# EDGAR Filing Document

**Accession Number:** 0000701039
**File Stem:** 0001752724-23-049161
**Filing Date:** 2023-3
**Character Count:** 239142
**Document Hash:** 05bf7f87644663a4bb2045615bf3997d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-049161.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-049161

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20230930

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03416
- **FILM NUMBER:** 23690872

**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 Short Duration Income Fund (Series ID: S000005150)

| Class ID   | Class Name                                  | Ticker Symbol   |
|:---|:---|:---|
| C000014103 | Class A                                     | CSDAX           |
| C000014104 | Class C                                     | CDICX           |
| C000014105 | Class I                                     | CDSIX           |
| C000211120 | Calvert Short Duration Income Fund Class R6 | CDSRX           |

## Nport-Ex

Calvert

Short Duration Income Fund

December 31, 2022

Schedule of Investments (Unaudited)

------

Asset-Backed Securities — 22.2%

---

| | | |
|:---|:---|:---|
| **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;2804 | $2662566 |
| AmeriCredit Automobile Receivables Trust, Series 2020-3, Class A3, 0.53%, 6/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2106 | &nbsp;&nbsp; 2081838 |
| Amur Equipment Finance Receivables IX, LLC, Series 2021-1A, Class A2, 0.75%, 11/20/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1802 | &nbsp;&nbsp; 1736977 |
| Avant Credit Card Master Trust, Series 21-1A, Class A, 1.37%, 4/15/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp; 5309669 |
| BHG Securitization Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-B, Class A, 0.90%, 10/17/34<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2845 | &nbsp;&nbsp; 2679855 |
| &nbsp;&nbsp;&nbsp;Series 2021-B, Class B, 1.67%, 10/17/34<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp; 3794316 |
| &nbsp;&nbsp;&nbsp;Series 2022-B, Class A, 3.75%, 6/18/35<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2174 | &nbsp;&nbsp; 2139651 |
| Business Jet Securities, LLC, Series 2020-1A, Class A, 2.981%, 11/15/35<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2399 | &nbsp;&nbsp; 2187921 |
| Chase Auto Credit Linked Notes, Series 2021-1, Class B, 0.875%, 9/25/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4738607 |
| CNH Equipment Trust, Series 2022-B, Class A2, 3.94%, 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1916454 |
| Coinstar Funding, LLC, Series 2017-1A, Class A2, 5.216%, 4/25/47<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7877526 |
| 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;14080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12335434 |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class B, 3.79%, 12/26/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10664762 |
| Conn's Receivables Funding, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-A, Class B, 2.87%, 5/15/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8797998 |
| &nbsp;&nbsp;&nbsp;Series 2021-A, Class C, 4.59%, 5/15/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7353570 |
| &nbsp;&nbsp;&nbsp;Series 2022-A, Class B, 9.52%, 12/15/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6665723 |
| &nbsp;&nbsp;&nbsp;Series 2022-A, Class C, 0.00%, 12/15/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6801116 |
| Consumer Loan Underlying Bond (CLUB) Credit Trust, Series 2020-P1, Class C, 4.61%, 3/15/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1905010 |
| DataBank Issuer, Series 2021-2A, Class A2, 2.40%, 10/25/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5280808 |
| 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;5250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4311765 |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class B, 2.355%, 4/15/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2456372 |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class C, 3.475%, 4/15/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1166979 |
| Diamond Issuer, Series 2021-1A, Class A, 2.305%, 11/20/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10815886 |
| Driven Brands Funding, LLC, Series 2018-1A, Class A2, 4.739%, 4/20/48<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5144796 |
| ExteNet, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-1A, Class A2, 3.204%, 7/26/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5135541 |
| &nbsp;&nbsp;&nbsp;Series 2019-1A, Class B, 4.14%, 7/26/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5134518 |
| &nbsp;&nbsp;&nbsp;Series 2019-1A, Class C, 5.219%, 7/26/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1870088 |
| FMC GMSR Issuer Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-GT1, Class A, 3.62%, 7/25/26<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5569681 |
| &nbsp;&nbsp;&nbsp;Series 2021-GT2, Class A, 3.85%, 10/25/26<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6172693 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| FMC GMSR Issuer Trust: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Series 2022-GT1, Class A, 6.19%, 4/25/27<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4447 | $3964651 |
| GM Financial Automobile Leasing Trust, Series 2021-1, Class A3, 0.26%, 2/20/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6108 | &nbsp;&nbsp; 6055720 |
| 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;1731 | &nbsp;&nbsp; 1261138 |
| &nbsp;&nbsp;&nbsp;Series 2022-2CS, Class A, 4.00%, 4/20/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9934 | &nbsp;&nbsp; 8099710 |
| 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;4773 | &nbsp;&nbsp; 4100822 |
| Horizon Aircraft Finance II, Ltd., Series 2019-1, Class A, 3.721%, 7/15/39<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3701 | &nbsp;&nbsp; 2919998 |
| Horizon Aircraft Finance III, Ltd., Series 2019-2, Class A, 3.425%, 11/15/39<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3906 | &nbsp;&nbsp; 3031244 |
| 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;3103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2966764 |
| &nbsp;&nbsp;&nbsp;Series 2021-3, Class B, 0.76%, 2/26/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2870637 |
| &nbsp;&nbsp;&nbsp;Series 2021-3, Class C, 0.86%, 2/26/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1315039 |
| &nbsp;&nbsp;&nbsp;Series 2021-3, Class D, 1.009%, 2/26/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1271519 |
| &nbsp;&nbsp;&nbsp;Series 2021-3, Class E, 2.102%, 2/26/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813292 |
| LAD Auto Receivables Trust, Series 2022-1A, Class A, 5.21%, 6/15/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7646623 |
| Lendingpoint Asset Securitization Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-B, Class A, 1.11%, 2/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;702607 |
| &nbsp;&nbsp;&nbsp;Series 2022-A, Class A, 1.68%, 6/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4365873 |
| &nbsp;&nbsp;&nbsp;Series 2022-B, Class A, 4.77%, 10/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3431873 |
| LL ABS Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class A, 1.07%, 5/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1185918 |
| &nbsp;&nbsp;&nbsp;Series 2022-1A, Class A, 3.76%, 11/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4651912 |
| 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;765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492494 |
| &nbsp;&nbsp;&nbsp;Series 2020-1A, Class C, 6.413%, 2/15/45<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265274 |
| Marlette Funding Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-4A, Class C, 3.76%, 12/17/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1767380 |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class B, 1.00%, 6/16/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2517523 |
| Mosaic Solar Loan Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2018-1A, Class B, 2.00%, 6/22/43<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3370809 |
| &nbsp;&nbsp;&nbsp;Series 2019-2A, Class B, 3.28%, 9/20/40<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1917716 |
| &nbsp;&nbsp;&nbsp;Series 2020-1A, Class B, 3.10%, 4/20/46<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699825 |
| &nbsp;&nbsp;&nbsp;Series 2020-2A, Class A, 1.44%, 8/20/46<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3311303 |
| &nbsp;&nbsp;&nbsp;Series 2020-2A, Class B, 2.21%, 8/20/46<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2574324 |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class A, 1.51%, 12/20/46<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1544622 |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class B, 2.05%, 12/20/46<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3046609 |
| &nbsp;&nbsp;&nbsp;Series 2021-3A, Class A, 1.44%, 6/20/52<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4653175 |
| &nbsp;&nbsp;&nbsp;Series 2022-2A, Class C, 5.95%, 1/21/53<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9130836 |
| MVW, LLC, Series 2020-1A, Class A, 1.74%, 10/20/37<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456718 |
| Neighborly Issuer, LLC, Series 2021-1A, Class A2, 3.584%, 4/30/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5387267 |

---

------

Calvert

Short Duration Income Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| NRZ Excess Spread-Collateralized Notes: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-FHT1, Class A, 3.104%, 7/25/26<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1395 | $1219405 |
| &nbsp;&nbsp;&nbsp;Series 2021-GNT1, Class A, 3.474%, 11/25/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11719 | &nbsp;&nbsp; 10370089 |
| Octane Receivables Trust, Series 2022-1, Class A2, 4.18%, 3/20/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4938 | &nbsp;&nbsp; 4829134 |
| Oportun Funding, LLC, Series 2022-1, Class A, 3.25%, 6/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4920 | &nbsp;&nbsp; 4814155 |
| 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;2279 | &nbsp;&nbsp; 1992597 |
| &nbsp;&nbsp;&nbsp;Series 2021-B, Class B, 1.96%, 5/8/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2687 | &nbsp;&nbsp; 2323760 |
| &nbsp;&nbsp;&nbsp;Series 2021-C, Class A, 2.18%, 10/8/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;16430 | &nbsp;&nbsp; 14390237 |
| &nbsp;&nbsp;&nbsp;Series 2021-C, Class B, 2.67%, 10/8/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9767831 |
| &nbsp;&nbsp;&nbsp;Series 2022-2, Class A, 5.94%, 10/9/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3745801 |
| Pagaya AI Debt Selection Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-1, Class A, 1.18%, 11/15/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1017002 |
| &nbsp;&nbsp;&nbsp;Series 2021-2, 3.00%, 1/25/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3898596 |
| &nbsp;&nbsp;&nbsp;Series 2021-3, Class A, 1.15%, 5/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4908333 |
| &nbsp;&nbsp;&nbsp;Series 2021-3, Class B, 1.74%, 5/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13021272 |
| &nbsp;&nbsp;&nbsp;Series 2021-3, Class C, 3.27%, 5/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2733884 |
| &nbsp;&nbsp;&nbsp;Series 2021-5, Class B, 2.63%, 8/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7751497 |
| &nbsp;&nbsp;&nbsp;Series 2021-HG1, Class A, 1.22%, 1/16/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3940734 |
| PenFed Auto Receivables Owner Trust, Series 2022-A, Class A2, 3.83%, 12/16/24<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6652336 |
| Planet Fitness Master Issuer, LLC, Series 2018-1A, Class A2II, 4.666%, 9/5/48<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3206435 |
| PNMAC GMSR Issuer Trust, Series 2018-FT1, Class A, 6.739%, (1 mo. USD LIBOR + 2.35%), 4/25/23<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2123499 |
| Prodigy Finance CM DAC, Series 2021-1A, Class A, 5.639%, (1 mo. USD LIBOR + 1.25%), 7/25/51<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1668233 |
| Purchasing Power Funding, LLC, Series 2021-A, Class A, 1.57%, 10/15/25<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7543761 |
| Santander Drive Auto Receivables Trust, Series 2022-5, Class A2, 3.98%, 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6042987 |
| ServiceMaster Funding, LLC, Series 2020-1, Class A2I, 2.841%, 1/30/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2506808 |
| SERVPRO Master Issuer, LLC, Series 2019-1A, Class A2, 3.882%, 10/25/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12300695 |
| SpringCastle America Funding, LLC, Series 2020-AA, Class A, 1.97%, 9/25/37<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12898762 |
| Stack Infrastructure Issuer, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-1A, Class A2, 4.54%, 2/25/44<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;32884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32105138 |
| &nbsp;&nbsp;&nbsp;Series 2019-2A, Class A2, 3.08%, 10/25/44<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2548265 |
| &nbsp;&nbsp;&nbsp;Series 2020-1A, Class A2, 1.893%, 8/25/45<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2673209 |
| Sunnova Helios II Issuer, LLC, Series 2021-B, Class B, 2.01%, 7/20/48<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5857461 |
| Sunnova Helios IV Issuer, LLC, Series 2020-AA, Class A, 2.98%, 6/20/47<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2583729 |
| Sunnova Helios IX Issuer, LLC, Series 2022-B, Class A, 5.00%, 8/20/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3685820 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Sunnova Helios V Issuer, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-A, Class A, 1.80%, 2/20/48<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1087 | $886432 |
| &nbsp;&nbsp;&nbsp;Series 2021-A, Class B, 3.15%, 2/20/48<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2445 | &nbsp;&nbsp; 1962856 |
| 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;5988 | &nbsp;&nbsp; 5549076 |
| Sunnova Sol II Issuer, LLC, Series 2020-2A, Class B, 5.47%, 11/1/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8244 | &nbsp;&nbsp; 6606769 |
| 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;1903 | &nbsp;&nbsp; 1489058 |
| Theorem Funding Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class B, 1.84%, 12/15/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5446 | &nbsp;&nbsp; 5074331 |
| &nbsp;&nbsp;&nbsp;Series 2022-1A, Class A, 1.85%, 2/15/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5146 | &nbsp;&nbsp; 5019932 |
| &nbsp;&nbsp;&nbsp;Series 2022-3A, Class A, 7.60%, 4/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3926949 |
| Upstart Securitization Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-1, Class C, 4.899%, 4/22/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000039 |
| &nbsp;&nbsp;&nbsp;Series 2020-3, Class C, 6.25%, 11/20/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4571875 |
| &nbsp;&nbsp;&nbsp;Series 2021-2, Class B, 1.75%, 6/20/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2944446 |
| &nbsp;&nbsp;&nbsp;Series 2021-3, Class A, 0.83%, 7/20/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1622060 |
| Vantage Data Centers Issuer, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-1A, Class A2, 3.188%, 7/15/44<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5351370 |
| &nbsp;&nbsp;&nbsp;Series 2020-2A, Class A2, 1.992%, 9/15/45<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8273823 |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2, 2.165%, 10/15/46<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3153563 |
| Vivint Solar Financing VII, LLC, Series 2020-1A, Class A, 2.21%, 7/31/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5166214 |
| 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;654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453128 |
| &nbsp;&nbsp;&nbsp;Series 2020-A, Class C, 6.657%, 3/15/45<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685216 |
| Total Asset-Backed Securities<br> (identified cost $566,914,472) |  | &nbsp;&nbsp;**$510357937** |

---

Collateralized Mortgage Obligations — 4.4%

---

| | | |
|:---|:---|:---|
| **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;1120 | $1117304 |
| &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;2360 | &nbsp;&nbsp; 2333177 |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class M1C, 6.878%, (30-day average SOFR + 2.95%), 3/25/31<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp; 641949 |
| &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;4199 | &nbsp;&nbsp; 4166124 |
| &nbsp;&nbsp;&nbsp;Series 2021-2A, Class M1B, 5.428%, (30-day average SOFR + 1.50%), 6/25/31<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp; 4537092 |
| &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;5245 | &nbsp;&nbsp; 4884846 |
| &nbsp;&nbsp;&nbsp;Series 2021-3A, Class M1A, 4.928%, (30-day average SOFR + 1.00%), 9/25/31<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3431 | &nbsp;&nbsp; 3367873 |

---

------

Calvert

Short Duration Income Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| 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;583 | $582841 |
| &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;341 | &nbsp;&nbsp; 341582 |
| &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;830 | &nbsp;&nbsp; 847207 |
| &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;2769 | &nbsp;&nbsp; 2712968 |
| &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;5335 | &nbsp;&nbsp; 5264064 |
| &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;1565 | &nbsp;&nbsp; 1556036 |
| &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;5522 | &nbsp;&nbsp; 5471332 |
| Federal National Mortgage Association Connecticut Avenue Securities: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2014-C04, Class 1M2, 9.289%, (1 mo. USD LIBOR + 4.90%), 11/25/24<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3446848 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644753 |
| &nbsp;&nbsp;&nbsp;Series 2019-R02, Class 1M2, 6.689%, (1 mo. USD LIBOR + 2.30%), 8/25/31<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196081 |
| &nbsp;&nbsp;&nbsp;Series 2019-R04, Class 2B1, 9.639%, (1 mo. USD LIBOR + 5.25%), 6/25/39<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3531782 |
| &nbsp;&nbsp;&nbsp;Series 2019-R05, Class 1B1, 8.489%, (1 mo. USD LIBOR + 4.10%), 7/25/39<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2832147 |
| &nbsp;&nbsp;&nbsp;Series 2019-R06, Class 2B1, 8.139%, (1 mo. USD LIBOR + 3.75%), 9/25/39<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12129036 |
| &nbsp;&nbsp;&nbsp;Series 2019-R07, Class 1B1, 7.789%, (1 mo. USD LIBOR + 3.40%), 10/25/39<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9123729 |
| &nbsp;&nbsp;&nbsp;Series 2020-R02, Class 2B1, 7.389%, (1 mo. USD LIBOR + 3.00%), 1/25/40<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5569313 |
| &nbsp;&nbsp;&nbsp;Series 2021-R01, Class 1B2, 9.928%, (30-day average SOFR + 6.00%), 10/25/41<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3662220 |
| Home Re, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-1, Class M1C, 6.689%, (1 mo. USD LIBOR + 2.30%), 7/25/33<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3471411 |
| &nbsp;&nbsp;&nbsp;Series 2021-1, Class M2, 7.239%, (1 mo. USD LIBOR + 2.85%), 7/25/33<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3207555 |
| Oaktown Re VI, Ltd., Series 2021-1A, Class M1A, 5.578%, (30-day average SOFR + 1.65%), 10/25/33<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1478021 |
| PNMAC GMSR Issuer Trust, Series 2022-GT1, Class A, 8.178%, (30-day average SOFR + 4.25%), 5/25/27<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4567958 |
| Preston Ridge Partners Mortgage: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-RPL1, Class A1, 1.319% to 7/25/26, 7/25/51<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2680499 |
| &nbsp;&nbsp;&nbsp;Series 2021-RPL2, Class A1, 1.455%, 10/25/51<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650777 |
| RESIMAC Bastille Trust, Series 2018-1NCA, Class A1, 5.022%, (1 mo. USD LIBOR + 0.85%), 12/5/59<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107249 |
| RESIMAC Premier Trust, Series 2020-1A, Class A1A, 5.267%, (1 mo. USD LIBOR + 1.05%), 2/7/52<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1630055 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Toorak Mortgage Corp., Ltd., Series 2020-1, Class A1, 2.734% to 1/25/23, 3/25/23<sup>(1)(4)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2397 | $2321957 |
| Total Collateralized Mortgage Obligations<br> (identified cost $103,625,094) |  | **$100075786** |

---

Commercial Mortgage-Backed Securities — 8.1%

---

| | | |
|:---|:---|:---|
| **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;10820 | $8530224 |
| &nbsp;&nbsp;&nbsp;Series 2019-BPR, Class ENM, 3.719%, 11/5/32<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6285 | &nbsp;&nbsp; 4725566 |
| 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;16617 | &nbsp;&nbsp; 16337455 |
| &nbsp;&nbsp;&nbsp;Series 2017-DELC, Class D, 6.143%, (1 mo. USD LIBOR + 1.70%), 8/15/36<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1208 | &nbsp;&nbsp; 1174601 |
| &nbsp;&nbsp;&nbsp;Series 2017-DELC, Class E, 6.943%, (1 mo. USD LIBOR + 2.625%), 8/15/36<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4213 | &nbsp;&nbsp; 4092423 |
| BX Commercial Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-XL, Class A, 5.37%, (1 mo. USD LIBOR + 1.034%), 10/15/36<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22966 | &nbsp;&nbsp; 22698187 |
| &nbsp;&nbsp;&nbsp;Series 2019-XL, Class B, 5.53%, (1 mo. USD LIBOR + 1.194%), 10/15/36<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10417663 |
| &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;10284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9716545 |
| &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;3122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2938681 |
| &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;9322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8746864 |
| 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;4875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4676704 |
| &nbsp;&nbsp;&nbsp;Series 2018-SITE, Class C, 4.782%, 4/15/36<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4695551 |
| &nbsp;&nbsp;&nbsp;Series 2022-CNTR, Class A, 8.28%, (1 mo. SOFR + 3.944%), 1/15/24<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891362 |
| &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;5027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4984164 |
| 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;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476658 |
| &nbsp;&nbsp;&nbsp;Series 2021-ESH, Class B, 5.698%, (1 mo. USD LIBOR + 1.38%), 7/15/38<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3193617 |
| &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;6003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5774779 |
| &nbsp;&nbsp;&nbsp;Series 2021-ESH, Class D, 6.568%, (1 mo. USD LIBOR + 2.25%), 7/15/38<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3205806 |
| Federal National Mortgage Association, Series 2017-M13, Class A2, 2.932%, 9/25/27<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4056308 |

---

------

Calvert

Short Duration Income Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| 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;2995 | $2820836 |
| &nbsp;&nbsp;&nbsp;Series 2020-01, Class M7, 6.339%, (1 mo. USD LIBOR + 1.95%), 3/25/50<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;863 | &nbsp;&nbsp; 845680 |
| &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;3545 | &nbsp;&nbsp; 3287615 |
| 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;17728 | &nbsp;&nbsp; 17245022 |
| 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;4200 | &nbsp;&nbsp; 835353 |
| &nbsp;&nbsp;&nbsp;Series 2014-DSTY, Class C, 3.805%, 6/10/27<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1920 | &nbsp;&nbsp; 190806 |
| 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;13004 | &nbsp;&nbsp; 12446844 |
| 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;18103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17530417 |
| &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;9712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9109790 |
| Total Commercial Mortgage-Backed Securities<br> (identified cost $200,046,493) |  | &nbsp;&nbsp;**$185645521** |

---

Corporate Bonds — 47.4%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Basic Materials — 0.4% | Basic Materials — 0.4% |  |
| Celanese US Holdings, LLC, 6.165%, 7/15/27 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6165 | $6090594 |
| Nutrien, Ltd., 5.90%, 11/7/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2898 | &nbsp;&nbsp; 2936540 |
|  |  | **$9027134** |
| Communications — 1.8% | Communications — 1.8% |  |
| AT&T, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 6/1/27 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9050 | $8062755 |
| &nbsp;&nbsp;&nbsp;4.10%, 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6580 | &nbsp;&nbsp; 6282256 |
| CCO Holdings, LLC/CCO Holdings Capital Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 2/1/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2487563 |
| &nbsp;&nbsp;&nbsp;5.125%, 5/1/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9707065 |
| Level 3 Financing, Inc., 4.25%, 7/1/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2369940 |
| Nokia Oyj, 4.375%, 6/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;12838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12142047 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$41051626** |
| Consumer, Cyclical — 5.8% | Consumer, Cyclical — 5.8% |  |
| American Airlines Pass-Through Trust, 4.40%, 3/22/25 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$420062 |
| American Airlines, Inc./AAdvantage Loyalty IP, Ltd., 5.50%, 4/20/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11837314 |
| Aptiv PLC/Aptiv Corp., 2.396%, 2/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;10692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10091011 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Consumer, Cyclical (continued) | Consumer, Cyclical (continued) |  |
| Bath & Body Works, Inc., 6.625%, 10/1/30<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9136 | $8588872 |
| Brunswick Corp., 0.85%, 8/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7728 | &nbsp;&nbsp; 7144516 |
| 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;8526 | &nbsp;&nbsp; 8322442 |
| &nbsp;&nbsp;&nbsp;4.75%, 10/20/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10953 | &nbsp;&nbsp; 10312354 |
| Ferguson Finance PLC, 4.25%, 4/20/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 4735588 |
| Ford Motor Credit Co., LLC, 7.35%, 11/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6379 | &nbsp;&nbsp; 6552509 |
| General Motors Financial Co., Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;1.20%, 10/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;11946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11067146 |
| &nbsp;&nbsp;&nbsp;4.30%, 4/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6851273 |
| &nbsp;&nbsp;&nbsp;4.992%, (SOFR + 1.30%), 4/7/25<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4966282 |
| Genuine Parts Co., 1.75%, 2/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8273657 |
| Hyatt Hotels Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;1.30%, 10/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6689754 |
| &nbsp;&nbsp;&nbsp;1.80%, 10/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5925114 |
| Lithia Motors, Inc., 4.625%, 12/15/27<sup>(1)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5873788 |
| Magallanes, Inc., 4.054%, 3/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6069282 |
| Nordstrom, Inc., 2.30%, 4/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3218258 |
| Warnermedia Holdings, Inc., 3.755%, 3/15/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6764647 |
|  |  | &nbsp;&nbsp;**$133703869** |
| Consumer, Non-cyclical — 3.4% | Consumer, Non-cyclical — 3.4% |  |
| Ashtead Capital, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 5/1/28<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8545 | &nbsp;&nbsp;&nbsp;&nbsp;$7805938 |
| &nbsp;&nbsp;&nbsp;4.25%, 11/1/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2695482 |
| Block Financial, LLC, 3.875%, 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3283512 |
| Centene Corp., 4.25%, 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;15882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14930163 |
| Coca-Cola Europacific Partners PLC: |  |  |
| &nbsp;&nbsp;&nbsp;0.80%, 5/3/24<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4698526 |
| &nbsp;&nbsp;&nbsp;1.50%, 1/15/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8122886 |
| CVS Pass-Through Trust, 6.036%, 12/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922963 |
| Hikma Finance USA, LLC, 3.25%, 7/9/25<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6794437 |
| Keurig Dr Pepper, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5855969 |
| &nbsp;&nbsp;&nbsp;3.43%, 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5965714 |
| Kraft Heinz Foods Co., 3.875%, 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14354609 |
| Smithfield Foods, Inc., 2.625%, 9/13/31<sup>(1)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3228138 |
|  |  | &nbsp;&nbsp;&nbsp;**$78658337** |
| Energy — 0.2% | Energy — 0.2% |  |
| NuStar Logistics, L.P., 5.75%, 10/1/25 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4084 | &nbsp;&nbsp;&nbsp;&nbsp;$3933109 |
| TerraForm Power Operating, LLC, 5.00%, 1/31/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604146 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$4537255** |

---

------

Calvert

Short Duration Income Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Financial — 30.7% | Financial — 30.7% |  |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust: |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 10/29/24 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4203 | $3879675 |
| &nbsp;&nbsp;&nbsp;1.75%, 10/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp; 6441570 |
| &nbsp;&nbsp;&nbsp;1.75%, 1/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp; 2642554 |
| &nbsp;&nbsp;&nbsp;4.125%, 7/3/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6055 | &nbsp;&nbsp; 6013342 |
| &nbsp;&nbsp;&nbsp;4.50%, 9/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5591 | &nbsp;&nbsp; 5555846 |
| &nbsp;&nbsp;&nbsp;4.625%, 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3019 | &nbsp;&nbsp; 2808848 |
| &nbsp;&nbsp;&nbsp;6.50%, 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2768 | &nbsp;&nbsp; 2807374 |
| Air Lease Corp., 2.875%, 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6320509 |
| American Assets Trust, L.P., 3.375%, 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3421236 |
| Australia & New Zealand Banking Group, Ltd., 2.95% to 7/22/25, 7/22/30<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5746369 |
| Banco Santander S.A.: |  |  |
| &nbsp;&nbsp;&nbsp;1.722% to 9/14/26, 9/14/27<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4277039 |
| &nbsp;&nbsp;&nbsp;5.147%, 8/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;10200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10097293 |
| &nbsp;&nbsp;&nbsp;5.294%, 8/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5868022 |
| Bank of America Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;1.734% to 7/22/26, 7/22/27<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12132818 |
| &nbsp;&nbsp;&nbsp;4.376% to 4/27/27, 4/27/28<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;28876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27659392 |
| &nbsp;&nbsp;&nbsp;4.948% to 7/22/27, 7/22/28<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;18800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18392034 |
| &nbsp;&nbsp;&nbsp;6.204% to 11/10/27, 11/10/28<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;19236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19895188 |
| Bank of Nova Scotia (The): |  |  |
| &nbsp;&nbsp;&nbsp;4.626%, (SOFR + 0.90%), 4/11/25<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9896660 |
| &nbsp;&nbsp;&nbsp;4.862%, (SOFR + 0.55%), 9/15/23<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7991144 |
| BBVA Bancomer S.A./Texas, 1.875%, 9/18/25<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6047080 |
| BNP Paribas S.A.: |  |  |
| &nbsp;&nbsp;&nbsp;1.675% to 6/30/26, 6/30/27<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7342034 |
| &nbsp;&nbsp;&nbsp;4.375%, 9/28/25<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2916072 |
| Boston Properties, L.P., 6.75%, 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6043311 |
| Bread Financial Holdings, Inc., 4.75%, 12/15/24<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9339776 |
| Capital One Financial Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;3.273% to 3/1/29, 3/1/30<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4074577 |
| &nbsp;&nbsp;&nbsp;3.75%, 7/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;14222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13408493 |
| CI Financial Corp., 3.20%, 12/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2881351 |
| Citigroup, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;4.00% to 12/10/25<sup>(8)(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4420517 |
| &nbsp;&nbsp;&nbsp;5.61% to 9/29/25, 9/29/26<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12063954 |
| Credit Agricole S.A., 1.247% to 1/26/26, 1/26/27<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9369030 |
| Danske Bank A/S: |  |  |
| &nbsp;&nbsp;&nbsp;1.226%, 6/22/24<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5205806 |
| &nbsp;&nbsp;&nbsp;1.621% to 9/11/25, 9/11/26<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4097144 |
| Discover Bank, 4.682% to 8/9/23, 8/9/28<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8499901 |
| DNB Bank ASA, 1.535% to 5/25/26, 5/25/27<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4352168 |
| Enact Holdings, Inc., 6.50%, 8/15/25<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15525782 |
| EPR Properties, 4.50%, 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;12800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11221803 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Financial (continued) | Financial (continued) |  |
| Extra Space Storage L.P., 3.90%, 4/1/29 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2650 | $2379156 |
| Federation des Caisses Desjardins du Quebec, 4.40%, 8/23/25<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10783 | &nbsp;&nbsp; 10530617 |
| GA Global Funding Trust: |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 1/6/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11545 | &nbsp;&nbsp; 10178081 |
| &nbsp;&nbsp;&nbsp;5.086%, (SOFR + 1.36%), 4/11/25<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 9780757 |
| Goldman Sachs Group, Inc. (The): |  |  |
| &nbsp;&nbsp;&nbsp;1.948% to 10/21/26, 10/21/27<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13967 | &nbsp;&nbsp; 12230756 |
| &nbsp;&nbsp;&nbsp;2.64% to 2/24/27, 2/24/28<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;31420 | &nbsp;&nbsp; 28020673 |
| &nbsp;&nbsp;&nbsp;4.853%, (SOFR + 0.58%), 3/8/24<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14111180 |
| &nbsp;&nbsp;&nbsp;5.702%, (SOFR + 1.39%), 3/15/24<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9796418 |
| HAT Holdings I, LLC/HAT Holdings II, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;3.375%, 6/15/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12014713 |
| &nbsp;&nbsp;&nbsp;6.00%, 4/15/25<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6456320 |
| HSBC Holdings PLC: |  |  |
| &nbsp;&nbsp;&nbsp;0.732% to 8/17/23, 8/17/24<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4649648 |
| &nbsp;&nbsp;&nbsp;2.251% to 11/22/26, 11/22/27<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5563207 |
| &nbsp;&nbsp;&nbsp;4.755% to 6/9/27, 6/9/28<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700369 |
| &nbsp;&nbsp;&nbsp;7.39% to 11/3/27, 11/3/28<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12285334 |
| Huntington National Bank (The), 5.699% to 11/18/24, 11/18/25<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7707911 |
| ING Groep NV, 1.726% to 4/1/26, 4/1/27<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4418059 |
| Intesa Sanpaolo SpA, 7.00%, 11/21/25<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2159355 |
| Iron Mountain, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 2/15/31<sup>(1)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3621513 |
| &nbsp;&nbsp;&nbsp;5.00%, 7/15/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6881022 |
| JPMorgan Chase & Co.: |  |  |
| &nbsp;&nbsp;&nbsp;1.04% to 2/4/26, 2/4/27<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21773559 |
| &nbsp;&nbsp;&nbsp;1.47% to 9/22/26, 9/22/27<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9943209 |
| &nbsp;&nbsp;&nbsp;1.578% to 4/22/26, 4/22/27<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7918328 |
| &nbsp;&nbsp;&nbsp;4.851% to 7/25/27, 7/25/28<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;30379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29662820 |
| Lloyds Banking Group PLC, 2.438% to 2/5/25, 2/5/26<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4570468 |
| Macquarie Bank, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;3.052% to 3/3/31, 3/3/36<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2260988 |
| &nbsp;&nbsp;&nbsp;3.624%, 6/3/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3229770 |
| Nationwide Building Society, 0.55%, 1/22/24<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8373901 |
| Newmark Group, Inc., 6.125%, 11/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;14113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14002103 |
| OneMain Finance Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5936386 |
| &nbsp;&nbsp;&nbsp;5.625%, 3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4190140 |
| &nbsp;&nbsp;&nbsp;7.125%, 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1847127 |
| Radian Group, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;4.875%, 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;11797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10829224 |
| &nbsp;&nbsp;&nbsp;6.625%, 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6225216 |
| Rocket Mortgage, LLC/Rocket Mortgage Co-Issuer, Inc., 2.875%, 10/15/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6012037 |

---

------

Calvert

Short Duration Income Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Financial (continued) | Financial (continued) |  |
| Santander UK Group Holdings PLC: |  |  |
| &nbsp;&nbsp;&nbsp;1.532% to 8/21/25, 8/21/26<sup>(8)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 | $4761752 |
| &nbsp;&nbsp;&nbsp;6.833% to 11/21/25, 11/21/26<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11413 | &nbsp;&nbsp; 11572953 |
| Societe Generale S.A., 1.488% to 12/14/25, 12/14/26<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13600 | &nbsp;&nbsp; 11834448 |
| Standard Chartered PLC: |  |  |
| &nbsp;&nbsp;&nbsp;1.214% to 3/23/24, 3/23/25<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1970 | &nbsp;&nbsp; 1859978 |
| &nbsp;&nbsp;&nbsp;1.456% to 1/14/26, 1/14/27<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3503 | &nbsp;&nbsp; 3041655 |
| &nbsp;&nbsp;&nbsp;1.822% to 11/23/24, 11/23/25<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6397 | &nbsp;&nbsp; 5847061 |
| Sun Communities Operating, L.P., 2.30%, 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1858330 |
| Swedbank AB, 5.337%, 9/20/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15587158 |
| Synchrony Bank, 5.625%, 8/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;14244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13903092 |
| Synovus Bank/Columbus, GA, 4.00% to 10/29/25, 10/29/30<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2735960 |
| Texas Capital Bancshares, Inc., 4.00% to 5/6/26, 5/6/31<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3474136 |
| UBS AG, 1.25%, 6/1/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500666 |
| UBS Group AG: |  |  |
| &nbsp;&nbsp;&nbsp;1.494% to 8/10/26, 8/10/27<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8615869 |
| &nbsp;&nbsp;&nbsp;4.703% to 8/5/26, 8/5/27<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2272391 |
| UniCredit SpA, 2.569% to 9/22/25, 9/22/26<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7556238 |
| Wells Fargo & Co., 5.241%, (SOFR + 1.32%), 4/25/26<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14960469 |
|  |  | &nbsp;&nbsp;**$704298233** |
| Industrial — 1.7% | Industrial — 1.7% |  |
| Jabil, Inc., 3.00%, 1/15/31 | $&nbsp;&nbsp;&nbsp;&nbsp;12232 | &nbsp;&nbsp;&nbsp;&nbsp;$10154346 |
| SMBC Aviation Capital Finance DAC, 3.55%, 4/15/24<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3675304 |
| TD SYNNEX Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;1.25%, 8/9/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6040690 |
| &nbsp;&nbsp;&nbsp;1.75%, 8/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6809357 |
| Teledyne Technologics, Inc., 0.95%, 4/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13232368 |
|  |  | &nbsp;&nbsp;&nbsp;**$39912065** |
| Technology — 1.7% | Technology — 1.7% |  |
| DXC Technology Co.: |  |  |
| &nbsp;&nbsp;&nbsp;1.80%, 9/15/26 | $&nbsp;&nbsp;&nbsp;&nbsp;13250 | &nbsp;&nbsp;&nbsp;&nbsp;$11555652 |
| &nbsp;&nbsp;&nbsp;2.375%, 9/15/28<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2173957 |
| Kyndryl Holdings, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;2.05%, 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4974427 |
| &nbsp;&nbsp;&nbsp;2.70%, 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;12332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9274340 |
| Seagate HDD Cayman: |  |  |
| &nbsp;&nbsp;&nbsp;4.091%, 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4645748 |
| &nbsp;&nbsp;&nbsp;9.625%, 12/1/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5913511 |
|  |  | &nbsp;&nbsp;&nbsp;**$38537635** |
| Utilities — 1.7% | Utilities — 1.7% |  |
| AES Corp. (The): |  |  |
| &nbsp;&nbsp;&nbsp;1.375%, 1/15/26 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;$6223442 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Utilities (continued) | Utilities (continued) |  |
| AES Corp. (The): (continued) |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 1/15/31 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4889 | $3900743 |
| Avangrid, Inc., 3.15%, 12/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7692 | &nbsp;&nbsp; 7357370 |
| Enel Finance International N.V., 1.375%, 7/12/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14665 | &nbsp;&nbsp; 12655414 |
| NextEra Energy Operating Partners, L.P., 4.25%, 9/15/24<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779 | &nbsp;&nbsp; 728276 |
| Niagara Mohawk Power Corp., 4.278%, 12/15/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp; 6004355 |
| 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;1893 | &nbsp;&nbsp; 1700680 |
|  |  | **$38570280** |
| Total Corporate Bonds<br> (identified cost $1,173,378,767) |  | **$1088296434** |

---

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>(10)(11)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | $3782960 |
| Total High Social Impact Investments<br> (identified cost $4,000,000) |  | **$3782960** |

---

Preferred Stocks — 0.1%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Wireless Telecommunication Services — 0.1% | Wireless Telecommunication Services — 0.1% |  |
| United States Cellular Corp., 5.50%<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92425 | $1342011 |
| Total Preferred Stocks<br> (identified cost $2,310,625) |  | **$1342011** |

---

Senior Floating-Rate Loans — 1.5%<sup>(12)</sup>

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Diversified Telecommunication Services — 0.5% | Diversified Telecommunication Services — 0.5% |  |
| CenturyLink, Inc., Term Loan, 6.634%, (1 mo. USD LIBOR + 2.25%), 3/15/27 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6582 | $6257037 |
| UPC Financing Partnership, Term Loan, 7.243%, (1 mo. USD LIBOR + 2.93%), 1/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6775 | &nbsp;&nbsp; 6644439 |
|  |  | **$12901476** |

---

------

Calvert

Short Duration Income Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| 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;1725 | $1539693 |
|  |  | **$1539693** |
| Software — 0.6% | Software — 0.6% |  |
| 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;5676 | $5444729 |
| Hyland Software, Inc., Term Loan, 7.884%, (1 mo. USD LIBOR + 3.50%), 7/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2114 | &nbsp;&nbsp; 2088103 |
| Seattle Spinco, Inc., Term Loan, 7.134%, (1 mo. USD LIBOR + 2.75%), 6/21/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1032 | &nbsp;&nbsp; 1028548 |
| VS Buyer, LLC, Term Loan, 7.384%, (1 mo. USD LIBOR + 3.00%), 2/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4492 | &nbsp;&nbsp; 4383336 |
|  |  | **$12944716** |
| 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;6451 | &nbsp;&nbsp;&nbsp;&nbsp;$6342144 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$6342144** |
| Total Senior Floating-Rate Loans<br> (identified cost $34,750,474) |  | &nbsp;&nbsp;&nbsp;&nbsp;**$33728029** |

---

Taxable Municipal Obligations — 1.1%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Special Tax Revenue — 0.9% | Special Tax Revenue — 0.9% |  |
| California Health Facilities Financing Authority, (No Place Like Home Program): |  |  |
| &nbsp;&nbsp;&nbsp;1.97%, 6/1/23 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | $1980680 |
| &nbsp;&nbsp;&nbsp;2.02%, 6/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp; 2410925 |
| &nbsp;&nbsp;&nbsp;2.211%, 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4450 | &nbsp;&nbsp; 4197284 |
| Massachusetts, Special Obligation Bonds, Social Bonds, 3.564%, 7/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12600 | &nbsp;&nbsp; 12519990 |
|  |  | **$21108879** |
| Water and Sewer — 0.2% | Water and Sewer — 0.2% |  |
| Narragansett Bay Commission, RI, Wastewater System Revenue, Green Bonds, 1.597%, 9/1/25 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2350 | $2173069 |
| San Diego County Water Authority, CA, Green Bonds, Series A, 0.743%, 5/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1368990 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Water and Sewer (continued) | Water and Sewer (continued) |  |
| San Francisco City and County Public Utilities Commission, CA, Water Revenue, Green Bonds: |  |  |
| &nbsp;&nbsp;&nbsp;1.982%, 11/1/23 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | $686301 |
| &nbsp;&nbsp;&nbsp;2.082%, 11/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp; 478105 |
|  |  | **$4706465** |
| Total Taxable Municipal Obligations<br> (identified cost $26,600,000) |  | **$25815344** |

---

U.S. Government Agency Mortgage-Backed Securities — 2.1%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 30-Year, TBA<sup>(13)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7800 | $7323465 |
| &nbsp;&nbsp;&nbsp;4.50%, 30-Year, TBA<sup>(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;33600 | &nbsp;&nbsp; 32392498 |
| &nbsp;&nbsp;&nbsp;5.00%, 30-Year, TBA<sup>(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp; 9665255 |
| Total U.S. Government Agency Mortgage-Backed Securities<br> (identified cost $50,124,453) |  | **$49381218** |

---

U.S. Treasury Obligations — 10.9%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| U.S. Treasury Notes: |  |  |
| &nbsp;&nbsp;&nbsp;4.125%, 10/31/27 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23500 | $23588125 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;140000 | &nbsp;&nbsp; 139912500 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/30/24<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;76600 | &nbsp;&nbsp; 76608977 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;10700 | &nbsp;&nbsp; 10766039 |
| Total U.S. Treasury Obligations<br> (identified cost $250,020,243) |  | **$250875641** |

---

------

Calvert

Short Duration Income Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| Short-Term Investments — 3.3% |  |  |
| Affiliated Fund — 3.0% | Affiliated Fund — 3.0% | Affiliated Fund — 3.0% |
| **Security** | **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value** |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 4.11%<sup>(14)</sup> | 69759381 | $69759381 |
| Total Affiliated Fund<br> (identified cost $69,759,381) |  | **$69759381** |
| Securities Lending Collateral — 0.3% | Securities Lending Collateral — 0.3% | Securities Lending Collateral — 0.3% |
| **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>(15)</sup> | 7029469 | $7029469 |
| Total Securities Lending Collateral<br> (identified cost $7,029,469) |  | **$7029469** |
| Total Short-Term Investments<br> (identified cost $76,788,850) |  | **$76788850** |
| Total Investments — 101.3%<br> (identified cost $2,488,559,471) |  | **$2326089731** |
| Other Assets, Less Liabilities — (1.3)% |  | **$(30861435)** |
| Net Assets — 100.0% |  | **$2295228296** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category in the Schedule of Investments is based on net assets. | The percentage shown for each investment category in the Schedule of Investments is based on net assets. |
| <sup>(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 $1,119,353,558 or 48.8% 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 $8,401,162 and the total market value of the collateral received by the Fund was $8,586,422, comprised of cash of $7,029,469 and U.S. government and/or agencies securities of $1,556,953.

<sup>(7)</sup> Security exempt from registration under Regulation S of the Securities Act of 1933, as amended, which exempts from registration securities offered and sold outside the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933, as amended. At December 31, 2022, the aggregate value of these securities is $6,794,437 or 0.3% of the Fund's net assets.

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

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

<sup>(10)</sup> May be deemed to be an affiliated company.

<sup>(11)</sup> Restricted security. Total market value of restricted securities amounts to $3,782,960, which represents 0.2% of the net assets of the Fund as of December 31, 2022.

<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> TBA (To Be Announced) securities are purchased 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>(14)</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>(15)</sup> Represents investment of cash collateral received in connection with securities lending.

------

Calvert

Short Duration Income 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;1250 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;3/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;$256347657 | &nbsp;&nbsp;&nbsp;&nbsp;$216491 |
| U.S. 5-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(724) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;3/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(78141094) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9277) |
| U.S. 10-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(592) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;3/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(66479750) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156173 |
| U.S. Ultra 10-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(964) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;3/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(114023125) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161001 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$524388** |

---

#### 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;$4000000 |

---

---

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

---

---

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

---

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

The Fund is subject to interest rate risk in the normal course of pursuing its investment objective. The Fund enters into futures contracts to hedge against fluctuations in interest rates and to manage overall duration.

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 $85,989,185, which represents 3.7% 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 | $8974746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | $(9028000) | $7903 | $45348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | $12354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-CLS, Class B, 3.668%, (1 mo. USD LIBOR + 0.85%), 11/15/34 | &nbsp;&nbsp;&nbsp; 5901587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (5940000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 38413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-CLS, Class C, 3.818%, (1 mo. USD LIBOR + 1.00%), 11/15/34 | &nbsp;&nbsp;&nbsp; 5714507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (5755000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 40493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-CLS, Class E, 4.768%, (1 mo. USD LIBOR + 1.95%), 11/15/34 | &nbsp;&nbsp;&nbsp; 6367609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (6427000) | &nbsp;&nbsp;&nbsp; 4962 | &nbsp;&nbsp;&nbsp; 54427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 11919 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |

---

------

Calvert

Short Duration Income Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **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** |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-BPR, Class A, 5.968%, (1 mo. USD LIBOR + 1.65%), 5/15/36 | $12686893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | $— | $(240049) | $12446844 | $168702 | &nbsp;&nbsp;$13003621 |
| **High Social Impact Investments** |  |  |  |  |  |  |  |  |
| Calvert Impact Capital, Inc., Community Investment Notes, 1.50%, 12/15/23<sup>(1)</sup> | &nbsp;&nbsp;&nbsp; 3715040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 67920 | &nbsp;&nbsp;&nbsp; 3782960 | &nbsp;&nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp; 4000000 |
| **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** |  |  |  |  |  |  |
| Liquidity Fund, Institutional Class<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;68969256 | &nbsp;&nbsp;&nbsp;&nbsp;210208839 | &nbsp;&nbsp;&nbsp;(209418714) | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;69759381 | &nbsp;&nbsp;&nbsp;548810 | &nbsp;&nbsp;&nbsp;&nbsp;69759381 |
| **Total** |  |  |  | **$12865** | **$6552** | **$85989185** | **$773803** |  |

---

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

Fair Value Measurements

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

Level 1 - quoted prices in active markets for identical securities

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

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

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

The following table summarizes the market value of the Fund's holdings as of 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;$510357937 | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;$510357937 |
| 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;100075786 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100075786 |
| 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;185645521 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185645521 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;1088296434 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;1088296434 |
| 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;3782960 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3782960 |
| Preferred Stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1342011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1342011 |
| 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;33728029 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33728029 |
| 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;25815344 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25815344 |
| 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;49381218 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49381218 |
| 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;250875641 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250875641 |
| Short-Term Investments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Affiliated Fund | &nbsp;&nbsp;&nbsp;&nbsp;69759381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69759381 |
| &nbsp;&nbsp;&nbsp;Securities Lending Collateral | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7029469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7029469 |
| **Total Investments** | &nbsp;&nbsp;**$78130861** | &nbsp;&nbsp;**$2247958870** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$2326089731** |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;$533665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$533665 |
| **Total** | &nbsp;&nbsp;**$78664526** | &nbsp;&nbsp;**$2247958870** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$2326623396** |
| **Liability Description** |  |  |  |  |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(9277) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(9277) |
| **Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$(9277)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$(9277)** |

---

------

Calvert

Short Duration Income Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Washington

  - **State:** DC

  - **Foreign country:** US

  - **Zip / Postal Code:** 20009

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

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

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

- **b. EDGAR series identifier (if any):** S000005150

- **c. LEI of Series:** 549300KRHGOWQEB8SR45

**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:** $2363646834.21

**Total Liabilities:** $68648420.72

**Net Assets:** $2294998413.49

**Delayed Delivery Securities:** $50195158.68

**Cash Not Reported:** $8898694.92

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -5984.57000000 | **1-Year:** -99249.37000000 | **5-Year:** -242499.31000000 | **10-Year:** -25468.11000000 | **30-Year:** -292.23000000

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

- **3-Month:** -3988.53000000 | **1-Year:** -51308.70000000 | **5-Year:** -90552.46000000 | **10-Year:** -49956.09000000 | **30-Year:** -11174.04000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000014105 | -0.13%               | 1.37%                | 0.45%                |
| Class ID C000014104 | -0.22%               | 1.30%                | 0.36%                |
| Class ID C000211120 | -0.13%               | 1.37%                | 0.45%                |
| Class ID C000014103 | -0.16%               | 1.35%                | 0.36%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-6576690.84             | $-5495519.53                               |
| Month 2  | $-19091966.10            | $50745776.00                               |
| Month 3  | $11302.06                | $1104274.20                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BANK OF AMERICA CORP                                               | Bank of America Corp                                                        | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  28876000 | PA      | $27659392.33  | 1.21%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                     | Synchrony Bank                                                              | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |  14244000 | PA      | $13903092.22  | 0.61%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC                                              | Coca-Cola Europacific Partners PLC                                          | CUSIP: 19123MAF0<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |   9377000 | PA      | $8122885.89   | 0.35%             | 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        |   9000000 | PA      | $7918327.71   | 0.35%             | 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        |   3960562 | PA      | $3311303.34   | 0.14%             | 2046-08-20      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                           | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                   | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3000000 | PA      | $2642554.44   | 0.12%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                               | Smithfield Foods Inc                                                        | CUSIP: 832248BD9<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   4498000 | PA      | $3228138.31   | 0.14%             | 2031-09-13      | Fixed         | 2.62%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                                                  | HSBC Holdings PLC                                                           | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1796000 | PA      | $1700369.23   | 0.07%             | 2028-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                | Bank of Nova Scotia/The                                                     | CUSIP: 064159YN0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   8000000 | PA      | $7991144.00   | 0.35%             | 2023-09-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                  | Hyatt Hotels Corp                                                           | CUSIP: 448579AN2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   6319000 | PA      | $5925114.61   | 0.26%             | 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        |   8641982 | PA      | $7751497.12   | 0.34%             | 2029-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                        | Swedbank AB                                                                 | CUSIP: 87020PAT4<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |  15690000 | PA      | $15587158.17  | 0.68%             | 2027-09-20      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                 | Banco Santander SA                                                          | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   5000000 | PA      | $4277038.95   | 0.19%             | 2027-09-14      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| HIKMA FINANCE USA LLC                                              | Hikma Finance USA LLC                                                       | CUSIP: 000000000<br>LEI: 213800BU7YH2WTM1QL87 | Long             | DBT              | CORP              | US        |   7304000 | PA      | $6794436.44   | 0.30%             | 2025-07-09      | Fixed         | 3.25%                 | Yes           |                  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        |  11718900 | PA      | $10370088.90  | 0.45%             | 2026-11-25      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                     | Pagaya AI Debt Selection Trust 2021-3                                       | CUSIP: 69546RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14249224 | PA      | $13021271.81  | 0.57%             | 2029-05-15      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                                      | Discover Bank                                                               | CUSIP: 25466AAN1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |   8854000 | PA      | $8499901.18   | 0.37%             | 2028-08-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                             | Santander Drive Auto Receivables Trust 2022-5                               | CUSIP: 80287HAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6073000 | PA      | $6042986.63   | 0.26%             | 2025-01-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                                           | Texas Capital Bancshares Inc                                                | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |   3909000 | PA      | $3474135.87   | 0.15%             | 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        |   2360000 | PA      | $2333177.18   | 0.10%             | 2031-03-25      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                             | Extra Space Storage LP                                                      | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2379155.82   | 0.10%             | 2029-04-01      | Fixed         | 3.90%                 | 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        |   6656000 | PA      | $6456320.00   | 0.28%             | 2025-04-15      | Fixed         | 6.00%                 | 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        |   6160406 | PA      | $5569312.58   | 0.24%             | 2040-01-25      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                                              | Toorak Mortgage Corp 2020-1 Ltd                                             | CUSIP: 89052WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2396693 | PA      | $2321956.82   | 0.10%             | 2023-03-25      | Variable      | 2.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                               | Bank of America Corp                                                        | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  19236000 | PA      | $19895188.29  | 0.87%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                             | Marlette Funding Trust 2021-1                                               | CUSIP: 57110NAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2551428 | PA      | $2517523.20   | 0.11%             | 2031-06-16      | Fixed         | 1.00%                 | 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        |   5676519 | PA      | $5444729.24   | 0.24%             | 2025-10-02      | Floating      | 8.13%                 | 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        |   4200000 | PA      | $835352.70    | 0.04%             | 2027-06-10      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                                   | Radian Group Inc                                                            | CUSIP: 750236AX9<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |   6300000 | PA      | $6225216.48   | 0.27%             | 2025-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                      | Citigroup Inc                                                               | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12063953.64  | 0.53%             | 2026-09-29      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                             | BBVA Bancomer SA/Texas                                                      | CUSIP: 05533UAH1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   6660000 | PA      | $6047080.20   | 0.26%             | 2025-09-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                             | CCO Holdings LLC / CCO Holdings Capital Corp                                | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10390000 | PA      | $9707065.30   | 0.42%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                                 | Sunnova Helios IV Issuer LLC                                                | CUSIP: 86746CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3018634 | PA      | $2583728.73   | 0.11%             | 2047-06-20      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                             | CCO Holdings LLC / CCO Holdings Capital Corp                                | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2733000 | PA      | $2487562.94   | 0.11%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                                     | JPMorgan Chase Bank NA - CACLN                                              | CUSIP: 46591HCE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1397302 | PA      | $1315039.54   | 0.06%             | 2029-02-26      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                | Oportun Issuance Trust 2021-C                                               | CUSIP: 68377WAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11238000 | PA      | $9767831.35   | 0.43%             | 2031-10-08      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                             | General Motors Financial Co Inc                                             | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   7632000 | PA      | $6851272.96   | 0.30%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING                                           | NextEra Energy Operating Partners LP                                        | CUSIP: 65342QAC6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    779000 | PA      | $728275.42    | 0.03%             | 2024-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                       | Centene Corp                                                                | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  15882000 | PA      | $14930163.31  | 0.65%             | 2027-12-15      | Fixed         | 4.25%                 | 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        |  12235000 | PA      | $10664762.55  | 0.46%             | 2051-12-26      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                  | Lithia Motors Inc                                                           | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $5873787.66   | 0.26%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Banc of America Merrill Lynch Large Loan Inc                       | BAMLL Commercial Mortgage Securities Trust 2019-BPR                         | CUSIP: 05492PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6285000 | PA      | $4725566.43   | 0.21%             | 2032-11-05      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                           | TerraForm Power Operating LLC                                               | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    670000 | PA      | $604145.70    | 0.03%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                   | Planet Fitness Master Issuer LLC                                            | CUSIP: 72703PAB9<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |   3411572 | PA      | $3206434.99   | 0.14%             | 2048-09-05      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                | Oportun Issuance Trust 2021-C                                               | CUSIP: 68377WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16430000 | PA      | $14390236.86  | 0.63%             | 2031-10-08      | Fixed         | 2.18%                 | 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        |   4183661 | PA      | $3898595.88   | 0.17%             | 2029-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                                      | Nordstrom Inc                                                               | CUSIP: 655664AX8<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |   3428000 | PA      | $3218257.82   | 0.14%             | 2024-04-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                          | Uniform Mortgage-Backed Security, TBA                                       | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  33600000 | PA      | $32392498.32  | 1.41%             | 2053-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Resimac                                                            | RESIMAC Premier Series 2020-1                                               | CUSIP: 76120GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |   1637239 | PA      | $1630055.17   | 0.07%             | 2052-02-07      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                                   | Bellemeade Re Ltd                                                           | CUSIP: 07876MAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    670000 | PA      | $641949.31    | 0.03%             | 2031-03-25      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                           | Vantage Data Centers LLC                                                    | CUSIP: 92212KAC0<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |  10045000 | PA      | $8273823.41   | 0.36%             | 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        |   5036911 | PA      | $4908332.55   | 0.21%             | 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        |   2229387 | PA      | $1917715.81   | 0.08%             | 2040-09-20      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                               | Niagara Mohawk Power Corp                                                   | CUSIP: 65364UAL0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6004355.05   | 0.26%             | 2028-12-15      | Fixed         | 4.28%                 | 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        |   3044569 | PA      | $2870637.09   | 0.13%             | 2029-02-26      | Fixed         | 0.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                   | Fannie Mae Connecticut Avenue Securities                                    | CUSIP: 30711XAP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3281930 | PA      | $3446848.46   | 0.15%             | 2024-11-25      | Floating      | 9.29%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                | Oportun Issuance Trust 2021-B                                               | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2279000 | PA      | $1992596.93   | 0.09%             | 2031-05-08      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                     | EPR Properties                                                              | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |  12800000 | PA      | $11221803.26  | 0.49%             | 2027-06-01      | Fixed         | 4.50%                 | 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: 79765R4P1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $478105.00    | 0.02%             | 2024-11-01      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                  | HSBC Holdings PLC                                                           | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  11670000 | PA      | $12285333.89  | 0.54%             | 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        |   6698000 | PA      | $5387267.04   | 0.23%             | 2051-04-30      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                          | Jabil Inc                                                                   | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |  12232000 | PA      | $10154346.12  | 0.44%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                    | Danske Bank A/S                                                             | CUSIP: 23636AAZ4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   4647000 | PA      | $4097144.42   | 0.18%             | 2026-09-11      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                     | Pagaya AI Debt Selection Trust 2021-1                                       | CUSIP: 69547JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1032353 | PA      | $1017001.80   | 0.04%             | 2027-11-15      | Fixed         | 1.18%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                                           | SMBC Aviation Capital Finance DAC                                           | CUSIP: 78448TAE2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   3800000 | PA      | $3675303.80   | 0.16%             | 2024-04-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| VMC Finance LLC                                                    | VMC Finance 2021-HT1 LLC                                                    | CUSIP: 91835TAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18103132 | PA      | $17530417.41  | 0.76%             | 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        |   5245000 | PA      | $4884846.31   | 0.21%             | 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        |  10514000 | PA      | $9339775.87   | 0.41%             | 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        |   3000000 | PA      | $2695482.39   | 0.12%             | 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        |   7029469 | NS      | $7029468.75   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                            | Goldman Sachs Group Inc/The                                                 | CUSIP: 38141GZQ0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9800000 | PA      | $9796418.20   | 0.43%             | 2024-03-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                                                | DataBank Issuer                                                             | CUSIP: 23802WAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6085000 | PA      | $5280807.62   | 0.23%             | 2051-10-25      | Fixed         | 2.40%                 | 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        |   8526000 | PA      | $8322441.84   | 0.36%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                       | DNB Bank ASA                                                                | CUSIP: 23329PAG5<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   5000000 | PA      | $4352167.55   | 0.19%             | 2027-05-25      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                             | Mosaic Solar Loan Trust 2021-1                                              | CUSIP: 61947DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4024317 | PA      | $3046608.57   | 0.13%             | 2046-12-20      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                        | Extended Stay America Trust 2021-ESH                                        | CUSIP: 30227FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6002606 | PA      | $5774778.85   | 0.25%             | 2038-07-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                                | Block Financial LLC                                                         | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3743000 | PA      | $3283512.31   | 0.14%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                                  | DXC Technology Co                                                           | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |  13250000 | PA      | $11555652.28  | 0.50%             | 2026-09-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                          | Uniform Mortgage-Backed Security, TBA                                       | CUSIP: 01F040610<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7800000 | PA      | $7323464.85   | 0.32%             | 2053-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                            | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23500000 | PA      | $23588125.00  | 1.03%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                               | Enel Finance International NV                                               | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |  14665000 | PA      | $12655413.99  | 0.55%             | 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        |   3661000 | PA      | $3153562.70   | 0.14%             | 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        |   1031988 | PA      | $1028548.02   | 0.04%             | 2024-06-21      | Floating      | 7.13%                 | 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        |   9349471 | PA      | $9123728.96   | 0.40%             | 2039-10-25      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                   | Connecticut Avenue Securities Trust 2019-R05                                | CUSIP: 20754HAD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2778370 | PA      | $2832146.70   | 0.12%             | 2039-07-25      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                       | AES Corp/The                                                                | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   4889000 | PA      | $3900743.11   | 0.17%             | 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        |  13807000 | PA      | $12014713.33  | 0.52%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                   | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                   | CUSIP: 13032UVA3<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1980680.00   | 0.09%             | 2023-06-01      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| SYNOVUS BANK GA                                                    | Synovus Bank/Columbus GA                                                    | CUSIP: 87164DSE1<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |   2946000 | PA      | $2735960.01   | 0.12%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance III Limited                               | Horizon Aircraft Finance III Ltd                                            | CUSIP: 44040JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3906208 | PA      | $3031244.19   | 0.13%             | 2039-11-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Conn Funding II, L.P                                               | Conn's Receivables Funding 2021-A LLC                                       | CUSIP: 20825GAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7695000 | PA      | $7353569.77   | 0.32%             | 2026-05-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                             | US 10YR ULTRA FUT MAR23                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -964 | NC      | $161001.50    | 0.01%             |  |  |  | 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        |   1920000 | PA      | $190805.95    | 0.01%             | 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        |   9322500 | PA      | $8746863.59   | 0.38%             | 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        |   5851000 | PA      | $6043311.08   | 0.26%             | 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        |   4820000 | PA      | $4567957.86   | 0.20%             | 2027-05-25      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                              | FMC GMSR Issuer Trust                                                       | CUSIP: 30259RAM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4447000 | PA      | $3964650.81   | 0.17%             | 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        |  10284333 | PA      | $9716545.26   | 0.42%             | 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        |  13003621 | PA      | $12446843.96  | 0.54%             | 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        |   1015943 | PA      | $685215.88    | 0.03%             | 2045-03-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                              | Wells Fargo & Co                                                            | CUSIP: 95000U2Y8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14960468.85  | 0.65%             | 2026-04-25      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                           | Santander UK Group Holdings PLC                                             | CUSIP: 80281LAM7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   5400000 | PA      | $4761751.91   | 0.21%             | 2026-08-21      | Fixed         | 1.53%                 | 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        |    644574 | PA      | $644752.93    | 0.03%             | 2031-04-25      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                                   | Bellemeade Re Ltd                                                           | CUSIP: 07876AAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   4750000 | PA      | $4537091.70   | 0.20%             | 2031-06-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                      | UniCredit SpA                                                               | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   8524000 | PA      | $7556238.32   | 0.33%             | 2026-09-22      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                 | Banco Santander SA                                                          | CUSIP: 05964HAR6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  10200000 | PA      | $10097293.45  | 0.44%             | 2025-08-18      | Fixed         | 5.15%                 | 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        |   6725996 | PA      | $5166213.75   | 0.23%             | 2051-07-31      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                             | US 10YR NOTE (CBT)MAR23                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -592 | NC      | $156172.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                               | Bank of America Corp                                                        | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  18800000 | PA      | $18392033.61  | 0.80%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                           | Santander UK Group Holdings PLC                                             | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |  11413000 | PA      | $11572953.20  | 0.50%             | 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        |    829789 | PA      | $847206.77    | 0.04%             | 2049-04-25      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                     | TD SYNNEX Corp                                                              | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $6809357.28   | 0.30%             | 2026-08-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                            | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  76600000 | PA      | $76608976.75  | 3.34%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| GoodLeap Sustainable Home Improvement Loan Trust                   | GoodLeap Sustainable Home Solutions Trust 2021-5                            | CUSIP: 38237HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1731231 | PA      | $1261137.66   | 0.05%             | 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        |   4334320 | PA      | $4056308.39   | 0.18%             | 2027-09-25      | Variable      | 2.93%                 | 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        |   4203000 | PA      | $3879674.52   | 0.17%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                                       | Upstart Securitization Trust 2020-1                                         | CUSIP: 91679UAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6120208 | PA      | $6000038.87   | 0.26%             | 2030-04-22      | Fixed         | 4.90%                 | 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        |   7000000 | PA      | $6012036.59   | 0.26%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                                     | JPMorgan Chase Bank NA - CACLN                                              | CUSIP: 46591HCF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1354808 | PA      | $1271518.69   | 0.06%             | 2029-02-26      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                                | LL ABS Trust 2021-1                                                         | CUSIP: 53934QAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1227878 | PA      | $1185917.69   | 0.05%             | 2029-05-15      | Fixed         | 1.07%                 | 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        |    490048 | PA      | $476658.01    | 0.02%             | 2038-07-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                  | Iron Mountain Inc                                                           | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |   7646000 | PA      | $6881021.91   | 0.30%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                            | Goldman Sachs Group Inc/The                                                 | CUSIP: 38141GXW9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  14197000 | PA      | $14111180.41  | 0.61%             | 2024-03-08      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust                                | PenFed Auto Receivables Owner Trust 2022-A                                  | CUSIP: 706874AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6700000 | PA      | $6652336.20   | 0.29%             | 2024-12-16      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| APTIV PLC / APTIV CORP                                             | Aptiv PLC / Aptiv Corp                                                      | CUSIP: 00217GAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |  10692000 | PA      | $10091011.23  | 0.44%             | 2025-02-18      | Fixed         | 2.40%                 | 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        |   1959895 | PA      | $1544622.47   | 0.07%             | 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        |  12332000 | PA      | $9274339.79   | 0.40%             | 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        |     92425 | NS      | $1342011.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| CenturyLink, Inc.                                                  | CenturyLink, Inc. 2020 Term Loan B                                          | CUSIP: 15669GAH7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   6582025 | PA      | $6257037.36   | 0.27%             | 2027-03-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| FERGUSON FINANCE PLC                                               | Ferguson Finance PLC                                                        | CUSIP: 314890AC8<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4735587.70   | 0.21%             | 2027-04-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                           | Lloyds Banking Group PLC                                                    | CUSIP: 539439AV1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   4905000 | PA      | $4570468.11   | 0.20%             | 2026-02-05      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                | NuStar Logistics LP                                                         | CUSIP: 67059TAG0<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   4084000 | PA      | $3933109.35   | 0.17%             | 2025-10-01      | Fixed         | 5.75%                 | 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        |  14080000 | PA      | $12335434.50  | 0.54%             | 2051-12-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                            | Nationwide Building Society                                                 | CUSIP: 63859UBG7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   8809000 | PA      | $8373901.20   | 0.36%             | 2024-01-22      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                           | AT&T Inc                                                                    | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   6580000 | PA      | $6282255.92   | 0.27%             | 2028-02-15      | Fixed         | 4.10%                 | 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        |    514905 | PA      | $265274.49    | 0.01%             | 2045-02-15      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                       | UBS Group AG                                                                | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2348000 | PA      | $2272391.25   | 0.10%             | 2027-08-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                                                 | Enact Holdings Inc                                                          | CUSIP: 37255LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15793000 | PA      | $15525782.44  | 0.68%             | 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        |   3103384 | PA      | $2966763.84   | 0.13%             | 2028-12-26      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                             | Mosaic Solar Loan Trust 2021-3                                              | CUSIP: 61946TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5885631 | PA      | $4653174.80   | 0.20%             | 2052-06-20      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Purchasing Power Funding                                           | Purchasing Power Funding 2021-A LLC                                         | CUSIP: 74615JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7760000 | PA      | $7543761.39   | 0.33%             | 2025-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Pnmac Gmsr Issuer Trust                                            | PNMAC FMSR ISSUER TRUST 2018-FT1                                            | CUSIP: 69346MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2123499.38   | 0.09%             | 2023-04-25      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                       | CSMC 2022-NWPT                                                              | CUSIP: 12663MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5027000 | PA      | $4984163.93   | 0.22%             | 2024-09-09      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                            | Sun Communities Operating LP                                                | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |   2227000 | PA      | $1858329.53   | 0.08%             | 2028-11-01      | Fixed         | 2.30%                 | 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        |   4772600 | PA      | $4100821.71   | 0.18%             | 2050-12-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                        | BBCMS 2017-DELC Mortgage Trust                                              | CUSIP: 05552EAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4213000 | PA      | $4092422.68   | 0.18%             | 2036-08-15      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| ExteNet Systems                                                    | ExteNet LLC 2019-1                                                          | CUSIP: 30227XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1870088.20   | 0.08%             | 2049-07-26      | Fixed         | 5.22%                 | 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        |   6717000 | PA      | $6665723.09   | 0.29%             | 2026-12-15      | Fixed         | 9.52%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                        | BNP Paribas SA                                                              | CUSIP: 09659W2Q6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   8425000 | PA      | $7342034.07   | 0.32%             | 2027-06-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                              | FMC GMSR Issuer Trust                                                       | CUSIP: 30259RAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6835000 | PA      | $5569680.88   | 0.24%             | 2026-07-25      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                 | Seagate HDD Cayman                                                          | CUSIP: 81180WBG5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |   5385000 | PA      | $5913510.83   | 0.26%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                                       | Upstart Securitization Trust 2021-3                                         | CUSIP: 91679LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1656020 | PA      | $1622060.34   | 0.07%             | 2031-07-20      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                             | NRZ Excess Spread-Collateralized Notes                                      | CUSIP: 62955MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1394677 | PA      | $1219404.63   | 0.05%             | 2026-07-25      | Fixed         | 3.10%                 | 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        |   4415018 | PA      | $4365872.92   | 0.19%             | 2029-06-15      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| CALVERT IMPACT CAPITAL NOTE                                        | CALVERT IMPACT CAPITAL NOTE                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3782960.00   | 0.16%             | 2023-12-15      | Fixed         | 1.50%                 | 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        |    427227 | PA      | $420062.44    | 0.02%             | 2023-09-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                    | Stack Infrastructure Issuer LLC                                             | CUSIP: 85236KAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2673209.40   | 0.12%             | 2045-08-25      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                             | Federation des Caisses Desjardins du Quebec                                 | CUSIP: 31429KAG8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |  10783000 | PA      | $10530616.66  | 0.46%             | 2025-08-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ADAMS OUTDOOR ADVERTISING                                          | Adams Outdoor Advertising LP                                                | CUSIP: 006346AS9<br>LEI: 549300BTFXNHDCUHER30 | Long             | ABS-O            | CORP              | US        |   2804392 | PA      | $2662565.88   | 0.12%             | 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        |   3500000 | PA      | $3207554.70   | 0.14%             | 2033-07-25      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                  | HSBC Holdings PLC                                                           | CUSIP: 404280CU1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4824000 | PA      | $4649648.48   | 0.20%             | 2024-08-17      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                                | LL ABS Trust 2022-1                                                         | CUSIP: 50203YAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4748889 | PA      | $4651911.74   | 0.20%             | 2029-11-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                             | Standard Chartered PLC                                                      | CUSIP: 853254CB4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1970000 | PA      | $1859978.16   | 0.08%             | 2025-03-23      | Fixed         | 1.21%                 | 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        |   6775000 | PA      | $6644438.98   | 0.29%             | 2029-01-31      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                        | Extended Stay America Trust 2021-ESH                                        | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3339554 | PA      | $3205806.14   | 0.14%             | 2038-07-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                                   | Bellemeade RE 2021-3 Ltd                                                    | CUSIP: 078777AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3431234 | PA      | $3367873.42   | 0.15%             | 2031-09-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                            | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 140000000 | PA      | $139912500.00 | 6.10%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                           | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                   | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3019000 | PA      | $2808847.71   | 0.12%             | 2027-10-15      | Fixed         | 4.62%                 | 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        |  22965714 | PA      | $22698186.48  | 0.99%             | 2036-10-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Newmark Group Inc                                                  | Newmark Group Inc                                                           | CUSIP: 65158NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14113000 | PA      | $14002102.87  | 0.61%             | 2023-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                           | AT&T Inc                                                                    | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   9050000 | PA      | $8062755.14   | 0.35%             | 2027-06-01      | Fixed         | 2.30%                 | 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        |  16617250 | PA      | $16337455.39  | 0.71%             | 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        |   9136000 | PA      | $8588872.37   | 0.37%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                           | Octane Receivables Trust 2022-1                                             | CUSIP: 67571EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4938285 | PA      | $4829134.37   | 0.21%             | 2028-03-20      | Fixed         | 4.18%                 | 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        |   9934525 | PA      | $8099709.56   | 0.35%             | 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        |   1902969 | PA      | $1489057.67   | 0.06%             | 2057-01-30      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                | Bank of Nova Scotia/The                                                     | CUSIP: 06417XAK7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $9896660.40   | 0.43%             | 2025-04-11      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                    | Stack Infrastructure Issuer LLC                                             | CUSIP: 85236KAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  32884191 | PA      | $32105138.15  | 1.40%             | 2044-02-25      | Fixed         | 4.54%                 | 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        |   3995262 | PA      | $3662220.16   | 0.16%             | 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        |   9800000 | PA      | $9665254.41   | 0.42%             | 2053-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                           | Celanese US Holdings LLC                                                    | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   6165000 | PA      | $6090593.69   | 0.27%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                           | Warnermedia Holdings Inc                                                    | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6069281.82   | 0.26%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                  | CI Financial Corp                                                           | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |   3788000 | PA      | $2881350.95   | 0.13%             | 2030-12-17      | Fixed         | 3.20%                 | 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        |   5591000 | PA      | $5555846.08   | 0.24%             | 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        |   6451005 | PA      | $6342144.31   | 0.28%             | 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        |   5465000 | PA      | $5135540.84   | 0.22%             | 2049-07-26      | Fixed         | 3.20%                 | 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        |   2113961 | PA      | $2088103.03   | 0.09%             | 2024-07-01      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| VMC Finance LLC                                                    | VMC Finance 2021-HT1 LLC                                                    | CUSIP: 91835TAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9712000 | PA      | $9109789.96   | 0.40%             | 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        |   4394000 | PA      | $3621512.83   | 0.16%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Diamond Infrastructure Funding LLC                                 | Diamond Infrastructure Funding LLC                                          | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5250000 | PA      | $4311765.15   | 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        |  11797000 | PA      | $10829224.49  | 0.47%             | 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        |    794117 | PA      | $699825.44    | 0.03%             | 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        |   4175515 | PA      | $3940734.14   | 0.17%             | 2029-01-16      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                   | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                   | CUSIP: 13032UVB1<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2410925.00   | 0.11%             | 2024-06-01      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                                 | Sunnova Helios X Issuer LLC                                                 | CUSIP: 86744WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5988475 | PA      | $5549075.68   | 0.24%             | 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        |   5594000 | PA      | $4645748.31   | 0.20%             | 2029-06-01      | Fixed         | 4.09%                 | 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        |   3545000 | PA      | $3287614.92   | 0.14%             | 2050-03-25      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                    | Stack Infrastructure Issuer LLC                                             | CUSIP: 85236KAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2720000 | PA      | $2548265.46   | 0.11%             | 2044-10-25      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust                      | BHG Securitization Trust 2021-B                                             | CUSIP: 08862BAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $3794315.85   | 0.17%             | 2034-10-17      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                                       | Upstart Securitization Trust 2021-2                                         | CUSIP: 91680FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3100000 | PA      | $2944446.03   | 0.13%             | 2031-06-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VS Buyer, LLC                                                      | VS Buyer, LLC Term Loan B                                                   | CUSIP: 91834WAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4491891 | PA      | $4383335.86   | 0.19%             | 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        |  10820000 | PA      | $8530223.99   | 0.37%             | 2032-11-05      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Resimac                                                            | RESIMAC Bastille Trust Series 2018-1NC                                      | CUSIP: 76118VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |    107318 | PA      | $107248.82    | 0.00%             | 2059-12-05      | Floating      | 5.02%                 | 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        |   1565185 | PA      | $1556035.81   | 0.07%             | 2033-10-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                                      | UBS AG/London                                                               | CUSIP: 902674YH7<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   5143000 | PA      | $4500666.25   | 0.20%             | 2026-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Avant Credit Card Master Trust                                     | Avant Credit Card Master Trust                                              | CUSIP: 05351KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5800000 | PA      | $5309669.16   | 0.23%             | 2027-04-15      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                             | Standard Chartered PLC                                                      | CUSIP: 853254BZ2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   3503000 | PA      | $3041654.90   | 0.13%             | 2027-01-14      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                         | DRIVEN BRANDS FUNDING LLC                                                   | CUSIP: 26208LAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5515125 | PA      | $5144796.49   | 0.22%             | 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        |   6350000 | PA      | $5746368.81   | 0.25%             | 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        |  30379000 | PA      | $29662820.24  | 1.29%             | 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        |   4920478 | PA      | $4814154.92   | 0.21%             | 2029-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                     | Pagaya AI Debt Selection Trust 2021-3                                       | CUSIP: 69546RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3249823 | PA      | $2733883.78   | 0.12%             | 2029-05-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                                 | Sunnova Helios V Issuer LLC                                                 | CUSIP: 86746EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1086572 | PA      | $886432.35    | 0.04%             | 2048-02-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                           | Capital One Financial Corp                                                  | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  14222000 | PA      | $13408492.50  | 0.58%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                                        | Home RE 2021-1 Ltd                                                          | CUSIP: 437307AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   3645000 | PA      | $3471410.88   | 0.15%             | 2033-07-25      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding LLC                                 | Diamond Infrastructure Funding LLC                                          | CUSIP: 25265LAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2456371.80   | 0.11%             | 2049-04-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                             | General Motors Financial Co Inc                                             | CUSIP: 37045XDM5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  11946000 | PA      | $11067146.04  | 0.48%             | 2024-10-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                                | CNH Equipment Trust 2022-B                                                  | CUSIP: 12663JAB7<br>LEI: 549300BIZ8MA1TOD5D46 | Long             | ABS-O            | CORP              | US        |   1940000 | PA      | $1916453.83   | 0.08%             | 2025-12-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                               | Keurig Dr Pepper Inc                                                        | CUSIP: 49271VAL4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   6166000 | PA      | $5855968.83   | 0.26%             | 2024-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                   | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                   | CUSIP: 13032UVC9<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   4450000 | PA      | $4197284.50   | 0.18%             | 2025-06-01      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                             | Marlette Funding Trust 2019-4                                               | CUSIP: 57110AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1801947 | PA      | $1767379.97   | 0.08%             | 2029-12-17      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust                      | BHG Securitization Trust 2022-B                                             | CUSIP: 05553DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2173810 | PA      | $2139651.26   | 0.09%             | 2035-06-18      | Fixed         | 3.75%                 | 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: 79765R4N6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $686301.00    | 0.03%             | 2023-11-01      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                                 | Sunnova Helios IX Issuer LLC                                                | CUSIP: 86744VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3925666 | PA      | $3685820.00   | 0.16%             | 2049-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                           | American Assets Trust LP                                                    | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |   4301000 | PA      | $3421235.78   | 0.15%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                           | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                   | CUSIP: 00774MAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   6055000 | PA      | $6013342.45   | 0.26%             | 2023-07-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                         | LAD Auto Receivables Trust 2022-1                                           | CUSIP: 501687AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7768024 | PA      | $7646623.57   | 0.33%             | 2027-06-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding LLC                                 | Diamond Infrastructure Funding LLC                                          | CUSIP: 25265LAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1499000 | PA      | $1166979.00   | 0.05%             | 2049-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                                           | Teledyne Technologies Inc                                                   | CUSIP: 879360AB1<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $13232367.68  | 0.58%             | 2024-04-01      | Fixed         | 0.95%                 | 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        |   2768000 | PA      | $2807373.55   | 0.12%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                       | AES Corp/The                                                                | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6223442.19   | 0.27%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                 | Banco Santander SA                                                          | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   6000000 | PA      | $5868021.54   | 0.26%             | 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        |   3939047 | PA      | $3926948.93   | 0.17%             | 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        |   1120268 | PA      | $1117304.16   | 0.05%             | 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        |  13821530 | PA      | $12300694.53  | 0.54%             | 2049-10-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                           | Huntington National Bank/The                                                | CUSIP: 44644MAH4<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   7687000 | PA      | $7707910.87   | 0.34%             | 2025-11-18      | Fixed         | 5.70%                 | 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        |   3025950 | PA      | $2574324.53   | 0.11%             | 2046-08-20      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                       | ING Groep NV                                                                | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   5000000 | PA      | $4418059.20   | 0.19%             | 2027-04-01      | Fixed         | 1.73%                 | 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        |   9400000 | PA      | $6801116.20   | 0.30%             | 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        |    340944 | PA      | $341581.86    | 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        |   3414392 | PA      | $3531781.83   | 0.15%             | 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        |   6088000 | PA      | $4974427.24   | 0.22%             | 2026-10-15      | Fixed         | 2.05%                 | 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        |  69759381 | NS      | $69759380.91  | 3.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                            | GA Global Funding Trust                                                     | CUSIP: 36143L2K0<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9780756.50   | 0.43%             | 2025-04-11      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                       | UBS Group AG                                                                | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  10000000 | PA      | $8615869.30   | 0.38%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                | JPMorgan Chase & Co                                                         | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  11468000 | PA      | $9943209.22   | 0.43%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Avangrid Inc                                                       | Avangrid Inc                                                                | CUSIP: 05351WAA1<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |   7692000 | PA      | $7357370.23   | 0.32%             | 2024-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ServiceMaster Brands                                               | ServiceMaster Funding LLC                                                   | CUSIP: 81761TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3113542 | PA      | $2506807.72   | 0.11%             | 2051-01-30      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Helios Issuer VI, LLC                                              | SUNNOVA HELIOS II ISSUER LLC 2021-B                                         | CUSIP: 86744TAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7949811 | PA      | $5857460.74   | 0.26%             | 2048-07-20      | Fixed         | 2.01%                 | 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        |  12287000 | PA      | $11837314.23  | 0.52%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ExteNet Systems                                                    | ExteNet LLC 2019-1                                                          | CUSIP: 30227XAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5431000 | PA      | $5134517.91   | 0.22%             | 2049-07-26      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                     | Air Lease Corp                                                              | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   6823000 | PA      | $6320508.50   | 0.28%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                | JPMorgan Chase & Co                                                         | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $21773559.25  | 0.95%             | 2027-02-04      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                           | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                   | CUSIP: 00774MBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   7000000 | PA      | $6441569.89   | 0.28%             | 2024-10-29      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                              | PRPM 2021-RPL1 LLC                                                          | CUSIP: 69360GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3036491 | PA      | $2680498.69   | 0.12%             | 2051-07-25      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                             | US 2YR NOTE (CBT) MAR23                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1250 | NC      | $216490.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Narragansett Bay Commission                                        | NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE                           | CUSIP: 631060CL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2350000 | PA      | $2173068.50   | 0.09%             | 2025-09-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                             | General Motors Financial Co Inc                                             | CUSIP: 37045XDT0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   5092000 | PA      | $4966281.68   | 0.22%             | 2025-04-07      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                             | US 5YR NOTE (CBT) MAR23                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -724 | NC      | $-9276.89     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth of Massachusetts                                      | MASSACHUSETTS ST SPL OBLG REVENUE                                           | CUSIP: 576004GV1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  12600000 | PA      | $12519990.00  | 0.55%             | 2023-07-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust                      | BHG Securitization Trust 2021-B                                             | CUSIP: 08862BAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2845207 | PA      | $2679855.36   | 0.12%             | 2034-10-17      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                       | CSMC 2018-SITE                                                              | CUSIP: 12690CAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4695551.00   | 0.20%             | 2036-04-15      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                                  | DXC Technology Co                                                           | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |   2577000 | PA      | $2173956.40   | 0.09%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| Keurig Dr Pepper Inc                                               | Keurig Dr Pepper Inc                                                        | CUSIP: 26138EAX7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   6400000 | PA      | $5965713.54   | 0.26%             | 2027-06-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                     | Brunswick Corp/DE                                                           | CUSIP: 117043AS8<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |   7728000 | PA      | $7144515.75   | 0.31%             | 2024-08-18      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                | Intesa Sanpaolo SpA                                                         | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   2115000 | PA      | $2159354.81   | 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        |   5521915 | PA      | $5471331.72   | 0.24%             | 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        |  13011000 | PA      | $10815885.57  | 0.47%             | 2051-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01            | Multifamily Connecticut Avenue Securities Trust 2020-01                     | CUSIP: 62548QAB7<br>LEI: 5493002KQF9IH3CTQZ40 | Long             | ABS-MBS          | CORP              | US        |    862898 | PA      | $845680.28    | 0.04%             | 2050-03-25      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC                                              | Coca-Cola Europacific Partners PLC                                          | CUSIP: 19123MAE3<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4698526.10   | 0.20%             | 2024-05-03      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                        | Asurion LLC 2020 Term Loan B8                                               | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1724800 | PA      | $1539692.74   | 0.07%             | 2026-12-23      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                              | GM Financial Automobile Leasing Trust 2021-1                                | CUSIP: 36261RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6107509 | PA      | $6055720.00   | 0.26%             | 2024-02-20      | Fixed         | 0.26%                 | No            |                  2 | 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        |  10595250 | PA      | $10417663.02  | 0.45%             | 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        |  10953000 | PA      | $10312353.88  | 0.45%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                                     | JPMorgan Chase Bank NA - CACLN                                              | CUSIP: 46591HCG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    864877 | PA      | $813291.79    | 0.04%             | 2029-02-26      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                             | Amur Equipment Finance Receivables IX LLC                                   | CUSIP: 03237KAB0<br>LEI: 549300INEWFFGID70G60 | Long             | ABS-O            | CORP              | US        |   1801944 | PA      | $1736976.78   | 0.08%             | 2026-11-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACLN                                    | JPMorgan Chase Bank NA - CACLN                                              | CUSIP: 46591HBR0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4900934 | PA      | $4738607.44   | 0.21%             | 2028-09-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                            | Goldman Sachs Group Inc/The                                                 | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  13967000 | PA      | $12230755.53  | 0.53%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                                 | Macquarie Bank Ltd                                                          | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   3984000 | PA      | $3229769.52   | 0.14%             | 2030-06-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                   | Genuine Parts Co                                                            | CUSIP: 372460AB1<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |   8854000 | PA      | $8273657.49   | 0.36%             | 2025-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                  | HSBC Holdings PLC                                                           | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   6414000 | PA      | $5563206.63   | 0.24%             | 2027-11-22      | Fixed         | 2.25%                 | 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        |   2769411 | PA      | $2712967.63   | 0.12%             | 2049-11-25      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| LendingPoint Asset Securitization Trust                            | Lendingpoint 2022-B Asset Securitization Trust                              | CUSIP: 52606WAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3512572 | PA      | $3431872.66   | 0.15%             | 2029-10-15      | Fixed         | 4.77%                 | 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        |   8243802 | PA      | $6606769.28   | 0.29%             | 2055-11-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Nokia OYJ                                                          | Nokia Oyj                                                                   | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |  12838000 | PA      | $12142046.37  | 0.53%             | 2027-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                      | Citigroup Inc                                                               | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5060000 | PA      | $4420517.20   | 0.19%             | 2025-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                                 | Macquarie Bank Ltd                                                          | CUSIP: 556079AD3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   3117000 | PA      | $2260987.64   | 0.10%             | 2036-03-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                           | Ford Motor Credit Co LLC                                                    | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   6379000 | PA      | $6552508.80   | 0.29%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| LendingPoint Asset Securitization Trust                            | Lendingpoint 2021-B Asset Securitization Trust                              | CUSIP: 52607HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    707493 | PA      | $702607.30    | 0.03%             | 2029-02-15      | Fixed         | 1.11%                 | 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        |    582713 | PA      | $582841.06    | 0.03%             | 2030-07-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                     | MVW 2020-1 LLC                                                              | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500788 | PA      | $456717.60    | 0.02%             | 2037-10-20      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| Springcastle SPV                                                   | SpringCastle America Funding LLC                                            | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14286149 | PA      | $12898762.10  | 0.56%             | 2037-09-25      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                             | Mosaic Solar Loan Trust 2022-2                                              | CUSIP: 61946UAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9530000 | PA      | $9130835.95   | 0.40%             | 2053-01-21      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                             | Mosaic Solar Loan Trust 2018-1                                              | CUSIP: 61946FAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3878979 | PA      | $3370809.52   | 0.15%             | 2043-06-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                        | Nutrien Ltd                                                                 | CUSIP: 67077MAZ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   2898000 | PA      | $2936540.21   | 0.13%             | 2024-11-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                             | Standard Chartered PLC                                                      | CUSIP: 853254CE8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   6397000 | PA      | $5847060.98   | 0.25%             | 2025-11-23      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                                       | Business Jet Securities 2020-1 LLC                                          | CUSIP: 12327FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2399017 | PA      | $2187921.54   | 0.10%             | 2035-11-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                | Ashtead Capital Inc                                                         | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   8545000 | PA      | $7805938.25   | 0.34%             | 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        |   6880000 | PA      | $6689753.76   | 0.29%             | 2023-10-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                 | Credit Agricole SA                                                          | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |  10700000 | PA      | $9369029.78   | 0.41%             | 2027-01-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                            | GA Global Funding Trust                                                     | CUSIP: 36143L2G9<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |  11545000 | PA      | $10178081.12  | 0.44%             | 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        |   4198954 | PA      | $4166124.20   | 0.18%             | 2031-06-25      | Floating      | 5.13%                 | 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   | 0.08%             | 2033-10-25      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                             | United States Treasury Note/Bond                                            | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10700000 | PA      | $10766039.12  | 0.47%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                       | CSMC 2022-CNTR                                                              | CUSIP: 12665CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1014000 | PA      | $891362.28    | 0.04%             | 2024-01-15      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                               | OneMain Finance Corp                                                        | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   7159000 | PA      | $5936385.98   | 0.26%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                              | Level 3 Financing Inc                                                       | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2369940.00   | 0.10%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                | Oportun Issuance Trust 2021-B                                               | CUSIP: 68377GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2687000 | PA      | $2323759.79   | 0.10%             | 2031-05-08      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                        | Extended Stay America Trust 2021-ESH                                        | CUSIP: 30227FAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3316125 | PA      | $3193617.37   | 0.14%             | 2038-07-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                   | Societe Generale SA                                                         | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  13600000 | PA      | $11834448.27  | 0.52%             | 2026-12-14      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                                       | Upstart Securitization Trust 2020-3                                         | CUSIP: 91680EAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4700000 | PA      | $4571874.71   | 0.20%             | 2030-11-20      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                               | OneMain Finance Corp                                                        | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1938000 | PA      | $1847127.18   | 0.08%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                           | Capital One Financial Corp                                                  | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   4755000 | PA      | $4074576.76   | 0.18%             | 2030-03-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Consumer Loan Underlying Bond Credit Trust                         | Consumer Loan Underlying Bond CLUB Credit Trust 2020-P1                     | CUSIP: 21055JAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1954606 | PA      | $1905010.14   | 0.08%             | 2028-03-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance II LLC                                    | Horizon Aircraft Finance II Ltd                                             | CUSIP: 44040HAA0<br>LEI: 549300KSCDSEIWTVMM32 | Long             | ABS-O            | CORP              | KY        |   3701440 | PA      | $2919997.76   | 0.13%             | 2039-07-15      | Fixed         | 3.72%                 | 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      |
| Barclays Commercial Mortgage Securities LLC                        | BBCMS 2017-DELC Mortgage Trust                                              | CUSIP: 05552EAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1208000 | PA      | $1174600.61   | 0.05%             | 2036-08-15      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                               | OneMain Finance Corp                                                        | CUSIP: 85172FAL3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   4199000 | PA      | $4190140.11   | 0.18%             | 2023-03-15      | Fixed         | 5.62%                 | 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        |   5626000 | PA      | $5351370.01   | 0.23%             | 2044-07-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                | Oportun Issuance Trust 2022-2                                               | CUSIP: 68377HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3776144 | PA      | $3745801.14   | 0.16%             | 2029-10-09      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                                 | Sunnova Helios V Issuer LLC                                                 | CUSIP: 86746EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2444551 | PA      | $1962855.69   | 0.09%             | 2048-02-20      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                           | BX Commercial Mortgage Trust 2021-VOLT                                      | CUSIP: 05609VAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3122154 | PA      | $2938680.93   | 0.13%             | 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        |   5335000 | PA      | $5264064.24   | 0.23%             | 2050-03-25      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| Theorem Funding Trust                                              | Theorem Funding Trust 2021-1                                                | CUSIP: 88339VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5446000 | PA      | $5074331.19   | 0.22%             | 2027-12-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                   | Connecticut Avenue Securities Trust 2019-R02                                | CUSIP: 20753KAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    195663 | PA      | $196080.95    | 0.01%             | 2031-08-25      | Floating      | 6.69%                 | 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        |  12304480 | PA      | $12129036.57  | 0.53%             | 2039-09-25      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                           | AmeriCredit Automobile Receivables Trust 2020-3                             | CUSIP: 03066PAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2106233 | PA      | $2081837.73   | 0.09%             | 2025-06-18      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| Theorem Funding Trust                                              | Theorem Funding Trust 2022-1                                                | CUSIP: 88339XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5145737 | PA      | $5019931.91   | 0.22%             | 2028-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                            | Goldman Sachs Group Inc/The                                                 | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  31420000 | PA      | $28020673.34  | 1.22%             | 2028-02-24      | Fixed         | 2.64%                 | 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        |    764817 | PA      | $492494.19    | 0.02%             | 2045-02-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                              | PRPM 2021-RPL2 LLC                                                          | CUSIP: 69357QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1879016 | PA      | $1650777.56   | 0.07%             | 2051-10-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                        | BNP Paribas SA                                                              | CUSIP: 05581KAA9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $2916072.18   | 0.13%             | 2025-09-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                           | Warnermedia Holdings Inc                                                    | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $6764647.20   | 0.29%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                              | FMC GMSR Issuer Trust                                                       | CUSIP: 30259RAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7670000 | PA      | $6172693.28   | 0.27%             | 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        |   4875000 | PA      | $4676704.26   | 0.20%             | 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        |  13829000 | PA      | $12132817.70  | 0.53%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                    | Danske Bank A/S                                                             | CUSIP: 23636AAW1<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   5573000 | PA      | $5205805.51   | 0.23%             | 2024-06-22      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| San Diego County Water Authority                                   | SAN DIEGO CNTY CA WTR AUTH                                                  | CUSIP: 797412DM2<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1368990.00   | 0.06%             | 2025-05-01      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                               | Kraft Heinz Foods Co                                                        | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14354608.80  | 0.63%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                     | TD SYNNEX Corp                                                              | CUSIP: 87162WAD2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6040690.24   | 0.26%             | 2024-08-09      | Fixed         | 1.25%                 | 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        |  10248525 | PA      | $7877525.67   | 0.34%             | 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        |   2994956 | PA      | $2820835.84   | 0.12%             | 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        |   8955000 | PA      | $8797997.36   | 0.38%             | 2026-05-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Prodigy Finance Designated Activity Co                             | Prodigy Finance CM2021-1 DAC                                                | CUSIP: 742855AA7<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |   1839071 | PA      | $1778898.70   | 0.08%             | 2051-07-25      | Floating      | 5.64%                 | 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        |  17728000 | PA      | $17245021.91  | 0.75%             | 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        |   1893000 | PA      | $1700679.66   | 0.07%             | 2028-08-15      | Fixed         | 4.50%                 | 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        |    654278 | PA      | $453127.81    | 0.02%             | 2045-03-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| CVS Pass-Through Trust                                             | CVS Pass-Through Trust                                                      | CUSIP: 126650BP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    936682 | PA      | $922962.77    | 0.04%             | 2028-12-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** CALVERT FUND

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer