0001752724-21-043738.txt : 20210226 0001752724-21-043738.hdr.sgml : 20210226 20210226161807 ACCESSION NUMBER: 0001752724-21-043738 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20201231 FILED AS OF DATE: 20210226 PERIOD START: 20210930 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: 21689084 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 C000211124 C000131729 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 2021-09-30 2020-12-31 N 767271745.77 6555743.80 760716001.97 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 6261212.76000000 CAD EUR USD UST Tesla Auto Lease Trust N/A Tesla Auto Lease Trust 2020-A 88167HAC0 1000000.00000000 PA USD 1006240.80000000 0.132275487487 Long ABS-O CORP US N 2 2023-12-20 Fixed 0.68000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US LONG BOND(CBT) MAR21 XCBT 20210322 000000000 -145.00000000 NC USD 215572.60000000 0.028338118225 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short US Treasury Long Bond USH1 Comdty 2021-03-22 -25327760.10000000 USD 215572.60000000 N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 Metropolitan Life Global Funding I 59217GEJ4 5200000.00000000 PA USD 5271304.48000000 0.692939870641 Long DBT CORP US N 2 2025-07-02 Fixed 0.95000000 N N N N N N FRANCE (GOVT OF) 969500KCGF3SUYJHPV70 French Republic Government Bond OAT 000000000 23290000.00000000 PA 37610576.62000000 4.944102204055 Long DBT NUSS FR Y 2 2039-06-25 Fixed 1.75000000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 Asian Development Bank 045167EJ8 800000.00000000 PA USD 938414.31000000 0.123359349293 Long DBT NUSS XX N 2 2028-09-26 Fixed 3.13000000 N N N N N N BROOKFIELD PROPERTY PART 5493004J5Z0TZW83NU62 Brookfield Property Partners LP 000000000 169100.00000000 NS USD 3921429.00000000 0.515491851077 Long EP CORP BM N 1 N N N NEDER WATERSCHAPSBANK JLP5FSPH9WPSHY3NIM24 Nederlandse Waterschapsbank NV 63983TBB0 1700000.00000000 PA USD 1856342.86000000 0.244025740906 Long DBT CORP NL N 2 2026-03-24 Fixed 2.38000000 N N N N N N HAT HOLDINGS I LLC/HAT N/A HAT Holdings I LLC / HAT Holdings II LLC 418751AB9 76000.00000000 PA USD 81415.00000000 0.010702417168 Long DBT US N 2 2025-04-15 Fixed 6.00000000 N N N N N N KUNTARAHOITUS OYJ 529900HEKOENJHPNN480 Kuntarahoitus Oyj 62630CAH4 3500000.00000000 PA USD 3528322.00000000 0.463815930105 Long DBT NUSS FI N 2 2021-09-21 Fixed 1.38000000 N N N N N N HAT HOLDINGS I LLC/HAT N/A HAT Holdings I LLC / HAT Holdings II LLC 418751AA1 13000000.00000000 PA USD 13545740.00000000 1.780656639918 Long DBT US N 2 2024-07-15 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138LECR0 1843148.94000000 PA USD 2011550.45000000 0.264428570555 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 2.65000000 N N N N N N Mosaic Solar Loans LLC N/A Mosaic Solar Loan Trust 2019-2 61945LAA1 3478173.42000000 PA USD 3718500.25000000 0.488815831449 Long ABS-O CORP US N 2 2040-09-20 Fixed 2.88000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A Freddie Mac Multifamily Structured Pass Through Certificates 3137F84R1 3837333.00000000 PA USD 3834760.26000000 0.504098802978 Long ABS-MBS USGSE US N 2 2030-06-25 Fixed 0.85000000 N N N N N N Helios Issuer, LLC N/A Helios Issuer LLC 86746CAA9 5888324.06000000 PA USD 6149807.46000000 0.808423569909 Long ABS-O CORP US N 2 2047-06-20 Fixed 2.98000000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 International Bank for Reconstruction & Development 000000000 3550000.00000000 PA 4648825.32000000 0.611111808869 Long DBT NUSS XX N 2 2027-11-22 Fixed 0.63000000 N N N N N N Mosaic Solar Loans LLC N/A Mosaic Solar Loan Trust 2019-1 61946CAA0 1115680.60000000 PA USD 1202778.88000000 0.158111420935 Long ABS-O CORP US N 2 2043-12-21 Fixed 4.37000000 N N N N N N SUNRUN CALLISTO ISSUER LLC N/A Sunrun Callisto Issuer 2015-1 LLC 86771YAB7 789936.65000000 PA USD 783183.09000000 0.102953413359 Long ABS-O CORP US N 2 2045-07-20 Fixed 5.38000000 N N N N N N NEXTERA ENERGY OPERATING 549300KJEC5IUVJWR786 NextEra Energy Operating Partners LP 65342QAC6 257000.00000000 PA USD 275311.25000000 0.036191068583 Long DBT CORP US N 2 2024-09-15 Fixed 4.25000000 N N N N N N KFW 549300GDPG70E3MBBU98 Kreditanstalt fuer Wiederaufbau 500769JD7 2200000.00000000 PA USD 2354994.71000000 0.309576070951 Long DBT CORP DE N 2 2029-09-14 Fixed 1.75000000 N N N N N N TERRAFORM POWER OPERATIN 5493000S2OLR3UT5BE13 TerraForm Power Operating LLC 88104LAE3 867000.00000000 PA USD 975830.18000000 0.128277856318 Long DBT CORP US N 2 2028-01-31 Fixed 5.00000000 N N N N N N VIVINT SOLAR FINANCING LLC N/A Vivint Solar Financing V LLC 92854VAA3 1439831.19000000 PA USD 1583991.70000000 0.208223791256 Long ABS-O CORP US N 2 2048-04-30 Fixed 4.73000000 N N N N N N KIMCO REALTY CORP 549300EA7I6T15IBYS12 Kimco Realty Corp 49446RAW9 2500000.00000000 PA USD 2696205.53000000 0.354429974263 Long DBT US N 2 2030-10-01 Fixed 2.70000000 N N N N N MidAmerican Energy Co NINLOILYRTLIMK26MZ18 MidAmerican Energy Co 595620AU9 2390000.00000000 PA USD 3209035.98000000 0.421844153624 Long DBT CORP US N 2 2049-07-15 Fixed 4.25000000 N N N N N N CALVERT CASH RESERVES FUND CALVERT CASH RESERVES FUND N/A CALVERT CASH RESERVES FUND CALVERT CASH RESERVES FUND 000000000 17690304.20700000 NS USD 17692073.24000000 2.325713300914 Long EC RF US N 2 N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 International Bank for Reconstruction & Development 45905U6L3 4150000.00000000 PA USD 4686732.99000000 0.616094965514 Long DBT NUSS XX N 2 2025-11-20 Fixed 3.13000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A NXP BV / NXP Funding LLC / NXP USA Inc 62954HAD0 1911000.00000000 PA USD 2170245.88000000 0.285289894570 Long DBT CORP XX N 2 2030-05-01 Fixed 3.40000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 Royal Bank of Canada 000000000 8600000.00000000 PA 10659118.82000000 1.401195556869 Long DBT CORP CA Y 2 2024-05-02 Fixed 0.25000000 N N N N N N Mosaic Solar Loans LLC N/A Mosaic Solar Loan Trust 2019-2 61945LAB9 4525352.05000000 PA USD 4695008.86000000 0.617182870853 Long ABS-O CORP US N 2 2040-09-20 Fixed 3.28000000 N N N N N N XYLEM INC 549300DF5MV96DRYLQ48 Xylem Inc/NY 98419MAL4 1571000.00000000 PA USD 1655768.19000000 0.217659177105 Long DBT CORP US N 2 2031-01-30 Fixed 2.25000000 N N N N N N HANWHA ENERGY USA HOLDN 549300VVIE7XDIYNIT55 Hanwha Energy USA Holdings Corp 41135WAA9 2500000.00000000 PA USD 2571422.93000000 0.338026664792 Long DBT CORP US N 2 2022-07-30 Fixed 2.38000000 N N N N N N Fanniemae-Aces N/A Fannie Mae-Aces 3136AVGY9 298456.87000000 PA USD 308608.16000000 0.040568117300 Long ABS-MBS USGSE US N 2 2027-02-25 Variable 2.80000000 N N N N N N State Street Global Advisors 5493008BJIBKQ5KTIF74 State Street Navigator Securities Lending Government Money Market Portfolio 857492706 333185.00000000 NS USD 333185.00000000 0.043798868321 Long STIV RF US N 1 N N INT DEVELOPMENT FIN CORP N/A United States International Development Finance Corp 690353G50 689831.03000000 PA USD 771588.69000000 0.101429270319 Long DBT USGA US N 2 2029-09-15 Fixed 3.22000000 N N N N N N Tesla Inc 54930043XZGB27CTOV49 Tesla Inc 88160RAE1 4696000.00000000 PA USD 4901450.00000000 0.644320612069 Long DBT CORP US N 2 2025-08-15 Fixed 5.30000000 N N N N N N KONINKLIJKE PHILIPS NV H1FJE8H61JGM1JSGM897 Koninklijke Philips NV 000000000 11650000.00000000 PA 14704163.99000000 1.932937384243 Long DBT CORP NL Y 2 2026-05-22 Fixed 0.50000000 N N N N N N NORTHERN STATES PWR-MINN 3S1GHB0TEH85KX44SB51 Northern States Power Co/MN 665772CS6 6100000.00000000 PA USD 6468904.03000000 0.850370442221 Long DBT CORP US N 2 2051-06-01 Fixed 2.60000000 N N N N N N Fanniemae-Aces N/A Fannie Mae-Aces 3136B75M9 7842000.00000000 PA USD 8655762.77000000 1.137844182005 Long ABS-MBS USGSE US N 2 2029-10-25 Fixed 2.44000000 N N N N N N NextEra Energy Partners LP 5493008F4ZOQFNG3WN54 NextEra Energy Partners LP 65341B106 38000.00000000 NS USD 2547900.00000000 0.334934455618 Long EC CORP US N 1 N N N DIGITAL EURO FINCO 635400OUEAPTXSW3SC91 Digital Euro Finco LLC 000000000 8700000.00000000 PA 11852795.44000000 1.558110439284 Long DBT CORP US Y 2 2026-01-16 Fixed 2.50000000 N N N N N N ONTARIO (PROVINCE OF) C7PVKCRGLG18EBQGZV36 Province of Ontario Canada 68323ADL5 3200000.00000000 PA 2599368.37000000 0.341700235471 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 2019-2 61945LAC7 1384007.12000000 PA USD 1374331.25000000 0.180662855315 Long ABS-O CORP US N 2 2040-09-20 Fixed 4.35000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 Mitsubishi UFJ Financial Group Inc 606822AH7 1100000.00000000 PA USD 1161395.49000000 0.152671363162 Long DBT CORP JP N 2 2023-09-13 Fixed 2.53000000 N N N N N N Solarcity LMC Series LLC 549300EE9TJJ2SFMZ938 SolarCity LMC Series III LLC 83417FAA7 2992312.30000000 PA USD 3054232.22000000 0.401494409489 Long ABS-O CORP US N 2 2044-07-20 Fixed 4.02000000 N N N N N N MidAmerican Energy Co NINLOILYRTLIMK26MZ18 MidAmerican Energy Co 595620AS4 3570000.00000000 PA USD 4373073.21000000 0.574862786989 Long DBT CORP US N 2 2048-08-01 Fixed 3.65000000 N N N N N N INTL FINANCE CORP QKL54NQY28TCDAI75F60 International Finance Corp 45950VHX7 1547000.00000000 PA USD 1682301.73000000 0.221147146325 Long DBT NUSS XX N 2 2026-04-07 Fixed 2.13000000 N N N N N N Vivint Solar Financing LLC N/A Vivint Solar Financing VII LLC 92855HAA3 5285000.00000000 PA USD 5457650.38000000 0.717435990023 Long ABS-O CORP US N 2 2051-07-31 Fixed 2.21000000 N N N N N N OWENS CORNING JO5M6676RDJIZ2U8X907 Owens Corning 690742AJ0 11132000.00000000 PA USD 12846237.94000000 1.688703524933 Long DBT CORP US N 2 2029-08-15 Fixed 3.95000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 PURCHASED USD / SOLD AUD 000000000 1.00000000 NC -76017.25000000 -0.00999285538 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 2144812.00000000 AUD 1578313.74000000 USD 2021-02-26 -76017.25000000 N N N Tesla Auto Lease Trust N/A Tesla Auto Lease Trust 2019-A 88165GAD2 1535000.00000000 PA USD 1573972.73000000 0.206906746528 Long ABS-O CORP US N 2 2022-11-21 Fixed 2.20000000 N N N N N N Fanniemae-Aces N/A Fannie Mae-Aces 3136AY2C6 4150000.00000000 PA USD 4708228.12000000 0.618920610031 Long ABS-MBS USGSE US N 2 2027-09-25 Variable 2.94000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GHW2 6888000.00000000 PA USD 7345530.85000000 0.965607510684 Long DBT CORP US N 2 2025-10-22 Fixed 2.46000000 N N N N N N INT DEVELOPMENT FIN CORP N/A United States International Development Finance Corp 6903534C8 3188446.52000000 PA USD 3672366.23000000 0.482751279122 Long DBT USGA US N 2 2032-09-20 Fixed 3.52000000 N N N N N N LG Chem Ltd 988400IES4EIG7O06940 LG Chem Ltd 501955AB4 5125000.00000000 PA USD 5785829.49000000 0.760576808561 Long DBT CORP KR N 2 2029-04-15 Fixed 3.63000000 N N N N N N Fanniemae-Aces N/A Fannie Mae-Aces 3136B3XY1 6805000.00000000 PA USD 8048504.87000000 1.058017032526 Long ABS-MBS USGSE US N 2 2028-09-25 Variable 3.55000000 N N N N N N Avangrid Inc 549300OX0Q38NLSKPB49 Avangrid Inc 05351WAB9 8100000.00000000 PA USD 9298678.18000000 1.222358693115 Long DBT CORP US N 2 2029-06-01 Fixed 3.80000000 N N N N N N JOHNSON CONTROLS/TYCO FI N/A Johnson Controls International plc / Tyco Fire & Security Finance SCA 47837RAA8 5000000.00000000 PA USD 5105140.75000000 0.671096800485 Long DBT CORP IE N 2 2030-09-15 Fixed 1.75000000 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 Prologis LP 74340XBR1 4114000.00000000 PA USD 4076929.16000000 0.535933140546 Long DBT US N 2 2030-10-15 Fixed 1.25000000 N N N N N N XYLEM INC 549300DF5MV96DRYLQ48 Xylem Inc/NY 98419MAM2 3400000.00000000 PA USD 3585754.21000000 0.471365687157 Long DBT CORP US N 2 2028-01-30 Fixed 1.95000000 N N N N N N NEDER WATERSCHAPSBANK JLP5FSPH9WPSHY3NIM24 Nederlandse Waterschapsbank NV 63983TBK0 1280000.00000000 PA USD 1301155.70000000 0.171043555890 Long DBT CORP NL N 2 2021-11-15 Fixed 2.13000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 Enel Finance International NV 000000000 4100000.00000000 PA 5347583.27000000 0.702967106798 Long DBT CORP NL Y 2 2026-09-16 Fixed 1.13000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 Bank of Nova Scotia/The 064159QD1 6600000.00000000 PA USD 6876402.26000000 0.903938163807 Long DBT CORP CA N 2 2023-01-18 Fixed 2.38000000 N N N N N N Mosaic Solar Loans LLC N/A Mosaic Solar Loan Trust 2020-1 61946NAA6 2030990.48000000 PA USD 2079201.73000000 0.273321676501 Long ABS-O CORP US N 2 2046-04-20 Fixed 2.10000000 N N N N N N Tesla Auto Lease Trust N/A Tesla Auto Lease Trust 2020-A 88167HAF3 2000000.00000000 PA USD 2029889.60000000 0.266839345398 Long ABS-O CORP US N 2 2024-02-20 Fixed 1.68000000 N N N N N N Fanniemae-Aces N/A Fannie Mae-Aces 3136B1XJ8 8802000.00000000 PA USD 10047321.04000000 1.320771617000 Long ABS-MBS USGSE US N 2 2028-03-25 Variable 3.05000000 N N N N N N COMMONWEALTH BANK AUST MSFSBD3QN1GSN7Q6C537 Commonwealth Bank of Australia 000000000 2020000.00000000 PA 1616764.68000000 0.212531966701 Long DBT CORP AU N 2 2022-03-31 Fixed 3.25000000 N N N N N N PUBLIC SERVICE COLORADO 5BANEF6PGSEK0SNMQF44 Public Service Co of Colorado 744448CS8 5000000.00000000 PA USD 5797719.40000000 0.762139797899 Long DBT CORP US N 2 2050-03-01 Fixed 3.20000000 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 2482015.50000000 0.326273601918 Long DBT MUN US N 2 2114-10-01 Fixed 4.81000000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 AES Corp/The 00130HCF0 16802000.00000000 PA USD 17033563.65000000 2.239148855274 Long DBT CORP US N 2 2031-01-15 Fixed 2.45000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 PNC Financial Services Group Inc/The 693475AY1 8500000.00000000 PA USD 9036688.73000000 1.187918843115 Long DBT CORP US N 2 2024-11-01 Fixed 2.20000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 5YR NOTE (CBT) MAR21 XCBT 20210331 000000000 30.00000000 NC USD 5104.68000000 0.000671036232 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 5 Year US Treasury Note FVH1 Comdty 2021-03-31 3779817.21000000 USD 5104.68000000 N N N Tesla Auto Lease Trust N/A Tesla Auto Lease Trust 2019-A 88165GAB6 1405929.43000000 PA USD 1419017.65000000 0.186537110607 Long ABS-O CORP US N 2 2022-04-20 Fixed 2.13000000 N N N N N N Narragansett Bay Commission N/A NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE 631060CS7 500000.00000000 PA USD 517135.00000000 0.067980034422 Long DBT MUN US N 2 2031-09-01 Fixed 2.18000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A Freddie Mac Multifamily Structured Pass Through Certificates 3137FVED0 1360000.00000000 PA USD 1365687.52000000 0.179526592902 Long ABS-MBS USGSE US N 2 2030-06-25 Variable 1.30000000 N N N N N N Helios Issuer, LLC N/A Helios Issuer LLC 42329GAA8 2534835.21000000 PA USD 2655488.30000000 0.349077486620 Long ABS-O CORP US N 2 2049-09-20 Fixed 4.94000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VES9 1480000.00000000 PA USD 1743705.69000000 0.229219010180 Long DBT CORP US N 2 2029-02-08 Fixed 3.88000000 N N N N N N Fanniemae-Aces N/A Fannie Mae-Aces 3136B3DE7 2420000.00000000 PA USD 2930590.72000000 0.385241103435 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 USD / SOLD EUR 000000000 1.00000000 NC 15568.40000000 0.002046545617 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 2386727.96000000 EUR 2934829.06000000 USD 2021-02-26 15568.40000000 N N N CALVERT IMPACT CAPITAL NOTE N/A CALVERT IMPACT CAPITAL NOTE 12/21 VAR 000000000 1700000.00000000 PA USD 1638766.00000000 0.215424152476 Long DBT CORP US N 2 2023-12-15 Fixed 1.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138LEDP3 2000000.00000000 PA USD 2189457.70000000 0.287815386337 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 2.68000000 N N N N N N Tesla Auto Lease Trust N/A Tesla Auto Lease Trust 2019-A 88165GAE0 3270000.00000000 PA USD 3358236.37000000 0.441457306183 Long ABS-O CORP US N 2 2022-12-20 Fixed 2.41000000 N N N N N N KFW 549300GDPG70E3MBBU98 Kreditanstalt fuer Wiederaufbau 500769HP2 3965000.00000000 PA USD 4091262.73000000 0.537817361460 Long DBT CORP DE N 2 2022-09-29 Fixed 2.00000000 N N N N N N Tesla Auto Lease Trust N/A Tesla Auto Lease Trust 2018-B 88161NAC3 1875000.00000000 PA USD 1911093.56000000 0.251222999785 Long ABS-O CORP US N 2 2021-10-20 Fixed 4.36000000 N N N N N N Narragansett Bay Commission N/A NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE 631060CU2 1445000.00000000 PA USD 1492554.95000000 0.196203963914 Long DBT MUN US N 2 2033-09-01 Fixed 2.34000000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 Alexandria Real Estate Equities Inc 015271AM1 2364000.00000000 PA USD 2603904.37000000 0.342296515816 Long DBT US N 2 2024-01-15 Fixed 4.00000000 N N N N N N EUROPEAN BK RECON & DEV 549300HTGDOVDU6OGK19 European Bank for Reconstruction & Development 29874QAY0 2635000.00000000 PA USD 2763129.85000000 0.363227517607 Long DBT NUSS XX N 2 2024-09-27 Fixed 1.63000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 000000000 14064000.00000000 PA 17342447.23000000 2.279753177938 Long DBT CORP US Y 2 2022-01-29 Fixed 0.50000000 N N N N N N Mosaic Solar Loans LLC 549300ZLA8SW2SVJMN33 Mosaic Solar Loans 2017-1 LLC 61946EAA6 667455.43000000 PA USD 719538.91000000 0.094587061155 Long ABS-O CORP US N 2 2042-06-20 Fixed 4.45000000 N N N N N N DIGITAL DUTCH FINCO BV 549300ONZ5IS6B6IMJ70 Digital Dutch Finco BV 000000000 1500000.00000000 PA 1981492.00000000 0.260477233930 Long DBT NL Y 2 2030-03-15 Fixed 1.50000000 N N N N N N INT DEVELOPMENT FIN CORP N/A United States International Development Finance Corp 6903536P7 2813260.68000000 PA USD 3031445.93000000 0.398499035402 Long DBT USGA US N 2 2029-10-15 Fixed 2.36000000 N N N N N N PUBLIC SERVICE COLORADO 5BANEF6PGSEK0SNMQF44 Public Service Co of Colorado 744448CQ2 1000000.00000000 PA USD 1300442.06000000 0.170949744271 Long DBT CORP US N 2 2048-06-15 Fixed 4.10000000 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 11435937.40000000 1.503312322914 Long DBT MUN US N 2 2039-11-01 Fixed 3.30000000 N N N N N N LIBERTY UTILITIES FIN N/A Liberty Utilities Finance GP 1 531546AB5 12994000.00000000 PA USD 13081747.18000000 1.719662416213 Long DBT CORP US N 2 2030-09-15 Fixed 2.05000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PBS4 10500000.00000000 PA USD 10557676.19000000 1.387860405546 Long DBT CORP US N 2 2024-09-16 Fixed 0.65000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 European Investment Bank 000000000 3400000.00000000 PA 5139743.82000000 0.675645550598 Long DBT NUSS XX Y 2 2042-11-14 Fixed 1.00000000 N N N N N N HAT HOLDINGS I LLC/HAT N/A HAT Holdings I LLC / HAT Holdings II LLC 418751AD5 4312000.00000000 PA USD 4495260.00000000 0.590924863991 Long DBT US N 2 2030-09-15 Fixed 3.75000000 N N N N N N NATIONAL AUSTRALIA BK/NY 549300E2IPL06NDXMZ63 National Australia Bank Ltd/New York 63254ABA5 2867000.00000000 PA USD 3098831.78000000 0.407357249219 Long DBT CORP AU N 2 2023-06-20 Fixed 3.63000000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 Asian Development Bank 045167CY7 750000.00000000 PA USD 805433.74000000 0.105878374835 Long DBT NUSS XX N 2 2025-03-19 Fixed 2.13000000 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 Boston Properties LP 10112RBB9 3700000.00000000 PA USD 4134155.26000000 0.543455803387 Long DBT US N 2 2029-06-21 Fixed 3.40000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VFL3 8984000.00000000 PA USD 8849466.49000000 1.163307524369 Long DBT CORP US N 2 2030-09-18 Fixed 1.50000000 N N N N N N Nordic Investment Bank 213800HYL1S7VAXG6Z48 Nordic Investment Bank 65562QAW5 950000.00000000 PA USD 964908.10000000 0.126842093172 Long DBT NUSS XX N 2 2021-09-30 Fixed 2.25000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A Freddie Mac Multifamily Structured Pass Through Certificates 3137FPHR9 4050000.00000000 PA USD 4389950.93000000 0.577081449401 Long ABS-MBS USGSE US N 2 2029-08-25 Fixed 2.41000000 N N N N N N NEXTERA ENERGY OPERATING 549300KJEC5IUVJWR786 NextEra Energy Operating Partners LP 65342QAB8 4782000.00000000 PA USD 5364304.14000000 0.705165150477 Long DBT CORP US N 2 2027-09-15 Fixed 4.50000000 N N N N N N Massachusetts Clean Water Trust/The 549300SYPEROLSQU0261 MASSACHUSETTS ST WTR POLL ABATEMENT TRUST 57604P5P5 150000.00000000 PA USD 181066.50000000 0.023802115313 Long DBT MUN US N 2 2040-08-01 Fixed 5.19000000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 Asian Development Bank 045167EB5 1500000.00000000 PA USD 1540709.33000000 0.202534102872 Long DBT NUSS XX N 2 2022-08-10 Fixed 1.88000000 N N N N N N Fanniemae-Aces N/A Fannie Mae-Aces 3136B6XJ7 12893000.00000000 PA USD 14303441.34000000 1.880260347220 Long ABS-MBS USGSE US N 2 2029-08-25 Fixed 2.52000000 N N N N N N Mosaic Solar Loans LLC N/A Mosaic Solar Loans 2017-2 LLC 61946GAA1 71930.51000000 PA USD 77621.20000000 0.010203702800 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 1067029.38000000 0.140266456501 Long ABS-MBS USGSE US N 2 2028-06-25 Variable 3.33000000 N N N N N N Mosaic Solar Loans LLC N/A Mosaic Solar Loan Trust 2020-1 61946NAB4 2334523.12000000 PA USD 2447297.40000000 0.321709730525 Long ABS-O CORP US N 2 2046-04-20 Fixed 3.10000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC -315992.62000000 -0.04153884224 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 10566655.25000000 EUR 12608321.13000000 USD 2021-02-26 -315992.62000000 N N N Solarcity LMC Series LLC 549300HK0005YP7HO349 Solarcity LMC Series II LLC 83417EAA0 3632521.54000000 PA USD 3609012.59000000 0.474423119883 Long ABS-O CORP US N 2 2044-04-20 Fixed 4.59000000 N N N N N N Helios Issuer, LLC N/A Helios Issuer LLC 42329GAC4 5442768.13000000 PA USD 5411225.11000000 0.711333151397 Long ABS-O CORP US N 2 2049-09-20 Fixed 8.00000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 PURCHASED USD / SOLD SEK 000000000 1.00000000 NC -293327.85000000 -0.03855944258 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 61714020.00000000 SEK 7211860.59000000 USD 2021-02-26 -293327.85000000 N N N CLEARWAY ENERGY OP LLC 549300Z3NFMM54NWBB87 Clearway Energy Operating LLC 18539UAC9 3047000.00000000 PA USD 3270771.68000000 0.429959626395 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 2018-B 88161NAA7 808470.07000000 PA USD 813638.94000000 0.106956990242 Long ABS-O CORP US N 2 2021-08-20 Fixed 3.71000000 N N N N N N KUNTARAHOITUS OYJ 529900HEKOENJHPNN480 Kuntarahoitus Oyj 000000000 3750000.00000000 PA 4737484.19000000 0.622766469711 Long DBT NUSS FI Y 2 2029-09-06 Fixed 0.05000000 N N N N N N RenewFund Receivables Trust N/A RenewFund Receivables Trust 2015-1 75973JAA1 10154.91000000 PA USD 10206.20000000 0.001341657066 Long ABS-O CORP US N 2 2025-04-15 Fixed 3.51000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GHH5 7282000.00000000 PA USD 7368502.73000000 0.968627281523 Long DBT CORP US N 2 2022-05-17 Fixed 3.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 10YR ULTRA FUT MAR21 XCBT 20210322 000000000 -296.00000000 NC USD 114336.28000000 0.015030087405 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short US 10 Year Ultra Bond UXYH1 Comdty 2021-03-22 -46396711.28000000 USD 114336.28000000 N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 Toyota Motor Credit Corp 89236TGU3 1500000.00000000 PA USD 1611937.35000000 0.211897389541 Long DBT CORP US N 2 2030-02-13 Fixed 2.15000000 N N N N N N COCA-COLA FEMSA SAB CV 5493008KEVFYPMGTXO33 Coca-Cola Femsa SAB de CV 191241AJ7 3470000.00000000 PA USD 3479542.50000000 0.457403615934 Long DBT CORP MX N 2 2032-09-01 Fixed 1.85000000 N N N N N N SUNRUN CALLISTO ISSUER LLC N/A Sunrun Xanadu Issuer 2019-1 LLC 86773PAA6 2179296.11000000 PA USD 2304435.22000000 0.302929768012 Long ABS-O CORP US N 2 2054-06-30 Fixed 3.98000000 N N N N N N INT DEVELOPMENT FIN CORP N/A United States International Development Finance Corp 690353C70 170958.92000000 PA USD 197722.19000000 0.025991590749 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 4342419.79000000 PA USD 4589050.91000000 0.603254157677 Long DBT USGA US N 2 2029-10-15 Fixed 1.79000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 ING Groep NV 456837AU7 7600000.00000000 PA USD 7734508.98000000 1.016740670627 Long DBT CORP NL N 2 2026-07-01 Fixed 1.40000000 N N N N N N Tesla Auto Lease Trust N/A Tesla Auto Lease Trust 2020-A 88167HAH9 973000.00000000 PA USD 1020225.43000000 0.134113838457 Long ABS-O CORP US N 2 2024-08-20 Fixed 4.64000000 N N N N N N NEDER WATERSCHAPSBANK JLP5FSPH9WPSHY3NIM24 Nederlandse Waterschapsbank NV 63983TBP9 500000.00000000 PA USD 527761.93000000 0.069376998595 Long DBT CORP NL N 2 2022-12-05 Fixed 3.13000000 N N N N N N Solarcity LMC Series LLC 549300EE9TJJ2SFMZ938 SolarCity LMC Series III LLC 83417FAB5 169463.34000000 PA USD 173470.30000000 0.022803556064 Long ABS-O CORP US N 2 2044-07-20 Fixed 5.44000000 N N N N N N Aptiv PLC N/A Aptiv PLC 03835VAH9 1000000.00000000 PA USD 1249384.56000000 0.164237975376 Long DBT CORP JE N 2 2049-03-15 Fixed 5.40000000 N N N N N N TUCSON ELECTRIC POWER CO YLF139GXSRKPBBTNZL03 Tucson Electric Power Co 898813AS9 2500000.00000000 PA USD 2477556.40000000 0.325687430471 Long DBT CORP US N 2 2030-08-01 Fixed 1.50000000 N N N N N N Fanniemae-Aces N/A Fannie Mae-Aces 3136B4VT2 6455000.00000000 PA USD 7315603.19000000 0.961673367071 Long ABS-MBS USGSE US N 2 2029-04-25 Fixed 2.94000000 N N N N N N Mosaic Solar Loans LLC N/A Mosaic Solar Loan Trust 2020-2 61946PAB9 2786176.68000000 PA USD 2772846.22000000 0.364504784021 Long ABS-O CORP US N 2 2046-08-20 Fixed 2.21000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 European Investment Bank 298785GQ3 1000000.00000000 PA USD 1083790.16000000 0.142469746553 Long DBT NUSS XX N 2 2024-10-15 Fixed 2.50000000 N N N N N N SOUTH COAST BRIT COL TRA 5493004X8NYYAND33669 South Coast British Columbia Transportation Authority 83740TAH0 5490000.00000000 PA 4627489.04000000 0.608307045995 Long DBT NUSS CA N 2 2050-10-29 Fixed 2.65000000 N N N N N N Tesla Auto Lease Trust N/A Tesla Auto Lease Trust 2020-A 88167HAG1 1695000.00000000 PA USD 1737114.14000000 0.228352517299 Long ABS-O CORP US N 2 2024-02-20 Fixed 2.33000000 N N N N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 Canadian Imperial Bank of Commerce 13607GRR7 6000000.00000000 PA USD 6088820.82000000 0.800406564898 Long DBT CORP CA N 2 2025-10-23 Fixed 0.95000000 N N N N N Avangrid Inc 549300OX0Q38NLSKPB49 Avangrid Inc 05351WAA1 3953000.00000000 PA USD 4312729.72000000 0.566930327327 Long DBT CORP US N 2 2024-12-01 Fixed 3.15000000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 Prudential Financial Inc 74432QCH6 2000000.00000000 PA USD 2076699.04000000 0.272992685131 Long DBT CORP US N 2 2026-03-10 Fixed 1.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US ULTRA BOND CBT MAR21 XCBT 20210322 000000000 -1.00000000 NC USD 2959.02000000 0.000388978277 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short US Treasury Ultra Long Bond WNH1 Comdty 2021-03-22 -216521.52000000 USD 2959.02000000 N N N ONTARIO (PROVINCE OF) C7PVKCRGLG18EBQGZV36 Province of Ontario Canada 68323AER1 5000000.00000000 PA 4257561.47000000 0.559678179369 Long DBT NUSS CA N 2 2025-02-05 Fixed 2.65000000 N N N N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 Welltower Inc 95040QAK0 4000000.00000000 PA USD 4409870.60000000 0.579699991663 Long DBT US N 2 2027-02-15 Fixed 2.70000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 European Investment Bank 298785HM1 3965000.00000000 PA USD 4383974.18000000 0.576295775118 Long DBT NUSS XX N 2 2027-05-24 Fixed 2.38000000 N N N N N N Spruce ABS Trust N/A Spruce ABS Trust 2016-E1 85209BAA3 122803.46000000 PA USD 125106.02000000 0.016445824680 Long ABS-O CORP US N 2 2028-06-15 Fixed 4.32000000 N N N N N N KAISER FOUNDATION HOSPIT DW4Z57L3G4IRMHYZYK62 Kaiser Foundation Hospitals 48305QAC7 1208000.00000000 PA USD 1365650.16000000 0.179521681739 Long DBT CORP US N 2 2027-05-01 Fixed 3.15000000 N N N N N N BROOKFIELD RENEWABLE PAR N/A Brookfield Renewable Partners ULC 11282ZAQ1 4000000.00000000 PA 3244214.00000000 0.426468483849 Long DBT CORP CA N 2 2050-08-13 Fixed 3.33000000 N N N N N N TERRAFORM POWER OPERATIN 5493000S2OLR3UT5BE13 TerraForm Power Operating LLC 88104LAG8 15679000.00000000 PA USD 16811180.59000000 2.209915467331 Long DBT CORP US N 2 2030-01-15 Fixed 4.75000000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 PepsiCo Inc 713448EP9 5700000.00000000 PA USD 6384904.19000000 0.839328234645 Long DBT CORP US N 2 2049-10-15 Fixed 2.88000000 N N N N N N KFW 549300GDPG70E3MBBU98 Kreditanstalt fuer Wiederaufbau 500769JG0 3034000.00000000 PA USD 2968645.49000000 0.390243597125 Long DBT CORP DE N 2 2030-09-30 Fixed 0.75000000 N N N N N N Mosaic Solar Loans LLC N/A Mosaic Solar Loan Trust 2018-1 61946FAA3 855133.49000000 PA USD 925654.64000000 0.121682025565 Long ABS-O CORP US N 2 2043-06-22 Fixed 4.01000000 N N N N N N KINGDOM OF SWEDEN ERE94C0BSULG2RM19605 Sweden Government International Bond 000000000 61500000.00000000 PA 7579937.04000000 0.996421400413 Long DBT NUSS SE N 2 2030-09-09 Fixed 0.13000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC -3578714.42000000 -0.47044027084 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 110314906.01000000 EUR 131349928.79000000 USD 2021-02-26 -3578714.42000000 N N N Sunnova Sol Issuer,LLC N/A Sunnova Sol II Issuer LLC 86745PAB9 3510000.00000000 PA USD 3547842.19000000 0.466381958682 Long ABS-O CORP US N 2 2055-11-01 Fixed 5.47000000 N N N N N N Fanniemae-Aces N/A Fannie Mae-Aces 3136B9WE3 4250000.00000000 PA USD 4373329.05000000 0.574896418462 Long ABS-MBS USGSE US N 2 2029-10-25 Fixed 1.44000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 Apple Inc 000000000 17238000.00000000 PA 22138067.84000000 2.910161976699 Long DBT CORP US N 2 2031-11-15 Fixed 0.50000000 N N N N N N Sunrun Callisto Issuer LLC N/A Sunrun Atlas Issuer 2019-2 LLC 86772FAA9 1785306.39000000 PA USD 1914509.73000000 0.251672072763 Long ABS-O CORP US N 2 2055-02-01 Fixed 3.61000000 N N N N N N Narragansett Bay Commission N/A NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE 631060CR9 620000.00000000 PA USD 653969.80000000 0.085967667080 Long DBT MUN US N 2 2030-09-01 Fixed 2.09000000 N N N N N N NIAGARA MOHAWK POWER 3T97Y9RR5EN5Y18QHB56 Niagara Mohawk Power Corp 65364UAN6 3782000.00000000 PA USD 3900678.71000000 0.512764119579 Long DBT CORP US N 2 2030-06-27 Fixed 1.96000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 PURCHASED USD / SOLD CAD 000000000 1.00000000 NC -322021.49000000 -0.04233136796 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 18097355.54000000 CAD 13897713.81000000 USD 2021-02-26 -322021.49000000 N N N Solarcity LMC Series LLC 54930080F5ME65CO1C91 SolarCity LMC Series I LLC 83417BAA6 156576.74000000 PA USD 154176.45000000 0.020267281035 Long ABS-O CORP US N 2 2038-11-20 Fixed 4.80000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 2YR NOTE (CBT) MAR21 XCBT 20210331 000000000 35.00000000 NC USD 7597.80000000 0.000998769577 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 2 Year US Treasury Note TUH1 Comdty 2021-03-31 7726581.87000000 USD 7597.80000000 N N N Mosaic Solar Loans LLC N/A Mosaic Solar Loan Trust 2018-1 61946FAB1 2971804.38000000 PA USD 2943933.31000000 0.386995054971 Long ABS-O CORP US N 2 2043-06-22 Fixed 2.00000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 ING Groep NV 45685NAA4 2175000.00000000 PA USD 2561024.20000000 0.336659698674 Long DBT CORP NL N 2 2026-01-06 Fixed 4.63000000 N N N N N N MIDAMERICAN ENERGY CO NINLOILYRTLIMK26MZ18 MidAmerican Energy Co 595620AV7 1350000.00000000 PA USD 1554631.54000000 0.204364248415 Long DBT CORP US N 2 2050-04-15 Fixed 3.15000000 N N N N N N Helios Issuer, LLC N/A SUNNOVA HELIOS II ISSUER LLC 2018-1 86745JAB3 867806.22000000 PA USD 871981.24000000 0.114626383268 Long ABS-O CORP US N 2 2048-07-20 Fixed 7.71000000 N N N N N N NEDER WATERSCHAPSBANK JLP5FSPH9WPSHY3NIM24 Nederlandse Waterschapsbank NV 63983TBU8 2400000.00000000 PA USD 2366736.00000000 0.311119523431 Long DBT NUSS NL N 2 2030-05-28 Fixed 1.00000000 N N N N N N Regency Centers LP 5493008PTR2GAOYBXW28 Regency Centers LP 75884RAT0 2000000.00000000 PA USD 2137226.62000000 0.280949344363 Long DBT US N 2 2024-06-15 Fixed 3.75000000 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 Consolidated Edison Co of New York Inc 209111FX6 1833000.00000000 PA USD 2102687.22000000 0.276408963996 Long DBT CORP US N 2 2030-04-01 Fixed 3.35000000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 Asian Development Bank 045167EC3 750000.00000000 PA USD 830495.24000000 0.109172836886 Long DBT NUSS XX N 2 2027-08-10 Fixed 2.38000000 N N N N N N Tesla Auto Lease Trust N/A Tesla Auto Lease Trust 2019-A 88165GAH3 1545000.00000000 PA USD 1632568.90000000 0.214609512061 Long ABS-O CORP US N 2 2023-05-22 Fixed 5.48000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 Enel Finance International NV 000000000 4250000.00000000 PA 5412351.49000000 0.711481219796 Long DBT CORP NL Y 2 2024-09-16 Fixed 1.00000000 N N N N N N Narragansett Bay Commission N/A NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE 631060CT5 445000.00000000 PA USD 458657.05000000 0.060292809512 Long DBT MUN US N 2 2032-09-01 Fixed 2.26000000 N N N N N N DBS Group Holdings Ltd 5493007FKT78NKPM5V55 DBS Group Holdings Ltd 24023KAC2 3640000.00000000 PA USD 3660814.07000000 0.481232688745 Long DBT CORP SG N 2 2022-07-25 Floating 0.83000000 N N N N N N TES LLC N/A TES 2017-1 LLC 88159DAA3 2499458.33000000 PA USD 2569455.41000000 0.337768024248 Long ABS-O CORP US N 2 2047-10-20 Fixed 4.33000000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 International Bank for Reconstruction & Development 45905URL0 4000000.00000000 PA USD 4285682.60000000 0.563374845395 Long DBT NUSS XX N 2 2025-03-03 Fixed 2.13000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967MR9 7075000.00000000 PA USD 7291815.21000000 0.958546315723 Long DBT CORP US N 2 2024-05-15 Fixed 1.68000000 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 982205.40000000 0.129115911517 Long DBT MUN US N 2 2044-06-15 Fixed 5.88000000 N N N N N N NSTAR Electric Co 54930080R72Y2Z31UR68 NSTAR Electric Co 67021CAN7 3000000.00000000 PA USD 3451861.56000000 0.453764815129 Long DBT CORP US N 2 2029-05-15 Fixed 3.25000000 N N N N N LG Chem Ltd 988400IES4EIG7O06940 LG Chem Ltd 501955AA6 1550000.00000000 PA USD 1678492.01000000 0.220646339192 Long DBT CORP KR N 2 2024-10-15 Fixed 3.25000000 N N N N N N TERRAFORM GLOBAL OPERATI 549300LC7QMVR79H5O86 Terraform Global Operating LLC 88104UAC7 1595000.00000000 PA USD 1636565.70000000 0.215134911814 Long DBT CORP US N 2 2026-03-01 Fixed 6.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810SS8 3666000.00000000 PA USD 3645092.36000000 0.479165989746 Long DBT UST US N 2 2050-11-15 Fixed 1.63000000 N N N N N N PATTERN ENERGY OP LP/PAT N/A Pattern Energy Operations LP / Pattern Energy Operations Inc 70339PAA7 9031726.00000000 PA USD 9545405.42000000 1.254792247735 Long DBT CORP US N 2 2028-08-15 Fixed 4.50000000 N N N N N N Commonwealth of Massachusetts 5493001N1YCXNI1O7K10 MASSACHUSETTS ST 57582RJN7 8240000.00000000 PA USD 9571254.40000000 1.258190228050 Long DBT MUN US N 2 2046-06-01 Fixed 3.28000000 N N N N N N Sunnova Sol Issuer,LLC N/A Sunnova Sol Issuer LLC 86745NAA6 2952264.73000000 PA USD 3136061.51000000 0.412251287192 Long ABS-O CORP US N 2 2055-02-01 Fixed 3.35000000 N N N N N N BROOKFIELD PROPERTY PART 5493004J5Z0TZW83NU62 Brookfield Property Partners LP 000000000 92000.00000000 NS USD 1968800.00000000 0.258808805770 Long EP CORP BM N 1 N N N CONSERVATION FUND N/A Conservation Fund A Nonprofit Corp/The 20848FAA8 2345000.00000000 PA USD 2540132.80000000 0.333913417546 Long DBT CORP US N 2 2029-12-15 Fixed 3.47000000 N N N N N N PROLOGIS EURO FINANCE 549300MI5D1784PRQH06 Prologis Euro Finance LLC 000000000 6700000.00000000 PA 8381488.70000000 1.101789456024 Long DBT US N 2 2028-02-06 Fixed 0.38000000 N N N N N N 2021-01-29 CALVERT IMPACT FUND INC James Kirchner James Kirchner Treasurer XXXX NPORT-EX 2 NPORT_949814707719035.htm
Calvert
Green Bond Fund
December 31, 2020
Schedule of Investments (Unaudited)

Asset-Backed Securities — 10.9%
    
Security Principal
Amount
(000's omitted)
Value
Helios Issuer, LLC:      
Series 2017-1A, Class A, 4.94%, 9/20/49(1) $      2,535 $  2,655,488
Series 2017-1A, Class C, 8.00%, 9/20/49(1)   5,443   5,411,225
Series 2020-AA, Class A, 2.98%, 6/20/47(1)   5,888   6,149,808
Mosaic Solar Loan Trust:      
Series 2018-1A, Class A, 4.01%, 6/22/43(1)          855     925,655
Series 2018-1A, Class B, 2.00%, 6/22/43(1)   2,972   2,943,933
Series 2019-1A, Class A, 4.37%, 12/21/43(1)   1,116   1,202,779
Series 2019-2A, Class A, 2.88%, 9/20/40(1)   3,478   3,718,500
Series 2019-2A, Class B, 3.28%, 9/20/40(1)   4,525 4,695,009
Series 2019-2A, Class C, 4.35%, 9/20/40(1)   1,384 1,374,331
Series 2020-1A, Class A, 2.10%, 4/20/46(1)   2,031 2,079,202
Series 2020-1A, Class B, 3.10%, 4/20/46(1)   2,335 2,447,297
Series 2020-2A, Class B, 2.21%, 8/20/46(1)   2,786 2,772,846
Mosaic Solar Loans LLC:      
Series 2017-1A, Class A, 4.45%, 6/20/42(1)   667 719,539
Series 2017-2A, Class A, 3.82%, 6/22/43(1)   72 77,621
RenewFund Receivables Trust, Series 2015-1, Class A, 3.51%, 4/15/25(1)   10 10,206
SolarCity LMC Series I, LLC, Series 2013-1, Class A, 4.80%, 11/20/38(1)   157 154,177
SolarCity LMC Series II, LLC, Series 2014-1, Class A, 4.59%, 4/20/44(1)   3,633 3,609,013
SolarCity LMC Series III, LLC:      
Series 2014-2, Class A, 4.02%, 7/20/44(1)   2,992 3,054,232
Series 2014-2, Class B, 5.44%, 7/20/44(1)   169 173,470
Spruce ABS Trust, Series 2016-E1, Class A, 4.32%, 6/15/28(1)   123 125,106
Sunnova Helios II Issuer, LLC, Series 2018-1A, Class B, 7.71%, 7/20/48(1)   868 871,981
Sunnova Sol II Issuer, LLC, Series 2020-2A, Class B, 5.47%, 11/1/55(1)   3,510 3,547,842
Sunnova Sol Issuer, LLC, Series 2020-1A, Class A, 3.35%, 2/1/55(1)   2,952 3,136,062
Sunrun Atlas Issuer, LLC, Series 2019-2, Class A, 3.61%, 2/1/55(1)   1,785 1,914,510
Sunrun Callisto Issuer, LLC, Series 2015-1A, Class B, 5.38%, 7/20/45(1)   790 783,183
Sunrun Xanadu Issuer, LLC, Series 2019-1A, Class A, 3.98%, 6/30/54(1)   2,179 2,304,435
TES, LLC, Series 2017-1A, Class A, 4.33%, 10/20/47(1)   2,500 2,569,456
Tesla Auto Lease Trust:      
Series 2018-B, Class A, 3.71%, 8/20/21(1)   808 813,639
Series 2018-B, Class C, 4.36%, 10/20/21(1)   1,875 1,911,093
Series 2019-A, Class A2, 2.13%, 4/20/22(1)   1,406 1,419,018
Series 2019-A, Class A4, 2.20%, 11/21/22(1)   1,535 1,573,973
Series 2019-A, Class B, 2.41%, 12/20/22(1)   3,270 3,358,236
Security Principal
Amount
(000's omitted)
Value
Tesla Auto Lease Trust: (continued)      
Series 2019-A, Class E, 5.48%, 5/22/23(1) $ 1,545 $  1,632,569
Series 2020-A, Class A3, 0.68%, 12/20/23(1)   1,000   1,006,241
Series 2020-A, Class C, 1.68%, 2/20/24(1)   2,000   2,029,890
Series 2020-A, Class D, 2.33%, 2/20/24(1)   1,695   1,737,114
Series 2020-A, Class E, 4.64%, 8/20/24(1)   973   1,020,225
Vivint Solar Financing V LLC, Series 2018-1A, Class A, 4.73%, 4/30/48(1)        1,440   1,583,992
Vivint Solar Financing VII, LLC, Series 2020-1A, Class A, 2.21%, 7/31/51(1)        5,285   5,457,650
Total Asset-Backed Securities
(identified cost $80,624,819)
    $ 82,970,546
    
Commercial Mortgage-Backed Securities — 9.3%
    
Security Principal
Amount
(000's omitted)
Value
Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates:      
Series KG02, Class A2, 2.412%, 8/25/29 $      4,050 $  4,389,951
Series KG03, Class A2, 1.297%, 6/25/30(2)   1,360   1,365,688
Series KG04, Class A1, 0.845%, 6/25/30   3,837   3,834,760
Federal National Mortgage Association:      
Series 2017-M2, Class A1, 2.801%, 2/25/27(2)          299     308,608
Series 2017-M13, Class A2, 2.939%, 9/25/27(2)   4,150   4,708,228
Series 2018-M4, Class A2, 3.045%, 3/25/28(2)   8,802  10,047,321
Series 2018-M8, Class A2, 3.325%, 6/25/28(2)   923   1,067,029
Series 2018-M13, Class A2, 3.697%, 9/25/30(2)   2,420 2,930,591
Series 2019-M1, Class A2, 3.555%, 9/25/28(2)   6,805 8,048,505
Series 2019-M9, Class A2, 2.937%, 4/25/29   6,455 7,315,603
Series 2019-M22, Class A2, 2.522%, 8/25/29   12,893 14,303,441
Series 2020-M1, Class A2, 2.444%, 10/25/29   7,842 8,655,763
Series 2020-M20, Class A2, 1.435%, 10/25/29   4,250 4,373,329
Total Commercial Mortgage-Backed Securities
(identified cost $66,363,586)
    $71,348,817
    
Common Stocks — 0.3%
    
Security Shares Value
Independent Power and Renewable Electricity Producers — 0.3%  
NextEra Energy Partners, L.P.       38,000 $  2,547,900
Total Common Stocks
(identified cost $2,431,875)
    $  2,547,900
    
 
1

 

Calvert
Green Bond Fund
December 31, 2020
Schedule of Investments (Unaudited) — continued

Corporate Bonds — 58.0%
    
Security Principal
Amount
(000's omitted)*
Value
Basic Materials — 1.0%  
LG Chem, Ltd.:      
3.25%, 10/15/24(1)        1,550 $  1,678,492
3.625%, 4/15/29(1)   5,125   5,785,830
      $  7,464,322
Communications — 1.4%  
Verizon Communications, Inc.:      
1.50%, 9/18/30        8,984 $  8,849,466
3.875%, 2/8/29   1,480   1,743,706
      $10,593,172
Consumer, Cyclical — 1.0%  
Aptiv PLC, 5.40%, 3/15/49   1,000 $1,249,385
Tesla, Inc., 5.30%, 8/15/25(1)   4,696 4,901,450
Toyota Motor Credit Corp., 2.15%, 2/13/30   1,500 1,611,937
      $7,762,772
Consumer, Non-cyclical — 3.9%  
Coca-Cola Femsa SAB de CV, 1.85%, 9/1/32   3,470 $3,479,542
Conservation Fund (The), Green Bonds, 3.474%, 12/15/29   2,345 2,540,133
Kaiser Foundation Hospitals, 3.15%, 5/1/27   1,208 1,365,650
Koninklijke Philips NV, 0.50%, 5/22/26(3) EUR 11,650 14,704,164
PepsiCo, Inc., 2.875%, 10/15/49   6,700 7,505,063
      $29,594,552
Energy — 2.7%  
Hanwha Energy USA Holdings Corp., 2.375%, 7/30/22(1)   2,500 $2,571,423
TerraForm Power Operating, LLC:      
4.75%, 1/15/30(1)   15,679 16,811,181
5.00%, 1/31/28(1)   867 975,830
      $20,358,434
Financial — 22.3%  
Alexandria Real Estate Equities, Inc., 4.00%, 1/15/24   2,364 $2,603,904
Bank of America Corp.:      
2.456% to 10/22/24, 10/22/25(4)   6,888 7,345,531
3.499% to 5/17/21, 5/17/22(4)   7,282 7,368,503
Bank of Nova Scotia (The), 2.375%, 1/18/23   6,600 6,876,402
Boston Properties, L.P., 3.40%, 6/21/29   3,700 4,134,155
Canadian Imperial Bank of Commerce, 0.95%, 10/23/25(5)   6,000 6,088,821
Citigroup, Inc.:      
0.50%, 1/29/22(3) EUR 14,064 17,342,447
1.678% to 5/15/23, 5/15/24(4)   7,075 7,291,815
Security Principal
Amount
(000's omitted)*
Value
Financial (continued)  
Commonwealth Bank of Australia, 3.25%, 3/31/22 AUD      2,020 $  1,616,765
DBS Group Holdings Ltd., 0.835%, (3 mo. USD LIBOR + 0.62%), 7/25/22(1)(6)        3,640   3,660,814
Digital Dutch Finco BV, 1.50%, 3/15/30(3) EUR      1,500   1,981,492
Digital Euro Finco LLC, 2.50%, 1/16/26(3) EUR      8,700  11,852,795
HAT Holdings I, LLC/HAT Holdings II, LLC:      
3.75%, 9/15/30(1)        4,312   4,495,260
5.25%, 7/15/24(1)   13,000  13,545,740
6.00%, 4/15/25(1)   76      81,415
ING Groep NV:      
1.40% to 7/1/25, 7/1/26(1)(4)   7,600 7,734,509
4.625%, 1/6/26(1)   2,175 2,561,024
JPMorgan Chase & Co., 0.653% to 9/16/23, 9/16/24(4)   10,500 10,557,676
Kimco Realty Corp., 2.70%, 10/1/30(5)   2,500 2,696,206
Metropolitan Life Global Funding I, 0.95%, 7/2/25(1)   5,200 5,271,304
Mitsubishi UFJ Financial Group, Inc., 2.527%, 9/13/23   1,100 1,161,395
National Australia Bank, Ltd., 3.625%, 6/20/23   2,867 3,098,832
PNC Financial Services Group, Inc. (The), 2.20%, 11/1/24   8,500 9,036,689
Prologis Euro Finance, LLC, 0.375%, 2/6/28 EUR 6,700 8,381,489
Prologis, L.P., 1.25%, 10/15/30   4,114 4,076,929
Prudential Financial, Inc., 1.50%, 3/10/26   2,000 2,076,699
Regency Centers, L.P., 3.75%, 6/15/24   2,000 2,137,227
Royal Bank of Canada, 0.25%, 5/2/24(3) EUR 8,600 10,659,119
Welltower, Inc., 2.70%, 2/15/27   4,000 4,409,871
      $170,144,828
Government - Multinational — 4.4%  
Asian Development Bank:      
1.875%, 8/10/22   1,500 $1,540,709
2.125%, 3/19/25   750 805,434
2.375%, 8/10/27   750 830,495
3.125%, 9/26/28   800 938,414
European Bank for Reconstruction & Development, 1.625%, 9/27/24   2,635 2,763,130
European Investment Bank:      
1.00%, 11/14/42(3) EUR 3,400 5,139,744
2.375%, 5/24/27   3,965 4,383,974
2.50%, 10/15/24   1,000 1,083,790
International Bank for Reconstruction & Development:      
0.625%, 11/22/27 EUR 3,550 4,648,825
2.125%, 3/3/25   4,000 4,285,683
3.125%, 11/20/25   4,150 4,686,733
International Finance Corp., 2.125%, 4/7/26   1,547 1,682,302
Nordic Investment Bank, 2.25%, 9/30/21   950 964,908
      $33,754,141
 
2

 

Calvert
Green Bond Fund
December 31, 2020
Schedule of Investments (Unaudited) — continued

Security Principal
Amount
(000's omitted)*
Value
Industrial — 3.0%  
Johnson Controls International plc/Tyco Fire & Security Finance SCA, 1.75%, 9/15/30        5,000 $  5,105,141
Owens Corning, 3.95%, 8/15/29       11,132  12,846,238
Xylem, Inc.:      
1.95%, 1/30/28        3,400   3,585,754
2.25%, 1/30/31   1,571   1,655,768
      $ 23,192,901
Technology — 3.2%  
Apple, Inc., 0.50%, 11/15/31 EUR     17,238 $ 22,138,068
NXP B.V./NXP Funding, LLC NXP USA, Inc., 3.40%, 5/1/30(1)   1,911 2,170,246
      $24,308,314
Utilities — 15.1%  
AES Corp. (The), 2.45%, 1/15/31(1)   18,302 $18,554,237
Avangrid, Inc.:      
3.15%, 12/1/24   3,953 4,312,730
3.80%, 6/1/29   8,100 9,298,678
Brookfield Renewable Partners ULC, 3.33%, 8/13/50 CAD 4,000 3,244,214
Clearway Energy Operating, LLC, 4.75%, 3/15/28(1)   3,047 3,270,772
Consolidated Edison Co. of New York, Inc., 3.35%, 4/1/30   1,833 2,102,687
Enel Finance International NV:      
1.00%, 9/16/24(3) EUR 4,250 5,412,351
1.125%, 9/16/26(3) EUR 4,100 5,347,583
Liberty Utilities Finance GP 1, 2.05%, 9/15/30(1)   12,994 13,081,747
MidAmerican Energy Co.:      
3.15%, 4/15/50   1,350 1,554,632
3.65%, 8/1/48   4,490 5,500,028
4.25%, 7/15/49   2,390 3,209,036
NextEra Energy Operating Partners, L.P.:      
4.25%, 9/15/24(1)   257 275,311
4.50%, 9/15/27(1)   4,782 5,364,304
Niagara Mohawk Power Corp., 1.96%, 6/27/30(1)   3,782 3,900,679
Northern States Power Co., 2.60%, 6/1/51   6,100 6,468,904
NSTAR Electric Co., 3.25%, 5/15/29(5)   3,000 3,451,862
Pattern Energy Operations, L.P./Pattern Energy Operations, Inc., 4.50%, 8/15/28(1)   9,032 9,545,405
Public Service Co. of Colorado:      
3.20%, 3/1/50   5,000 5,797,719
4.10%, 6/15/48   1,000 1,300,442
Terraform Global Operating, LLC, 6.125%, 3/1/26(1)   1,595 1,636,566
Security Principal
Amount
(000's omitted)*
Value
Utilities (continued)  
Tucson Electric Power Co., 1.50%, 8/1/30        2,500 $  2,477,556
      $115,107,443
Total Corporate Bonds
(identified cost $413,754,918)
    $442,280,879
    
High Social Impact Investments — 0.2%
    
Security Principal
Amount
(000's omitted)
Value
Calvert Impact Capital, Inc., Community Investment Notes, 1.50%, 12/15/23(7)(8) $      1,700 $  1,638,766
Total High Social Impact Investments
(identified cost $1,700,000)
    $  1,638,766
    
Preferred Stocks — 0.8%
    
Security Shares Value
Real Estate Management & Development — 0.8%  
Brookfield Property Partners, L.P.:      
Series A, 5.75%       92,000 $  1,968,800
Series A2, 6.375%   169,100   3,921,429
Total Preferred Stocks
(identified cost $6,575,394)
    $  5,890,229
    
Sovereign Government Bonds — 10.5%
    
Security Principal
Amount
(000's omitted)*
Value
Canada — 1.5%  
Province of Ontario Canada:      
1.95%, 1/27/23 CAD      3,200 $  2,599,368
2.65%, 2/5/25 CAD 5,000   4,257,562
South Coast British Columbia Transportation Authority, 2.65%, 10/29/50 CAD      5,490   4,627,489
      $ 11,484,419
Finland — 1.1%  
Kuntarahoitus Oyj, 1.375%, 9/21/21(1)        3,500 $  3,528,322
Municipality Finance PLC, 0.05%, 9/6/29(3) EUR      3,750   4,737,484
      $8,265,806
 
3

 

Calvert
Green Bond Fund
December 31, 2020
Schedule of Investments (Unaudited) — continued

Security Principal
Amount
(000's omitted)*
Value
France — 4.9%  
French Republic Government Bond OAT, 1.75%, 6/25/39(1)(3) EUR     23,290 $ 37,610,577
      $ 37,610,577
Germany — 1.2%  
Kreditanstalt fuer Wiederaufbau:      
0.75%, 9/30/30        3,034 $  2,968,645
1.75%, 9/14/29   2,200   2,354,995
2.00%, 9/29/22   3,965   4,091,263
      $  9,414,903
Netherlands — 0.8%  
Nederlandse Waterschapsbank NV:      
1.00%, 5/28/30(1)   2,400 $2,366,736
2.125%, 11/15/21(1)   1,280 1,301,155
2.375%, 3/24/26(1)   1,700 1,856,343
3.125%, 12/5/22(1)   500 527,762
      $6,051,996
Sweden — 1.0%  
Sweden Government International Bond, 0.125%, 9/9/30(1) SEK 61,500 $7,579,937
      $7,579,937
Total Sovereign Government Bonds
(identified cost $73,506,915)
    $80,407,638
    
Taxable Municipal Obligations — 3.6%
    
Security Principal
Amount
(000's omitted)
Value
General Obligations — 1.2%  
Massachusetts, Green Bonds, 3.277%, 6/1/46 $      8,240 $  9,571,254
      $  9,571,254
Water and Sewer — 2.4%  
District of Columbia Water & Sewer Authority, Green Bonds, 4.814%, 10/1/2114 $      1,665 $  2,482,016
Massachusetts Water Pollution Abatement Trust, 5.192%, 8/1/40(9)          150     181,067
Narragansett Bay Commission, RI, Wastewater System Revenue, Green Bonds:      
2.094%, 9/1/30          620     653,970
2.184%, 9/1/31   500     517,135
2.264%, 9/1/32   445 458,657
2.344%, 9/1/33   1,445 1,492,555
New York City Municipal Water Finance Authority, NY, (Water and Sewer System), 5.882%, 6/15/44(9)   605 982,205
Security Principal
Amount
(000's omitted)
Value
Water and Sewer (continued)  
San Francisco City and County Public Utilities Commission, CA, Water Revenue, Green Bonds, 3.303%, 11/1/39 $     10,705 $ 11,435,937
      $ 18,203,542
Total Taxable Municipal Obligations
(identified cost $24,916,163)
    $ 27,774,796
    
U.S. Government Agencies and Instrumentalities — 1.6%
    
Security Principal
Amount
(000's omitted)
Value
U.S. International Development Finance Corp.:      
1.79%, 10/15/29 $      4,342 $  4,589,051
2.36%, 10/15/29        2,813   3,031,446
3.16%, 6/1/33          171     197,722
3.22%, 9/15/29          690     771,589
3.52%, 9/20/32        3,189   3,672,366
Total U.S. Government Agencies and Instrumentalities
(identified cost $11,204,917)
    $ 12,262,174
    
U.S. Government Agency Mortgage-Backed Securities — 0.6%
    
Security Principal
Amount
(000's omitted)
Value
Federal National Mortgage Association:      
Pool #AN1879, 2.65%, 6/1/26 $      1,843 $  2,011,550
Pool #AN1909, 2.68%, 7/1/26   2,000   2,189,458
Total U.S. Government Agency Mortgage-Backed Securities
(identified cost $3,896,457)
  $  4,201,008
    
U.S. Treasury Obligations — 0.5%
    
Security Principal
Amount
(000's omitted)
Value
U.S. Treasury Bond, 1.625%, 11/15/50 $      3,666 $  3,645,093
Total U.S. Treasury Obligations
(identified cost $3,714,437)
    $  3,645,093
    
 
4

 

Calvert
Green Bond Fund
December 31, 2020
Schedule of Investments (Unaudited) — continued

Short-Term Investments — 2.4%      
Other — 2.3%
Description Units Value
Calvert Cash Reserves Fund, LLC, 0.12%(10)   17,690,304 $ 17,692,073
Total Other
(identified cost $17,692,073)
    $ 17,692,073
Securities Lending Collateral — 0.1%
Security Shares Value
State Street Navigator Securities Lending Government Money Market Portfolio, 0.08%(11)      333,185 $    333,185
Total Securities Lending Collateral
(identified cost $333,185)
    $    333,185
Total Short-Term Investments
(identified cost $18,025,258)
    $ 18,025,258
Total Investments — 98.7%
(identified cost $706,714,739)
    $752,993,104
Other Assets, Less Liabilities — 1.3%     $ 10,139,273
Net Assets — 100.0%     $763,132,377
    
The percentage shown for each investment category in the Schedule of Investments is based on net assets.  
* In U.S. dollars unless otherwise indicated.
(1) Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At December 31, 2020, the aggregate value of these securities is $265,614,917 or 34.8% of the Fund's net assets.
(2) Weighted average fixed-rate coupon that changes/updates monthly. Rate shown is the rate at December 31, 2020.
(3) Security exempt from registration under Regulation S of the Securities Act of 1933, as amended, which exempts from registration securities offered and sold outside the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933, as amended. At December 31, 2020, the aggregate value of these securities is $114,787,756 or 15.0% of the Fund's net assets.
(4) Security converts to variable rate after the indicated fixed-rate coupon period.
(5) All or a portion of this security was on loan at December 31, 2020. The aggregate market value of securities on loan at December 31, 2020 was $5,771,650 and the total market value of the collateral received by the Fund was $6,003,088, comprised of cash of $333,185 and U.S. government and/or agencies securities of $5,669,903.
(6) Variable rate security. The stated interest rate represents the rate in effect at December 31, 2020.
(7) Affiliated company.
(8) Restricted security. Total market value of restricted securities amounts to $1,638,766, which represents 0.2% of the net assets of the Fund as of December 31, 2020.
(9) Build America Bond. Represents taxable municipal obligation issued pursuant to the American Recovery and Reinvestment Act of 2009 or other legislation providing for the issuance of taxable municipal debt on which the issuer receives federal support.
(10) 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 December 31, 2020.
(11) Represents investment of cash collateral received in connection with securities lending.
    
Country Allocation (% of Total Investments)  
United States 73.9%
Canada 5.1
France 5.0
Netherlands 4.4
Other (less than 3.0% each) 11.6
Total 100.0%
 
Forward Foreign Currency Exchange Contracts
Currency Purchased Currency Sold Counterparty Settlement
Date
Unrealized
Appreciation
Unrealized
(Depreciation)
USD 1,578,314 AUD 2,144,812 State Street Bank and Trust Company 2/26/21 $ — $(76,017)
USD 13,897,714 CAD 18,097,356 State Street Bank and Trust Company 2/26/21  — (322,021)
USD 2,934,829 EUR 2,386,728 State Street Bank and Trust Company 2/26/21 15,568  —
USD 12,608,321 EUR 10,566,655 State Street Bank and Trust Company 2/26/21  — (315,993)
5

 

Calvert
Green Bond Fund
December 31, 2020
Schedule of Investments (Unaudited) — continued

Forward Foreign Currency Exchange Contracts — continued
Currency Purchased Currency Sold Counterparty Settlement
Date
Unrealized
Appreciation
Unrealized
(Depreciation)
USD 131,349,929 EUR 110,314,906 State Street Bank and Trust Company 2/26/21 $ — $(3,578,714)
USD 7,211,860 SEK 61,714,020 State Street Bank and Trust Company 2/26/21  — (293,328)
            $15,568 $(4,586,073)
Futures Contracts
Description Number of
Contracts
Position Expiration
Date
Notional
Amount
Value/
Unrealized
Appreciation
(Depreciation)
Interest Rate Futures          
U.S. 2-Year Treasury Note 35 Long 3/31/21 $7,734,180 $7,598
U.S. 5-Year Treasury Note 304 Long 3/31/21 38,353,875 2,493
U.S. Long Treasury Bond (110) Short 3/22/21 (19,050,625) 159,857
U.S. Ultra 10-Year Treasury Note (296) Short 3/22/21 (46,282,375) 114,336
U.S. Ultra-Long Treasury Bond (1) Short 3/22/21 (213,563) 2,959
          $287,243
Restricted Securities
Description Acquisition Date Cost
Calvert Impact Capital, Inc., Community Investment Notes, 1.50%, 12/15/23 12/14/20 $1,700,000
    
Abbreviations: 
LIBOR – London Interbank Offered Rate
    
Currency Abbreviations: 
AUD – Australian Dollar
CAD – Canadian Dollar
EUR – Euro
SEK – Swedish Krona
USD – United States Dollar
At December 31, 2020, the Fund had sufficient cash and/or securities to cover commitments under open derivative contracts.
In the normal course of pursuing its investment objective, the Fund is subject to the following risks:
Foreign Exchange Risk: During the fiscal year to date ended December 31, 2020, the Fund entered into forward foreign currency exchange contracts to seek to hedge against the decline in the value of currencies in which its portfolio holdings are denominated against the U.S. dollar.
Interest Rate Risk: During the fiscal year to date ended December 31, 2020, the Fund used futures contracts to hedge interest rate risk and to manage duration.
At December 31, 2020, the value of the Fund's investment in Calvert Impact Capital, Inc. (the Notes) and affiliated funds was $19,330,839, which represents 2.5% of the Fund's net assets. Transactions in the Notes and affiliated funds by the Fund for the fiscal year to date ended December 31, 2020 were as follows:
6

 

Calvert
Green Bond Fund
December 31, 2020
Schedule of Investments (Unaudited) — continued

Name 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%, 12/15/20(1) $1,189,991 $ — $ (1,196,055) $ — $  6,064 $ — $ 3,738 $ —
Calvert Impact Capital, Inc., Community Investment Notes, 1.50%, 12/15/23(1)  —  1,700,000   —  — (61,234)  1,638,766  1,133    1,700,000
Short-Term Investments                
Calvert Cash Reserves Fund, LLC 3,019,064 88,362,213 (73,689,204)  —  — 17,692,073  7,422 17,690,304
Totals       $ — $(55,170) $19,330,839 $12,293  
    
(1) Restricted security.
U.S. generally accepted accounting principles (U.S. GAAP) establishes a disclosure hierarchy that categorizes the inputs to valuation techniques used to value assets and liabilities at measurement date. These inputs are summarized in the three broad levels listed below:
Level 1 - quoted prices in active markets for identical securities
Level 2 - other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)
Level 3 - significant unobservable inputs (including the Fund's own assumptions in determining the fair value of investments)
The inputs or methodologies used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.
The following table summarizes the market value of the Fund's holdings as of December 31, 2020, based on the inputs used to value them:
Asset Description Level 1 Level 2 Level 3 Total
Asset-Backed Securities $$82,970,546 $$82,970,546
Commercial Mortgage-Backed Securities 71,348,817 71,348,817
Common Stocks 2,547,900 2,547,900
Corporate Bonds 442,280,879 442,280,879
High Social Impact Investments 1,638,766 1,638,766
Preferred Stocks 5,890,229 5,890,229
Sovereign Government Bonds 80,407,638 80,407,638
Taxable Municipal Obligations 27,774,796 27,774,796
U.S. Government Agencies and Instrumentalities 12,262,174 12,262,174
U.S. Government Agency Mortgage-Backed Securities 4,201,008 4,201,008
U.S. Treasury Obligations 3,645,093 3,645,093
Short-Term Investments:        
Other  — 17,692,073 17,692,073
Securities Lending Collateral 333,185 333,185
Total Investments $8,771,314 $744,221,790 $ — $752,993,104
Forward Foreign Currency Exchange Contracts $ — $15,568 $ — $15,568
Futures Contracts 287,243  —  — 287,243
Total $9,058,557 $744,237,358 $ — $753,295,915
Liability Description        
Forward Foreign Currency Exchange Contracts $ — $(4,586,073) $ — $(4,586,073)
Total $ — $(4,586,073) $ — $(4,586,073)
7

 

Calvert
Green Bond Fund
December 31, 2020
Schedule of Investments (Unaudited) — continued

For information on the Fund’s policy regarding the valuation of investments and other significant accounting policies, please refer to the Fund’s most recent financial statements included in its semiannual or annual report to shareholders.
8