# EDGAR Filing Document

**Accession Number:** 0000701039
**File Stem:** 0001410368-26-020588
**Filing Date:** 2026-2
**Character Count:** 293957
**Document Hash:** 5f0664ff3c43cb479a165ea7a31e51c3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-020588.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0001410368-26-020588

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 20260930

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03416
- **FILM NUMBER:** 26696863

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

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

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

## Series and Classes Contracts Data

### Calvert 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, 2025

Schedule of Investments (Unaudited)

------

Asset-Backed Securities — 24.4%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Value** |
| AASET, Series 2024-1A, Class A1, 6.261%, 5/16/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7826 | $8052718 |
| Ally Bank Auto Credit-Linked Notes: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2025-B, Class A2, 4.305%, 9/15/33<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6477 | &nbsp;&nbsp; 6496125 |
| &nbsp;&nbsp;&nbsp;Series 2025-B, Class B, 4.501%, 9/15/33<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7997 | &nbsp;&nbsp; 8031753 |
| ALTDE Trust, Series 2025-1A, Class A, 5.90%, 8/15/50<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2183 | &nbsp;&nbsp; 2235138 |
| Amur Equipment Finance Receivables XII LLC, Series 2023-1A, Class A2, 6.09%, 12/20/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369 | &nbsp;&nbsp; 371892 |
| Amur Equipment Finance Receivables XIII LLC, Series 2024-1A, Class A2, 5.38%, 1/21/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2352 | &nbsp;&nbsp; 2379390 |
| Auxilior Term Funding LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2023-1A, Class A2, 6.18%, 12/15/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1183 | &nbsp;&nbsp; 1188564 |
| &nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2, 5.84%, 3/15/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425378 |
| BHG Securitization Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-B, Class B, 1.67%, 10/17/34<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1886563 |
| &nbsp;&nbsp;&nbsp;Series 2024-1CON, Class A, 5.81%, 4/17/35<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1481568 |
| Castlelake Aircraft Structured Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2025-1A, Class A, 5.783%, 2/15/50<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;17796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18105243 |
| &nbsp;&nbsp;&nbsp;Series 2025-2A, Class B, 6.303%, 8/15/50<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2758769 |
| Chase Auto Credit Linked Notes: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2025-1, Class B, 4.753%, 2/25/33<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8933812 |
| &nbsp;&nbsp;&nbsp;Series 2025-1, Class C, 4.851%, 2/25/33<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3612861 |
| Chesapeake Funding II LLC, Series 2024-1A, Class A1, 5.52%, 5/15/36<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4606649 |
| Cloud Capital Holdco LP, Series 2024-1A, Class A2, 5.781%, 11/22/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10630856 |
| Coinstar Funding LLC, Series 2017-1A, Class A2, 5.216%, 4/25/47<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11352112 |
| Cologix Data Centers U.S. Issuer LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2, 3.30%, 12/26/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13843563 |
| &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;11921539 |
| Crockett Partners Equipment Co. IIA LLC, Series 2024-1C, Class A, 6.05%, 1/20/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5227976 |
| Crossroads Asset Trust, Series 2024-A, Class A2, 5.90%, 8/20/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2194317 |
| DataBank Issuer II LLC, Series 2025-1A, Class A2, 5.18%, 9/27/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10377808 |
| DataBank Issuer LLC, 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;5963825 |
| DB Master Finance LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2017-1A, Class A2II, 4.03%, 11/20/47<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3581917 |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2I, 2.045%, 11/20/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8860327 |
| 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;5103881 |
| &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;2923295 |
| &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;1455873 |
| Diamond Issuer LLC, Series 2021-1A, Class A, 2.305%, 11/20/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12494223 |
| Driven Brands Funding LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-2A, Class A2, 3.981%, 10/20/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12794924 |
| &nbsp;&nbsp;&nbsp;Series 2020-1A, Class A2, 3.786%, 7/20/50<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1771942 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Value** |
| Driven Brands Funding LLC: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-2A, Class A2, 3.237%, 1/20/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4089 | $3966519 |
| Enterprise Fleet Financing LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2023-1, Class A2, 5.51%, 1/22/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;984 | &nbsp;&nbsp; 985113 |
| &nbsp;&nbsp;&nbsp;Series 2024-1, Class A2, 5.23%, 3/20/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2426 | &nbsp;&nbsp; 2444938 |
| FHF Issuer Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2023-2A, Class A2, 6.79%, 10/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2172 | &nbsp;&nbsp; 2188618 |
| &nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2, 5.69%, 2/15/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1057 | &nbsp;&nbsp; 1064007 |
| FIGRE Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2025-FL1, Class A1, 5.265% to 7/25/28, 7/25/55<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6558989 |
| &nbsp;&nbsp;&nbsp;Series 2025-FL2, Class A1, 5.053% to 12/25/28, 11/25/55<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3862045 |
| Gilead Aviation LLC, Series 2025-1A, Class A, 5.789%, 3/15/50<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6168453 |
| GLS Auto Select Receivables Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2023-2A, Class A2, 6.37%, 6/15/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708606 |
| &nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2, 5.24%, 3/15/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2233695 |
| &nbsp;&nbsp;&nbsp;Series 2024-2A, Class A2, 5.58%, 6/17/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716962 |
| Goddard Funding LLC, Series 2024-1A, Class A2, 6.834%, 10/30/54<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9478332 |
| GoodLeap Sustainable Home Solutions Trust, Series 2021-5CS, Class A, 2.31%, 10/20/48<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1069826 |
| GS Mortgage-Backed Securities Trust, Series 2025-HE1, Class A1, 5.424%, (30-day SOFR Average + 1.55%), 10/25/55<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6298678 |
| Horizon Aircraft Finance II Ltd., Series 2019-1, Class A, 3.721%, 7/15/39<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1228236 |
| Horizon Aircraft Finance III Ltd., Series 2019-2, Class A, 3.425%, 11/15/39<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2216017 |
| Horizon Aircraft Finance IV Ltd., Series 2024-1, Class A, 5.375%, 9/15/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8255631 |
| Jersey Mike's Funding, Series 2021-1A, Class A2I, 2.891%, 2/15/52<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11156295 |
| LAD Auto Receivables Trust, Series 2024-1A, Class A3, 5.23%, 1/18/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1340011 |
| Lendbuzz Securitization Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2, 6.19%, 8/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2847418 |
| &nbsp;&nbsp;&nbsp;Series 2024-3A, Class A2, 4.97%, 10/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3933905 |
| &nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2, 5.10%, 10/15/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4850019 |
| &nbsp;&nbsp;&nbsp;Series 2025-2A, Class A2, 5.18%, 5/15/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14519377 |
| &nbsp;&nbsp;&nbsp;Series 2025-2A, Class B, 5.13%, 11/15/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4817520 |
| LoanDepot GMSR Trust, Series 2025-GT1, Class A, 6.584%, (1 mo. SOFR + 2.85%), 5/16/30<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9743684 |
| 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;433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429181 |
| &nbsp;&nbsp;&nbsp;Series 2020-1A, Class C, 6.413%, 2/15/45<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32192 |
| Marlette Funding Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2025-1A, Class B, 4.95%, 7/16/35<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13463818 |
| &nbsp;&nbsp;&nbsp;Series 2025-1A, Class C, 5.26%, 7/16/35<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4531278 |
| Mercury Financial Credit Card Master Trust, Series 2024-2A, Class A, 6.56%, 7/20/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13485991 |

---

------

Calvert

Short Duration Income Fund

December 31, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Value** |
| Mission Lane Credit Card Master Trust, Series 2025-C, Class A, 4.78%, 12/16/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6750 | $6786026 |
| MMP Capital LLC, Series 2025-A, Class A, 5.36%, 12/15/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3641 | &nbsp;&nbsp; 3675199 |
| 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;&nbsp;&nbsp;2109 | &nbsp;&nbsp; 1756616 |
| &nbsp;&nbsp;&nbsp;Series 2019-2A, Class B, 3.28%, 9/20/40<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1214 | &nbsp;&nbsp; 1090118 |
| &nbsp;&nbsp;&nbsp;Series 2020-1A, Class B, 3.10%, 4/20/46<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495 | &nbsp;&nbsp; 433662 |
| &nbsp;&nbsp;&nbsp;Series 2020-2A, Class A, 1.44%, 8/20/46<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2466 | &nbsp;&nbsp; 2096272 |
| &nbsp;&nbsp;&nbsp;Series 2020-2A, Class B, 2.21%, 8/20/46<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp; 1587333 |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class B, 2.05%, 12/20/46<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2663 | &nbsp;&nbsp; 2153442 |
| &nbsp;&nbsp;&nbsp;Series 2021-3A, Class A, 1.44%, 6/20/52<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3350603 |
| &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;1920950 |
| MVW LLC, Series 2020-1A, Class A, 1.74%, 10/20/37<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163066 |
| Navigator Aviation Ltd., Series 2024-1, Class A, 5.40%, 8/15/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7871427 |
| Navistar Financial Dealer Note Master Owner Trust II, Series 2025-1, Class A, 4.18%, 9/25/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2817330 |
| Neighborly Issuer LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2, 3.584%, 4/30/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6239913 |
| &nbsp;&nbsp;&nbsp;Series 2023-1A, Class A2, 7.308%, 1/30/53<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3547076 |
| Newtek Small Business Loan Trust, Series 2023-1, Class A, 6.25%, (U.S. (Fed) Prime Rate - 0.50%), 7/25/50<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4394298 |
| NextGear Floorplan Master Owner Trust, Series 2024-1A, Class A2, 5.12%, 3/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4680801 |
| 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;494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488508 |
| &nbsp;&nbsp;&nbsp;Series 2021-GNT1, Class A, 3.474%, 11/25/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3186859 |
| &nbsp;&nbsp;&nbsp;Series 2024-FNT1, Class A, 7.398%, 11/25/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4057765 |
| OBX Trust, Series 2025-HE1, Class A1, 5.474%, (30-day SOFR Average + 1.60%), 2/25/55<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9520585 |
| Octane Receivables Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2023-1A, Class A, 5.87%, 5/21/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1274 |
| &nbsp;&nbsp;&nbsp;Series 2024-3A, Class A2, 4.94%, 5/20/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4145818 |
| OneMain Financial Issuance Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class B, 1.95%, 6/16/36<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7882456 |
| &nbsp;&nbsp;&nbsp;Series 2022-2A, Class B, 5.24%, 10/14/34<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3923581 |
| &nbsp;&nbsp;&nbsp;Series 2022-S1, Class A, 4.13%, 5/14/35<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3257834 |
| Oportun Funding Trust, Series 2024-3, Class B, 5.48%, 8/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1553295 |
| 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;786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772058 |
| &nbsp;&nbsp;&nbsp;Series 2021-B, Class B, 1.96%, 5/8/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518684 |
| &nbsp;&nbsp;&nbsp;Series 2021-C, Class A, 2.18%, 10/8/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5499527 |
| &nbsp;&nbsp;&nbsp;Series 2021-C, Class B, 2.67%, 10/8/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3766804 |
| &nbsp;&nbsp;&nbsp;Series 2025-A, Class A, 5.01%, 2/8/33<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8817265 |
| &nbsp;&nbsp;&nbsp;Series 2025-A, Class B, 5.30%, 2/8/33<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3087619 |
| &nbsp;&nbsp;&nbsp;Series 2025-C, Class B, 4.93%, 7/8/33<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3166469 |
| Oscar U.S. Funding XVI LLC, Series 2024-1A, Class A2, 5.48%, 2/10/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564096 |
| Oscar U.S. Funding XVII LLC, Series 2024-2A, Class A2, 4.63%, 12/10/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4115775 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Value** |
| Pagaya AI Debt Grantor Trust, Series 2025-1, Class A2, 5.156%, 7/15/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3916 | $3950740 |
| Pagaya AI Debt Selection Trust, Series 2021-3, Class C, 3.27%, 5/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459 | &nbsp;&nbsp; 452961 |
| PEAC Solutions Receivables LLC, Series 2024-1A, Class A2, 5.79%, 6/21/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2840 | &nbsp;&nbsp; 2863288 |
| PFS Financing Corp., Series 2024-B, Class A, 4.95%, 2/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7540 | &nbsp;&nbsp; 7622620 |
| PK ALIFT Loan Funding 3 LP, Series 2024-1, Class A1, 5.842%, 9/15/39<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3416 | &nbsp;&nbsp; 3495584 |
| Planet Fitness Master Issuer LLC, Series 2024-1A, Class A2I, 5.765%, 6/5/54<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8903 | &nbsp;&nbsp; 9056454 |
| Post Road Equipment Finance LLC, Series 2024-1A, Class A2, 5.59%, 11/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1216 | &nbsp;&nbsp; 1221864 |
| Prodigy Finance CM DAC, Series 2021-1A, Class A, 5.092%, (1 mo. SOFR + 1.364%), 7/25/51<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438 | &nbsp;&nbsp; 436934 |
| RCKT Trust, Series 2025-2A, Class B, 4.60%, 11/27/34<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4921 | &nbsp;&nbsp; 4930278 |
| Retained Vantage Data Centers Issuer LLC, Series 2023-1A, Class A2A, 5.00%, 9/15/48<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8035088 |
| Saluda Grade Alternative Mortgage Trust, Series 2025-LOC5, Class A1A, 5.554%, (1 mo. SOFR + 1.60%), 10/25/55<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10940815 |
| Santander Bank Auto Credit-Linked Notes: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2023-A, Class F, 13.752%, 6/15/33<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5834831 |
| &nbsp;&nbsp;&nbsp;Series 2025-A, Class B, 4.484%, 1/16/34<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4075394 |
| &nbsp;&nbsp;&nbsp;Series 2025-A, Class C, 4.661%, 1/16/34<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2728128 |
| ServiceMaster Funding LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-1, Class A2I, 2.841%, 1/30/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5086684 |
| &nbsp;&nbsp;&nbsp;Series 2021-1, Class A2I, 2.865%, 7/30/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3768455 |
| Servpro Master Issuer LLC, Series 2021-1A, Class A2, 2.394%, 4/25/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5705265 |
| SERVPRO Master Issuer LLC, Series 2025-1A, Class A2, 5.525%, 10/25/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6987186 |
| SoFi Consumer Loan Program Trust, Series 2025-2, Class B, 4.97%, 6/25/34<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6624866 |
| SpringCastle America Funding LLC, Series 2020-AA, Class A, 1.97%, 9/25/37<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5331050 |
| Stream Innovations Issuer Trust, Series 2024-1A, Class A, 6.27%, 7/15/44<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2956262 |
| Subway Funding LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-3A, Class A2I, 5.246%, 7/30/54<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5396233 |
| &nbsp;&nbsp;&nbsp;Series 2024-3A, Class A2II, 5.566%, 7/30/54<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2059482 |
| Sunnova Helios II Issuer LLC, Series 2021-B, Class B, 2.01%, 7/20/48<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4931357 |
| Sunnova Helios IV Issuer LLC, Series 2020-AA, Class A, 2.98%, 6/20/47<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2153372 |
| Sunnova Helios IX Issuer LLC, Series 2022-B, Class A, 5.00%, 8/20/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2964180 |
| 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;890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704286 |
| &nbsp;&nbsp;&nbsp;Series 2021-A, Class B, 3.15%, 2/20/48<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831277 |

---

------

Calvert

Short Duration Income Fund

December 31, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | **Value** |
| 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;6630 | $5322437 |
| 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;1582 | &nbsp;&nbsp; 1444208 |
| Tesla Lease Electric Vehicle Securitization LLC, Series 2025-A, Class A3, 4.27%, 11/20/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp; 9555037 |
| Theorem Funding Trust, Series 2022-3A, Class B, 8.95%, 4/15/29<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9347 | &nbsp;&nbsp; 9404878 |
| Towd Point Mortgage Trust, Series 2025-HE2, Class A1A, 5.224%, (30-day SOFR Average + 1.35%), 9/25/65<sup>(1)(3)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6569 | &nbsp;&nbsp; 6585645 |
| Truist Bank Auto Credit-Linked Notes, Series 2025-1, Class B, 4.728%, 9/26/33<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7107 | &nbsp;&nbsp; 7121593 |
| UPX HIL Issuer Trust, Series 2025-1, Class A, 5.16%, 1/25/47<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1338 | &nbsp;&nbsp; 1349089 |
| Vantage Data Centers Germany Borrower Lux SARL, Series 2025-1A, Class A2, 4.292%, 6/28/50<sup>(1)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8137 | &nbsp;&nbsp; 9669216 |
| Vantage Data Centers Jersey Borrower SPV Ltd., Series 2024-1A, Class A2, 6.172%, 5/28/39<sup>(1)</sup> | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp; 3557865 |
| Vantage Data Centers LLC: |  |  |  |
| &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;9569734 |
| &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;3587325 |
| Vivint Solar Financing VII LLC, Series 2020-1A, Class A, 2.21%, 7/31/51<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5298307 |
| Wendy's Funding LLC, Series 2018-1A, Class A2II, 3.884%, 3/15/48<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3050079 |
| Westlake Automobile Receivables Trust, Series 2024-1A, Class B, 5.55%, 11/15/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4397179 |
| Willis Engine Structured Trust IX, Series 2025-B, Class A, 5.159%, 12/15/50<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7155559 |
| 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;539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523337 |
| &nbsp;&nbsp;&nbsp;Series 2020-A, Class C, 6.657%, 3/15/45<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417900 |
| Willis Engine Structured Trust VIII, Series 2025-A, Class A, 5.582%, 6/15/50<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8051436 |
| Wingspire Equipment Finance LLC, Series 2024-1A, Class A2, 4.99%, 9/20/32<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3370078 |
| Total Asset-Backed Securities<br> (identified cost $690,673,450) |  |  | &nbsp;&nbsp;**$679126395** |

---

Collateralized Mortgage Obligations — 11.7%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Champs Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-1, Class A, 8.465%, 7/25/59<sup>(1)(4)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4489 | $4630988 |
| &nbsp;&nbsp;&nbsp;Series 2024-2, Class A, 9.60%, 11/25/59<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2784 | &nbsp;&nbsp; 2882584 |
| &nbsp;&nbsp;&nbsp;Series 2024-3, Class A, 8.463%, 1/25/60<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2376 | &nbsp;&nbsp; 2468683 |
| Chase Home Lending Mortgage Trust, Series 2025-11, Class A2, 5.50%, 2/25/56<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8148 | &nbsp;&nbsp; 8222835 |
| CHNGE Mortgage Trust, Series 2023-4, Class A1, 7.573% to 8/25/26, 9/25/58<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2172 | &nbsp;&nbsp; 2202002 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Federal Home Loan Mortgage Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 406, Class F12, 5.174%, (30-day SOFR Average + 1.30%), 10/25/53<sup>(3)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4270 | $4307205 |
| &nbsp;&nbsp;&nbsp;Series 5397, Class FE, 5.134%, (30-day SOFR Average + 1.26%), 4/25/54<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7776 | &nbsp;&nbsp; 7843562 |
| &nbsp;&nbsp;&nbsp;Series 5410, Class FE, 4.974%, (30-day SOFR Average + 1.10%), 5/25/54<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7493 | &nbsp;&nbsp; 7544000 |
| &nbsp;&nbsp;&nbsp;Series 5438, Class FE, 5.174%, (30-day SOFR Average + 1.30%), 8/25/54<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2994 | &nbsp;&nbsp; 3011352 |
| &nbsp;&nbsp;&nbsp;Series 5443, Class FA, 5.074%, (30-day SOFR Average + 1.20%), 8/25/54<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6761 | &nbsp;&nbsp; 6803903 |
| &nbsp;&nbsp;&nbsp;Series 5460, Class FA, 4.924%, (30-day SOFR Average + 1.05%), 10/25/54<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7333 | &nbsp;&nbsp; 7360362 |
| &nbsp;&nbsp;&nbsp;Series 5461, Class FA, 4.824%, (30-day SOFR Average + 0.95%), 10/25/54<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6240 | &nbsp;&nbsp; 6253338 |
| &nbsp;&nbsp;&nbsp;Series 5483, Class FB, 5.304%, (30-day SOFR Average + 1.43%), 12/25/54<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10514 | &nbsp;&nbsp; 10582314 |
| &nbsp;&nbsp;&nbsp;Series 5499, Class FN, 4.874%, (30-day SOFR Average + 1.00%), 2/25/55<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4609677 |
| &nbsp;&nbsp;&nbsp;Series 5499, Class FQ, 5.024%, (30-day SOFR Average + 1.15%), 2/25/55<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7881105 |
| &nbsp;&nbsp;&nbsp;Series 5513, Class FA, 4.874%, (30-day SOFR Average + 1.00%), 3/25/55<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1598345 |
| &nbsp;&nbsp;&nbsp;Series 5527, Class FA, 4.874%, (30-day SOFR Average + 1.00%), 4/25/55<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5460645 |
| &nbsp;&nbsp;&nbsp;Series 5529, Class AF, 4.874%, (30-day SOFR Average + 1.00%), 3/25/55<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9823448 |
| &nbsp;&nbsp;&nbsp;Series 5556, Class FA, 5.024%, (30-day SOFR Average + 1.15%), 7/25/55<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8943082 |
| Federal Home Loan Mortgage Corp. STACR REMICS Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-DNA7, Class B2, 11.674%, (30-day SOFR Average + 7.80%), 11/25/41<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2701614 |
| &nbsp;&nbsp;&nbsp;Series 2022-DNA2, Class M1A, 5.174%, (30-day SOFR Average + 1.30%), 2/25/42<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1127265 |
| &nbsp;&nbsp;&nbsp;Series 2024-HQA1, Class A1, 5.124%, (30-day SOFR Average + 1.25%), 3/25/44<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6915197 |
| Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-33, Class KF, 4.824%, (30-day SOFR Average + 0.95%), 1/25/54<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4591133 |
| &nbsp;&nbsp;&nbsp;Series 2024-79, Class FA, 4.974%, (30-day SOFR Average + 1.10%), 11/25/54<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4584177 |
| &nbsp;&nbsp;&nbsp;Series 2025-18, Class WF, 4.974%, (30-day SOFR Average + 1.10%), 9/25/54<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9292467 |
| &nbsp;&nbsp;&nbsp;Series 2025-31, Class FB, 5.024%, (30-day SOFR Average + 1.15%), 6/25/54<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6228697 |
| &nbsp;&nbsp;&nbsp;Series 2025-63, Class FA, 5.024%, (30-day SOFR Average + 1.15%), 8/25/55<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12754426 |
| &nbsp;&nbsp;&nbsp;Series 2025-75, Class FA, 4.924%, (30-day SOFR Average + 1.05%), 9/25/55<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11736042 |
| &nbsp;&nbsp;&nbsp;Series 2025-109, Class FC, 5.072%, (30-day SOFR Average + 1.00%), 11/25/54<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7806903 |
| Federal National Mortgage Association Connecticut Avenue Securities: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-R05, Class 1B1, 8.089%, (30-day SOFR Average + 4.214%), 7/25/39<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1899542 |
| &nbsp;&nbsp;&nbsp;Series 2019-R06, Class 2B1, 7.739%, (30-day SOFR Average + 3.864%), 9/25/39<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8915290 |

---

------

Calvert

Short Duration Income Fund

December 31, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Federal National Mortgage Association Connecticut Avenue Securities: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-R07, Class 1B1, 7.389%, (30-day SOFR Average + 3.514%), 10/25/39<sup>(1)(3)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7344 | $7495020 |
| &nbsp;&nbsp;&nbsp;Series 2020-R02, Class 2B1, 6.989%, (30-day SOFR Average + 3.114%), 1/25/40<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6160 | &nbsp;&nbsp; 6276216 |
| &nbsp;&nbsp;&nbsp;Series 2021-R01, Class 1B2, 9.874%, (30-day SOFR Average + 6.00%), 10/25/41<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3995 | &nbsp;&nbsp; 4133384 |
| Government National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2023-40, Class FX, 3.948%, (1 mo. SOFR + 0.214%), 9/20/41<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11162 | &nbsp;&nbsp; 11026495 |
| &nbsp;&nbsp;&nbsp;Series 2023-101, Class FM, 4.818%, (30-day SOFR Average + 0.90%), 7/20/53<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11422 | &nbsp;&nbsp; 11444592 |
| &nbsp;&nbsp;&nbsp;Series 2023-116, Class DF, 5.018%, (30-day SOFR Average + 1.10%), 8/20/53<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6009 | &nbsp;&nbsp; 6037262 |
| &nbsp;&nbsp;&nbsp;Series 2024-30, Class LF, 4.918%, (30-day SOFR Average + 1.00%), 2/20/54<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3976 | &nbsp;&nbsp; 3986064 |
| &nbsp;&nbsp;&nbsp;Series 2024-43, Class FB, 4.868%, (30-day SOFR Average + 0.95%), 3/20/54<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4640530 |
| &nbsp;&nbsp;&nbsp;Series 2024-146, Class FE, 4.918%, (30-day SOFR Average + 1.00%), 9/20/64<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6271669 |
| &nbsp;&nbsp;&nbsp;Series 2024-197, Class GF, 4.918%, (30-day SOFR Average + 1.00%), 12/20/54<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4930582 |
| &nbsp;&nbsp;&nbsp;Series 2025-2, Class FB, 4.968%, (30-day SOFR Average + 1.05%), 12/20/54<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9429431 |
| &nbsp;&nbsp;&nbsp;Series 2025-134, Class FL, 4.918%, (30-day SOFR Average + 1.00%), 6/20/55<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2570705 |
| &nbsp;&nbsp;&nbsp;Series 2025-139, Class FE, 5.018%, (30-day SOFR Average + 1.10%), 8/20/65<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7011681 |
| JPMorgan Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2023-HE2, Class A1, 5.618%, (30-day SOFR Average + 1.70%), 3/20/54<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2253680 |
| &nbsp;&nbsp;&nbsp;Series 2024-HE2, Class A1, 5.118%, (30-day SOFR Average + 1.20%), 10/20/54<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870547 |
| LHOME Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2023-RTL3, Class A1, 8.00% to 3/25/26, 8/25/28<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1494396 |
| &nbsp;&nbsp;&nbsp;Series 2023-RTL4, Class A1, 7.628% to 1/25/26, 11/25/28<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3012026 |
| &nbsp;&nbsp;&nbsp;Series 2024-RTL1, Class A1, 7.017% to 8/25/26, 1/25/29<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3457400 |
| NRZ Excess Spread-Collateralized Notes, Series 2025-FHT1, Class A, 6.545%, 3/25/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2317565 |
| PNMAC GMSR Issuer Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-GT1, Class A, 6.932%, (1 mo. SOFR + 3.20%), 3/25/29<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4645822 |
| &nbsp;&nbsp;&nbsp;Series 2025-GT1, Class A, 6.182%, (1 mo. SOFR + 2.45%), 8/26/30<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5298684 |
| PRMI Securitization Trust, Series 2025-CMG1, Class A1, 5.428%, (30-day SOFR Average + 1.50%), 12/25/55<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6126885 |
| Provident Funding Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2025-3, Class A3, 6.00%, 8/25/55<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5444104 |
| &nbsp;&nbsp;&nbsp;Series 2025-5, Class A2, 5.50%, 11/25/55<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9775227 |
| Radian Mortgage Capital Trust, Series 2025-J3, Class A16, 6.00%, 12/25/55<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3434489 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Radnor Re Ltd., Series 2023-1, Class M1A, 6.565%, (30-day SOFR Average + 2.70%), 7/25/33<sup>(1)(3)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1772 | $1780615 |
| Total Collateralized Mortgage Obligations<br> (identified cost $324,454,168) |  | **$326147254** |

---

Commercial Mortgage-Backed Securities — 8.1%

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **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)(4)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10820 | $9625523 |
| &nbsp;&nbsp;&nbsp;Series 2019-BPR, Class ENM, 3.719%, 11/5/32<sup>(1)(4)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6285 | &nbsp;&nbsp; 5362784 |
| BFLD Commercial Mortgage Trust, Series 2025-660F, Class A, 5.25%, (1 mo. SOFR + 1.50%), 11/15/42<sup>(1)(3)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5320 | &nbsp;&nbsp; 5343131 |
| BFLD Mortgage Trust, Series 2024-VICT, Class A, 5.64%, (1 mo. SOFR + 1.89%), 7/15/41<sup>(1)(3)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8247 | &nbsp;&nbsp; 8294419 |
| BOCA Commercial Mortgage Trust, Series 2025-BOCA, Class A, 5.45%, (1 mo. SOFR + 1.60%), 12/15/42<sup>(1)(3)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5491 | &nbsp;&nbsp; 5507296 |
| BPR Trust, Series 2022-SSP, Class A, 6.75%, (1 mo. SOFR + 3.00%), 5/15/39<sup>(1)(3)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7975 | &nbsp;&nbsp; 7992539 |
| BX Trust, Series 2025-GW, Class B, 5.60%, (1 mo. SOFR + 1.85%), 7/15/42<sup>(1)(3)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8110 | &nbsp;&nbsp; 8144720 |
| Caister Finance DAC, Series 1A, Class B, 6.306%, (SONIA + 2.45%), 8/17/35<sup>(1)(3)</sup> | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5170 | &nbsp;&nbsp; 7026795 |
| COMM Mortgage Trust, Series 2025-167G, Class A, 5.503%, 8/10/40<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3014126 |
| CSMC Trust: |  |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-BPNY, Class A, 7.58%, (1 mo. SOFR + 3.829%), 8/15/26<sup>(1)(3)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8587734 |
| &nbsp;&nbsp;&nbsp;Series 2022-CNTR, Class A, 7.695%, (1 mo. SOFR + 3.944%), 1/9/25<sup>(1)(3)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672595 |
| Durst Commercial Mortgage Trust, Series 2025-151, Class D, 6.791%, 8/10/42<sup>(1)(4)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4111261 |
| Extended Stay America Trust: |  |  |  |
| &nbsp;&nbsp;&nbsp;Series 2025-ESH, Class B, 5.35%, (1 mo. SOFR + 1.60%), 10/15/42<sup>(1)(3)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3054809 |
| &nbsp;&nbsp;&nbsp;Series 2025-ESH, Class D, 6.35%, (1 mo. SOFR + 2.60%), 10/15/42<sup>(1)(3)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3363213 |
| Federal National Mortgage Association, Series 2017-M13, Class A2, 2.935%, 9/25/27<sup>(4)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3705133 |
| Federal National Mortgage Association Multifamily Connecticut Avenue Securities Trust: |  |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-01, Class M10, 7.239%, (30-day SOFR Average + 3.364%), 10/25/49<sup>(1)(3)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2364511 |
| &nbsp;&nbsp;&nbsp;Series 2020-01, Class M10, 7.739%, (30-day SOFR Average + 3.864%), 3/25/50<sup>(1)(3)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3094090 |
| FS Commercial Mortgage Trust, Series 2023-4SZN, Class A, 7.066%, 11/10/39<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4383452 |
| Great Wolf Trust, Series 2024-WOLF, Class A, 5.292%, (1 mo. SOFR + 1.542%), 3/15/39<sup>(1)(3)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9336621 |
| GSJP Trust, Series 2025-BEDS, Class A, 5.261%, (1 mo. SOFR + 1.50%), 12/15/42<sup>(1)(3)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6973515 |

---

------

Calvert

Short Duration Income Fund

December 31, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Value** |
| Hawaii Hotel Trust, Series 2025-MAUI, Class A, 5.143%, (1 mo. SOFR + 1.393%), 3/15/42<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5195 | $5206496 |
| HILT Commercial Mortgage Trust, Series 2024-ORL, Class B, 5.691%, (1 mo. SOFR + 1.941%), 5/15/37<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp; 7023092 |
| HLTN Commercial Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-DPLO, Class A, 5.392%, (1 mo. SOFR + 1.642%), 6/15/41<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4487 | &nbsp;&nbsp; 4500839 |
| &nbsp;&nbsp;&nbsp;Series 2024-DPLO, Class B, 5.741%, (1 mo. SOFR + 1.991%), 6/15/41<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6280 | &nbsp;&nbsp; 6306870 |
| HYT Commercial Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series-2024-RGCY, Class A, 5.592%, (1 mo. SOFR + 1.841%), 9/15/41<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6758 | &nbsp;&nbsp; 6780732 |
| &nbsp;&nbsp;&nbsp;Series-2024-RGCY, Class C, 6.59%, (1 mo. SOFR + 2.84%), 9/15/41<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4186 | &nbsp;&nbsp; 4203228 |
| INTOWN Mortgage Trust, Series 2025-STAY, Class C, 6.00%, (1 mo. SOFR + 2.25%), 3/15/42<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13165 | &nbsp;&nbsp; 13208134 |
| 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;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176400 |
| &nbsp;&nbsp;&nbsp;Series 2014-DSTY, Class C, 3.805%, 6/10/27<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30238 |
| JW Commercial Mortgage Trust, Series 2024-MRCO, Class B, 5.691%, (1 mo. SOFR + 1.941%), 6/15/39<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5683588 |
| NRTH Commercial Mortgage Trust, Series 2025-PARK, Class A, 5.143%, (1 mo. SOFR + 1.393%), 10/15/40<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1849398 |
| NYC Trust, Series 2024-3ELV, Class A, 5.741%, (1 mo. SOFR + 1.991%), 8/15/29<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7818794 |
| NYO Commercial Mortgage Trust, Series 2021-1290, Class A1, 4.961%, (1 mo. SOFR + 1.209%), 11/15/38<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7050811 |
| ORL Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-GLKS, Class A, 5.243%, (1 mo. SOFR + 1.493%), 12/15/39<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12910381 |
| &nbsp;&nbsp;&nbsp;Series 2024-GLKS, Class B, 5.642%, (1 mo. SOFR + 1.892%), 12/15/39<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4117508 |
| &nbsp;&nbsp;&nbsp;Series 2024-GLKS, Class D, 6.541%, (1 mo. SOFR + 2.791%), 12/15/39<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3189103 |
| PENN Commercial Mortgage Trust, Series 2025-P11, Class A, 5.344%, 8/10/42<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5691694 |
| SDR Commercial Mortgage Trust, Series 2024-DSNY, Class B, 5.491%, (1 mo. SOFR + 1.741%), 5/15/39<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5307081 |
| TX Trust, Series 2024-HOU, Class A, 5.342%, (1 mo. SOFR + 1.591%), 6/15/39<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4854041 |
| TYSN Mortgage Trust, Series 2023-CRNR, Class A, 6.58%, 12/10/33<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4704044 |
| Willowbrook Mall, Series 2025-WBRK, Class C, 6.075%, 3/5/35<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5472096 |
| Total Commercial Mortgage-Backed Securities<br> (identified cost $232,468,078) |  | &nbsp;&nbsp;**$226042835** |

---

Corporate Bonds — 39.9%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Value** |
| Basic Materials — 0.4% | Basic Materials — 0.4% |  |
| Avient Corp., 7.125%, 8/1/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 | $2790002 |
| Celanese U.S. Holdings LLC, 6.85%, 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7190 | &nbsp;&nbsp; 7527824 |
|  |  | **$10317826** |
| Communications — 1.7% | Communications — 1.7% |  |
| CCO Holdings LLC/CCO Holdings Capital Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 2/1/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2733 | $2712906 |
| &nbsp;&nbsp;&nbsp;5.125%, 5/1/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13645 | &nbsp;&nbsp; 13634157 |
| McGraw-Hill Education, Inc., 5.75%, 8/1/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp; 4299893 |
| T-Mobile USA, Inc., 2.55%, 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;14050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12839840 |
| Uber Technologies, Inc., 4.50%, 8/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6162288 |
| Videotron Ltd., 3.625%, 6/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8182780 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$47831864** |
| Consumer, Cyclical — 3.0% | Consumer, Cyclical — 3.0% |  |
| Air Canada, 3.875%, 8/15/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9404 | &nbsp;&nbsp;&nbsp;&nbsp;$9364541 |
| American Airlines, Inc./AAdvantage Loyalty IP Ltd., 5.50%, 4/20/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1861607 |
| AS Mileage Plan IP Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;5.021%, 10/20/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5461874 |
| &nbsp;&nbsp;&nbsp;5.308%, 10/20/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1786588 |
| Delta Air Lines, Inc./SkyMiles IP Ltd., 4.75%, 10/20/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13214946 |
| Ford Motor Credit Co. LLC, 7.35%, 11/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8819498 |
| General Motors Financial Co., Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;2.35%, 1/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3132771 |
| &nbsp;&nbsp;&nbsp;2.40%, 4/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4003494 |
| &nbsp;&nbsp;&nbsp;4.30%, 4/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3262135 |
| Hyundai Capital America: |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 9/18/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9172327 |
| &nbsp;&nbsp;&nbsp;4.90%, 6/23/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13974655 |
| Lithia Motors, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;3.875%, 6/1/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2225542 |
| &nbsp;&nbsp;&nbsp;4.625%, 12/15/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6326612 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$82606590** |
| Consumer, Non-cyclical — 1.7% | Consumer, Non-cyclical — 1.7% |  |
| Biogen, Inc., 2.25%, 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9476 | &nbsp;&nbsp;&nbsp;&nbsp;$8710639 |
| Centene Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5605877 |
| &nbsp;&nbsp;&nbsp;4.625%, 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9075519 |
| HCA, Inc., 4.60%, 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;14600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14471994 |
| ICON Investments Six DAC, 5.809%, 5/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6278929 |
| JDE Peet's NV, 1.375%, 1/15/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4207949 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$48350907** |

---

------

Calvert

Short Duration Income Fund

December 31, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Value** |
| Energy — 0.9% | Energy — 0.9% |  |
| Occidental Petroleum Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;5.20%, 8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10058 | $10314636 |
| &nbsp;&nbsp;&nbsp;7.95%, 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4083 | &nbsp;&nbsp; 4387224 |
| Raizen Fuels Finance SA, 6.25%, 7/8/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4429 | &nbsp;&nbsp; 3725896 |
| TerraForm Power Operating LLC, 5.00%, 1/31/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp; 5997703 |
|  |  | **$24425459** |
| Financial — 28.4% | Financial — 28.4% |  |
| ABN AMRO Bank NV, 4.988% to 12/3/27, 12/3/28<sup>(1)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500 | $7637106 |
| AIB Group PLC, 6.608% to 9/13/28, 9/13/29<sup>(1)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6506344 |
| Aircastle Ltd./Aircastle Ireland DAC, 5.75%, 10/1/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5242991 |
| American Assets Trust LP, 3.375%, 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1654333 |
| American International Group, Inc., 3.40%, 6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7819336 |
| American National Global Funding: |  |  |
| &nbsp;&nbsp;&nbsp;5.25%, 6/3/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3509810 |
| &nbsp;&nbsp;&nbsp;5.55%, 1/28/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1767496 |
| American National Group, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;5.75%, 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4326435 |
| &nbsp;&nbsp;&nbsp;6.144%, 6/13/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2570993 |
| Antares Holdings LP: |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 1/15/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3268788 |
| &nbsp;&nbsp;&nbsp;3.75%, 7/15/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4928082 |
| Athene Global Funding: |  |  |
| &nbsp;&nbsp;&nbsp;4.721%, 10/8/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3806416 |
| &nbsp;&nbsp;&nbsp;4.95%, 1/7/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10589625 |
| &nbsp;&nbsp;&nbsp;5.349%, 7/9/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12205537 |
| &nbsp;&nbsp;&nbsp;5.38%, 1/7/30<sup>(1)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4454408 |
| Azorra Finance Ltd., 7.75%, 4/15/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5510877 |
| Banco Santander SA: |  |  |
| &nbsp;&nbsp;&nbsp;5.294%, 8/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1630289 |
| &nbsp;&nbsp;&nbsp;5.588%, 8/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9337234 |
| Bank of America Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;4.376% to 4/27/27, 4/27/28<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;22576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22672020 |
| &nbsp;&nbsp;&nbsp;5.162% to 1/24/30, 1/24/31<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;32200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33248654 |
| Bank of New York Mellon, 4.729% to 4/20/28, 4/20/29<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8259713 |
| Bank of New York Mellon Corp., 4.942% to 2/11/30, 2/11/31<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4443641 |
| Blue Owl Credit Income Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;6.60%, 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3886191 |
| &nbsp;&nbsp;&nbsp;6.65%, 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2239802 |
| BNP Paribas SA, 5.335% to 6/12/28, 6/12/29<sup>(1)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10824464 |
| BPCE SA: |  |  |
| &nbsp;&nbsp;&nbsp;5.876% to 1/14/30, 1/14/31<sup>(1)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4290011 |
| &nbsp;&nbsp;&nbsp;6.714% to 10/19/28, 10/19/29<sup>(1)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5447889 |
| Brookfield Asset Management Ltd., 4.653%, 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;13525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13639128 |
| CaixaBank SA, 5.673% to 3/15/29, 3/15/30<sup>(1)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13455635 |
| Canadian Imperial Bank of Commerce, 4.58% to 9/8/30, 9/8/31<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14975986 |
| Charles Schwab Corp., 5.875%, 8/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5285593 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Value** |
| Financial (continued) | Financial (continued) |  |
| CI Financial Corp., 7.50%, 5/30/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10087 | $10734630 |
| Citadel Finance LLC, 5.90%, 2/10/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9715 | &nbsp;&nbsp; 9921987 |
| Citadel LP, 6.00%, 1/23/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1850 | &nbsp;&nbsp; 1933536 |
| Citizens Financial Group, Inc., 5.253% to 3/5/30, 3/5/31<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1630 | &nbsp;&nbsp; 1675426 |
| COPT Defense Properties LP: |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2695 | &nbsp;&nbsp; 2518339 |
| &nbsp;&nbsp;&nbsp;2.75%, 4/15/31<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3513 | &nbsp;&nbsp; 3207650 |
| Credit Agricole SA, 5.222% to 5/27/30, 5/27/31<sup>(1)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp; 8575505 |
| CTR Partnership LP/CareTrust Capital Corp., 3.875%, 6/30/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13525466 |
| DNB Bank ASA, 4.384% to 11/4/30, 11/4/31<sup>(1)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14156378 |
| DOC DR LLC, 2.625%, 11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5639351 |
| Enact Holdings, Inc., 6.25%, 5/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8331913 |
| EPR Properties: |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1332366 |
| &nbsp;&nbsp;&nbsp;3.75%, 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1549607 |
| &nbsp;&nbsp;&nbsp;4.75%, 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9554580 |
| &nbsp;&nbsp;&nbsp;4.95%, 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6494738 |
| Essent Group Ltd., 6.25%, 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9013662 |
| Extra Space Storage LP, 2.55%, 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1523529 |
| Fortitude Global Funding, 4.625%, 10/6/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8278864 |
| Fortitude Group Holdings LLC, 6.25%, 4/1/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5461887 |
| Global Atlantic Fin Co.: |  |  |
| &nbsp;&nbsp;&nbsp;3.125%, 6/15/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3259786 |
| &nbsp;&nbsp;&nbsp;4.40%, 10/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11276876 |
| Goldman Sachs Group, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;4.369% to 10/21/30, 10/21/31<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8537439 |
| &nbsp;&nbsp;&nbsp;5.218% to 4/23/30, 4/23/31<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11029893 |
| HA Sustainable Infrastructure Capital, Inc., 6.375%, 7/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;12798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13042933 |
| HAT Holdings I LLC/HAT Holdings II LLC, 3.75%, 9/15/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1356286 |
| HSBC Holdings PLC, 7.39% to 11/3/27, 11/3/28<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10113570 |
| ING Groep NV, 5.066% to 3/25/30, 3/25/31<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13480293 |
| Intact Financial Corp., 5.459%, 9/22/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10762975 |
| Intesa Sanpaolo SpA, 5.71%, 1/15/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;17915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17923942 |
| Jefferies Financial Group, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;2.625%, 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3276699 |
| &nbsp;&nbsp;&nbsp;2.75%, 10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6521496 |
| JPMorgan Chase & Co.: |  |  |
| &nbsp;&nbsp;&nbsp;4.255% to 10/22/30, 10/22/31<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9228910 |
| &nbsp;&nbsp;&nbsp;6.087% to 10/23/28, 10/23/29<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;34667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36524527 |
| KeyBank NA, 5.85%, 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5679008 |
| Liberty Mutual Group, Inc., 4.125% to 9/15/26, 12/15/51<sup>(1)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5577255 |
| LPL Holdings, Inc., 4.00%, 3/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6409405 |
| Macquarie Bank Ltd.: |  |  |
| &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;3813744 |
| &nbsp;&nbsp;&nbsp;5.391%, 12/7/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3752268 |
| Marex Group PLC, 6.404%, 11/4/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6352832 |
| Midcap Financial Issuer Trust, 5.37%, 4/15/29<sup>(1)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4213000 |

---

------

Calvert

Short Duration Income Fund

December 31, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Value** |
| Financial (continued) | Financial (continued) |  |
| NatWest Group PLC, 5.115% to 5/23/30, 5/23/31<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14258 | $14648073 |
| NLG Global Funding, 4.35%, 9/15/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7498 | &nbsp;&nbsp; 7410534 |
| Nykredit Realkredit AS, 3.50%, 10/1/56<sup>(8)</sup> DKK | &nbsp;&nbsp;&nbsp;&nbsp;138896 | &nbsp;&nbsp; 21012958 |
| Oaktree Strategic Credit Fund: |  |  |
| &nbsp;&nbsp;&nbsp;6.50%, 7/23/29<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2255 | &nbsp;&nbsp; 2324030 |
| &nbsp;&nbsp;&nbsp;8.40%, 11/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2990 | &nbsp;&nbsp; 3223257 |
| PNC Financial Services Group, Inc., 4.899% to 5/13/30, 5/13/31<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14559 | &nbsp;&nbsp; 14904870 |
| Radian Group, Inc., 4.875%, 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14183 | &nbsp;&nbsp; 14239115 |
| Raymond James Financial, Inc., 4.90%, 9/11/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700512 |
| Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;3.625%, 3/1/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2899840 |
| &nbsp;&nbsp;&nbsp;3.875%, 3/1/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4751699 |
| Royal Bank of Canada: |  |  |
| &nbsp;&nbsp;&nbsp;4.305% to 11/3/30, 11/3/31<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11469207 |
| &nbsp;&nbsp;&nbsp;4.696% to 8/6/30, 8/6/31<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;24147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24468079 |
| &nbsp;&nbsp;&nbsp;4.97% to 5/2/30, 5/2/31<sup>(5)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5056850 |
| Societe Generale SA: |  |  |
| &nbsp;&nbsp;&nbsp;5.249% to 5/22/28, 5/22/29<sup>(1)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5259731 |
| &nbsp;&nbsp;&nbsp;5.512% to 5/22/30, 5/22/31<sup>(1)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9646448 |
| Stellantis Financial Services U.S. Corp., 5.40%, 9/15/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15496333 |
| Swedbank AB, 6.136%, 9/12/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11312278 |
| Synovus Bank/Columbus, GA, 5.625%, 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4189510 |
| Synovus Financial Corp., 6.168% to 11/1/29, 11/1/30<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7470404 |
| Texas Capital Bancshares, Inc., 4.00% to 5/6/26, 5/6/31<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3862911 |
| Truist Financial Corp., 6.047% to 6/8/26, 6/8/27<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6026933 |
| UBS Group AG, 4.253%, 3/23/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;26750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26756442 |
| Wells Fargo & Co., 3.90% to 3/15/26<sup>(5)(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9974990 |
| Willis North America, Inc., 4.55%, 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7141688 |
|  |  | &nbsp;&nbsp;**$791244070** |
| Industrial — 0.8% | Industrial — 0.8% |  |
| Hexcel Corp., 4.20%, 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3793 | &nbsp;&nbsp;&nbsp;&nbsp;$3786861 |
| Imola Merger Corp., 4.75%, 5/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6989108 |
| Smyrna Ready Mix Concrete LLC, 6.00%, 11/1/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5509548 |
| TD SYNNEX Corp., 4.30%, 1/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6462619 |
|  |  | &nbsp;&nbsp;&nbsp;**$22748136** |
| Technology — 1.3% | Technology — 1.3% |  |
| Diebold Nixdorf, Inc., 7.75%, 3/31/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2660 | &nbsp;&nbsp;&nbsp;&nbsp;$2837331 |
| Foundry JV Holdco LLC, 5.90%, 1/25/33<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13384705 |
| Oracle Corp., 4.80%, 9/26/32 | &nbsp;&nbsp;&nbsp;&nbsp;11164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10781023 |
| Qorvo, Inc., 3.375%, 4/1/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2841008 |
| Seagate Data Storage Technology Pte. Ltd., 9.625%, 12/1/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6385643 |
|  |  | &nbsp;&nbsp;&nbsp;**$36229710** |
| Utilities — 1.7% | Utilities — 1.7% |  |
| Algonquin Power & Utilities Corp., 5.365%, 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;11753 | &nbsp;&nbsp;&nbsp;&nbsp;$11810957 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Value** |
| Utilities (continued) | Utilities (continued) |  |
| Engie SA, 5.25%, 4/10/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7712 | $7973588 |
| NextEra Energy Capital Holdings, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;4.685%, 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12954 | &nbsp;&nbsp; 13114907 |
| &nbsp;&nbsp;&nbsp;4.90%, 2/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp; 8253178 |
| Niagara Mohawk Power Corp., 4.278%, 12/15/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp; 6214159 |
|  |  | **$47366789** |
| Total Corporate Bonds<br> (identified cost $1,093,042,683) |  | **$1111121351** |

---

Exchange-Traded Funds — 0.2%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Fixed-Income Funds — 0.2% | Fixed-Income Funds — 0.2% |  |
| Calvert Ultra-Short Investment Grade ETF<sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95000 | $4821250 |
| Total Exchange-Traded Funds<br> (identified cost $4,826,100) |  | **$4821250** |

---

High Social Impact Investments — 0.2%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Calvert Impact Capital, Inc., Community Investment Notes, 5.00%, 12/15/28<sup>(11)(12)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | $3548510 |
| Calvert Impact Capital, Inc., Community Investment Notes, 5.00%, 9/20/29<sup>(11)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp; 1521735 |
| Total High Social Impact Investments<br> (identified cost $5,000,000) |  | **$5070245** |

---

Senior Floating-Rate Loans — 1.1%<sup>(13)</sup>

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Health Care Equipment & Supplies — 0.1% | Health Care Equipment & Supplies — 0.1% |  |
| Medline Borrower LP, Term Loan, 5.466%, (1 mo. USD Term SOFR + 1.75%), 10/23/30 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3930 | $3949442 |
|  |  | **$3949442** |
| Insurance — 0.4% | Insurance — 0.4% |  |
| AmWINS Group, Inc., Term Loan, 5.966%, (1 mo. USD Term SOFR + 2.25%), 1/30/32 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3929 | $3945058 |
| HUB International Ltd., Term Loan, 6.12%, (3 mo. USD Term SOFR + 2.25%), 6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3361 | &nbsp;&nbsp; 3381608 |
| USI, Inc., Term Loan, 5.922%, (3 mo. USD Term SOFR + 2.25%), 11/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3930 | &nbsp;&nbsp; 3943574 |
|  |  | **$11270240** |

---

------

Calvert

Short Duration Income Fund

December 31, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| IT Services — 0.1% | IT Services — 0.1% |  |
| Sedgwick Claims Management Services, Inc., Term Loan, 6.216%, (1 mo. USD Term SOFR + 2.50%), 7/31/31 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3940 | $3957019 |
|  |  | **$3957019** |
| Life Sciences Tools & Services — 0.1% | Life Sciences Tools & Services — 0.1% |  |
| ICON Luxembourg SARL, Term Loan, 5.672%, (3 mo. USD Term SOFR + 2.00%), 7/3/28 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;986 | $995996 |
| PRA Health Sciences, Inc., Term Loan, 5.672%, (3 mo. USD Term SOFR + 2.00%), 7/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246 | &nbsp;&nbsp; 248153 |
|  |  | **$1244149** |
| Machinery — 0.1% | Machinery — 0.1% |  |
| TK Elevator Midco GmbH, Term Loan, 6.947%, (6 mo. USD Term SOFR + 2.75%), 4/30/30 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3931 | $3959432 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$3959432** |
| Professional Services — 0.1% | Professional Services — 0.1% |  |
| Trans Union LLC, Term Loan, 5.466%, (1 mo. USD Term SOFR + 1.75%), 6/24/31 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3940 | &nbsp;&nbsp;&nbsp;&nbsp;$3952119 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$3952119** |
| Trading Companies & Distributors — 0.2% | Trading Companies & Distributors — 0.2% |  |
| Avolon TLB Borrower 1 (U.S.) LLC, Term Loan, 5.484%, (1 mo. USD Term SOFR + 1.75%), 6/24/30 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3940 | &nbsp;&nbsp;&nbsp;&nbsp;$3968007 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$3968007** |
| Total Senior Floating-Rate Loans<br> (identified cost $32,122,413) |  | &nbsp;&nbsp;&nbsp;&nbsp;**$32300408** |

---

Sovereign Government Bonds — 0.3%

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Romania — 0.3% | Romania — 0.3% | Romania — 0.3% |  |
| Romania Government International Bonds, 5.125%, 9/24/31<sup>(8)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7166 | $8627951 |
|  |  |  | **$8627951** |
| Total Sovereign Government Bonds<br> (identified cost $8,321,156) |  |  | **$8627951** |

---

U.S. Government Agency Mortgage-Backed Securities — 10.6%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Federal Home Loan Mortgage Corp., 5.50%, with various maturities to 2055 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90302 | $91641900 |
| Federal National Mortgage Association, 5.50%, with various maturities to 2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42880 | &nbsp;&nbsp; 43518497 |
| Uniform Mortgage-Backed Security: |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 30-Year, TBA<sup>(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp; 54871094 |
| &nbsp;&nbsp;&nbsp;5.50%, 30-Year, TBA<sup>(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;102845 | &nbsp;&nbsp; 104295274 |
| Total U.S. Government Agency Mortgage-Backed Securities<br> (identified cost $293,469,859) |  | **$294326765** |

---

U.S. Treasury Obligations — 8.1%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| U.S. Treasury Notes: |  |  |
| &nbsp;&nbsp;&nbsp;0.875%, 11/15/30 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10065 | $8800190 |
| &nbsp;&nbsp;&nbsp;2.25%, 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;101383 | &nbsp;&nbsp; 99149406 |
| &nbsp;&nbsp;&nbsp;4.625%, 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;117396 | &nbsp;&nbsp; 118454995 |
| Total U.S. Treasury Obligations<br> (identified cost $225,578,048) |  | **$226404591** |

---

---

| | | |
|:---|:---|:---|
| Short-Term Investments — 0.7% |  |  |
| Affiliated Fund — 0.5% | Affiliated Fund — 0.5% | Affiliated Fund — 0.5% |
| **Security** | **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value** |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 3.69%<sup>(15)</sup> | 12873725 | $12873725 |
| Total Affiliated Fund<br> (identified cost $12,873,725) |  | **$12873725** |
| Securities Lending Collateral — 0.2% | Securities Lending Collateral — 0.2% | Securities Lending Collateral — 0.2% |
| **Security** | **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value** |
| State Street Navigator Securities Lending Government Money Market Portfolio, 3.83%<sup>(16)</sup> | 6992715 | $6992715 |
| Total Securities Lending Collateral<br> (identified cost $6,992,715) |  | **$6992715** |
| Total Short-Term Investments<br> (identified cost $19,866,440) |  | **$19866440** |
| Total Investments — 105.3%<br> (identified cost $2,929,822,395) |  | **$2933855485** |

---

------

Calvert

Short Duration Income Fund

December 31, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| TBA Sale Commitments — (7.5)% | TBA Sale Commitments — (7.5)% | TBA Sale Commitments — (7.5)% |
| U.S. Government Agency Mortgage-Backed Securities — (7.5)% | U.S. Government Agency Mortgage-Backed Securities — (7.5)% | U.S. Government Agency Mortgage-Backed Securities — (7.5)% |
| **Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value** |
| Uniform Mortgage-Backed Security: |  |  |
| &nbsp;&nbsp;&nbsp;5.50%, 30-Year, TBA<sup>(14)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;(102845) | $(104295274) |
| &nbsp;&nbsp;&nbsp;5.50%, 30-Year, TBA<sup>(14)</sup> | &nbsp;&nbsp;(102845) | &nbsp;&nbsp;&nbsp; (104198857) |
| Total U.S. Government Agency Mortgage-Backed Securities (proceeds $208,040,169) |  | **$(208494131)** |
| Total TBA Sale Commitments<br> (proceeds $208,040,169) |  | **$(208494131)** |
| Other Assets, Less Liabilities — 2.2% |  | **$60140262** |
| Net Assets — 100.0% |  | **$2785501616** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category in the Schedule of Investments is based on net assets. | The percentage shown for each investment category in the Schedule of Investments is based on net assets. |
| \* | In U.S. dollars unless otherwise indicated. |
| <sup>(1)</sup> | Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At December 31, 2025, the aggregate value of these securities is $1,508,967,080 or 54.2% of the Fund's net assets. |
| <sup>(2)</sup> | Step coupon security. Interest rate represents the rate in effect at<br> December 31, 2025. |
| <sup>(3)</sup> | Variable rate security. The stated interest rate represents the rate in effect at December 31, 2025. |
| <sup>(4)</sup> | Weighted average fixed-rate coupon that changes/updates monthly. Rate shown is the rate at December 31, 2025. |
| <sup>(5)</sup> | Security converts to variable rate after the indicated fixed-rate coupon period. |
| <sup>(6)</sup> | All or a portion of this security was on loan at December 31, 2025. The aggregate market value of securities on loan at December 31, 2025 was $14,336,716 and the total market value of the collateral received by the Fund was $14,877,188, comprised of cash of $6,992,715 and U.S. government and/or agencies securities of $7,884,473. |

---

<sup>(7)</sup> When-issued security.

<sup>(8)</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, 2025, the aggregate value of these securities is $29,640,909 or 1.1% of the Fund's net assets.

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

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

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

<sup>(12)</sup> Restricted security. Total market value of restricted securities amounts to $5,070,245, which represents 0.2% of the net assets of the Fund as of December 31, 2025.

<sup>(13)</sup> Senior floating-rate loans (Senior Loans) often require prepayments from excess cash flows or permit the borrowers to repay at their election. The degree to which borrowers repay, whether as a contractual requirement or at their election, cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. However, Senior Loans will typically have an expected average life of approximately two to four years. Senior Loans typically have rates of interest which are redetermined periodically by reference to a base lending rate, plus a spread. These base lending rates are primarily the Secured Overnight Financing Rate ("SOFR") and secondarily, the prime rate offered by one or more major United States banks (the "Prime Rate"). Base lending rates may be subject to a floor, or minimum rate. Rates for SOFR are generally 1 or 3-month tenors and may also be subject to a credit spread adjustment. Senior Loans are generally subject to contractual restrictions that must be satisfied before they can be bought or sold.

<sup>(14)</sup> TBA (To Be Announced) securities are purchased or sold on a forward commitment basis with an approximate principal amount and maturity date. The actual principal amount, which is not expected to differ significantly from the commitment amount, and maturity date are determined upon settlement.

<sup>(15)</sup> May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of December 31, 2025.

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

#### Forward Foreign Currency Exchange Contracts (OTC)

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;&nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;&nbsp;&nbsp;**Unrealized<br> (Depreciation)** |
| DKK | &nbsp;&nbsp;&nbsp;&nbsp;43849621 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6930829 | &nbsp;&nbsp;&nbsp;&nbsp;UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$(2500) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;28294069 | &nbsp;&nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;&nbsp;180526061 | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(229412) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;18398169 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15727283 | &nbsp;&nbsp;&nbsp;&nbsp;UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(146857) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;10360218 | &nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7784304 | &nbsp;&nbsp;&nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(130715) |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;**$(509484)** |

---

------

Calvert

Short Duration Income Fund

December 31, 2025

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;2253 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;3/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;$470401757 | &nbsp;&nbsp;&nbsp;&nbsp;$(263708) |
| U.S. 5-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;2888 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;3/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315671939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1219217) |
| U.S. 10-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;(1126) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;3/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(126604625) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900608 |
| U.S. Long Treasury Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;3/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(924750) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11304 |
| U.S. Ultra 10-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(523) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;3/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(60153172) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416367 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(154646)** |

---

#### Restricted Securities

---

| | | |
|:---|:---|:---|
| **Description** | &nbsp;&nbsp;&nbsp;&nbsp;**Acquisition Dates** | &nbsp;&nbsp;&nbsp;&nbsp;**Cost** |
| Calvert Impact Capital, Inc., Community Investment Notes, 5.00%, 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;12/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;$3500000 |
| Calvert Impact Capital, Inc., Community Investment Notes, 5.00%, 9/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9/20/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500000 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$5000000** |

---

---

| | |
|:---|:---|
| **Abbreviations:** | **Abbreviations:** |
| OTC | – Over-the-counter |
| SOFR | – Secured Overnight Financing Rate |
| SONIA | – Sterling Overnight Index Average |
| STACR | – Structured Agency Credit Risk |
| TBA | – To Be Announced |

---

---

| | |
|:---|:---|
| **Currency Abbreviations:** | **Currency Abbreviations:** |
| DKK | – Denmark Krone |
| EUR | – Euro |
| GBP | – British Pound Sterling |
| USD | – United States Dollar |

---

At December 31, 2025, the Fund had sufficient cash and/or securities to cover commitments under open derivative contracts.

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

Foreign Exchange Risk: During the fiscal year to date ended December 31, 2025, the Fund entered into forward foreign currency exchange contracts to seek to hedge against fluctuations in currency exchange rates.

Interest Rate Risk: During the fiscal year to date ended December 31, 2025, the Fund used futures contracts to hedge interest rate risk and to manage duration.

------

Calvert

Short Duration Income Fund

December 31, 2025

Schedule of Investments (Unaudited) — continued

------

Affiliated Investments

At December 31, 2025, the value of the Fund's investment in Calvert Impact Capital, Inc. and in funds that may be deemed to be affiliated was $22,765,220, which represents 0.9% of the Fund's net assets. Transactions in such investments by the Fund for the fiscal year to date ended December 31, 2025 were as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Name** | **Value,<br> beginning<br> of period** | **Purchases** | **Sales<br> proceeds** | **Net<br> realized<br> gain<br> (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Value,<br> end of<br> period** | **Interest/<br> Dividend<br> income** | **Principal amount ($)/<br> Shares,<br> end of period** |
| **Exchange-Traded Funds** |  |  |  |  |  |  |  |  |
| Calvert Ultra-Short Investment Grade ETF | $4817925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | $— | $3325 | $4821250 | $56109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95000 |
| **High Social Impact Investments** |  |  |  |  |  |  |  |  |
| Calvert Impact Capital, Inc., Community Investment Notes, 5.00%, 12/15/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp; 3542910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5600 | &nbsp;&nbsp;&nbsp; 3548510 | &nbsp;&nbsp;&nbsp; 43750 | &nbsp;&nbsp;$3500000 |
| Calvert Impact Capital, Inc., Community Investment Notes, 5.00%, 9/20/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp; 1520160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1575 | &nbsp;&nbsp;&nbsp; 1521735 | &nbsp;&nbsp;&nbsp; 18750 | &nbsp;&nbsp;$1500000 |
| **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** |  |  |  |  |  |  |
| Liquidity Fund, Institutional Class<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;39294570 | &nbsp;&nbsp;&nbsp;367520047 | &nbsp;&nbsp;&nbsp;(393940892) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;12873725 | &nbsp;&nbsp;&nbsp;526187 | &nbsp;&nbsp;&nbsp;12873725 |
| **Total** |  |  |  | **$—** | **$10500** | **$22765220** | **$644796** |  |

---

<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, 2025, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Description** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3** | &nbsp;&nbsp;**Total** |
| Asset-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;$679126395 | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;$679126395 |
| 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;326147254 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326147254 |
| 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;226042835 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226042835 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;1111121351 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;1111121351 |
| Exchange-Traded Funds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4821250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4821250 |
| 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;5070245 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5070245 |
| 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;32300408 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32300408 |
| Sovereign Government Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8627951 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8627951 |
| 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;294326765 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294326765 |
| 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;226404591 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226404591 |
| Short-Term Investments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Affiliated Fund | &nbsp;&nbsp;&nbsp;&nbsp;12873725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12873725 |
| &nbsp;&nbsp;&nbsp;Securities Lending Collateral | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6992715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6992715 |
| **Total Investments** | &nbsp;&nbsp;**$24687690** | &nbsp;&nbsp;**$2909167795** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$2933855485** |

---

------

Calvert

Short Duration Income Fund

December 31, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Description (continued)** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3** | &nbsp;&nbsp;**Total** |
| Futures Contracts | &nbsp;&nbsp;$1328279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1328279 |
| **Total** | &nbsp;&nbsp;**$26015969** | &nbsp;&nbsp;**$2909167795** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$2935183764** |
| **Liability Description** |  |  |  |  |
| TBA Sale Commitments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$(208494131) | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(208494131) |
| Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(509484) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(509484) |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1482925) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1482925) |
| **Total** | &nbsp;&nbsp;**$(1482925)** | &nbsp;&nbsp;**$(209003615)** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$(210486540)** |

---

For information on the Fund's policy regarding the valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** 2050 M Street NW

  - **City:** Washington

  - **State:** DC

  - **Foreign country:** US

  - **Zip / Postal Code:** 20036

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

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

- **a. Name of Series:** Calvert 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:** 2026-09-30

- **b. Date as of which information is reported:** 2025-12-31

**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:** $3162806574.10

**Total Liabilities:** $388852462.89

**Net Assets:** $2773954111.21

**Delayed Delivery Securities:** $159000778.68

**Cash Not Reported:** $4573494.50

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -5758.46000000 | **1-Year:** -118340.84000000 | **5-Year:** -234272.77000000 | **10-Year:** -37189.96000000 | **30-Year:** -34292.30000000

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

- **3-Month:** -3182.37000000 | **1-Year:** -26105.48000000 | **5-Year:** -40691.16000000 | **10-Year:** -17393.87000000 | **30-Year:** -2194.51000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000014103 | 0.30%                | 0.49%                | 0.36%                |
| Class ID C000014104 | 0.24%                | 0.43%                | 0.30%                |
| Class ID C000014105 | 0.33%                | 0.51%                | 0.38%                |
| Class ID C000211120 | 0.33%                | 0.52%                | 0.39%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2401900.30              | $-4387122.68                               |
| Month 2  | $1616004.26              | $2267182.16                                |
| Month 3  | $945954.88               | $42378.77                                  |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABN AMRO BANK NV                                                                    | ABN AMRO Bank NV                                                            | CUSIP: 00084DBD1<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    7500000 | PA      | $7637106.23    | 0.28%             | 2028-12-03      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                       | AIB Group PLC                                                               | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    6125000 | PA      | $6506344.09    | 0.23%             | 2029-09-13      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Altde Trust                                                                         | ALTDE 2025-1 Trust                                                          | CUSIP: 00166NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2182637 | PA      | $2235137.77    | 0.08%             | 2050-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                                              | AS Mileage Plan IP Ltd                                                      | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    5415000 | PA      | $5461874.46    | 0.20%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                                              | AS Mileage Plan IP Ltd                                                      | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    1770000 | PA      | $1786587.96    | 0.06%             | 2031-10-20      | Fixed         | 5.31%                 | 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        |    1858000 | PA      | $1861607.18    | 0.07%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust                                         | AASET 2024-1                                                                | CUSIP: 00255JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7825984 | PA      | $8052718.47    | 0.29%             | 2049-05-16      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                                                          | Air Canada                                                                  | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    9404000 | PA      | $9364540.82    | 0.34%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                                                             | Aircastle Ltd / Aircastle Ireland DAC                                       | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    5028000 | PA      | $5242990.84    | 0.19%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                                             | Algonquin Power & Utilities Corp                                            | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |   11753000 | PA      | $11810956.63   | 0.43%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                       | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   55000000 | PA      | $54871093.75   | 1.98%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                       | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  102845000 | PA      | $104295273.91  | 3.76%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                       | CUSIP: 01F052615<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -102845000 | PA      | $-104295273.91 | -3.76%            | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                       | CUSIP: 01F052623<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -102845000 | PA      | $-104198856.72 | -3.76%            | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                                  | Ally Bank Auto Credit-Linked Notes Series 2025-B                            | CUSIP: 02007G6N8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6476790 | PA      | $6496124.88    | 0.23%             | 2033-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                                  | Ally Bank Auto Credit-Linked Notes Series 2025-B                            | CUSIP: 02007G6P3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7997186 | PA      | $8031752.55    | 0.29%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                            | American Assets Trust LP                                                    | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |    1814000 | PA      | $1654332.61    | 0.06%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                                             | American National Group Inc                                                 | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    4178000 | PA      | $4326435.32    | 0.16%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                                 | American International Group Inc                                            | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    8100000 | PA      | $7819335.65    | 0.28%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF                                                                | American National Global Funding                                            | CUSIP: 02771D2A1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1720000 | PA      | $1767496.22    | 0.06%             | 2030-01-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF                                                                | American National Global Funding                                            | CUSIP: 02771D2B9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3450000 | PA      | $3509810.10    | 0.13%             | 2030-06-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                                             | American National Group Inc                                                 | CUSIP: 02772AAA7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    2464000 | PA      | $2570992.77    | 0.09%             | 2032-06-13      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                                                    | AmWINS Group Inc 2025 Term Loan B                                           | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |    3929321 | PA      | $3945058.01    | 0.14%             | 2032-01-30      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                                              | Amur Equipment Finance Receivables XII LLC                                  | CUSIP: 03236YAB1<br>LEI: 5493000K1GV1VHEHGY40 | Long             | ABS-O            | CORP              | US        |     368757 | PA      | $371891.76     | 0.01%             | 2029-12-20      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                                              | Amur Equipment Finance Receivables XIII LLC                                 | CUSIP: 03237CAB8<br>LEI: 254900O8ABFLU3FOSN14 | Long             | ABS-O            | CORP              | US        |    2352111 | PA      | $2379390.42    | 0.09%             | 2031-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                                                    | Antares Holdings LP                                                         | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    3343000 | PA      | $3268787.91    | 0.12%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                                                    | Antares Holdings LP                                                         | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    5037000 | PA      | $4928081.73    | 0.18%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | Athene Global Funding                                                       | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12205536.84   | 0.44%             | 2027-07-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | Athene Global Funding                                                       | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3806416.15    | 0.14%             | 2029-10-08      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | Athene Global Funding                                                       | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   10511000 | PA      | $10589624.80   | 0.38%             | 2027-01-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | Athene Global Funding                                                       | CUSIP: 04685A4G3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    4350000 | PA      | $4454407.53    | 0.16%             | 2030-01-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Auxilior Term Funding LLC                                                           | Auxilior Term Funding 2024-1 LLC                                            | CUSIP: 05335FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     424520 | PA      | $425378.04     | 0.02%             | 2027-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                                                           | Auxilior Term Funding 2023-1 LLC                                            | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1182542 | PA      | $1188564.31    | 0.04%             | 2028-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                                         | Avient Corp                                                                 | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2790001.80    | 0.10%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Avolon TLB Borrower 1 (US) LLC                                                      | Avolon TLB Borrower 1 (US) LLC 2023 Term Loan B6                            | CUSIP: 05400KAJ9<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |    3950100 | PA      | $3978027.48    | 0.14%             | 2030-06-24      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                                                      | Azorra Finance Ltd                                                          | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    5200000 | PA      | $5510876.80    | 0.20%             | 2030-04-15      | Fixed         | 7.75%                 | 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      | $9625522.85    | 0.35%             | 2032-11-05      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| 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      | $5362784.35    | 0.19%             | 2032-11-05      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                          | BFLD 2024-VICT Mortgage Trust                                               | CUSIP: 05555VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8247000 | PA      | $8294418.60    | 0.30%             | 2041-07-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                          | BFLD Commercial Mortgage Trust 2025-660F                                    | CUSIP: 05556QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5320000 | PA      | $5343131.36    | 0.19%             | 2042-11-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                             | BPCE SA                                                                     | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    5133000 | PA      | $5447889.48    | 0.20%             | 2029-10-19      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                             | BPCE SA                                                                     | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    4103000 | PA      | $4290011.01    | 0.15%             | 2031-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                              | CUSIP: 05581KAF8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   10548000 | PA      | $10824464.35   | 0.39%             | 2029-06-12      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                                           | BPR Trust 2022-SSP                                                          | CUSIP: 05602HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7975000 | PA      | $7992539.42    | 0.29%             | 2039-05-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust                                                      | BOCA Commercial Mortgage Trust 2025-BOCA                                    | CUSIP: 05619RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5491000 | PA      | $5507296.19    | 0.20%             | 2042-12-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                  | Banco Santander SA                                                          | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    1600000 | PA      | $1630289.38    | 0.06%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                  | Banco Santander SA                                                          | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    9000000 | PA      | $9337234.05    | 0.34%             | 2028-08-08      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                        | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   22576000 | PA      | $22672019.79   | 0.82%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                        | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   32200000 | PA      | $33248654.50   | 1.20%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                                                             | Bank of New York Mellon/The                                                 | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    8125000 | PA      | $8259712.99    | 0.30%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                              | Bank of New York Mellon Corp/The                                            | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    4320000 | PA      | $4443641.21    | 0.16%             | 2031-02-11      | Fixed         | 4.94%                 | 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        |    1903663 | PA      | $1886563.41    | 0.07%             | 2034-10-17      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust                                       | BHG Securitization Trust 2024-1CON                                          | CUSIP: 08862HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1447837 | PA      | $1481568.24    | 0.05%             | 2035-04-17      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                          | Biogen Inc                                                                  | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    9476000 | PA      | $8710639.40    | 0.31%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                              | Blue Owl Credit Income Corp                                                 | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    3773000 | PA      | $3886190.98    | 0.14%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC | Cloud Capital Holdco LP                                                     | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10545000 | PA      | $10630856.34   | 0.38%             | 2049-11-22      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                                            | Brookfield Asset Management Ltd                                             | CUSIP: 113004AB1<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |   13525000 | PA      | $13639127.74   | 0.49%             | 2030-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-GW                                                            | CUSIP: 12433GAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8110000 | PA      | $8144719.72    | 0.29%             | 2042-07-15      | Floating      | 5.60%                 | 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        |   13645000 | PA      | $13634157.41   | 0.49%             | 2027-05-01      | Fixed         | 5.12%                 | 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      | $2712905.62    | 0.10%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                                   | CI Financial Corp                                                           | CUSIP: 125491AT7<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |   10087000 | PA      | $10734630.39   | 0.39%             | 2029-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust                                                                | CHNGE Mortgage Trust 2023-4                                                 | CUSIP: 12569QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2172454 | PA      | $2202002.14    | 0.08%             | 2058-09-25      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| CTR PARTNERSHIP/CARETRST                                                            | CTR Partnership LP / CareTrust Capital Corp                                 | CUSIP: 126458AE8<br>LEI: N/A                  | Long             | DBT              |  | US        |   13723000 | PA      | $13525465.65   | 0.49%             | 2028-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC 2021-BPNY                                                              | CUSIP: 12659XAA4<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    8844962 | PA      | $8587733.95    | 0.31%             | 2026-08-15      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC 2022-CNTR                                                              | CUSIP: 12665CAA2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    1014000 | PA      | $672595.12     | 0.02%             | 2025-01-09      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2025-167G Mortgage Trust                                               | CUSIP: 12674VAA9<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3014126.40    | 0.11%             | 2040-08-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                        | CaixaBank SA                                                                | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   12950000 | PA      | $13455634.82   | 0.49%             | 2030-03-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                              | Canadian Imperial Bank of Commerce                                          | CUSIP: 13607QFE7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   14856000 | PA      | $14975986.12   | 0.54%             | 2031-09-08      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                                            | Castlelake Aircraft Structured Trust 2025-2                                 | CUSIP: 14855XAB0<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |    2729499 | PA      | $2758769.48    | 0.10%             | 2050-08-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                                            | Castlelake Aircraft Structured Trust 2025-1                                 | CUSIP: 14856VAA5<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |   17795530 | PA      | $18105243.42   | 0.65%             | 2050-02-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                            | Celanese US Holdings LLC                                                    | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    7190000 | PA      | $7527824.52    | 0.27%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                        | Centene Corp                                                                | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    9350000 | PA      | $9075518.60    | 0.33%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                        | Centene Corp                                                                | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    5982000 | PA      | $5605876.96    | 0.20%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Champs Trust                                                                        | Champs Trust 2024-1                                                         | CUSIP: 15878AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4489236 | PA      | $4630988.10    | 0.17%             | 2059-07-25      | Variable      | 8.46%                 | No            |                  2 | On Loan: No      |
| Champs Trust                                                                        | Champs Trust 2024-2                                                         | CUSIP: 15878BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2783606 | PA      | $2882584.14    | 0.10%             | 2059-11-25      | Variable      | 9.60%                 | No            |                  2 | On Loan: No      |
| Champs Trust                                                                        | CHAMPS TRUST 2024-3                                                         | CUSIP: 15878CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2474129 | PA      | $2570633.17    | 0.09%             | 2060-01-25      | Variable      | 8.46%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust Series 2025-11                            | CUSIP: 16162QAA0<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |    8148038 | PA      | $8222834.54    | 0.30%             | 2056-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                                           | Chesapeake Funding II LLC                                                   | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    4550935 | PA      | $4606649.43    | 0.17%             | 2036-05-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                                                 | Citadel Finance LLC                                                         | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |    9715000 | PA      | $9921986.92    | 0.36%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                                                          | Citadel LP                                                                  | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1933535.81    | 0.07%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                            | Citizens Financial Group Inc                                                | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    1630000 | PA      | $1675426.49    | 0.06%             | 2031-03-05      | Fixed         | 5.25%                 | 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        |    9923175 | PA      | $11352112.20   | 0.41%             | 2047-04-25      | Fixed         | 5.22%                 | 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      | $13843563.01   | 0.50%             | 2051-12-26      | Fixed         | 3.30%                 | 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      | $11921539.30   | 0.43%             | 2051-12-26      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                    | CUSIP: 20753WAE6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    7343788 | PA      | $7495019.68    | 0.27%             | 2039-10-25      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                    | CUSIP: 20754HAD0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    1866070 | PA      | $1899541.61    | 0.07%             | 2039-07-25      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                    | CUSIP: 20754JAC8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    8751485 | PA      | $8915290.08    | 0.32%             | 2039-09-25      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                    | CUSIP: 20754RAJ5<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    3995262 | PA      | $4133384.20    | 0.15%             | 2041-10-25      | Floating      | 9.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                    | CUSIP: 20754WAC9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    6160406 | PA      | $6276216.09    | 0.23%             | 2040-01-25      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                                                | COPT Defense Properties LP                                                  | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    3513000 | PA      | $3207649.93    | 0.12%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| COPT DEFENSE PROP LP                                                                | COPT Defense Properties LP                                                  | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    2695000 | PA      | $2518338.92    | 0.09%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                  | Credit Agricole SA                                                          | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    8350000 | PA      | $8575505.36    | 0.31%             | 2031-05-27      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                                                      | Crockett Partners Equipment Co IIA LLC                                      | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5132067 | PA      | $5227975.66    | 0.19%             | 2031-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Crossroads Asset Trust                                                              | Crossroads Asset Trust 2024-A                                               | CUSIP: 227927AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2170672 | PA      | $2194317.38    | 0.08%             | 2030-08-20      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                               | DB Master Finance LLC                                                       | CUSIP: 233046AF8<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    3602362 | PA      | $3581917.29    | 0.13%             | 2047-11-20      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                               | DB Master Finance LLC                                                       | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    9028800 | PA      | $8860327.11    | 0.32%             | 2051-11-20      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                                                                 | DataBank Issuer                                                             | CUSIP: 23802WAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6085000 | PA      | $5963824.53    | 0.21%             | 2051-10-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer II, LLC                                                             | DataBank Issuer II LLC                                                      | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10515000 | PA      | $10377807.64   | 0.37%             | 2055-09-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding LLC                                                  | Diamond Infrastructure Funding LLC                                          | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5250000 | PA      | $5103880.95    | 0.18%             | 2049-04-15      | Fixed         | 1.76%                 | 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      | $2923295.10    | 0.11%             | 2049-04-15      | Fixed         | 2.35%                 | 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      | $1455873.02    | 0.05%             | 2049-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Diamond Issuer LLC                                                                  | Diamond Issuer LLC                                                          | CUSIP: 25267TAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13011000 | PA      | $12494222.60   | 0.45%             | 2051-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                                                 | Diebold Nixdorf Inc                                                         | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |    2660000 | PA      | $2837330.90    | 0.10%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                        | DNB Bank ASA                                                                | CUSIP: 25601B2E4<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   14207000 | PA      | $14156377.90   | 0.51%             | 2031-11-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | PURCHASED USD / SOLD DKK                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-229412.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                              | PURCHASED USD / SOLD EUR                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-146856.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                   | PURCHASED USD / SOLD GBP                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-130715.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                              | PURCHASED DKK / SOLD USD                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | DK        |          1 | NC      | $-2500.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                                          | Driven Brands Funding LLC                                                   | CUSIP: 26208LAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12873879 | PA      | $12794924.43   | 0.46%             | 2049-10-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                                          | Driven Brands Funding LLC                                                   | CUSIP: 26209XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1797944 | PA      | $1771941.51    | 0.06%             | 2050-07-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                                          | Driven Brands Funding LLC                                                   | CUSIP: 26209XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4088800 | PA      | $3966518.96    | 0.14%             | 2051-01-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| DURST Commercial Mortgage Trust                                                     | Durst Commercial Mortgage Trust 2025-151                                    | CUSIP: 266895AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3971000 | PA      | $4111261.28    | 0.15%             | 2042-08-10      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                      | EPR Properties                                                              | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    6442000 | PA      | $6494738.27    | 0.23%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                      | EPR Properties                                                              | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    1597000 | PA      | $1549606.82    | 0.06%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                      | EPR Properties                                                              | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    1435000 | PA      | $1332366.10    | 0.05%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                      | EPR Properties                                                              | CUSIP: 26884UAH2<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    9626000 | PA      | $9554579.99    | 0.34%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                                                                  | Enact Holdings Inc                                                          | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |    7950000 | PA      | $8331913.23    | 0.30%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                            | Engie SA                                                                    | CUSIP: 29286DAA3<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    7712000 | PA      | $7973588.57    | 0.29%             | 2029-04-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                      | Enterprise Fleet Financing 2023-1 LLC                                       | CUSIP: 29375CAB5<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |     983600 | PA      | $985112.78     | 0.04%             | 2029-01-22      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                      | Enterprise Fleet Financing 2024-1 LLC                                       | CUSIP: 29375PAB6<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    2426280 | PA      | $2444938.23    | 0.09%             | 2030-03-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| ESSENT GROUP LTD                                                                    | Essent Group Ltd                                                            | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |    8630000 | PA      | $9013661.75    | 0.32%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                              | Extra Space Storage LP                                                      | CUSIP: 30225VAF4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    1683000 | PA      | $1523529.07    | 0.05%             | 2031-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                                         | Extended Stay America Trust 2025-ESH                                        | CUSIP: 30227TAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3045000 | PA      | $3054808.55    | 0.11%             | 2042-10-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                                         | Extended Stay America Trust 2025-ESH                                        | CUSIP: 30227TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3334000 | PA      | $3363212.51    | 0.12%             | 2042-10-15      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                                                            | FHF Issuer Trust 2023-2                                                     | CUSIP: 30333LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2172222 | PA      | $2188617.70    | 0.08%             | 2029-10-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| FS Commerical Mortgage Trust 2023-4SZN                                              | FS Commercial Mortgage Trust 2023-4SZN                                      | CUSIP: 30334RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4304000 | PA      | $4383451.84    | 0.16%             | 2039-11-10      | Fixed         | 7.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                            | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9341839 | PA      | $9482380.91    | 0.34%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                            | CUSIP: 3132DWN82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21916439 | PA      | $22239309.13   | 0.80%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                            | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21430160 | PA      | $21752563.09   | 0.78%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                            | CUSIP: 3132DWNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17309138 | PA      | $17564133.79   | 0.63%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                                    | Freddie Mac Strips                                                          | CUSIP: 3133Q3GP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4270343 | PA      | $4307205.09    | 0.16%             | 2053-10-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                      | Fannie Mae-Aces                                                             | CUSIP: 3136AY2C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3750186 | PA      | $3705132.80    | 0.13%             | 2027-09-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                           | CUSIP: 3136BSFC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4570713 | PA      | $4591133.37    | 0.17%             | 2054-01-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                           | CUSIP: 3136BTLY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4580638 | PA      | $4584176.59    | 0.17%             | 2054-11-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                           | CUSIP: 3136BVMZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9248341 | PA      | $9292466.61    | 0.33%             | 2054-09-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                           | CUSIP: 3136BVYK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6207478 | PA      | $6228696.59    | 0.22%             | 2054-06-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                           | CUSIP: 3136BWXU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12706678 | PA      | $12754426.32   | 0.46%             | 2055-08-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                           | CUSIP: 3136BXHG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11711126 | PA      | $11736042.45   | 0.42%             | 2055-09-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                           | CUSIP: 3136BYEL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7803000 | PA      | $7806903.45    | 0.28%             | 2054-11-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                          | CUSIP: 3137HCFS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7776194 | PA      | $7843561.88    | 0.28%             | 2054-04-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                          | CUSIP: 3137HCV82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7493018 | PA      | $7543999.84    | 0.27%             | 2054-05-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                          | CUSIP: 3137HDXH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6760648 | PA      | $6803903.42    | 0.25%             | 2054-08-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                          | CUSIP: 3137HFDN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2993733 | PA      | $3011352.22    | 0.11%             | 2054-08-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                          | CUSIP: 3137HFS63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7333420 | PA      | $7360362.21    | 0.27%             | 2054-10-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                          | CUSIP: 3137HFW84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6239829 | PA      | $6253337.85    | 0.23%             | 2054-10-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                          | CUSIP: 3137HHNE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10514296 | PA      | $10582313.87   | 0.38%             | 2054-12-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                          | CUSIP: 3137HJX36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4619890 | PA      | $4609677.43    | 0.17%             | 2055-02-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                          | CUSIP: 3137HJX44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7840775 | PA      | $7881104.97    | 0.28%             | 2055-02-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                          | CUSIP: 3137HKE42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1593445 | PA      | $1598344.84    | 0.06%             | 2055-03-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                          | CUSIP: 3137HKU51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9792276 | PA      | $9823447.84    | 0.35%             | 2055-03-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                          | CUSIP: 3137HKWJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5471335 | PA      | $5460645.13    | 0.20%             | 2055-04-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                          | CUSIP: 3137HMBS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8915890 | PA      | $8943081.70    | 0.32%             | 2055-07-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                             | CUSIP: 31418FED5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21276861 | PA      | $21596957.39   | 0.78%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                             | CUSIP: 31418FGY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21603284 | PA      | $21921540.06   | 0.79%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                            | CUSIP: 3142J6BT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20304392 | PA      | $20603513.42   | 0.74%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                                                            | FHF Issuer Trust 2024-1                                                     | CUSIP: 31568AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1057217 | PA      | $1064006.79    | 0.04%             | 2030-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                                         | FIGRE Trust 2025-FL1                                                        | CUSIP: 31684QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6507880 | PA      | $6558988.59    | 0.24%             | 2055-07-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                                         | FIGRE Trust 2025-FL2                                                        | CUSIP: 31684TAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3850874 | PA      | $3862045.39    | 0.14%             | 2055-11-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                    | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    8444000 | PA      | $8819498.18    | 0.32%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                                                            | Fortitude Group Holdings LLC                                                | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    5240000 | PA      | $5461887.33    | 0.20%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GLOBAL FUNDING                                                            | Fortitude Global Funding                                                    | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |    8267000 | PA      | $8278864.22    | 0.30%             | 2028-10-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                               | Foundry JV Holdco LLC                                                       | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   12781000 | PA      | $13384704.91   | 0.48%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2021-DNA7                                     | CUSIP: 35564KNE5<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |    2565000 | PA      | $2701613.70    | 0.10%             | 2041-11-25      | Floating      | 11.67%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA2                                     | CUSIP: 35564KRE1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |    1121898 | PA      | $1127265.46    | 0.04%             | 2042-02-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2024-HQA1                                     | CUSIP: 35564NBW2<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | USGSE             | US        |    6876514 | PA      | $6915196.87    | 0.25%             | 2044-03-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                                   | GLS Auto Select Receivables Trust 2023-2                                    | CUSIP: 36269EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     705335 | PA      | $708605.87     | 0.03%             | 2028-06-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                 | GS Mortgage-Backed Securities Trust 2025-HE1                                | CUSIP: 36272NAA2<br>LEI: 254900RIVK2GCJ08H839 | Long             | ABS-O            | CORP              | US        |    6279103 | PA      | $6298678.36    | 0.23%             | 2055-10-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| GSJP Trust                                                                          | GSJP Trust 2025-BEDS                                                        | CUSIP: 362946AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6960000 | PA      | $6973514.93    | 0.25%             | 2042-12-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                              | General Motors Financial Co Inc                                             | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    3482000 | PA      | $3132770.72    | 0.11%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                              | General Motors Financial Co Inc                                             | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    4155000 | PA      | $4003494.49    | 0.14%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                              | General Motors Financial Co Inc                                             | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    3268000 | PA      | $3262135.25    | 0.12%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Gilead Aviation (Warehouse) LLC                                                     | Gilead Aviation LLC                                                         | CUSIP: 37556TAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6065176 | PA      | $6168453.50    | 0.22%             | 2050-03-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                                              | Global Atlantic Fin Co                                                      | CUSIP: 37959GAA5<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   11445000 | PA      | $11276876.50   | 0.41%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                                              | Global Atlantic Fin Co                                                      | CUSIP: 37959GAB3<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3259786.39    | 0.12%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                                   | GLS Auto Select Receivables Trust 2024-1                                    | CUSIP: 37988XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2218453 | PA      | $2233695.07    | 0.08%             | 2030-03-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                                   | GLS Auto Select Receivables Trust 2024-2                                    | CUSIP: 379924AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     708613 | PA      | $716962.37     | 0.03%             | 2030-06-17      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Goddard Funding LLC                                                                 | Goddard Funding LLC                                                         | CUSIP: 380241AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9240660 | PA      | $9478331.62    | 0.34%             | 2054-10-30      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                 | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   10677000 | PA      | $11029892.68   | 0.40%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                 | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    8556000 | PA      | $8537439.04    | 0.31%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust                                    | GoodLeap Sustainable Home Solutions Trust 2021-5                            | CUSIP: 38237HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1282505 | PA      | $1069825.99    | 0.04%             | 2048-10-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                    | CUSIP: 38381QF71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6985928 | PA      | $7011680.51    | 0.25%             | 2065-08-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                    | CUSIP: 38381UEK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2565103 | PA      | $2570704.71    | 0.09%             | 2055-06-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                    | CUSIP: 38383WQB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11161765 | PA      | $11026494.62   | 0.40%             | 2041-09-20      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                    | CUSIP: 38384CBT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11421952 | PA      | $11444592.22   | 0.41%             | 2053-07-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                    | CUSIP: 38384EDX0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6009132 | PA      | $6037262.29    | 0.22%             | 2053-08-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                    | CUSIP: 38384JNF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3976297 | PA      | $3986063.62    | 0.14%             | 2054-02-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                    | CUSIP: 38384KNV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4631308 | PA      | $4640529.84    | 0.17%             | 2054-03-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                    | CUSIP: 38384W3E3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6246783 | PA      | $6271668.50    | 0.23%             | 2064-09-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                    | CUSIP: 38385BAP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4913705 | PA      | $4930582.26    | 0.18%             | 2054-12-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                    | CUSIP: 38385BP53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9380848 | PA      | $9429431.18    | 0.34%             | 2054-12-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                                    | Great Wolf Trust 2024-WOLF                                                  | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9312000 | PA      | $9336620.93    | 0.34%             | 2039-03-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                                                    | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                     | CUSIP: 403956AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $7023091.60    | 0.25%             | 2037-05-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                             | HCA Inc                                                                     | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   14600000 | PA      | $14471994.06   | 0.52%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HLTN Commercial Mortgage Trust 2024-DPLO                                            | HLTN Commercial Mortgage Trust 2024-DPLO                                    | CUSIP: 40424UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4486900 | PA      | $4500839.00    | 0.16%             | 2041-06-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| HLTN Commercial Mortgage Trust 2024-DPLO                                            | HLTN Commercial Mortgage Trust 2024-DPLO                                    | CUSIP: 40424UAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6280000 | PA      | $6306870.24    | 0.23%             | 2041-06-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC Holdings PLC                                                           | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    9564000 | PA      | $10113570.39   | 0.36%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                                              | HA Sustainable Infrastructure Capital Inc                                   | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   12798000 | PA      | $13042933.37   | 0.47%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                                              | HAT Holdings I LLC / HAT Holdings II LLC                                    | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1463000 | PA      | $1356286.29    | 0.05%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hawaii Hotel Trust                                                                  | Hawaii Hotel Trust 2025-MAUI                                                | CUSIP: 419909AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5195000 | PA      | $5206495.50    | 0.19%             | 2042-03-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                                                                         | Hexcel Corp                                                                 | CUSIP: 428291AN8<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    3793000 | PA      | $3786860.95    | 0.14%             | 2027-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance I Limited                                                  | Horizon Aircraft Finance IV Ltd                                             | CUSIP: 43990EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    8156250 | PA      | $8255630.64    | 0.30%             | 2049-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance I Limited                                                  | Horizon Aircraft Finance II Ltd                                             | CUSIP: 44040HAA0<br>LEI: 549300KSCDSEIWTVMM32 | Long             | ABS-O            | CORP              | KY        |    1249106 | PA      | $1228235.55    | 0.04%             | 2039-07-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance I Limited                                                  | Horizon Aircraft Finance III Ltd                                            | CUSIP: 44040JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2266293 | PA      | $2216016.62    | 0.08%             | 2039-11-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                                                           | HUB International Limited 2025 Term Loan B                                  | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    3360387 | PA      | $3381607.73    | 0.12%             | 2030-06-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | Hyundai Capital America                                                     | CUSIP: 44891ADV6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   13756000 | PA      | $13974654.51   | 0.50%             | 2028-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | Hyundai Capital America                                                     | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    9168000 | PA      | $9172326.65    | 0.33%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HYT Commercial Mortgage Trust 2024-RGCY                                             | HYT Commercial Mortgage Trust 2024-RGCY                                     | CUSIP: 449173AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6758000 | PA      | $6780731.88    | 0.24%             | 2041-09-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| HYT Commercial Mortgage Trust 2024-RGCY                                             | HYT Commercial Mortgage Trust 2024-RGCY                                     | CUSIP: 449173AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4186000 | PA      | $4203227.90    | 0.15%             | 2041-09-15      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                                            | Icon Investments Six DAC                                                    | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    6150000 | PA      | $6278928.85    | 0.23%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                                                   | Imola Merger Corp                                                           | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7075000 | PA      | $6989107.73    | 0.25%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                        | ING Groep NV                                                                | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   13150000 | PA      | $13480293.42   | 0.49%             | 2031-03-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                                                               | Intact Financial Corp                                                       | CUSIP: 45823TAL0<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |   10400000 | PA      | $10762974.77   | 0.39%             | 2032-09-22      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                 | Intesa Sanpaolo SpA                                                         | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   17915000 | PA      | $17923942.09   | 0.65%             | 2026-01-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                                               | INTOWN 2025-STAY Mortgage Trust                                             | CUSIP: 46117WAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13165000 | PA      | $13208133.81   | 0.48%             | 2042-03-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                                                      | Chase Auto Credit Linked Notes Series 2025-1                                | CUSIP: 46591HCS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8861829 | PA      | $8933811.89    | 0.32%             | 2033-02-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                                                      | Chase Auto Credit Linked Notes Series 2025-1                                | CUSIP: 46591HCT5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3584747 | PA      | $3612861.14    | 0.13%             | 2033-02-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2024-HE2                                           | CUSIP: 46593HAA6<br>LEI: 529900ELA1S09AZO9Q54 | Long             | ABS-O            | CORP              | US        |     869412 | PA      | $870547.15     | 0.03%             | 2054-10-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY              | CUSIP: 46642MAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4200000 | PA      | $176400.00     | 0.01%             | 2027-06-10      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY              | CUSIP: 46642MAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1920000 | PA      | $30237.89      | 0.00%             | 2027-06-10      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                         | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   34667000 | PA      | $36524526.85   | 1.32%             | 2029-10-23      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                         | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    9255000 | PA      | $9228909.78    | 0.33%             | 2031-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2023-HE2                                           | CUSIP: 46657FAA3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-O            | CORP              | US        |    2243480 | PA      | $2253679.65    | 0.08%             | 2054-03-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                                              | JW Commercial Mortgage Trust 2024-MRCO                                      | CUSIP: 46657XAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5663000 | PA      | $5683588.40    | 0.20%             | 2039-06-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| JDE PEET'S NV                                                                       | JDE Peet's NV                                                               | CUSIP: 47216QAB9<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    4342000 | PA      | $4207948.74    | 0.15%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                             | Jefferies Financial Group Inc                                               | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    7490000 | PA      | $6521495.66    | 0.24%             | 2032-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                             | Jefferies Financial Group Inc                                               | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    3691000 | PA      | $3276699.20    | 0.12%             | 2031-10-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding, LLC                                                          | Jersey Mike's Funding                                                       | CUSIP: 476681AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11312725 | PA      | $11156294.90   | 0.40%             | 2052-02-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                                         | KeyBank NA/Cleveland OH                                                     | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    5509000 | PA      | $5679007.52    | 0.20%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                                          | LAD Auto Receivables Trust 2024-1                                           | CUSIP: 501689AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1337789 | PA      | $1340010.70    | 0.05%             | 2028-01-18      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                                | LHOME Mortgage Trust 2023-RTL4                                              | CUSIP: 50204VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3012025.80    | 0.11%             | 2028-11-25      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                                | LHOME Mortgage Trust 2024-RTL1                                              | CUSIP: 50205DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3440000 | PA      | $3457400.21    | 0.12%             | 2029-01-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                                | LHOME Mortgage Trust 2023-RTL3                                              | CUSIP: 50205TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1485813 | PA      | $1494396.40    | 0.05%             | 2028-08-25      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                    | LPL Holdings Inc                                                            | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    6515000 | PA      | $6409405.47    | 0.23%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                                                       | Lendbuzz Securitization Trust 2024-1                                        | CUSIP: 525935AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2831192 | PA      | $2847418.08    | 0.10%             | 2029-08-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                                                       | Lendbuzz Securitization Trust 2025-1                                        | CUSIP: 525938AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4848341 | PA      | $4850019.06    | 0.17%             | 2030-10-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                                                       | Lendbuzz Securitization Trust 2024-3                                        | CUSIP: 52609YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3932237 | PA      | $3933905.42    | 0.14%             | 2029-10-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                                                       | Lendbuzz Securitization Trust 2025-2                                        | CUSIP: 52611JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14446618 | PA      | $14519377.19   | 0.52%             | 2030-05-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                                                       | Lendbuzz Securitization Trust 2025-2                                        | CUSIP: 52611JAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4785000 | PA      | $4817519.82    | 0.17%             | 2030-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                            | Liberty Mutual Group Inc                                                    | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    5655000 | PA      | $5577254.61    | 0.20%             | 2051-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                                   | Lithia Motors Inc                                                           | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    6311000 | PA      | $6326611.96    | 0.23%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                                   | Lithia Motors Inc                                                           | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2225541.78    | 0.08%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Loandepot GMSR Master Trust                                                         | LOANDEPOT GMSR Trust                                                        | CUSIP: 53946TAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9720000 | PA      | $9743683.75    | 0.35%             | 2030-05-16      | Floating      | 6.58%                 | 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        |     432862 | PA      | $429180.91     | 0.02%             | 2045-02-15      | Fixed         | 4.33%                 | 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        |      32500 | PA      | $32191.85      | 0.00%             | 2045-02-15      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| MMP Capital                                                                         | MMP Capital 2025-A LLC                                                      | CUSIP: 55317QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3640940 | PA      | $3675198.70    | 0.13%             | 2031-12-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                                      | MVW 2020-1 LLC                                                              | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     165480 | PA      | $163066.23     | 0.01%             | 2037-10-20      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                                                  | Macquarie Bank Ltd                                                          | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    3984000 | PA      | $3813743.52    | 0.14%             | 2030-06-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                                                  | Macquarie Bank Ltd                                                          | CUSIP: 55608PBQ6<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    3700000 | PA      | $3752268.31    | 0.14%             | 2026-12-07      | Fixed         | 5.39%                 | 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        |   12873725 | NS      | $12873724.60   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| MAREX GROUP PLC                                                                     | Marex Group PLC                                                             | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    6123000 | PA      | $6352831.83    | 0.23%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                                              | Marlette Funding Trust 2025-1                                               | CUSIP: 570920AB4<br>LEI: 549300JRCMNFIBT50883 | Long             | ABS-O            | CORP              | US        |   13389000 | PA      | $13463817.73   | 0.49%             | 2035-07-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                                              | Marlette Funding Trust 2025-1                                               | CUSIP: 570920AC2<br>LEI: 549300JRCMNFIBT50883 | Long             | ABS-O            | CORP              | US        |    4493000 | PA      | $4531278.11    | 0.16%             | 2035-07-16      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                               | McGraw-Hill Education Inc                                                   | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    4275000 | PA      | $4299893.33    | 0.16%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                                 | Medline Borrower LP 2025 Incremental Term Loan B                            | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    3930399 | PA      | $3949442.02    | 0.14%             | 2030-10-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust                                          | Mercury Financial Credit Card Master Trust                                  | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13410000 | PA      | $13485990.45   | 0.49%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                                               | Mission Lane Credit Card Master Trust                                       | CUSIP: 60510MCA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6750000 | PA      | $6786026.10    | 0.24%             | 2030-12-16      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Calvert Ultra-Short Investment Grade Etf                                            | Calvert Ultra-Short Investment Grade Etf                                    | CUSIP: 61774R601<br>LEI: 549300RQT9YNL0GPOP12 | Long             | EC               | RF                | US        |      95000 | NS      | $4821250.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Solar Loans LLC                                                              | Mosaic Solar Loan Trust 2019-2                                              | CUSIP: 61945LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1214052 | PA      | $1090117.61    | 0.04%             | 2040-09-20      | Fixed         | 3.28%                 | 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        |    2108912 | PA      | $1756616.45    | 0.06%             | 2043-06-22      | Fixed         | 2.00%                 | 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        |     495395 | PA      | $433661.98     | 0.02%             | 2046-04-20      | Fixed         | 3.10%                 | 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        |    2465514 | PA      | $2096271.89    | 0.08%             | 2046-08-20      | Fixed         | 1.44%                 | 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        |    1900183 | PA      | $1587332.73    | 0.06%             | 2046-08-20      | Fixed         | 2.21%                 | 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        |    4025518 | PA      | $3350602.98    | 0.12%             | 2052-06-20      | Fixed         | 1.44%                 | 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      | $1920949.71    | 0.07%             | 2053-01-21      | Fixed         | 5.95%                 | 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        |    2662730 | PA      | $2153442.09    | 0.08%             | 2046-12-20      | Fixed         | 2.05%                 | 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        |    2322951 | PA      | $2364511.04    | 0.09%             | 2049-10-25      | Floating      | 7.24%                 | 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        |    3027116 | PA      | $3094090.44    | 0.11%             | 2050-03-25      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| NLG GLOBAL FUNDING                                                                  | NLG Global Funding                                                          | CUSIP: 62915W2B8<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |    7498000 | PA      | $7410533.58    | 0.27%             | 2030-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NYO Commercial Mortgage Trust                                                       | NYO Commercial Mortgage Trust 2021-1290                                     | CUSIP: 62955HAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7050000 | PA      | $7050810.75    | 0.25%             | 2038-11-15      | Floating      | 4.96%                 | 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        |     494330 | PA      | $488508.28     | 0.02%             | 2026-07-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NYC Trust                                                                           | NYCT Trust 2024-3ELV                                                        | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7784000 | PA      | $7818794.48    | 0.28%             | 2029-08-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                                              | NRM FNT1 Excess LLC                                                         | CUSIP: 62956YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3983256 | PA      | $4057764.76    | 0.15%             | 2031-11-25      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                   | NatWest Group PLC                                                           | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   14258000 | PA      | $14648072.93   | 0.53%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Trust                                         | Navistar Financial Dealer Note Master Owner Trust II 2025-1                 | CUSIP: 63938PBZ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2804000 | PA      | $2817330.22    | 0.10%             | 2030-09-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Navigator Aviation Ltd                                                              | Navigator 2024-1 Aviation Ltd                                               | CUSIP: 63943DAA7<br>LEI: 984500UF8C3O89B30652 | Long             | ABS-O            | CORP              | KY        |    7824381 | PA      | $7871427.35    | 0.28%             | 2049-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Neighborly Issuer LLC                                                               | Neighborly Issuer LLC                                                       | CUSIP: 64016NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6494000 | PA      | $6239913.16    | 0.22%             | 2051-04-30      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Neighborly Issuer LLC                                                               | Neighborly Issuer 2023-1                                                    | CUSIP: 64016NAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3496138 | PA      | $3547076.22    | 0.13%             | 2053-01-30      | Fixed         | 7.31%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                                              | NRM FHT1 Excess Owner LLC                                                   | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2269636 | PA      | $2317564.61    | 0.08%             | 2032-03-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                                              | NRZ Excess Spread-Collateralized Notes                                      | CUSIP: 65246QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3238773 | PA      | $3186859.08    | 0.11%             | 2026-11-25      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Newtek Small Business Loan Trust                                                    | Newtek Small Business Loan Trust 2023-1                                     | CUSIP: 65254RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4350806 | PA      | $4394297.49    | 0.16%             | 2050-07-25      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                              | NextEra Energy Capital Holdings Inc                                         | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   12954000 | PA      | $13114906.82   | 0.47%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                              | NextEra Energy Capital Holdings Inc                                         | CUSIP: 65339KCM0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    8100000 | PA      | $8253177.64    | 0.30%             | 2028-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust                                               | NextGear Floorplan Master Owner Trust                                       | CUSIP: 65341KBZ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4615000 | PA      | $4680800.67    | 0.17%             | 2029-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                                                | Niagara Mohawk Power Corp                                                   | CUSIP: 65364UAL0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    6200000 | PA      | $6214159.00    | 0.22%             | 2028-12-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Willowbrook Mall                                                                    | NJ 2025-WBRK                                                                | CUSIP: 65486BAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5400000 | PA      | $5472096.48    | 0.20%             | 2035-03-05      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| NRTH PARK Mortgage Trust                                                            | NRTH Commercial Mortgage Trust 2025-PARK                                    | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1845000 | PA      | $1849398.11    | 0.07%             | 2040-10-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                                                           | ORL Trust 2024-GLKS                                                         | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12873871 | PA      | $12910381.30   | 0.47%             | 2039-12-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                                                           | ORL Trust 2024-GLKS                                                         | CUSIP: 67120DAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4102000 | PA      | $4117508.43    | 0.15%             | 2039-12-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                                                           | ORL Trust 2024-GLKS                                                         | CUSIP: 67120DAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3172000 | PA      | $3189102.79    | 0.11%             | 2039-12-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2025-HE1 Trust                                                          | CUSIP: 67121CAA4<br>LEI: 2549002GJHC7CO92J583 | Long             | ABS-O            | CORP              | US        |    9451803 | PA      | $9520584.94    | 0.34%             | 2055-02-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| OAKTREE STRATEGIC CREDIT                                                            | Oaktree Strategic Credit Fund                                               | CUSIP: 67403AAB5<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |    2990000 | PA      | $3223256.51    | 0.12%             | 2028-11-14      | Fixed         | 8.40%                 | No            |                  2 | On Loan: No      |
| OAKTREE STRATEGIC CREDIT                                                            | Oaktree Strategic Credit Fund                                               | CUSIP: 67403AAE9<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |    2255000 | PA      | $2324030.08    | 0.08%             | 2029-07-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| OCCIDENTAL PETROLEUM COR                                                            | Occidental Petroleum Corp                                                   | CUSIP: 674599DU6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    4083000 | PA      | $4387224.33    | 0.16%             | 2029-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                            | Occidental Petroleum Corp                                                   | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   10058000 | PA      | $10314635.80   | 0.37%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                                            | Octane Receivables Trust 2023-1                                             | CUSIP: 67571BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1273 | PA      | $1273.96       | 0.00%             | 2029-05-21      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                                            | Octane Receivables Trust 2024-3                                             | CUSIP: 67571GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4121932 | PA      | $4145818.07    | 0.15%             | 2030-05-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                                    | OneMain Financial Issuance Trust 2022-S1                                    | CUSIP: 68267HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3257827 | PA      | $3257834.09    | 0.12%             | 2035-05-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                                    | OneMain Financial Issuance Trust 2022-2                                     | CUSIP: 68268VAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3910000 | PA      | $3923580.99    | 0.14%             | 2034-10-14      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                                    | OneMain Financial Issuance Trust 2021-1                                     | CUSIP: 68269MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8316000 | PA      | $7882456.15    | 0.28%             | 2036-06-16      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                                 | Oportun Issuance Trust 2021-B                                               | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     786461 | PA      | $772058.08     | 0.03%             | 2031-05-08      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                                 | Oportun Issuance Trust 2021-B                                               | CUSIP: 68377GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     527514 | PA      | $518683.91     | 0.02%             | 2031-05-08      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                                 | Oportun Funding Trust 2024-3                                                | CUSIP: 68377NAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1550000 | PA      | $1553294.84    | 0.06%             | 2029-08-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                                 | Oportun Issuance Trust 2025-A                                               | CUSIP: 68377TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8817000 | PA      | $8817264.51    | 0.32%             | 2033-02-08      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                                 | Oportun Issuance Trust 2025-A                                               | CUSIP: 68377TAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3088000 | PA      | $3087619.25    | 0.11%             | 2033-02-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                                 | Oportun Issuance Trust 2021-C                                               | CUSIP: 68377WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5590485 | PA      | $5499527.46    | 0.20%             | 2031-10-08      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                                 | Oportun Issuance Trust 2021-C                                               | CUSIP: 68377WAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3823851 | PA      | $3766803.79    | 0.14%             | 2031-10-08      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                                 | Oportun Issuance Trust 2025-C                                               | CUSIP: 68378RAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3160000 | PA      | $3166469.15    | 0.11%             | 2033-07-08      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                 | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   11164000 | PA      | $10781023.22   | 0.39%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| OSCAR US Funding Trust                                                              | Oscar US Funding XVII LLC                                                   | CUSIP: 68784BAB0<br>LEI: 353800UI8625NXT7ND41 | Long             | ABS-O            | CORP              | US        |    4114096 | PA      | $4115774.99    | 0.15%             | 2027-12-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| OSCAR US Funding Trust                                                              | Oscar US Funding XVI LLC                                                    | CUSIP: 68784GAB9<br>LEI: 3538004TGTV49T7RNL88 | Long             | ABS-O            | CORP              | JP        |     563254 | PA      | $564096.23     | 0.02%             | 2027-02-10      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                              | Blue Owl Credit Income Corp                                                 | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    2172000 | PA      | $2239802.26    | 0.08%             | 2031-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING                                                               | PK Alift Loan Funding 3 LP                                                  | CUSIP: 69291VAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3416299 | PA      | $3495584.29    | 0.13%             | 2039-09-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                                 | PFS Financing Corp                                                          | CUSIP: 69335PFE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7540000 | PA      | $7622619.55    | 0.27%             | 2029-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                              | PNC Financial Services Group Inc/The                                        | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   14559000 | PA      | $14904869.72   | 0.54%             | 2031-05-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Pnmac Gmsr Issuer Trust                                                             | PNMAC GMSR ISSUER TRUST 2024-GT1                                            | CUSIP: 69354WAJ5<br>LEI: 5493007JEN3QN6CZC711 | Long             | ABS-O            | CORP              | US        |    4600000 | PA      | $4645822.44    | 0.17%             | 2029-03-25      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Pnmac Gmsr Issuer Trust                                                             | PNMAC GMSR ISSUER TRUST 2025-GT1                                            | CUSIP: 69354WAK2<br>LEI: 5493007JEN3QN6CZC711 | Long             | ABS-O            | CORP              | US        |    5275000 | PA      | $5298684.22    | 0.19%             | 2030-08-26      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| PENN Commercial Mortgage Trust                                                      | PENN Commercial Mortgage Trust 2025-P11                                     | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5550000 | PA      | $5691693.72    | 0.21%             | 2042-08-10      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                                                      | PEAC Solutions Receivables 2024-1 LLC                                       | CUSIP: 69433BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2840437 | PA      | $2863288.11    | 0.10%             | 2027-06-21      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                                      | Pagaya AI Debt Grantor Trust 2025-1                                         | CUSIP: 69544NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3915945 | PA      | $3950740.08    | 0.14%             | 2032-07-15      | Fixed         | 5.16%                 | 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        |     458622 | PA      | $452960.53     | 0.02%             | 2029-05-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                          | DOC DR LLC                                                                  | CUSIP: 71951QAC6<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |    6260000 | PA      | $5639350.74    | 0.20%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                                    | Planet Fitness Master Issuer LLC                                            | CUSIP: 72703PAF0<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    8903300 | PA      | $9056454.57    | 0.33%             | 2054-06-05      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                                                         | Post Road Equipment Finance 2024-1 LLC                                      | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1216425 | PA      | $1221864.09    | 0.04%             | 2029-11-15      | Fixed         | 5.59%                 | 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        |     437617 | PA      | $436933.71     | 0.02%             | 2051-07-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| PRMI Securitization Trust                                                           | PRMI Securitization Trust 2025-CMG1                                         | CUSIP: 74291CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6135000 | PA      | $6126885.24    | 0.22%             | 2055-12-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                                                    | Provident Funding Mortgage Trust 2025-3                                     | CUSIP: 74388PAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5366026 | PA      | $5444104.00    | 0.20%             | 2055-08-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                                                    | Provident Funding Mortgage Trust 2025-5                                     | CUSIP: 74388RAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9686310 | PA      | $9775227.29    | 0.35%             | 2055-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                                           | Qorvo Inc                                                                   | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    3060000 | PA      | $2841008.04    | 0.10%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                                            | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                         | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2899839.90    | 0.10%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                                            | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                         | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4751699.00    | 0.17%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RCKT Trust                                                                          | RCKTL 2025-2                                                                | CUSIP: 74939HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4921000 | PA      | $4930278.05    | 0.18%             | 2034-11-27      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                                                    | Radian Group Inc                                                            | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |   14183000 | PA      | $14239115.18   | 0.51%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Radian Mortgage Capital Trust                                                       | Radian Mortgage Capital Trust 2025-J3                                       | CUSIP: 75024RAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3387668 | PA      | $3434488.65    | 0.12%             | 2055-12-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                                                       | Radnor RE 2023-1 Ltd                                                        | CUSIP: 75050KAA4<br>LEI: 254900P3K895250PCC81 | Long             | ABS-MBS          | CORP              | BM        |    1771709 | PA      | $1780615.21    | 0.06%             | 2033-07-25      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                                | Raizen Fuels Finance SA                                                     | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    4429000 | PA      | $3725896.25    | 0.13%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                             | Raymond James Financial Inc                                                 | CUSIP: 754730AJ8<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    2715000 | PA      | $2700511.76    | 0.10%             | 2035-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer, LLC                                           | Retained Vantage Data Centers Issuer LLC                                    | CUSIP: 76134KAA2<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |    8052000 | PA      | $8035087.58    | 0.29%             | 2048-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                | Royal Bank of Canada                                                        | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    4943000 | PA      | $5056849.55    | 0.18%             | 2031-05-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                                                                | Royal Bank of Canada                                                        | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   24147000 | PA      | $24468078.55   | 0.88%             | 2031-08-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                | Royal Bank of Canada                                                        | CUSIP: 78017DAQ1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   11520000 | PA      | $11469206.71   | 0.41%             | 2031-11-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                                             | Saluda Grade Alternative Mortgage Trust 2025-LOC5                           | CUSIP: 79581XAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10913575 | PA      | $10940815.11   | 0.39%             | 2055-10-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                                             | Santander Bank Auto Credit-Linked Notes Series 2023-A                       | CUSIP: 80290CBY9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5595000 | PA      | $5834831.35    | 0.21%             | 2033-06-15      | Fixed         | 13.75%                | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                                             | Santander Bank Auto Credit-Linked Notes Series 2025-A                       | CUSIP: 80290CCR3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4063326 | PA      | $4075394.08    | 0.15%             | 2034-01-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                                             | Santander Bank Auto Credit-Linked Notes Series 2025-A                       | CUSIP: 80290CCS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2720025 | PA      | $2728127.95    | 0.10%             | 2034-01-16      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                                 | Charles Schwab Corp/The                                                     | CUSIP: 808513CG8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    5227000 | PA      | $5285592.84    | 0.19%             | 2026-08-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust                                                       | SDR Commercial Mortgage Trust 2024-DSNY                                     | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5313000 | PA      | $5307080.79    | 0.19%             | 2039-05-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd                                             | SEAGATE DATA STORAGE TECH                                                   | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    5622000 | PA      | $6385643.40    | 0.23%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc                                             | Sedgwick Claims Management Services Inc 2023 Term Loan B                    | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    3940175 | PA      | $3957019.11    | 0.14%             | 2031-07-31      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| ServiceMaster Brands                                                                | ServiceMaster Funding LLC                                                   | CUSIP: 81761TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5340744 | PA      | $5086683.93    | 0.18%             | 2051-01-30      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| ServiceMaster Brands                                                                | ServiceMaster Funding LLC                                                   | CUSIP: 81761TAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4015068 | PA      | $3768454.60    | 0.14%             | 2051-07-30      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer, LLC                                                          | SERVPRO Master Issuer LLC                                                   | CUSIP: 817743AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6026050 | PA      | $5705265.28    | 0.21%             | 2051-04-25      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer, LLC                                                          | SERVPRO Master Issuer LLC                                                   | CUSIP: 817743AL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6999000 | PA      | $6987185.69    | 0.25%             | 2055-10-25      | Fixed         | 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        |   13133000 | PA      | $13214946.37   | 0.48%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                    | Societe Generale SA                                                         | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    9352000 | PA      | $9646448.28    | 0.35%             | 2031-05-22      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                    | Societe Generale SA                                                         | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    5155000 | PA      | $5259731.45    | 0.19%             | 2029-05-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                                                    | SoFi Consumer Loan Program 2025-2 Trust                                     | CUSIP: 83407HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6555000 | PA      | $6624866.47    | 0.24%             | 2034-06-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Springcastle SPV                                                                    | SpringCastle America Funding LLC                                            | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5637093 | PA      | $5331049.60    | 0.19%             | 2037-09-25      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                                            | Smyrna Ready Mix Concrete LLC                                               | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    5480000 | PA      | $5509548.16    | 0.20%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SER                                                            | Stellantis Financial Services US Corp                                       | CUSIP: 85855FAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15252000 | PA      | $15496333.07   | 0.56%             | 2030-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                                                     | Stream Innovations 2024-1 Issuer Trust                                      | CUSIP: 86324CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2841140 | PA      | $2956261.99    | 0.11%             | 2044-07-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                  | Subway Funding LLC                                                          | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5405775 | PA      | $5396233.48    | 0.19%             | 2054-07-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                  | Subway Funding LLC                                                          | CUSIP: 864300AJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2072070 | PA      | $2059482.38    | 0.07%             | 2054-07-30      | Fixed         | 5.57%                 | 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        |    6625229 | PA      | $4931356.55    | 0.18%             | 2048-07-20      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                                                  | Sunnova Helios IX Issuer LLC                                                | CUSIP: 86744VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3370523 | PA      | $2964180.14    | 0.11%             | 2049-08-20      | Fixed         | 5.00%                 | 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        |    6629853 | PA      | $5322437.43    | 0.19%             | 2055-11-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                                                  | Sunnova Helios IV Issuer LLC                                                | CUSIP: 86746CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2418448 | PA      | $2153371.65    | 0.08%             | 2047-06-20      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                                                  | Sunnova Helios V Issuer LLC                                                 | CUSIP: 86746EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     889800 | PA      | $704286.12     | 0.03%             | 2048-02-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                                                  | Sunnova Helios V Issuer LLC                                                 | CUSIP: 86746EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1856843 | PA      | $831276.84     | 0.03%             | 2048-02-20      | Fixed         | 3.15%                 | 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        |    1581635 | PA      | $1444208.12    | 0.05%             | 2057-01-30      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                                         | Swedbank AB                                                                 | CUSIP: 87020PAX5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   11147000 | PA      | $11312277.68   | 0.41%             | 2026-09-12      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                                                              | Synovus Financial Corp                                                      | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |    7186000 | PA      | $7470404.27    | 0.27%             | 2030-11-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                      | TD SYNNEX Corp                                                              | CUSIP: 87162WAM2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    6473000 | PA      | $6462618.67    | 0.23%             | 2029-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SYNOVUS BANK GA                                                                     | Synovus Bank/Columbus GA                                                    | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4189510.34    | 0.15%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                    | T-Mobile USA Inc                                                            | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   14050000 | PA      | $12839840.20   | 0.46%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| TYSN 2023-CRNR Mortgage Trust                                                       | TYSN 2023-CRNR Mortgage Trust                                               | CUSIP: 87332PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4465000 | PA      | $4704043.60    | 0.17%             | 2033-12-10      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                                            | TerraForm Power Operating LLC                                               | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5997702.60    | 0.22%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization LLC                                     | Tesla Lease Electric Vehicle Securitization 2025-A LLC                      | CUSIP: 88162VAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9500000 | PA      | $9555037.30    | 0.34%             | 2028-11-20      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                                                            | Texas Capital Bancshares Inc                                                | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |    3909000 | PA      | $3862910.54    | 0.14%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Theorem Funding Trust                                                               | Theorem Funding Trust 2022-3                                                | CUSIP: 882925AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9346890 | PA      | $9404878.21    | 0.34%             | 2029-04-15      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2025-HE2                                          | CUSIP: 89183PAA4<br>LEI: 254900HCCXAYNB40M417 | Long             | ABS-O            | CORP              | US        |    6569246 | PA      | $6585644.62    | 0.24%             | 2065-09-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                                                     | Trans Union LLC 2024 Term Loan B9                                           | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    3950150 | PA      | $3962099.20    | 0.14%             | 2031-06-24      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                               | Truist Financial Corp                                                       | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    5978000 | PA      | $6026932.68    | 0.22%             | 2027-06-08      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes                                                | Truist Bank Auto Credit-Linked Notes Series 2025-1                          | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7106438 | PA      | $7121592.84    | 0.26%             | 2033-09-26      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| TX Trust 24-HOU                                                                     | TX Trust 2024-HOU                                                           | CUSIP: 90216DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4845000 | PA      | $4854040.77    | 0.17%             | 2039-06-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| USI Inc                                                                             | USI Inc 2024 Term Loan D                                                    | CUSIP: 90351NAR6<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |    3930250 | PA      | $3943573.55    | 0.14%             | 2029-11-21      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS Group AG                                                                | CUSIP: 90352JAC7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   26750000 | PA      | $26756442.20   | 0.96%             | 2028-03-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                               | Uber Technologies Inc                                                       | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    6150000 | PA      | $6162287.70    | 0.22%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                         | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  101383000 | PA      | $99149405.78   | 3.57%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                         | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10065000 | PA      | $8800191.24    | 0.32%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                         | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  117396000 | PA      | $118454995.27  | 4.27%             | 2026-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UPX HIL 2025-1 Issuer Trust                                                         | UPX HIL 2025-1 Issuer Trust                                                 | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1379345 | PA      | $1391113.58    | 0.05%             | 2047-01-25      | Fixed         | 5.16%                 | 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      | $9569733.88    | 0.34%             | 2045-09-15      | Fixed         | 1.99%                 | 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      | $3587324.57    | 0.13%             | 2046-10-15      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                                                                       | Videotron Ltd                                                               | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    8400000 | PA      | $8182779.61    | 0.29%             | 2029-06-15      | Fixed         | 3.62%                 | 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        |    5651188 | PA      | $5298307.04    | 0.19%             | 2051-07-31      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| CALVERT IMPACT CAPITAL NOTE                                                         | CALVERT IMPACT CAPITAL NOTE                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3548510.00    | 0.13%             | 2028-12-15      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                            | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9974990.40    | 0.36%             | 2026-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                                                  | Wendy's Funding LLC                                                         | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    3099474 | PA      | $3050078.75    | 0.11%             | 2048-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CALVERT IMPACT CAPITAL NOTE                                                         | CALVERT IMPACT CAPITAL NOTE                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1521735.00    | 0.05%             | 2029-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                               | Westlake Automobile Receivables Trust 2024-1                                | CUSIP: 96043RAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4378000 | PA      | $4397178.70    | 0.16%             | 2027-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                                                  | Willis Engine Structured Trust VIII                                         | CUSIP: 97063RAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7912345 | PA      | $8051435.96    | 0.29%             | 2050-06-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                            | Willis North America Inc                                                    | CUSIP: 970648AP6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    7130000 | PA      | $7141688.42    | 0.26%             | 2031-03-15      | Fixed         | 4.55%                 | 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        |     539428 | PA      | $523337.28     | 0.02%             | 2045-03-15      | Fixed         | 4.21%                 | 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        |     422523 | PA      | $417899.62     | 0.02%             | 2045-03-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                                                  | Willis Engine Structured Trust IX                                           | CUSIP: 970910AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7127000 | PA      | $7155559.31    | 0.26%             | 2050-12-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Wingspire Equipment Finance LLC                                                     | Wingspire Equipment Finance 2024-1 LLC                                      | CUSIP: 97415AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3349525 | PA      | $3370078.02    | 0.12%             | 2032-09-20      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Jersey Borrower SPV Limited                                    | Vantage Data Centers Jersey Borrower Spv Ltd                                | CUSIP: 000000000<br>LEI: 213800S5S638C9IBQ379 | Long             | ABS-O            | CORP              | JE        |    2575000 | PA      | $3557864.89    | 0.13%             | 2039-05-28      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                             | Romanian Government International Bond                                      | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    7166000 | PA      | $8627950.94    | 0.31%             | 2031-09-24      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                             | Nykredit Realkredit A/S                                                     | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |  138896000 | PA      | $21012957.63   | 0.76%             | 2056-10-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS GERMANY BORROWER LUX S.A R.L.                                  | Vantage Data Centers Germany Borrower Lux Sarl                              | CUSIP: 000000000<br>LEI: 2549008VW14T3IH21H24 | Long             | ABS-O            | CORP              | LU        |    8137000 | PA      | $9669215.77    | 0.35%             | 2050-06-28      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Caister Finance                                                                     | Caister Finance DAC                                                         | CUSIP: 000000000<br>LEI: 635400IBLLJ9RCTGJN46 | Long             | ABS-MBS          | CORP              | IE        |    5170000 | PA      | $7026794.82    | 0.25%             | 2035-08-17      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US LONG BOND(CBT) MAR26                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -8 | NC      | $11304.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US 10YR NOTE (CBT)MAR26                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -1126 | NC      | $900608.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US 5YR NOTE (CBT) MAR26                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       2888 | NC      | $-1219217.13   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US 2YR NOTE (CBT) MAR26                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       2253 | NC      | $-263707.87    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US 10YR ULTRA FUT MAR26                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -523 | NC      | $416366.57     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TK Elevator Midco GmbH                                                              | TK Elevator Midco GmbH 2025 USD Term Loan B                                 | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |    3930523 | PA      | $3959431.81    | 0.14%             | 2030-04-30      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                                                        | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |    6992715 | NS      | $6992715.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ICON Luxembourg SARL                                                                | ICON Luxembourg SARL 2024 LUX Term Loan B                                   | CUSIP: 000000000<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |     986286 | PA      | $995996.08     | 0.04%             | 2028-07-03      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| PRA Health Sciences Inc                                                             | PRA Health Sciences Inc 2024 US Term Loan B                                 | CUSIP: 000000000<br>LEI: 549300R1HR1VWWHIAK47 | Long             | LON              | CORP              | US        |     245734 | PA      | $248153.06     | 0.01%             | 2028-07-03      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-29

**Name of Applicant:** Calvert Fund

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer