# EDGAR Filing Document

**Accession Number:** 0000701039
**File Stem:** 0001410368-25-028976
**Filing Date:** 2025-11
**Character Count:** 94335
**Document Hash:** bfc17d97a986bc55a5d8f7b26adb7144
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-028976.hdr.sgml**: 20251124

**ACCESSION NUMBER**: 0001410368-25-028976

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251124

**DATE AS OF CHANGE**: 20251124

**PERIOD START**: 20250930

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03416
- **FILM NUMBER:** 251509893

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Washington

  - **State:** DC

  - **Foreign country:** US

  - **Zip / Postal Code:** 20036

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-09-30

- **b. Date as of which information is reported:** 2025-09-30

**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:** $688406526.42

**Total Liabilities:** $14652679.60

**Net Assets:** $673753846.82

**Delayed Delivery Securities:** $7466908.10

**Cash Not Reported:** $198313.92

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -6307.63000000 | **1-Year:** -22534.90000000 | **5-Year:** -5842.80000000 | **10-Year:** -111.29000000 | **30-Year:** 0.00000000

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

- **3-Month:** -179.43000000 | **1-Year:** -1336.94000000 | **5-Year:** -772.99000000 | **10-Year:** -844.49000000 | **30-Year:** -126.30000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000195935 | 0.38%                | 0.47%                | 0.36%                |
| Class ID C000036621 | 0.25%                | 0.55%                | 0.34%                |
| Class ID C000139784 | 0.27%                | 0.57%                | 0.36%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $100184.49               | $-463124.42                                |
| Month 2  | $-602.11                 | $1075247.95                                |
| Month 3  | $243445.73               | $-91835.25                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Octane Receivables Trust                        | Octane Receivables Trust 2023-1                                             | CUSIP: 67571BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    101138 | PA      | $101305.69    | 0.02%             | 2029-05-21      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| TACO BELL FUNDING, LLC                          | Taco Bell Funding LLC                                                       | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    538410 | PA      | $520330.14    | 0.08%             | 2051-08-25      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                           | Wells Fargo & Co                                                            | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   8075000 | PA      | $8018840.72   | 1.19%             | 2027-06-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Prosper Marketplace Issuance Trust              | Prosper Marketplace Issuance Trust Series 2024-1                            | CUSIP: 74363CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50089 | PA      | $50110.08     | 0.01%             | 2029-08-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                  | Chase Auto Credit Linked Notes Series 2025-1                                | CUSIP: 46591HCS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3010387 | PA      | $3024736.48   | 0.45%             | 2033-02-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                | SoFi Consumer Loan Program 2025-2 Trust                                     | CUSIP: 83407HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000823 | PA      | $1006332.91   | 0.15%             | 2034-06-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                        | Ford Motor Credit Co LLC                                                    | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2749225.85   | 0.41%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                        | Octane Receivables Trust 2024-3                                             | CUSIP: 67571GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    482308 | PA      | $485098.98    | 0.07%             | 2030-05-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust   | BHG Securitization Trust 2022-C                                             | CUSIP: 08860DAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1336204 | PA      | $1340542.81   | 0.20%             | 2035-10-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                              | Ally Financial Inc                                                          | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   4897000 | PA      | $4900031.19   | 0.73%             | 2025-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                           | CUSIP: 3136BR3E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1620564 | PA      | $1624715.93   | 0.24%             | 2054-06-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                | Berry Global Inc                                                            | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3400566.07   | 0.50%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                             | Reach ABS Trust 2025-1                                                      | CUSIP: 75525PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    355904 | PA      | $356970.80    | 0.05%             | 2032-08-16      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                     | Extended Stay America Trust 2025-ESH                                        | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1920000 | PA      | $1922400.00   | 0.29%             | 2042-10-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                        | Octane Receivables Trust 2024-2                                             | CUSIP: 67578YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2185355 | PA      | $2205724.74   | 0.33%             | 2032-07-20      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                   | Lendbuzz Securitization Trust 2024-3                                        | CUSIP: 52609YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2517161 | PA      | $2519995.42   | 0.37%             | 2029-10-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                         | Jefferies Financial Group Inc                                               | CUSIP: 47233WKM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   3345000 | PA      | $3352381.44   | 0.50%             | 2026-08-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                          | U.S. Treasury Notes                                                         | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16900000 | PA      | $16668945.23  | 2.47%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                          | Goldman Sachs Bank USA/New York NY                                          | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |  13159000 | PA      | $13262331.05  | 1.97%             | 2027-05-21      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                          | NextEra Energy Capital Holdings Inc                                         | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   5176000 | PA      | $5233286.67   | 0.78%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                          | CCO Holdings LLC / CCO Holdings Capital Corp                                | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3010000 | PA      | $2992179.90   | 0.44%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                          | Aviation Capital Group LLC                                                  | CUSIP: 05367AAH6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   2942000 | PA      | $2942000.00   | 0.44%             | 2025-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes              | Ally Bank Auto Credit-Linked Notes Series 2024-A                            | CUSIP: 02007GZ48<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1353540 | PA      | $1377039.69   | 0.20%             | 2032-05-17      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                    | Centene Corp                                                                | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   5150000 | PA      | $5061509.35   | 0.75%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                         | Dell International LLC / EMC Corp                                           | CUSIP: 24703TAE6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    354000 | PA      | $356059.23    | 0.05%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                             | Bank of Nova Scotia/The                                                     | CUSIP: 064159HB5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   3400000 | PA      | $3401285.64   | 0.50%             | 2025-12-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brookfield BRP Holdings Canada Inc              | Brookfield BRP Holdings Canada Inc                                          | CUSIP: 11284WX16<br>LEI: 549300NSPD7QJ50GZW26 | Long             | STIV             | CORP              | CA        |   3310000 | PA      | $3309612.40   | 0.49%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust           | Westlake Automobile Receivables Trust 2024-1                                | CUSIP: 96043RAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1813980 | PA      | $1816875.77   | 0.27%             | 2027-05-17      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                           | Stellantis Finance US Inc                                                   | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   2240000 | PA      | $2158453.81   | 0.32%             | 2027-01-29      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                      | Driven Brands Funding LLC                                                   | CUSIP: 26209XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    969044 | PA      | $937423.21    | 0.14%             | 2051-01-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                  | Pagaya AI Debt Selection Trust 2021-2                                       | CUSIP: 69546LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     39567 | PA      | $39410.50     | 0.01%             | 2029-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                    | Barclays PLC                                                                | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   4122000 | PA      | $4131582.58   | 0.61%             | 2026-11-02      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                    | CUSIP: 38381QF71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1696235 | PA      | $1699722.30   | 0.25%             | 2065-08-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                        | Lloyds Banking Group PLC                                                    | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1263000 | PA      | $1263315.59   | 0.19%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust             | GS Mortgage-Backed Securities Trust 2025-HE1                                | CUSIP: 36272NAA2<br>LEI: 254900RIVK2GCJ08H839 | Long             | ABS-MBS          | CORP              | US        |   1625088 | PA      | $1638768.64   | 0.24%             | 2055-10-25      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                    | CUSIP: 38377QWR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    918602 | PA      | $911801.27    | 0.14%             | 2041-03-20      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| WACHOVIA CORP                                   | Wachovia Corp                                                               | CUSIP: 929771AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2250000.00   | 0.33%             | 2025-10-01      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                        | JP Morgan Mortgage Trust 2023-HE2                                           | CUSIP: 46657FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2401881 | PA      | $2416424.24   | 0.36%             | 2054-03-20      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                 | Stack Infrastructure Issuer LLC                                             | CUSIP: 85236KAE2<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |   4044000 | PA      | $3987777.08   | 0.59%             | 2046-03-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SER                        | Stellantis Financial Services US Corp                                       | CUSIP: 85855FAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1489854.08   | 0.22%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Hexcel Corp                                     | Hexcel Corp                                                                 | CUSIP: 428291AN8<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1394681.82   | 0.21%             | 2027-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                    | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |   3553845 | NS      | $3553845.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Reach Financial LLC                             | Reach ABS Trust 2024-2                                                      | CUSIP: 75525HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    580311 | PA      | $583375.57    | 0.09%             | 2031-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                         | Verdant Receivables 2025-1 LLC                                              | CUSIP: 92340GAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3995000 | PA      | $4018131.05   | 0.60%             | 2028-03-13      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                    | CUSIP: 38381UEK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    828496 | PA      | $829225.83    | 0.12%             | 2055-06-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Newtek Small Business Loan Trust 2023-1         | Newtek Small Business Loan Trust 2023-1                                     | CUSIP: 65254RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2062279 | PA      | $2077899.01   | 0.31%             | 2050-07-25      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                        | Delta Air Lines Inc / SkyMiles IP Ltd                                       | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   2813178 | PA      | $2809789.30   | 0.42%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                      | Citadel LP                                                                  | CUSIP: 17288XAB0<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |   2869000 | PA      | $2875735.61   | 0.43%             | 2027-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                         | American National Group Inc                                                 | CUSIP: 025676AM9<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   4940000 | PA      | $4983392.76   | 0.74%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                    | ING Groep NV                                                                | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   6350000 | PA      | $6459397.67   | 0.96%             | 2027-09-11      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                          | CUSIP: 3137HCV82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2324777 | PA      | $2336064.72   | 0.35%             | 2054-05-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                           | INTOWN 2025-STAY Mortgage Trust                                             | CUSIP: 46117WAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2415000 | PA      | $2414664.07   | 0.36%             | 2042-03-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust               | GLS Auto Select Receivables Trust 2024-1                                    | CUSIP: 37988XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1366158 | PA      | $1376521.58   | 0.20%             | 2030-03-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                           | CUSIP: 3136BSFC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1478808 | PA      | $1484487.05   | 0.22%             | 2054-01-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes            | Truist Bank Auto Credit-Linked Notes Series 2025-1                          | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2833343 | PA      | $2838919.02   | 0.42%             | 2033-09-26      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                    | CUSIP: 38384KNV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1337431 | PA      | $1340742.05   | 0.20%             | 2054-03-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                          | US 5YR NOTE (CBT) DEC25                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -10 | NC      | $5613.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TX Trust 24-HOU                                 | TX Trust 2024-HOU                                                           | CUSIP: 90216DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2625000 | PA      | $2624152.65   | 0.39%             | 2039-06-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS COMPANY                         | Sonoco Products Co                                                          | CUSIP: 83549RXA7<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | STIV             | CORP              | US        |   1580000 | PA      | $1577927.51   | 0.23%             | 2025-10-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                          | HAT Holdings I LLC / HAT Holdings II LLC                                    | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4775000 | PA      | $4729405.20   | 0.70%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| SOCIETE GENERALE                                | Societe Generale SA                                                         | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2050000 | PA      | $2072943.07   | 0.31%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust               | GLS Auto Select Receivables Trust 2023-2                                    | CUSIP: 36269EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    525809 | PA      | $529318.51    | 0.08%             | 2028-06-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes              | Ally Bank Auto Credit-Linked Notes Series 2024-A                            | CUSIP: 02007GZ63<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1193822 | PA      | $1212077.20   | 0.18%             | 2032-05-17      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                  | Air Lease Corp                                                              | CUSIP: 00914AAW2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2315808.94   | 0.34%             | 2026-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2021-VOLT                                      | CUSIP: 05609VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000614 | PA      | $3989486.64   | 0.59%             | 2036-09-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| CALVERT IMPACT CAPITAL NOTE                     | CALVERT IMPACT CAPITAL NOTE                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012260.00   | 0.15%             | 2028-12-15      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                            | COPT Defense Properties LP                                                  | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |   3640000 | PA      | $3603425.39   | 0.53%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                | Fannie Mae Connecticut Avenue Securities                                    | CUSIP: 20754LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    401126 | PA      | $402340.90    | 0.06%             | 2041-12-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                       | Auxilior Term Funding 2023-1 LLC                                            | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     62612 | PA      | $63082.02     | 0.01%             | 2028-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                  | NRG Energy Inc                                                              | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   7023000 | PA      | $6986341.49   | 1.04%             | 2025-12-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                       | Towd Point Mortgage Trust 2025-HE2                                          | CUSIP: 89183PAA4<br>LEI: 254900HCCXAYNB40M417 | Long             | ABS-O            | CORP              | US        |   2350000 | PA      | $2359172.17   | 0.35%             | 2065-09-25      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                | Freddie Mac Strips                                                          | CUSIP: 3133Q3GP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1133080 | PA      | $1139971.31   | 0.17%             | 2053-10-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                  | Enterprise Fleet Financing 2024-2 LLC                                       | CUSIP: 29375RAB2<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |   1490217 | PA      | $1497653.56   | 0.22%             | 2026-12-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Theorem Funding Trust                           | Theorem Funding Trust 2022-3                                                | CUSIP: 882925AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4323403 | PA      | $4383528.53   | 0.65%             | 2029-04-15      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                   | Lendbuzz Securitization Trust 2024-1                                        | CUSIP: 525935AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1901474 | PA      | $1914167.65   | 0.28%             | 2029-08-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                        | Santander UK Group Holdings PLC                                             | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   6400000 | PA      | $6419177.66   | 0.95%             | 2026-11-21      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                  | PEAC Solutions Receivables 2024-2 LLC                                       | CUSIP: 69392BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1335671 | PA      | $1338723.24   | 0.20%             | 2027-04-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                           | CUSIP: 3136BVYK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    880628 | PA      | $882189.09    | 0.13%             | 2054-06-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                        | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                         | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2485000 | PA      | $2436117.89   | 0.36%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DLLMT LLC                                       | DLLMT 2024-1 LLC                                                            | CUSIP: 23347AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1312400 | PA      | $1316389.07   | 0.20%             | 2027-02-22      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                     | Extended Stay America Trust 2021-ESH                                        | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7242898 | PA      | $7248529.00   | 1.08%             | 2038-07-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                | Societe Generale SA                                                         | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2075000 | PA      | $2103199.35   | 0.31%             | 2028-01-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                | OneMain Financial Issuance Trust 2021-1                                     | CUSIP: 68269MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1115000 | PA      | $1052596.46   | 0.16%             | 2036-06-16      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                    | CUSIP: 38384W3E3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2517493 | PA      | $2529096.11   | 0.38%             | 2064-09-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                     | Truist Bank                                                                 | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   4537000 | PA      | $4557291.19   | 0.68%             | 2028-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                          | CUSIP: 3137HKU51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3076314 | PA      | $3078155.96   | 0.46%             | 2055-03-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                          | CUSIP: 3137HKE42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2224425 | PA      | $2225779.47   | 0.33%             | 2055-03-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                   | Lendbuzz Securitization Trust 2023-2                                        | CUSIP: 52608MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    299975 | PA      | $304933.23    | 0.05%             | 2028-10-16      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| United States Treasury                          | U.S. Treasury Notes                                                         | CUSIP: 91282CKS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30399000 | PA      | $30603333.26  | 4.54%             | 2026-05-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                             | Intesa Sanpaolo SpA                                                         | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   6425000 | PA      | $6439460.11   | 0.96%             | 2026-01-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| CAJUN GLOBAL LLC                                | Cajun Global LLC                                                            | CUSIP: 12803VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2093438 | PA      | $2066553.37   | 0.31%             | 2051-11-20      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| INTL FLAVORS & FRAGRANCE                        | International Flavors & Fragrances Inc                                      | CUSIP: 4595A2YE3<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | STIV             | CORP              | US        |   3350000 | PA      | $3332035.63   | 0.49%             | 2025-11-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LLC                 | Cologix Data Centers US Issuer LLC                                          | CUSIP: 19521UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1705000 | PA      | $1664834.29   | 0.25%             | 2051-12-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                    | UBS Group AG                                                                | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    696000 | PA      | $698392.76    | 0.10%             | 2027-08-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                    | CUSIP: 38385BAP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1157530 | PA      | $1159053.51   | 0.17%             | 2054-12-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2024-DNA1                                     | CUSIP: 35564NAX1<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | USGSE             | US        |   1992541 | PA      | $2002909.17   | 0.30%             | 2044-02-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Blue Owl Asset Leasing Trust                    | Blue Owl Asset Leasing Trust 2024-1 LLC                                     | CUSIP: 095921AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    887662 | PA      | $891507.01    | 0.13%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                   | Radnor RE 2023-1 Ltd                                                        | CUSIP: 75050KAA4<br>LEI: 254900P3K895250PCC81 | Long             | ABS-MBS          | CORP              | BM        |    990222 | PA      | $995889.18    | 0.15%             | 2033-07-25      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Avolon TLB Borrower 1 (US) LLC                  | Avolon TLB Borrower 1 (US) LLC 2023 Term Loan B6                            | CUSIP: 05400KAJ9<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |   1728169 | PA      | $1730571.01   | 0.26%             | 2030-06-24      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                         | Algonquin Power & Utilities Corp                                            | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |   3745000 | PA      | $3772776.63   | 0.56%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund                 | Oceanview Mortgage Trust 2025-INV3                                          | CUSIP: 67648CAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5454688 | PA      | $5469390.97   | 0.81%             | 2055-05-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Wingspire Equipment Finance LLC                 | Wingspire Equipment Finance 2025-1 LLC                                      | CUSIP: 97415CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1130000 | PA      | $1130384.20   | 0.17%             | 2033-09-20      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| ICON Luxembourg Sarl                            | ICON Luxembourg SARL 2024 LUX Term Loan B                                   | CUSIP: 000000000<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |    436093 | PA      | $436821.04    | 0.06%             | 2028-07-03      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                          | CVS Health Corp                                                             | CUSIP: 12665JX61<br>LEI: 549300EJG376EN5NQE29 | Long             | STIV             | CORP              | US        |   6700000 | PA      | $6694881.20   | 0.99%             | 2025-10-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                           | Bank of Ireland Group PLC                                                   | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   6804000 | PA      | $6651427.38   | 0.99%             | 2027-09-30      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                             | Oportun Issuance Trust 2024-1                                               | CUSIP: 68377JAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    562893 | PA      | $563085.73    | 0.08%             | 2031-04-08      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                   | Lendbuzz Securitization Trust 2023-3                                        | CUSIP: 525931AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3162315 | PA      | $3220837.92   | 0.48%             | 2028-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                       | Chesapeake Funding II LLC                                                   | CUSIP: 165183DJ0<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   1832709 | PA      | $1831667.90   | 0.27%             | 2036-05-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                           | Open Text Corporation 2023 Term Loan B                                      | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |    661486 | PA      | $661647.92    | 0.10%             | 2030-01-31      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                          | HAT Holdings I LLC / HAT Holdings II LLC                                    | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    681000 | PA      | $628462.05    | 0.09%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC          | Amur Equipment Finance Receivables XII LLC                                  | CUSIP: 03236YAB1<br>LEI: 5493000K1GV1VHEHGY40 | Long             | ABS-O            | CORP              | US        |   2574710 | PA      | $2600770.98   | 0.39%             | 2029-12-20      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                        | Ford Motor Credit Co LLC                                                    | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   6635000 | PA      | $6623054.61   | 0.98%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes              | Ally Bank Auto Credit-Linked Notes Series 2024-A                            | CUSIP: 02007GZ55<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2301018 | PA      | $2341169.74   | 0.35%             | 2032-05-17      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                        | OBX 2025-HE1 Trust                                                          | CUSIP: 67121CAA4<br>LEI: 2549002GJHC7CO92J583 | Long             | ABS-O            | CORP              | US        |   3070571 | PA      | $3100587.81   | 0.46%             | 2055-02-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                             | Reach Abs Trust 2024-1                                                      | CUSIP: 75526PAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    579190 | PA      | $580039.88    | 0.09%             | 2031-02-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                      | Driven Brands Funding LLC                                                   | CUSIP: 26208LAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5734429 | PA      | $5733715.21   | 0.85%             | 2049-04-20      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                 | Marex Group PLC                                                             | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2537013.85   | 0.38%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                | Berry Global Inc                                                            | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   1538000 | PA      | $1524897.75   | 0.23%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                  | Pagaya AI Debt Selection Trust 2021-HG1                                     | CUSIP: 69547PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7779 | PA      | $7766.36      | 0.00%             | 2029-01-16      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                          | CUSIP: 3137HHNE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4713562 | PA      | $4738878.01   | 0.70%             | 2054-12-25      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization LLC | Tesla Lease Electric Vehicle Securitization 2025-A LLC                      | CUSIP: 88162VAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3355000 | PA      | $3359072.97   | 0.50%             | 2028-06-20      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                       | BPR Trust 2022-SSP                                                          | CUSIP: 05602HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3016629.30   | 0.45%             | 2039-05-15      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                         | Australia & New Zealand Banking Group Ltd                                   | CUSIP: 05252ADK4<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   7690000 | PA      | $7702929.50   | 1.14%             | 2026-03-18      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2022-HQA1                                     | CUSIP: 35564KTA7<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | USGSE             | US        |    415037 | PA      | $417980.65    | 0.06%             | 2042-03-25      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                         | National Bank of Canada                                                     | CUSIP: 63307A3G8<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   5150000 | PA      | $5157880.94   | 0.77%             | 2027-03-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                          | HA Sustainable Infrastructure Capital Inc                                   | CUSIP: 40460JXE2<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | STIV             | CORP              | US        |   4625000 | PA      | $4615746.30   | 0.69%             | 2025-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                         | BPCE SA                                                                     | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   4500000 | PA      | $4517214.80   | 0.67%             | 2027-01-18      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                      | LAD Auto Receivables Trust 2022-1                                           | CUSIP: 501687AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    116722 | PA      | $116754.27    | 0.02%             | 2027-06-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                           | CUSIP: 31395D6P9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    562680 | PA      | $558968.45    | 0.08%             | 2036-06-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                        | JP Morgan Mortgage Trust 2024-HE2                                           | CUSIP: 46593HAA6<br>LEI: 529900ELA1S09AZO9Q54 | Long             | ABS-O            | CORP              | US        |    975499 | PA      | $976225.92    | 0.14%             | 2054-10-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Theorem Funding Trust                           | Theorem Funding Trust 2023-1                                                | CUSIP: 88338QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    239119 | PA      | $239398.68    | 0.04%             | 2029-04-15      | Fixed         | 7.58%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc                             | Avantor Funding Inc 2024 Term Loan B6                                       | CUSIP: 05350NAP9<br>LEI: 5493003VM0XB4U8YD238 | Long             | LON              | CORP              | US        |    183091 | PA      | $184186.14    | 0.03%             | 2027-11-08      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                            | Enel Finance International NV                                               | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   4825000 | PA      | $4829272.73   | 0.72%             | 2025-10-14      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                    | AES Corp/The                                                                | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   2830000 | PA      | $2804172.26   | 0.42%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                              | Banco Santander SA                                                          | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   6600000 | PA      | $6591575.03   | 0.98%             | 2028-03-24      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| MMP Capital                                     | MMP Capital 2025-A LLC                                                      | CUSIP: 55317QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1005338 | PA      | $1013551.03   | 0.15%             | 2031-12-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Wingspire Equipment Finance LLC                 | Wingspire Equipment Finance 2024-1 LLC                                      | CUSIP: 97415AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1230903 | PA      | $1238519.49   | 0.18%             | 2032-09-20      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                          | CUSIP: 3137HMBS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2775986 | PA      | $2781453.59   | 0.41%             | 2055-07-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                    | Vontier Corp                                                                | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |   6636000 | PA      | $6545381.37   | 0.97%             | 2026-04-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                    | CUSIP: 38385BP53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3139085 | PA      | $3145449.92   | 0.47%             | 2054-12-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                            | Kyndryl Holdings Inc                                                        | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   3253000 | PA      | $3178198.53   | 0.47%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                        | Morgan Stanley Institutional Liquidity Funds - Government Portfolio         | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |  17436791 | NS      | $17436791.12  | 2.59%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                    | UBS Group AG                                                                | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4273000 | PA      | $4172875.83   | 0.62%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                    | CUSIP: 38384CBT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3135537 | PA      | $3135518.48   | 0.47%             | 2053-07-20      | Floating      | 5.29%                 | 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        |   2406250 | PA      | $2409356.47   | 0.36%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                         | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7125000 | PA      | $7047195.86   | 1.05%             | 2027-02-04      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                            | Royal Bank of Canada                                                        | CUSIP: 78016HZX1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   6575000 | PA      | $6624950.87   | 0.98%             | 2027-07-23      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| United States Treasury                          | U.S. Treasury Notes                                                         | CUSIP: 9128287B0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33930000 | PA      | $33457297.42  | 4.97%             | 2026-06-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| OSCAR US Funding Trust                          | Oscar US Funding XVII LLC                                                   | CUSIP: 68784BAB0<br>LEI: 353800UI8625NXT7ND41 | Long             | ABS-O            | CORP              | US        |   2594075 | PA      | $2595570.38   | 0.39%             | 2027-12-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2022-DNA2                                     | CUSIP: 35564KRE1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |   1170330 | PA      | $1175634.86   | 0.17%             | 2042-02-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                           | DB Master Finance LLC                                                       | CUSIP: 233046AK7<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   1270880 | PA      | $1266741.38   | 0.19%             | 2049-05-20      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                         | Bank of New York Mellon/The                                                 | CUSIP: 06405LAF8<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   3610000 | PA      | $3621352.66   | 0.54%             | 2027-04-20      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                          | US 2YR NOTE (CBT) DEC25                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -19 | NC      | $-2830.35     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| First Help Financial LLC                        | FHF Issuer Trust 2023-2                                                     | CUSIP: 30333LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1688503 | PA      | $1709797.49   | 0.25%             | 2029-10-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                          | CUSIP: 3137HBFP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2326502 | PA      | $2343873.62   | 0.35%             | 2054-01-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Smithfield Foods Inc                            | Smithfield Foods Inc                                                        | CUSIP: 832248AZ1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   4593000 | PA      | $4563417.13   | 0.68%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                    | CaixaBank SA                                                                | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   3325000 | PA      | $3397857.67   | 0.50%             | 2027-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| TRANS UNION LLC                                 | Trans Union LLC 2024 Term Loan B9                                           | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |   1728191 | PA      | $1728830.05   | 0.26%             | 2031-06-24      | Floating      | 5.91%                 | 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        |   1775000 | PA      | $1785719.70   | 0.27%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                    | Barclays PLC                                                                | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3400000 | PA      | $3416756.08   | 0.51%             | 2026-05-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                        | Volkswagen Group of America Finance LLC                                     | CUSIP: 928668CK6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   5630000 | PA      | $5657653.10   | 0.84%             | 2026-08-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust      | Mercury Financial Credit Card Master Trust                                  | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2701000 | PA      | $2722941.30   | 0.40%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                | Fannie Mae Connecticut Avenue Securities                                    | CUSIP: 20753CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2057156 | PA      | $2063781.53   | 0.31%             | 2045-07-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                    | Hilton Grand Vacations Trust 2020-A                                         | CUSIP: 43285HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    293606 | PA      | $288958.88    | 0.04%             | 2039-02-25      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                  | Pagaya Ai Debt Grantor Trust 2024-9                                         | CUSIP: 69546QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1468916 | PA      | $1473419.48   | 0.22%             | 2032-03-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust              | Tricolor Auto Securitization Trust 2024-3                                   | CUSIP: 89617AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1309835 | PA      | $1195262.15   | 0.18%             | 2028-06-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                           | Athene Global Funding                                                       | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   3167000 | PA      | $3188470.99   | 0.47%             | 2026-08-27      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| PRA Health Sciences Inc                         | PRA Health Sciences Inc 2024 US Term Loan B                                 | CUSIP: 000000000<br>LEI: 549300R1HR1VWWHIAK47 | Long             | LON              | CORP              | US        |    108653 | PA      | $108834.22    | 0.02%             | 2028-07-03      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                                 | Concentrix Corp                                                             | CUSIP: 20602DAA9<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |   4175000 | PA      | $4237930.74   | 0.63%             | 2026-08-02      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                           | DB Master Finance LLC                                                       | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   4129125 | PA      | $4021468.39   | 0.60%             | 2051-11-20      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                       | Auxilior Term Funding 2024-1 LLC                                            | CUSIP: 05335FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    904042 | PA      | $908264.46    | 0.13%             | 2027-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                | SoFi Consumer Loan Program 2025-1 Trust                                     | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2554713 | PA      | $2568200.23   | 0.38%             | 2034-02-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                  | MVW 2020-1 LLC                                                              | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     63715 | PA      | $62339.87     | 0.01%             | 2037-10-20      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                         | Hyundai Capital America                                                     | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   6510000 | PA      | $6568431.29   | 0.97%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Springcastle SPV                                | SpringCastle America Funding LLC                                            | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1001242 | PA      | $949103.02    | 0.14%             | 2037-09-25      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                            | Aramark Services Inc 2024 Term Loan B8                                      | CUSIP: 03852JAV3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |   1670655 | PA      | $1676569.03   | 0.25%             | 2030-06-22      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                          | Blue Owl Credit Income Corp                                                 | CUSIP: 69120VAM3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1972014.24   | 0.29%             | 2026-09-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                         | GA Global Funding Trust                                                     | CUSIP: 36143L2G9<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1467000 | PA      | $1431343.80   | 0.21%             | 2027-01-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                           | US Bank NA/Cincinnati OH                                                    | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2290438.22   | 0.34%             | 2028-05-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                      | Intel Corp                                                                  | CUSIP: 458140CD0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   3433000 | PA      | $3440383.32   | 0.51%             | 2026-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                         | Jefferies Financial Group Inc                                               | CUSIP: 47233WKS7<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   3715000 | PA      | $3722962.55   | 0.55%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                          | U.S. Treasury Notes                                                         | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19500000 | PA      | $19586074.17  | 2.91%             | 2026-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                             | Oportun Funding Trust 2024-3                                                | CUSIP: 68377NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2139789 | PA      | $2141726.99   | 0.32%             | 2029-08-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                     | FIGRE Trust 2025-FL1                                                        | CUSIP: 31684QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1388942 | PA      | $1399032.99   | 0.21%             | 2055-07-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust              | Tricolor Auto Securitization Trust 2024-2                                   | CUSIP: 89616PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    395658 | PA      | $380291.32    | 0.06%             | 2027-12-15      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust   | JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC               | CUSIP: 466330AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $900193.23    | 0.13%             | 2038-04-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                             | Oportun Issuance Trust 2021-B                                               | CUSIP: 68377GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    137259 | PA      | $134670.60    | 0.02%             | 2031-05-08      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                     | Extended Stay America Trust 2021-ESH                                        | CUSIP: 30227FAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2701013 | PA      | $2703626.56   | 0.40%             | 2038-07-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                        | Celanese US Holdings LLC                                                    | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    600000 | PA      | $581740.02    | 0.09%             | 2026-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                | Societe Generale SA                                                         | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2395000 | PA      | $2380303.61   | 0.35%             | 2026-12-14      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| United States Treasury                          | U.S. Treasury Notes                                                         | CUSIP: 91282CJE2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10006412.60  | 1.49%             | 2025-10-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                       | ORL Trust 2024-GLKS                                                         | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2452000 | PA      | $2456205.67   | 0.36%             | 2039-12-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                           | CUSIP: 3136BXHG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3214278 | PA      | $3219186.94   | 0.48%             | 2055-09-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                        | Ford Motor Credit Co LLC                                                    | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3650000 | PA      | $3679476.89   | 0.55%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                    | UBS Group AG                                                                | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2550000 | PA      | $2524736.36   | 0.37%             | 2027-02-02      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                          | Protective Life Global Funding                                              | CUSIP: 743672AE7<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   4050000 | PA      | $4058742.21   | 0.60%             | 2026-04-10      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                       | Chesapeake Funding II LLC                                                   | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    394044 | PA      | $399751.60    | 0.06%             | 2035-10-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Clarus Capital Funding LLC                      | Clarus Capital Funding 2024-1 LLC                                           | CUSIP: 18271JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1448663 | PA      | $1454296.12   | 0.22%             | 2032-08-20      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2024-HQA1                                     | CUSIP: 35564NBW2<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | USGSE             | US        |   5252358 | PA      | $5287562.58   | 0.78%             | 2044-03-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                    | Upstart Securitization Trust 2021-2                                         | CUSIP: 91680FAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     78453 | PA      | $78325.72     | 0.01%             | 2031-06-20      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                         | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6750000 | PA      | $6720049.71   | 1.00%             | 2026-11-19      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2021-VOLT                                      | CUSIP: 05609VAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1683246 | PA      | $1677599.24   | 0.25%             | 2036-09-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                  | PEAC Solutions Receivables 2024-1 LLC                                       | CUSIP: 69433BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1085658 | PA      | $1095473.95   | 0.16%             | 2027-06-21      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                | Fannie Mae Connecticut Avenue Securities                                    | CUSIP: 20754JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1250648 | PA      | $1281851.20   | 0.19%             | 2039-09-25      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Crossroads Asset Trust                          | Crossroads Asset Trust 2025-A                                               | CUSIP: 22767VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2300000 | PA      | $2315841.94   | 0.34%             | 2032-02-20      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                | OneMain Financial Issuance Trust 2022-2                                     | CUSIP: 68268VAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3450000 | PA      | $3446775.29   | 0.51%             | 2034-10-14      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                  | EPR Properties                                                              | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   4507000 | PA      | $4519086.69   | 0.67%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                            | Bank of America Corp                                                        | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  13485000 | PA      | $13217131.26  | 1.96%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Coinstar Funding, LLC                           | Coinstar Funding LLC Series 2017-1                                          | CUSIP: 19260MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1989140 | PA      | $1849780.25   | 0.27%             | 2047-04-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Prodigy Finance Designated Activity Co          | Prodigy Finance CM2021-1 DAC                                                | CUSIP: 742855AA7<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |   3429855 | PA      | $3429947.14   | 0.51%             | 2051-07-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                        | JP Morgan Mortgage Trust 2023-HE3                                           | CUSIP: 465985AA7<br>LEI: 5299007DSRZLE19EYU93 | Long             | ABS-O            | CORP              | US        |   1723910 | PA      | $1732778.55   | 0.26%             | 2054-05-20      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GLOBAL FUNDING                        | Fortitude Global Funding                                                    | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |   2355000 | PA      | $2357751.39   | 0.35%             | 2028-10-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                    | UBS Group AG                                                                | CUSIP: 902613AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    680000 | PA      | $682450.27    | 0.10%             | 2027-01-12      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| HLTN Commercial Mortgage Trust 2024-DPLO        | HLTN Commercial Mortgage Trust 2024-DPLO                                    | CUSIP: 40424UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2625000 | PA      | $2632623.26   | 0.39%             | 2041-06-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-17

**Name of Applicant:** The Calvert Fund

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer