trust 2021-R01                                                   | CUSIP: 20754RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10131708 | PA      | $9287136.93   | 0.36%             | 2041-10-25      | Floating      | 9.93%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                                          | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  47779000 | PA      | $47122060.25  | 1.85%             | 2053-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                       | General Motors Co                                                                              | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   3705000 | PA      | $3452483.02   | 0.14%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                | Celanese US Holdings LLC                                                                       | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   4197000 | PA      | $4146345.78   | 0.16%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| HOUSING URBAN DEVELOPMNT                                                | United States Department of Housing and Urban Development                                      | CUSIP: 911759MX3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2726000 | PA      | $2640443.97   | 0.10%             | 2024-08-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                       | CI Financial Corp                                                                              | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |   5188000 | PA      | $3946264.18   | 0.15%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                                           | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9133000 | PA      | $8124647.85   | 0.32%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                      | CUSIP: 00774MAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   4780000 | PA      | $4749945.32   | 0.19%             | 2023-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PetSmart, Inc.                                                          | PetSmart, Inc. 2021 Term Loan B                                                                | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6748744 | PA      | $6634858.66   | 0.26%             | 2028-02-11      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| ExteNet Systems                                                         | ExteNet LLC 2019-1                                                                             | CUSIP: 30227XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6921000 | PA      | $6503765.44   | 0.26%             | 2049-07-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                          | Fannie Mae-Aces                                                                                | CUSIP: 3136B6XJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11053104 | PA      | $9801056.13   | 0.38%             | 2029-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Hyland Software, Inc.                                                   | Hyland Software, Inc. 2018 1st Lien Term Loan                                                  | CUSIP: 44908XAT5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3129491 | PA      | $3091211.31   | 0.12%             | 2024-07-01      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                | President and Fellows of Harvard College                                                       | CUSIP: 740816AL7<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $861135.59    | 0.03%             | 2037-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| San Diego County Water Authority                                        | SAN DIEGO CNTY CA WTR AUTH                                                                     | CUSIP: 797412DW0<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |   1120000 | PA      | $818574.40    | 0.03%             | 2034-05-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                                           | MHC Commercial Mortgage Trust 2021-MHC                                                         | CUSIP: 55316VAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2565000 | PA      | $2461315.13   | 0.10%             | 2038-04-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| VMC Finance LLC                                                         | VMC Finance 2021-HT1 LLC                                                                       | CUSIP: 91835TAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13365000 | PA      | $12536279.12  | 0.49%             | 2037-01-18      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                       | Iron Mountain Inc                                                                              | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |   9770000 | PA      | $8052385.15   | 0.32%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding LLC                                      | Diamond Infrastructure Funding LLC                                                             | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5977000 | PA      | $4908841.96   | 0.19%             | 2049-04-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                                        | Radian Group Inc                                                                               | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |   5757000 | PA      | $5284720.30   | 0.21%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loan Trust 2020-1                                                                 | CUSIP: 61946NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    581498 | PA      | $512452.83    | 0.02%             | 2046-04-20      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                          | Pagaya AI Debt Selection Trust 2021-HG1                                                        | CUSIP: 69547PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2260646 | PA      | $2133534.23   | 0.08%             | 2029-01-16      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                       | Sonic Capital LLC                                                                              | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4502433 | PA      | $4013044.04   | 0.16%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                                      | Sunnova Helios X Issuer LLC                                                                    | CUSIP: 86744WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6872020 | PA      | $6367791.76   | 0.25%             | 2049-11-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                      | Seagate HDD Cayman                                                                             | CUSIP: 81180WBC4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |   2481000 | PA      | $2060440.03   | 0.08%             | 2029-06-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                               | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6372000 | PA      | $5836851.53   | 0.23%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01                 | Multifamily Connecticut Avenue Securities Trust 2020-01                                        | CUSIP: 62548QAD3<br>LEI: 5493002KQF9IH3CTQZ40 | Long             | ABS-MBS          | CORP              | US        |   6098000 | PA      | $5655254.10   | 0.22%             | 2050-03-25      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                    | Boston Properties LP                                                                           | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |  12059000 | PA      | $8707154.64   | 0.34%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                         | Stack Infrastructure Issuer LLC                                                                | CUSIP: 85236KAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2140000 | PA      | $2004885.32   | 0.08%             | 2044-10-25      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                    | Sabra Health Care LP                                                                           | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |   9535000 | PA      | $7116464.99   | 0.28%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                 | International Bank for Reconstruction & Development                                            | CUSIP: 459058JQ7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  10100000 | PA      | $10100053.73  | 0.40%             | 2023-01-13      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                               | CUSIP: 91282CDH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1510000 | PA      | $1409608.59   | 0.06%             | 2024-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                               | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18800000 | PA      | $12316203.17  | 0.48%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ServiceMaster Brands                                                    | ServiceMaster Funding LLC                                                                      | CUSIP: 81761TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2332455 | PA      | $1756487.89   | 0.07%             | 2051-01-30      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                                   | Dick's Sporting Goods Inc                                                                      | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |  14536000 | PA      | $9425085.56   | 0.37%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| VS Buyer, LLC                                                           | VS Buyer, LLC Term Loan B                                                                      | CUSIP: 91834WAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4616676 | PA      | $4505104.70   | 0.18%             | 2027-02-28      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                            | BAMLL Commercial Mortgage Securities Trust 2019-BPR                                            | CUSIP: 05492PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9685000 | PA      | $7635417.69   | 0.30%             | 2032-11-05      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                     | Oportun Funding XIII LLC                                                                       | CUSIP: 68377FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4518974 | PA      | $4461544.40   | 0.18%             | 2025-08-08      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2021-DNA3                                                        | CUSIP: 35564KED7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1776755 | PA      | $1766368.92   | 0.07%             | 2033-10-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                  | Standard Chartered PLC                                                                         | CUSIP: 853254BZ2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   4010000 | PA      | $3481883.00   | 0.14%             | 2027-01-14      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Connecticut Avenue Securities Trust 2019-R03                                                   | CUSIP: 20753MAE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4825000 | PA      | $4924917.55   | 0.19%             | 2031-09-25      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                                       | CUSIP: 30711XAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    484774 | PA      | $488873.15    | 0.02%             | 2024-07-25      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                              | DRIVEN BRANDS FUNDING LLC                                                                      | CUSIP: 26208LAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6817745 | PA      | $6359948.42   | 0.25%             | 2048-04-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                                 | Australia & New Zealand Banking Group Ltd                                                      | CUSIP: 052528AL0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   6352000 | PA      | $5748178.69   | 0.23%             | 2030-07-22      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                                            | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10349000 | PA      | $10105024.08  | 0.40%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                     | Oportun Funding 2022-1 LLC                                                                     | CUSIP: 68377XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6606234 | PA      | $6463484.40   | 0.25%             | 2029-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                                      | Sunnova Helios V Issuer LLC                                                                    | CUSIP: 86746EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    912551 | PA      | $744464.66    | 0.03%             | 2048-02-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2022-HQA1                                                        | CUSIP: 35564KTA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1464256 | PA      | $1460494.15   | 0.06%             | 2042-03-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                                   | CUSIP: 3137FGZH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5335000 | PA      | $5154378.77   | 0.20%             | 2028-06-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                | AT&T Inc                                                                                       | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   4905000 | PA      | $3476817.43   | 0.14%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                                    | Smithfield Foods Inc                                                                           | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   1114000 | PA      | $850540.11    | 0.03%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                                                 | Fannie Mae Grantor Trust 2017-T1                                                               | CUSIP: 3136AV6R5<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   1948130 | PA      | $1818151.76   | 0.07%             | 2027-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                            | Centene Corp                                                                                   | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2435000 | PA      | $2063966.88   | 0.08%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                                  | Coca-Cola Femsa SAB de CV                                                                      | CUSIP: 191241AJ7<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |   3930000 | PA      | $2965521.21   | 0.12%             | 2032-09-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                            | BAMLL Commercial Mortgage Securities Trust 2019-BPR                                            | CUSIP: 05492PAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4805000 | PA      | $3310380.24   | 0.13%             | 2032-11-05      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC                                              | Sunrun Xanadu Issuer 2019-1 LLC                                                                | CUSIP: 86773PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1323995 | PA      | $1174214.80   | 0.05%             | 2054-06-30      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                | American Assets Trust LP                                                                       | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |   2454000 | PA      | $1952037.34   | 0.08%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Focus Brands Funding LLC                                                | FOCUS Brands Funding LLC                                                                       | CUSIP: 34417MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1176525 | PA      | $1037896.94   | 0.04%             | 2047-04-30      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding LLC                                      | Diamond Infrastructure Funding LLC                                                             | CUSIP: 25265LAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1193000 | PA      | $928756.47    | 0.04%             | 2049-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                                | United States International Development Finance Corp                                           | CUSIP: 90376PAD3<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGA              | US        |   1584256 | PA      | $1423449.57   | 0.06%             | 2029-10-15      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                            | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7015000 | PA      | $5371037.77   | 0.21%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                | Capital One Financial Corp                                                                     | CUSIP: 14040HBJ3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2853804.45   | 0.11%             | 2025-10-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                                             | CUSIP: 3617UUSQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2337208 | PA      | $2016173.18   | 0.08%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                      | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2742000 | PA      | $2781003.72   | 0.11%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANKUNITED INC                                                          | BankUnited Inc                                                                                 | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |   1647000 | PA      | $1529539.75   | 0.06%             | 2030-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ANDREW W MELLON FOUNDATI                                                | Andrew W Mellon Foundation/The                                                                 | CUSIP: 03444RAB4<br>LEI: HVIJIPOQ5TXYVD3NET54 | Long             | DBT              | CORP              | US        |   5050000 | PA      | $4311249.54   | 0.17%             | 2027-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                 | International Bank for Reconstruction & Development                                            | CUSIP: 459058JX2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   5000000 | PA      | $4448508.30   | 0.17%             | 2026-07-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SITE Centers Corp                                                       | SITE Centers Corp                                                                              | CUSIP: 23317HAD4<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              |  | US        |   4767000 | PA      | $4502994.72   | 0.18%             | 2025-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                      | Banco Santander SA                                                                             | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   9600000 | PA      | $9388834.46   | 0.37%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Theorem Funding Trust                                                   | Theorem Funding Trust 2022-3                                                                   | CUSIP: 882925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3118844 | PA      | $3109264.84   | 0.12%             | 2029-04-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                                        | Bellemeade Re Ltd                                                                              | CUSIP: 07876MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   1047766 | PA      | $1044994.28   | 0.04%             | 2031-03-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| SERVPRO MASTER ISSUER, LLC                                              | SERVPRO Master Issuer LLC                                                                      | CUSIP: 817743AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10502190 | PA      | $9346594.13   | 0.37%             | 2049-10-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                                           | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4867000 | PA      | $4104127.10   | 0.16%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loan Trust 2020-2                                                                 | CUSIP: 61946PAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1753840 | PA      | $1492077.52   | 0.06%             | 2046-08-20      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Conn Funding II, L.P                                                    | Conn's Receivables Funding 2022-A LLC                                                          | CUSIP: 20825YAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9900000 | PA      | $7162877.70   | 0.28%             | 2026-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR Trust 2019-DNA4                                                              | CUSIP: 35565AAH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    283036 | PA      | $283565.23    | 0.01%             | 2049-10-25      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Connecticut Avenue Securities Trust 2019-R04                                                   | CUSIP: 20753TAC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3132705 | PA      | $3240409.82   | 0.13%             | 2039-06-25      | Floating      | 9.64%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                    | Kyndryl Holdings Inc                                                                           | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   7102000 | PA      | $5802953.72   | 0.23%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                               | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7683000 | PA      | $7629579.18   | 0.30%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                | Morgan Stanley Institutional Liquidity Funds - Government Portfolio                            | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        | 197817224 | NS      | $197817224.40 | 7.77%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                                            | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   8125000 | PA      | $7044696.10   | 0.28%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                               | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4425000 | PA      | $3546914.06   | 0.14%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ServiceMaster Brands                                                    | ServiceMaster Funding LLC                                                                      | CUSIP: 81761TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1981702 | PA      | $1595528.93   | 0.06%             | 2051-01-30      | Fixed         | 2.84%                 | 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        |  12493000 | PA      | $12035774.94  | 0.47%             | 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        |   7100000 | PA      | $6174362.92   | 0.24%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                            | UBS Group AG                                                                                   | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2686000 | PA      | $2047426.71   | 0.08%             | 2031-02-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                | AT&T Inc                                                                                       | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  20691000 | PA      | $13898979.17  | 0.55%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                                   | CUSIP: 3137FXLX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4386000 | PA      | $3551870.08   | 0.14%             | 2030-09-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HOUSING URBAN DEVELOPMNT                                                | United States Department of Housing and Urban Development                                      | CUSIP: 911759NK0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    929000 | PA      | $794352.65    | 0.03%             | 2036-08-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                          | Air Lease Corp                                                                                 | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   2543000 | PA      | $2355716.42   | 0.09%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US 2YR NOTE (CBT) MAR23                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       803 | NC      | $215592.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                             | BBCMS 2017-DELC Mortgage Trust                                                                 | CUSIP: 05552EAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3637000 | PA      | $3501141.32   | 0.14%             | 2036-08-15      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                          | Pagaya AI Debt Selection Trust 2021-5                                                          | CUSIP: 69547EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2902658 | PA      | $2446239.66   | 0.10%             | 2029-08-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                               | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7400000 | PA      | $5287386.73   | 0.21%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding, LLC                                              | Jersey Mike's Funding                                                                          | CUSIP: 476681AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3601782 | PA      | $3247941.95   | 0.13%             | 2050-02-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                | CONNECTICUT ST SPL TAX OBLIG REVENUE                                                           | CUSIP: 207758KM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3800000 | PA      | $3864752.00   | 0.15%             | 2030-11-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                               | CUSIP: 912828Q29<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16000000 | PA      | $15887752.64  | 0.62%             | 2023-03-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                | European Investment Bank                                                                       | CUSIP: 298785HM1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |  17185000 | PA      | $15975834.19  | 0.63%             | 2027-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US 5YR NOTE (CBT) MAR23                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -824 | NC      | $13962.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                               | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2273583.98   | 0.09%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                          | EPR Properties                                                                                 | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   1484000 | PA      | $1268477.02   | 0.05%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                | Kaiser Foundation Hospitals                                                                    | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   4091000 | PA      | $3834924.96   | 0.15%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                                       | DXC Technology Co                                                                              | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |   2648000 | PA      | $2233851.98   | 0.09%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| LITHIA MOTORS INC                                                       | Lithia Motors Inc                                                                              | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $3623642.00   | 0.14%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                                | TerraForm Power Operating LLC                                                                  | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |   5174000 | PA      | $4510555.52   | 0.18%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                     | Intesa Sanpaolo SpA                                                                            | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   2208000 | PA      | $2254305.16   | 0.09%             | 2025-11-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2022-DNA2                                                        | CUSIP: 35564KRE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5728658 | PA      | $5676180.77   | 0.22%             | 2042-02-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Diamond Issuer LLC                                                      | Diamond Issuer                                                                                 | CUSIP: 25267TAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13147000 | PA      | $10928940.71  | 0.43%             | 2051-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                 | National Bank of Canada                                                                        | CUSIP: 63307A2M6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   4701000 | PA      | $4500930.19   | 0.18%             | 2024-11-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                             | Asurion LLC 2020 Term Loan B8                                                                  | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1293600 | PA      | $1154769.55   | 0.05%             | 2026-12-23      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| KFW                                                                     | Kreditanstalt fuer Wiederaufbau                                                                | CUSIP: 500769JG0<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   3653000 | PA      | $2861523.08   | 0.11%             | 2030-09-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                                | Perrigo Finance Unlimited Co                                                                   | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |   5815000 | PA      | $4962389.06   | 0.19%             | 2030-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROP LP                                                | Corporate Office Properties LP                                                                 | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |   4246000 | PA      | $3023733.66   | 0.12%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                                 | European Bank for Reconstruction & Development                                                 | CUSIP: 29874QEE0<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   7640000 | PA      | $7183797.34   | 0.28%             | 2025-02-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                           | MASSACHUSETTS ST                                                                               | CUSIP: 57582PUE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    750000 | PA      | $788812.50    | 0.03%             | 2039-12-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                                        | SLG Office Trust 2021-OVA                                                                      | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10195000 | PA      | $8158287.76   | 0.32%             | 2041-07-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                                                | Affiliated Managers Group Inc                                                                  | CUSIP: 008252AP3<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |   3042000 | PA      | $2522266.45   | 0.10%             | 2030-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                                       | CUSIP: 30711XAH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    391921 | PA      | $393284.73    | 0.02%             | 2024-05-25      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                                          | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9760000 | PA      | $9790504.39   | 0.38%             | 2053-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                          | Pagaya AI Debt Trust 2022-1                                                                    | CUSIP: 69546MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14108225 | PA      | $13550872.86  | 0.53%             | 2029-10-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES CELLULAR C                                                | United States Cellular Corp                                                                    | CUSIP: 911684702<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |     40000 | NS      | $638800.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Commercial Mortgage Trust 2019-XL                                    | BX Commercial Mortgage Trust 2019-XL                                                           | CUSIP: 056054AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2690250 | PA      | $2645158.67   | 0.10%             | 2036-10-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                                | Delta Air Lines Inc / SkyMiles IP Ltd                                                          | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   4954000 | PA      | $4664238.21   | 0.18%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                                    | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  11226000 | PA      | $9830490.55   | 0.39%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                 | BPCE SA                                                                                        | CUSIP: 05578QAH6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   6559000 | PA      | $4917637.67   | 0.19%             | 2037-01-14      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| MACQUARIE BANK LTD                                                      | Macquarie Bank Ltd                                                                             | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   3355000 | PA      | $2719848.58   | 0.11%             | 2030-06-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                       | HSBC Holdings PLC                                                                              | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   9071000 | PA      | $7867765.41   | 0.31%             | 2027-11-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                               | CUSIP: 91282CDS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5054000 | PA      | $4730425.53   | 0.19%             | 2025-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac Stacr Remic Trust 2019-Hqa4                                                        | CUSIP: 35565CBD7<br>LEI: 5493005LAQ76UDHPEE03 | Long             | ABS-MBS          | USGSE             | US        |   2768000 | PA      | $2711585.39   | 0.11%             | 2049-11-25      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | BNP Paribas SA                                                                                 | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3725000 | PA      | $3687750.00   | 0.14%             | 2029-08-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Sunnova Sol Issuer,LLC                                                  | Sunnova Sol II Issuer LLC                                                                      | CUSIP: 86745PAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2205405 | PA      | $1767461.02   | 0.07%             | 2055-11-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                          | Fannie Mae-Aces                                                                                | CUSIP: 3136B9WE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5500000 | PA      | $4482402.10   | 0.18%             | 2029-10-25      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Nokia OYJ                                                               | Nokia Oyj                                                                                      | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |   5025000 | PA      | $4752592.54   | 0.19%             | 2027-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                                  | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3895000 | PA      | $3402749.90   | 0.13%             | 2025-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sunrun Callisto Issuer LLC                                              | Sunrun Atlas Issuer 2019-2 LLC                                                                 | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2700585 | PA      | $2382057.72   | 0.09%             | 2055-02-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Narragansett Bay Commission                                             | NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE                                              | CUSIP: 631060CR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2495000 | PA      | $2026039.80   | 0.08%             | 2030-09-01      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                                    | Niagara Mohawk Power Corp                                                                      | CUSIP: 65364UAN6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   3518000 | PA      | $2788762.40   | 0.11%             | 2030-06-27      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                | Ford Motor Credit Co LLC                                                                       | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   6678000 | PA      | $6859641.60   | 0.27%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                               | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4403000 | PA      | $3474628.68   | 0.14%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                                  | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   8550000 | PA      | $6934020.16   | 0.27%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac Structured Agency Credit Risk Debt Notes                                           | CUSIP: 3137G0TS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    416195 | PA      | $416286.62    | 0.02%             | 2030-07-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                                                | Broadstone Net Lease LLC                                                                       | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              |  | US        |   3193000 | PA      | $2400716.38   | 0.09%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WFLD Mortgage Trust                                                     | WFLD 2014-MONT Mortgage Trust                                                                  | CUSIP: 92939GAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1330000 | PA      | $1168784.32   | 0.05%             | 2031-08-10      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                                  | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   8098000 | PA      | $8379870.73   | 0.33%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Solarcity LMC Series LLC                                                | SolarCity LMC Series I LLC                                                                     | CUSIP: 83417BAA6<br>LEI: 54930080F5ME65CO1C91 | Long             | ABS-O            | CORP              | US        |   1259780 | PA      | $1217333.75   | 0.05%             | 2038-11-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Springcastle SPV                                                        | SpringCastle America Funding LLC                                                               | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3730198 | PA      | $3367943.32   | 0.13%             | 2037-09-25      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| HOUSING URBAN DEVELOPMNT                                                | United States Department of Housing and Urban Development                                      | CUSIP: 911759MY1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2726000 | PA      | $2608876.73   | 0.10%             | 2025-08-01      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                               | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28000000 | PA      | $15568984.48  | 0.61%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                  | Standard Chartered PLC                                                                         | CUSIP: 853254CE8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   3977000 | PA      | $3635104.19   | 0.14%             | 2025-11-23      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                        | OneMain Financial Issuance Trust 2020-A                                                        | CUSIP: 68269LAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2896326 | PA      | $2875774.93   | 0.11%             | 2032-05-14      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                     | Ashtead Capital Inc                                                                            | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1014000 | PA      | $926298.58    | 0.04%             | 2028-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                       | Hyatt Hotels Corp                                                                              | CUSIP: 448579AL6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2528104.62   | 0.10%             | 2023-10-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Conn Funding II, L.P                                                    | Conn's Receivables Funding 2021-A LLC                                                          | CUSIP: 20825GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9505 | PA      | $9480.87      | 0.00%             | 2026-05-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATION/THE                                                     | Ford Foundation/The                                                                            | CUSIP: 34531XAB0<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |   6560000 | PA      | $4157141.54   | 0.16%             | 2050-06-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                 | GA Global Funding Trust                                                                        | CUSIP: 36143L2G9<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |  11309000 | PA      | $9970023.33   | 0.39%             | 2027-01-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                                        | Bellemeade Re Ltd                                                                              | CUSIP: 07876AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   9423840 | PA      | $9350159.22   | 0.37%             | 2031-06-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                                  | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4706000 | PA      | $4458604.40   | 0.18%             | 2026-04-08      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| SUNRUN JUPITER ISSUER 2022-1, LLC                                       | Sunrun Jupiter Issuer 2022-1 LLC                                                               | CUSIP: 86772RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  24591597 | PA      | $22567258.30  | 0.89%             | 2057-07-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                                          | Oaktown Re VI Ltd                                                                              | CUSIP: 67401FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   1744946 | PA      | $1740884.91   | 0.07%             | 2033-10-25      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                   | MidAmerican Energy Co                                                                          | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   3240000 | PA      | $2308664.24   | 0.09%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                                            | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4603000 | PA      | $3869837.93   | 0.15%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                               | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7350000 | PA      | $7395363.32   | 0.29%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                                           | Radnor RE 2021-2 Ltd                                                                           | CUSIP: 75049GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   3612478 | PA      | $3581974.92   | 0.14%             | 2031-11-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                | European Investment Bank                                                                       | CUSIP: 29878TDB7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |  42948000 | PA      | $41474805.01  | 1.63%             | 2025-06-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Sunnova Sol Issuer,LLC                                                  | Sunnova Sol Issuer LLC                                                                         | CUSIP: 86745NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4568550 | PA      | $3872240.13   | 0.15%             | 2055-02-01      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                    | OneMain Finance Corp                                                                           | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |  10150000 | PA      | $8416583.00   | 0.33%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                               | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3529000 | PA      | $2994825.19   | 0.12%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                     | Oportun Issuance Trust 2021-B                                                                  | CUSIP: 68377GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1694000 | PA      | $1464997.80   | 0.06%             | 2031-05-08      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                | Vantage Data Centers Issuer LLC                                                                | CUSIP: 92211MAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2110167 | PA      | $2059927.19   | 0.08%             | 2043-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                | Capital One Financial Corp                                                                     | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   5920000 | PA      | $5072869.49   | 0.20%             | 2030-03-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                               | CUSIP: 91282CCK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44000000 | PA      | $43024783.56  | 1.69%             | 2023-06-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| PMT ISSUER TRUST - FMSR                                                 | PMT Issuer Trust - FMSR                                                                        | CUSIP: 69346MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1360000 | PA      | $1322067.97   | 0.05%             | 2026-03-25      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                     | NuStar Logistics LP                                                                            | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   1616000 | PA      | $1497126.57   | 0.06%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Fannie Mae - CAS                                                        | Connecticut Avenue Securities Trust 2020-R01                                                   | CUSIP: 20754CAF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2809592.40   | 0.11%             | 2040-01-25      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                                           | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1428815.27   | 0.06%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                                             | CUSIP: 3617UM5N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5336398 | PA      | $4585056.68   | 0.18%             | 2051-03-20      | Fixed         | 2.50%                 | 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        |         0 | PA      | $0.00         | 0.00%             | 2027-10-20      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| Narragansett Bay Commission                                             | NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE                                              | CUSIP: 631060CT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1780000 | PA      | $1387616.80   | 0.05%             | 2032-09-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                      | CUSIP: 00774MAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3925000 | PA      | $3741082.59   | 0.15%             | 2025-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                               | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14503000 | PA      | $13096322.27  | 0.51%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital                | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16467000 | PA      | $12019060.10  | 0.47%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                               | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8915000 | PA      | $5800670.09   | 0.23%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                | Vantage Data Centers Issuer LLC                                                                | CUSIP: 92212KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2751133 | PA      | $2616838.32   | 0.10%             | 2044-07-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                      | Seagate HDD Cayman                                                                             | CUSIP: 81180WAN1<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |   6242000 | PA      | $5303546.76   | 0.21%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| SES GLOBAL AMERICAS HLDG                                                | SES GLOBAL Americas Holdings Inc                                                               | CUSIP: 78413KAB8<br>LEI: 5299000YGN3VJ3R60481 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $1877408.44   | 0.07%             | 2044-03-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| City & County of San Francisco CA                                       | SAN FRANCISCO CITY & CNTY CA                                                                   | CUSIP: 7976465P7<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |   3085000 | PA      | $2686047.80   | 0.11%             | 2039-06-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                                       | CUSIP: 20754KAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1646939 | PA      | $1522153.73   | 0.06%             | 2041-11-25      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                                                  | Cascade MH Asset Trust 2022-MH1                                                                | CUSIP: 14732KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8089964 | PA      | $7105317.21   | 0.28%             | 2054-08-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Commercial Mortgage Trust 2021-VOLT                                                         | CUSIP: 05609VAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5225864 | PA      | $4918766.62   | 0.19%             | 2036-09-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac Stacr Remic Trust 2020-HQA2                                                        | CUSIP: 35565LBD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5321000 | PA      | $5250250.39   | 0.21%             | 2050-03-25      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                                  | Clearway Energy Operating LLC                                                                  | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   2429000 | PA      | $1956208.80   | 0.08%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Connecticut Avenue Securities Trust 2019-R06                                                   | CUSIP: 20754JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  22273459 | PA      | $21955872.88  | 0.86%             | 2039-09-25      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                | Liberty Mutual Group Inc                                                                       | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   5399000 | PA      | $4405368.20   | 0.17%             | 2051-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                                    | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2675430.30   | 0.11%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                                   | CUSIP: 3137FG6Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1895833 | PA      | $1767200.35   | 0.07%             | 2028-04-25      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| LUNAR AIRCRAFT 2020-1 LIMITED                                           | LUNAR AIRCRAFT 2020-1 LTD                                                                      | CUSIP: 55037LAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    786061 | PA      | $506174.59    | 0.02%             | 2045-02-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                                  | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   8060000 | PA      | $6915292.69   | 0.27%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| SUNRUN VULCAN ISSUER LLC                                                | Sunrun Vulcan Issuer 2021-1 LLC                                                                | CUSIP: 86773QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3276492 | PA      | $2664164.39   | 0.10%             | 2052-01-30      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                               | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 134837000 | PA      | $103015995.21 | 4.05%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                      | Ally Financial Inc                                                                             | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   5850000 | PA      | $6055145.40   | 0.24%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                                             | CUSIP: 3617UUSS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8181655 | PA      | $7016929.34   | 0.28%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                                   | FMC GMSR Issuer Trust                                                                          | CUSIP: 30259RAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5210000 | PA      | $4192924.64   | 0.16%             | 2026-10-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                            | CSMC 2018-SITE                                                                                 | CUSIP: 12690CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6575000 | PA      | $6307554.97   | 0.25%             | 2036-04-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                                           | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  11928000 | PA      | $10464982.97  | 0.41%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Coinstar Funding, LLC                                                   | Coinstar Funding LLC Series 2017-1                                                             | CUSIP: 19260MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5589675 | PA      | $4296502.01   | 0.17%             | 2047-04-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities                               | Multifamily Connecticut Avenue Securities Trust 2019-01                                        | CUSIP: 62547NAB5<br>LEI: 549300HG8ZEWVWVSN227 | Long             | ABS-MBS          | CORP              | US        |   6002175 | PA      | $5653221.56   | 0.22%             | 2049-10-25      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Conn Funding II, L.P                                                    | Conn's Receivables Funding 2021-A LLC                                                          | CUSIP: 20825GAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6935000 | PA      | $6813412.81   | 0.27%             | 2026-05-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                 | Inter-American Development Bank                                                                | CUSIP: 4581X0DL9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   6067000 | PA      | $5611750.46   | 0.22%             | 2025-04-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                               | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7891000 | PA      | $4698073.27   | 0.18%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Hawaii Hotel Trust 2019-MAUI                                            | Hawaii Hotel Trust 2019-MAUI                                                                   | CUSIP: 41975AAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11545000 | PA      | $11230470.33  | 0.44%             | 2038-05-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| PATTERN ENERGY OP LP/PAT                                                | Pattern Energy Operations LP / Pattern Energy Operations Inc                                   | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5126000 | PA      | $4605221.31   | 0.18%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs                       | United States Small Business Administration                                                    | CUSIP: 83162CYQ0<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   3047934 | PA      | $2814199.60   | 0.11%             | 2037-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                                      | Willis Engine Structured Trust V                                                               | CUSIP: 97064FAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2043037 | PA      | $1414928.13   | 0.06%             | 2045-03-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                           | MASSACHUSETTS ST                                                                               | CUSIP: 57582RJN7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   4770000 | PA      | $3635598.60   | 0.14%             | 2046-06-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Sunnova Sol Issuer,LLC                                                  | Sunnova Sol Issuer LLC                                                                         | CUSIP: 86745NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1354165 | PA      | $1128448.92   | 0.04%             | 2055-02-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY PART                                                | Brookfield Property Partners LP                                                                | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |     97843 | NS      | $1323815.79   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSERVATION FUND                                                       | Conservation Fund A Nonprofit Corp/The                                                         | CUSIP: 20848FAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3965000 | PA      | $3412104.06   | 0.13%             | 2029-12-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| CVS Pass-Through Trust                                                  | CVS Pass-Through Trust                                                                         | CUSIP: 126650BP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1221760 | PA      | $1203864.48   | 0.05%             | 2028-12-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FIN CO X LLC                                                  | KKR Group Finance Co X LLC                                                                     | CUSIP: 48255BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2785000 | PA      | $1774383.96   | 0.07%             | 2051-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                   | Toronto-Dominion Bank/The                                                                      | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  12137000 | PA      | $12652822.50  | 0.50%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                               | CUSIP: 912828T26<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13375000 | PA      | $13049512.69  | 0.51%             | 2023-09-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer