0001752724-23-247702.txt : 20231114
0001752724-23-247702.hdr.sgml : 20231114
20231114141857
ACCESSION NUMBER: 0001752724-23-247702
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230930
FILED AS OF DATE: 20231114
DATE AS OF CHANGE: 20231114
PERIOD START: 20230930
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: 231404374
BUSINESS ADDRESS:
STREET 1: 1825 CONNECTICUT AVENUE NW
STREET 2: SUITE 400
CITY: WASHINGTON
STATE: DC
ZIP: 20009
BUSINESS PHONE: 8002256265
MAIL ADDRESS:
STREET 1: 1825 CONNECTICUT AVENUE NW
STREET 2: SUITE 400
CITY: WASHINGTON
STATE: DC
ZIP: 20009
0001121624
S000042600
Calvert Green Bond Fund
C000131729
Class A
CGAFX
C000131731
Class I
CGBIX
C000211124
Calvert Green Bond Fund Class R6
CBGRX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001121624
XXXXXXXX
S000042600
C000131729
C000131731
C000211124
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
2023-09-30
2023-09-30
N
757041225.47
34919487.25
722121738.22
0.00000000
0.00000000
8190000.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
19192592.51000000
0.00000000
0.00000000
26852490.18000000
EUR
USD
UST
BofA Ice Green Bond
MLGRNUUSD
MET LIFE GLOB FUNDING I
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Metropolitan Life Global Funding I
59217GEJ4
5720000.00000000
PA
USD
5263927.75000000
0.728952955075
Long
DBT
CORP
US
N
2
2025-07-02
Fixed
0.95000000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
Asian Development Bank
045167EJ8
800000.00000000
PA
USD
743403.24000000
0.102947079509
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
2282850.00000000
0.316130906905
Long
EP
CORP
BM
N
1
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290CB7
2461000.00000000
PA
USD
2564989.56000000
0.355201820446
Long
DBT
CORP
MX
N
2
2028-03-14
Fixed
9.12500000
N
N
N
N
N
N
Loanpal Solar Loan 2020-3 Ltd
N/A
Loanpal Solar Loan Ltd
53948NAA1
1394767.28000000
PA
USD
1053933.30000000
0.145949532359
Long
ABS-O
CORP
US
N
2
2047-12-20
Fixed
2.47000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769JQ8
5023000.00000000
PA
USD
4488537.38000000
0.621576272037
Long
DBT
CORP
DE
N
2
2026-10-01
Fixed
1.00000000
N
N
N
N
N
N
NEDER WATERSCHAPSBANK
JLP5FSPH9WPSHY3NIM24
Nederlandse Waterschapsbank NV
63983TBB0
10866000.00000000
PA
USD
10182279.66000000
1.410050289456
Long
DBT
NUSS
NL
N
2
2026-03-24
Fixed
2.37500000
N
N
N
N
N
N
HAT HOLDINGS I LLC/HAT
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HAT Holdings I LLC / HAT Holdings II LLC
418751AB9
76000.00000000
PA
USD
74034.53000000
0.010252361351
Long
DBT
US
N
2
2025-04-15
Fixed
6.00000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2019-2
61945LAA1
2470014.93000000
PA
USD
2110065.34000000
0.292203548005
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
3706960.31000000
PA
USD
3126749.11000000
0.432994735445
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Fixed
0.84500000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BL8
920000.00000000
PA
USD
894566.60000000
0.123880303368
Long
DBT
CORP
US
N
2
2027-01-26
Fixed
4.75800000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDK7
7021000.00000000
PA
USD
6238306.15000000
0.863885660799
Long
DBT
CORP
NL
N
2
2027-02-24
Fixed
1.10600000
N
N
N
N
N
N
Helios Issuer, LLC
N/A
Sunnova Helios IV Issuer LLC
86746CAA9
5975935.10000000
PA
USD
5324982.47000000
0.737407861882
Long
ABS-O
CORP
US
N
2
2047-06-20
Fixed
2.98000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2019-1
61946CAA0
695096.57000000
PA
USD
629458.11000000
0.087167866120
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
656420.45000000
PA
USD
626480.59000000
0.086755536752
Long
ABS-O
CORP
US
N
2
2045-07-20
Fixed
5.38000000
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
1947457.83000000
0.269685529035
Long
DBT
CORP
US
N
2
2061-06-15
Fixed
3.60000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT DEC23
000000000
-402.00000000
NC
USD
1246455.81000000
0.172610204627
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Ultra 10-Year U.S. Treasury Notes Futures
UXYZ3 Comdty
2023-12-19
-46094580.81000000
USD
1246455.81000000
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769JD7
9697000.00000000
PA
USD
8246866.01000000
1.142032648169
Long
DBT
CORP
DE
N
2
2029-09-14
Fixed
1.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QSSX0
7564329.52000000
PA
USD
7321554.26000000
1.013894731662
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
5.50000000
N
N
N
N
N
N
VIVINT SOLAR FINANCING LLC
N/A
Vivint Solar Financing V LLC
92854VAA3
1345247.36000000
PA
USD
1208774.03000000
0.167392001379
Long
ABS-O
CORP
US
N
2
2048-04-30
Fixed
4.73000000
N
N
N
N
N
N
KIMCO REALTY OP LLC
549300EA7I6T15IBYS12
Kimco Realty OP LLC
49446RAW9
3000000.00000000
PA
USD
2415312.81000000
0.334474463537
Long
DBT
US
N
2
2030-10-01
Fixed
2.70000000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AU9
3190000.00000000
PA
USD
2497983.19000000
0.345922724353
Long
DBT
CORP
US
N
2
2049-07-15
Fixed
4.25000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
45905U6L3
4150000.00000000
PA
USD
3983178.76000000
0.551593803257
Long
DBT
NUSS
XX
N
2
2025-11-20
Fixed
3.12500000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
000000000
8600000.00000000
PA
8894192.10000000
1.231674886553
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
2246774.44000000
PA
USD
1941848.95000000
0.268908806815
Long
ABS-O
CORP
US
N
2
2040-09-20
Fixed
3.28000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2022-2
61946UAB8
1876305.04000000
PA
USD
1630297.43000000
0.225764901361
Long
ABS-O
CORP
US
N
2
2053-01-21
Fixed
5.13000000
N
N
N
N
N
N
XYLEM INC
549300DF5MV96DRYLQ48
Xylem Inc/NY
98419MAL4
1821000.00000000
PA
USD
1450974.38000000
0.200932100946
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
2.25000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HBA5
6100000.00000000
PA
USD
4766522.43000000
0.660071865686
Long
DBT
CORP
XX
N
2
2031-05-11
Fixed
2.50000000
N
N
N
N
N
N
Mill City Solar Loan 2020-1 Ltd.
N/A
Mill City Solar Loan 2020-1 Ltd
59982XAC9
473408.18000000
PA
USD
310914.61000000
0.043055705644
Long
ABS-O
CORP
KY
N
2
2047-06-20
Fixed
2.00000000
N
N
N
N
N
N
State Street Global Advisors
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
857492706
4407337.50000000
NS
USD
4407337.50000000
0.610331647246
Long
STIV
RF
US
N
1
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
000000000
3000000.00000000
PA
2698639.32000000
0.373709746870
Long
DBT
CORP
NL
Y
2
2032-06-09
Fixed
0.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QSSV4
7280693.55000000
PA
USD
6878065.74000000
0.952480084168
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
5.00000000
N
N
N
N
N
N
Helios Issuer, LLC
N/A
SUNNOVA HELIOS II ISSUER LLC 2019-A
86745LAC6
1062378.23000000
PA
USD
806576.14000000
0.111695313589
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
3445059.10000000
0.477074559269
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
851412.90000000
PA
USD
645165.79000000
0.089343078300
Long
ABS-O
CORP
US
N
2
2046-12-20
Fixed
2.05000000
N
N
N
N
N
N
JABIL INC
5493000CGCQY2OQU7669
Jabil Inc
466313AM5
5000000.00000000
PA
USD
4735518.35000000
0.655778395713
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
4.25000000
N
N
N
N
N
N
KOMMUNINVEST I SVERIGE
EV2XZWMLLXF2QRX0CD47
Kommuninvest I Sverige AB
50046PBR5
7785000.00000000
PA
USD
7494883.10000000
1.037897449047
Long
DBT
NUSS
SE
N
2
2024-06-19
Fixed
0.37500000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAY4
2861000.00000000
PA
USD
2447949.16000000
0.338993971575
Long
DBT
CORP
XX
N
2
2030-05-01
Fixed
3.40000000
N
N
N
N
N
N
NORTHERN STATES PWR-MINN
3S1GHB0TEH85KX44SB51
Northern States Power Co/MN
665772CS6
6100000.00000000
PA
USD
3462321.39000000
0.479465055093
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
6742821.36000000
0.933751333483
Long
ABS-MBS
USGSE
US
N
2
2029-10-25
Fixed
2.44400000
N
N
N
N
N
N
BANK LEUMI LE-ISRAEL
7JDSZWRGUQY2DSTWCR57
Bank Leumi Le-Israel BM
000000000
2361000.00000000
PA
USD
2322662.08000000
0.321644115814
Long
DBT
CORP
IL
Y
2
2033-07-18
Fixed
7.12900000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
000000000
70000000.00000000
PA
3468770.62000000
0.480358149659
Long
DBT
NUSS
XX
N
2
2029-02-09
Fixed
6.87500000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAM0
3197000.00000000
PA
USD
2824927.13000000
0.391198184528
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
8735155.05000000
1.209651307760
Long
DBT
US
Y
2
2026-01-16
Fixed
2.50000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCG8
16002000.00000000
PA
USD
12320076.62000000
1.706094134538
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
11031303.29000000
1.527623765653
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
87.57000000
PA
USD
87.35000000
0.000012096298
Long
ABS-O
CORP
US
N
2
2040-09-20
Fixed
4.35000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGP3
2300000.00000000
PA
USD
1620614.64000000
0.224424020802
Long
DBT
CORP
US
N
2
2052-03-01
Fixed
3.87500000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AS4
4490000.00000000
PA
USD
3208442.02000000
0.444307635428
Long
DBT
CORP
US
N
2
2048-08-01
Fixed
3.65000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
4336665.71000000
0.600544960838
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
87739833.35000000
EUR
97246049.46000000
USD
2023-11-10
4336665.71000000
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
000000000
3000000.00000000
PA
2412463.55000000
0.334079895717
Long
DBT
CORP
FR
Y
2
2041-10-07
Fixed
1.37500000
N
N
N
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
International Finance Corp
45950VHX7
1547000.00000000
PA
USD
1443498.17000000
0.199896789363
Long
DBT
NUSS
XX
N
2
2026-04-07
Fixed
2.12500000
N
N
N
N
N
N
Sunnova Sol Issuer,LLC
N/A
Sunnova Sol II Issuer LLC
86745PAA1
1850096.91000000
PA
USD
1456548.55000000
0.201704016498
Long
ABS-O
CORP
US
N
2
2055-11-01
Fixed
2.73000000
N
N
N
N
N
N
Vivint Solar Financing LLC
N/A
Vivint Solar Financing VII LLC
92855HAA3
4687678.02000000
PA
USD
3681547.15000000
0.509823614931
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
1382000.00000000
PA
USD
1256779.55000000
0.174039844458
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.95000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271BA6
3332000.00000000
PA
USD
2932936.19000000
0.406155366161
Long
DBT
US
N
2
2035-04-15
Fixed
4.75000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-34103.54000000
-0.00472268569
N/A
DFE
CA
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
5553566.45000000
USD
7492873.52000000
CAD
2023-11-10
-34103.54000000
N
N
N
GoodLeap Sustainable Home Improvement Loan Trust
N/A
GoodLeap Sustainable Home Solutions Trust 2021-5
38237HAA5
1347898.83000000
PA
USD
1017073.24000000
0.140845121559
Long
ABS-O
CORP
US
N
2
2048-10-20
Fixed
2.31000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137HAD86
10000000.00000000
PA
USD
9150643.00000000
1.267188413764
Long
ABS-MBS
USGSE
US
N
2
2033-05-25
Variable
4.13400000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136AY2C6
5273374.59000000
PA
USD
4863848.54000000
0.673549663798
Long
ABS-MBS
USGSE
US
N
2
2027-09-25
Variable
3.02900000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHW2
27325000.00000000
PA
USD
26250476.07000000
3.635187071740
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
2442214.28000000
PA
USD
2258216.59000000
0.312719652446
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
5174980.00000000
0.716635399005
Long
EP
CORP
CA
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CX6
20500000.00000000
PA
USD
19108029.30000000
2.646095289569
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
3.00000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
167448.86000000
0.023188453018
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
11557224.00000000
CAD
8680827.48000000
USD
2023-11-10
167448.86000000
N
N
N
Kommunalbanken AS
I7ETN0QQO2AHZZGHJ389
Kommunalbanken AS
50048MBX7
3000000.00000000
PA
USD
2866350.00000000
0.396934456933
Long
DBT
NUSS
NO
N
2
2025-02-11
Fixed
2.12500000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
000000000
4500000.00000000
PA
3989820.80000000
0.552513598307
Long
DBT
CORP
ES
Y
2
2029-06-24
Fixed
0.62500000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B3XY1
5049562.08000000
PA
USD
4723854.22000000
0.654163137595
Long
ABS-MBS
USGSE
US
N
2
2028-09-25
Variable
3.66500000
N
N
N
N
N
N
JOHNSON CONTROLS/TYCO FI
N/A
Johnson Controls International plc / Tyco Fire & Security Finance SCA
47837RAA8
4650000.00000000
PA
USD
3622051.28000000
0.501584578928
Long
DBT
CORP
IE
N
2
2030-09-15
Fixed
1.75000000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBR1
1477000.00000000
PA
USD
1103659.05000000
0.152835594275
Long
DBT
US
N
2
2030-10-15
Fixed
1.25000000
N
N
N
N
N
XYLEM INC
549300DF5MV96DRYLQ48
Xylem Inc/NY
98419MAM2
3400000.00000000
PA
USD
2931327.37000000
0.405932575472
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
1.95000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785JN7
3960000.00000000
PA
USD
3201254.81000000
0.443312344798
Long
DBT
NUSS
XX
N
2
2031-05-13
Fixed
1.62500000
N
N
N
N
N
N
Loanpal Solar Loan 2020-1 Ltd.
N/A
Loanpal Solar Loan 2021-1 Ltd
53948LAC1
4036664.34000000
PA
USD
2430514.75000000
0.336579640434
Long
ABS-O
CORP
KY
N
2
2047-06-20
Fixed
2.00000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2020-1
61946NAA6
1039385.88000000
PA
USD
878183.68000000
0.121611583410
Long
ABS-O
CORP
US
N
2
2046-04-20
Fixed
2.10000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart Inc
931142ET6
2482000.00000000
PA
USD
1954701.36000000
0.270688618904
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
9965022.07000000
PA
USD
9192762.75000000
1.273021190673
Long
ABS-MBS
USGSE
US
N
2
2028-03-25
Variable
3.16600000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BS1
10185000.00000000
PA
USD
7782914.30000000
1.077784241641
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
2.70300000
N
N
N
N
N
N
Luminace ABS-2022 Issuer, LLC
N/A
Luminace ABS-2022 Issuer LLC
55026CAA5
2806488.10000000
PA
USD
2542296.54000000
0.352059272757
Long
ABS-O
CORP
US
N
2
2062-07-31
Fixed
4.88000000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CS8
5000000.00000000
PA
USD
3146330.90000000
0.435706437498
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
1423025.55000000
0.197061724454
Long
DBT
MUN
US
N
2
2114-10-01
Fixed
4.81400000
N
N
N
N
N
N
MUNICH RE
529900MUF4C20K50JS49
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
000000000
3200000.00000000
PA
2570167.60000000
0.355918879597
Long
DBT
CORP
DE
Y
2
2041-05-26
Fixed
1.25000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AY1
7377000.00000000
PA
USD
7082143.08000000
0.980740878602
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
2.20000000
N
N
N
N
N
N
Narragansett Bay Commission
N/A
NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE
631060CS7
500000.00000000
PA
USD
397970.00000000
0.055111206177
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
3760000.00000000
PA
USD
2939942.12000000
0.407125552991
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
5488302.33000000
PA
USD
5070060.76000000
0.702106098134
Long
ABS-MBS
USGSE
US
N
2
2030-09-25
Variable
3.86600000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2Q6
1155000.00000000
PA
USD
1023598.94000000
0.141748805751
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
1676693.00000000
0.232189797267
Long
DBT
CORP
US
N
2
2023-12-15
Variable
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LEDP3
1920240.50000000
PA
USD
1797857.33000000
0.248968731287
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Fixed
2.68000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-3147.34000000
-0.00043584617
N/A
DFE
AU
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
801296.37000000
USD
1239823.00000000
AUD
2023-11-10
-3147.34000000
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loans 2017-2 LLC
61946GAC7
157184.97000000
PA
USD
153068.81000000
0.021197092110
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
1102274.90000000
0.152643916068
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
2533453.03000000
0.350834616368
Long
DBT
NUSS
XX
N
2
2024-09-27
Fixed
1.62500000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) DEC23
000000000
282.00000000
NC
USD
-1316344.76000000
-0.18228848272
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT U.S. Long Bond Futures
USZ3 Comdty
2023-12-19
33402657.26000000
USD
-1316344.76000000
N
N
N
Mosaic Solar Loans LLC
549300ZLA8SW2SVJMN33
Mosaic Solar Loans 2017-1 LLC
61946EAA6
334636.14000000
PA
USD
313740.92000000
0.043447095329
Long
ABS-O
CORP
US
N
2
2042-06-20
Fixed
4.45000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448FM5
775000.00000000
PA
USD
706691.97000000
0.097863273267
Long
DBT
CORP
US
N
2
2032-07-18
Fixed
3.90000000
N
N
N
N
N
N
DIGITAL DUTCH FINCO BV
549300ONZ5IS6B6IMJ70
Digital Dutch Finco BV
000000000
6300000.00000000
PA
5385455.94000000
0.745782276721
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
2150977.28000000
PA
USD
1953285.41000000
0.270492537008
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
732104.75000000
0.101382455512
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
4.10000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
7500000.00000000
PA
7024633.93000000
0.972776965185
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
11594000.00000000
PA
USD
8951251.70000000
1.239576545924
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
2.05000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KREA8
14810812.50000000
PA
USD
14646834.59000000
2.028305452499
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
6.00000000
N
N
N
N
N
N
REC LTD
335800B4YRYWAMIJZ374
REC Ltd
74947LAD6
3841000.00000000
PA
USD
3748578.24000000
0.519106134270
Long
DBT
CORP
IN
N
2
2028-04-11
Fixed
5.62500000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) DEC23
000000000
314.00000000
NC
USD
-275103.99000000
-0.03809662213
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year U.S. Treasury Notes
FVZ3 Comdty
2023-12-29
33357947.74000000
USD
-275103.99000000
N
N
N
HAT HOLDINGS I LLC/HAT
N/A
HAT Holdings I LLC / HAT Holdings II LLC
418751AD5
6592000.00000000
PA
USD
5052797.66000000
0.699715490140
Long
DBT
US
N
2
2030-09-15
Fixed
3.75000000
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
Asian Development Bank
045167CY7
750000.00000000
PA
USD
715917.82000000
0.099140876407
Long
DBT
NUSS
XX
N
2
2025-03-19
Fixed
2.12500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFL3
11734000.00000000
PA
USD
8907294.77000000
1.233489354849
Long
DBT
CORP
US
N
2
2030-09-18
Fixed
1.50000000
N
N
N
N
N
N
GoodLeap Sustainable Home Improvement Loan Trust
N/A
GoodLeap Sustainable Home Solutions Trust 2022-2
38237KAA8
3142651.07000000
PA
USD
2703437.61000000
0.374374217935
Long
ABS-O
CORP
US
N
2
2049-04-20
Fixed
4.00000000
N
N
N
N
N
N
Sunrun Demeter Issuer LLC
N/A
Sunrun Demeter Issuer 2021-2 LLC
86772HAA5
7553645.92000000
PA
USD
5985719.02000000
0.828907191570
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
3494872.58000000
0.483972770105
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
2004000.00000000
PA
USD
1818834.21000000
0.251873626527
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.50000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAZ3
13327000.00000000
PA
USD
12453923.71000000
1.724629387379
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
5.60000000
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)DEC23
000000000
285.00000000
NC
USD
-305757.15000000
-0.04234149642
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year U.S. Treasury Notes
TYZ3 Comdty
2023-12-19
31103569.65000000
USD
-305757.15000000
N
N
N
Massachusetts Clean Water Trust/The
549300SYPEROLSQU0261
MASSACHUSETTS ST WTR POLL ABATEMENT TRUST
57604P5P5
120000.00000000
PA
USD
117121.20000000
0.016219038120
Long
DBT
MUN
US
N
2
2040-08-01
Fixed
5.19200000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B6XJ7
6409478.27000000
PA
USD
5584489.32000000
0.773344579511
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
39200.06000000
PA
USD
35147.95000000
0.004867316428
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
1194722.67000000
PA
USD
1021168.65000000
0.141412257234
Long
ABS-O
CORP
US
N
2
2046-04-20
Fixed
3.10000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
000000000
3000000.00000000
PA
3562621.02000000
0.493354628650
Long
DBT
CORP
IT
Y
2
2029-03-14
Fixed
6.50000000
N
N
N
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RBF0
5896000.00000000
PA
USD
4029460.71000000
0.558002964975
Long
DBT
US
N
2
2033-10-01
Fixed
2.45000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785JH0
4000000.00000000
PA
USD
3077404.12000000
0.426161401481
Long
DBT
NUSS
XX
N
2
2030-09-23
Fixed
0.75000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370DA5
7121000.00000000
PA
USD
5494872.65000000
0.760934390861
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.25000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) DEC23
000000000
432.00000000
NC
USD
-277471.00000000
-0.03842440759
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year U.S. Treasury Notes Futures
TUZ3 Comdty
2023-12-29
87848596.22000000
USD
-277471.00000000
N
N
N
Helios Issuer, LLC
N/A
Sunnova Helios V Issuer LLC
86746EAA5
2460959.29000000
PA
USD
2073776.07000000
0.287178180664
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
1250000.00000000
PA
1092028.33000000
0.151224962800
Long
DBT
NUSS
FI
Y
2
2029-09-06
Fixed
0.05000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2021-1
61947DAC3
677997.03000000
PA
USD
596212.96000000
0.082564050968
Long
ABS-O
CORP
US
N
2
2046-12-20
Fixed
2.25000000
N
N
N
N
N
N
AP MOLLER-MAERSK A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk A/S
00203QAF4
2875000.00000000
PA
USD
2795280.74000000
0.387092728559
Long
DBT
CORP
DK
N
2
2033-09-14
Fixed
5.87500000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MCC2
3000000.00000000
PA
USD
2955770.55000000
0.409317486728
Long
DBT
CORP
JP
N
2
2024-01-12
Fixed
0.50800000
N
N
N
N
N
N
CAIXABANK SA
7CUNS533WID6K7DGFI87
CaixaBank SA
000000000
4000000.00000000
PA
3783735.56000000
0.523974748264
Long
DBT
CORP
ES
Y
2
2031-06-18
Fixed
1.25000000
N
N
N
N
N
N
COCA-COLA FEMSA SAB CV
5493008KEVFYPMGTXO33
Coca-Cola Femsa SAB de CV
191241AJ7
3470000.00000000
PA
USD
2584334.55000000
0.357880730245
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
1917199.34000000
PA
USD
1680223.53000000
0.232678707906
Long
ABS-O
CORP
US
N
2
2054-06-30
Fixed
3.98000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2021-A
88161FAE6
1700000.00000000
PA
USD
1687624.85000000
0.233703648661
Long
ABS-O
CORP
US
N
2
2025-03-20
Fixed
1.02000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AW9
6900000.00000000
PA
USD
5021815.65000000
0.695425076439
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
150665.78000000
PA
USD
135129.33000000
0.018712818469
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
3320149.60000000
PA
USD
2961289.07000000
0.410081695823
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
6632000.00000000
PA
USD
6098543.61000000
0.844531231677
Long
DBT
CORP
NL
N
2
2026-07-01
Fixed
1.40000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NEC1
6000000.00000000
PA
USD
5620403.10000000
0.778317948695
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
4.65000000
N
N
N
N
N
TUCSON ELECTRIC POWER CO
YLF139GXSRKPBBTNZL03
Tucson Electric Power Co
898813AS9
3300000.00000000
PA
USD
2511664.39000000
0.347817307950
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
1.50000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACF2
5280000.00000000
PA
USD
5259861.82000000
0.728389901814
Long
DBT
CORP
US
N
2
2025-06-26
Fixed
5.80000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2020-2
61946PAB9
1474734.96000000
PA
USD
1148069.07000000
0.158985529618
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
6012426.07000000
0.832605605367
Long
DBT
NUSS
XX
N
2
2024-10-15
Fixed
2.50000000
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607GRR7
1970000.00000000
PA
USD
1787024.51000000
0.247468593648
Long
DBT
CORP
CA
N
2
2025-10-23
Fixed
0.95000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
169374.15000000
0.023455068728
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2891088.59000000
GBP
3697582.90000000
USD
2023-11-10
169374.15000000
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
7047.06000000
0.000975882545
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
2007289.30000000
SEK
191055.65000000
USD
2023-11-10
7047.06000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KQQX7
7047334.70000000
PA
USD
6971512.43000000
0.965420657074
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
6.00000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
549300BI6Y5SI6BYPB26
Morgan Stanley Institutional Liquidity Funds - Government Portfolio
61747C707
78919.66000000
NS
USD
78919.66000000
0.010928858089
Long
STIV
RF
US
N
1
N
N
N
Avangrid Inc
549300OX0Q38NLSKPB49
Avangrid Inc
05351WAA1
3029000.00000000
PA
USD
2921540.02000000
0.404577215360
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.15000000
N
N
N
N
N
N
BANK HAPOALIM
B6ARUI4946ST4S7WOU88
Bank Hapoalim BM
000000000
7600000.00000000
PA
USD
6507454.40000000
0.901157527266
Long
DBT
CORP
IL
Y
2
2032-01-21
Fixed
3.25500000
N
N
N
N
N
N
Helios Issuer VI, LLC
N/A
SUNNOVA HELIOS II ISSUER LLC 2021-B
86744TAB2
3194032.19000000
PA
USD
2573393.09000000
0.356365548050
Long
ABS-O
CORP
US
N
2
2048-07-20
Fixed
2.01000000
N
N
N
N
N
N
KOMMUNALBANKEN AS
I7ETN0QQO2AHZZGHJ389
Kommunalbanken AS
000000000
4068000.00000000
PA
USD
3854792.78000000
0.533814809328
Long
DBT
NUSS
NO
Y
2
2024-10-21
Fixed
0.50000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
74432QCH6
3431000.00000000
PA
USD
3114063.02000000
0.431237955483
Long
DBT
CORP
US
N
2
2026-03-10
Fixed
1.50000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
68323AER1
1000000.00000000
PA
712770.11000000
0.098704978991
Long
DBT
NUSS
CA
N
2
2025-02-05
Fixed
2.65000000
N
N
N
N
N
N
WELLTOWER OP LLC
T6IZ0MBEG5ACZDTR7D06
Welltower OP LLC
95040QAK0
1280000.00000000
PA
USD
1164798.40000000
0.161302220712
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
8671000.00000000
PA
USD
7988032.93000000
1.106189234752
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
6012027.60000000
0.832550424921
Long
DBT
CORP
KR
N
2
2031-01-19
Fixed
2.37500000
N
N
N
N
N
N
KAISER FOUNDATION HOSPIT
DW4Z57L3G4IRMHYZYK62
Kaiser Foundation Hospitals
48305QAC7
1208000.00000000
PA
USD
1131025.65000000
0.156625343087
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
1901947.36000000
0.263383202489
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
2165000.00000000
PA
USD
1852493.08000000
0.256534733958
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KR3H5
4819755.00000000
PA
USD
4852499.69000000
0.671978065909
Long
ABS-MBS
USGSE
US
N
2
2053-09-01
Fixed
6.50000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448EP9
1065000.00000000
PA
USD
697576.91000000
0.096601012416
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
2328716.97000000
0.322482601858
Long
DBT
CORP
DE
N
2
2030-09-30
Fixed
0.75000000
N
N
N
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
29874QEE0
7515000.00000000
PA
USD
7128555.18000000
0.987168063597
Long
DBT
NUSS
XX
N
2
2025-02-13
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KQM86
15194965.96000000
PA
USD
14714409.97000000
2.037663345555
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
5.50000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2018-1
61946FAA3
479066.12000000
PA
USD
431311.99000000
0.059728431810
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
2600000.00000000
PA
USD
1682639.74000000
0.233013306613
Long
DBT
CORP
US
N
2
2041-09-03
Fixed
2.85000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAY6
2300000.00000000
PA
USD
2193651.80000000
0.303778668318
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
5.40000000
N
N
N
N
N
KOMMUNALBANKEN AS
I7ETN0QQO2AHZZGHJ389
Kommunalbanken AS
000000000
7238000.00000000
PA
USD
6915547.10000000
0.957670533094
Long
DBT
NUSS
NO
Y
2
2025-02-11
Fixed
2.12500000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR FUT OPTN DEC23C 110
000000000
154.00000000
NC
USD
79406.25000000
0.010996241464
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Call
Purchased
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Chicago Board of Trade
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note Future
N/A
154.00000000
NC
N/A
79406.25000000
0.01000000
DIR
US
Long
CBOT 10 Year US Treasury Note
TYZ3 Comdty
2023-12-19
154.00000000
USD
1000.00000000
110.00000000
USD
2023-11-24
XXXX
2122.89000000
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAW8
6500000.00000000
PA
USD
6202487.40000000
0.858925451446
Long
DBT
CORP
NL
N
2
2027-06-15
Fixed
4.62500000
N
N
N
N
N
N
Sunnova Sol Issuer,LLC
N/A
Sunnova Sol II Issuer LLC
86745PAB9
6724407.73000000
PA
USD
5338636.41000000
0.739298670492
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
3417898.03000000
0.473313272416
Long
ABS-MBS
USGSE
US
N
2
2029-10-25
Fixed
1.43500000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DS6
11000000.00000000
PA
9173512.71000000
1.270355429627
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
2258042.25000000
PA
USD
1965882.52000000
0.272236994948
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
505529.40000000
0.070006118531
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
982000.00000000
PA
USD
766050.78000000
0.106083329091
Long
DBT
CORP
US
N
2
2030-06-27
Fixed
1.96000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2023-B
88167QAC0
4986000.00000000
PA
USD
4986842.63000000
0.690581984457
Long
ABS-O
CORP
US
N
2
2026-09-21
Fixed
6.13000000
N
N
N
N
N
N
Solarcity LMC Series LLC
54930080F5ME65CO1C91
SolarCity LMC Series I LLC
83417BAA6
85967.74000000
PA
USD
85888.13000000
0.011893857427
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
1476952.70000000
PA
USD
1227506.76000000
0.169986124919
Long
ABS-O
CORP
US
N
2
2043-06-22
Fixed
2.00000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-343541.87000000
-0.04757395489
N/A
DFE
XX
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
10630093.15000000
USD
9714199.56000000
EUR
2023-11-10
-343541.87000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
23070.45000000
0.003194814499
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1247865.00000000
AUD
826396.60000000
USD
2023-11-10
23070.45000000
N
N
N
SUNRUN JUPITER ISSUER 2022-1, LLC
N/A
Sunrun Jupiter Issuer 2022-1 LLC
86772RAA3
4073049.50000000
PA
USD
3551569.64000000
0.491824224645
Long
ABS-O
CORP
US
N
2
2057-07-30
Fixed
4.75000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBW9
16515000.00000000
PA
USD
13986794.62000000
1.936902585771
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
3025000.00000000
PA
USD
2931719.50000000
0.405986877950
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
1016256.70000000
0.140732046442
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
8202000.00000000
PA
USD
7889158.09000000
1.092496967262
Long
DBT
NUSS
XX
N
2
2025-06-13
Fixed
2.87500000
N
N
N
N
N
N
Sunnova Sol Issuer,LLC
N/A
Sunnova Sol Issuer LLC
86745NAB4
1571828.86000000
PA
USD
1309463.43000000
0.181335550599
Long
ABS-O
CORP
US
N
2
2055-02-01
Fixed
5.54000000
N
N
N
N
N
N
EXPORT-IMPORT BANK KOREA
549300APVP4R32PI3Y06
Export-Import Bank of Korea
302154DW6
1429000.00000000
PA
USD
1401628.91000000
0.194098700512
Long
DBT
NUSS
KR
N
2
2033-01-11
Fixed
5.12500000
N
N
N
N
N
N
GoodLeap Sustainable Home Improvement Loan Trust
N/A
GoodLeap Sustainable Home Solutions Trust 2021-4
38237GAA7
1542430.09000000
PA
USD
1135465.93000000
0.157240236639
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
1214974.11000000
0.168250593451
Long
DBT
NUSS
CL
N
2
2032-01-27
Fixed
2.55000000
N
N
N
N
N
NEDER WATERSCHAPSBANK
JLP5FSPH9WPSHY3NIM24
Nederlandse Waterschapsbank NV
63983TBU8
7100000.00000000
PA
USD
5549037.02000000
0.768435116449
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
2441066.13000000
0.338040804036
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 Loan Trust 2021-2
61946RAA7
1933185.02000000
PA
USD
1522218.88000000
0.210798096696
Long
ABS-O
CORP
US
N
2
2047-04-22
Fixed
1.64000000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
Asian Development Bank
045167EC3
4000000.00000000
PA
USD
3674429.00000000
0.508837887785
Long
DBT
NUSS
XX
N
2
2027-08-10
Fixed
2.37500000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAX6
2692000.00000000
PA
USD
2437820.79000000
0.337591386738
Long
DBT
CORP
NL
N
2
2032-06-15
Fixed
5.00000000
N
N
N
N
N
N
Narragansett Bay Commission
N/A
NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE
631060CT5
445000.00000000
PA
USD
346370.20000000
0.047965624307
Long
DBT
MUN
US
N
2
2032-09-01
Fixed
2.26400000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBK1
3000000.00000000
PA
USD
2727233.58000000
0.377669503029
Long
DBT
US
N
2
2025-09-15
Fixed
1.00000000
N
N
N
N
N
N
Helios Issuer, LLC
N/A
Sunnova Helios V Issuer LLC
86746EAB3
4375088.24000000
PA
USD
3414819.81000000
0.472886998031
Long
ABS-O
CORP
US
N
2
2048-02-20
Fixed
3.15000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
45905URL0
2000000.00000000
PA
USD
1911878.00000000
0.264758405516
Long
DBT
NUSS
XX
N
2
2025-03-03
Fixed
2.12500000
N
N
N
N
N
N
New York City Municipal Water Finance Authority
549300Q2EHQ6RJPQKP05
NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE
64972FY34
605000.00000000
PA
USD
611431.15000000
0.084671478178
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
2313000.00000000
PA
USD
1800682.07000000
0.249359903558
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
3597744.60000000
0.498218570302
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
4892539.29000000
PA
USD
4039647.38000000
0.559413623242
Long
ABS-O
CORP
US
N
2
2052-01-30
Fixed
2.46000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT DEC23
000000000
221.00000000
NC
USD
-1319472.22000000
-0.18272157590
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CME Ultra Long Term U.S. Treasury Bond Futures
WNZ3 Comdty
2023-12-19
27549409.72000000
USD
-1319472.22000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KR3G7
7300000.00000000
PA
USD
7220318.68000000
0.999875546995
Long
ABS-MBS
USGSE
US
N
2
2053-09-01
Fixed
6.00000000
N
N
N
N
N
N
PATTERN ENERGY OP LP/PAT
N/A
Pattern Energy Operations LP / Pattern Energy Operations Inc
70339PAA7
2075000.00000000
PA
USD
1804461.29000000
0.249883252988
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
6100484.00000000
0.844799938447
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
2674172.38000000
PA
USD
2248751.40000000
0.311408905310
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
1172080.00000000
0.162310582546
Long
EP
CORP
BM
N
1
N
N
N
CONSERVATION FUND
N/A
Conservation Fund A Nonprofit Corp/The
20848FAA8
2345000.00000000
PA
USD
1981637.96000000
0.274418820971
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
6002869.91000000
0.831282260633
Long
DBT
US
N
2
2028-02-06
Fixed
0.37500000
N
N
N
N
N
N
2023-10-25
CALVERT IMPACT FUND INC
James Kirchner
James Kirchner
Treasurer