0001752724-20-097171.txt : 20200520
0001752724-20-097171.hdr.sgml : 20200520
20200520161039
ACCESSION NUMBER: 0001752724-20-097171
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200331
FILED AS OF DATE: 20200520
PERIOD START: 20200930
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: 20898198
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
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0001121624
XXXXXXXX
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CALVERT IMPACT FUND INC
811-10045
0001121624
549300J0LOX3YRCSNT56
1825 Connecticut Avenue NW
Suite 400
Washington
20009
202-238-2200
Calvert Green Bond Fund
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2020-09-30
2020-03-31
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0.00000000
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CAD
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Chicago Board of Trade
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Chicago Board of Trade
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2 Year US Treasury Note
TUM0 Comdty
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FHLMC Multifamily Structured Pass Through Certs.
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Freddie Mac Multifamily Structured Pass Through Certificates
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USD
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1.034825108407
Long
ABS-MBS
USGSE
US
N
2
2029-08-25
Fixed
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N
N
N
N
N
Fanniemae-Aces
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Fannie Mae-Aces
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0.479312951645
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ABS-MBS
USGSE
US
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2029-04-25
Fixed
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N
N
N
N
N
N
KAISER FOUNDATION HOSPIT
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Kaiser Foundation Hospitals
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USD
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0.282335317079
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
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N
N
N
N
N
N
INTL BK RECON & DEVELOP
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International Bank for Reconstruction & Development
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USD
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DBT
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2
2025-11-20
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N
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VIVINT SOLAR FINANCING LLC
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2048-04-30
Fixed
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N
N
N
N
N
Mosaic Solar Loans LLC
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Mosaic Solar Loan Trust 2019-2
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USD
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2
2040-09-20
Fixed
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N
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Nacional Financiera SNC
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Nacional Financiera SNC
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USD
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DBT
NUSS
MX
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2
2020-11-05
Fixed
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N
N
N
N
N
State Street Bank and Trust Company
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000000000
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DFE
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State Street Bank and Trust Company
571474TGEMMWANRLN572
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CONSERVATION FUND
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Conservation Fund A Nonprofit Corp/The
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USD
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0.594887337839
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.47000000
N
N
N
N
N
N
NEDER WATERSCHAPSBANK
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Nederlandse Waterschapsbank NV
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500000.00000000
PA
USD
532813.15000000
0.120750860042
Long
DBT
CORP
NL
N
2
2022-12-05
Fixed
3.13000000
N
N
N
N
N
N
Commonwealth of Massachusetts
5493001N1YCXNI1O7K10
MASSACHUSETTS ST
57582RJN7
4775000.00000000
PA
USD
4883631.25000000
1.106771996085
Long
DBT
MUN
US
N
2
2046-06-01
Fixed
3.28000000
N
N
N
N
N
N
SUNRUN CALLISTO ISSUER LLC
N/A
Sunrun Callisto Issuer 2015-1 LLC
86771YAB7
824696.30000000
PA
USD
750020.30000000
0.169976278314
Long
ABS-O
CORP
US
N
2
2045-07-20
Fixed
5.38000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank
298785HM1
3965000.00000000
PA
USD
4382114.43000000
0.993113789000
Long
DBT
NUSS
XX
N
2
2027-05-24
Fixed
2.38000000
N
N
N
N
N
N
Helios Issuer, LLC
N/A
Helios Issuer LLC
42329GAC4
5869830.67000000
PA
USD
4176076.94000000
0.946419738527
Long
ABS-O
CORP
US
N
2
2049-09-20
Fixed
8.00000000
N
N
N
N
N
N
Narragansett Bay Commission
N/A
NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE
631060CT5
445000.00000000
PA
USD
429442.80000000
0.097324150950
Long
DBT
MUN
US
N
2
2032-09-01
Fixed
2.26000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank
298785GQ3
1000000.00000000
PA
USD
1084603.38000000
0.245802474919
Long
DBT
NUSS
XX
N
2
2024-10-15
Fixed
2.50000000
N
N
N
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AV7
850000.00000000
PA
USD
865974.87000000
0.196254935388
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.15000000
N
N
N
N
N
N
Sunrun Callisto Issuer LLC
N/A
Sunrun Atlas Issuer 2019-2 LLC
86772FAA9
1818621.34000000
PA
USD
1600492.26000000
0.362717806206
Long
ABS-O
CORP
US
N
2
2055-02-01
Fixed
3.61000000
N
N
N
N
N
N
INT DEVELOPMENT FIN CORP
549300IDY55XMYWXSD28
United States International Development Finance Corp
690353G50
727891.25000000
PA
USD
806533.81000000
0.182783873128
Long
DBT
USGA
US
N
2
2029-09-15
Fixed
3.22000000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
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Public Service Co of Colorado
744448CQ2
1000000.00000000
PA
USD
1093534.83000000
0.247826599641
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
4.10000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2019-A
88165GAH3
1545000.00000000
PA
USD
1545031.98000000
0.350148903752
Long
ABS-O
CORP
US
N
2
2023-05-22
Fixed
5.48000000
N
N
N
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RBB9
2700000.00000000
PA
USD
2603215.80000000
0.589963942754
Long
DBT
US
N
2
2029-06-21
Fixed
3.40000000
N
N
N
N
N
N
Solarcity LMC Series LLC
54930080F5ME65CO1C91
SolarCity LMC Series I LLC
83417BAA6
181691.79000000
PA
USD
168273.71000000
0.038135686412
Long
ABS-O
CORP
US
N
2
2038-11-20
Fixed
4.80000000
N
N
N
N
N
N
Narragansett Bay Commission
N/A
NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE
631060CR9
620000.00000000
PA
USD
601406.20000000
0.136296027762
Long
DBT
MUN
US
N
2
2030-09-01
Fixed
2.09000000
N
N
N
N
N
N
HANWHA ENERGY USA HOLDN
549300VVIE7XDIYNIT55
Hanwha Energy USA Holdings Corp
41135WAA9
5000000.00000000
PA
USD
4979886.60000000
1.128586240527
Long
DBT
CORP
US
N
2
2022-07-30
Fixed
2.38000000
N
N
N
N
N
N
LG Chem Ltd
988400IES4EIG7O06940
LG Chem Ltd
501955AB4
3125000.00000000
PA
USD
3089053.53000000
0.700068814862
Long
DBT
CORP
KR
N
2
2029-04-15
Fixed
3.63000000
N
N
N
N
N
N
CREDIT AGRICOLE CIB
1VUV7VQFKUOQSJ21A208
Credit Agricole Corporate & Investment Bank SA
22533AA98
11106000.00000000
PA
USD
10937283.98000000
2.478704677446
Long
DBT
CORP
FR
N
2
2021-10-03
Variable
2.53000000
N
N
N
N
N
N
Solarcity LMC Series LLC
549300HK0005YP7HO349
Solarcity LMC Series II LLC
83417EAA0
3894790.19000000
PA
USD
3719741.18000000
0.843000865536
Long
ABS-O
CORP
US
N
2
2044-04-20
Fixed
4.59000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHH5
7282000.00000000
PA
USD
7370814.69000000
1.670439652303
Long
DBT
CORP
US
N
2
2022-05-17
Fixed
3.50000000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAC6
1825000.00000000
PA
USD
1790790.38000000
0.405844860511
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.25000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
558832.45000000
0.126647585475
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
14038675.00000000
CAD
10539930.36000000
USD
2020-05-29
558832.45000000
N
N
N
State Street Global Advisors
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
857492706
174150.00000000
NS
USD
174150.00000000
0.039467423573
Long
STIV
RF
US
N
1
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CS8
4500000.00000000
PA
USD
4575297.11000000
1.036894567975
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.20000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHW2
5888000.00000000
PA
USD
5948017.21000000
1.347992619275
Long
DBT
CORP
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N
2
2025-10-22
Fixed
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N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CP4
1978000.00000000
PA
USD
2099591.91000000
0.475828212704
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.70000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
000000000
4100000.00000000
PA
4470107.46000000
1.013055552919
Long
DBT
CORP
NL
Y
2
2026-09-16
Fixed
1.13000000
N
N
N
N
N
N
Fanniemae-Aces
N/A
Fannie Mae-Aces
3136B75M9
7842000.00000000
PA
USD
8391463.06000000
1.901748073422
Long
ABS-MBS
USGSE
US
N
2
2029-09-25
Fixed
2.44000000
N
N
N
N
N
N
KONINKLIJKE PHILIPS NV
H1FJE8H61JGM1JSGM897
Koninklijke Philips NV
000000000
9350000.00000000
PA
10010119.38000000
2.268582380632
Long
DBT
CORP
NL
Y
2
2026-05-22
Fixed
0.50000000
N
N
N
N
N
N
Fanniemae-Aces
N/A
Fannie Mae-Aces
3136B3XY1
4530000.00000000
PA
USD
5261179.15000000
1.192335262743
Long
ABS-MBS
USGSE
US
N
2
2028-09-25
Variable
3.55000000
N
N
N
N
N
N
City of San Francisco CA Public Utilities Commission Water Revenue
N/A
SAN FRANCISCO CITY & CNTY CA PUBLIC UTILITIES COMMISSION WTR
79765R5A3
10705000.00000000
PA
USD
10029728.60000000
2.273026396663
Long
DBT
MUN
US
N
2
2039-11-01
Fixed
3.30000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
10025.94000000
0.002272167790
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
4645844.53000000
USD
4212206.31000000
EUR
2020-05-29
10025.94000000
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TGU3
3000000.00000000
PA
USD
2796538.08000000
0.633776359124
Long
DBT
CORP
US
N
2
2030-02-13
Fixed
2.15000000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
000000000
12090000.00000000
PA
16411759.41000000
3.719379042282
Long
DBT
NUSS
FR
Y
2
2039-06-25
Fixed
1.75000000
N
N
N
N
N
N
MUNICIPALITY FINANCE PLC
529900HEKOENJHPNN480
Municipality Finance PLC
000000000
3750000.00000000
PA
4171499.20000000
0.945382290330
Long
DBT
NUSS
FI
Y
2
2029-09-06
Fixed
0.05000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2019-A
88165GAD2
1535000.00000000
PA
USD
1508949.67000000
0.341971609395
Long
ABS-O
CORP
US
N
2
2022-11-21
Fixed
2.20000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
000000000
11950000.00000000
PA
12961692.84000000
2.937494237955
Long
DBT
CORP
US
Y
2
2022-01-29
Fixed
0.50000000
N
N
N
N
N
N
WELLTOWER INC
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040QAK0
4000000.00000000
PA
USD
3812997.00000000
0.864135329783
Long
DBT
US
N
2
2027-02-15
Fixed
2.70000000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
Asian Development Bank
045167EB5
1500000.00000000
PA
USD
1549997.70000000
0.351274279432
Long
DBT
NUSS
XX
N
2
2022-08-10
Fixed
1.88000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
284809.19000000
0.064545994483
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
6915931.00000000
AUD
4539618.49000000
USD
2020-05-29
284809.19000000
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AU9
2390000.00000000
PA
USD
2813879.69000000
0.637706469186
Long
DBT
CORP
US
N
2
2049-07-15
Fixed
4.25000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loans 2017-2 LLC
61946GAA1
83827.03000000
PA
USD
83881.53000000
0.019009979181
Long
ABS-O
CORP
US
N
2
2043-06-22
Fixed
3.82000000
N
N
N
N
N
N
Fanniemae-Aces
N/A
Fannie Mae-Aces
3136B2GX4
923077.00000000
PA
USD
1078178.31000000
0.244346368349
Long
ABS-MBS
USGSE
US
N
2
2028-06-25
Variable
3.33000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
000000000
8600000.00000000
PA
9003972.86000000
2.040560497880
Long
DBT
CORP
CA
Y
2
2024-05-02
Fixed
0.25000000
N
N
N
N
N
N
Fanniemae-Aces
N/A
Fannie Mae-Aces
3136B3DE7
2420000.00000000
PA
USD
2846511.93000000
0.645101877961
Long
ABS-MBS
USGSE
US
N
2
2030-09-25
Variable
3.70000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
8003.97000000
0.001813930946
N/A
DFE
AU
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
2927277.12000000
USD
4771119.00000000
AUD
2020-05-29
8003.97000000
N
N
N
Metropolitan Water District of Southern California
5493003GD0S0P56RLT45
MET WTR DIST OF STHRN CA
59266TEC1
250000.00000000
PA
USD
253125.00000000
0.057365441239
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
6.95000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
68323ADL5
3200000.00000000
PA
2328362.11000000
0.527674152321
Long
DBT
NUSS
CA
N
2
2023-01-27
Fixed
1.95000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2018-1
61946FAA3
987749.60000000
PA
USD
949632.94000000
0.215214272075
Long
ABS-O
CORP
US
N
2
2043-06-22
Fixed
4.01000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769JD7
2200000.00000000
PA
USD
2347989.42000000
0.532122268068
Long
DBT
CORP
DE
N
2
2029-09-14
Fixed
1.75000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VES9
3980000.00000000
PA
USD
4464870.90000000
1.011868797067
Long
DBT
CORP
US
N
2
2029-02-08
Fixed
3.88000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-970681.64000000
-0.21998451587
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
87911225.26000000
EUR
96200075.79000000
USD
2020-05-29
-970681.64000000
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
45685NAA4
2175000.00000000
PA
USD
2297000.51000000
0.520566707296
Long
DBT
CORP
NL
N
2
2026-01-06
Fixed
4.63000000
N
N
N
N
N
N
Avangrid Inc
549300OX0Q38NLSKPB49
Avangrid Inc
05351WAB9
7600000.00000000
PA
USD
7796774.11000000
1.766974368663
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.80000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DN5
2500000.00000000
PA
USD
2506875.00000000
0.568130332872
Long
DBT
NUSS
CL
N
2
2032-01-27
Fixed
2.55000000
N
N
N
N
N
N
Fanniemae-Aces
N/A
Fannie Mae-Aces
3136B1XJ8
4142000.00000000
PA
USD
4596356.69000000
1.041667277502
Long
ABS-MBS
USGSE
US
N
2
2028-03-25
Variable
3.05000000
N
N
N
N
N
N
Massachusetts Clean Water Trust/The
549300SYPEROLSQU0261
MASSACHUSETTS ST WTR POLL ABATEMENT TRUST
57604P5P5
150000.00000000
PA
USD
176071.50000000
0.039902891011
Long
DBT
MUN
US
N
2
2040-08-01
Fixed
5.19000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
000000000
3550000.00000000
PA
4141682.98000000
0.938625073080
Long
DBT
NUSS
XX
N
2
2027-11-22
Fixed
0.63000000
N
N
N
N
N
N
Solarcity LMC Series LLC
549300EE9TJJ2SFMZ938
SolarCity LMC Series III LLC
83417FAB5
170686.51000000
PA
USD
157821.18000000
0.035766840998
Long
ABS-O
CORP
US
N
2
2044-07-20
Fixed
5.44000000
N
N
N
N
N
N
BROOKFIELD PROPERTY PART
5493004J5Z0TZW83NU62
Brookfield Property Partners LP
000000000
92000.00000000
NS
USD
1288000.00000000
0.291898027918
Long
EP
CORP
BM
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT JUN20 XCBT 20200619
000000000
7.00000000
NC
USD
-13265.08000000
-0.00300625053
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury Ultra Long Bond
WNM0 Comdty
2020-06-19
1566390.08000000
USD
-13265.08000000
N
N
N
TERRAFORM GLOBAL OPERATI
549300LC7QMVR79H5O86
Terraform Global Operating LLC
88104UAC7
1595000.00000000
PA
USD
1568750.29000000
0.355524158344
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.13000000
N
N
N
N
N
N
Fanniemae-Aces
N/A
Fannie Mae-Aces
3136AY2C6
4150000.00000000
PA
USD
4722606.63000000
1.070279162992
Long
ABS-MBS
USGSE
US
N
2
2027-09-25
Variable
2.94000000
N
N
N
N
N
N
Nordic Investment Bank
213800HYL1S7VAXG6Z48
Nordic Investment Bank
65562QAW5
950000.00000000
PA
USD
973980.31000000
0.220732089845
Long
DBT
NUSS
XX
N
2
2021-09-30
Fixed
2.25000000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAB8
4782000.00000000
PA
USD
4695768.59000000
1.064196887410
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.50000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AH7
1100000.00000000
PA
USD
1092575.46000000
0.247609178669
Long
DBT
CORP
JP
N
2
2023-09-13
Fixed
2.53000000
N
N
N
N
N
TES LLC
N/A
TES 2017-1 LLC
88159DAA3
2530705.05000000
PA
USD
1978783.59000000
0.448449555589
Long
ABS-O
CORP
US
N
2
2047-10-20
Fixed
4.33000000
N
N
N
N
N
N
New York State Environmental Facilities Corp
549300QJ33JJW73OQO60
NEW YORK ST ENVRNMNTL FACS CORP REVENUE
64985HRM1
1070000.00000000
PA
USD
1074558.20000000
0.243525946788
Long
DBT
MUN
US
N
2
2020-07-15
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LEDP3
2000000.00000000
PA
USD
2163797.80000000
0.490379123164
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Fixed
2.68000000
N
N
N
N
N
N
DIGITAL EURO FINCO
635400OUEAPTXSW3SC91
Digital Euro Finco LLC
000000000
8700000.00000000
PA
9702489.91000000
2.198864651112
Long
DBT
CORP
US
Y
2
2026-01-16
Fixed
2.50000000
N
N
N
N
N
N
MASS INSTITUTE OF TECH
DLZO3A31IADZ27B62557
Massachusetts Institute of Technology
575718AE1
2985000.00000000
PA
USD
3310077.25000000
0.750159178209
Long
DBT
CORP
US
N
2
2038-07-01
Fixed
3.96000000
N
N
N
N
N
N
DBS Group Holdings Ltd
5493007FKT78NKPM5V55
DBS Group Holdings Ltd
24023KAC2
3640000.00000000
PA
USD
3631661.60000000
0.823039486885
Long
DBT
CORP
SG
N
2
2022-07-25
Floating
2.41000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
68323AER1
5000000.00000000
PA
3752540.33000000
0.850434100942
Long
DBT
NUSS
CA
N
2
2025-02-05
Fixed
2.65000000
N
N
N
N
N
N
Fanniemae-Aces
N/A
Fannie Mae-Aces
3136AVGY9
355258.22000000
PA
USD
365701.89000000
0.082878618398
Long
ABS-MBS
USGSE
US
N
2
2027-02-25
Variable
2.80000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
000000000
4250000.00000000
PA
4662498.44000000
1.056656909791
Long
DBT
CORP
NL
Y
2
2024-09-16
Fixed
1.00000000
N
N
N
N
N
N
COMMONWEALTH BANK AUST
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
000000000
2020000.00000000
PA
1290707.43000000
0.292511609811
Long
DBT
CORP
AU
N
2
2022-03-31
Fixed
3.25000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AM1
2364000.00000000
PA
USD
2419772.93000000
0.548390486241
Long
DBT
US
N
2
2024-01-15
Fixed
4.00000000
N
N
N
N
N
N
OWENS CORNING
JO5M6676RDJIZ2U8X907
Owens Corning
690742AJ0
10417000.00000000
PA
USD
9901044.95000000
2.243862962144
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.95000000
N
N
N
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
29874QAY0
2000000.00000000
PA
USD
2089713.28000000
0.473589429618
Long
DBT
NUSS
XX
N
2
2024-09-27
Fixed
1.63000000
N
N
N
N
N
N
Narragansett Bay Commission
N/A
NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE
631060CU2
1445000.00000000
PA
USD
1395754.40000000
0.316318289455
Long
DBT
MUN
US
N
2
2033-09-01
Fixed
2.34000000
N
N
N
N
N
N
Fanniemae-Aces
N/A
Fannie Mae-Aces
3136B6XJ7
12300000.00000000
PA
USD
13392476.16000000
3.035122189484
Long
ABS-MBS
USGSE
US
N
2
2029-08-25
Fixed
2.52000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FX6
1333000.00000000
PA
USD
1377772.30000000
0.312243025847
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.35000000
N
N
N
N
N
N
Municipality Finance PLC
529900HEKOENJHPNN480
Municipality Finance PLC
62630CAH4
5000000.00000000
PA
USD
5057618.60000000
1.146202558467
Long
DBT
NUSS
FI
N
2
2021-09-21
Fixed
1.38000000
N
N
N
N
N
N
Narragansett Bay Commission
N/A
NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE
631060CS7
500000.00000000
PA
USD
482790.00000000
0.109414168399
Long
DBT
MUN
US
N
2
2031-09-01
Fixed
2.18000000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAC9
1147000.00000000
PA
USD
1068143.75000000
0.242072247017
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.75000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2019-A
88165GAE0
3270000.00000000
PA
USD
3169709.43000000
0.718347773053
Long
ABS-O
CORP
US
N
2
2022-12-20
Fixed
2.41000000
N
N
N
N
N
N
NSTAR Electric Co
54930080R72Y2Z31UR68
NSTAR Electric Co
67021CAN7
2500000.00000000
PA
USD
2587714.38000000
0.586450872934
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.25000000
N
N
N
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
International Finance Corp
45950VHX7
1500000.00000000
PA
USD
1614837.66000000
0.365968888480
Long
DBT
NUSS
XX
N
2
2026-04-07
Fixed
2.13000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2018-B
88161NAC3
1875000.00000000
PA
USD
1841303.44000000
0.417292579919
Long
ABS-O
CORP
US
N
2
2021-10-20
Fixed
4.36000000
N
N
N
N
N
N
CALVERT IMPACT CAPITAL NOTE 12/21 VAR
N/A
CALVERT IMPACT CAPITAL NOTE 12/21 VAR
000000000
1196055.00000000
PA
USD
1152757.81000000
0.261248238670
Long
DBT
CORP
US
N
2
2020-12-15
Variable
1.50000000
N
N
N
N
N
N
INT DEVELOPMENT FIN CORP
549300IDY55XMYWXSD28
United States International Development Finance Corp
6903536P7
2870000.00000000
PA
USD
3064748.96000000
0.694560696809
Long
DBT
USGA
US
N
2
2029-10-15
Fixed
2.36000000
N
N
N
N
N
N
RenewFund Receivables Trust
N/A
RenewFund Receivables Trust 2015-1
75973JAA1
43458.08000000
PA
USD
42967.66000000
0.009737713678
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
3.51000000
N
N
N
N
N
N
TERRAFORM POWER OPERATIN
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAG8
10700000.00000000
PA
USD
10438385.00000000
2.365639748570
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
LG Chem Ltd
988400IES4EIG7O06940
LG Chem Ltd
501955AA6
1550000.00000000
PA
USD
1608001.12000000
0.364419530915
Long
DBT
CORP
KR
N
2
2024-10-15
Fixed
3.25000000
N
N
N
N
N
N
Solarcity LMC Series LLC
549300EE9TJJ2SFMZ938
SolarCity LMC Series III LLC
83417FAA7
1583444.74000000
PA
USD
1488827.27000000
0.337411291944
Long
ABS-O
CORP
US
N
2
2044-07-20
Fixed
4.02000000
N
N
N
N
N
N
NEDER WATERSCHAPSBANK
JLP5FSPH9WPSHY3NIM24
Nederlandse Waterschapsbank NV
63983TBB0
1700000.00000000
PA
USD
1854149.20000000
0.420203800425
Long
DBT
CORP
NL
N
2
2026-03-24
Fixed
2.38000000
N
N
N
N
N
N
Pattern Energy Group Inc
549300YTEUCT3H1Y2T51
Pattern Energy Group Inc
70338PAC4
1980000.00000000
PA
USD
1982821.50000000
0.449364662705
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
5.88000000
N
N
N
N
N
N
BROOKFIELD PROPERTY PART
5493004J5Z0TZW83NU62
Brookfield Property Partners LP
000000000
169100.00000000
NS
USD
2695454.00000000
0.610867784896
Long
EP
CORP
BM
N
1
N
N
N
SOUTH COAST BRIT COL TRA
5493004X8NYYAND33669
South Coast British Columbia Transportation Authority
83740TAH0
5490000.00000000
PA
3739348.11000000
0.847444362586
Long
DBT
NUSS
CA
N
2
2050-10-29
Fixed
2.65000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
15998.82000000
0.003625795036
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
3977475.18000000
USD
3612930.49000000
EUR
2020-05-29
15998.82000000
N
N
N
Spruce ABS Trust
N/A
Spruce ABS Trust 2016-E1
85209BAA3
344830.31000000
PA
USD
340203.03000000
0.077099839711
Long
ABS-O
CORP
US
N
2
2028-06-15
Fixed
4.32000000
N
N
N
N
N
N
Sunnova Sol Issuer,LLC
N/A
Sunnova Sol Issuer LLC
86745NAA6
3000000.00000000
PA
USD
2225754.00000000
0.504420188845
Long
ABS-O
CORP
US
N
2
2055-02-01
Fixed
3.35000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BK/NY
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd/New York
63254ABA5
1867000.00000000
PA
USD
1903811.15000000
0.431458633707
Long
DBT
CORP
AU
N
2
2023-06-20
Fixed
3.63000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2019-1
61946CAA0
1297661.68000000
PA
USD
1285593.82000000
0.291352717983
Long
ABS-O
CORP
US
N
2
2043-12-21
Fixed
4.37000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2018-B
88161NAA7
1505963.63000000
PA
USD
1514886.46000000
0.343317057604
Long
ABS-O
CORP
US
N
2
2021-08-20
Fixed
3.71000000
N
N
N
N
N
N
TERRAFORM POWER OPERATIN
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAE3
867000.00000000
PA
USD
913254.45000000
0.206969854769
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
045167CY7
750000.00000000
PA
USD
801522.14000000
0.181648083850
Long
DBT
NUSS
XX
N
2
2025-03-19
Fixed
2.13000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
549300ZLA8SW2SVJMN33
Mosaic Solar Loans 2017-1 LLC
61946EAA6
664206.79000000
PA
USD
654597.58000000
0.148350731896
Long
ABS-O
CORP
US
N
2
2042-06-20
Fixed
4.45000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT JUN20 XCBT 20200619
000000000
-171.00000000
NC
USD
-1403045.59000000
-0.31797068385
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US 10 Year Ultra Bond
UXYM0 Comdty
2020-06-19
-25278298.16000000
USD
-1403045.59000000
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AS4
3570000.00000000
PA
USD
3848923.42000000
0.872277294960
Long
DBT
CORP
US
N
2
2048-08-01
Fixed
3.65000000
N
N
N
N
N
N
Avangrid Inc
549300OX0Q38NLSKPB49
Avangrid Inc
05351WAA1
4913000.00000000
PA
USD
4896589.99000000
1.109708821124
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.15000000
N
N
N
N
N
N
INT DEVELOPMENT FIN CORP
549300IDY55XMYWXSD28
United States International Development Finance Corp
6903534C8
3391964.30000000
PA
USD
3883718.70000000
0.880162911119
Long
DBT
USGA
US
N
2
2032-09-20
Fixed
3.52000000
N
N
N
N
N
N
HAT HOLDINGS I LLC/HAT
N/A
HAT Holdings I LLC / HAT Holdings II LLC
418751AA1
10000000.00000000
PA
USD
9662550.00000000
2.189813113096
Long
DBT
US
N
2
2024-07-15
Fixed
5.25000000
N
N
N
N
N
N
INT DEVELOPMENT FIN CORP
549300IDY55XMYWXSD28
United States International Development Finance Corp
690353C70
175894.83000000
PA
USD
199666.65000000
0.045250233987
Long
DBT
USGA
US
N
2
2033-06-01
Fixed
3.16000000
N
N
N
N
N
N
INT DEVELOPMENT FIN CORP
N/A
United States International Development Finance Corp
90376PAD3
4430000.00000000
PA
USD
4644549.99000000
1.052589272245
Long
DBT
USGA
US
N
2
2029-10-15
Fixed
1.79000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) JUN20 XCBT 20200619
000000000
-57.00000000
NC
USD
-706372.21000000
-0.16008435953
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury Long Bond
USM0 Comdty
2020-06-19
-9500190.29000000
USD
-706372.21000000
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank
000000000
3400000.00000000
PA
4270942.02000000
0.967918907604
Long
DBT
NUSS
XX
Y
2
2042-11-14
Fixed
1.00000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159QD1
6600000.00000000
PA
USD
6649032.59000000
1.506862966296
Long
DBT
CORP
CA
N
2
2023-01-18
Fixed
2.38000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
74432QCH6
2000000.00000000
PA
USD
1885066.82000000
0.427210626749
Long
DBT
CORP
US
N
2
2026-03-10
Fixed
1.50000000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
Asian Development Bank
045167EJ8
800000.00000000
PA
USD
940261.42000000
0.213090414771
Long
DBT
NUSS
XX
N
2
2028-09-26
Fixed
3.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LECR0
1871238.83000000
PA
USD
2025001.52000000
0.458923874395
Long
ABS-MBS
USGSE
US
N
2
2026-06-01
Fixed
2.65000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2019-A
88165GAB6
1584000.00000000
PA
USD
1590393.18000000
0.360429062777
Long
ABS-O
CORP
US
N
2
2022-04-20
Fixed
2.13000000
N
N
N
N
N
N
New York City Water & Sewer System
N/A
NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE
64972FY34
605000.00000000
PA
USD
905140.50000000
0.205130999176
Long
DBT
MUN
US
N
2
2044-06-15
Fixed
5.88000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448EP9
3200000.00000000
PA
USD
3337521.89000000
0.756378926884
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
2.88000000
N
N
N
N
N
N
XYLEM INC
549300DF5MV96DRYLQ48
Xylem Inc/NY
98419MAJ9
999000.00000000
PA
USD
1059924.65000000
0.240209561395
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
3.25000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
000000000
7238000.00000000
PA
7461925.13000000
1.691087911433
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
0.50000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2019-2
61945LAC7
1665000.00000000
PA
USD
1181881.77000000
0.267848569795
Long
ABS-O
CORP
US
N
2
2040-09-20
Fixed
4.35000000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
Asian Development Bank
045167EC3
750000.00000000
PA
USD
828211.96000000
0.187696768496
Long
DBT
NUSS
XX
N
2
2027-08-10
Fixed
2.38000000
N
N
N
N
N
N
District of Columbia Water & Sewer Authority
549300OT2FIJQJ5PSH71
DIST OF COLUMBIA WTR & SWR AUTH PUBLIC UTILITY REVENUE
254845JZ4
1665000.00000000
PA
USD
2167080.75000000
0.491123134523
Long
DBT
MUN
US
N
2
2114-10-01
Fixed
4.81000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-42476.97000000
-0.00962650914
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
2756440.17000000
USD
2455346.00000000
EUR
2020-05-29
-42476.97000000
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AY1
8000000.00000000
PA
USD
8303211.12000000
1.881747633014
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
2.20000000
N
N
N
N
N
N
Regency Centers LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAT0
1500000.00000000
PA
USD
1574638.17000000
0.356858522134
Long
DBT
US
N
2
2024-06-15
Fixed
3.75000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-42002.32000000
-0.00951893973
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
2066035.63000000
EUR
2241645.15000000
USD
2020-05-29
-42002.32000000
N
N
N
2020-04-23
CALVERT IMPACT FUND INC
James Kirchner
James Kirchner
Treasurer