# EDGAR Filing Document

**Accession Number:** 0000701039
**File Stem:** 0001752724-23-049195
**Filing Date:** 2023-3
**Character Count:** 139569
**Document Hash:** bacc4eca35db4d005556485836ea177f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-049195.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-049195

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20230930

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03416
- **FILM NUMBER:** 23690906

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

Calvert

Ultra-Short Duration Income Fund

December 31, 2022

Schedule of Investments (Unaudited)

------

Asset-Backed Securities — 16.6%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| AmeriCredit Automobile Receivables Trust, Series 2020-3, Class A3, 0.53%, 6/18/25 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2439 | $2411028 |
| Amur Equipment Finance Receivables IX, LLC, Series 2021-1A, Class A2, 0.75%, 11/20/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2057 | &nbsp;&nbsp; 1982840 |
| BHG Securitization Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-B, Class A, 0.90%, 10/17/34<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4499 | &nbsp;&nbsp; 4237553 |
| &nbsp;&nbsp;&nbsp;Series 2022-B, Class A, 3.75%, 6/18/35<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1449 | &nbsp;&nbsp; 1426434 |
| Chesapeake Funding II, LLC, Series 2020-1A, Class A2, 4.968%, (1 mo. USD LIBOR + 0.65%), 8/15/32<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432 | &nbsp;&nbsp; 431923 |
| CNH Equipment Trust, Series 2022-B, Class A2, 3.94%, 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp; 671747 |
| Coinstar Funding, LLC, Series 2017-1A, Class A2, 5.216%, 4/25/47<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3466 | &nbsp;&nbsp; 2664340 |
| Conn's Receivables Funding, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-A, Class A, 1.05%, 5/15/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18488 |
| &nbsp;&nbsp;&nbsp;Series 2021-A, Class C, 4.59%, 5/15/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7645037 |
| &nbsp;&nbsp;&nbsp;Series 2022-A, Class A, 5.87%, 12/15/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4626 | &nbsp;&nbsp;&nbsp;&nbsp;4618607 |
| Consumer Loan Underlying Bond (CLUB) Credit Trust, Series 2020-P1, Class C, 4.61%, 3/15/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967010 |
| Crossroads Asset Trust, Series 2021-A, Class A2, 0.82%, 3/20/24<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355699 |
| Donlen Fleet Lease Funding 2, LLC, Series 2021-2, Class A1, 4.604%, (1 mo. USD LIBOR + 0.33%), 12/11/34<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2203 | &nbsp;&nbsp;&nbsp;&nbsp;2193992 |
| Ford Credit Auto Owner Trust, Series 2022-C, Class A2A, 4.52%, 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1880 | &nbsp;&nbsp;&nbsp;&nbsp;1873843 |
| GM Financial Automobile Leasing Trust, Series 2021-1, Class A3, 0.26%, 2/20/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4025 | &nbsp;&nbsp;&nbsp;&nbsp;3990813 |
| Hilton Grand Vacations Trust, Series 2020-AA, Class A, 2.74%, 2/25/39<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720604 |
| Hyundai Auto Receivables Trust, Series 2022-C, Class A2A, 5.35%, 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4009365 |
| JPMorgan Chase Bank, NA: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-2, Class B, 0.889%, 12/26/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925053 |
| &nbsp;&nbsp;&nbsp;Series 2021-3, Class B, 0.76%, 2/26/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1323 | &nbsp;&nbsp;&nbsp;&nbsp;1246771 |
| &nbsp;&nbsp;&nbsp;Series 2021-3, Class C, 0.86%, 2/26/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1477 | &nbsp;&nbsp;&nbsp;&nbsp;1390319 |
| &nbsp;&nbsp;&nbsp;Series 2021-3, Class D, 1.009%, 2/26/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553650 |
| Lendingpoint Asset Securitization Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2022-A, Class A, 1.68%, 6/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2730 | &nbsp;&nbsp;&nbsp;&nbsp;2699499 |
| &nbsp;&nbsp;&nbsp;Series 2022-C, Class A, 6.56%, 2/15/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7446 | &nbsp;&nbsp;&nbsp;&nbsp;7415790 |
| LL ABS Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-1A, Class B, 3.79%, 1/17/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140289 |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class A, 1.07%, 5/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529820 |
| &nbsp;&nbsp;&nbsp;Series 2022-1A, Class A, 3.76%, 11/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4749 | &nbsp;&nbsp;&nbsp;&nbsp;4651912 |
| Marlette Funding Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-4A, Class C, 3.76%, 12/17/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1652 | &nbsp;&nbsp;&nbsp;&nbsp;1620098 |
| &nbsp;&nbsp;&nbsp;Series 2020-2A, Class C, 2.83%, 9/16/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125341 |
| &nbsp;&nbsp;&nbsp;Series 2021-2A, Class A, 0.51%, 9/15/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67734 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Marlette Funding Trust: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-3A, Class A, 0.65%, 12/15/31<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;886 | $874580 |
| MVW, LLC, Series 2020-1A, Class A, 1.74%, 10/20/37<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp; 159287 |
| Octane Receivables Trust, Series 2021-2A, Class A, 1.21%, 9/20/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1581 | &nbsp;&nbsp; 1504002 |
| Oportun Funding, LLC, Series 2022-1, Class A, 3.25%, 6/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8365 | &nbsp;&nbsp; 8184063 |
| Oscar US Funding XII, LLC, Series 2021-1A, Class A2, 0.40%, 3/11/24<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192 | &nbsp;&nbsp; 191697 |
| Pagaya AI Debt Selection Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-1, Class A, 1.18%, 11/15/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3037 | &nbsp;&nbsp; 2992019 |
| &nbsp;&nbsp;&nbsp;Series 2021-2, 3.00%, 1/25/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1839 | &nbsp;&nbsp; 1713554 |
| &nbsp;&nbsp;&nbsp;Series 2021-3, Class A, 1.15%, 5/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3215 | &nbsp;&nbsp;&nbsp;&nbsp;3133131 |
| &nbsp;&nbsp;&nbsp;Series 2021-5, Class A, 1.53%, 8/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2502 | &nbsp;&nbsp;&nbsp;&nbsp;2413237 |
| &nbsp;&nbsp;&nbsp;Series 2021-HG1, Class A, 1.22%, 1/16/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1836 | &nbsp;&nbsp;&nbsp;&nbsp;1733033 |
| PenFed Auto Receivables Owner Trust, Series 2022-A, Class A2, 3.83%, 12/16/24<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2283638 |
| Prodigy Finance CM DAC, Series 2021-1A, Class A, 5.639%, (1 mo. USD LIBOR + 1.25%), 7/25/51<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2492 | &nbsp;&nbsp;&nbsp;&nbsp;2410056 |
| Prosper Marketplace Issuance Trust, Series 2019-4A, Class C, 4.95%, 2/17/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1693 | &nbsp;&nbsp;&nbsp;&nbsp;1672526 |
| Purchasing Power Funding, LLC, Series 2021-A, Class A, 1.57%, 10/15/25<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5740 | &nbsp;&nbsp;&nbsp;&nbsp;5580050 |
| Santander Drive Auto Receivables Trust, Series 2022-5, Class A2, 3.98%, 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2120 | &nbsp;&nbsp;&nbsp;&nbsp;2109523 |
| SoFi Consumer Loan Program Trust, Series 2022-1S, Class A, 6.21%, 4/15/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;8202112 |
| SpringCastle America Funding, LLC, Series 2020-AA, Class A, 1.97%, 9/25/37<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2343 | &nbsp;&nbsp;&nbsp;&nbsp;2115734 |
| Stack Infrastructure Issuer, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-1A, Class A2, 4.54%, 2/25/44<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25350 |
| &nbsp;&nbsp;&nbsp;Series 2020-1A, Class A2, 1.893%, 8/25/45<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1525 | &nbsp;&nbsp;&nbsp;&nbsp;1358881 |
| Theorem Funding Trust, Series 2022-3A, Class A, 7.60%, 4/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7032 | &nbsp;&nbsp;&nbsp;&nbsp;7010867 |
| Upstart Pass-Through Trust, Series 2020-ST2, Class A, 3.50%, 3/20/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3724 | &nbsp;&nbsp;&nbsp;&nbsp;3638540 |
| Upstart Securitization Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-1, Class C, 4.899%, 4/22/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1572 | &nbsp;&nbsp;&nbsp;&nbsp;1540859 |
| &nbsp;&nbsp;&nbsp;Series 2021-3, Class A, 0.83%, 7/20/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590469 |
| &nbsp;&nbsp;&nbsp;Series 2021-4, Class A, 0.84%, 9/20/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2669 | &nbsp;&nbsp;&nbsp;&nbsp;2584090 |
| &nbsp;&nbsp;&nbsp;Series 2021-5 , Class A, 1.31%, 11/20/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;653902 |
| Vantage Data Centers Issuer, LLC, Series 2020-2A, Class A2, 1.992%, 9/15/45<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4955 | &nbsp;&nbsp;&nbsp;&nbsp;4081314 |
| Verizon Owner Trust, Series 2020-2A, Class A1B, 4.623%, (1 mo. USD LIBOR + 0.27%), 7/22/24<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2126 | &nbsp;&nbsp;&nbsp;&nbsp;2125073 |

---

------

Calvert

Ultra-Short Duration Income Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| World Omni Auto Receivables Trust, Series 2022-D, Class A2A, 5.51%, 3/16/26 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2338 | $2343826 |
| Total Asset-Backed Securities<br> (identified cost $138,967,757) |  | **$134811012** |

---

Collateralized Mortgage Obligations — 4.2%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Bellemeade Re, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class M1A, 5.678%, (30-day average SOFR + 1.75%), 3/25/31<sup>(1)(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2238 | $2231809 |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class M1B, 6.128%, (30-day average SOFR + 2.20%), 3/25/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp; 1482952 |
| &nbsp;&nbsp;&nbsp;Series 2021-2A, Class M1A, 5.128%, (30-day average SOFR + 1.20%), 6/25/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4654 | &nbsp;&nbsp; 4617839 |
| &nbsp;&nbsp;&nbsp;Series 2021-3A, Class M1A, 4.928%, (30-day average SOFR + 1.00%), 9/25/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3431 | &nbsp;&nbsp; 3367873 |
| Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2018-DNA1, Class M2AT, 5.439%, (1 mo. USD LIBOR + 1.05%), 7/25/30<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp; 924905 |
| &nbsp;&nbsp;&nbsp;Series 2019-DNA4, Class M2, 6.339%, (1 mo. USD LIBOR + 1.95%), 10/25/49<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172 | &nbsp;&nbsp; 172643 |
| &nbsp;&nbsp;&nbsp;Series 2021-DNA3, Class M1, 4.678%, (30-day average SOFR + 0.75%), 10/25/33<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728 | &nbsp;&nbsp; 723288 |
| &nbsp;&nbsp;&nbsp;Series 2022-DNA2, Class M1A, 5.228%, (30-day average SOFR + 1.30%), 2/25/42<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4428 | &nbsp;&nbsp;&nbsp;&nbsp;4387494 |
| &nbsp;&nbsp;&nbsp;Series 2022-HQA1, Class M1A, 6.028%, (30-day average SOFR + 2.10%), 3/25/42<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1995 | &nbsp;&nbsp;&nbsp;&nbsp;1990329 |
| Federal National Mortgage Association Connecticut Avenue Securities: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2014-C03, Class 2M2, 7.289%, (1 mo. USD LIBOR + 2.90%), 7/25/24<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22165 |
| &nbsp;&nbsp;&nbsp;Series 2014-C04, Class 1M2, 9.289%, (1 mo. USD LIBOR + 4.90%), 11/25/24<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4310 | &nbsp;&nbsp;&nbsp;&nbsp;4526176 |
| &nbsp;&nbsp;&nbsp;Series 2019-R02, Class 1M2, 6.689%, (1 mo. USD LIBOR + 2.30%), 8/25/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142067 |
| &nbsp;&nbsp;&nbsp;Series 2019-R06, Class 2B1, 8.139%, (1 mo. USD LIBOR + 3.75%), 9/25/39<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1705 | &nbsp;&nbsp;&nbsp;&nbsp;1680243 |
| &nbsp;&nbsp;&nbsp;Series 2019-R06, Class 2M2, 6.489%, (1 mo. USD LIBOR + 2.10%), 9/25/39<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426605 |
| PNMAC GMSR Issuer Trust, Series 2018-GT1, Class A, 7.239%, (1 mo. USD LIBOR + 2.85%), 2/25/23<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2628 | &nbsp;&nbsp;&nbsp;&nbsp;2578982 |
| RESIMAC Bastille Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2018-1NCA, Class A1, 5.022%, (1 mo. USD LIBOR + 0.85%), 12/5/59<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214527 |
| &nbsp;&nbsp;&nbsp;Series 2021-2NCA, Class A1B, 5.048%, (SOFR + 0.74%), 2/3/53<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3437 | &nbsp;&nbsp;&nbsp;&nbsp;3403821 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| RESIMAC Premier Trust, Series 2020-1A, Class A1A, 5.267%, (1 mo. USD LIBOR + 1.05%), 2/7/52<sup>(1)(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1091 | $1086703 |
| Total Collateralized Mortgage Obligations<br> (identified cost $34,259,818) |  | **$33980421** |

---

Commercial Mortgage-Backed Securities — 6.2%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| BBCMS Mortgage Trust, Series 2017-DELC, Class A, 5.293%, (1 mo. USD LIBOR + 0.975%), 8/15/36<sup>(1)(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4321 | $4248245 |
| BX Commercial Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-XL, Class A, 5.37%, (SOFR + 1.034%), 10/15/36<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10818 | &nbsp;&nbsp; 10692154 |
| &nbsp;&nbsp;&nbsp;Series 2021-VOLT, Class B, 5.268%, (1 mo. USD LIBOR + 0.95%), 9/15/36<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4129 | &nbsp;&nbsp; 3901357 |
| &nbsp;&nbsp;&nbsp;Series 2021-VOLT, Class C, 5.418%, (1 mo. USD LIBOR + 1.10%), 9/15/36<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1908 | &nbsp;&nbsp; 1795315 |
| &nbsp;&nbsp;&nbsp;Series 2021-VOLT, Class D, 5.968%, (1 mo. USD LIBOR + 1.65%), 9/15/36<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1427 | &nbsp;&nbsp; 1339262 |
| Extended Stay America Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-ESH, Class A, 5.398%, (1 mo. USD LIBOR + 1.08%), 7/15/38<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7408 | &nbsp;&nbsp; 7205892 |
| &nbsp;&nbsp;&nbsp;Series 2021-ESH, Class B, 5.698%, (1 mo. USD LIBOR + 1.38%), 7/15/38<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3127 | &nbsp;&nbsp; 3011232 |
| Federal National Mortgage Association Multifamily Connecticut Avenue Securities Trust, Series 2020-01, Class M7, 6.339%, (1 mo. USD LIBOR + 1.95%), 3/25/50<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698172 |
| Hawaii Hotel Trust, Series 2019-MAUI, Class A, 5.468%, (1 mo. USD LIBOR + 1.15%), 5/15/38<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3132 | &nbsp;&nbsp;&nbsp;&nbsp;3046672 |
| Morgan Stanley Capital I Trust, Series 2019-BPR, Class A, 5.968%, (1 mo. USD LIBOR + 1.65%), 5/15/36<sup>(1)(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5629 | &nbsp;&nbsp;&nbsp;&nbsp;5387954 |
| VMC Finance, LLC, Series 2021-HT1, Class A, 5.989%, (1 mo. USD LIBOR + 1.65%), 1/18/37<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9042 | &nbsp;&nbsp;&nbsp;&nbsp;8755458 |
| Total Commercial Mortgage-Backed Securities<br> (identified cost $51,487,482) |  | **$50081713** |

---

Corporate Bonds — 58.0%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Basic Materials — 0.4% | Basic Materials — 0.4% |  |
| Celanese US Holdings, LLC, 5.90%, 7/5/24 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | $3000813 |
|  |  | **$3000813** |
| Communications — 3.2% | Communications — 3.2% |  |
| CCO Holdings, LLC/CCO Holdings Capital Corp., 5.125%, 5/1/27<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7010 | $6549233 |

---

------

Calvert

Ultra-Short Duration Income Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Communications (continued) | Communications (continued) |  |
| Rogers Communications, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 3/15/25<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | $4768239 |
| &nbsp;&nbsp;&nbsp;4.10%, 10/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp; 6446174 |
| Sprint Corp., 7.875%, 9/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp; 3048558 |
| Verizon Communications, Inc., 4.823%, (SOFR + 0.50%), 3/22/24<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 4962568 |
|  |  | **$25774772** |
| Consumer, Cyclical — 5.6% | Consumer, Cyclical — 5.6% |  |
| Brunswick Corp., 0.85%, 8/18/24 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3575 | $3305078 |
| Daimler Trucks Finance North America, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;4.779%, (SOFR + 0.50%), 6/14/23<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2996509 |
| &nbsp;&nbsp;&nbsp;4.918%, (SOFR + 0.60%), 12/14/23<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7456076 |
| Delta Air Lines, Inc./SkyMiles IP, Ltd., 4.50%, 10/20/25<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4788 | &nbsp;&nbsp;&nbsp;&nbsp;4673686 |
| General Motors Financial Co., Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;4.416%, (SOFR + 0.62%), 10/15/24<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11698 | &nbsp;&nbsp;&nbsp;&nbsp;11372987 |
| &nbsp;&nbsp;&nbsp;4.992%, (SOFR + 1.30%), 4/7/25<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1908 | &nbsp;&nbsp;&nbsp;&nbsp;1860893 |
| Genuine Parts Co., 1.75%, 2/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790548 |
| Hyatt Hotels Corp., 1.30%, 10/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7349 | &nbsp;&nbsp;&nbsp;&nbsp;7145785 |
| Nordstrom, Inc., 2.30%, 4/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1572 | &nbsp;&nbsp;&nbsp;&nbsp;1475817 |
| Warnermedia Holdings, Inc., 6.092%, (SOFR + 1.78%), 3/15/24<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp;&nbsp;&nbsp;4536660 |
|  |  | **$45614039** |
| Consumer, Non-cyclical — 5.2% | Consumer, Non-cyclical — 5.2% |  |
| Baxter International, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;4.495%, (SOFR + 0.26%), 12/1/23<sup>(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;$2977426 |
| &nbsp;&nbsp;&nbsp;4.654%, (SOFR + 0.44%), 11/29/24<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2944113 |
| Centene Corp., 4.25%, 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5170375 |
| JDE Peet's NV, 0.80%, 9/24/24<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6397859 |
| Kraft Heinz Foods Co., 3.875%, 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;3062317 |
| PerkinElmer, Inc., 0.85%, 9/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7017 | &nbsp;&nbsp;&nbsp;&nbsp;6507009 |
| Royalty Pharma PLC, 0.75%, 9/2/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2422616 |
| Thermo Fisher Scientific, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;4.16%, (SOFR + 0.35%), 4/18/23<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5375 | &nbsp;&nbsp;&nbsp;&nbsp;5363164 |
| &nbsp;&nbsp;&nbsp;4.34%, (SOFR + 0.53%), 10/18/24<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1765 | &nbsp;&nbsp;&nbsp;&nbsp;1748840 |
| Zimmer Biomet Holdings, Inc., 1.45%, 11/22/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;5768379 |
|  |  | **$42362098** |
| Energy — 0.2% | Energy — 0.2% |  |
| NuStar Logistics, L.P., 5.75%, 10/1/25 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1404 | &nbsp;&nbsp;&nbsp;$1352127 |
|  |  | &nbsp;&nbsp;&nbsp;**$1352127** |
| Financial — 39.0% | Financial — 39.0% |  |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust: |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 10/29/24 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;$2760673 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Financial (continued) | Financial (continued) |  |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;4.125%, 7/3/23 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | $2979360 |
| &nbsp;&nbsp;&nbsp;5.003%, (SOFR + 0.68%), 9/29/23<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp; 6872576 |
| Ally Financial, Inc., 1.45%, 10/2/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp; 12606145 |
| Banco Santander S.A.: |  |  |
| &nbsp;&nbsp;&nbsp;5.147%, 8/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp; 2969792 |
| &nbsp;&nbsp;&nbsp;5.782%, (3 mo. USD LIBOR + 1.09%), 2/23/23<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3330 | &nbsp;&nbsp; 3332501 |
| Bank of America Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;4.684%, (SOFR + 0.73%), 10/24/24<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13800 | &nbsp;&nbsp;&nbsp;13676743 |
| &nbsp;&nbsp;&nbsp;4.763%, (SOFR + 0.66%), 2/4/25<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;10853271 |
| &nbsp;&nbsp;&nbsp;5.068%, (SOFR + 1.10%), 4/25/25<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5055 | &nbsp;&nbsp;&nbsp;&nbsp;5027213 |
| Bank of Montreal: |  |  |
| &nbsp;&nbsp;&nbsp;4.623%, (SOFR + 0.35%), 12/8/23<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;4185976 |
| &nbsp;&nbsp;&nbsp;4.983%, (SOFR + 0.71%), 3/8/24<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3981876 |
| Bank of Nova Scotia (The): |  |  |
| &nbsp;&nbsp;&nbsp;0.55%, 9/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2519310 |
| &nbsp;&nbsp;&nbsp;4.241%, (SOFR + 0.44%), 4/15/24<sup>(2)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4958000 |
| &nbsp;&nbsp;&nbsp;4.862%, (SOFR + 0.55%), 9/15/23<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8490591 |
| BBVA Bancomer S.A./Texas, 1.875%, 9/18/25<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1718 | &nbsp;&nbsp;&nbsp;&nbsp;1559892 |
| BPCE S.A., 4.358%, (SOFR + 0.57%), 1/14/25<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3920514 |
| Canadian Imperial Bank of Commerce, 4.663%, (SOFR + 0.34%), 6/22/23<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4992511 |
| Capital One Financial Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;2.60%, 5/11/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7936274 |
| &nbsp;&nbsp;&nbsp;4.963%, (SOFR + 0.69%), 12/6/24<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;11774233 |
| Citigroup, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;1.678% to 5/15/23, 5/15/24<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3723 | &nbsp;&nbsp;&nbsp;&nbsp;3670805 |
| &nbsp;&nbsp;&nbsp;4.615%, (SOFR + 0.69%), 1/25/26<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2778 | &nbsp;&nbsp;&nbsp;&nbsp;2716625 |
| &nbsp;&nbsp;&nbsp;4.734%, (SOFR + 0.67%), 5/1/25<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4618 | &nbsp;&nbsp;&nbsp;&nbsp;4550043 |
| Corebridge Global Funding, 0.80%, 7/7/23<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2934100 |
| Credit Agricole S.A., 1.247% to 1/26/26, 1/26/27<sup>(1)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1968 | &nbsp;&nbsp;&nbsp;&nbsp;1723201 |
| Discover Bank, 4.20%, 8/8/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8385 | &nbsp;&nbsp;&nbsp;&nbsp;8332454 |
| GA Global Funding Trust: |  |  |
| &nbsp;&nbsp;&nbsp;4.79%, (SOFR + 0.50%), 9/13/24<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4858396 |
| &nbsp;&nbsp;&nbsp;5.086%, (SOFR + 1.36%), 4/11/25<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4890378 |
| Goldman Sachs Group, Inc. (The): |  |  |
| &nbsp;&nbsp;&nbsp;4.374%, (SOFR + 0.49%), 10/21/24<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7877372 |
| &nbsp;&nbsp;&nbsp;4.853%, (SOFR + 0.58%), 3/8/24<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7903 | &nbsp;&nbsp;&nbsp;&nbsp;7855227 |
| &nbsp;&nbsp;&nbsp;5.702%, (SOFR + 1.39%), 3/15/24<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10200 | &nbsp;&nbsp;&nbsp;10196272 |
| HAT Holdings I, LLC/HAT Holdings II, LLC, 6.00%, 4/15/25<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2910000 |
| HSBC Holdings PLC: |  |  |
| &nbsp;&nbsp;&nbsp;0.732% to 8/17/23, 8/17/24<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6876 | &nbsp;&nbsp;&nbsp;&nbsp;6627484 |
| &nbsp;&nbsp;&nbsp;3.60%, 5/25/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1490774 |
| JPMorgan Chase & Co.: |  |  |
| &nbsp;&nbsp;&nbsp;4.898%, (SOFR + 0.58%), 3/16/24<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8440 | &nbsp;&nbsp;&nbsp;&nbsp;8416224 |

---

------

Calvert

Ultra-Short Duration Income Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Financial (continued) | Financial (continued) |  |
| JPMorgan Chase & Co.: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;5.119%, (SOFR + 0.92%), 2/24/26<sup>(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;14000 | $13776508 |
| &nbsp;&nbsp;&nbsp;5.274%, (SOFR + 1.32%), 4/26/26<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4375 | &nbsp;&nbsp; 4336934 |
| Lincoln National Corp., 4.00%, 9/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 7939196 |
| National Bank of Canada, 0.55% to 11/15/23, 11/15/24<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3752 | &nbsp;&nbsp; 3592319 |
| Nationwide Building Society, 0.55%, 1/22/24<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp; 8555467 |
| Newmark Group, Inc., 6.125%, 11/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5950 | &nbsp;&nbsp; 5903246 |
| OneMain Finance Corp., 5.625%, 3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9731 | &nbsp;&nbsp; 9710468 |
| Pricoa Global Funding I, 3.45%, 9/1/23<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2967075 |
| Radian Group, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 10/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1932560 |
| &nbsp;&nbsp;&nbsp;6.625%, 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;4051331 |
| Santander UK Group Holdings PLC, 1.532% to 8/21/25, 8/21/26<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2283 | &nbsp;&nbsp;&nbsp;&nbsp;2013163 |
| Simon Property Group, LP, 4.156%, (SOFR + 0.43%), 1/11/24<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4954240 |
| Skandinaviska Enskilda Banken AB, 0.55%, 9/1/23<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;1842278 |
| Standard Chartered PLC, 5.123%, (SOFR + 0.93%), 11/23/25<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3887830 |
| State Street Corp., 3.70%, 11/20/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4875 | &nbsp;&nbsp;&nbsp;&nbsp;4816168 |
| Swedbank AB, 1.30%, 6/2/23<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2455525 |
| Synchrony Bank, 5.40%, 8/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3175 | &nbsp;&nbsp;&nbsp;&nbsp;3119251 |
| Synchrony Financial, 4.25%, 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2932985 |
| Toronto-Dominion Bank (The), 0.30%, 6/2/23 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9814056 |
| Truist Financial Corp., 4.679%, (SOFR + 0.40%), 6/9/25<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4407505 |
| UBS AG: |  |  |
| &nbsp;&nbsp;&nbsp;4.555%, (SOFR + 0.32%), 6/1/23<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3995201 |
| &nbsp;&nbsp;&nbsp;4.565%, (SOFR + 0.45%), 8/9/24<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;8939322 |
| UniCredit SpA, 2.569% to 9/22/25, 9/22/26<sup>(1)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1976 | &nbsp;&nbsp;&nbsp;&nbsp;1751657 |
| Wells Fargo & Co., 5.241%, (SOFR + 1.32%), 4/25/26<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4986823 |
|  |  | **$317127914** |
| Industrial — 0.9% | Industrial — 0.9% |  |
| Jabil, Inc., 1.70%, 4/15/26 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;$834080 |
| Penske Truck Leasing Co., LP/PTL Finance Corp., 4.125%, 8/1/23<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845418 |
| TD SYNNEX Corp., 1.25%, 8/9/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2778 | &nbsp;&nbsp;&nbsp;&nbsp;2581698 |
| Teledyne Technologics, Inc., 0.95%, 4/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2835508 |
|  |  | &nbsp;&nbsp;&nbsp;**$7096704** |
| Technology — 1.1% | Technology — 1.1% |  |
| Kyndryl Holdings, Inc., 2.05%, 10/15/26 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1703 | &nbsp;&nbsp;&nbsp;$1391500 |
| Seagate HDD Cayman, 4.75%, 6/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2740 | &nbsp;&nbsp;&nbsp;&nbsp;2729369 |
| SK Hynix, Inc., 1.50%, 1/19/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3468266 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Technology (continued) | Technology (continued) |  |
| VMware, Inc., 0.60%, 8/15/23 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1786 | $1739775 |
|  |  | **$9328910** |
| Utilities — 2.4% | Utilities — 2.4% |  |
| NextEra Energy Capital Holdings, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;4.465%, (SOFR + 0.40%), 11/3/23<sup>(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | $9960265 |
| &nbsp;&nbsp;&nbsp;4.775%, (SOFR + 0.54%), 3/1/23<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4014 | &nbsp;&nbsp; 4012323 |
| Southern California Gas Co., 5.103%, (3 mo. USD LIBOR + 0.35%), 9/14/23<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5799 | &nbsp;&nbsp; 5783074 |
|  |  | **$19755662** |
| Total Corporate Bonds<br> (identified cost $481,011,357) |  | **$471413039** |

---

High Social Impact Investments — 0.1%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Calvert Impact Capital, Inc., Community Investment Notes, 1.50%, 12/15/23<sup>(6)(7)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | $945740 |
| Total High Social Impact Investments<br> (identified cost $1,000,000) |  | **$945740** |

---

Senior Floating-Rate Loans — 0.4%<sup>(8)</sup>

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Diversified Telecommunication Services — 0.4% | Diversified Telecommunication Services — 0.4% |  |
| CenturyLink, Inc., Term Loan, 6.634%, (1 mo. USD LIBOR + 2.25%), 3/15/27 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1978 | $1880260 |
| UPC Financing Partnership, Term Loan, 7.243%, (1 mo. USD LIBOR + 2.93%), 1/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp; 1471094 |
| Total Senior Floating-Rate Loans<br> (identified cost $3,454,719) |  | **$3351354** |

---

------

Calvert

Ultra-Short Duration Income Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

Taxable Municipal Obligations — 0.5%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Special Tax Revenue — 0.5% | Special Tax Revenue — 0.5% |  |
| Massachusetts, Special Obligation Bonds, Social Bonds, 3.564%, 7/15/23 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4400 | $4372060 |
| Total Taxable Municipal Obligations<br> (identified cost $4,400,000) |  | **$4372060** |

---

U.S. Treasury Obligations — 8.1%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| U.S. Treasury Notes: |  |  |
| &nbsp;&nbsp;&nbsp;2.125%, 11/30/23 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50372 | $49197512 |
| &nbsp;&nbsp;&nbsp;2.75%, 11/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;16991 | &nbsp;&nbsp; 16702324 |
| Total U.S. Treasury Obligations<br> (identified cost $65,981,272) |  | **$65899836** |

---

---

| | | |
|:---|:---|:---|
| Short-Term Investments — 4.2% |  |  |
| Affiliated Fund — 2.0% | Affiliated Fund — 2.0% | Affiliated Fund — 2.0% |
| **Security** | **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value** |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 4.11%<sup>(9)</sup> | 16358525 | $16358525 |
| Total Affiliated Fund<br> (identified cost $16,358,525) |  | **$16358525** |
| Commercial Paper — 2.2% | Commercial Paper — 2.2% | Commercial Paper — 2.2% |
| **Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value** |
| General Motors Financial Co., Inc., 5.44%, 2/27/23<sup>(10)(11)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | $9916581 |
| Jabil, Inc., 5.34%, 1/9/23<sup>(10)(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 7988715 |
| Total Commercial Paper<br> (identified cost $17,906,750) |  | **$17905296** |

---

---

| | | |
|:---|:---|:---|
| Securities Lending Collateral — 0.0%<sup>(12)</sup> | Securities Lending Collateral — 0.0%<sup>(12)</sup> | Securities Lending Collateral — 0.0%<sup>(12)</sup> |
| **Security** | **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value** |
| State Street Navigator Securities Lending Government Money Market Portfolio, 4.34%<sup>(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11138 | $11138 |
| Total Securities Lending Collateral<br> (identified cost $11,138) |  | **$11138** |
| Total Short-Term Investments<br> (identified cost $34,276,413) |  | **$34274959** |
| Total Investments — 98.3%<br> (identified cost $814,838,818) |  | **$799130134** |

---

---

| | |
|:---|:---|
| Other Assets, Less Liabilities — 1.7% | **$14140974** |
| Net Assets — 100.0% | **$813271108** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category in the Schedule of Investments is based on net assets. | The percentage shown for each investment category in the Schedule of Investments is based on net assets. |
| <sup>(1)</sup> | Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At December 31, 2022, the aggregate value of these securities is $292,747,464 or 36.0% of the Fund's net assets. |
| <sup>(2)</sup> | Variable rate security. The stated interest rate represents the rate in effect at December 31, 2022. |
| <sup>(3)</sup> | Represents an investment in an issuer that may be deemed to be an affiliate. |
| <sup>(4)</sup> | All or a portion of this security was on loan at December 31, 2022. The aggregate market value of securities on loan at December 31, 2022 was $10,908 and the total market value of the collateral received by the Fund was $11,138, comprised of cash. |
| <sup>(5)</sup> | Security converts to variable rate after the indicated fixed-rate coupon period. |
| <sup>(6)</sup> | May be deemed to be an affiliated company. |
| <sup>(7)</sup> | Restricted security. Total market value of restricted securities amounts to $945,740, which represents 0.1% of the net assets of the Fund as of December 31, 2022. |
| <sup>(8)</sup> | Senior floating-rate loans (Senior Loans) often require prepayments from excess cash flows or permit the borrowers to repay at their election. The degree to which borrowers repay, whether as a contractual requirement or at their election, cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. However, Senior Loans will typically have an expected average life of approximately two to four years. Senior Loans typically have rates of interest which are redetermined periodically by reference to a base lending rate, plus a spread. These base lending rates are primarily the London Interbank Offered Rate ("LIBOR") or the Secured Overnight Financing Rate ("SOFR") and secondarily, the prime rate offered by one or more major United States banks (the "Prime Rate"). Base lending rates may be subject to a floor, or minimum rate. Rates for SOFR are generally 1 or 3-month tenors and may also be subject to a credit spread adjustment. Senior Loans are generally subject to contractual restrictions that must be satisfied before they can be bought or sold. |

---

------

Calvert

Ultra-Short Duration Income Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

<sup>(9)</sup> May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of December 31, 2022.

<sup>(10)</sup> Security exempt from registration under Section 4(2) of the Securities Act of 1933, as amended. Such securities may be sold in transactions exempt from registration only to dealers in that program or other "accredited investors". At December 31, 2022, the aggregate value of these securities is $17,905,296 representing 2.2% of the Fund's net assets.

<sup>(11)</sup> Rate shown is the discount rate at date of purchase.

<sup>(12)</sup> Amount is less than 0.05%.

<sup>(13)</sup> Represents investment of cash collateral received in connection with securities lending.

#### 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;22 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;3/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;$4511719 | &nbsp;&nbsp;&nbsp;&nbsp;$5907 |
| U.S. 5-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;(72) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;3/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7770938) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1812) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$4095** |

---

#### Restricted Securities

---

| | | |
|:---|:---|:---|
| **Description** | &nbsp;&nbsp;&nbsp;&nbsp;**Acquisition Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Cost** |
| Calvert Impact Capital, Inc., Community Investment Notes, 1.50%, 12/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;12/14/20 | &nbsp;&nbsp;&nbsp;&nbsp;$1000000 |

---

---

| | |
|:---|:---|
| **Abbreviations:** | **Abbreviations:** |
| LIBOR | – London Interbank Offered Rate |
| SOFR | – Secured Overnight Financing Rate |

---

---

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

---

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

During the fiscal year to date ended December 31, 2022, the Fund used futures contracts to hedge interest rate risk and to manage duration.

Affiliated Investments

At December 31, 2022, the value of the Fund's investment in Calvert Impact Capital, Inc. and in issuers and funds that may be deemed to be affiliated was $22,692,219, which represents 2.8% of the Fund's net assets. Transactions in such investments by the Fund for the fiscal year to date ended December 31, 2022 were as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Name** | **Value,<br> beginning<br> of period** | **Purchases** | **Sales<br> proceeds** | **Net<br> realized<br> gain<br> (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Value,<br> end of<br> period** | **Interest/<br> Dividend<br> income** | **Principal amount/<br> Shares,<br> end of period** |
| **Commercial Mortgage-Backed Securities** |  |  |  |  |  |  |  |  |
| Morgan Stanley Capital I Trust: |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-CLS, Class A, 3.518%, (1 mo. USD LIBOR + 0.70%), 11/15/34 | $12102189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | $(12174000) | $2632 | $69179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | $16655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-CLS, Class B, 3.668%, (1 mo. USD LIBOR + 0.85%), 11/15/34 | &nbsp;&nbsp;&nbsp;11614402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (11690000) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 75598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 16675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |

---

------

Calvert

Ultra-Short Duration Income Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Name** | **Value,<br> beginning<br> of period** | **Purchases** | **Sales<br> proceeds** | **Net<br> realized<br> gain<br> (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Value,<br> end of<br> period** | **Interest/<br> Dividend<br> income** | **Principal amount/<br> Shares,<br> end of period** |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-BPR, Class A, 5.968%, (1 mo. USD LIBOR + 1.65%), 5/15/36 | $5491866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | $— | $(103912) | $5387954 | $73027 | &nbsp;&nbsp;$5628970 |
| **High Social Impact Investments** |  |  |  |  |  |  |  |  |
| Calvert Impact Capital, Inc., Community Investment Notes, 1.50%, 12/15/23<sup>(1)</sup> | &nbsp;&nbsp;&nbsp; 928760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 16980 | &nbsp;&nbsp;&nbsp; 945740 | &nbsp;&nbsp;&nbsp; 3750 | &nbsp;&nbsp;&nbsp; 1000000 |
| **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** |  |  |  |  |  |  |
| Liquidity Fund, Institutional Class<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;27008480 | &nbsp;&nbsp;&nbsp;150186678 | &nbsp;&nbsp;&nbsp;(160836633) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;16358525 | &nbsp;&nbsp;&nbsp;110845 | &nbsp;&nbsp;&nbsp;&nbsp;16358525 |
| **Total** |  |  |  | **$2632** | **$57845** | **$22692219** | **$220952** |  |

---

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

Fair Value Measurements

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

Level 1 - quoted prices in active markets for identical securities

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

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

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

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Description** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3** | &nbsp;&nbsp;**Total** |
| Asset-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$134811012 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$134811012 |
| 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;33980421 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33980421 |
| 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;50081713 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50081713 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;471413039 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;471413039 |
| 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;945740 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945740 |
| 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;3351354 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3351354 |
| Taxable Municipal Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4372060 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4372060 |
| 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;65899836 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65899836 |
| Short-Term Investments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Affiliated Fund | &nbsp;&nbsp;&nbsp;&nbsp;16358525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16358525 |
| &nbsp;&nbsp;&nbsp;Commercial Paper | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17905296 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17905296 |
| &nbsp;&nbsp;&nbsp;Securities Lending Collateral | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11138 |
| **Total Investments** | &nbsp;&nbsp;**$16369663** | &nbsp;&nbsp;**$782760471** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$799130134** |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$5907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$5907 |
| **Total** | &nbsp;&nbsp;**$16375570** | &nbsp;&nbsp;**$782760471** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$799136041** |
| **Liability Description** |  |  |  |  |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1812) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1812) |
| **Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$(1812)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$(1812)** |

---

------

Calvert

Ultra-Short Duration Income Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Washington

  - **State:** DC

  - **Foreign country:** US

  - **Zip / Postal Code:** 20009

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $815699023.34

**Total Liabilities:** $4168135.40

**Net Assets:** $811530887.94

**Cash Not Reported:** $294002.44

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -5954.80000000 | **1-Year:** -24208.39000000 | **5-Year:** -11127.58000000 | **10-Year:** -134.55000000 | **30-Year:** 0.00000000

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

- **3-Month:** -2432.66000000 | **1-Year:** -5979.65000000 | **5-Year:** -3570.99000000 | **10-Year:** -2187.95000000 | **30-Year:** -377.28000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000195935 | 0.15%                | 0.51%                | 0.55%                |
| Class ID C000036621 | 0.12%                | 0.49%                | 0.52%                |
| Class ID C000139784 | 0.04%                | 0.51%                | 0.54%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-614969.02              | $-759972.86                                |
| Month 2  | $-1211690.73             | $3020864.97                                |
| Month 3  | $75525.00                | $1673188.94                                |

### Schedule of Portfolio Investments

| Name                                                    | Title                                                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                        | CUSIP: 06051GJJ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  13800000 | PA      | $13676743.23  | 1.69%             | 2024-10-24      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                | Baxter International Inc                                                    | CUSIP: 071813DB2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2944113.39   | 0.36%             | 2024-11-29      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                     | Bank of Nova Scotia/The                                                     | CUSIP: 064159YN0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   8500000 | PA      | $8490590.50   | 1.05%             | 2023-09-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                               | Jabil Inc                                                                   | CUSIP: 466313AL7<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    940000 | PA      | $834080.22    | 0.10%             | 2026-04-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                  | Santander Drive Auto Receivables Trust 2022-5                               | CUSIP: 80287HAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2120000 | PA      | $2109522.75   | 0.26%             | 2025-01-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                           | UBS AG/London                                                               | CUSIP: 902674YG9<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   4000000 | PA      | $3995200.52   | 0.49%             | 2023-06-01      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                        | Bellemeade Re Ltd                                                           | CUSIP: 07876MAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   1500000 | PA      | $1482951.60   | 0.18%             | 2031-03-25      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                  | HAT Holdings I LLC / HAT Holdings II LLC                                    | CUSIP: 418751AB9<br>LEI: N/A                  | Long             | DBT              |  | US        |   3000000 | PA      | $2910000.00   | 0.36%             | 2025-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                        | Radian Group Inc                                                            | CUSIP: 750236AX9<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4051331.36   | 0.50%             | 2025-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                  | BBVA Bancomer SA/Texas                                                      | CUSIP: 05533UAH1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   1718000 | PA      | $1559892.46   | 0.19%             | 2025-09-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7010000 | PA      | $6549232.70   | 0.81%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                   | CUSIP: 00774MBA2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   7000000 | PA      | $6872576.48   | 0.85%             | 2023-09-29      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                        | CUSIP: 06051GKT5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5055000 | PA      | $5027212.72   | 0.62%             | 2025-04-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                          | JPMorgan Chase Bank NA - CACLN                                              | CUSIP: 46591HCE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1477291 | PA      | $1390319.09   | 0.17%             | 2029-02-26      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                       | CUSIP: 89788MAF9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4407504.98   | 0.54%             | 2025-06-09      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                        | SoFi Consumer Loan Program 2022-1S Trust                                    | CUSIP: 83406QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8200000 | PA      | $8202112.32   | 1.01%             | 2031-04-15      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                            | Centene Corp                                                                | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5170375.16   | 0.64%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                | Thermo Fisher Scientific Inc                                                | CUSIP: 883556CN0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   5375000 | PA      | $5363164.20   | 0.66%             | 2023-04-18      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                            | Upstart Securitization Trust 2021-5                                         | CUSIP: 91679JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    682895 | PA      | $653901.96    | 0.08%             | 2031-11-20      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                | Penske Truck Leasing Co Lp / PTL Finance Corp                               | CUSIP: 709599BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $845418.06    | 0.10%             | 2023-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                              | VMware Inc                                                                  | CUSIP: 928563AG0<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1786000 | PA      | $1739774.61   | 0.21%             | 2023-08-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                          | Pagaya AI Debt Selection Trust 2021-2                                       | CUSIP: 69546LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1838849 | PA      | $1713554.39   | 0.21%             | 2029-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                        | Bank of Montreal                                                            | CUSIP: 06368EA44<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   4200000 | PA      | $4185975.49   | 0.52%             | 2023-12-08      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                           | Nordstrom Inc                                                               | CUSIP: 655664AX8<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |   1572000 | PA      | $1475817.18   | 0.18%             | 2024-04-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Resimac                                                 | RESIMAC Premier Series 2020-1                                               | CUSIP: 76120GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |   1091492 | PA      | $1086703.44   | 0.13%             | 2052-02-07      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                | Vantage Data Centers LLC                                                    | CUSIP: 92212KAC0<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |   4955000 | PA      | $4081313.59   | 0.50%             | 2045-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                          | Pagaya AI Debt Selection Trust 2021-3                                       | CUSIP: 69546RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3215207 | PA      | $3133131.38   | 0.39%             | 2029-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                    | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3000813.42   | 0.37%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                           | Discover Bank                                                               | CUSIP: 25466AAD3<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |   8385000 | PA      | $8332453.97   | 1.03%             | 2023-08-08      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                          | JPMorgan Chase Bank NA - CACLN                                              | CUSIP: 46591HCD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1322313 | PA      | $1246770.96   | 0.15%             | 2029-02-26      | Fixed         | 0.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                    | CUSIP: 30711XAP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4309616 | PA      | $4526176.05   | 0.56%             | 2024-11-25      | Floating      | 9.29%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                   | Toronto-Dominion Bank/The                                                   | CUSIP: 89114TZA3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $9814055.70   | 1.21%             | 2023-06-02      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                          | Pagaya AI Debt Selection Trust 2021-1                                       | CUSIP: 69547JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3037183 | PA      | $2992019.31   | 0.37%             | 2027-11-15      | Fixed         | 1.18%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                  | CUSIP: 14040HCL7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11774232.48  | 1.45%             | 2024-12-06      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| VMC Finance LLC                                         | VMC Finance 2021-HT1 LLC                                                    | CUSIP: 91835TAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9041497 | PA      | $8755458.10   | 1.08%             | 2037-01-18      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                            | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857492706<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |     11138 | NS      | $11137.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                 | CUSIP: 38141GZQ0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  10200000 | PA      | $10196272.00  | 1.26%             | 2024-03-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                | Delta Air Lines Inc / SkyMiles IP Ltd                                       | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   4788000 | PA      | $4673686.55   | 0.58%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                | Rogers Communications Inc                                                   | CUSIP: 775109CA7<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $4768239.30   | 0.59%             | 2025-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                  | CUSIP: 92343VGD0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4962567.80   | 0.61%             | 2024-03-22      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                  | Marlette Funding Trust 2021-2                                               | CUSIP: 57108TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     67875 | PA      | $67733.96     | 0.01%             | 2031-09-15      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                            | Ford Credit Auto Owner Trust 2022-C                                         | CUSIP: 34535AAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1880000 | PA      | $1873842.81   | 0.23%             | 2025-04-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Conn Funding II, L.P                                    | Conn's Receivables Funding 2021-A LLC                                       | CUSIP: 20825GAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $7645036.80   | 0.94%             | 2026-05-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2021-VOLT                                      | CUSIP: 05609VAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1427400 | PA      | $1339262.33   | 0.17%             | 2036-09-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING 1                                 | Pricoa Global Funding I                                                     | CUSIP: 741531FA0<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2967074.91   | 0.37%             | 2023-09-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Radian Group Inc                                        | Radian Group Inc                                                            | CUSIP: 750236AU5<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1932560.00   | 0.24%             | 2024-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JDE PEET'S NV                                           | JDE Peet's NV                                                               | CUSIP: 47216QAA1<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |   7000000 | PA      | $6397859.37   | 0.79%             | 2024-09-24      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2021-VOLT                                      | CUSIP: 05609VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4129333 | PA      | $3901356.65   | 0.48%             | 2036-09-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                      | Royalty Pharma PLC                                                          | CUSIP: 78081BAG8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2422615.68   | 0.30%             | 2023-09-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust 2019-BPR                                     | CUSIP: 61769GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5628970 | PA      | $5387953.52   | 0.66%             | 2036-05-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                          | Synchrony Bank                                                              | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   3175000 | PA      | $3119251.35   | 0.38%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                            | CUSIP: 95000U2Y8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4986822.95   | 0.61%             | 2026-04-25      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                | Santander UK Group Holdings PLC                                             | CUSIP: 80281LAM7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   2283000 | PA      | $2013162.89   | 0.25%             | 2026-08-21      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                           | UniCredit SpA                                                               | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   1976000 | PA      | $1751657.31   | 0.22%             | 2026-09-22      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                      | Banco Santander SA                                                          | CUSIP: 05964HAR6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   3000000 | PA      | $2969792.19   | 0.37%             | 2025-08-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                       | State Street Corp                                                           | CUSIP: 857477AM5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   4875000 | PA      | $4816168.16   | 0.59%             | 2023-11-20      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                   | Southern California Gas Co                                                  | CUSIP: 842434CV2<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   5799000 | PA      | $5783074.15   | 0.71%             | 2023-09-14      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                            | Upstart Securitization Trust 2020-1                                         | CUSIP: 91679UAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1571719 | PA      | $1540858.62   | 0.19%             | 2030-04-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Pnmac Gmsr Issuer Trust                                 | PNMAC GMSR ISSUER TRUST 2018-GT1                                            | CUSIP: 69354WAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2628000 | PA      | $2578982.28   | 0.32%             | 2023-02-25      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                          | JPMorgan Chase Bank NA - CACLN                                              | CUSIP: 46591HCF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    589916 | PA      | $553650.21    | 0.07%             | 2029-02-26      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                     | LL ABS Trust 2021-1                                                         | CUSIP: 53934QAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    548566 | PA      | $529819.70    | 0.07%             | 2029-05-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                             | Extended Stay America Trust 2021-ESH                                        | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7408323 | PA      | $7205891.82   | 0.89%             | 2038-07-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                  | Marlette Funding Trust 2020-2                                               | CUSIP: 57108RAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125581 | PA      | $125341.19    | 0.02%             | 2030-09-16      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                 | CUSIP: 38141GXW9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7903000 | PA      | $7855227.08   | 0.97%             | 2024-03-08      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust                     | PenFed Auto Receivables Owner Trust 2022-A                                  | CUSIP: 706874AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2300000 | PA      | $2283637.80   | 0.28%             | 2024-12-16      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| CenturyLink, Inc.                                       | CenturyLink, Inc. 2020 Term Loan B                                          | CUSIP: 15669GAH7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   1977920 | PA      | $1880259.93   | 0.23%             | 2027-03-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Resimac                                                 | Resimac Bastille Trust Series 2021-2NC                                      | CUSIP: 76120BAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |   3437062 | PA      | $3403820.48   | 0.42%             | 2053-02-03      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                     | NuStar Logistics LP                                                         | CUSIP: 67059TAG0<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   1404000 | PA      | $1352126.72   | 0.17%             | 2025-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                 | Nationwide Building Society                                                 | CUSIP: 63859UBG7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   9000000 | PA      | $8555467.23   | 1.05%             | 2024-01-22      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Donlen Fleet Lease Funding                              | Donlen Fleet Lease Funding 2 LLC                                            | CUSIP: 257812AC1<br>LEI: 549300ZWUQETU54FDP26 | Long             | ABS-O            | CORP              | US        |   2203041 | PA      | $2193991.52   | 0.27%             | 2034-12-11      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                            | Upstart Securitization Trust 2020-1                                         | CUSIP: 91679UAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         0 | PA      | $0.02         | 0.00%             | 2030-04-22      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINAN NA                                 | Daimler Trucks Finance North America LLC                                    | CUSIP: 233853AC4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7456076.03   | 0.92%             | 2023-12-14      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACLN                         | JPMorgan Chase Bank NA - CACLN                                              | CUSIP: 48128U2M0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    967652 | PA      | $925053.45    | 0.11%             | 2028-12-26      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                | Rogers Communications Inc                                                   | CUSIP: 775109AY7<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   6500000 | PA      | $6446174.54   | 0.79%             | 2023-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Purchasing Power Funding                                | Purchasing Power Funding 2021-A LLC                                         | CUSIP: 74615JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5740000 | PA      | $5580050.31   | 0.69%             | 2025-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                         | CUSIP: 46647PCA2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   8440000 | PA      | $8416224.10   | 1.04%             | 2024-03-16      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                            | SK Hynix Inc                                                                | CUSIP: 78392BAB3<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   4000000 | PA      | $3468266.56   | 0.43%             | 2026-01-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                               | Chesapeake Funding II LLC                                                   | CUSIP: 165183CK8<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    432220 | PA      | $431923.44    | 0.05%             | 2032-08-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                            | Upstart Securitization Trust 2021-3                                         | CUSIP: 91679LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    602831 | PA      | $590468.68    | 0.07%             | 2031-07-20      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| LendingPoint Asset Securitization Trust                 | Lendingpoint 2022-A Asset Securitization Trust                              | CUSIP: 52605AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2729886 | PA      | $2699498.79   | 0.33%             | 2029-06-15      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| CALVERT IMPACT CAPITAL NOTE                             | CALVERT IMPACT CAPITAL NOTE                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $945740.00    | 0.12%             | 2023-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                 | Simon Property Group LP                                                     | CUSIP: 828807DR5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |   5000000 | PA      | $4954240.05   | 0.61%             | 2024-01-11      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                     | Synchrony Financial                                                         | CUSIP: 87165BAD5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2932984.59   | 0.36%             | 2024-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                | Thermo Fisher Scientific Inc                                                | CUSIP: 883556CQ3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1748839.48   | 0.22%             | 2024-10-18      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                       | HSBC Holdings PLC                                                           | CUSIP: 404280BA6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1490774.21   | 0.18%             | 2023-05-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                         | Stack Infrastructure Issuer LLC                                             | CUSIP: 85236KAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1525000 | PA      | $1358881.45   | 0.17%             | 2045-08-25      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                  | Standard Chartered PLC                                                      | CUSIP: 853254CF5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $3887830.00   | 0.48%             | 2025-11-23      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Verizon Owner Trust                                     | Verizon Owner Trust 2020-A                                                  | CUSIP: 92348TAB0<br>LEI: 549300XY7L2MRX0BQH89 | Long             | ABS-O            | CORP              | US        |   2125769 | PA      | $2125072.81   | 0.26%             | 2024-07-22      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Crossroads Asset Trust                                  | Crossroads Asset Trust 2021-A                                               | CUSIP: 22767CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    358303 | PA      | $355698.76    | 0.04%             | 2024-03-20      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                           | CUSIP: 404280CU1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   6876000 | PA      | $6627484.03   | 0.82%             | 2024-08-17      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                     | LL ABS Trust 2022-1                                                         | CUSIP: 50203YAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4748889 | PA      | $4651911.74   | 0.57%             | 2029-11-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                 | BPCE SA                                                                     | CUSIP: 05578AAW8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   4000000 | PA      | $3920514.24   | 0.48%             | 2025-01-14      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                     | LL ABS Trust 2019-1                                                         | CUSIP: 50202HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140458 | PA      | $140288.61    | 0.02%             | 2028-01-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                  | NextEra Energy Capital Holdings Inc                                         | CUSIP: 65339KBV1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   4014000 | PA      | $4012323.23   | 0.49%             | 2023-03-01      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| UPC Financing Partnership                               | UPC Financing Partnership 2021 USD Term Loan AX                             | CUSIP: 000000000<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |   1500000 | PA      | $1471093.50   | 0.18%             | 2029-01-31      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                      | Ally Financial Inc                                                          | CUSIP: 02005NBL3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $12606144.72  | 1.55%             | 2023-10-02      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                        | Bellemeade RE 2021-3 Ltd                                                    | CUSIP: 078777AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3431234 | PA      | $3367873.42   | 0.42%             | 2031-09-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2019-XL                    | BX Commercial Mortgage Trust 2019-XL                                        | CUSIP: 056054AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10818175 | PA      | $10692153.78  | 1.32%             | 2036-10-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| LendingPoint Asset Securitization Trust                 | Lendingpoint 2022-C Asset Securitization Trust                              | CUSIP: 525919AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7446081 | PA      | $7415789.90   | 0.91%             | 2030-02-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Newmark Group Inc                                       | Newmark Group Inc                                                           | CUSIP: 65158NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5950000 | PA      | $5903246.09   | 0.73%             | 2023-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS 2017-DELC Mortgage Trust                                              | CUSIP: 05552EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4321000 | PA      | $4248244.73   | 0.52%             | 2036-08-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                       | World Omni Auto Receivables Trust 2022-D                                    | CUSIP: 98163VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2338000 | PA      | $2343826.30   | 0.29%             | 2026-03-16      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                         | Stack Infrastructure Issuer LLC                                             | CUSIP: 85236KAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25965 | PA      | $25349.87     | 0.00%             | 2044-02-25      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                | Baxter International Inc                                                    | CUSIP: 071813CY3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2977425.51   | 0.37%             | 2023-12-01      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                     | Bank of Nova Scotia/The                                                     | CUSIP: 064159YM2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2600000 | PA      | $2519310.01   | 0.31%             | 2023-09-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                 | Corebridge Global Funding                                                   | CUSIP: 00138CAM0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2934100.35   | 0.36%             | 2023-07-07      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                           | UBS AG/London                                                               | CUSIP: 902674YL8<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   9000000 | PA      | $8939321.73   | 1.10%             | 2024-08-09      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                     | Bank of Nova Scotia/The                                                     | CUSIP: 0641593W4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $4958000.40   | 0.61%             | 2024-04-15      | Floating      | 4.24%                 | No            |                  2 | On Loan: —       |
| Pagaya AI Debt Selection Trust                          | Pagaya AI Debt Selection Trust 2021-HG1                                     | CUSIP: 69547PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1836283 | PA      | $1733033.02   | 0.21%             | 2029-01-16      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                          | Hyundai Auto Receivables Trust 2022-C                                       | CUSIP: 44933DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4009364.80   | 0.49%             | 2025-11-17      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                  | Marlette Funding Trust 2021-3                                               | CUSIP: 57108QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    886013 | PA      | $874580.20    | 0.11%             | 2031-12-15      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                   | Lincoln National Corp                                                       | CUSIP: 534187BD0<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7939195.68   | 0.98%             | 2023-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Resimac                                                 | RESIMAC Bastille Trust Series 2018-1NC                                      | CUSIP: 76118VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |    214665 | PA      | $214526.72    | 0.03%             | 2059-12-05      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2021-DNA3                                     | CUSIP: 35564KED7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    727541 | PA      | $723288.37    | 0.09%             | 2033-10-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                    | CUSIP: 30711XAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21979 | PA      | $22164.91     | 0.00%             | 2024-07-25      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                     | Oportun Funding 2022-1 LLC                                                  | CUSIP: 68377XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8364813 | PA      | $8184063.37   | 1.01%             | 2029-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2022-HQA1                                     | CUSIP: 35564KTA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1995455 | PA      | $1990328.98   | 0.25%             | 2042-03-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                     | CNH Equipment Trust 2022-B                                                  | CUSIP: 12663JAB7<br>LEI: 549300BIZ8MA1TOD5D46 | Long             | ABS-O            | CORP              | US        |    680000 | PA      | $671746.70    | 0.08%             | 2025-12-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                  | Marlette Funding Trust 2019-4                                               | CUSIP: 57110AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1651785 | PA      | $1620098.31   | 0.20%             | 2029-12-17      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust           | BHG Securitization Trust 2022-B                                             | CUSIP: 05553DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1449207 | PA      | $1426434.18   | 0.18%             | 2035-06-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                         | PerkinElmer Inc                                                             | CUSIP: 714046AL3<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   7017000 | PA      | $6507009.35   | 0.80%             | 2024-09-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                             | CUSIP: 37045XDN3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  11698000 | PA      | $11372987.21  | 1.40%             | 2024-10-15      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| OSCAR US Funding Trust                                  | Oscar US Funding XII LLC                                                    | CUSIP: 68785AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JP        |    191932 | PA      | $191696.69    | 0.02%             | 2024-03-11      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                   | CUSIP: 00774MAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3000000 | PA      | $2979360.42   | 0.37%             | 2023-07-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                                | Teledyne Technologies Inc                                                   | CUSIP: 879360AB1<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2835507.36   | 0.35%             | 2024-04-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | United States Treasury Note/Bond                                            | CUSIP: 912828U57<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50372000 | PA      | $49197511.34  | 6.06%             | 2023-11-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Theorem Funding Trust                                   | Theorem Funding Trust 2022-3                                                | CUSIP: 882925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7032466 | PA      | $7010866.50   | 0.86%             | 2029-04-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                              | Sprint LLC                                                                  | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3048558.00   | 0.38%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                        | Bellemeade Re Ltd                                                           | CUSIP: 07876MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   2237729 | PA      | $2231809.23   | 0.28%             | 2031-03-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR Trust 2019-DNA4                                           | CUSIP: 35565AAH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    172321 | PA      | $172643.18    | 0.02%             | 2049-10-25      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Conn Funding II, L.P                                    | Conn's Receivables Funding 2022-A LLC                                       | CUSIP: 20825YAA4<br>LEI: 549300CQYZS7T8C6S766 | Long             | ABS-O            | CORP              | US        |   4626250 | PA      | $4618607.30   | 0.57%             | 2026-12-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                    | Kyndryl Holdings Inc                                                        | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   1703000 | PA      | $1391499.60   | 0.17%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | Morgan Stanley Institutional Liquidity Funds - Government Portfolio         | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |  16358525 | NS      | $16358525.08  | 2.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                 | GA Global Funding Trust                                                     | CUSIP: 36143L2K0<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4890378.25   | 0.60%             | 2025-04-11      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                   | CUSIP: 00774MBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3000000 | PA      | $2760672.81   | 0.34%             | 2024-10-29      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) MAR23                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        22 | NC      | $5906.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                             | CUSIP: 37045XDT0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1908000 | PA      | $1860892.66   | 0.23%             | 2025-04-07      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) MAR23                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -72 | NC      | $-1811.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth of Massachusetts                           | MASSACHUSETTS ST SPL OBLG REVENUE                                           | CUSIP: 576004GV1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   4400000 | PA      | $4372060.00   | 0.54%             | 2023-07-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust           | BHG Securitization Trust 2021-B                                             | CUSIP: 08862BAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4499018 | PA      | $4237553.31   | 0.52%             | 2034-10-17      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                  | Zimmer Biomet Holdings Inc                                                  | CUSIP: 98956PAU6<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   6200000 | PA      | $5768379.19   | 0.71%             | 2024-11-22      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                          | Brunswick Corp/DE                                                           | CUSIP: 117043AS8<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |   3575000 | PA      | $3305078.13   | 0.41%             | 2024-08-18      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2022-DNA2                                     | CUSIP: 35564KRE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4428057 | PA      | $4387494.06   | 0.54%             | 2042-02-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                 | National Bank of Canada                                                     | CUSIP: 63307A2M6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   3752000 | PA      | $3592318.67   | 0.44%             | 2024-11-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                               | CUSIP: 17327CAP8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2778000 | PA      | $2716625.34   | 0.33%             | 2026-01-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01 | Multifamily Connecticut Avenue Securities Trust 2020-01                     | CUSIP: 62548QAB7<br>LEI: 5493002KQF9IH3CTQZ40 | Long             | ABS-MBS          | CORP              | US        |    712386 | PA      | $698171.83    | 0.09%             | 2050-03-25      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                            | Upstart Securitization Trust 2021-4                                         | CUSIP: 91682NAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2668831 | PA      | $2584090.41   | 0.32%             | 2031-09-20      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                          | Pagaya AI Debt Selection Trust 2021-5                                       | CUSIP: 69547EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2501547 | PA      | $2413236.98   | 0.30%             | 2029-08-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                  | Skandinaviska Enskilda Banken AB                                            | CUSIP: 83051GAN8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   1900000 | PA      | $1842278.00   | 0.23%             | 2023-09-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                | Warnermedia Holdings Inc                                                    | CUSIP: 55903VAA1<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   4550000 | PA      | $4536659.58   | 0.56%             | 2024-03-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                        | CUSIP: 06051GKF5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $10853270.89  | 1.34%             | 2025-02-04      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                   | GM Financial Automobile Leasing Trust 2021-1                                | CUSIP: 36261RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4024942 | PA      | $3990812.97   | 0.49%             | 2024-02-20      | Fixed         | 0.26%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                  | Amur Equipment Finance Receivables IX LLC                                   | CUSIP: 03237KAB0<br>LEI: 549300INEWFFGID70G60 | Long             | ABS-O            | CORP              | US        |   2057002 | PA      | $1982839.80   | 0.24%             | 2026-11-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                        | Genuine Parts Co                                                            | CUSIP: 372460AB1<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    846000 | PA      | $790548.25    | 0.10%             | 2025-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                            | Hilton Grand Vacations Trust 2020-A                                         | CUSIP: 43285HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    766079 | PA      | $720603.95    | 0.09%             | 2039-02-25      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                  | CUSIP: 14040HCD5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7936274.40   | 0.98%             | 2023-05-11      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                               | CUSIP: 172967MW8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4618000 | PA      | $4550042.94   | 0.56%             | 2025-05-01      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac Structured Agency Credit Risk Debt Notes                        | CUSIP: 3137G0TS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    924701 | PA      | $924904.50    | 0.11%             | 2030-07-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                         | CUSIP: 46647PCX2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $13776507.78  | 1.70%             | 2026-02-24      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                          | MVW 2020-1 LLC                                                              | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    174657 | PA      | $159287.31    | 0.02%             | 2037-10-20      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| Springcastle SPV                                        | SpringCastle America Funding LLC                                            | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2343301 | PA      | $2115733.58   | 0.26%             | 2037-09-25      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                       | Hyatt Hotels Corp                                                           | CUSIP: 448579AL6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   7349000 | PA      | $7145784.94   | 0.88%             | 2023-10-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Conn Funding II, L.P                                    | Conn's Receivables Funding 2021-A LLC                                       | CUSIP: 20825GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18536 | PA      | $18488.26     | 0.00%             | 2026-05-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                      | Credit Agricole SA                                                          | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1968000 | PA      | $1723200.99   | 0.21%             | 2027-01-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | United States Treasury Note/Bond                                            | CUSIP: 912828WE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16991000 | PA      | $16702324.27  | 2.06%             | 2023-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                  | Canadian Imperial Bank of Commerce                                          | CUSIP: 13607HVD1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $4992511.30   | 0.62%             | 2023-06-22      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                        | Bellemeade Re Ltd                                                           | CUSIP: 07876AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   4654229 | PA      | $4617839.37   | 0.57%             | 2031-06-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Connecticut Avenue Securities Trust 2019-R06                                | CUSIP: 20754JAB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    426358 | PA      | $426604.91    | 0.05%             | 2039-09-25      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                             | Swedbank AB                                                                 | CUSIP: 87020PAK3<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   2500000 | PA      | $2455524.63   | 0.30%             | 2023-06-02      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                | Octane Receivables Trust 2021-2                                             | CUSIP: 67578AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1581302 | PA      | $1504002.25   | 0.19%             | 2028-09-20      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| Prosper Marketplace Issuance Trust                      | Prosper Marketplace Issuance Trust Series 2019-4                            | CUSIP: 74362GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1692795 | PA      | $1672525.88   | 0.21%             | 2026-02-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                 | GA Global Funding Trust                                                     | CUSIP: 36143L2E4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4858395.65   | 0.60%             | 2024-09-13      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                             | Extended Stay America Trust 2021-ESH                                        | CUSIP: 30227FAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3126744 | PA      | $3011232.39   | 0.37%             | 2038-07-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                         | General Motors Financial Co Inc                                             | CUSIP: 37046UPT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | STIV             | CORP              | US        |  10000000 | PA      | $9916580.60   | 1.22%             | 2023-02-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINAN NA                                 | Daimler Trucks Finance North America LLC                                    | CUSIP: 233853AA8<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2996509.02   | 0.37%             | 2023-06-14      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Consumer Loan Underlying Bond Credit Trust              | Consumer Loan Underlying Bond CLUB Credit Trust 2020-P1                     | CUSIP: 21055JAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    992186 | PA      | $967010.22    | 0.12%             | 2028-03-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                        | SkyMiles IP Ltd. 2020 Skymiles Term Loan B                                  | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |         0 | PA      | $0.00         | 0.00%             | 2027-10-20      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                 | CUSIP: 38141GYQ1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7877372.00   | 0.97%             | 2024-10-21      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| UPSTART PASS-THROUGH TRUST                              | Upstart Pass-Through Trust Series 2020-ST2                                  | CUSIP: 91680BAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3724147 | PA      | $3638540.24   | 0.45%             | 2028-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                        | CUSIP: 85172FAL3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   9731000 | PA      | $9710467.59   | 1.20%             | 2023-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                        | Bank of Montreal                                                            | CUSIP: 06368FAH2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   4000000 | PA      | $3981876.36   | 0.49%             | 2024-03-08      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                         | CUSIP: 46647PDB9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4375000 | PA      | $4336934.18   | 0.53%             | 2026-04-26      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2021-VOLT                                      | CUSIP: 05609VAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1907404 | PA      | $1795315.59   | 0.22%             | 2036-09-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                               | Jabil Inc                                                                   | CUSIP: 46652MN92<br>LEI: 5493000CGCQY2OQU7669 | Long             | STIV             | CORP              | US        |   8000000 | PA      | $7988715.52   | 0.98%             | 2023-01-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                               | CUSIP: 172967MR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3723000 | PA      | $3670804.99   | 0.45%             | 2024-05-15      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Connecticut Avenue Securities Trust 2019-R02                                | CUSIP: 20753KAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    141764 | PA      | $142066.94    | 0.02%             | 2031-08-25      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Connecticut Avenue Securities Trust 2019-R06                                | CUSIP: 20754JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1704547 | PA      | $1680242.72   | 0.21%             | 2039-09-25      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                | AmeriCredit Automobile Receivables Trust 2020-3                             | CUSIP: 03066PAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2439280 | PA      | $2411027.80   | 0.30%             | 2025-06-18      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                  | NextEra Energy Capital Holdings Inc                                         | CUSIP: 65339KBX7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9960264.60   | 1.23%             | 2023-11-03      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                      | Seagate HDD Cayman                                                          | CUSIP: 81180WAH4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |   2740000 | PA      | $2729368.80   | 0.34%             | 2023-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                    | Kraft Heinz Foods Co                                                        | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3062316.54   | 0.38%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                          | TD SYNNEX Corp                                                              | CUSIP: 87162WAD2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   2778000 | PA      | $2581698.07   | 0.32%             | 2024-08-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                      | Banco Santander SA                                                          | CUSIP: 05964HAD7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   3330000 | PA      | $3332500.60   | 0.41%             | 2023-02-23      | Floating      | 5.78%                 | 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        |   3466260 | PA      | $2664339.71   | 0.33%             | 2047-04-25      | Fixed         | 5.22%                 | 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        |   2656862 | PA      | $2569932.50   | 0.32%             | 2051-07-25      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Hawaii Hotel Trust 2019-MAUI                            | Hawaii Hotel Trust 2019-MAUI                                                | CUSIP: 41975AAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3132000 | PA      | $3046672.42   | 0.38%             | 2038-05-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** CALVERT FUND

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer