0001752724-19-172393.txt : 20191121
0001752724-19-172393.hdr.sgml : 20191121
20191121133532
ACCESSION NUMBER: 0001752724-19-172393
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20190930
FILED AS OF DATE: 20191121
PERIOD START: 20190930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: CALVERT IMPACT FUND INC
CENTRAL INDEX KEY: 0001121624
IRS NUMBER: 000000000
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-10045
FILM NUMBER: 191236759
BUSINESS ADDRESS:
STREET 1: 1825 CONNECTICUT AVENUE NW
STREET 2: SUITE 400
CITY: WASHINGTON
STATE: DC
ZIP: 20009
BUSINESS PHONE: 8002256265
MAIL ADDRESS:
STREET 1: 1825 CONNECTICUT AVENUE NW
STREET 2: SUITE 400
CITY: WASHINGTON
STATE: DC
ZIP: 20009
0001121624
S000042600
Calvert Green Bond Fund
C000131729
Class A
CGAFX
C000131731
Class I
CGBIX
C000211124
Calvert Green Bond Fund Class R6
CBGRX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001121624
XXXXXXXX
S000042600
C000131729
C000211124
C000131731
CALVERT IMPACT FUND INC
811-10045
0001121624
549300J0LOX3YRCSNT56
1825 Connecticut Avenue NW
Suite 400
Washington
20009
202-238-2200
Calvert Green Bond Fund
S000042600
5493003I90ZDMMUWM559
2019-09-30
2019-09-30
N
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0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
6218381.13000000
CAD
USD
EUR
AUD
UST
Hyundai Capital Services Inc
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Hyundai Capital Services Inc
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PA
USD
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0.351141366304
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DBT
CORP
KR
N
2
2021-03-16
Fixed
2.88000000
N
N
N
N
N
N
Verizon Communications Inc
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Verizon Communications Inc
92343VES9
8190000.00000000
PA
USD
9002245.95000000
2.624006415545
Long
DBT
CORP
US
N
2
2029-02-08
Fixed
3.88000000
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AM1
2364000.00000000
PA
USD
2524204.59000000
0.735764061001
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DBT
US
N
2
2024-01-15
Fixed
4.00000000
N
N
N
N
N
N
State Street Bank and Trust Company
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000000000
1.00000000
NC
-269.26000000
-0.00007848485
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DFE
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N
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State Street Bank and Trust Company
571474TGEMMWANRLN572
6915931.00000000
AUD
4676429.44000000
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-269.26000000
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N
N
African Development Bank
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African Development Bank
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USD
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DBT
NUSS
XX
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2
2020-11-18
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N
N
N
N
N
N
CALVERT SOCIAL FOUNDATION NOTE 12/15/2019 1.50
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CALVERT SOCIAL FOUNDATION NOTE 12/15/2019 1.50
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0.043491237121
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US
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2019-12-15
Variable
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N
N
N
N
N
NEW YORK ST ENVRNMNTL FACS COR
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New York State Environmental Facilities Corp
64985HRM1
1070000.00000000
PA
USD
1071551.50000000
0.312339612381
Long
DBT
MUN
US
N
2
2020-07-15
Fixed
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N
N
N
N
N
N
HELIOS ISSUER, LLC
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Helios Issuer LLC
42329GAC4
2507034.42000000
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USD
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0.759799757798
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ABS-O
CORP
US
N
2
2049-09-20
Fixed
8.00000000
N
N
N
N
N
N
NextEra Energy Operating Partners LP
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAC6
1825000.00000000
PA
USD
1888875.00000000
0.550575950234
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.25000000
N
N
N
N
N
N
Chicago Board Of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT DEC19 XCBT 20191219
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DIR
US
N
1
Chicago Board Of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury Ultra Long Bond
WNZ9 Comdty
2019-12-19
-2537412.54000000
USD
42631.29000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
125467.71000000
0.036571770846
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
5711117.16000000
EUR
6376739.87000000
USD
2019-11-29
125467.71000000
N
N
N
Solarcity LMC Series LLC
549300EE9TJJ2SFMZ938
SolarCity LMC Series III LLC
83417FAA7
1635319.59000000
PA
USD
1652060.85000000
0.481548526150
Long
ABS-O
CORP
US
N
2
2044-07-20
Fixed
4.02000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loans 2017-2 LLC
61946GAA1
91316.78000000
PA
USD
93383.53000000
0.027219760844
Long
ABS-O
CORP
US
N
2
2043-06-22
Fixed
3.82000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769GF5
3490000.00000000
PA
USD
3489530.46000000
1.017140651914
Long
DBT
CORP
DE
N
2
2019-10-15
Fixed
1.75000000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AU9
2390000.00000000
PA
USD
2882782.91000000
0.840283735023
Long
DBT
CORP
US
N
2
2049-07-15
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae - ACES
B1V7KEBTPIMZEU4LTD58
Fannie Mae - ACES
3136AVGY9
384827.47000000
PA
USD
392256.49000000
0.114336305852
Long
ABS-MBS
USGSE
US
N
2
2027-02-25
Variable
2.89000000
N
N
N
N
N
N
International Finance Corp
QKL54NQY28TCDAI75F60
International Finance Corp
45950VLH7
2450000.00000000
PA
USD
2478596.96000000
0.722470188074
Long
DBT
NUSS
XX
N
2
2022-10-24
Fixed
2.00000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
731179.23000000
0.213126702057
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
34430419.00000000
EUR
38418012.41000000
USD
2019-11-29
731179.23000000
N
N
N
Public Service Co of Colorado
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CQ2
1000000.00000000
PA
USD
1170597.31000000
0.341209834581
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
4.10000000
N
N
N
N
N
N
Fannie Mae - ACES
B1V7KEBTPIMZEU4LTD58
Fannie Mae - ACES
3136B1XJ8
4142000.00000000
PA
USD
4404511.68000000
1.283842606595
Long
ABS-MBS
USGSE
US
N
2
2028-03-25
Variable
3.14000000
N
N
N
N
N
N
LG Chem Ltd
988400IES4EIG7O06940
LG Chem Ltd
501955AA6
1550000.00000000
PA
USD
1599967.20000000
0.466364085227
Long
DBT
CORP
KR
N
2
2024-10-15
Fixed
3.25000000
N
N
N
N
N
N
Overseas Private Investment Corp
549300IDY55XMYWXSD28
Overseas Private Investment Corp
690353G50
749241.72000000
PA
USD
792451.70000000
0.230986617823
Long
DBT
USGA
US
N
2
2029-09-15
Fixed
3.22000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
000000000
8600000.00000000
PA
9452366.66000000
2.755209188427
Long
DBT
CORP
CA
Y
2
2024-05-02
Fixed
0.25000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
45905U6L3
4150000.00000000
PA
USD
4502234.03000000
1.312327062004
Long
DBT
NUSS
XX
N
2
2025-11-20
Fixed
3.13000000
N
N
N
N
N
N
Spruce ABS Trust
N/A
Spruce ABS Trust 2016-E1
85209BAA3
507367.49000000
PA
USD
519056.22000000
0.151296338588
Long
ABS-O
CORP
US
N
2
2028-06-15
Fixed
4.32000000
N
N
N
N
N
N
Fannie Mae - ACES
B1V7KEBTPIMZEU4LTD58
Fannie Mae - ACES
3136B2GX4
923077.00000000
PA
USD
1002620.95000000
0.292247492433
Long
ABS-MBS
USGSE
US
N
2
2028-06-25
Variable
3.44000000
N
N
N
N
N
N
Chicago Board Of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) DEC19 XCBT 20191231
000000000
65.00000000
NC
USD
7744648.47000000
2.257437464416
N/A
DIR
US
N
1
Chicago Board Of Trade
549300EX04Q2QBFQTQ27
Long
5 Year US Treasury Note
FVZ9 Comdty
2019-12-31
7786908.68000000
USD
-42260.21000000
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CX6
2346000.00000000
PA
USD
2469351.34000000
0.719775242132
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
3.00000000
N
N
N
N
N
HANWHA ENERGY USA HOLDN
549300VVIE7XDIYNIT55
Hanwha Energy USA Holdings Corp
41135WAA9
5000000.00000000
PA
USD
5008937.05000000
1.460022646266
Long
DBT
CORP
US
N
2
2022-07-30
Fixed
2.38000000
N
N
N
N
N
N
American Water Capital Corp
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAL9
850000.00000000
PA
USD
893082.34000000
0.260318791864
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.40000000
N
N
N
N
N
N
FANNIEMAE-ACES
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B4VT2
1920000.00000000
PA
USD
2041514.11000000
0.595067736631
Long
ABS-MBS
USGSE
US
N
2
2029-04-25
Fixed
2.94000000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
000000000
12440000.00000000
PA
17596167.68000000
5.128993046599
Long
DBT
NUSS
FR
Y
2
2039-06-25
Fixed
1.75000000
N
N
N
N
N
N
Nordic Investment Bank
213800HYL1S7VAXG6Z48
Nordic Investment Bank
65562QAW5
950000.00000000
PA
USD
959709.74000000
0.279739581523
Long
DBT
NUSS
XX
N
2
2021-09-30
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae - ACES
B1V7KEBTPIMZEU4LTD58
Fannie Mae - ACES
3136B3DE7
2420000.00000000
PA
USD
2732195.97000000
0.796390122378
Long
ABS-MBS
USGSE
US
N
2
2030-09-25
Variable
3.82000000
N
N
N
N
N
N
OWENS CORNING
JO5M6676RDJIZ2U8X907
Owens Corning
690742AJ0
9117000.00000000
PA
USD
9290610.56000000
2.708059949614
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.95000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2018-1
61946FAA3
1087435.38000000
PA
USD
1129083.29000000
0.329109181542
Long
ABS-O
CORP
US
N
2
2043-06-22
Fixed
4.01000000
N
N
N
N
N
N
NEW YORK CITY NY MUNI WTR FIN
549300ABYZD2SFD5JB29
New York City Water & Sewer System
64972FY34
605000.00000000
PA
USD
894075.05000000
0.260608150478
Long
DBT
MUN
US
N
2
2044-06-15
Fixed
5.88000000
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
000000000
3025000.00000000
PA
3440831.15000000
1.002945605191
Long
DBT
CORP
NL
Y
2
2024-09-16
Fixed
1.00000000
N
N
N
N
N
N
Solarcity LMC Series LLC
549300EE9TJJ2SFMZ938
SolarCity LMC Series III LLC
83417FAB5
172133.60000000
PA
USD
172575.81000000
0.050303006063
Long
ABS-O
CORP
US
N
2
2044-07-20
Fixed
5.44000000
N
N
N
N
N
N
Overseas Private Investment Corp
549300IDY55XMYWXSD28
Overseas Private Investment Corp
690353C70
177565.92000000
PA
USD
190691.18000000
0.055583338034
Long
DBT
USGA
US
N
2
2033-06-01
Fixed
3.16000000
N
N
N
N
N
N
National Australia Bank Ltd/New York
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd/New York
63254ABA5
1867000.00000000
PA
USD
1966340.81000000
0.573155957884
Long
DBT
CORP
AU
N
2
2023-06-20
Fixed
3.63000000
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159QD1
5100000.00000000
PA
USD
5147042.55000000
1.500278124736
Long
DBT
CORP
CA
N
2
2023-01-18
Fixed
2.38000000
N
N
N
N
N
N
TerraForm Power Operating LLC
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAE3
2280000.00000000
PA
USD
2382600.00000000
0.694488655431
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
5.00000000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
Asian Development Bank
045167EJ8
800000.00000000
PA
USD
892287.89000000
0.260087222775
Long
DBT
NUSS
XX
N
2
2028-09-26
Fixed
3.13000000
N
N
N
N
N
N
American Water Capital Corp
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAP0
500000.00000000
PA
USD
551542.40000000
0.160765524968
Long
DBT
CORP
US
N
2
2046-12-01
Fixed
4.00000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
45685NAA4
2175000.00000000
PA
USD
2407848.67000000
0.701848226857
Long
DBT
CORP
NL
N
2
2026-01-06
Fixed
4.63000000
N
N
N
N
N
N
Nederlandse Waterschapsbank NV
JLP5FSPH9WPSHY3NIM24
Nederlandse Waterschapsbank NV
63983TBB0
1700000.00000000
PA
USD
1763501.80000000
0.514031727496
Long
DBT
CORP
NL
N
2
2026-03-24
Fixed
2.38000000
N
N
N
N
N
N
Kommunalbanken AS
I7ETN0QQO2AHZZGHJ389
Kommunalbanken AS
50048MCD0
1000000.00000000
PA
USD
994254.49000000
0.289808807150
Long
DBT
NUSS
NO
N
2
2020-10-26
Fixed
1.38000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
549300ZLA8SW2SVJMN33
Mosaic Solar Loans 2017-1 LLC
61946EAA6
730557.61000000
PA
USD
763388.14000000
0.222515068799
Long
ABS-O
CORP
US
N
2
2042-06-20
Fixed
4.45000000
N
N
N
N
N
N
LG Chem Ltd
988400IES4EIG7O06940
LG Chem Ltd
501955AB4
1500000.00000000
PA
USD
1572627.78000000
0.458395094613
Long
DBT
CORP
KR
N
2
2029-04-15
Fixed
3.63000000
N
N
N
N
N
N
Regency Centers LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAT0
1500000.00000000
PA
USD
1577408.55000000
0.459788610322
Long
DBT
US
N
2
2024-06-15
Fixed
3.75000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2018-A
88161DAA9
403680.72000000
PA
USD
403699.53000000
0.117671763530
Long
ABS-O
CORP
US
N
2
2019-12-20
Fixed
2.32000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2018-A
88161DAB7
2360000.00000000
PA
USD
2361069.32000000
0.688212816850
Long
ABS-O
CORP
US
N
2
2020-02-20
Fixed
2.75000000
N
N
N
N
N
N
CONSERVATION FUND
N/A
Conservation Fund
20848FAA8
2345000.00000000
PA
USD
2388540.95000000
0.696220344501
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.47000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769JD7
2200000.00000000
PA
USD
2202008.84000000
0.641849306866
Long
DBT
CORP
DE
N
2
2029-09-14
Fixed
1.75000000
N
N
N
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
29874QAY0
2000000.00000000
PA
USD
1998306.36000000
0.582473389195
Long
DBT
NUSS
XX
N
2
2024-09-27
Fixed
1.63000000
N
N
N
N
N
N
RenewFund Receivables Trust
N/A
RenewFund Receivables Trust 2015-1
75973JAA1
63241.42000000
PA
USD
63278.99000000
0.018444783296
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
3.51000000
N
N
N
N
N
N
Nacional Financiera SNC
549300T46KUP3OWN3O73
Nacional Financiera SNC
629598AS2
750000.00000000
PA
USD
756570.00000000
0.220527693292
Long
DBT
NUSS
MX
N
2
2020-11-05
Fixed
3.38000000
N
N
N
N
N
N
Vivint Colar Financing V LLC
N/A
Vivint Colar Financing V LLC
92854VAA3
1482139.03000000
PA
USD
1580483.10000000
0.460684791006
Long
ABS-O
CORP
US
N
2
2048-04-30
Fixed
4.73000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-18271.59000000
-0.00532586752
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
8265166.00000000
CAD
6225794.84000000
USD
2019-11-29
-18271.59000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LEDP3
2000000.00000000
PA
USD
2079266.80000000
0.606072023929
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Fixed
2.68000000
N
N
N
N
N
N
DXC Technology Co
549300DOVZ3EDJB7O259
DXC Technology Co
23355LAE6
1731000.00000000
PA
USD
1730490.74000000
0.504409547242
Long
DBT
CORP
US
N
2
2021-03-01
Floating
3.08000000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AS4
3570000.00000000
PA
USD
3899905.59000000
1.136758242889
Long
DBT
CORP
US
N
2
2048-08-01
Fixed
3.65000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AH7
1100000.00000000
PA
USD
1110055.45000000
0.323562879595
Long
DBT
CORP
JP
N
2
2023-09-13
Fixed
2.53000000
N
N
N
N
N
N
TES LLC
N/A
TES 2017-1 LLC
88159DAA3
2545666.78000000
PA
USD
2597338.22000000
0.757081309539
Long
ABS-O
CORP
US
N
2
2047-10-20
Fixed
4.33000000
N
N
N
N
N
N
Xylem Inc/NY
549300DF5MV96DRYLQ48
Xylem Inc/NY
98419MAJ9
1999000.00000000
PA
USD
2063144.35000000
0.601372595312
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
3.25000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
51904.68000000
0.015129359281
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
4481560.80000000
EUR
4957329.57000000
USD
2019-11-29
51904.68000000
N
N
N
State Street Global Advisors
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
857492706
825492.50000000
NS
USD
825492.50000000
0.240617466798
Long
STIV
RF
US
N
1
N
N
Avangrid Inc
549300OX0Q38NLSKPB49
Avangrid Inc
05351WAB9
6300000.00000000
PA
USD
6775608.67000000
1.974978324081
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.80000000
N
N
N
N
N
N
Svensk Exportkredit AB
1FOLRR5RWTWWI397R131
Svensk Exportkredit AB
00254EMD1
4500000.00000000
PA
USD
4497755.31000000
1.311021588894
Long
DBT
CORP
SE
N
2
2020-06-23
Fixed
1.88000000
N
N
N
N
N
N
MASSACHUSETTS ST WTR POLL ABAT
549300SYPEROLSQU0261
Massachusetts Clean Water Trust/The
57604P5P5
150000.00000000
PA
USD
177844.50000000
0.051838742416
Long
DBT
MUN
US
N
2
2040-08-01
Fixed
5.19000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGB9
4099000.00000000
PA
USD
4099477.74000000
1.194930237397
Long
DBT
CORP
US
N
2
2020-11-09
Fixed
2.15000000
N
N
N
N
N
N
DIST OF COLUMBIA WTR & SWR AUT
549300OT2FIJQJ5PSH71
District of Columbia Water & Sewer Authority
254845JZ4
1665000.00000000
PA
USD
2355475.50000000
0.686582310457
Long
DBT
MUN
US
N
2
2114-10-01
Fixed
4.81000000
N
N
N
N
N
N
HAT HOLDINGS I LLC/HAT
N/A
HAT Holdings I LLC / HAT Holdings II LLC
418751AA1
7000000.00000000
PA
USD
7376250.00000000
2.150055378420
Long
DBT
US
N
2
2024-07-15
Fixed
5.25000000
N
N
N
N
N
N
Avangrid Inc
549300OX0Q38NLSKPB49
Avangrid Inc
05351WAA1
4913000.00000000
PA
USD
5068344.64000000
1.477338980230
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.15000000
N
N
N
N
N
N
Solarcity LMC Series LLC
54930080F5ME65CO1C91
SolarCity LMC Series I LLC
83417BAA6
196003.32000000
PA
USD
207534.59000000
0.060492914616
Long
ABS-O
CORP
US
N
2
2038-11-20
Fixed
4.80000000
N
N
N
N
N
N
Kommuninvest I Sverige AB
EV2XZWMLLXF2QRX0CD47
Kommuninvest I Sverige AB
50049GAB8
1600000.00000000
PA
USD
1602226.32000000
0.467022581496
Long
DBT
NUSS
SE
N
2
2021-06-01
Fixed
1.88000000
N
N
N
N
N
N
Chicago Board Of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) DEC19 XCBT 20191231
000000000
70.00000000
NC
USD
15085000.00000000
4.397029030127
N/A
DIR
US
N
1
Chicago Board Of Trade
549300EX04Q2QBFQTQ27
Long
2 Year US Treasury Note
TUZ9 Comdty
2019-12-31
15121023.09000000
USD
-36023.09000000
N
N
N
Fannie Mae - ACES
B1V7KEBTPIMZEU4LTD58
Fannie Mae - ACES
3136AY2C6
4150000.00000000
PA
USD
4375296.03000000
1.275326725840
Long
ABS-MBS
USGSE
US
N
2
2027-09-25
Variable
3.04000000
N
N
N
N
N
N
Chicago Board Of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)DEC19 XCBT 20191219
000000000
-11.00000000
NC
USD
-1433437.50000000
-0.41782342064
N/A
DIR
US
N
1
Chicago Board Of Trade
549300EX04Q2QBFQTQ27
Short
10 Year US Treasury Note
TYZ9 Comdty
2019-12-19
-1445792.48000000
USD
12354.98000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
49038.63000000
0.014293952913
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
3044963.84000000
EUR
3381993.84000000
USD
2019-11-29
49038.63000000
N
N
N
Australia & New Zealand Banking Group Ltd
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
000000000
4740000.00000000
PA
3241533.03000000
0.944853485914
Long
DBT
CORP
AU
Y
2
2020-06-03
Fixed
3.25000000
N
N
N
N
N
N
Public Service Co of Colorado
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CP4
1978000.00000000
PA
USD
2187357.45000000
0.637578668008
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.70000000
N
N
N
N
N
OVERSEAS PRIVATE INV COR
549300IDY55XMYWXSD28
Overseas Private Investment Corp
6903536P7
2870000.00000000
PA
USD
2908405.25000000
0.847752225099
Long
DBT
USGA
US
N
2
2029-10-15
Fixed
2.36000000
N
N
N
N
N
N
BROOKFIELD PROPERTY PART
5493004J5Z0TZW83NU62
Brookfield Property Partners LP
000000000
123000.00000000
NS
USD
3193080.00000000
0.930730225755
Long
EP
CORP
BM
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833BU3
2500000.00000000
PA
USD
2575394.03000000
0.750684939604
Long
DBT
CORP
US
N
2
2023-02-23
Fixed
2.85000000
N
N
N
N
N
N
Chicago Board Of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) DEC19 XCBT 20191219
000000000
-11.00000000
NC
USD
-1785437.50000000
-0.52042562273
N/A
DIR
US
N
1
Chicago Board Of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury Long Bond
USZ9 Comdty
2019-12-19
-1807330.99000000
USD
21893.49000000
N
N
N
Kaiser Foundation Hospitals
DW4Z57L3G4IRMHYZYK62
Kaiser Foundation Hospitals
48305QAC7
2208000.00000000
PA
USD
2328215.53000000
0.678636478210
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.15000000
N
N
N
N
N
N
International Finance Corp
QKL54NQY28TCDAI75F60
International Finance Corp
45950VHX7
1500000.00000000
PA
USD
1544476.50000000
0.450189460182
Long
DBT
NUSS
XX
N
2
2026-04-07
Fixed
2.13000000
N
N
N
N
N
N
MASSACHUSETTS ST
5493001N1YCXNI1O7K10
Commonwealth of Massachusetts
57582RJN7
4775000.00000000
PA
USD
4966191.00000000
1.447562876775
Long
DBT
MUN
US
N
2
2046-06-01
Fixed
3.28000000
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
000000000
4100000.00000000
PA
4729570.25000000
1.378591825606
Long
DBT
CORP
NL
Y
2
2026-09-16
Fixed
1.13000000
N
N
N
N
N
N
DBS Group Holdings Ltd
5493007FKT78NKPM5V55
DBS Group Holdings Ltd
24023KAC2
3640000.00000000
PA
USD
3656945.95000000
1.065939509695
Long
DBT
CORP
SG
N
2
2022-07-25
Floating
2.90000000
N
N
N
N
N
N
MET WTR DIST OF STHRN CA
5493003GD0S0P56RLT45
Metropolitan Water District of Southern California
59266TEC1
250000.00000000
PA
USD
259030.00000000
0.075502978433
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
6.95000000
N
N
N
N
N
N
NSTAR Electric Co
54930080R72Y2Z31UR68
NSTAR Electric Co
67021CAN7
2500000.00000000
PA
USD
2668762.10000000
0.777900194113
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.25000000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
68323ADL5
3200000.00000000
PA
2429762.53000000
0.708235756097
Long
DBT
NUSS
CA
N
2
2023-01-27
Fixed
1.95000000
N
N
N
N
N
N
Solarcity LMC Series LLC
549300HK0005YP7HO349
Solarcity LMC Series II LLC
83417EAA0
4235151.73000000
PA
USD
4329164.05000000
1.261880013525
Long
ABS-O
CORP
US
N
2
2044-04-20
Fixed
4.59000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
10898.05000000
0.003176602069
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
2423819.43000000
EUR
2663961.28000000
USD
2019-11-29
10898.05000000
N
N
N
Terraform Global Operating LLC
549300LC7QMVR79H5O86
Terraform Global Operating LLC
88104UAC7
1595000.00000000
PA
USD
1642850.00000000
0.478863715090
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.13000000
N
N
N
N
N
N
CREDIT AGRICOLE CIB
1VUV7VQFKUOQSJ21A208
Credit Agricole Corporate & Investment Bank SA
22533AA98
6747000.00000000
PA
USD
6760532.32000000
1.970583816384
Long
DBT
CORP
FR
N
2
2021-10-03
Variable
2.96000000
N
N
N
N
N
N
Sunrun Callisto Issuer 2015-1 LLC
54930007SJ77CI66U531
Sunrun Callisto Issuer 2015-1 LLC
86771YAB7
845932.77000000
PA
USD
869087.98000000
0.253324831143
Long
ABS-O
CORP
US
N
2
2045-07-20
Fixed
5.38000000
N
N
N
N
N
N
Nederlandse Waterschapsbank NV
JLP5FSPH9WPSHY3NIM24
Nederlandse Waterschapsbank NV
63983TBP9
500000.00000000
PA
USD
524009.40000000
0.152740108973
Long
DBT
CORP
NL
N
2
2022-12-05
Fixed
3.13000000
N
N
N
N
N
N
Massachusetts Institute of Technology
DLZO3A31IADZ27B62557
Massachusetts Institute of Technology
575718AE1
2985000.00000000
PA
USD
3491811.60000000
1.017805566651
Long
DBT
CORP
US
N
2
2038-07-01
Fixed
3.96000000
N
N
N
N
N
N
Municipality Finance PLC
529900HEKOENJHPNN480
Municipality Finance PLC
62630CAH4
5000000.00000000
PA
USD
4961382.95000000
1.446161409395
Long
DBT
NUSS
FI
N
2
2021-09-21
Fixed
1.38000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
000000000
2020000.00000000
PA
1428660.62000000
0.416431038802
Long
DBT
CORP
AU
N
2
2022-03-31
Fixed
3.25000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank
298785GQ3
1000000.00000000
PA
USD
1042314.08000000
0.303817386030
Long
DBT
NUSS
XX
N
2
2024-10-15
Fixed
2.50000000
N
N
N
N
N
N
American Water Capital Corp
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAQ8
480000.00000000
PA
USD
493095.34000000
0.143729169678
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
2.95000000
N
N
N
N
N
N
Chicago Board Of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT DEC19 XCBT 20191219
000000000
-55.00000000
NC
USD
-7832343.75000000
-2.28299919407
N/A
DIR
US
N
1
Chicago Board Of Trade
549300EX04Q2QBFQTQ27
Short
US 10 Year Ultra Bond
UXYZ9 Comdty
2019-12-19
-7922048.31000000
USD
89704.56000000
N
N
N
DIGITAL EURO FINCO
635400OUEAPTXSW3SC91
Digital Euro Finco LLC
000000000
4500000.00000000
PA
5418613.61000000
1.579436615592
Long
DBT
CORP
US
Y
2
2026-01-16
Fixed
2.50000000
N
N
N
N
N
N
Toyota Auto Receivables Owner Trust
N/A
Toyota Auto Receivables 2016-B Owner Trust
89231UAE7
5035432.97000000
PA
USD
5027799.25000000
1.465520666881
Long
ABS-O
CORP
US
N
2
2021-08-16
Fixed
1.52000000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CS8
4500000.00000000
PA
USD
4589658.14000000
1.337809750078
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.20000000
N
N
N
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RBB9
2700000.00000000
PA
USD
2828430.25000000
0.824440829893
Long
DBT
US
N
2
2029-06-21
Fixed
3.40000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
000000000
11950000.00000000
PA
13208413.12000000
3.850034864471
Long
DBT
CORP
US
Y
2
2022-01-29
Fixed
0.50000000
N
N
N
N
N
N
Export Development Canada
Z6MHCSLXHKYG4B6PHW02
Export Development Canada
30216BGU0
2585000.00000000
PA
USD
2579770.21000000
0.751960523992
Long
DBT
NUSS
CA
N
2
2020-06-01
Fixed
1.63000000
N
N
N
N
N
N
NextEra Energy Operating Partners LP
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAB8
3760000.00000000
PA
USD
3858700.00000000
1.124747492114
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.50000000
N
N
N
N
N
N
TerraForm Power Operating LLC
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAB9
5365000.00000000
PA
USD
5681588.65000000
1.656089508206
Long
SN
CORP
US
N
2
2025-06-15
Variable
6.63000000
N
N
N
N
N
N
Xylem Inc/NY
549300DF5MV96DRYLQ48
Xylem Inc/NY
98419MAK6
1590000.00000000
PA
USD
1765697.18000000
0.514671644605
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
4.38000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769GU2
2800000.00000000
PA
USD
2802321.56000000
0.816830576802
Long
DBT
CORP
DE
N
2
2020-11-30
Fixed
1.88000000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
Asian Development Bank
045167CY7
750000.00000000
PA
USD
769009.06000000
0.224153474395
Long
DBT
NUSS
XX
N
2
2025-03-19
Fixed
2.13000000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QBT4
3109000.00000000
PA
USD
3107028.05000000
0.905647499719
Long
DBT
CORP
CA
N
2
2020-09-11
Fixed
1.85000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2018-B
88161NAA7
1803994.59000000
PA
USD
1833452.02000000
0.534421064453
Long
ABS-O
CORP
US
N
2
2021-08-20
Fixed
3.71000000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
68323AER1
5000000.00000000
PA
3929097.29000000
1.145267142613
Long
DBT
NUSS
CA
N
2
2025-02-05
Fixed
2.65000000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
Asian Development Bank
045167EC3
750000.00000000
PA
USD
785278.93000000
0.228895873513
Long
DBT
NUSS
XX
N
2
2027-08-10
Fixed
2.38000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2019-1
61946CAA0
1289355.25000000
PA
USD
1329111.75000000
0.387414182899
Long
ABS-O
CORP
US
N
2
2043-12-21
Fixed
4.37000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769HP2
2000000.00000000
PA
USD
2021609.64000000
0.589265911479
Long
DBT
CORP
DE
N
2
2022-09-29
Fixed
2.00000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank
298785HM1
3965000.00000000
PA
USD
4159676.35000000
1.212477140661
Long
DBT
NUSS
XX
N
2
2027-05-24
Fixed
2.38000000
N
N
N
N
N
N
Fannie Mae - ACES
B1V7KEBTPIMZEU4LTD58
Fannie Mae - ACES
3136B3XY1
4530000.00000000
PA
USD
5022304.09000000
1.463918918253
Long
ABS-MBS
USGSE
US
N
2
2028-09-25
Variable
3.67000000
N
N
N
N
N
N
Pattern Energy Group Inc
549300YTEUCT3H1Y2T51
Pattern Energy Group Inc
70338PAC4
1980000.00000000
PA
USD
2036925.00000000
0.593730086655
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
5.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LECR0
1889756.42000000
PA
USD
1956900.60000000
0.570404292162
Long
ABS-MBS
USGSE
US
N
2
2026-06-01
Fixed
2.65000000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
Asian Development Bank
045167EB5
1500000.00000000
PA
USD
1509516.98000000
0.439999335931
Long
DBT
NUSS
XX
N
2
2022-08-10
Fixed
1.88000000
N
N
N
N
N
N
Overseas Private Investment Corp
549300IDY55XMYWXSD28
Overseas Private Investment Corp
6903534C8
3527642.90000000
PA
USD
3824859.55000000
1.114883558336
Long
DBT
USGA
US
N
2
2032-09-20
Fixed
3.52000000
N
N
N
N
N
N
Digital Realty Trust LP
CD4SPTZ3YBTHY0C1AH38
Digital Realty Trust LP
25389JAL0
3808000.00000000
PA
USD
3976811.50000000
1.159175048912
Long
DBT
US
N
2
2022-07-01
Fixed
3.95000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHH5
6132000.00000000
PA
USD
6254835.86000000
1.823181627782
Long
DBT
CORP
US
N
2
2022-05-17
Variable
3.50000000
N
N
N
N
N
N
2019-10-17
CALVERT IMPACT FUND INC
James Kirchner
James Kirchner
Treasurer