# EDGAR Filing Document

**Accession Number:** 0000319676
**File Stem:** 0001752724-23-049158
**Filing Date:** 2023-3
**Character Count:** 208780
**Document Hash:** cb7bf5d00ca39812b80e24f112e10e47
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-049158.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-049158

**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 Management Series
- **CENTRAL INDEX KEY:** 0000319676
- **IRS NUMBER:** 526211999
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03101
- **FILM NUMBER:** 23690867

**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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CALVERT TAX FREE RESERVES
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Calvert Floating-Rate Advantage Fund (Series ID: S000059217)

| Class ID   | Class Name                                    | Ticker Symbol   |
|:---|:---|:---|
| C000194063 | Calvert Floating-Rate Advantage Fund Class A  | CFOAX           |
| C000194065 | Calvert Floating-Rate Advantage Fund Class I  | CFOIX           |
| C000194066 | Calvert Floating-Rate Advantage Fund Class R6 | CFORX           |

## Nport-Ex

Calvert

Floating-Rate Advantage Fund

December 31, 2022

Schedule of Investments (Unaudited)

------

Common Stocks — 0.1%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Containers & Packaging — 0.1% | Containers & Packaging — 0.1% | Containers & Packaging — 0.1% |
| LG Newco Holdco, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6015 | $61654 |
|  |  | **$61654** |
| Diversified Financial Services — 0.0%<sup>(3)</sup> | Diversified Financial Services — 0.0%<sup>(3)</sup> | Diversified Financial Services — 0.0%<sup>(3)</sup> |
| Aegletes B.V. <sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1076 | $20242 |
|  |  | **$20242** |
| Professional Services — 0.0%<sup>(3)</sup> | Professional Services — 0.0%<sup>(3)</sup> | Professional Services — 0.0%<sup>(3)</sup> |
| Skillsoft Corp.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5981 | $7775 |
|  |  | **$7775** |
| Total Common Stocks<br> (identified cost $102,405) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$89671** |

---

Corporate Bonds — 8.0%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Air Transport — 0.8% | Air Transport — 0.8% | Air Transport — 0.8% |
| Air Canada, 3.875%, 8/15/26<sup>(4)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | $110929 |
| American Airlines, Inc./AAdvantage Loyalty IP, Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;5.50%, 4/20/26<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp; 240850 |
| &nbsp;&nbsp;&nbsp;5.75%, 4/20/29<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp; 183152 |
| Delta Air Lines, Inc., 7.00%, 5/1/25<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp; 51143 |
| Delta Air Lines, Inc./SkyMiles IP, Ltd., 4.75%, 10/20/28<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp; 94151 |
|  |  | **$680225** |
| Automotive — 0.1% | Automotive — 0.1% | Automotive — 0.1% |
| Clarios Global, L.P., 6.75%, 5/15/25<sup>(4)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$22083 |
| Clarios Global, L.P./Clarios U.S. Finance Co., 6.25%, 5/15/26<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21537 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$43620** |
| Broadcasting — 0.0%<sup>(3)</sup> | Broadcasting — 0.0%<sup>(3)</sup> | Broadcasting — 0.0%<sup>(3)</sup> |
| Diamond Sports Group, LLC/Diamond Sports Finance Co., 5.375%, 8/15/26<sup>(4)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$14844 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$14844** |
| Building and Development — 1.2% | Building and Development — 1.2% | Building and Development — 1.2% |
| American Builders & Contractors Supply Co., Inc., 4.00%, 1/15/28<sup>(4)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;$916268 |
| Cushman & Wakefield US Borrower, LLC, 6.75%, 5/15/28<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47806 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Building and Development (continued) | Building and Development (continued) | Building and Development (continued) |
| Park Intermediate Holdings, LLC/PK Domestic Property, LLC/PK Finance Co-Issuer, 5.875%, 10/1/28<sup>(4)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | $90810 |
|  |  | **$1054884** |
| Business Equipment and Services — 0.6% | Business Equipment and Services — 0.6% | Business Equipment and Services — 0.6% |
| Corelogic, Inc., 4.50%, 5/1/28<sup>(4)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | $57637 |
| Garda World Security Corp., 4.625%, 2/15/27<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp; 66353 |
| Prime Security Services Borrower, LLC/Prime Finance, Inc., 5.75%, 4/15/26<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp; 72352 |
| WASH Multifamily Acquisition, Inc., 5.75%, 4/15/26<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp; 330279 |
|  |  | **$526621** |
| Cable and Satellite Television — 0.1% | Cable and Satellite Television — 0.1% | Cable and Satellite Television — 0.1% |
| Virgin Media Secured Finance PLC, 4.50%, 8/15/30<sup>(4)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$62790 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$62790** |
| Chemicals and Plastics — 0.1% | Chemicals and Plastics — 0.1% | Chemicals and Plastics — 0.1% |
| Olympus Water US Holding Corp., 4.25%, 10/1/28<sup>(4)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;$101644 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$101644** |
| Commercial Services & Supplies — 0.2% | Commercial Services & Supplies — 0.2% | Commercial Services & Supplies — 0.2% |
| Neptune Bidco US, Inc., 9.29%, 4/15/29<sup>(4)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;$212502 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$212502** |
| Containers and Glass Products — 0.1% | Containers and Glass Products — 0.1% | Containers and Glass Products — 0.1% |
| Reynolds Group Issuer, Inc./Reynolds Group Issuer, LLC, 4.00%, 10/15/27<sup>(4)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$66649 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$66649** |
| Cosmetics/Toiletries — 0.0%<sup>(3)</sup> | Cosmetics/Toiletries — 0.0%<sup>(3)</sup> | Cosmetics/Toiletries — 0.0%<sup>(3)</sup> |
| Kronos Acquisition Holdings, Inc./KIK Custom Products, Inc., 5.00%, 12/31/26<sup>(4)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$21656 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$21656** |
| Drugs — 0.6% | Drugs — 0.6% | Drugs — 0.6% |
| Jazz Securities DAC, 4.375%, 1/15/29<sup>(4)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;$491191 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$491191** |
| Ecological Services and Equipment — 0.7% | Ecological Services and Equipment — 0.7% | Ecological Services and Equipment — 0.7% |
| GFL Environmental, Inc., 4.25%, 6/1/25<sup>(4)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$71769 |
| Madison IAQ, LLC, 4.125%, 6/30/28<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544375 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$616144** |
| Electronics/Electrical — 0.7% | Electronics/Electrical — 0.7% | Electronics/Electrical — 0.7% |
| CommScope, Inc., 4.75%, 9/1/29<sup>(4)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;$242422 |

---

------

Calvert

Floating-Rate Advantage Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Electronics/Electrical (continued) | Electronics/Electrical (continued) | Electronics/Electrical (continued) |
| Imola Merger Corp., 4.75%, 5/15/29<sup>(4)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | $260889 |
| LogMeIn, Inc., 5.50%, 9/1/27<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp; 148336 |
|  |  | **$651647** |
| Financial Intermediaries — 0.3% | Financial Intermediaries — 0.3% | Financial Intermediaries — 0.3% |
| AG Issuer, LLC, 6.25%, 3/1/28<sup>(4)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | $207120 |
| AG TTMT Escrow Issuer, LLC, 8.625%, 9/30/27<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp; 50313 |
| NFP Corp., 7.50%, 10/1/30<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp; 47329 |
|  |  | **$304762** |
| Health Care — 0.3% | Health Care — 0.3% | Health Care — 0.3% |
| Mozart Debt Merger Sub, Inc., 3.875%, 4/1/29<sup>(4)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;$262517 |
| RP Escrow Issuer, LLC, 5.25%, 12/15/25<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19123 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$281640** |
| Industrial Equipment — 0.2% | Industrial Equipment — 0.2% | Industrial Equipment — 0.2% |
| Clydesdale Acquisition Holdings, Inc., 6.625%, 4/15/29<sup>(4)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$23801 |
| Pactiv Evergreen Group Issuer, LLC/Pactiv Evergreen Group Issuer, Inc., 4.375%, 10/15/28<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134201 |
| Vertical US Newco, Inc., 5.25%, 7/15/27<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44480 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$202482** |
| Leisure Goods/Activities/Movies — 0.0%<sup>(3)</sup> | Leisure Goods/Activities/Movies — 0.0%<sup>(3)</sup> | Leisure Goods/Activities/Movies — 0.0%<sup>(3)</sup> |
| Six Flags Theme Parks, Inc., 7.00%, 7/1/25<sup>(4)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$13110 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$13110** |
| Media — 0.0%<sup>(3)</sup> | Media — 0.0%<sup>(3)</sup> | Media — 0.0%<sup>(3)</sup> |
| iHeartCommunications, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 1/15/28<sup>(4)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$20398 |
| &nbsp;&nbsp;&nbsp;5.25%, 8/15/27<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21216 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$41614** |
| Radio and Television — 0.3% | Radio and Television — 0.3% | Radio and Television — 0.3% |
| Univision Communications, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 5/1/29<sup>(4)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;$125720 |
| &nbsp;&nbsp;&nbsp;7.375%, 6/30/30<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119614 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$245334** |
| Retailers (Except Food and Drug) — 0.0%<sup>(3)</sup> | Retailers (Except Food and Drug) — 0.0%<sup>(3)</sup> | Retailers (Except Food and Drug) — 0.0%<sup>(3)</sup> |
| PetSmart, Inc./PetSmart Finance Corp., 4.75%, 2/15/28<sup>(4)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$22680 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$22680** |
| Technology — 0.6% | Technology — 0.6% | Technology — 0.6% |
| Boxer Parent Co., Inc., 7.125%, 10/2/25<sup>(4)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$48705 |
| Central Parent, Inc. / Central Merger Sub, Inc., 7.25%, 6/15/29<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195879 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Technology (continued) | Technology (continued) | Technology (continued) |
| Clarivate Science Holdings Corp., 3.875%, 7/1/28<sup>(4)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | $173515 |
| Veritas US, Inc./Veritas Bermuda, Ltd., 7.50%, 9/1/25<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp; 138174 |
|  |  | **$556273** |
| Telecommunications — 1.1% | Telecommunications — 1.1% | Telecommunications — 1.1% |
| Arches Buyer, Inc., 4.25%, 6/1/28<sup>(4)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | $97930 |
| Lumen Technologies, Inc., 4.00%, 2/15/27<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp; 743472 |
| Vmed O2 UK Financing I PLC, 4.25%, 1/31/31<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp; 101472 |
|  |  | **$942874** |
| Total Corporate Bonds<br> (identified cost $8,383,356) |  | &nbsp;&nbsp;&nbsp;**$7155186** |

---

Exchange-Traded Funds — 1.0%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Equity Funds — 1.0% | Equity Funds — 1.0% | Equity Funds — 1.0% |
| SPDR Blackstone Senior Loan ETF | &nbsp;&nbsp;&nbsp;&nbsp;22750 | $930475 |
| Total Exchange-Traded Funds<br> (identified cost $1,045,348) |  | **$930475** |

---

Senior Floating Rate Loans — 112.8%<sup>(5)</sup>

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Aerospace and Defense — 1.7% | Aerospace and Defense — 1.7% | Aerospace and Defense — 1.7% |
| Dynasty Acquisition Co., Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.923%, (1 mo. USD LIBOR + 3.50%), 4/6/26 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512 | $489415 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.923%, (1 mo. USD LIBOR + 3.50%), 4/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276 | &nbsp;&nbsp; 263506 |
| WP CPP Holdings, LLC, Term Loan, 8.17%, (3 mo. USD LIBOR + 3.75%), 4/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927 | &nbsp;&nbsp; 812211 |
|  |  | **$1565132** |
| Airlines — 1.1% | Airlines — 1.1% | Airlines — 1.1% |
| American Airlines, Inc., Term Loan, 8.993%, (3 mo. USD LIBOR + 4.75%), 4/20/28 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | $971953 |
|  |  | **$971953** |
| Auto Components — 1.9% | Auto Components — 1.9% | Auto Components — 1.9% |
| Chassix, Inc., Term Loan, 9.813%, (2 mo. USD LIBOR + 5.50%), 11/15/23 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638 | &nbsp;&nbsp;&nbsp;&nbsp;$543703 |
| Clarios Global, L.P., Term Loan, 7.634%, (1 mo. USD LIBOR + 3.25%), 4/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672703 |
| LTI Holdings, Inc., Term Loan, 7.884%, (1 mo. USD LIBOR + 3.50%), 9/6/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233224 |

---

------

Calvert

Floating-Rate Advantage Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Auto Components (continued) | Auto Components (continued) | Auto Components (continued) |
| Truck Hero, Inc., Term Loan, 8.134%, (1 mo. USD LIBOR + 3.75%), 1/31/28 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292 | $251732 |
|  |  | **$1701362** |
| Automobiles — 0.1% | Automobiles — 0.1% | Automobiles — 0.1% |
| MajorDrive Holdings IV, LLC, Term Loan, 8.813%, (3 mo. USD LIBOR + 4.00%), 6/1/28 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 | $92929 |
|  |  | **$92929** |
| Automotive & Auto Parts — 0.2% | Automotive & Auto Parts — 0.2% | Automotive & Auto Parts — 0.2% |
| DexKo GlobaL, Inc., Term Loan, 8.48%, (3 mo. USD LIBOR + 3.75%), 10/4/28 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174 | $156292 |
|  |  | **$156292** |
| Beverages — 0.2% | Beverages — 0.2% | Beverages — 0.2% |
| Triton Water Holdings, Inc., Term Loan, 8.23%, (3 mo. USD LIBOR + 3.50%), 3/31/28 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219 | &nbsp;&nbsp;&nbsp;&nbsp;$204630 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$204630** |
| Biotechnology — 0.5% | Biotechnology — 0.5% | Biotechnology — 0.5% |
| Alltech, Inc., Term Loan, 8.384%, (1 mo. USD LIBOR + 4.00%), 10/13/28 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495 | &nbsp;&nbsp;&nbsp;&nbsp;$465919 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$465919** |
| Building Products — 2.1% | Building Products — 2.1% | Building Products — 2.1% |
| ACProducts, Inc., Term Loan, 8.98%, (3 mo. USD LIBOR + 4.25%), 5/17/28 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;$222364 |
| CP Atlas Buyer, Inc., Term Loan, 7.884%, (1 mo. USD LIBOR + 3.50%), 11/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365192 |
| CPG International, Inc., Term Loan, 6.923%, (SOFR + 2.50%), 4/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194575 |
| Ingersoll-Rand Services Company, Term Loan, 6.173%, (SOFR + 1.75%), 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96529 |
| MI Windows and Doors, LLC, Term Loan, 7.923%, (SOFR + 3.50%), 12/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775066 |
| Standard Industries, Inc., Term Loan, 6.425%, (3 mo. USD LIBOR + 2.25%), 9/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218167 |
|  |  | &nbsp;&nbsp;&nbsp;**$1871893** |
| Capital Markets — 4.8% | Capital Markets — 4.8% | Capital Markets — 4.8% |
| Advisor Group, Inc., Term Loan, 8.884%, (1 mo. USD LIBOR + 4.50%), 7/31/26 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;561 | &nbsp;&nbsp;&nbsp;&nbsp;$550565 |
| AllSpring Buyer LLC, Term Loan, 7.75%, (3 mo. USD LIBOR + 3.00%), 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260611 |
| Aretec Group, Inc., Term Loan, 8.673%, (SOFR + 4.25%), 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472954 |

---

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Capital Markets (continued) | Capital Markets (continued) | Capital Markets (continued) |
| Brookfield Property REIT, Inc., Term Loan, 6.923%, (SOFR + 2.50%), 8/27/25 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189 | $186514 |
| Clipper Acquisitions Corp., Term Loan, 5.922%, (1 mo. USD LIBOR + 1.75%), 3/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221 | &nbsp;&nbsp; 218990 |
| Edelman Financial Center, LLC, Term Loan, 7.884%, (1 mo. USD LIBOR + 3.50%), 4/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591 | &nbsp;&nbsp; 554590 |
| FinCo I, LLC, Term Loan, 6.884%, (1 mo. USD LIBOR + 2.50%), 6/27/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp; 568483 |
| Focus Financial Partners, LLC, Term Loan, 6.823%, (1 mo. USD LIBOR + 2.50%), 6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172 | &nbsp;&nbsp; 169941 |
| HighTower Holdings LLC, Term Loan, 8.278%, (3 mo. USD LIBOR + 4.00%), 4/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495 | &nbsp;&nbsp; 456007 |
| Mariner Wealth Advisors, LLC, Term Loan, 8.078%, (SOFR + 3.25%), 8/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594 | &nbsp;&nbsp; 569264 |
| Victory Capital Holdings, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 5.962%, (SOFR + 2.25%), 7/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242076 |
| &nbsp;&nbsp;&nbsp;Term Loan, 5.962%, (SOFR + 2.25%), 12/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91836 |
|  |  | &nbsp;&nbsp;&nbsp;**$4341831** |
| Chemicals — 4.8% | Chemicals — 4.8% | Chemicals — 4.8% |
| Axalta Coating Systems Dutch Holding B B.V., Term Loan, 7.506%, (SOFR + 3.00%), 12/20/29 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;$300609 |
| CPC Acquisition Corp., Term Loan, 8.48%, (3 mo. USD LIBOR + 3.75%), 12/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268959 |
| Groupe Solmax, Inc., Term Loan, 9.48%, (3 mo. USD LIBOR + 4.75%), 5/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329815 |
| LSF11 Skyscraper Holdco S.a.r.l., Term Loan, 8.23%, (3 mo. USD LIBOR + 3.50%), 9/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288894 |
| Messer Industries GmbH, Term Loan, 7.23%, (3 mo. USD LIBOR + 2.50%), 3/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384784 |
| Momentive Performance Materials, Inc., Term Loan, 7.64%, (1 mo. USD LIBOR + 3.25%), 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336906 |
| Olympus Water US Holding Corp., Term Loan, 8.50%, (3 mo. USD LIBOR + 3.75%), 11/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476506 |
| Rohm Holding GmbH, Term Loan, 8.371%, (6 mo. USD LIBOR + 4.75%), 7/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535609 |
| Starfruit Finco B.V., Term Loan, 7.165%, (3 mo. USD LIBOR + 2.75%), 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376670 |
| W.R. Grace & Co. Conn., Term Loan, 8.50%, (3 mo. USD LIBOR + 3.75%), 9/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;1015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998736 |
|  |  | &nbsp;&nbsp;&nbsp;**$4297488** |
| Commercial Services & Supplies — 3.5% | Commercial Services & Supplies — 3.5% | Commercial Services & Supplies — 3.5% |
| AEA International Holdings (Lux) S.a.r.l., Term Loan, 8.50%, (3 mo. USD LIBOR + 3.75%), 9/7/28 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;742 | &nbsp;&nbsp;&nbsp;&nbsp;$733219 |
| Clean Harbors, Inc., Term Loan, 6.384%, (1 mo. USD LIBOR + 2.00%), 10/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98766 |

---

------

Calvert

Floating-Rate Advantage Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Commercial Services & Supplies (continued) | Commercial Services & Supplies (continued) | Commercial Services & Supplies (continued) |
| Employbridge LLC, Term Loan, 9.494%, (3 mo. USD LIBOR + 4.75%), 7/19/28 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395 | $326862 |
| GFL Environmental, Inc., Term Loan, 7.415%, (3 mo. USD LIBOR + 3.00%), 5/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp; 700714 |
| LABL, Inc., Term Loan, 9.384%, (1 mo. USD LIBOR + 5.00%), 10/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 | &nbsp;&nbsp; 141493 |
| Phoenix Services International, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;DIP Loan, 11.935%, (SOFR + 12.00%), 3/28/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp; 55273 |
| &nbsp;&nbsp;&nbsp;Term Loan, 0.00%, 3/1/25<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413 | &nbsp;&nbsp; 49664 |
| Prime Security Services Borrower, LLC, Term Loan, 6.505%, (3 mo. USD LIBOR + 2.75%), 9/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349 | &nbsp;&nbsp; 346047 |
| Tempo Acquisition LLC, Term Loan, 7.323%, (SOFR + 3.00%), 8/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684 | &nbsp;&nbsp; 683022 |
|  |  | &nbsp;&nbsp;&nbsp;**$3135060** |
| Construction & Engineering — 1.9% | Construction & Engineering — 1.9% | Construction & Engineering — 1.9% |
| Aegion Corporation, Term Loan, 9.134%, (1 mo. USD LIBOR + 4.75%), 5/17/28 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;$346936 |
| American Residential Services, LLC, Term Loan, 8.23%, (3 mo. USD LIBOR + 3.50%), 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721150 |
| Northstar Group Services, Inc., Term Loan, 9.938%, (1 mo. USD LIBOR + 5.50%), 11/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140570 |
| USIC Holdings, Inc., Term Loan, 7.884%, (1 mo. USD LIBOR + 3.50%), 5/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467940 |
|  |  | &nbsp;&nbsp;&nbsp;**$1676596** |
| Containers & Packaging — 1.0% | Containers & Packaging — 1.0% | Containers & Packaging — 1.0% |
| Clydesdale Acquisition Holdings, Inc, Term Loan, 8.598%, (SOFR + 4.18%), 4/13/29 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 | &nbsp;&nbsp;&nbsp;&nbsp;$118820 |
| Pregis TopCo Corporation, Term Loan, 8.188%, (1 mo. USD LIBOR + 3.75%), 7/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381692 |
| Pretium PKG Holdings, Inc., Term Loan, 7.989%, (USD LIBOR + 4.00%), 10/2/28<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98956 |
| Proampac PG Borrower, LLC, Term Loan, 7.87%, (USD LIBOR + 3.75%), 11/3/25<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330450 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$929918** |
| Distributors — 0.8% | Distributors — 0.8% | Distributors — 0.8% |
| Autokiniton US Holdings, Inc., Term Loan, 8.792%, (1 mo. USD LIBOR + 4.50%), 4/6/28 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739 | &nbsp;&nbsp;&nbsp;&nbsp;$716588 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$716588** |
| Diversified Consumer Services — 1.1% | Diversified Consumer Services — 1.1% | Diversified Consumer Services — 1.1% |
| Ascend Learning, LLC, Term Loan, 7.884%, (1 mo. USD LIBOR + 3.50%), 12/11/28 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643 | &nbsp;&nbsp;&nbsp;&nbsp;$609968 |
| KUEHG Corp., Term Loan, 8.48%, (3 mo. USD LIBOR + 3.75%), 2/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249183 |

---

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Diversified Consumer Services (continued) | Diversified Consumer Services (continued) | Diversified Consumer Services (continued) |
| Sotheby's, Term Loan, 8.579%, (3 mo. USD LIBOR + 4.50%), 1/15/27 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136 | $132931 |
|  |  | **$992082** |
| Diversified Telecommunication Services — 2.9% | Diversified Telecommunication Services — 2.9% | Diversified Telecommunication Services — 2.9% |
| Level 3 Financing, Inc., Term Loan, 6.134%, (1 mo. USD LIBOR + 1.75%), 3/1/27 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 | $326564 |
| Telenet Financing USD, LLC, Term Loan, 6.318%, (1 mo. USD LIBOR + 2.00%), 4/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp; 268076 |
| UPC Financing Partnership, Term Loan, 7.243%, (1 mo. USD LIBOR + 2.93%), 1/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp; 465846 |
| Virgin Media Bristol, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.818%, (1 mo. USD LIBOR + 2.50%), 1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp; 590813 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.568%, (1 mo. USD LIBOR + 3.25%), 1/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322207 |
| Zayo Group Holdings, Inc., Term Loan, 7.384%, (1 mo. USD LIBOR + 3.00%), 3/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147147 |
| Ziggo Financing Partnership, Term Loan, 6.818%, (1 mo. USD LIBOR + 2.50%), 4/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439674 |
|  |  | &nbsp;&nbsp;&nbsp;**$2560327** |
| Electronic Equipment, Instruments & Components — 0.4% | Electronic Equipment, Instruments & Components — 0.4% | Electronic Equipment, Instruments & Components — 0.4% |
| II-VI Incorporated, Term Loan, 7.134%, (3 mo. USD LIBOR + 2.75%), 7/2/29 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;$218932 |
| Robertshaw US Holding Corp., Term Loan, 8.25%, (1 mo. USD LIBOR + 3.50%), 2/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143636 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$362568** |
| Entertainment — 0.9% | Entertainment — 0.9% | Entertainment — 0.9% |
| AMC Entertainment Holdings, Inc., Term Loan, 7.274%, (1 mo. USD LIBOR + 3.00%), 4/22/26 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483 | &nbsp;&nbsp;&nbsp;&nbsp;$262945 |
| Crown Finance US, Inc., Term Loan, 14.407%, (SOFR + 10.00%), 9/7/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132975 |
| Renaissance Holding Corp., Term Loan, 7.634%, (1 mo. USD LIBOR + 3.25%), 5/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452267 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$848187** |
| Financial — 0.5% | Financial — 0.5% | Financial — 0.5% |
| Focus Financial Partners, LLC, Term Loan, 7.573%, (SOFR + 3.25%), 6/30/28 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;$242739 |
| LHS Borrower, LLC, Term Loan, 9.173%, (SOFR + 4.75%), 2/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202948 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$445687** |
| Food & Staples Retailing — 0.4% | Food & Staples Retailing — 0.4% | Food & Staples Retailing — 0.4% |
| Nomad Foods US LLC, Term Loan, 8.225%, (SOFR + 3.75%), 11/12/29 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;$224273 |

---

------

Calvert

Floating-Rate Advantage Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Food & Staples Retailing (continued) | Food & Staples Retailing (continued) | Food & Staples Retailing (continued) |
| US Foods, Inc., Term Loan, 6.384%, (1 mo. USD LIBOR + 2.00%), 9/13/26 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | $124137 |
|  |  | **$348410** |
| Food Products — 0.9% | Food Products — 0.9% | Food Products — 0.9% |
| Monogram Food Solutions, LLC, Term Loan, 8.438%, (1 mo. USD LIBOR + 4.00%), 8/28/28 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 | $95782 |
| Sovos Brands Intermediate, Inc., Term Loan, 7.915%, (3 mo. USD LIBOR + 3.50%), 6/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp; 675185 |
|  |  | **$770967** |
| Health Care Equipment & Supplies — 2.7% | Health Care Equipment & Supplies — 2.7% | Health Care Equipment & Supplies — 2.7% |
| Bayou Intermediate II, LLC, Term Loan, 8.96%, (3 mo. USD LIBOR + 4.50%), 8/2/28 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347 | $334373 |
| CryoLife, Inc., Term Loan, 8.342%, (SOFR + 3.50%), 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499324 |
| Gloves Buyer, Inc., Term Loan, 8.384%, (1 mo. USD LIBOR + 4.00%), 12/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598498 |
| Journey Personal Care Corp., Term Loan, 8.98%, (3 mo. USD LIBOR + 4.25%), 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362603 |
| Medline Borrower, L.P., Term Loan, 7.634%, (1 mo. USD LIBOR + 3.25%), 10/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;637738 |
|  |  | &nbsp;&nbsp;&nbsp;**$2432536** |
| Health Care Providers & Services — 6.4% | Health Care Providers & Services — 6.4% | Health Care Providers & Services — 6.4% |
| Cano Health LLC, Term Loan, 8.423%, (SOFR + 4.00%), 11/23/27 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641 | &nbsp;&nbsp;&nbsp;&nbsp;$515246 |
| CCRR Parent, Inc., Term Loan, 8.14%, (1 mo. USD LIBOR + 3.75%), 3/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472427 |
| Ensemble RCM, LLC, Term Loan, 7.944%, (SOFR + 3.75%), 8/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533365 |
| Envision Healthcare Corporation, Term Loan - Second Lien, 8.83%, (SOFR + 4.25%), 3/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128819 |
| Midwest Physician Administrative Services, LLC, Term Loan, 7.98%, (3 mo. USD LIBOR + 3.25%), 3/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273377 |
| National Mentor Holdings, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.328%, (USD LIBOR + 3.75%), 3/2/28<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419102 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.48%, (3 mo. USD LIBOR + 3.75%), 3/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12289 |
| Option Care Health, Inc., Term Loan, 7.134%, (1 mo. USD LIBOR + 2.75%), 10/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738633 |
| PetVet Care Centers, LLC, Term Loan, 7.884%, (1 mo. USD LIBOR + 3.50%), 2/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349855 |
| Select Medical Corporation, Term Loan, 6.89%, (1 mo. USD LIBOR + 2.50%), 3/6/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;809226 |
| TTF Holdings, LLC, Term Loan, 8.438%, (1 mo. USD LIBOR + 4.00%), 3/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536843 |
| WP CityMD Bidco LLC, Term Loan, 7.634%, (1 mo. USD LIBOR + 3.25%), 12/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;991647 |
|  |  | &nbsp;&nbsp;&nbsp;**$5780829** |

---

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Health Care Technology — 3.6% | Health Care Technology — 3.6% | Health Care Technology — 3.6% |
| Bracket Intermediate Holding Corp, Term Loan, 7.991%, (3 mo. USD LIBOR + 4.25%), 9/5/25 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495 | $471637 |
| Imprivata, Inc., Term Loan, 8.134%, (1 mo. USD LIBOR + 3.75%), 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319 | &nbsp;&nbsp; 308057 |
| MedAssets Software Intermediate Holdings, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.384%, (1 mo. USD LIBOR + 4.00%), 12/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223 | &nbsp;&nbsp; 189536 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 11.134%, (1 mo. USD LIBOR + 6.75%), 12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp; 115641 |
| Navicure, Inc., Term Loan, 8.384%, (1 mo. USD LIBOR + 4.00%), 10/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;954 | &nbsp;&nbsp; 941739 |
| Project Ruby Ultimate Parent Corp., Term Loan, 7.634%, (1 mo. USD LIBOR + 3.25%), 3/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393 | &nbsp;&nbsp; 372466 |
| Symplr Software, Inc., Term Loan, 8.694%, (SOFR + 4.50%), 12/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369 | &nbsp;&nbsp; 309955 |
| Verscend Holding Corp., Term Loan, 8.384%, (1 mo. USD LIBOR + 4.00%), 8/27/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554363 |
|  |  | &nbsp;&nbsp;&nbsp;**$3263394** |
| Hotels, Restaurants & Leisure — 2.2% | Hotels, Restaurants & Leisure — 2.2% | Hotels, Restaurants & Leisure — 2.2% |
| ClubCorp Holdings, Inc., Term Loan, 7.48%, (3 mo. USD LIBOR + 2.75%), 9/18/24 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441 | &nbsp;&nbsp;&nbsp;&nbsp;$398894 |
| Dave & Buster's, Inc., Term Loan, 9.438%, (SOFR + 5.00%), 6/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149298 |
| IRB Holding Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.134%, (1 mo. USD LIBOR + 2.75%), 2/5/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306047 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.317%, (SOFR + 3.00%), 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310755 |
| Playa Resorts Holding B.V., Term Loan, 8.576%, (SOFR + 4.25%), 1/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268469 |
| SMG US Midco 2, Inc., Term Loan, 6.915%, (3 mo. USD LIBOR + 2.50%), 1/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233193 |
| Travel Leaders Group, LLC, Term Loan, 8.384%, (1 mo. USD LIBOR + 4.00%), 1/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355065 |
|  |  | &nbsp;&nbsp;&nbsp;**$2021721** |
| Household Durables — 0.8% | Household Durables — 0.8% | Household Durables — 0.8% |
| Libbey Glass, Inc., Term Loan, 12.951%, (SOFR + 8.50%), 11/22/27 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339 | &nbsp;&nbsp;&nbsp;&nbsp;$316767 |
| Serta Simmons Bedding, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 12.269%, (3 mo. USD LIBOR + 7.50%), 8/10/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148156 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 12.269%, (3 mo. USD LIBOR + 7.50%), 8/10/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234642 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$699565** |
| Household Products — 1.4% | Household Products — 1.4% | Household Products — 1.4% |
| Diamond (BC) B.V., Term Loan, 7.165%, (3 mo. USD LIBOR + 2.75%), 9/29/28 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743 | &nbsp;&nbsp;&nbsp;&nbsp;$719111 |

---

------

Calvert

Floating-Rate Advantage Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Household Products (continued) | Household Products (continued) | Household Products (continued) |
| Hunter Douglas, Inc., Term Loan, 7.859%, (SOFR + 3.50%), 2/26/29 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | $44158 |
| Kronos Acquisition Holdings, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.485%, (3 mo. USD LIBOR + 3.75%), 12/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442 | &nbsp;&nbsp; 422404 |
| &nbsp;&nbsp;&nbsp;Term Loan, 10.509%, (SOFR + 6.00%), 12/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp; 96277 |
|  |  | **$1281950** |
| Insurance — 3.7% | Insurance — 3.7% | Insurance — 3.7% |
| Alliant Holdings Intermediate, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.634%, (1 mo. USD LIBOR + 3.25%), 5/9/25 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241 | $238476 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.854%, (1 mo. USD LIBOR + 3.50%), 11/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484572 |
| AmWINS Group, Inc., Term Loan, 6.634%, (1 mo. USD LIBOR + 2.25%), 2/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481552 |
| AssuredPartners, Inc., Term Loan, 7.884%, (1 mo. USD LIBOR + 3.50%), 2/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641624 |
| Hub International Limited, Term Loan, 7.327%, (3 mo. USD LIBOR + 3.00%), 4/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496779 |
| NFP Corp., Term Loan, 7.634%, (1 mo. USD LIBOR + 3.25%), 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325069 |
| Ryan Specialty Group, LLC, Term Loan, 7.423%, (SOFR + 3.00%), 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194604 |
| USI, Inc., Term Loan, 8.33%, (SOFR + 3.75%), 11/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426528 |
|  |  | &nbsp;&nbsp;&nbsp;**$3289204** |
| Interactive Media & Services — 2.7% | Interactive Media & Services — 2.7% | Interactive Media & Services — 2.7% |
| Adevinta ASA, Term Loan, 7.48%, (3 mo. USD LIBOR + 2.75%), 6/26/28 | $&nbsp;&nbsp;&nbsp;&nbsp;1133 | &nbsp;&nbsp;&nbsp;$1123192 |
| Foundational Education Group, Inc., Term Loan, 8.592%, (SOFR + 3.75%), 8/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356400 |
| Getty Images, Inc., Term Loan, 8.938%, (1 mo. USD LIBOR + 4.50%), 2/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419120 |
| Match Group, Inc., Term Loan, 6.488%, (3 mo. USD LIBOR + 1.75%), 2/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491562 |
|  |  | &nbsp;&nbsp;&nbsp;**$2390274** |
| Internet & Direct Marketing Retail — 0.1% | Internet & Direct Marketing Retail — 0.1% | Internet & Direct Marketing Retail — 0.1% |
| Hoya Midco, LLC, Term Loan, 7.573%, (SOFR + 3.25%), 2/3/29 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;$109050 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$109050** |
| IT Services — 4.3% | IT Services — 4.3% | IT Services — 4.3% |
| Asurion, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.634%, (1 mo. USD LIBOR + 3.25%), 12/23/26 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735 | &nbsp;&nbsp;&nbsp;&nbsp;$656119 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.634%, (1 mo. USD LIBOR + 3.25%), 7/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34447 |

---

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| IT Services (continued) | IT Services (continued) | IT Services (continued) |
| Asurion, LLC: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 9.634%, (1 mo. USD LIBOR + 5.25%), 1/31/28 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | $431475 |
| Cyxtera DC Holdings, Inc., Term Loan, 7.36%, (3 mo. USD LIBOR + 3.00%), 5/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;976 | &nbsp;&nbsp; 831192 |
| Gainwell Acquisition Corp., Term Loan, 8.73%, (3 mo. USD LIBOR + 4.00%), 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1130 | &nbsp;&nbsp; 1072393 |
| Indy US Bidco, LLC, Term Loan, 8.134%, (1 mo. USD LIBOR + 3.75%), 3/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 | &nbsp;&nbsp; 64419 |
| Informatica, LLC, Term Loan, 7.188%, (1 mo. USD LIBOR + 2.75%), 10/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546 | &nbsp;&nbsp; 537687 |
| Rackspace Technology Global, Inc., Term Loan, 7.38%, (3 mo. USD LIBOR + 2.75%), 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393 | &nbsp;&nbsp; 247426 |
|  |  | **$3875158** |
| Leisure Products — 0.7% | Leisure Products — 0.7% | Leisure Products — 0.7% |
| Hayward Industries, Inc., Term Loan, 6.884%, (1 mo. USD LIBOR + 2.50%), 5/30/28 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;616 | &nbsp;&nbsp;&nbsp;&nbsp;$593821 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$593821** |
| Life Sciences Tools & Services — 1.5% | Life Sciences Tools & Services — 1.5% | Life Sciences Tools & Services — 1.5% |
| Curia Global, Inc., Term Loan, 8.165%, (3 mo. USD LIBOR + 3.75%), 8/30/26 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828 | &nbsp;&nbsp;&nbsp;&nbsp;$684311 |
| Packaging Coordinators Midco, Inc., Term Loan, 8.23%, (3 mo. USD LIBOR + 3.50%), 11/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630934 |
|  |  | &nbsp;&nbsp;&nbsp;**$1315245** |
| Machinery — 7.6% | Machinery — 7.6% | Machinery — 7.6% |
| AI Aqua Merger Sub, Inc., Term Loan, 7.967%, (SOFR + 3.75%), 7/31/28 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497 | &nbsp;&nbsp;&nbsp;&nbsp;$468894 |
| Alliance Laundry Systems, LLC, Term Loan, 7.409%, (3 mo. USD LIBOR + 3.50%), 10/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549926 |
| American Trailer World Corp., Term Loan, 8.173%, (SOFR + 3.75%), 3/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205104 |
| Apex Tool Group, LLC, Term Loan, 9.667%, (SOFR + 5.25%), 2/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273279 |
| Conair Holdings, LLC, Term Loan, 8.48%, (3 mo. USD LIBOR + 3.75%), 5/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417219 |
| CPM Holdings, Inc., Term Loan, 7.62%, (1 mo. USD LIBOR + 3.50%), 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598541 |
| Engineered Machinery Holdings, Inc., Term Loan, 8.48%, (3 mo. USD LIBOR + 3.50%), 5/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574199 |
| EWT Holdings III Corp., Term Loan, 6.688%, (1 mo. USD LIBOR + 2.25%), 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121842 |
| Filtration Group Corporation, Term Loan, 7.384%, (1 mo. USD LIBOR + 3.00%), 3/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476590 |
| Gates Global, LLC, Term Loan, 6.884%, (1 mo. USD LIBOR + 2.50%), 3/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825090 |

---

------

Calvert

Floating-Rate Advantage Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Machinery (continued) | Machinery (continued) | Machinery (continued) |
| Granite Holdings US Acquisition Co., Term Loan, 8.75%, (3 mo. USD LIBOR + 4.00%), 9/30/26 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417 | $417862 |
| Icebox Holdco III, Inc., Term Loan, 8.23%, (3 mo. USD LIBOR + 3.50%), 12/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497 | &nbsp;&nbsp; 460514 |
| Madison IAQ, LLC, Term Loan, 7.988%, (3 mo. USD LIBOR + 3.25%), 6/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887 | &nbsp;&nbsp; 826383 |
| SPX Flow, Inc., Term Loan, 8.923%, (SOFR + 4.50%), 4/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324 | &nbsp;&nbsp; 302508 |
| Titan Acquisition Limited, Term Loan, 8.151%, (6 mo. USD LIBOR + 3.00%), 3/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286 | &nbsp;&nbsp; 267850 |
|  |  | **$6785801** |
| Media — 3.5% | Media — 3.5% | Media — 3.5% |
| Diamond Sports Group, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 12.317%, (SOFR + 8.10%), 5/25/26 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$46306 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 7.567%, (SOFR + 3.25%), 8/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21896 |
| E.W. Scripps Company (The), Term Loan, 6.946%, (1 mo. USD LIBOR + 2.56%), 5/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482954 |
| iHeartCommunications, Inc., Term Loan, 7.384%, (1 mo. USD LIBOR + 3.00%), 5/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346619 |
| Magnite, Inc., Term Loan, 9.327%, (USD LIBOR + 5.00%), 4/28/28<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328419 |
| Outfront Media Capital, LLC, Term Loan, 6.134%, (1 mo. USD LIBOR + 1.75%), 11/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72844 |
| Recorded Books, Inc., Term Loan, 8.323%, (SOFR + 4.00%), 8/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490313 |
| Sinclair Television Group, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.89%, (1 mo. USD LIBOR + 2.50%), 9/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559298 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.39%, (1 mo. USD LIBOR + 3.00%), 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470338 |
| Univision Communications, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.134%, (1 mo. USD LIBOR + 2.75%), 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66726 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.634%, (1 mo. USD LIBOR + 3.25%), 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223378 |
|  |  | &nbsp;&nbsp;&nbsp;**$3109091** |
| Metals/Mining — 0.4% | Metals/Mining — 0.4% | Metals/Mining — 0.4% |
| Dynacast International, LLC, Term Loan, 9.199%, (3 mo. USD LIBOR + 4.50%), 7/22/25 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;$256924 |
| WireCo WorldGroup, Inc., Term Loan, 8.938%, (3 mo. USD LIBOR + 4.25%), 11/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92343 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$349267** |
| Pharmaceuticals — 0.7% | Pharmaceuticals — 0.7% | Pharmaceuticals — 0.7% |
| Elanco Animal Health Incorporated, Term Loan, 5.87%, (1 mo. USD LIBOR + 1.75%), 8/1/27 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136 | &nbsp;&nbsp;&nbsp;&nbsp;$131013 |
| Horizon Therapeutics USA, Inc., Term Loan, 6.188%, (1 mo. USD LIBOR + 1.75%), 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245686 |

---

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Pharmaceuticals (continued) | Pharmaceuticals (continued) | Pharmaceuticals (continued) |
| Jazz Financing Lux S.a.r.l., Term Loan, 7.884%, (1 mo. USD LIBOR + 3.50%), 5/5/28 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222 | $220468 |
|  |  | **$597167** |
| Professional Services — 2.4% | Professional Services — 2.4% | Professional Services — 2.4% |
| Camelot U.S. Acquisition, LLC, Term Loan, 7.384%, (1 mo. USD LIBOR + 3.00%), 10/30/26 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682 | $673125 |
| CoreLogic, Inc., Term Loan, 7.938%, (1 mo. USD LIBOR + 3.50%), 6/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466 | &nbsp;&nbsp; 390461 |
| Deerfield Dakota Holding, LLC, Term Loan, 8.073%, (SOFR + 3.75%), 4/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366 | &nbsp;&nbsp; 342202 |
| Rockwood Service Corporation, Term Loan, 8.634%, (1 mo. USD LIBOR + 4.25%), 1/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp; 307077 |
| Trans Union, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.134%, (1 mo. USD LIBOR + 1.75%), 11/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63050 |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.634%, (1 mo. USD LIBOR + 2.25%), 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335583 |
|  |  | &nbsp;&nbsp;&nbsp;**$2111498** |
| Real Estate Management & Development — 0.8% | Real Estate Management & Development — 0.8% | Real Estate Management & Development — 0.8% |
| Cushman & Wakefield U.S. Borrower, LLC, Term Loan, 7.134%, (1 mo. USD LIBOR + 2.75%), 8/21/25 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506 | &nbsp;&nbsp;&nbsp;&nbsp;$495362 |
| RE/MAX International, Inc., Term Loan, 6.938%, (1 mo. USD LIBOR + 2.50%), 7/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252930 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$748292** |
| Road & Rail — 1.4% | Road & Rail — 1.4% | Road & Rail — 1.4% |
| Avis Budget Car Rental, LLC, Term Loan, 6.14%, (1 mo. USD LIBOR + 1.75%), 8/6/27 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509 | &nbsp;&nbsp;&nbsp;&nbsp;$495404 |
| PODS, LLC, Term Loan, 7.384%, (1 mo. USD LIBOR + 3.00%), 3/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748314 |
|  |  | &nbsp;&nbsp;&nbsp;**$1243718** |
| Semiconductors & Semiconductor Equipment — 1.4% | Semiconductors & Semiconductor Equipment — 1.4% | Semiconductors & Semiconductor Equipment — 1.4% |
| Altar Bidco, Inc., Term Loan, 6.608%, (SOFR + 3.10%), 2/1/29 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274 | &nbsp;&nbsp;&nbsp;&nbsp;$262235 |
| Bright Bidco B.V., Term Loan, 12.094%, (SOFR + 8.00%), 10/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27510 |
| MaxLinear, Inc., Term Loan, 6.634%, (1 mo. USD LIBOR + 2.25%), 6/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53170 |
| MKS Instruments, Inc., Term Loan, 7.171%, (SOFR + 2.75%), 8/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454384 |
| Ultra Clean Holdings, Inc., Term Loan, 8.134%, (1 mo. USD LIBOR + 3.75%), 8/27/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452463 |
|  |  | &nbsp;&nbsp;&nbsp;**$1249762** |

---

------

Calvert

Floating-Rate Advantage Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Software — 25.6% | Software — 25.6% | Software — 25.6% |
| Applied Systems, Inc., Term Loan, 9.08%, (SOFR + 4.50%), 9/18/26 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1192 | $1189144 |
| AppLovin Corporation, Term Loan, 9.75%, (Prime + 2.25%), 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457 | &nbsp;&nbsp; 441291 |
| Aptean, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.985%, (3 mo. USD LIBOR + 4.25%), 4/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661 | &nbsp;&nbsp; 634892 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 11.735%, (3 mo. USD LIBOR + 7.00%), 4/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp; 279000 |
| Astra Acquisition Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 9.634%, (1 mo. USD LIBOR + 5.25%), 10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223 | &nbsp;&nbsp; 198143 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 13.259%, (1 mo. USD LIBOR + 8.88%), 10/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp; 314924 |
| Banff Merger Sub, Inc., Term Loan, 8.134%, (1 mo. USD LIBOR + 3.75%), 10/2/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618743 |
| Cast and Crew Payroll, LLC, Term Loan, 7.884%, (1 mo. USD LIBOR + 3.50%), 2/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388830 |
| CDK Global, Inc., Term Loan, 9.08%, (SOFR + 4.50%), 7/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397281 |
| CentralSquare Technologies, LLC, Term Loan, 8.48%, (3 mo. USD LIBOR + 3.75%), 8/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384246 |
| Cloudera, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.134%, (1 mo. USD LIBOR + 3.75%), 10/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518922 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 10.384%, (1 mo. USD LIBOR + 6.00%), 10/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125813 |
| Constant Contact, Inc., Term Loan, 7.909%, (3 mo. USD LIBOR + 4.00%), 2/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394931 |
| Cornerstone OnDemand, Inc., Term Loan, 8.134%, (1 mo. USD LIBOR + 3.75%), 10/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244961 |
| Delta TopCo, Inc., Term Loan, 8.154%, (3 mo. USD LIBOR + 3.75%), 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628819 |
| E2open, LLC, Term Loan, 7.685%, (1 mo. USD LIBOR + 3.50%), 2/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533888 |
| ECI Macola Max Holdings, LLC, Term Loan, 8.48%, (3 mo. USD LIBOR + 3.75%), 11/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;1108 | &nbsp;&nbsp;&nbsp;&nbsp;1064773 |
| Epicor Software Corporation, Term Loan, 7.634%, (1 mo. USD LIBOR + 3.25%), 7/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;1379 | &nbsp;&nbsp;&nbsp;&nbsp;1329238 |
| Finastra USA, Inc., Term Loan, 6.871%, (3 mo. USD LIBOR + 3.50%), 6/13/24 | &nbsp;&nbsp;&nbsp;&nbsp;1042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;924479 |
| Fiserv Investment Solutions, Inc., Term Loan, 8.325%, (1 mo. USD LIBOR + 4.00%), 2/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324827 |
| GoTo Group, Inc., Term Loan, 9.139%, (1 mo. USD LIBOR + 4.75%), 8/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365177 |
| Greeneden U.S. Holdings II, LLC, Term Loan, 8.384%, (1 mo. USD LIBOR + 4.00%), 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663093 |
| Hyland Software, Inc., Term Loan, 7.884%, (1 mo. USD LIBOR + 3.50%), 7/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;1271 | &nbsp;&nbsp;&nbsp;&nbsp;1255324 |
| Imperva, Inc., Term Loan, 8.592%, (3 mo. USD LIBOR + 4.00%), 1/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464530 |

---

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Software (continued) | Software (continued) | Software (continued) |
| MA FinanceCo., LLC, Term Loan, 8.973%, (3 mo. USD LIBOR + 4.25%), 6/5/25 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153 | $152904 |
| Magenta Buyer, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 9.17%, (3 mo. USD LIBOR + 4.75%), 7/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665 | &nbsp;&nbsp; 572947 |
| &nbsp;&nbsp;&nbsp;Term Loan - Second Lien, 12.67%, (3 mo. USD LIBOR + 8.25%), 7/27/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp; 296250 |
| Marcel LUX IV S.a.r.l., Term Loan, 7.665%, (SOFR + 3.25%), 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464 | &nbsp;&nbsp; 458220 |
| Mitnick Corporate Purchaser, Inc., Term Loan, 8.944%, (SOFR + 4.75%), 5/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp; 93703 |
| Open Text Corporation, Term Loan, 11/16/29<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp; 268755 |
| Panther Commercial Holdings L.P., Term Loan, 8.665%, (3 mo. USD LIBOR + 4.25%), 1/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;788 | &nbsp;&nbsp; 712913 |
| Proofpoint, Inc., Term Loan, 7.985%, (3 mo. USD LIBOR + 3.25%), 8/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;906260 |
| Quest Software US Holdings, Inc., Term Loan, 8.494%, (SOFR + 4.25%), 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541580 |
| Realpage, Inc., Term Loan, 7.384%, (1 mo. USD LIBOR + 3.00%), 4/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;1037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;988660 |
| Red Planet Borrower, LLC, Term Loan, 8.134%, (1 mo. USD LIBOR + 3.75%), 10/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311680 |
| Redstone Holdco 2 L.P., Term Loan, 9.108%, (3 mo. USD LIBOR + 4.75%), 4/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345378 |
| Skillsoft Corporation, Term Loan, 9.582%, (SOFR + 5.25%), 7/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59258 |
| Sophia, L.P., Term Loan, 8.23%, (3 mo. USD LIBOR + 3.50%), 10/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;1153 | &nbsp;&nbsp;&nbsp;&nbsp;1115553 |
| SurveyMonkey, Inc., Term Loan, 8.14%, (1 mo. USD LIBOR + 3.75%), 10/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417626 |
| Turing Midco LLC, Term Loan, 6.884%, (1 mo. USD LIBOR + 2.50%), 3/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251599 |
| Veritas US, Inc., Term Loan, 9.73%, (3 mo. USD LIBOR + 5.00%), 9/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298508 |
| Vision Solutions, Inc., Term Loan, 8.358%, (3 mo. USD LIBOR + 4.00%), 4/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534299 |
| VS Buyer, LLC, Term Loan, 7.384%, (1 mo. USD LIBOR + 3.00%), 2/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927424 |
|  |  | **$22938786** |
| Specialty Retail — 2.6% | Specialty Retail — 2.6% | Specialty Retail — 2.6% |
| Belron Finance US LLC, Term Loan, 7.063%, (3 mo. USD LIBOR + 2.50%), 4/13/28 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 | &nbsp;&nbsp;&nbsp;&nbsp;$122096 |
| Les Schwab Tire Centers, Term Loan, 6.58%, (3 mo. USD LIBOR + 3.25%), 11/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;1230 | &nbsp;&nbsp;&nbsp;&nbsp;1221205 |
| Mattress Firm, Inc., Term Loan, 8.44%, (3 mo. USD LIBOR + 4.25%), 9/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244535 |

---

------

Calvert

Floating-Rate Advantage Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Specialty Retail (continued) | Specialty Retail (continued) | Specialty Retail (continued) |
| Petsmart, Inc., Term Loan, 8.13%, (1 mo. USD LIBOR + 3.75%), 2/11/28 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;741 | $728127 |
|  |  | **$2315963** |
| Steel — 0.1% | Steel — 0.1% | Steel — 0.1% |
| Phoenix Services International, LLC, Term Loan, 16.323%, (SOFR + 12.00%), 9/29/23 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 | $76462 |
|  |  | **$76462** |
| Technology Hardware, Storage & Peripherals — 0.1% | Technology Hardware, Storage & Peripherals — 0.1% | Technology Hardware, Storage & Peripherals — 0.1% |
| NCR Corporation, Term Loan, 6.92%, (3 mo. USD LIBOR + 2.50%), 8/28/26 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118 | $114837 |
|  |  | **$114837** |
| Trading Companies & Distributors — 4.0% | Trading Companies & Distributors — 4.0% | Trading Companies & Distributors — 4.0% |
| Avolon TLB Borrower 1 (US), LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.103%, (1 mo. USD LIBOR + 1.75%), 1/15/25 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;$698170 |
| &nbsp;&nbsp;&nbsp;Term Loan, 6.603%, (1 mo. USD LIBOR + 2.25%), 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195832 |
| Core & Main L.P., Term Loan, 7.06%, (USD LIBOR + 2.50%), 7/27/28<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244344 |
| Electro Rent Corporation, Term Loan, 10.271%, (SOFR + 5.50%), 11/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568418 |
| Park River Holdings, Inc., Term Loan, 6.993%, (3 mo. USD LIBOR + 3.25%), 12/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522133 |
| Spin Holdco, Inc., Term Loan, 8.765%, (3 mo. USD LIBOR + 4.00%), 3/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775331 |
| SRS Distribution, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.884%, (1 mo. USD LIBOR + 3.50%), 6/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473084 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7.923%, (SOFR + 3.50%), 6/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95032 |
|  |  | &nbsp;&nbsp;&nbsp;**$3572344** |
| Transportation Infrastructure — 0.2% | Transportation Infrastructure — 0.2% | Transportation Infrastructure — 0.2% |
| Brown Group Holding, LLC, Term Loan, 6.884%, (1 mo. USD LIBOR + 2.50%), 6/7/28 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211 | &nbsp;&nbsp;&nbsp;&nbsp;$207275 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$207275** |
| Wireless Telecommunication Services — 0.2% | Wireless Telecommunication Services — 0.2% | Wireless Telecommunication Services — 0.2% |
| Digicel International Finance Limited, Term Loan, 7.634%, (1 mo. USD LIBOR + 3.25%), 5/28/24 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237 | &nbsp;&nbsp;&nbsp;&nbsp;$200267 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$200267** |
| Total Senior Floating Rate Loans<br> (identified cost $108,120,719) |  | **$101129096** |

---

Warrants — 0.0%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Entertainment — 0.0% | Entertainment — 0.0% | Entertainment — 0.0% |
| Cineworld Group PLC, Exp. 11/23/25<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;16341 | $0 |
| Total Warrants<br> (identified cost $0) |  | **$0** |

---

Short-Term Investments — 4.4%

---

| | | |
|:---|:---|:---|
| **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> | 3909647 | $3909647 |
| Total Short-Term Investments<br> (identified cost $3,909,647) |  | **$3909647** |
| Total Investments — 126.3%<br> (identified cost $121,561,475) |  | **$113214075** |

---

---

| | |
|:---|:---|
| Note Payable — (27.9)% | **$(25000000)** |

---

---

| | |
|:---|:---|
| Other Assets, Less Liabilities — 1.6% | **$1448597** |
| Net Assets — 100.0% | **$89662672** |

---

---

| | |
|:---|:---|
| 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> | Non-income producing security. |
| <sup>(2)</sup> | Security was acquired in connection with a restructuring of a Senior Loan and may be subject to restrictions on resale. |
| <sup>(3)</sup> | Amount is less than 0.05%. |
| <sup>(4)</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 $7,155,186 or 8.0% of the Fund's net assets. |
| <sup>(5)</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

Floating-Rate Advantage Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

<sup>(6)</sup> Issuer is in default with respect to interest and/or principal payments. For a variable rate security, interest rate has been adjusted to reflect non-accrual status.

<sup>(7)</sup> The stated interest rate represents the weighted average interest rate at December 31, 2022 of contracts within the senior loan facility. Interest rates on contracts are primarily redetermined either weekly, monthly or quarterly by reference to the indicated base lending rate and spread and the reset period.

<sup>(8)</sup> This Senior Loan will settle after December 31, 2022, at which time the interest rate will be determined.

<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.

---

| | |
|:---|:---|
| **Abbreviations:** | **Abbreviations:** |
| DIP | – Debtor In Possession |
| LIBOR | – London Interbank Offered Rate |
| SOFR | – Secured Overnight Financing Rate |

---

---

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

---

Affiliated Investments

At December 31, 2022, the value of the Fund's investment in funds that may be deemed to be affiliated was $3,909,647, which represents 4.4% of the Fund's net assets. Transactions in such funds 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** | **Dividend<br> income** | **Shares,<br> end of<br> period** |
| **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** |  |  |  |  |  |  |
| Liquidity Fund, Institutional Class<sup>(1)</sup> | $3622263 | $16309114 | $(16021730) | $— | $— | $3909647 | $33539 | 3909647 |

---

<sup>(1)</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** |
| Common Stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$7775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$81896 | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$89671 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7155186 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7155186 |
| Exchange-Traded Funds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930475 |
| Senior Floating-Rate Loans | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;101129096 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;101129096 |
| Warrants | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp;3909647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3909647 |
| **Total Investments** | &nbsp;&nbsp;**$4847897** | &nbsp;&nbsp;**$108366178** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$113214075** |

---

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 Management Series

- **b. Investment Company Act file number:** 811-03101

- **c. CIK number of Registrant:** 0000319676

- **d. LEI of Registrant:** 549300JLDDCMBLNYVQ38

- **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 Floating-Rate Advantage Fund

- **b. EDGAR series identifier (if any):** S000059217

- **c. LEI of Series:** 549300GG1YFY0YH1UJ86

**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:** $115408701.08

**Total Liabilities:** $26198711.42

**Net Assets:** $89209989.66

**Delayed Delivery Securities:** $266750.00

**Cash Not Reported:** $500684.28

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -4.38000000 | **1-Year:** -206.37000000 | **5-Year:** -740.12000000 | **10-Year:** -145.98000000 | **30-Year:** 0.00000000

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

- **3-Month:** -220.99000000 | **1-Year:** -7334.52000000 | **5-Year:** -28868.07000000 | **10-Year:** -2246.54000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000194063 | 1.05%                | 1.40%                | 0.11%                |
| Class ID C000194065 | 1.07%                | 1.42%                | 0.13%                |
| Class ID C000194066 | 1.07%                | 1.42%                | 0.13%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-107534.55              | $545419.42                                 |
| Month 2  | $-215254.36              | $855599.45                                 |
| Month 3  | $-7967.76                | $-495004.41                                |

**Designated Index Information**

- **Index Name:** S&P/LSTA Leveraged Loan

- **Index Identifier:** SNPLLALL

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CLARIOS GLOBAL LP                              | Clarios Global LP                                                                | CUSIP: 18060TAA3<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |     22000 | PA      | $22082.97     | 0.02%             | 2025-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rockwood Service Corporation                   | Rockwood Service Corporation 2020 Term Loan                                      | CUSIP: 77447JAH0<br>LEI: 549300PFYAJBMVGJ7074 | Long             | LON              | CORP              | US        |    310375 | PA      | $307076.89    | 0.34%             | 2027-01-23      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| Rohm Holding GmbH                              | Rohm Holding GmbH USD Term Loan B                                                | CUSIP: 000000000<br>LEI: 529900TDB6090VCVJG31 | Long             | LON              | CORP              | DE        |    638580 | PA      | $535608.86    | 0.60%             | 2026-07-31      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                           | Neptune Bidco US Inc                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    225000 | PA      | $212502.38    | 0.24%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| AssuredPartners, Inc.                          | AssuredPartners, Inc. 2020 Term Loan B                                           | CUSIP: 04621HAN3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |    658921 | PA      | $641624.30    | 0.72%             | 2027-02-12      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| USIC Holdings, Inc.                            | USIC Holdings, Inc. 2021 Term Loan                                               | CUSIP: 90290HAP7<br>LEI: 5493009ZYUWB7X699U62 | Long             | LON              | CORP              | US        |    488816 | PA      | $467940.01    | 0.52%             | 2028-05-12      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Informatica LLC                                | Informatica LLC 2021 USD Term Loan B                                             | CUSIP: 45673YAH9<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |    545875 | PA      | $537686.88    | 0.60%             | 2028-10-27      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Belron Finance US LLC                          | Belron Finance US LLC 2021 USD Term Loan B                                       | CUSIP: 08078UAF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    122812 | PA      | $122096.13    | 0.14%             | 2028-04-13      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Cloudera, Inc.                                 | Cloudera, Inc. 2021 Term Loan                                                    | CUSIP: 74339VAB4<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |    545875 | PA      | $518922.42    | 0.58%             | 2028-10-08      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| ALLTECH INC                                    | Alltech Inc Term Loan B                                                          | CUSIP: 02003DAX2<br>LEI: 549300HV8FN6KMLFMN67 | Long             | LON              | CORP              | US        |    495000 | PA      | $465918.75    | 0.52%             | 2028-10-13      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| Aptean, Inc.                                   | Aptean, Inc. 2019 Term Loan                                                      | CUSIP: 03834WAQ8<br>LEI: 549300D5LUPGZUDZXC96 | Long             | LON              | CORP              | US        |    663064 | PA      | $636541.67    | 0.71%             | 2026-04-23      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                  | CommScope Inc                                                                    | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    300000 | PA      | $242422.50    | 0.27%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CentralSquare Technologies, LLC                | CentralSquare Technologies, LLC 2018 1st Lien Term Loan                          | CUSIP: 86845PAC6<br>LEI: 549300NZTUTB6TE4LW44 | Long             | LON              | CORP              | US        |    443077 | PA      | $384246.04    | 0.43%             | 2025-08-29      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| USI, INC.                                      | USI, Inc. 2022 Incremental Term Loan                                             | CUSIP: 90351NAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    430076 | PA      | $426527.79    | 0.48%             | 2029-11-22      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                             | AmWINS Group, Inc. 2021 Term Loan B                                              | CUSIP: 03234TAW8<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |    491254 | PA      | $482779.48    | 0.54%             | 2028-02-19      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Vision Solutions, Inc.                         | Vision Solutions, Inc. 2021 Incremental Term Loan                                | CUSIP: 70477BAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    642122 | PA      | $534299.20    | 0.60%             | 2028-04-24      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER                          | AG TTMT Escrow Issuer LLC                                                        | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50312.50     | 0.06%             | 2027-09-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Momentive Performance Materials Inc.           | Momentive Performance Materials Inc. Term Loan B                                 | CUSIP: 60877JAB8<br>LEI: 54930021ZH8MCUXACZ50 | Long             | LON              | CORP              | US        |    337750 | PA      | $336905.63    | 0.38%             | 2024-05-15      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| EWT Holdings III Corp.                         | EWT Holdings III Corp. 2021 Term Loan                                            | CUSIP: 26928XAB7<br>LEI: 5493007CXSSB57GCEB24 | Long             | LON              | CORP              | US        |    123125 | PA      | $121842.41    | 0.14%             | 2028-04-01      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| AMC Entertainment Holdings, Inc.               | AMC Entertainment Holdings, Inc. 2019 Term Loan B                                | CUSIP: 00164DAQ6<br>LEI: 549300ZO77UNR6NRBR11 | Long             | LON              | CORP              | US        |    482783 | PA      | $262944.46    | 0.29%             | 2026-04-22      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC             | Alliant Holdings Intermediate, LLC Term Loan B                                   | CUSIP: 01881UAF2<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    241250 | PA      | $238475.63    | 0.27%             | 2025-05-09      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| LTI Holdings, Inc.                             | LTI Holdings, Inc. 2018 Add On 1st Lien Term Loan                                | CUSIP: 50217UAS6<br>LEI: 5493003GUY3WBOTOAP97 | Long             | LON              | CORP              | US        |    243020 | PA      | $233223.65    | 0.26%             | 2025-09-06      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| AppLovin Corporation                           | AppLovin Corporation 2018 Term Loan B                                            | CUSIP: 03835EAC8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | LON              | CORP              | US        |    458264 | PA      | $442439.91    | 0.50%             | 2025-08-15      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| Core & Main LP                                 | Core & Main LP 2021 Term Loan B                                                  | CUSIP: 40416VAE5<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |    246875 | PA      | $244344.53    | 0.27%             | 2028-07-27      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Redstone Holdco 2 LP                           | Redstone Holdco 2 LP 2021 Term Loan                                              | CUSIP: 75774EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    493750 | PA      | $345378.13    | 0.39%             | 2028-04-27      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| Banff Merger Sub Inc                           | Banff Merger Sub Inc 2021 USD Term Loan                                          | CUSIP: 05988HAE7<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    645084 | PA      | $618743.39    | 0.69%             | 2025-10-02      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Quest Software US Holdings Inc.                | Quest Software US Holdings Inc. 2022 Term Loan                                   | CUSIP: 74834YAN2<br>LEI: 549300LMV4JEXTGLE324 | Long             | LON              | CORP              | US        |    698250 | PA      | $541580.16    | 0.61%             | 2029-02-01      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                 | OPEN TEXT CORP                                                                   | CUSIP: 68371YAN3<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |    275000 | PA      | $268755.30    | 0.30%             | 2029-11-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Robertshaw US Holding Corp                     | Robertshaw US Holding Corp 2018 1st Lien Term Loan                               | CUSIP: 77051UAF6<br>LEI: 549300NMXRV2JIXFIY04 | Long             | LON              | CORP              | US        |    208926 | PA      | $143636.36    | 0.16%             | 2025-02-28      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Medline Borrower, LP                           | Medline Borrower, LP USD Term Loan B                                             | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    669938 | PA      | $637738.29    | 0.71%             | 2028-10-23      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield U.S. Borrower, LLC         | Cushman & Wakefield U.S. Borrower, LLC 2020 Term Loan B                          | CUSIP: 23340DAP7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    506010 | PA      | $495362.51    | 0.56%             | 2025-08-21      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings, Inc.                 | National Mentor Holdings, Inc. 2021 Term Loan                                    | CUSIP: 63689EAR6<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |    596587 | PA      | $419102.26    | 0.47%             | 2028-03-02      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                     | Air Canada                                                                       | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $110929.09    | 0.12%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Trans Union, LLC                               | Trans Union, LLC 2021 Term Loan B6                                               | CUSIP: 89334GAZ7<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    338492 | PA      | $335582.94    | 0.38%             | 2028-12-01      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Camelot U.S. Acquisition LLC                   | Camelot U.S. Acquisition LLC 2020 Incremental Term Loan B                        | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |    682423 | PA      | $673125.10    | 0.75%             | 2026-10-30      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Sotheby's                                      | Sotheby's 2021 Term Loan B                                                       | CUSIP: 08883CAE8<br>LEI: 549300P5BAAMQQ7VL735 | Long             | LON              | CORP              | US        |    135875 | PA      | $132931.09    | 0.15%             | 2027-01-15      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| PLAYA RESORTS HOLDING B.V.                     | Playa Resorts Holding B.V. 2022 Term Loan B                                      | CUSIP: 72812NAJ5<br>LEI: 5493005SPBUMPZZCIZ96 | Long             | LON              | CORP              | NL        |    275000 | PA      | $268468.75    | 0.30%             | 2029-01-05      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                         | GFL Environmental Inc. 2020 Term Loan                                            | CUSIP: 000000000<br>LEI: 549300FYK4MBXWIVZU26 | Long             | LON              | CORP              | CA        |    699839 | PA      | $700713.78    | 0.79%             | 2025-05-30      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| LHS BORROWER, LLC                              | LHS Borrower, LLC 2022 Term Loan B                                               | CUSIP: 50204EAB4<br>LEI: 2549000R2CJY3YBDDU14 | Long             | LON              | CORP              | US        |    247876 | PA      | $202948.17    | 0.23%             | 2029-02-16      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV LLC                     | MAJORDRIVE HOLDINGS IV LLC TERM LOAN B                                           | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |     98500 | PA      | $92928.64     | 0.10%             | 2028-06-01      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| MI Windows and Doors, LLC                      | MI Windows and Doors, LLC 2022 Term Loan                                         | CUSIP: 55336CAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    782895 | PA      | $775066.15    | 0.87%             | 2027-12-18      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| NCR Corporation                                | NCR Corporation 2019 Term Loan                                                   | CUSIP: 62886VAP5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | LON              | CORP              | US        |    117883 | PA      | $114837.28    | 0.13%             | 2026-08-28      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Wheel Pros, LLC                                | Wheel Pros, LLC 2021 Term Loan                                                   | CUSIP: 96289EAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-05-11      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Getty Images, Inc.                             | Getty Images, Inc. 2019 USD Term Loan B                                          | CUSIP: 37427UAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    420750 | PA      | $419119.80    | 0.47%             | 2026-02-19      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| E.W. Scripps Company (The)                     | E.W. Scripps Company (The) 2019 Term Loan B2                                     | CUSIP: 26928BAL3<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |    491139 | PA      | $484201.92    | 0.54%             | 2026-05-01      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Fiserv Investment Solutions, Inc.              | Fiserv Investment Solutions, Inc. 2020 Term Loan B                               | CUSIP: 33774UAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    342125 | PA      | $325660.23    | 0.37%             | 2027-02-18      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                            | Jazz Securities DAC                                                              | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |    550000 | PA      | $491191.25    | 0.55%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WP CPP Holdings, LLC                           | WP CPP Holdings, LLC 2018 Term Loan                                              | CUSIP: 92937JAM5<br>LEI: 549300HT8KGOLU7VM426 | Long             | LON              | CORP              | US        |    926917 | PA      | $812211.31    | 0.91%             | 2025-04-30      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS THEME PARKS                          | Six Flags Theme Parks Inc                                                        | CUSIP: 83001WAC8<br>LEI: 5493003MX0ZXTM8EVY68 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13109.75     | 0.01%             | 2025-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CPM Holdings, Inc.                             | CPM Holdings, Inc. 2018 1st Lien Term Loan                                       | CUSIP: 12654NAC7<br>LEI: 549300FBUISJCXV8IB65 | Long             | LON              | CORP              | US        |    607347 | PA      | $598540.92    | 0.67%             | 2025-11-17      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| SOPHIA, L.P.                                   | Sophia, L.P. 2021 Term Loan B                                                    | CUSIP: 83578BAN3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |   1152654 | PA      | $1115552.50   | 1.25%             | 2027-10-07      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| KUEHG Corp.                                    | KUEHG Corp. 2018 Incremental Term Loan                                           | CUSIP: 48244EAJ3<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |    258766 | PA      | $249183.43    | 0.28%             | 2025-02-21      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Electro Rent Corporation                       | Electro Rent Corporation 2022 Term Loan                                          | CUSIP: 28521VAJ1<br>LEI: 549300L5Z681EV5LDY95 | Long             | LON              | CORP              | US        |    590601 | PA      | $569929.50    | 0.64%             | 2024-11-01      | Variable      | 10.27%                | No            |                  2 | On Loan: No      |
| CoreLogic, Inc.                                | CoreLogic, Inc. Term Loan                                                        | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |    466454 | PA      | $390461.11    | 0.44%             | 2028-06-02      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Victory Capital Holdings, Inc.                 | Victory Capital Holdings, Inc. 2021 Incremental Term Loan B                      | CUSIP: 92645DAJ8<br>LEI: 549300BN5LH2CIPPHS71 | Long             | LON              | CORP              | US        |     92822 | PA      | $91835.58     | 0.10%             | 2028-12-29      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp                               | IRB Holding Corp 2020 Term Loan B                                                | CUSIP: 44988LAF4<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |    308360 | PA      | $306046.81    | 0.34%             | 2025-02-05      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| American Trailer World Corp.                   | American Trailer World Corp. Term Loan B                                         | CUSIP: 03028BAB3<br>LEI: 254900WNYWX3HF6TKT69 | Long             | LON              | CORP              | US        |    235836 | PA      | $205103.85    | 0.23%             | 2028-03-03      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| LG PARENT HOLDCO(LIBBEYGLASS)                  | LG PARENT HOLDCO(LIBBEYGLASS)                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6015 | NS      | $61653.75     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                            | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    325000 | PA      | $262517.13    | 0.29%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Incorporated              | Elanco Animal Health Incorporated Term Loan B                                    | CUSIP: 28414BAF3<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |    136168 | PA      | $131012.85    | 0.15%             | 2027-08-01      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| LABL, Inc.                                     | LABL, Inc. 2021 USD 1st Lien Term Loan                                           | CUSIP: 50168EAN2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |    148500 | PA      | $141492.58    | 0.16%             | 2028-10-29      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                       | PetSmart Inc / PetSmart Finance Corp                                             | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $22680.30     | 0.03%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                       | iHeartCommunications Inc                                                         | CUSIP: 45174HBE6<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21216.58     | 0.02%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Astra Acquisition Corp.                        | Astra Acquisition Corp. 2021 2nd Lien Term Loan                                  | CUSIP: 04629UAL0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    349916 | PA      | $314924.28    | 0.35%             | 2029-10-25      | Floating      | 13.26%                | No            |                  2 | On Loan: No      |
| Conair Holdings, LLC                           | Conair Holdings, LLC Term Loan B                                                 | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |    493750 | PA      | $417218.75    | 0.47%             | 2028-05-17      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Chassix Inc.                                   | Chassix Inc. 2017 1st Lien Term Loan                                             | CUSIP: 16169TAD1<br>LEI: 2549001WCU4UIV6EH563 | Long             | LON              | CORP              | US        |    638243 | PA      | $543703.14    | 0.61%             | 2023-11-15      | Floating      | 9.81%                 | No            |                  2 | On Loan: No      |
| Pregis TopCo Corporation                       | Pregis TopCo Corporation 1st Lien Term Loan                                      | CUSIP: 74045BAC1<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |    391429 | PA      | $381692.48    | 0.43%             | 2026-07-31      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS, LLC                  | Focus Financial Partners, LLC 2022 Term Loan B5                                  | CUSIP: 34416DAW8<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    245129 | PA      | $242738.68    | 0.27%             | 2028-06-30      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC             | Alliant Holdings Intermediate, LLC 2021 Term Loan B4                             | CUSIP: 01881UAJ4<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    494987 | PA      | $484571.95    | 0.54%             | 2027-11-06      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation           | Olympus Water US Holding Corporation 2021 USD Term Loan B                        | CUSIP: 68163YAB1<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |    495000 | PA      | $476506.31    | 0.53%             | 2028-11-09      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Advisor Group, Inc.                            | Advisor Group, Inc. 2021 Term Loan                                               | CUSIP: 00775KAE8<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |    561443 | PA      | $550564.92    | 0.62%             | 2026-07-31      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| PODS, LLC                                      | PODS, LLC 2021 Term Loan B                                                       | CUSIP: 73044EAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    787284 | PA      | $748313.78    | 0.84%             | 2028-03-31      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Dutch Holding B B.V     | Axalta Coating Systems Dutch Holding B B.V 2022 USD Term Loan B                  | CUSIP: 90347BAJ7<br>LEI: 549300NZ43V4QV4UGN28 | Long             | LON              | CORP              | US        |    300000 | PA      | $300609.30    | 0.34%             | 2029-12-20      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| Bracket Intermediate Holding Corp              | Bracket Intermediate Holding Corp 2018 1st Lien Term Loan B                      | CUSIP: 10378RAF0<br>LEI: 54930011OZELK2VOFB56 | Long             | LON              | CORP              | US        |    494832 | PA      | $471636.79    | 0.53%             | 2025-09-05      | Floating      | 9.04%                 | No            |                  2 | On Loan: No      |
| Autokiniton US Holdings, Inc.                  | Autokiniton US Holdings, Inc. 2021 Term Loan B                                   | CUSIP: 05278HAB2<br>LEI: 254900EHNKMJ1OSEZL85 | Long             | LON              | CORP              | US        |    738750 | PA      | $716587.50    | 0.80%             | 2028-04-06      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| Navicure, Inc.                                 | Navicure, Inc. 2019 Term Loan B                                                  | CUSIP: 63939WAG8<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |    954264 | PA      | $941739.54    | 1.06%             | 2026-10-22      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings Inc.               | Kronos Acquisition Holdings Inc. 2021 Term Loan B                                | CUSIP: 49387TAW6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    442481 | PA      | $422403.52    | 0.47%             | 2026-12-22      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Aptean, Inc.                                   | Aptean, Inc. 2019 2nd Lien Term Loan                                             | CUSIP: 000000000<br>LEI: 549300D5LUPGZUDZXC96 | Long             | LON              | CORP              | US        |    300000 | PA      | $279000.00    | 0.31%             | 2027-04-23      | Floating      | 11.73%                | No            |                  2 | On Loan: No      |
| Gates Global LLC                               | Gates Global LLC 2021 Term Loan B3                                               | CUSIP: 36740UAT9<br>LEI: 549300XI79MQJV13DW27 | Long             | LON              | CORP              | US        |    841124 | PA      | $825090.05    | 0.92%             | 2027-03-31      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                      | Zayo Group Holdings, Inc. USD Term Loan                                          | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    180888 | PA      | $147147.45    | 0.16%             | 2027-03-09      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Packaging Coordinators Midco, Inc.             | Packaging Coordinators Midco, Inc. 2020 1st Lien Term Loan                       | CUSIP: 69515EAH5<br>LEI: 549300SL20D7D39KSB12 | Long             | LON              | CORP              | US        |    664666 | PA      | $630933.79    | 0.71%             | 2027-11-30      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                       | Virgin Media Bristol LLC USD Term Loan N                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    600000 | PA      | $590812.80    | 0.66%             | 2028-01-31      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp.                     | Gainwell Acquisition Corp. Term Loan B                                           | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1130322 | PA      | $1072392.99   | 1.20%             | 2027-10-01      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| Icebox Holdco III, Inc.                        | Icebox Holdco III, Inc. 2021 1st Lien Term Loan                                  | CUSIP: 45114NAB3<br>LEI: 254900DLB65AKI8CQ466 | Long             | LON              | CORP              | US        |    496679 | PA      | $460514.42    | 0.52%             | 2028-12-22      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Center, LLC                  | Edelman Financial Center, LLC 2021 Term Loan B                                   | CUSIP: 27943UAK2<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |    591000 | PA      | $554590.26    | 0.62%             | 2028-04-07      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| ClubCorp Holdings, Inc.                        | ClubCorp Holdings, Inc. 2017 Term Loan B                                         | CUSIP: 18948TAB9<br>LEI: 549300XWSO7KBICXNW37 | Long             | LON              | CORP              | US        |    440463 | PA      | $398894.20    | 0.45%             | 2024-09-18      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux S.a.r.l.                    | Jazz Financing Lux S.a.r.l. USD Term Loan                                        | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |    222056 | PA      | $220468.08    | 0.25%             | 2028-05-05      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group Inc.                 | Sinclair Television Group Inc. 2021 Term Loan B3                                 | CUSIP: 82925BAF2<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |    492500 | PA      | $470337.50    | 0.53%             | 2028-04-01      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                    | Asurion LLC 2021 2nd Lien Term Loan B3                                           | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    550000 | PA      | $431475.00    | 0.48%             | 2028-01-31      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| Verscend Holding Corp.                         | Verscend Holding Corp. 2021 Term Loan B                                          | CUSIP: 92531HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    556450 | PA      | $554363.27    | 0.62%             | 2025-08-27      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Option Care Health, Inc.                       | Option Care Health, Inc. 2021 Term Loan B                                        | CUSIP: 68404YAB0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | LON              | CORP              | US        |    742500 | PA      | $738633.06    | 0.83%             | 2028-10-27      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Skillsoft Corp                                 | Skillsoft Corp                                                                   | CUSIP: 83066P200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5981 | NS      | $7775.30      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KRONOS ACQ / KIK CUSTOM                        | Kronos Acquisition Holdings Inc / KIK Custom Products Inc                        | CUSIP: 50106GAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $21656.25     | 0.02%             | 2026-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nomad Foods Europe Midco Limited               | Nomad Foods Europe Midco Limited 2022 Term Loan B                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    224460 | PA      | $224272.81    | 0.25%             | 2029-11-12      | Variable      | 8.22%                 | No            |                  2 | On Loan: No      |
| Finastra USA, Inc.                             | Finastra USA, Inc. USD 1st Lien Term Loan                                        | CUSIP: 02034DAC1<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |   1041910 | PA      | $924478.50    | 1.04%             | 2024-06-13      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners, LLC                  | Focus Financial Partners, LLC 2021 Term Loan B4                                  | CUSIP: 34416DAU2<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    172456 | PA      | $169941.04    | 0.19%             | 2028-06-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| WireCo WorldGroup, Inc.                        | WireCo WorldGroup, Inc. 2021 Term Loan                                           | CUSIP: 000000000<br>LEI: 5493008NQ1Q5T2GZOJ37 | Long             | LON              | CORP              | US        |     94620 | PA      | $92343.61     | 0.10%             | 2028-11-13      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GR/DIAMON                       | Diamond Sports Group LLC / Diamond Sports Finance Co                             | CUSIP: 25277LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $14843.75     | 0.02%             | 2026-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Aretec Group, Inc.                             | Aretec Group, Inc. 2018 Term Loan                                                | CUSIP: 04009DAB0<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |    482606 | PA      | $472953.77    | 0.53%             | 2025-10-01      | Variable      | 8.67%                 | No            |                  2 | On Loan: No      |
| W.R. Grace & Co.-Conn.                         | W.R. Grace & Co.-Conn. 2021 Term Loan B                                          | CUSIP: 92943HAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1014750 | PA      | $998736.23    | 1.12%             | 2028-09-22      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Astra Acquisition Corp.                        | Astra Acquisition Corp. 2021 1st Lien Term Loan                                  | CUSIP: 04629UAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    222632 | PA      | $198142.51    | 0.22%             | 2028-10-25      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| FinCo I LLC                                    | FinCo I LLC 2020 Term Loan B                                                     | CUSIP: 31774BAE4<br>LEI: 5493001RSEZ0X6VJMC68 | Long             | LON              | CORP              | US        |    569551 | PA      | $568482.86    | 0.64%             | 2025-06-27      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Granite Holdings US Acquisition Co.            | Granite Holdings US Acquisition Co. 2021 Term Loan B                             | CUSIP: 38740TAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    417471 | PA      | $417862.39    | 0.47%             | 2026-09-30      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| Titan Acquisition Limited                      | Titan Acquisition Limited 2018 Term Loan B                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    285749 | PA      | $267850.17    | 0.30%             | 2025-03-28      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| Park River Holdings Inc                        | Park River Holdings Inc Term Loan                                                | CUSIP: 70082HAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    593966 | PA      | $522132.94    | 0.59%             | 2027-12-28      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| CCRR Parent, Inc                               | CCRR Parent, Inc Term Loan B                                                     | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    493719 | PA      | $472426.99    | 0.53%             | 2028-03-06      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| NFP Corp.                                      | NFP Corp. 2020 Term Loan                                                         | CUSIP: 62910PAF0<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | LON              | CORP              | US        |    338879 | PA      | $325069.58    | 0.36%             | 2027-02-15      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Sovos Brands Intermediate, Inc.                | Sovos Brands Intermediate, Inc. 2021 Term Loan                                   | CUSIP: 84611UAH1<br>LEI: 549300LNTCFBIDJ7R637 | Long             | LON              | CORP              | US        |    690138 | PA      | $675184.71    | 0.76%             | 2028-06-08      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Match Group, Inc.                              | Match Group, Inc. 2020 Term Loan B                                               | CUSIP: 57665VAF4<br>LEI: 5493003RFFE030RC9167 | Long             | LON              | CORP              | US        |    500000 | PA      | $491562.50    | 0.55%             | 2027-02-13      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Phoenix Services International, LLC            | Phoenix Services International, LLC 2022 DIP New Money Term Loan                 | CUSIP: 000000000<br>LEI: 5493009O25GX6RO6AZ98 | Long             | LON              | CORP              | US        |     55273 | PA      | $55273.22     | 0.06%             | 2023-03-28      | Variable      | 16.32%                | No            |                  2 | On Loan: No      |
| Starfruit Finco B.V                            | Starfruit Finco B.V 2018 USD Term Loan B                                         | CUSIP: 000000000<br>LEI: 549300K7VB5G6LULFT41 | Long             | LON              | CORP              | US        |    381149 | PA      | $376670.42    | 0.42%             | 2025-10-01      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                               | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $101471.25    | 0.11%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings, Inc.                 | National Mentor Holdings, Inc. 2021 Term Loan C                                  | CUSIP: 63689EAT2<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |     17493 | PA      | $12288.63     | 0.01%             | 2028-03-02      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                               | IRB Holding Corp 2022 Term Loan B                                                | CUSIP: 44988LAH0<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |    320057 | PA      | $310755.34    | 0.35%             | 2027-12-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| TTF Holdings, LLC                              | TTF Holdings, LLC Term Loan                                                      | CUSIP: 000000000<br>LEI: 254900IIAWXPGAIX2Q35 | Long             | LON              | CORP              | US        |    542952 | PA      | $536843.50    | 0.60%             | 2028-03-31      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Truck Hero, Inc.                               | Truck Hero, Inc. 2021 Term Loan B                                                | CUSIP: 89778PAG2<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |    291773 | PA      | $251732.18    | 0.28%             | 2028-01-31      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                | Cano Health LLC 2022 Term Loan                                                   | CUSIP: 13781HAE0<br>LEI: 254900OGI2T8V1NXN639 | Long             | LON              | CORP              | US        |    641053 | PA      | $515246.10    | 0.58%             | 2027-11-23      | Variable      | 8.42%                 | No            |                  2 | On Loan: No      |
| LSF11 Skyscraper Holdco S.a r.l.               | LSF11 Skyscraper Holdco S.a r.l. 2021 USD Term Loan B                            | CUSIP: 000000000<br>LEI: 254900TIPQ0RBM2WVJ30 | Long             | LON              | CORP              | LU        |    294789 | PA      | $288893.43    | 0.32%             | 2027-09-29      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Symplr Software, Inc.                          | Symplr Software, Inc. 2020 Term Loan                                             | CUSIP: 87190HAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    369933 | PA      | $310743.92    | 0.35%             | 2027-12-22      | Variable      | 8.69%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                         | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $47806.25     | 0.05%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Curia Global, Inc.                             | Curia Global, Inc. 2021 Term Loan                                                | CUSIP: 01242HAM0<br>LEI: CHZJRCSC4ACUSUD2MV11 | Long             | LON              | CORP              | US        |    828631 | PA      | $684311.01    | 0.77%             | 2026-08-30      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Ultra Clean Holdings, Inc                      | Ultra Clean Holdings, Inc 2021 Term Loan B                                       | CUSIP: 90385YAD3<br>LEI: 5493007L6LS7QX18PE75 | Long             | LON              | CORP              | US        |    453597 | PA      | $452462.58    | 0.51%             | 2025-08-27      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                       | VIRGIN MEDIA BRISTOL LLC 2020 USD TERM LOAN Q                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    325000 | PA      | $322206.95    | 0.36%             | 2029-01-31      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                       | Univision Communications Inc                                                     | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125720.25    | 0.14%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERITAS US INC/BERMUDA L                       | Veritas US Inc / Veritas Bermuda Ltd                                             | CUSIP: 92346LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $138173.76    | 0.15%             | 2025-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Phoenix Services International, LLC            | Phoenix Services International, LLC Term Loan                                    | CUSIP: 71913YAC6<br>LEI: 5493009O25GX6RO6AZ98 | Long             | LON              | CORP              | US        |    412796 | PA      | $49664.33     | 0.06%             | 2025-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                              | American Builders & Contractors Supply Co Inc                                    | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $916268.00    | 1.03%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                        | American Airlines, Inc. 2021 Term Loan                                           | CUSIP: 02376CBJ3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |    975000 | PA      | $971953.13    | 1.09%             | 2028-04-20      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| Groupe Solmax Inc.                             | Groupe Solmax Inc. Term Loan                                                     | CUSIP: 000000000<br>LEI: 549300UUEKZ3HF9FNI46 | Long             | LON              | CORP              | CA        |    394988 | PA      | $329814.56    | 0.37%             | 2028-05-29      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| Deerfield Dakota Holding, LLC                  | Deerfield Dakota Holding, LLC 2020 USD Term Loan B                               | CUSIP: 24440EAB3<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |    365625 | PA      | $342202.33    | 0.38%             | 2027-04-09      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc            | Clydesdale Acquisition Holdings Inc Term Loan B                                  | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    124375 | PA      | $118820.04    | 0.13%             | 2029-04-13      | Variable      | 8.60%                 | No            |                  2 | On Loan: No      |
| Northstar Group Services, INC.                 | Northstar Group Services, INC. 2020 Term Loan B                                  | CUSIP: 66707RAC1<br>LEI: 549300XH4ERCEE5LSB06 | Long             | LON              | CORP              | US        |    142439 | PA      | $140569.93    | 0.16%             | 2026-11-12      | Floating      | 9.94%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                  | CoreLogic Inc                                                                    | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |     75000 | PA      | $57637.13     | 0.06%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Red Planet Borrower, LLC                       | Red Planet Borrower, LLC Term Loan B                                             | CUSIP: 57165KAB2<br>LEI: 254900LGTHBRY5NA0C90 | Long             | LON              | CORP              | US        |    493750 | PA      | $311679.69    | 0.35%             | 2028-10-02      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| TURING MIDCO LLC                               | Turing Midco LLC 2021 Term Loan B                                                | CUSIP: 90010LAC6<br>LEI: 5493007EOKV4X1NPV034 | Long             | LON              | CORP              | US        |    254439 | PA      | $252716.01    | 0.28%             | 2028-03-24      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| ECI Macola Max Holding, LLC                    | ECI Macola Max Holding, LLC 2020 Term Loan                                       | CUSIP: 26825UAK7<br>LEI: 549300MZ2LKM75L5EI42 | Long             | LON              | CORP              | US        |   1107696 | PA      | $1064772.51   | 1.19%             | 2027-11-09      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Veritas US Inc.                                | Veritas US Inc. 2021 USD Term Loan B                                             | CUSIP: 000000000<br>LEI: 549300RFUWCPWS8FQ104 | Long             | LON              | CORP              | US        |    417311 | PA      | $298507.64    | 0.33%             | 2025-09-01      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| SkillSoft Corporation                          | SkillSoft Corporation 2021 Term Loan                                             | CUSIP: 83066YAB8<br>LEI: 549300LDUD35NU8F0G43 | Long             | LON              | CORP              | US        |     70633 | PA      | $59257.77     | 0.07%             | 2028-07-14      | Variable      | 9.58%                 | No            |                  2 | On Loan: No      |
| Delta TopCo, Inc.                              | Delta TopCo, Inc. 2020 Term Loan B                                               | CUSIP: 24780DAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    679193 | PA      | $628818.85    | 0.70%             | 2027-12-01      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| Dave & Buster's, Inc.                          | Dave & Buster's, Inc. 2022 Term Loan B                                           | CUSIP: 23833EAV6<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |    149625 | PA      | $149297.62    | 0.17%             | 2029-06-29      | Variable      | 9.44%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                       | Virgin Media Secured Finance PLC                                                 | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     75000 | PA      | $62790.00     | 0.07%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rackspace Technology Global, Inc.              | Rackspace Technology Global, Inc. 2021 Term Loan B                               | CUSIP: 75009XAB6<br>LEI: 549300QTYCKLMFSE8I97 | Long             | LON              | CORP              | US        |    394000 | PA      | $248055.70    | 0.28%             | 2028-02-15      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC.                       | Standard Industries Inc. 2021 Term Loan B                                        | CUSIP: 85350EAB2<br>LEI: 54930064UHXCIUWVI755 | Long             | LON              | CORP              | US        |    220588 | PA      | $218167.21    | 0.24%             | 2028-09-22      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Group, LLC                      | Diamond Sports Group, LLC 2022 First Priority Term Loan                          | CUSIP: 25277BAE8<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |     49386 | PA      | $46422.66     | 0.05%             | 2026-05-25      | Floating      | 12.32%                | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower, LLC          | Prime Security Services Borrower, LLC 2021 Term Loan                             | CUSIP: 03765VAK6<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    349690 | PA      | $346927.68    | 0.39%             | 2026-09-23      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                           | Garda World Security Corp                                                        | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $66352.50     | 0.07%             | 2027-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                          | GFL Environmental Inc                                                            | CUSIP: 36168QAJ3<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $71768.75     | 0.08%             | 2025-06-01      | Fixed         | 4.25%                 | 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        |    475000 | PA      | $465846.28    | 0.52%             | 2029-01-31      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                     | iHeartCommunications, Inc. 2020 Term Loan                                        | CUSIP: 45174UAF5<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |    377016 | PA      | $346619.41    | 0.39%             | 2026-05-01      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Foundational Education Group Inc               | Foundational Education Group Inc 1st Lien Term Loan                              | CUSIP: 35051BAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    396000 | PA      | $356400.00    | 0.40%             | 2028-08-31      | Variable      | 8.59%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer, Inc.                             | Gloves Buyer, Inc. 2021 Term Loan                                                | CUSIP: 37987UAC6<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |    664998 | PA      | $598497.80    | 0.67%             | 2027-12-29      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Mattress Firm Inc                              | Mattress Firm Inc 2021 Term Loan B                                               | CUSIP: 57723CAR0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    286338 | PA      | $245177.18    | 0.27%             | 2028-09-25      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| MaxLinear, Inc.                                | MaxLinear, Inc. 2021 Term Loan B                                                 | CUSIP: 57776UAH8<br>LEI: 549300EMOI0SM2IY4F64 | Long             | LON              | CORP              | US        |     53571 | PA      | $53169.62     | 0.06%             | 2028-06-23      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding, LLC                       | Brown Group Holding, LLC Term Loan B                                             | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    210660 | PA      | $207274.89    | 0.23%             | 2028-06-07      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Crown Finance US, Inc.                         | Crown Finance US, Inc. 2018 USD Term Loan                                        | CUSIP: 22834KAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-02-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                 | GoTo Group Inc                                                                   | CUSIP: 541056AA5<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |    275000 | PA      | $148335.53    | 0.17%             | 2027-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACProducts, Inc.                               | ACProducts, Inc. 2021 Term Loan B                                                | CUSIP: 00488YAB2<br>LEI: 254900KTNXVUUHWHBF39 | Long             | LON              | CORP              | US        |    295500 | PA      | $222363.75    | 0.25%             | 2028-05-17      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                  | Univision Communications Inc. 2021 First Lien Term Loan B                        | CUSIP: 914908BC1<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    226493 | PA      | $223378.44    | 0.25%             | 2026-03-15      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Imprivata, Inc                                 | Imprivata, Inc Term Loan                                                         | CUSIP: 45323KAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    319312 | PA      | $308056.73    | 0.35%             | 2027-12-01      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                            | Boxer Parent Co Inc                                                              | CUSIP: 103186AB8<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48704.58     | 0.05%             | 2025-10-02      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SurveyMonkey Inc.                              | SurveyMonkey Inc. 2018 Term Loan B                                               | CUSIP: 86901UAD4<br>LEI: 549300ZHYZVBTZKNCN97 | Long             | LON              | CORP              | US        |    430543 | PA      | $417626.39    | 0.47%             | 2025-10-10      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| Diamond (BC) B.V.                              | Diamond (BC) B.V. 2021 Term Loan B                                               | CUSIP: 000000000<br>LEI: 549300SWLHWJF3D4N658 | Long             | LON              | CORP              | NL        |    742500 | PA      | $719111.25    | 0.81%             | 2028-09-29      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| SPDR Blackstone Senior Loan ETF                | SPDR Blackstone Senior Loan ETF                                                  | CUSIP: 78467V608<br>LEI: 549300ME4SR63Y3TRD06 | Long             | EC               | RF                | US        |     22750 | NS      | $930475.00    | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HighTower Holdings LLC                         | HighTower Holdings LLC 2021 Term Loan B                                          | CUSIP: 43117LAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    496241 | PA      | $457161.66    | 0.51%             | 2028-04-21      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| CPC Acquisition Corp                           | CPC Acquisition Corp Term Loan                                                   | CUSIP: 12656UAB1<br>LEI: 254900UFA4AMH3PZZW32 | Long             | LON              | CORP              | US        |    368438 | PA      | $268959.38    | 0.30%             | 2027-12-29      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| RE/MAX International, Inc.                     | RE/MAX International, Inc. 2021 Term Loan B                                      | CUSIP: 75523KAK1<br>LEI: 549300GN7WEUE9HKXH55 | Long             | LON              | CORP              | US        |    270875 | PA      | $252929.53    | 0.28%             | 2028-07-21      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Serta Simmons Bedding, LLC                     | Serta Simmons Bedding, LLC 2020 Super Priority Second Out Term Loan              | CUSIP: 81753HAG6<br>LEI: 549300M4F4V4WFPNI116 | Long             | LON              | CORP              | US        |    495026 | PA      | $234642.37    | 0.26%             | 2023-08-10      | Floating      | 12.27%                | No            |                  2 | On Loan: No      |
| Bayou Intermediate II, LLC                     | Bayou Intermediate II, LLC Term Loan B                                           | CUSIP: 000000000<br>LEI: 254900VZ9IQX23DFBM47 | Long             | LON              | CORP              | US        |    347375 | PA      | $335216.88    | 0.38%             | 2028-08-02      | Floating      | 8.96%                 | No            |                  2 | On Loan: No      |
| PetSmart, Inc.                                 | PetSmart, Inc. 2021 Term Loan B                                                  | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    740625 | PA      | $728126.95    | 0.82%             | 2028-02-11      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| PACTIV EVERGREEN GROUP                         | Pactiv Evergreen Group Issuer LLC / Pactiv Evergreen Group Issuer Inc            | CUSIP: 69527AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $134201.25    | 0.15%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co., Inc.                  | Dynasty Acquisition Co., Inc. 2020 Term Loan B1                                  | CUSIP: 26812CAE6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    512013 | PA      | $489414.97    | 0.55%             | 2026-04-06      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Hyland Software, Inc.                          | Hyland Software, Inc. 2018 1st Lien Term Loan                                    | CUSIP: 44908XAT5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1270869 | PA      | $1255324.07   | 1.41%             | 2024-07-01      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                       | Univision Communications Inc                                                     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119613.75    | 0.13%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BRIGHT BIDCO B.V.                              | Bright Bidco B.V. 2022 Exit Term Loan                                            | CUSIP: 000000000<br>LEI: 549300IL6Q1JWU688H15 | Long             | LON              | CORP              | NL        |     31351 | PA      | $27510.34     | 0.03%             | 2027-10-31      | Variable      | 12.09%                | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc.                         | Level 3 Financing Inc. 2019 Term Loan B                                          | CUSIP: 52729KAP1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |    339838 | PA      | $326563.64    | 0.37%             | 2027-03-01      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                         | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              |  | US        |    100000 | PA      | $90809.59     | 0.10%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Messer Industries GmbH                         | Messer Industries GmbH 2018 USD Term Loan                                        | CUSIP: 000000000<br>LEI: 529900HNC1EZT3TC1260 | Long             | LON              | CORP              | US        |    387600 | PA      | $384783.46    | 0.43%             | 2026-03-02      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                       | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $183152.17    | 0.21%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RP ESCROW ISSUER LLC                           | RP Escrow Issuer LLC                                                             | CUSIP: 74969PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $19122.51     | 0.02%             | 2025-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| E2open, LLC                                    | E2open, LLC 2020 Term Loan B                                                     | CUSIP: 26826YAB8<br>LEI: 549300WF2BZODU55DR56 | Long             | LON              | CORP              | US        |    541881 | PA      | $533887.91    | 0.60%             | 2028-02-04      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Engineered Machinery Holdings, Inc.            | Engineered Machinery Holdings, Inc. 2021 USD Incremental Term Loan               | CUSIP: 26658NAP4<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |    591958 | PA      | $574199.38    | 0.64%             | 2028-05-19      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| VS Buyer, LLC                                  | VS Buyer, LLC Term Loan B                                                        | CUSIP: 91834WAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    950392 | PA      | $927424.01    | 1.04%             | 2027-02-28      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Hub International Limited                      | Hub International Limited 2018 Term Loan B                                       | CUSIP: 44332EAP1<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    501375 | PA      | $496778.91    | 0.56%             | 2025-04-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| PACTIV EVERGREEN GROUP                         | Pactiv Evergreen Group Issuer Inc/Pactiv Evergreen Group Issuer LLC              | CUSIP: 76174LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $66648.78     | 0.07%             | 2027-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MedAssets Software Intermediate Holdings, Inc. | MedAssets Software Intermediate Holdings, Inc. 2021 2nd Lien Term Loan           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    150000 | PA      | $115640.70    | 0.13%             | 2029-12-17      | Floating      | 11.13%                | No            |                  2 | On Loan: No      |
| Recorded Books Inc.                            | Recorded Books Inc. 2021 Term Loan                                               | CUSIP: 37610GAE8<br>LEI: 549300YXME0U2XYD7K47 | Long             | LON              | CORP              | US        |    500000 | PA      | $490312.50    | 0.55%             | 2025-08-29      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| Project Ruby Ultimate Parent Corp.             | Project Ruby Ultimate Parent Corp. 2021 Term Loan                                | CUSIP: 74339UAS9<br>LEI: 549300UGGIEE7YT1C741 | Long             | LON              | CORP              | US        |    393000 | PA      | $372465.75    | 0.42%             | 2028-03-10      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Renaissance Holding Corp.                      | Renaissance Holding Corp. 2018 1st Lien Term Loan                                | CUSIP: 75972JAB0<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |    472342 | PA      | $452267.02    | 0.51%             | 2025-05-30      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                  | Univision Communications Inc. Term Loan C5                                       | CUSIP: 914908AX6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |     66657 | PA      | $66725.99     | 0.07%             | 2024-03-15      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| American Residential Services, LLC             | American Residential Services, LLC 2020 Term Loan B                              | CUSIP: 02927HAE8<br>LEI: 549300UXCBZIG9PCNR39 | Long             | LON              | CORP              | US        |    738693 | PA      | $721149.51    | 0.81%             | 2027-10-15      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co., Inc.                  | Dynasty Acquisition Co., Inc. 2020 CAD Term Loan B2                              | CUSIP: 26812CAF3<br>LEI: 549300WM2IKMXZ5LGL49 | Long             | LON              | CORP              | CA        |    275673 | PA      | $263505.79    | 0.30%             | 2026-04-06      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Brookfield Property REIT Inc.                  | Brookfield Property REIT Inc. 1st Lien Term Loan B                               | CUSIP: 11283HAB3<br>LEI: 5493006ZQ6LH85EKNL31 | Long             | LON              | CORP              | US        |    189181 | PA      | $186514.23    | 0.21%             | 2025-08-27      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Cyxtera DC Holdings, Inc.                      | Cyxtera DC Holdings, Inc. Term Loan B                                            | CUSIP: 19633FAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    975959 | PA      | $831192.32    | 0.93%             | 2024-05-01      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| AVOLON TLB BORROWER 1 (US) LLC                 | Avolon TLB Borrower 1 (US) LLC 2021 Term Loan B5                                 | CUSIP: 05400KAH3<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |    196000 | PA      | $195831.64    | 0.22%             | 2027-12-01      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Magenta Buyer LLC                              | Magenta Buyer LLC 2021 USD 2nd Lien Term Loan                                    | CUSIP: 55910RAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    375000 | PA      | $296250.00    | 0.33%             | 2029-07-27      | Floating      | 12.67%                | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                       | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 69867DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $21537.17     | 0.02%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Spin Holdco Inc.                               | Spin Holdco Inc. 2021 Term Loan                                                  | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |    908812 | PA      | $775330.66    | 0.87%             | 2028-03-04      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| TricorBraun Holdings, Inc.                     | TricorBraun Holdings, Inc. 2021 Term Loan                                        | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AEGLETES B.V.                                  | AEGLETES B.V.                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1076 | NS      | $20242.25     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Digicel International Finance Limited          | Digicel International Finance Limited 2017 Term Loan B                           | CUSIP: 000000000<br>LEI: 5493007V023VOEW4FK27 | Long             | LON              | CORP              | LC        |    237236 | PA      | $200266.69    | 0.22%             | 2024-05-28      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corporation                    | Epicor Software Corporation 2020 Term Loan                                       | CUSIP: 29426NAN4<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |   1379235 | PA      | $1329237.69   | 1.49%             | 2027-07-30      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Altar Bidco, Inc.                              | Altar Bidco, Inc. 2021 Term Loan                                                 | CUSIP: 02090CAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    274312 | PA      | $262894.24    | 0.29%             | 2029-02-01      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                               | GoTo Group, Inc. Term Loan B                                                     | CUSIP: 54142KAD3<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |    564915 | PA      | $365177.27    | 0.41%             | 2027-08-31      | Floating      | 9.14%                 | No            |                  2 | On Loan: No      |
| Libbey Glass Inc.                              | Libbey Glass Inc. 2022 Term Loan                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    338789 | PA      | $316767.27    | 0.36%             | 2027-11-22      | Variable      | 12.95%                | No            |                  2 | On Loan: No      |
| Indy US Bidco, LLC                             | Indy US Bidco, LLC 2021 USD Term Loan                                            | CUSIP: 45674PAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     73692 | PA      | $64419.29     | 0.07%             | 2028-03-05      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                            | Delta Air Lines Inc                                                              | CUSIP: 247361ZX9<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51142.42     | 0.06%             | 2025-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Alliance Laundry Systems LLC                   | Alliance Laundry Systems LLC Term Loan B                                         | CUSIP: 01862LAW8<br>LEI: 549300YBOGK6MBI5ND34 | Long             | LON              | CORP              | US        |    560434 | PA      | $549926.12    | 0.62%             | 2027-10-08      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Cornerstone OnDemand, Inc.                     | Cornerstone OnDemand, Inc. 2021 Term Loan                                        | CUSIP: 86803YAB9<br>LEI: 549300Z402F16H5EGH48 | Long             | LON              | CORP              | US        |    272938 | PA      | $244961.41    | 0.27%             | 2028-10-16      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| CINEWORLD GROUP PLC                            | CINEWORLD GROUP PLC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     16341 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adevinta ASA                                   | ADEVINTA ASA USD TERM LOAN B                                                     | CUSIP: 000000000<br>LEI: 529900W8V3YLHRSZH763 | Long             | LON              | CORP              | NO        |   1132750 | PA      | $1123191.86   | 1.26%             | 2028-06-26      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Horizon Therapeutics USA Inc.                  | Horizon Therapeutics USA Inc. 2021 Term Loan B2                                  | CUSIP: 44055UAD7<br>LEI: 254900IS87RLPXY88S03 | Long             | LON              | CORP              | US        |    246250 | PA      | $246311.56    | 0.28%             | 2028-03-15      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                            | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $173515.20    | 0.19%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Serta Simmons Bedding, LLC                     | Serta Simmons Bedding, LLC 2020 Super Priority First Out Term Loan               | CUSIP: 81753HAF8<br>LEI: 549300M4F4V4WFPNI116 | Long             | LON              | CORP              | US        |    149558 | PA      | $148155.40    | 0.17%             | 2023-08-10      | Floating      | 12.27%                | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                       | iHeartCommunications Inc                                                         | CUSIP: 45174HBG1<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20398.00     | 0.02%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AllSpring Buyer LLC                            | AllSpring Buyer LLC Term Loan B                                                  | CUSIP: 98922AAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    264133 | PA      | $260611.38    | 0.29%             | 2028-11-01      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                       | Morgan Stanley Institutional Liquidity Funds - Government Portfolio              | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |   3909647 | NS      | $3909646.93   | 4.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Asurion LLC                                    | Asurion LLC 2021 Term Loan B9                                                    | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     39300 | PA      | $34446.45     | 0.04%             | 2027-07-31      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Pretium PKG Holdings, Inc.                     | Pretium PKG Holdings, Inc. 2021 1st Lien Term Loan                               | CUSIP: 74142KAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    123750 | PA      | $98955.82     | 0.11%             | 2028-10-02      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| SPX FLOW, INC.                                 | SPX Flow, Inc. 2022 Term Loan                                                    | CUSIP: 000000000<br>LEI: 5493003YXEKRBINIEM78 | Long             | LON              | CORP              | US        |    324188 | PA      | $302507.46    | 0.34%             | 2029-04-05      | Variable      | 8.92%                 | No            |                  2 | On Loan: No      |
| MKS Instruments, Inc.                          | MKS Instruments, Inc. 2022 USD Term Loan B                                       | CUSIP: 55314NAS3<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |    458850 | PA      | $454384.47    | 0.51%             | 2029-08-17      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| Clipper Acquisitions Corp.                     | Clipper Acquisitions Corp. 2017 Term Loan B                                      | CUSIP: 18883UAH0<br>LEI: 549300ZU8KO4V4SDYV11 | Long             | LON              | CORP              | US        |    221062 | PA      | $218990.04    | 0.25%             | 2028-03-03      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                       | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    250000 | PA      | $240850.38    | 0.27%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Panther Commercial Holdings L.P                | Panther Commercial Holdings L.P Term Loan                                        | CUSIP: 69866UAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    788185 | PA      | $712913.47    | 0.80%             | 2028-01-07      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                              | Imola Merger Corp                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $260888.57    | 0.29%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MedAssets Software Intermediate Holdings, Inc. | MedAssets Software Intermediate Holdings, Inc. 2021 Term Loan                    | CUSIP: 58404KAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    223312 | PA      | $189536.48    | 0.21%             | 2028-12-18      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Les Schwab Tire Centers                        | Les Schwab Tire Centers Term Loan B                                              | CUSIP: 50220KAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1233572 | PA      | $1224320.29   | 1.37%             | 2027-11-02      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Select Medical Corporation                     | Select Medical Corporation 2017 Term Loan B                                      | CUSIP: 816194AV6<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |    822463 | PA      | $809226.39    | 0.91%             | 2025-03-06      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                               | Arches Buyer Inc                                                                 | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    125000 | PA      | $97930.17     | 0.11%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PetVet Care Centers, LLC                       | PetVet Care Centers, LLC 2021 Term Loan B3                                       | CUSIP: 70476XAK1<br>LEI: 549300V0HK8MSXZNOM91 | Long             | LON              | CORP              | US        |    370217 | PA      | $349854.91    | 0.39%             | 2025-02-14      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                | Madison IAQ LLC                                                                  | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    650000 | PA      | $544375.00    | 0.61%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Phoenix Services International, LLC            | Phoenix Services International, LLC 2022 DIP PIK Roll Up Term Loan               | CUSIP: 71913LAC4<br>LEI: 5493009O25GX6RO6AZ98 | Long             | LON              | CORP              | US        |     76462 | PA      | $76462.36     | 0.09%             | 2023-09-29      | Variable      | 16.32%                | No            |                  2 | On Loan: No      |
| CNTRL PARENT/CDK GLB INC                       | Central Parent Inc / CDK Global Inc                                              | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $195879.37    | 0.22%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Constant Contact Inc                           | Constant Contact Inc Term Loan                                                   | CUSIP: 21031HAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    444679 | PA      | $394930.92    | 0.44%             | 2028-02-10      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| EMPLOYBRIDGE HOLDING COMPANY                   | Employbridge Holding Company 2021 Term Loan B                                    | CUSIP: 29216HAB7<br>LEI: 549300GS4274Y66CQH05 | Long             | LON              | CORP              | US        |    396000 | PA      | $327690.00    | 0.37%             | 2028-07-19      | Floating      | 9.49%                 | No            |                  2 | On Loan: No      |
| Hayward Industries, Inc.                       | Hayward Industries, Inc. 2021 Term Loan                                          | CUSIP: 421300AL8<br>LEI: 549300NV8ZMMEDUHQ091 | Long             | LON              | CORP              | US        |    615625 | PA      | $593821.41    | 0.67%             | 2028-05-30      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Greeneden U.S. Holdings II, LLC                | Greeneden U.S. Holdings II, LLC 2020 USD Term Loan B4                            | CUSIP: 39479UAQ6<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |    689107 | PA      | $663093.03    | 0.74%             | 2027-12-01      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| CPG International Inc.                         | CPG International Inc. 2022 Term Loan B                                          | CUSIP: 12594VAD0<br>LEI: 549300SVLALB4NVWP891 | Long             | LON              | CORP              | US        |    200000 | PA      | $195062.40    | 0.22%             | 2029-04-28      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub, Inc.                       | AI Aqua Merger Sub, Inc. 2021 1st Lien Term Loan B                               | CUSIP: 00132UAG9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    498750 | PA      | $470071.88    | 0.53%             | 2028-07-31      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                       | TK Elevator US Newco Inc                                                         | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44480.00     | 0.05%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Midwest Physician Administrative Services, LLC | Midwest Physician Administrative Services, LLC 2021 Term Loan                    | CUSIP: 59835XAC8<br>LEI: 5493001F7B0DCPKBGK48 | Long             | LON              | CORP              | US        |    296477 | PA      | $273376.73    | 0.31%             | 2028-03-12      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| Dynacast International LLC                     | Dynacast International LLC 2021 First Out Term Loan                              | CUSIP: 000000000<br>LEI: X7KHAIMGSSPZ1XIJIL51 | Long             | LON              | CORP              | US        |    295500 | PA      | $257577.60    | 0.29%             | 2025-07-22      | Floating      | 9.20%                 | No            |                  2 | On Loan: No      |
| AEA International Holdings (Lux) S.a.r.l.      | AEA International Holdings (Lux) S.a.r.l. Term Loan B                            | CUSIP: 46033XAB7<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    742500 | PA      | $733218.75    | 0.82%             | 2028-09-07      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Applied Systems, Inc.                          | Applied Systems, Inc. 2022 Extended 1st Lien Term Loan                           | CUSIP: 03827FBB6<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |   1192124 | PA      | $1189144.07   | 1.33%             | 2026-09-18      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty Group, LLC                      | Ryan Specialty Group, LLC Term Loan                                              | CUSIP: 78350UAE5<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |    195500 | PA      | $194604.02    | 0.22%             | 2027-09-01      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                    | Asurion LLC 2020 Term Loan B8                                                    | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    735000 | PA      | $656119.07    | 0.74%             | 2026-12-23      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Monogram Food Solutions, LLC                   | Monogram Food Solutions, LLC Term Loan B                                         | CUSIP: 60976EAH6<br>LEI: 549300RKG7DLLYNXX093 | Long             | LON              | CORP              | US        |     99000 | PA      | $95782.50     | 0.11%             | 2028-08-28      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                              | Clarios Global LP 2021 USD Term Loan B                                           | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |    684105 | PA      | $672702.78    | 0.75%             | 2026-04-30      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Marcel LUX IV SARL                             | Marcel LUX IV SARL USD Term Loan B1                                              | CUSIP: 000000000<br>LEI: 254900A6AL2000BPNS82 | Long             | LON              | CORP              | US        |    464020 | PA      | $458220.00    | 0.51%             | 2026-03-15      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| DexKo Global Inc.                              | DexKo Global Inc. 2021 USD Term Loan B                                           | CUSIP: 25213YAU9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |    173688 | PA      | $156291.65    | 0.18%             | 2028-10-04      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| II-VI Incorporated                             | II-VI Incorporated 2022 Term Loan B                                              | CUSIP: 45173JAQ7<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |    220420 | PA      | $218931.81    | 0.25%             | 2029-07-02      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Envision Healthcare Corporation                | Envision Healthcare Corporation 2022 Second Out Term Loan                        | CUSIP: 29373UAF8<br>LEI: 549300OL60X0LPKY8N60 | Long             | LON              | CORP              | US        |    396365 | PA      | $128818.67    | 0.14%             | 2027-03-31      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer, Inc.                           | CP Atlas Buyer, Inc. 2021 Term Loan B                                            | CUSIP: 12658HAG7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |    416314 | PA      | $366096.32    | 0.41%             | 2027-11-23      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                       | Delta Air Lines Inc / SkyMiles IP Ltd                                            | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    100000 | PA      | $94150.95     | 0.11%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ziggo Financing Partnership                    | Ziggo Financing Partnership USD Term Loan I                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    450000 | PA      | $439674.30    | 0.49%             | 2028-04-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Proampac PG Borrower LLC                       | Proampac PG Borrower LLC 2020 Term Loan                                          | CUSIP: 74274NAG8<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |    343711 | PA      | $330034.46    | 0.37%             | 2025-11-03      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Ingersoll-Rand Services Company                | Ingersoll-Rand Services Company 2020 USD Spinco Term Loan                        | CUSIP: 365556AU3<br>LEI: 549300YHGS5RRRQQ4T26 | Long             | LON              | CORP              | US        |     97250 | PA      | $96529.28     | 0.11%             | 2027-03-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Cloudera, Inc.                                 | Cloudera, Inc. 2021 Second Lien Term Loan                                        | CUSIP: 74339VAE8<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |    150000 | PA      | $125812.50    | 0.14%             | 2029-10-08      | Floating      | 10.38%                | No            |                  2 | On Loan: No      |
| Imperva, Inc.                                  | Imperva, Inc. 1st Lien Term Loan                                                 | CUSIP: 45321NAD8<br>LEI: 549300204GJIBLPF1S81 | Long             | LON              | CORP              | US        |    567104 | PA      | $465733.76    | 0.52%             | 2026-01-12      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| Travel Leaders Group, LLC                      | Travel Leaders Group, LLC 2018 Term Loan B                                       | CUSIP: 89416FAQ0<br>LEI: 549300ELYRGQJOXAK024 | Long             | LON              | CORP              | US        |    384894 | PA      | $355064.60    | 0.40%             | 2024-01-25      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| SRS Distribution Inc.                          | SRS Distribution Inc. 2021 Term Loan B                                           | CUSIP: 78466YAN8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | LON              | CORP              | US        |    494987 | PA      | $473084.28    | 0.53%             | 2028-06-02      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                       | NFP Corp                                                                         | CUSIP: 65342RAF7<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47328.68     | 0.05%             | 2030-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Avolon TLB Borrower 1 (US) LLC                 | Avolon TLB Borrower 1 (US) LLC Term Loan B3                                      | CUSIP: 05400KAE0<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |    700000 | PA      | $698170.20    | 0.78%             | 2025-01-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Magnite Inc                                    | Magnite Inc Term Loan                                                            | CUSIP: 55955NAB4<br>LEI: 54930018FR2YX1HHSB02 | Long             | LON              | CORP              | US        |    348416 | PA      | $329252.78    | 0.37%             | 2028-04-28      | Floating      | 9.74%                 | No            |                  2 | On Loan: No      |
| Cast and Crew Payroll, LLC                     | Cast and Crew Payroll, LLC 2019 1st Lien Term Loan                               | CUSIP: 14835JAN0<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |    392857 | PA      | $388830.34    | 0.44%             | 2026-02-09      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| CryoLife, Inc.                                 | CryoLife, Inc. Term Loan B                                                       | CUSIP: 22904TAC1<br>LEI: 549300YTKV8DMSMG6K81 | Long             | LON              | CORP              | US        |    536908 | PA      | $499323.98    | 0.56%             | 2027-06-01      | Variable      | 8.34%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental, LLC                    | Avis Budget Car Rental, LLC 2020 Term Loan B                                     | CUSIP: 05377JAR3<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | LON              | CORP              | US        |    509250 | PA      | $495404.51    | 0.56%             | 2027-08-06      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Mariner Wealth Advisors LLC                    | Mariner Wealth Advisors LLC Term Loan B                                          | CUSIP: 56846TAD8<br>LEI: 549300XJJOOU336E5R24 | Long             | LON              | CORP              | US        |    593756 | PA      | $569263.59    | 0.64%             | 2028-08-18      | Variable      | 8.09%                 | No            |                  2 | On Loan: No      |
| Hoya Midco, LLC                                | Hoya Midco, LLC 2022 Term Loan                                                   | CUSIP: 44325HAD0<br>LEI: 549300LK73TSUP0YKH27 | Long             | LON              | CORP              | US        |    110152 | PA      | $109050.24    | 0.12%             | 2029-02-03      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| MA FinanceCo., LLC                             | MA FinanceCo., LLC 2020 USD Term Loan B4                                         | CUSIP: 55280FAL5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    152904 | PA      | $152904.04    | 0.17%             | 2025-06-05      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| WASH MULTIFAM ACQ INC                          | WASH Multifamily Acquisition Inc                                                 | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |    350000 | PA      | $330279.25    | 0.37%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOLIS IV BV                                    | Solis IV BV USD Term Loan B1                                                     | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |     50000 | PA      | $44268.75     | 0.05%             | 2029-02-26      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                         | Lumen Technologies Inc                                                           | CUSIP: 156700BC9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    875000 | PA      | $743472.20    | 0.83%             | 2027-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc.                             | Clean Harbors Inc. 2021 Incremental Term Loan B                                  | CUSIP: 18449EAF7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | LON              | CORP              | US        |     99000 | PA      | $98766.26     | 0.11%             | 2028-10-08      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Journey Personal Care Corp.                    | Journey Personal Care Corp. 2021 Term Loan B                                     | CUSIP: 48114NAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    492500 | PA      | $362603.13    | 0.41%             | 2028-03-01      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| SMG US Midco 2, Inc.                           | SMG US Midco 2, Inc. 2020 Term Loan                                              | CUSIP: 78453JAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    238870 | PA      | $233794.35    | 0.26%             | 2025-01-23      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Victory Capital Holdings, Inc.                 | Victory Capital Holdings, Inc. 2021 Term Loan B                                  | CUSIP: 92645DAH2<br>LEI: 549300BN5LH2CIPPHS71 | Long             | LON              | CORP              | US        |    243191 | PA      | $242076.14    | 0.27%             | 2026-07-01      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Mitnick Corporate Purchaser, Inc               | Mitnick Corporate Purchaser, Inc Term Loan                                       | CUSIP: 60672HAC7<br>LEI: 2549002PYWOTVEDJKW54 | Long             | LON              | CORP              | US        |     99750 | PA      | $93702.66     | 0.11%             | 2029-05-02      | Variable      | 8.94%                 | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings Inc.               | Kronos Acquisition Holdings Inc. 2021 1st Lien Term Loan                         | CUSIP: 50106JAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99000 | PA      | $96277.50     | 0.11%             | 2026-12-22      | Floating      | 10.51%                | No            |                  2 | On Loan: No      |
| Telenet Financing USD LLC                      | Telenet Financing USD LLC 2020 USD Term Loan AR                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    275000 | PA      | $268075.78    | 0.30%             | 2028-04-30      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Group, LLC                      | Diamond Sports Group, LLC 2022 2nd Lien Term Loan                                | CUSIP: 25277BAG3<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |    168433 | PA      | $21896.31     | 0.02%             | 2026-08-24      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Trans Union, LLC                               | Trans Union, LLC 2019 Term Loan B5                                               | CUSIP: 89334GAX2<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |     63808 | PA      | $63049.98     | 0.07%             | 2026-11-16      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group Inc.                 | Sinclair Television Group Inc. Term Loan B2B                                     | CUSIP: 82925BAE5<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |    584887 | PA      | $559297.81    | 0.63%             | 2026-09-30      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Tempo Acquisition LLC                          | Tempo Acquisition LLC 2022 Term Loan B                                           | CUSIP: 88023HAF7<br>LEI: 549300VV0B2RPMHQGA61 | Long             | LON              | CORP              | US        |    684447 | PA      | $683021.03    | 0.77%             | 2028-08-31      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Ensemble RCM, LLC                              | Ensemble RCM, LLC Term Loan                                                      | CUSIP: 29359BAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    539889 | PA      | $534742.84    | 0.60%             | 2026-08-03      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| SRS Distribution Inc.                          | SRS Distribution Inc. 2022 Incremental Term Loan                                 | CUSIP: 78466YAQ1<br>LEI: 549300ZQ3XP75BCYM468 | Long             | LON              | CORP              | US        |     99250 | PA      | $95031.88     | 0.11%             | 2028-06-02      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                       | Olympus Water US Holding Corp                                                    | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    125000 | PA      | $101644.20    | 0.11%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CDK Global, Inc.                               | CDK Global, Inc. 2022 USD Term Loan B                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    400000 | PA      | $397281.20    | 0.45%             | 2029-07-06      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| Magenta Buyer LLC                              | Magenta Buyer LLC 2021 USD 1st Lien Term Loan                                    | CUSIP: 55910RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    665250 | PA      | $572946.56    | 0.64%             | 2028-07-27      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Aegion Corporation                             | Aegion Corporation Term Loan                                                     | CUSIP: 00771PAJ0<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |    370312 | PA      | $346936.07    | 0.39%             | 2028-05-17      | Floating      | 9.13%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                       | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $72352.50     | 0.08%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Apex Tool Group, LLC                           | Apex Tool Group, LLC 2022 Term Loan                                              | CUSIP: 03759DAK4<br>LEI: 549300LWC59TPOM4ZR02 | Long             | LON              | CORP              | US        |    314679 | PA      | $273278.80    | 0.31%             | 2029-02-08      | Variable      | 9.67%                 | No            |                  2 | On Loan: No      |
| WP CITYMD BIDCO LLC                            | WP CityMD Bidco LLC 2021 1st Lien Term Loan B                                    | CUSIP: 92940KAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    992500 | PA      | $991647.44    | 1.11%             | 2028-12-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                | Madison IAQ LLC Term Loan                                                        | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    889245 | PA      | $828480.22    | 0.93%             | 2028-06-21      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| RealPage, Inc                                  | RealPage, Inc 1st Lien Term Loan                                                 | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |   1036875 | PA      | $988660.31    | 1.11%             | 2028-04-24      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                 | US Foods, Inc. 2019 Term Loan B                                                  | CUSIP: 90351HAD0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | LON              | CORP              | US        |    125125 | PA      | $124136.76    | 0.14%             | 2026-09-13      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                         | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23800.64     | 0.03%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Triton Water Holdings, Inc                     | Triton Water Holdings, Inc Term Loan                                             | CUSIP: 89678QAB2<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | LON              | CORP              | US        |    219266 | PA      | $204629.94    | 0.23%             | 2028-03-31      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                               | Proofpoint, Inc. 1st Lien Term Loan                                              | CUSIP: 74345HAB7<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    942875 | PA      | $908548.69    | 1.02%             | 2028-08-31      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| Ascend Learning, LLC                           | Ascend Learning, LLC 2021 Term Loan                                              | CUSIP: 04349HAK0<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    643500 | PA      | $609967.86    | 0.68%             | 2028-12-11      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| AG ISSUER LLC                                  | AG Issuer LLC                                                                    | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $207120.47    | 0.23%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corporation                   | Filtration Group Corporation 2018 1st Lien Term Loan                             | CUSIP: 31732FAM8<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |    480531 | PA      | $476589.45    | 0.53%             | 2025-03-29      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| CROWN FINANCE US, INC.                         | Crown Finance US, Inc. 2022 DIP Term Loan                                        | CUSIP: 22834KAL5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    134863 | PA      | $132975.20    | 0.15%             | 2023-09-07      | Variable      | 14.42%                | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                     | Outfront Media Capital LLC 2019 Term Loan B                                      | CUSIP: 12505MAF3<br>LEI: 5493005WC7J0FDMW0610 | Long             | LON              | CORP              | US        |     75000 | PA      | $72843.75     | 0.08%             | 2026-11-18      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Calvert Management Series

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer