Description | Number of Contracts | Position | Expiration Date | Notional Amount | Value/ Unrealized Appreciation (Depreciation) |
Equity Futures | |||||
E-mini Russell 2000 Index | 119 | Long | 6/17/22 | $12,295,080 | $542,345 |
$542,345 |
Description | Acquisition Dates | Cost |
Aduro Biotech, Inc. CVR | 10/2/20 | $0 |
Flexion Therapeutics, Inc. CVR | 11/22/21 | 2,313 |
GTx, Inc. CVR | 6/10/19 | 117 |
Prevail Therapeutics, Inc. CVR | 1/25/21 | 611 |
Progenic Pharmaceuticals, Inc. CVR | 6/22/20 | 0 |
Quantum Corp., Exp. 4/18/22 | 3/24/22 | 0 |
Tobira Therapeutics, Inc. CVR | 11/2/16 | 41 |
Abbreviations: | |
CVR | – Contingent Value Rights |
Name | Value, beginning of period | Purchases | Sales proceeds | Net realized gain (loss) | Change in unrealized appreciation (depreciation) | Value, end of period | Dividend income | Units, end of period |
Short-Term Investments | ||||||||
Calvert Cash Reserves Fund, LLC | $11,109,283 | $7,555,265 | $(7,272,403) | $(496) | $(758) | $11,390,891 | $2,481 | 11,392,030 |
Asset Description | Level 1 | Level 2 | Level 3(1) | Total |
Common Stocks | $213,551,163(2) | $ — | $0 | $213,551,163 |
Exchange-Traded Funds | 3,079,050 | — | — | 3,079,050 |
Rights | 0 | 37 | 12,404 | 12,441 |
Short-Term Investments: | ||||
Affiliated Fund | — | 11,390,891 | — | 11,390,891 |
Securities Lending Collateral | 3,005,859 | — | — | 3,005,859 |
U.S. Treasury Obligations | — | 988,758 | — | 988,758 |
Total Investments | $219,636,072 | $12,379,686 | $12,404 | $232,028,162 |
Futures Contracts | $542,345 | $ — | $ — | $542,345 |
Total | $220,178,417 | $12,379,686 | $12,404 | $232,570,507 |
(1) | None of the unobservable inputs for Level 3 assets, individually or collectively, had a material impact on the Fund. |
(2) | The level classification by major category of investments is the same as the category presentation in the Schedule of Investments. |