NPORT-EX 2 NPORT_D8A4_19196717_1223.htm
Calvert
Growth Allocation Fund
December 31, 2023
Schedule of Investments (Unaudited)
Mutual Funds — 99.0%(1)
    
Security Shares Value
Equity Funds — 89.9%  
Calvert Impact Fund, Inc.:      
Calvert Small-Cap Fund, Class R6     362,922 $ 12,117,977
Calvert Responsible Index Series, Inc.:      
Calvert International Responsible Index Fund, Class R6     858,631   24,677,067
Calvert US Large-Cap Core Responsible Index Fund, Class R6   1,620,206   67,497,777
Calvert US Large-Cap Growth Responsible Index Fund, Class R6   589,060   31,779,796
Calvert US Large-Cap Value Responsible Index Fund, Class R6   1,153,288   34,160,395
Calvert US Mid-Cap Core Responsible Index Fund, Class R6   278,226   10,375,035
Calvert Social Investment Fund:      
Calvert Equity Fund, Class R6   258,413 23,554,367
Calvert Focused Value Fund, Class R6   2,017,295 21,383,329
Calvert World Values Fund, Inc.:      
Calvert Emerging Markets Advancement Fund, Class I   2,084,253 22,009,709
Calvert Emerging Markets Equity Fund, Class R6   628,966 10,220,690
Calvert International Equity Fund, Class R6   1,083,138 25,746,185
Calvert International Opportunities Fund, Class R6   967,570 16,468,044
Calvert Mid-Cap Fund, Class I   98,495 4,234,301
      $304,224,672
Income Funds — 9.1%  
Calvert Management Series:      
Calvert Floating-Rate Advantage Fund, Class R6   464,531 $4,171,486
The Calvert Fund:      
Calvert Core Bond Fund, Class I   836,829 13,372,530
Calvert High Yield Bond Fund, Class R6   346,293 8,352,580
Calvert Ultra-Short Duration Income Fund, Class R6   498,561 4,900,856
      $30,797,452
Total Mutual Funds
(identified cost $287,538,045) 		    $335,022,124
    
Short-Term Investments — 0.9%
    
Security Shares Value
Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 5.27%(2)   3,082,095 $  3,082,095
Total Short-Term Investments
(identified cost $3,082,095) 		    $  3,082,095
Total Investments — 99.9%
(identified cost $290,620,140) 		    $338,104,219
    
Other Assets, Less Liabilities — 0.1%     $    399,445
Net Assets — 100.0%     $338,503,664
    
The percentage shown for each investment category in the Schedule of Investments is based on net assets.
(1) Affiliated fund.
(2) May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of December 31, 2023.
 
Futures Contracts
Description Number of
Contracts 		Position Expiration
Date 		Notional
Amount 		Value/
Unrealized
Appreciation
(Depreciation)
Interest Rate Futures          
U.S. 5-Year Treasury Note 13 Long 3/28/24 $1,414,055 $35,051
U.S. 10-Year Treasury Note 33 Long 3/19/24 3,725,391 135,316
U.S. Long Treasury Bond 14 Long 3/19/24 1,749,125 94,174
U.S. Ultra 10-Year Treasury Note 11 Long 3/19/24 1,298,172 30,244
U.S. Ultra-Long Treasury Bond 16 Long 3/19/24 2,137,500 87,970
          $382,755
During the fiscal year to date ended December 31, 2023, the Fund used futures contracts to facilitate the periodic rebalancing of its portfolio to maintain its target asset allocation and to make tactical asset allocations.
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Calvert
Growth Allocation Fund
December 31, 2023
Schedule of Investments (Unaudited) — continued
At December 31, 2023, the Fund had sufficient cash and/or securities to cover commitments under open derivative contracts.
Affiliated Investments
At December 31, 2023, the value of the Fund's investment in affiliated funds, including funds that may be deemed to be affiliated, was $338,104,219, which represents 99.9% of the Fund's net assets. Transactions in such investments by the Fund for the fiscal year to date ended December 31, 2023 were as follows:
Name of
Calvert Fund 		Value,
beginning
of period 		Purchases Sales
proceeds 		Net
realized
gain
(loss) 		Change in
unrealized
appreciation
(depreciation) 		Value,
end of
period 		Dividend
income 		Capital gains
distributions
received 		Shares,
end of period
Core Bond Fund, Class I $12,255,152 $   471,703 $ — $ — $   645,675 $ 13,372,530 $  146,737 $ — 836,829
Emerging Markets Advancement Fund, Class I 20,139,813  1,007,200  —  —    862,696  22,009,709   682,210  — 2,084,253
Emerging Markets Equity Fund, Class R6 11,963,777    105,487 (2,502,420) (582,679)  1,236,525  10,220,690   105,487  — 628,966
Equity Fund, Class R6 17,881,136  3,751,953  —  —  1,921,278  23,554,367    91,694 312,866 258,413
Floating-Rate Advantage Fund, Class R6  4,590,684    105,640   (552,482)  (47,347)     74,991   4,171,486   105,679  — 464,531
Focused Value Fund, Class R6 19,049,362    707,081  —  —  1,626,886  21,383,329   219,598  — 2,017,295
High Yield Bond Fund, Class R6  8,798,956    131,840   (974,969)  (77,620)    474,373   8,352,580   131,866  — 346,293
International Equity Fund, Class R6 21,709,260  1,498,016  —  —  2,538,909  25,746,185   263,055  — 1,083,138
International Opportunities Fund, Class R6 17,917,886    295,451 (3,867,377)  (40,487)  2,162,571  16,468,044   295,451  — 967,570
International Responsible Index Fund, Class R6 22,006,520 530,336  —  — 2,140,211 24,677,067 497,837  — 858,631
Liquidity Fund, Institutional Class(1)  9,732,678 3,174,677 (9,825,260)  —  — 3,082,095 113,074  — 3,082,095
Mid-Cap Fund, Class I  4,567,771 6,677 (812,474) (84,278) 556,605 4,234,301 6,677  — 98,495
Small-Cap Fund, Class R6 12,027,643 46,996 (1,267,460) (122,107) 1,432,905 12,117,977 46,995  — 362,922
Ultra-Short Duration Income Fund, Class R6  6,413,818 80,650 (1,624,948) 9,563 21,773 4,900,856 80,665  — 498,561
US Large-Cap Core Responsible Index Fund, Class R6 52,996,400 8,294,111  —  — 6,207,266 67,497,777 721,853  — 1,620,206
US Large-Cap Growth Responsible Index Fund, Class R6 18,806,894 10,531,994  —  — 2,440,908 31,779,796 197,324  — 589,060
US Large-Cap Value Responsible Index Fund, Class R6 31,153,564 718,649 (649,980) 45,250 2,892,912 34,160,395 718,649  — 1,153,288
US Mid-Cap Core Responsible Index Fund, Class R6 10,015,717 115,300 (877,472) 114,546 1,006,944 10,375,035 115,300  — 278,226
Total       $(785,159) $28,243,428 $338,104,219 $4,540,151 $312,866  
    
(1) Represents investment in Morgan Stanley Institutional Liquidity Funds - Government Portfolio.
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Calvert
Growth Allocation Fund
December 31, 2023
Schedule of Investments (Unaudited) — continued
Fair Value Measurements
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, 2023, based on the inputs used to value them:
Asset Description  Level 1  Level 2  Level 3  Total 
Mutual Funds $335,022,124 $ — $ — $335,022,124
Short-Term Investments 3,082,095  —  — 3,082,095
Total Investments $338,104,219 $ — $ — $338,104,219
Futures Contracts $382,755 $ — $ — $382,755
Total $338,486,974 $ — $ — $338,486,974
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.
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