(3) | Security is exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. Total market value of Rule 144A securities amounts to $3,335,086, which represents 3.6% of the net assets of the Fund as of June 30, 2020. |
(4) | Affiliated company. |
(5) | Restricted security. Total market value of restricted securities amounts to $368,977, which represents 0.4% of the net assets of the Fund as of June 30, 2020. |
(6) | Notes carry an interest rate that varies by period and is contingent on the performance of the underlying portfolio of loans to borrowers. The coupon rate shown represents the rate in effect at June 30, 2020. |
(7) | Affiliated investment company, available to Calvert portfolios and funds, which invests in high quality, U.S. dollar denominated money market instruments. The rate shown is the
annualized seven-day yield as of June 30, 2020. |
(8) | Represents investment of cash collateral received in connection with securities lending. |
Economic Sectors | % of Net Assets |
Industrials | 32.8% |
Utilities | 24.2 |
Information Technology | 21.0 |
Materials | 9.2 |
Consumer Discretionary | 6.5 |
Consumer Staples | 1.6 |
Energy | 1.5 |
Real Estate | 1.1 |
Communication Services | 0.5 |
Financials | 0.5 |
High Social Impact Investments | 0.4 |
Total | 99.3% |
Description | Acquisition Dates | Cost |
Calvert Impact Capital, Inc., Community Investment Notes, 1.50%, 12/15/20 | 12/13/19 | $263,568 |
ImpactAssets, Inc., Global Sustainable Agriculture Notes, 3.48%, 11/3/20 | 11/13/15 | 53,000 |
ImpactAssets, Inc., Microfinance Plus Notes, 1.20%, 11/3/20 | 11/13/15 | 68,000 |
Abbreviations: | |
NVDR | – Non-Voting Depository Receipt |
PCL | – Public Company Limited |
Name of issuer/affiliated fund | Value, beginning of period | Purchases | Sales proceeds | Net realized gain (loss) | Change in unrealized appreciation (depreciation) | Value, end of period | Interest/ Dividend income | Principal amount/Units, end of period |
High Social Impact Investments | ||||||||
Calvert Impact Capital, Inc., Community Investment Notes, 1.50%, 12/15/19(1) | $1,790,478 | $ — | $(1,800,000) | $ — | $9,522 | $ — | $5,250 | $ — |
Calvert Impact Capital, Inc., Community Investment Notes, 1.50%, 12/15/20(1) | — | 263,568 | — | — | (3,882) | 259,686 | 2,141 | 263,568 |
Short-Term Investments | ||||||||
Calvert Cash Reserves Fund, LLC | — | 2,457,882 | (2,265,290) | — | — | 192,592 | 31 | 192,592 |
Totals | $ — | $5,640 | $452,278 | $7,422 |
(1) | Restricted security. |
Asset Description | Level 1 | Level 2 | Level 3 | Total |
Common Stocks | ||||
Australia | $— | $ 467,398 | $ — | $467,398 |
Austria | — | 592,706 | — | 592,706 |
Belgium | — | 1,023,998 | — | 1,023,998 |
Brazil | 1,106,570 | — | — | 1,106,570 |
Canada | 3,773,175 | — | — | 3,773,175 |
China | — | 4,534,242 | — | 4,534,242 |
Denmark | — | 2,499,762 | — | 2,499,762 |
Finland | — | 915,933 | — | 915,933 |
France | — | 4,611,998 | — | 4,611,998 |
Germany | — | 6,661,393 | — | 6,661,393 |
Greece | — | 441,390 | — | 441,390 |
Ireland | 565,824 | 1,063,099 | — | 1,628,923 |
Italy | — | 2,499,413 | — | 2,499,413 |
Japan | — | 5,775,162 | — | 5,775,162 |
Netherlands | — | 545,669 | — | 545,669 |
New Zealand | — | 1,814,209 | — | 1,814,209 |
Norway | — | 1,037,643 | — | 1,037,643 |
Portugal | — | 590,260 | — | 590,260 |
Asset Description | Level 1 | Level 2 | Level 3 | Total |
Singapore | $— | $ 529,219 | $ — | $529,219 |
South Korea | — | 2,949,293 | — | 2,949,293 |
Spain | 598,296 | 3,536,558 | — | 4,134,854 |
Sweden | — | 983,528 | — | 983,528 |
Switzerland | — | 1,761,361 | — | 1,761,361 |
Taiwan | — | 5,164,864 | — | 5,164,864 |
Thailand | — | 1,410,650 | — | 1,410,650 |
United Kingdom | 494,004 | 2,836,937 | — | 3,330,941 |
United States | 29,599,836 | — | — | 29,599,836 |
Total Common Stocks | $36,137,705 | $54,246,685(1) | $— | $90,384,390 |
High Social Impact Investments | $— | $368,977 | $— | $368,977 |
Short-Term Investments: | ||||
Other | — | 192,592 | — | 192,592 |
Securities Lending Collateral | 6,455,246 | — | — | 6,455,246 |
Total Investments | $42,592,951 | $54,808,254 | $ — | $97,401,205 |
(1) | Includes foreign equity securities whose values were adjusted to reflect market trading of comparable securities or other correlated instruments that occurred after the close of trading in their applicable foreign markets. |