0001752724-21-256209.txt : 20211124
0001752724-21-256209.hdr.sgml : 20211124
20211124120434
ACCESSION NUMBER: 0001752724-21-256209
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210930
FILED AS OF DATE: 20211124
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: 211443512
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
2021-09-30
N
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960295605.72
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
5463000.00000000
0.00000000
0.00000000
219788.50000000
CAD
EUR
USD
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2020-A
88167HAC0
1014000.00000000
PA
USD
1018470.93000000
0.106058064197
Long
ABS-O
CORP
US
N
2
2023-12-20
Fixed
0.68000000
N
N
N
N
N
N
MET LIFE GLOB FUNDING I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GEJ4
6694000.00000000
PA
USD
6617750.25000000
0.689136783567
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
30790000.00000000
PA
43188287.66000000
4.497395114873
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
898660.62000000
0.093581665337
Long
DBT
NUSS
XX
N
2
2028-09-26
Fixed
3.12500000
N
N
N
N
N
BROOKFIELD PROPERTY PART
5493004J5Z0TZW83NU62
Brookfield Property Partners LP
000000000
169100.00000000
NS
USD
4268084.00000000
0.444455225513
Long
EP
CORP
BM
N
1
N
N
State Street Bank and Trust Company
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PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
3382210.11000000
0.352205101205
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DFE
US
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State Street Bank and Trust Company
571474TGEMMWANRLN572
155534597.00000000
EUR
183739831.85000000
USD
2021-11-30
3382210.11000000
N
N
N
NORTHERN STATES PWR-MINN
3S1GHB0TEH85KX44SB51
Northern States Power Co/MN
665772CT4
2310000.00000000
PA
USD
2352415.43000000
0.244967842817
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.25000000
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
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NXP BV / NXP Funding LLC / NXP USA Inc
62954HAG3
5000000.00000000
PA
USD
5050206.60000000
0.525901250606
Long
DBT
CORP
XX
N
2
2031-05-11
Fixed
2.50000000
N
N
N
N
N
N
EWT Holdings III Corp.
5493007CXSSB57GCEB24
EWT Holdings III Corp. 2021 Term Loan
26928XAB7
3167062.50000000
PA
USD
3155186.02000000
0.328564038115
Long
LON
CORP
US
N
2
2028-04-01
Floating
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N
N
N
N
N
N
NEDER WATERSCHAPSBANK
JLP5FSPH9WPSHY3NIM24
Nederlandse Waterschapsbank NV
63983TBB0
6700000.00000000
PA
USD
7110569.77000000
0.740456347779
Long
DBT
NUSS
NL
N
2
2026-03-24
Fixed
2.37500000
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
79515.00000000
0.008280262819
Long
DBT
US
N
2
2025-04-15
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LECR0
1813899.24000000
PA
USD
1921229.11000000
0.200066427312
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
3373921.85000000
PA
USD
3529579.76000000
0.367551380947
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.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F84R1
3775700.15000000
PA
USD
3677308.42000000
0.382935046052
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Fixed
0.84500000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDK7
9000000.00000000
PA
USD
8878005.27000000
0.924507538836
Long
DBT
CORP
NL
N
2
2027-02-24
Fixed
1.10600000
N
N
N
N
N
Helios Issuer, LLC
N/A
Helios Issuer LLC
86746CAA9
7059971.79000000
PA
USD
7341041.97000000
0.764456478429
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
4313287.61000000
0.449162485416
Long
DBT
NUSS
XX
N
2
2027-11-22
Fixed
0.62500000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2019-1
61946CAA0
1027979.14000000
PA
USD
1120014.73000000
0.116632287321
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
755999.91000000
PA
USD
754777.61000000
0.078598465462
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
272073.05000000
0.028332218577
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.25000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111GB3
3000000.00000000
PA
USD
3141190.56000000
0.327106626468
Long
DBT
CORP
US
N
2
2061-06-15
Fixed
3.60000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769JD7
2200000.00000000
PA
USD
2253387.53000000
0.234655611936
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
932025.00000000
0.097056051745
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
1424534.39000000
PA
USD
1541043.07000000
0.160475905629
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
3000000.00000000
PA
USD
3087820.83000000
0.321548990915
Long
DBT
US
N
2
2030-10-01
Fixed
2.70000000
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AU9
2890000.00000000
PA
USD
3575635.25000000
0.372347351034
Long
DBT
CORP
US
N
2
2049-07-15
Fixed
4.25000000
N
N
N
N
N
N
CALVERT CASH RESERVES FUND
N/A
CALVERT CASH RESERVES FUND CALVERT CASH RESERVES FUND
000000000
35215129.96000000
NS
USD
35218651.47000000
3.667480227986
Long
EC
RF
US
N
2
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
45905U6L3
4150000.00000000
PA
USD
4544914.75000000
0.473282885283
Long
DBT
NUSS
XX
N
2
2025-11-20
Fixed
3.12500000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAD0
2861000.00000000
PA
USD
3107571.65000000
0.323605734681
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
10078212.94000000
1.049490685989
Long
DBT
CORP
CA
Y
2
2024-05-02
Fixed
0.25000000
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2019-2
61945LAB9
3603728.60000000
PA
USD
3738474.17000000
0.389304517039
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
1821000.00000000
PA
USD
1824793.73000000
0.190024167467
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
2535109.08000000
0.263992573213
Long
DBT
CORP
US
N
2
2022-07-30
Fixed
2.37500000
N
N
N
N
N
N
State Street Global Advisors
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
857492706
12633848.75000000
NS
USD
12633848.75000000
1.315620802047
Long
STIV
RF
US
N
1
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
29321.02000000
0.003053332726
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
3609626.00000000
AUD
2639490.28000000
USD
2021-11-30
29321.02000000
N
N
N
INT DEVELOPMENT FIN CORP
254900QI8QTIK0FY6E92
United States International Development Finance Corp
690353G50
649911.69000000
PA
USD
709391.84000000
0.073872236400
Long
DBT
USGA
US
N
2
2029-09-15
Fixed
3.22000000
N
N
N
N
N
N
Helios Issuer, LLC
N/A
SUNNOVA HELIOS II ISSUER LLC 2019-A
86745LAC6
1299857.95000000
PA
USD
1360446.80000000
0.141669585062
Long
ABS-O
CORP
US
N
2
2046-06-20
Fixed
5.32000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2021-A
88161FAG1
3500000.00000000
PA
USD
3507005.95000000
0.365200666243
Long
ABS-O
CORP
US
N
2
2025-03-20
Fixed
1.34000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2021-1
61947DAB5
1234900.45000000
PA
USD
1238758.53000000
0.128997625587
Long
ABS-O
CORP
US
N
2
2046-12-20
Fixed
2.05000000
N
N
N
N
N
N
KOMMUNINVEST I SVERIGE
EV2XZWMLLXF2QRX0CD47
Kommuninvest I Sverige AB
50046PBR5
4785000.00000000
PA
USD
4766148.58000000
0.496320981957
Long
DBT
NUSS
SE
N
2
2024-06-19
Fixed
0.37500000
N
N
N
N
N
N
KONINKLIJKE PHILIPS NV
H1FJE8H61JGM1JSGM897
Koninklijke Philips NV
000000000
11650000.00000000
PA
13813792.94000000
1.438493819790
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
5792822.97000000
0.603233310190
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
2.60000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B75M9
7842000.00000000
PA
USD
8307753.63000000
0.865124611683
Long
ABS-MBS
USGSE
US
N
2
2029-10-25
Fixed
2.44400000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT DEC21
000000000
-71.00000000
NC
USD
345988.68000000
0.036029393234
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CME Ultra Long Term US Treasury Bond Future
WNZ1 Comdty
2021-12-21
-13911426.18000000
USD
345988.68000000
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
000000000
8000000.00000000
PA
8846253.38000000
0.921201068432
Long
DBT
NUSS
FR
Y
2
2044-06-25
Fixed
0.50000000
N
N
N
N
N
N
NextEra Energy Partners LP
5493008F4ZOQFNG3WN54
NextEra Energy Partners LP
65341B106
29393.00000000
NS
USD
2215056.48000000
0.230664023328
Long
EC
CORP
US
N
1
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAM0
3163000.00000000
PA
USD
3146506.69000000
0.327660219546
Long
DBT
CORP
NL
N
2
2026-07-12
Fixed
1.37500000
N
N
N
N
N
N
DIGITAL EURO FINCO
635400OUEAPTXSW3SC91
Digital Euro Finco LLC
000000000
8700000.00000000
PA
11010521.64000000
1.146576280721
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
2575689.25000000
0.268218373036
Long
DBT
NUSS
CA
N
2
2023-01-27
Fixed
1.95000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCG8
18302000.00000000
PA
USD
18074419.02000000
1.882172417778
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.45000000
N
N
N
N
N
N
HAT HOLDINGS I LLC/HAT
N/A
HAT Holdings I LLC / HAT Holdings II LLC
418751AE3
12396000.00000000
PA
USD
12597435.00000000
1.311828870710
Long
DBT
US
N
2
2026-06-15
Fixed
3.37500000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2019-2
61945LAC7
741588.13000000
PA
USD
743245.36000000
0.077397559207
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
1144169.43000000
0.119147627374
Long
DBT
CORP
JP
N
2
2023-09-13
Fixed
2.52700000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) DEC21
000000000
13.00000000
NC
USD
-1646.69000000
-0.00017147740
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year US Treasury Note Future
TUZ1 Comdty
2021-12-31
2862357.63000000
USD
-1646.69000000
N
N
N
Solarcity LMC Series LLC
549300EE9TJJ2SFMZ938
SolarCity LMC Series III LLC
83417FAA7
3142477.92000000
PA
USD
3197973.77000000
0.333019723400
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
4490000.00000000
PA
USD
5044523.62000000
0.525309455750
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
1629273.78000000
0.169663775434
Long
DBT
NUSS
XX
N
2
2026-04-07
Fixed
2.12500000
N
N
N
N
N
N
Vivint Solar Financing LLC
N/A
Vivint Solar Financing VII LLC
92855HAA3
5174510.46000000
PA
USD
5131837.82000000
0.534401885152
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
11882000.00000000
PA
USD
13277941.20000000
1.382693112507
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.95000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2019-A
88165GAD2
1570000.00000000
PA
USD
1594694.84000000
0.166062911305
Long
ABS-O
CORP
US
N
2
2022-11-21
Fixed
2.20000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136AY2C6
3668711.14000000
PA
USD
3984684.02000000
0.414943481597
Long
ABS-MBS
USGSE
US
N
2
2027-09-25
Variable
3.02300000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHW2
23441000.00000000
PA
USD
24492221.49000000
2.550487719001
Long
DBT
CORP
US
N
2
2025-10-22
Fixed
2.45600000
N
N
N
N
N
N
INT DEVELOPMENT FIN CORP
254900QI8QTIK0FY6E92
United States International Development Finance Corp
6903534C8
2984928.57000000
PA
USD
3345438.09000000
0.348375861565
Long
DBT
USGA
US
N
2
2032-09-20
Fixed
3.52000000
N
N
N
N
N
N
BROOKFIELD BRP HOLDINGS
549300NSPD7QJ50GZW26
Brookfield BRP Holdings Canada Inc
11259P109
353000.00000000
NS
USD
9100340.00000000
0.947660277293
Long
EP
CORP
CA
N
1
N
N
Kommunalbanken AS
I7ETN0QQO2AHZZGHJ389
Kommunalbanken AS
50048MBX7
3000000.00000000
PA
USD
3140835.00000000
0.327069600370
Long
DBT
NUSS
NO
N
2
2025-02-11
Fixed
2.12500000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B3XY1
3974000.00000000
PA
USD
4505312.67000000
0.469158938473
Long
ABS-MBS
USGSE
US
N
2
2028-09-25
Variable
3.67300000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank
000000000
1300000.00000000
PA
1049058.76000000
0.109243315678
Long
DBT
NUSS
XX
N
2
2028-02-03
Fixed
3.30000000
N
N
N
N
N
N
Avangrid Inc
549300OX0Q38NLSKPB49
Avangrid Inc
05351WAB9
8600000.00000000
PA
USD
9582561.52000000
0.997876223000
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
6950000.00000000
PA
USD
6754779.78000000
0.703406299035
Long
DBT
CORP
IE
N
2
2030-09-15
Fixed
1.75000000
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBR1
4764000.00000000
PA
USD
4465082.92000000
0.464969629497
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
3423864.60000000
0.356542774912
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
1282955.21000000
0.133600029236
Long
DBT
NUSS
NL
N
2
2021-11-15
Fixed
2.12500000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT DEC21
000000000
-654.00000000
NC
USD
1415159.22000000
0.147367041103
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Ultra 10-Year US Treasury Note Futures
UXYZ1 Comdty
2021-12-21
-96408659.22000000
USD
1415159.22000000
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2021-1
61947DAA7
2572709.27000000
PA
USD
2555606.67000000
0.266127081575
Long
ABS-O
CORP
US
N
2
2046-12-20
Fixed
1.51000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) DEC21
000000000
-143.00000000
NC
USD
452193.46000000
0.047088985652
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT US Long Bond Future
USZ1 Comdty
2021-12-21
-23220474.71000000
USD
452193.46000000
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
000000000
6100000.00000000
PA
7417690.78000000
0.772438271696
Long
DBT
CORP
NL
Y
2
2026-09-16
Fixed
1.12500000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785JN7
5960000.00000000
PA
USD
6004067.76000000
0.625231202166
Long
DBT
NUSS
XX
N
2
2031-05-13
Fixed
1.62500000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159QD1
6600000.00000000
PA
USD
6779005.86000000
0.705929072217
Long
DBT
CORP
CA
N
2
2023-01-18
Fixed
2.37500000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2020-1
61946NAA6
1556706.43000000
PA
USD
1580465.51000000
0.164581145699
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
2025762.40000000
0.210951959785
Long
ABS-O
CORP
US
N
2
2024-02-20
Fixed
1.68000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart Inc
931142ET6
5000000.00000000
PA
USD
4959683.30000000
0.516474642855
Long
DBT
CORP
US
N
2
2031-09-22
Fixed
1.80000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B1XJ8
3470900.37000000
PA
USD
3797065.04000000
0.395405853924
Long
ABS-MBS
USGSE
US
N
2
2028-03-25
Variable
3.16100000
N
N
N
N
N
N
COMMONWEALTH BANK AUST
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
000000000
2020000.00000000
PA
1482739.97000000
0.154404535558
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
5312899.50000000
0.553256671003
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
2380333.95000000
0.247875126765
Long
DBT
MUN
US
N
2
2114-10-01
Fixed
4.81400000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AY1
9903000.00000000
PA
USD
10379944.72000000
1.080911404589
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
2.20000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2019-A
88165GAB6
370297.54000000
PA
USD
371178.00000000
0.038652473029
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
509220.00000000
0.053027421657
Long
DBT
MUN
US
N
2
2031-09-01
Fixed
2.18400000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FVED0
1360000.00000000
PA
USD
1327656.21000000
0.138254950047
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Variable
1.29700000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B3DE7
3780000.00000000
PA
USD
4386162.69000000
0.456751302814
Long
ABS-MBS
USGSE
US
N
2
2030-09-25
Variable
3.81800000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2Q6
3000000.00000000
PA
USD
2988009.93000000
0.311155222642
Long
DBT
CORP
FR
N
2
2027-06-30
Fixed
1.67500000
N
N
N
N
N
N
CALVERT IMPACT CAPITAL NOTE
N/A
CALVERT IMPACT CAPITAL NOTE
936VVUII3
1700000.00000000
PA
USD
1670811.00000000
0.173989237277
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LEDP3
1994312.28000000
PA
USD
2116495.72000000
0.220400437885
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
3329747.81000000
0.346741960513
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
4038341.48000000
0.420531079799
Long
DBT
CORP
DE
N
2
2022-09-29
Fixed
2.00000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loans 2017-2 LLC
61946GAC7
920551.89000000
PA
USD
918531.83000000
0.095650945867
Long
ABS-O
CORP
US
N
2
2043-06-22
Fixed
2.00000000
N
N
N
N
N
N
Narragansett Bay Commission
N/A
NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE
631060CU2
1445000.00000000
PA
USD
1473033.00000000
0.153393704107
Long
DBT
MUN
US
N
2
2033-09-01
Fixed
2.34400000
N
N
N
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
29874QAY0
2635000.00000000
PA
USD
2716186.09000000
0.282848955448
Long
DBT
NUSS
XX
N
2
2024-09-27
Fixed
1.62500000
N
N
N
N
N
N
Mosaic Solar Loans LLC
549300ZLA8SW2SVJMN33
Mosaic Solar Loans 2017-1 LLC
61946EAA6
533262.65000000
PA
USD
568300.62000000
0.059179758463
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
6300000.00000000
PA
7667862.97000000
0.798489852950
Long
DBT
NL
Y
2
2030-03-15
Fixed
1.50000000
N
N
N
N
N
N
INT DEVELOPMENT FIN CORP
254900QI8QTIK0FY6E92
United States International Development Finance Corp
6903536P7
2663209.34000000
PA
USD
2813065.49000000
0.292937453138
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
1212413.87000000
0.126254234922
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
11449211.60000000
1.192259084786
Long
DBT
MUN
US
N
2
2039-11-01
Fixed
3.30300000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
7500000.00000000
PA
8716945.04000000
0.907735596005
Long
DBT
CORP
FR
Y
2
2027-10-14
Fixed
0.37500000
N
N
N
N
N
N
LIBERTY UTILITIES FIN
N/A
Liberty Utilities Finance GP 1
531546AB5
12994000.00000000
PA
USD
12587523.12000000
1.310796701038
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
8800000.00000000
PA
USD
8823623.34000000
0.918844498240
Long
DBT
CORP
US
N
2
2024-09-16
Fixed
0.65300000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank
000000000
3400000.00000000
PA
4356174.29000000
0.453628472738
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
6592000.00000000
PA
USD
6669653.76000000
0.694541734885
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
3243000.00000000
PA
USD
3425224.69000000
0.356684407342
Long
DBT
CORP
AU
N
2
2023-06-20
Fixed
3.62500000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
Asian Development Bank
045167CY7
750000.00000000
PA
USD
787689.71000000
0.082025753872
Long
DBT
NUSS
XX
N
2
2025-03-19
Fixed
2.12500000
N
N
N
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RBB9
4950000.00000000
PA
USD
5365462.95000000
0.558730344910
Long
DBT
US
N
2
2029-06-21
Fixed
3.40000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFL3
9234000.00000000
PA
USD
8745149.64000000
0.910672670780
Long
DBT
CORP
US
N
2
2030-09-18
Fixed
1.50000000
N
N
N
N
N
N
Sunrun Demeter Issuer LLC
N/A
Sunrun Demeter Issuer 2021-2
86772HAA5
3900000.00000000
PA
USD
3907059.00000000
0.406860031091
Long
ABS-O
CORP
US
N
2
2057-01-30
Fixed
2.27000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FPHR9
4050000.00000000
PA
USD
4291717.77000000
0.446916318728
Long
ABS-MBS
USGSE
US
N
2
2029-08-25
Fixed
2.41200000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAB8
8214000.00000000
PA
USD
8846354.79000000
0.921211628722
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
174996.00000000
0.018223138683
Long
DBT
MUN
US
N
2
2040-08-01
Fixed
5.19200000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
Asian Development Bank
045167EB5
1500000.00000000
PA
USD
1522698.42000000
0.158565592816
Long
DBT
NUSS
XX
N
2
2022-08-10
Fixed
1.87500000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B6XJ7
7172000.00000000
PA
USD
7658105.25000000
0.797473736668
Long
ABS-MBS
USGSE
US
N
2
2029-08-25
Fixed
2.52200000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loans 2017-2 LLC
61946GAA1
59150.67000000
PA
USD
62644.20000000
0.006523428788
Long
ABS-O
CORP
US
N
2
2043-06-22
Fixed
3.82000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2020-1
61946NAB4
1789357.06000000
PA
USD
1868941.76000000
0.194621504968
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 SEK
000000000
1.00000000
NC
90852.25000000
0.009460862827
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
61714020.00000000
SEK
7143102.27000000
USD
2021-11-30
90852.25000000
N
N
N
Solarcity LMC Series LLC
549300HK0005YP7HO349
Solarcity LMC Series II LLC
83417EAA0
3772083.61000000
PA
USD
3779516.88000000
0.393578483280
Long
ABS-O
CORP
US
N
2
2044-04-20
Fixed
4.59000000
N
N
N
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RBF0
8333000.00000000
PA
USD
8116063.76000000
0.845163063504
Long
DBT
US
N
2
2033-10-01
Fixed
2.45000000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAC9
4300000.00000000
PA
USD
4557355.00000000
0.474578345756
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.75000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
8900000.00000000
PA
10041272.01000000
1.045643856973
Long
DBT
NUSS
IT
Y
2
2045-04-30
Fixed
1.50000000
N
N
N
N
N
N
Helios Issuer, LLC
N/A
SUNNOVA HELIOS II ISSUER LLC 2021-A
86746EAA5
2865620.92000000
PA
USD
2866724.47000000
0.298525209625
Long
ABS-O
CORP
US
N
2
2048-02-20
Fixed
1.80000000
N
N
N
N
N
N
KUNTARAHOITUS OYJ
529900HEKOENJHPNN480
Kuntarahoitus Oyj
000000000
3750000.00000000
PA
4374948.60000000
0.455583528024
Long
DBT
NUSS
FI
Y
2
2029-09-06
Fixed
0.05000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MCC2
3000000.00000000
PA
USD
2991164.31000000
0.311483702745
Long
DBT
CORP
JP
N
2
2024-01-12
Fixed
0.50800000
N
N
N
N
N
N
COCA-COLA FEMSA SAB CV
5493008KEVFYPMGTXO33
Coca-Cola Femsa SAB de CV
191241AJ7
3470000.00000000
PA
USD
3289993.75000000
0.342602187326
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
2095505.72000000
PA
USD
2243734.25000000
0.233650371472
Long
ABS-O
CORP
US
N
2
2054-06-30
Fixed
3.98000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AW9
6900000.00000000
PA
USD
6694739.84000000
0.697154063823
Long
DBT
US
N
2
2032-05-18
Fixed
2.00000000
N
N
N
N
N
N
INT DEVELOPMENT FIN CORP
254900QI8QTIK0FY6E92
United States International Development Finance Corp
690353C70
166829.71000000
PA
USD
185704.08000000
0.019338220324
Long
DBT
USGA
US
N
2
2033-06-01
Fixed
3.16000000
N
N
N
N
N
N
INT DEVELOPMENT FIN CORP
254900QI8QTIK0FY6E92
United States International Development Finance Corp
90376PAD3
4110807.45000000
PA
USD
4241834.83000000
0.441721778662
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
7622385.12000000
0.793754035173
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
1017265.86000000
0.105932574713
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
517006.98000000
0.053838315714
Long
DBT
NUSS
NL
N
2
2022-12-05
Fixed
3.12500000
N
N
N
N
N
N
Solarcity LMC Series LLC
549300EE9TJJ2SFMZ938
SolarCity LMC Series III LLC
83417FAB5
160700.45000000
PA
USD
160467.16000000
0.016710183723
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
1500000.00000000
PA
USD
2050375.47000000
0.213515032015
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
3300000.00000000
PA
USD
3125948.86000000
0.325519438116
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
1.50000000
N
N
N
N
N
N
VORNADO REALTY LP
549300BMOJ05INE4YK86
Vornado Realty LP
929043AK3
4500000.00000000
PA
USD
4573320.30000000
0.476240885906
Long
DBT
US
N
2
2026-06-01
Fixed
2.15000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2020-2
61946PAB9
2218839.34000000
PA
USD
2212114.70000000
0.230357682241
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
6200000.00000000
PA
USD
6563026.74000000
0.683438172673
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
4077623.16000000
0.424621661883
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
1734617.24000000
0.180633674638
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
6740000.00000000
PA
USD
6690480.61000000
0.696710530606
Long
DBT
CORP
CA
N
2
2025-10-23
Fixed
0.95000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) DEC21
000000000
197.00000000
NC
USD
-124307.48000000
-0.01294470986
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year US Treasury Note
FVZ1 Comdty
2021-12-31
24304518.52000000
USD
-124307.48000000
N
N
N
Avangrid Inc
549300OX0Q38NLSKPB49
Avangrid Inc
05351WAA1
3953000.00000000
PA
USD
4215582.57000000
0.438988010034
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.15000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBS4
8700000.00000000
PA
USD
8765502.47000000
0.912792104617
Long
DBT
US
N
2
2031-05-15
Fixed
2.50000000
N
N
N
N
N
N
Helios Issuer VI, LLC
N/A
Helios Issuer LLC
86744TAB2
3753520.07000000
PA
USD
3719687.34000000
0.387348157988
Long
ABS-O
CORP
US
N
2
2048-07-20
Fixed
2.01000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
53058.86000000
0.005525263229
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
17471087.00000000
CAD
13845570.39000000
USD
2021-11-30
53058.86000000
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
74432QCH6
4394000.00000000
PA
USD
4462217.51000000
0.464671241169
Long
DBT
CORP
US
N
2
2026-03-10
Fixed
1.50000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
118623.76000000
0.012352837948
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
4380297.53000000
EUR
5198008.41000000
USD
2021-11-30
118623.76000000
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
68323AER1
5000000.00000000
PA
4159166.27000000
0.433113121129
Long
DBT
NUSS
CA
N
2
2025-02-05
Fixed
2.65000000
N
N
N
N
N
N
WELLTOWER INC
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040QAK0
6300000.00000000
PA
USD
6659216.55000000
0.693454860184
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
10503000.00000000
PA
USD
11226929.78000000
1.169111856091
Long
DBT
NUSS
XX
N
2
2027-05-24
Fixed
2.37500000
N
N
N
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK Hynix Inc
78392BAC1
8000000.00000000
PA
USD
7771644.48000000
0.809297099112
Long
DBT
CORP
KR
N
2
2031-01-19
Fixed
2.37500000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)DEC21
000000000
160.00000000
NC
USD
-225548.96000000
-0.02348745101
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year US Treasury Note
TYZ1 Comdty
2021-12-21
21283048.96000000
USD
-225548.96000000
N
N
N
KAISER FOUNDATION HOSPIT
DW4Z57L3G4IRMHYZYK62
Kaiser Foundation Hospitals
48305QAC7
1208000.00000000
PA
USD
1313185.09000000
0.136748005736
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.15000000
N
N
N
N
N
N
BROOKFIELD RENEWABLE PAR
549300459XW8D7IBW569
Brookfield Renewable Partners ULC
11282ZAQ1
4000000.00000000
PA
2950228.96000000
0.307220916395
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
17294000.00000000
PA
USD
18115465.00000000
1.886446724539
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448EP9
6700000.00000000
PA
USD
6834806.35000000
0.711739833993
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
2.87500000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769JG0
3034000.00000000
PA
USD
2843810.31000000
0.296139052710
Long
DBT
CORP
DE
N
2
2030-09-30
Fixed
0.75000000
N
N
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
29874QEE0
3045000.00000000
PA
USD
3129069.04000000
0.325844356816
Long
DBT
NUSS
XX
N
2
2025-02-13
Fixed
1.50000000
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust 2021-OVA
78449RAA3
7179000.00000000
PA
USD
7437999.65000000
0.774553127776
Long
ABS-MBS
CORP
US
N
2
2041-07-15
Fixed
2.58500000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2018-1
61946FAA3
715360.31000000
PA
USD
768511.44000000
0.080028632373
Long
ABS-O
CORP
US
N
2
2043-06-22
Fixed
4.01000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGL2
3000000.00000000
PA
USD
2932714.59000000
0.305397064459
Long
DBT
CORP
US
N
2
2041-09-03
Fixed
2.85000000
N
N
N
N
N
N
KINGDOM OF SWEDEN
ERE94C0BSULG2RM19605
Sweden Government International Bond
000000000
61500000.00000000
PA
6906983.06000000
0.719255926910
Long
DBT
NUSS
SE
N
2
2030-09-09
Fixed
0.12500000
N
N
N
N
N
N
Sunnova Sol Issuer,LLC
N/A
Sunnova Sol II Issuer LLC
86745PAB9
7619640.63000000
PA
USD
7905773.37000000
0.823264557591
Long
ABS-O
CORP
US
N
2
2055-11-01
Fixed
5.47000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B9WE3
4250000.00000000
PA
USD
4194819.28000000
0.436825833109
Long
ABS-MBS
USGSE
US
N
2
2029-10-25
Fixed
1.43500000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
000000000
22438000.00000000
PA
26379240.20000000
2.746991659950
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
0.50000000
N
N
N
N
N
Sunrun Callisto Issuer LLC
N/A
Sunrun Atlas Issuer 2019-2 LLC
86772FAA9
1939464.50000000
PA
USD
2065763.20000000
0.215117427143
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
631507.20000000
0.065761750469
Long
DBT
MUN
US
N
2
2030-09-01
Fixed
2.09400000
N
N
N
N
N
N
NIAGARA MOHAWK POWER
3T97Y9RR5EN5Y18QHB56
Niagara Mohawk Power Corp
65364UAN6
3782000.00000000
PA
USD
3677407.47000000
0.382945360584
Long
DBT
CORP
US
N
2
2030-06-27
Fixed
1.96000000
N
N
N
N
N
N
Solarcity LMC Series LLC
54930080F5ME65CO1C91
SolarCity LMC Series I LLC
83417BAA6
139394.66000000
PA
USD
145701.21000000
0.015172537407
Long
ABS-O
CORP
US
N
2
2038-11-20
Fixed
4.80000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2018-1
61946FAB1
2369002.52000000
PA
USD
2342062.22000000
0.243889715421
Long
ABS-O
CORP
US
N
2
2043-06-22
Fixed
2.00000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBW9
8879000.00000000
PA
USD
8890179.37000000
0.925775283886
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
1.90000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
45685NAA4
2675000.00000000
PA
USD
3036954.68000000
0.316252064667
Long
DBT
CORP
NL
N
2
2026-01-06
Fixed
4.62500000
N
N
N
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AV7
1600000.00000000
PA
USD
1679165.28000000
0.174859206894
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.15000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank
29878TDB7
10000000.00000000
PA
USD
10785738.80000000
1.123168609306
Long
DBT
NUSS
XX
N
2
2025-06-13
Fixed
2.87500000
N
N
N
N
N
N
NETHERLANDS GOVERNMENT
254900G14ALGVKORFN62
Netherlands Government Bond
000000000
6400000.00000000
PA
7817116.01000000
0.814032258758
Long
DBT
NUSS
NL
Y
2
2040-01-15
Fixed
0.50000000
N
N
N
N
N
N
GoodLeap Sustainable Home Improvement Loan Trust
N/A
GoodLeap Sustainable Home Solutions Trust 2021-4
38237GAA7
2000000.00000000
PA
USD
1988804.60000000
0.207103374018
Long
ABS-O
CORP
US
N
2
2048-07-20
Fixed
1.93000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DN5
1500000.00000000
PA
USD
1489995.00000000
0.155160035214
Long
DBT
NUSS
CL
N
2
2032-01-27
Fixed
2.55000000
N
N
N
N
N
N
NEDER WATERSCHAPSBANK
JLP5FSPH9WPSHY3NIM24
Nederlandse Waterschapsbank NV
63983TBU8
2400000.00000000
PA
USD
2283480.00000000
0.237789279300
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
2500000.00000000
PA
USD
2666857.55000000
0.277712147604
Long
DBT
US
N
2
2024-06-15
Fixed
3.75000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loans LLC
61946RAA7
2692720.48000000
PA
USD
2672664.56000000
0.278316858275
Long
ABS-O
CORP
US
N
2
2047-04-22
Fixed
1.64000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FX6
4083000.00000000
PA
USD
4472494.56000000
0.465741437673
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
799810.18000000
0.083287914183
Long
DBT
NUSS
XX
N
2
2027-08-10
Fixed
2.37500000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2019-A
88165GAH3
1545000.00000000
PA
USD
1608693.55000000
0.167520661389
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
5087411.97000000
0.529775616976
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
452743.00000000
0.047146211781
Long
DBT
MUN
US
N
2
2032-09-01
Fixed
2.26400000
N
N
N
N
N
N
DBS Group Holdings Ltd
5493007FKT78NKPM5V55
DBS Group Holdings Ltd
24023KAC2
3640000.00000000
PA
USD
3655806.92000000
0.380695995922
Long
DBT
CORP
SG
N
2
2022-07-25
Floating
0.74500000
N
N
N
N
N
N
Helios Issuer, LLC
N/A
SUNNOVA HELIOS II ISSUER LLC 2021-A
86746EAB3
5293246.43000000
PA
USD
5269122.46000000
0.548697966398
Long
ABS-O
CORP
US
N
2
2048-02-20
Fixed
3.15000000
N
N
N
N
N
N
TES LLC
N/A
TES 2017-1 LLC
88159DAA3
2489851.88000000
PA
USD
2644125.34000000
0.275344937980
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
4196964.00000000
0.437049172671
Long
DBT
NUSS
XX
N
2
2025-03-03
Fixed
2.12500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MR9
8575000.00000000
PA
USD
8744479.56000000
0.910602892267
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
1.67800000
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
929104.55000000
0.096751931849
Long
DBT
MUN
US
N
2
2044-06-15
Fixed
5.88200000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAE5
5463000.00000000
PA
USD
5469828.75000000
0.569598435879
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.75000000
N
N
N
N
N
N
NSTAR Electric Co
54930080R72Y2Z31UR68
NSTAR Electric Co
67021CAN7
4000000.00000000
PA
USD
4376866.68000000
0.455783266520
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.25000000
N
N
N
N
N
N
SUNRUN VULCAN ISSUER LLC
N/A
Sunrun Vulcan Issuer 2021-1 LLC
86773QAA4
5367222.18000000
PA
USD
5371381.78000000
0.559346699912
Long
ABS-O
CORP
US
N
2
2052-01-30
Fixed
2.46000000
N
N
N
N
N
N
TERRAFORM GLOBAL OPERATI
549300LC7QMVR79H5O86
Terraform Global Operating LLC
88104UAC7
1595000.00000000
PA
USD
1646327.10000000
0.171439616113
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.12500000
N
N
N
N
N
N
PATTERN ENERGY OP LP/PAT
N/A
Pattern Energy Operations LP / Pattern Energy Operations Inc
70339PAA7
9916000.00000000
PA
USD
10349825.00000000
1.077774899557
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
9121597.60000000
0.949873928993
Long
DBT
MUN
US
N
2
2046-06-01
Fixed
3.27700000
N
N
N
N
N
N
Sunnova Sol Issuer,LLC
N/A
Sunnova Sol Issuer LLC
86745NAA6
2887295.27000000
PA
USD
3004262.49000000
0.312847676497
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
2159240.00000000
0.224851596439
Long
EP
CORP
BM
N
1
N
N
N
CONSERVATION FUND
N/A
Conservation Fund A Nonprofit Corp/The
20848FAA8
2345000.00000000
PA
USD
2477803.99000000
0.258025130516
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.47400000
N
N
N
N
N
N
PROLOGIS EURO FINANCE
549300MI5D1784PRQH06
Prologis Euro Finance LLC
000000000
6700000.00000000
PA
7815682.32000000
0.813882962021
Long
DBT
US
N
2
2028-02-06
Fixed
0.37500000
N
N
N
N
N
N
2021-10-19
CALVERT IMPACT FUND INC
James Kirchner
James Kirchner
Treasurer