# EDGAR Filing Document

**Accession Number:** 0001121624
**File Stem:** 0001752724-23-049232
**Filing Date:** 2023-3
**Character Count:** 149905
**Document Hash:** 551528df5100856e826bcdd8262c047a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-049232.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-049232

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**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:** 23690931

**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

## Series and Classes Contracts Data

### Calvert Green Bond Fund (Series ID: S000042600)

| Class ID   | Class Name                       | Ticker Symbol   |
|:---|:---|:---|
| C000131729 | Class A                          | CGAFX           |
| C000131731 | Class I                          | CGBIX           |
| C000211124 | Calvert Green Bond Fund Class R6 | CBGRX           |

## Nport-Ex

Calvert

Green Bond Fund

December 31, 2022

Schedule of Investments (Unaudited)

------

Asset-Backed Securities — 12.4%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| GoodLeap Sustainable Home Solutions Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-4GS, Class A, 1.93%, 7/20/48<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1670 | $1276587 |
| &nbsp;&nbsp;&nbsp;Series 2021-5CS, Class A, 2.31%, 10/20/48<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1454 | &nbsp;&nbsp; 1059356 |
| &nbsp;&nbsp;&nbsp;Series 2022-2CS, Class A, 4.00%, 4/20/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3339 | &nbsp;&nbsp; 2721938 |
| Loanpal Solar Loan, Ltd., Series 2020-1GS, Class C, 2.00%, 6/20/47<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4345 | &nbsp;&nbsp; 3379352 |
| Luminace Issuer, LLC, Series 2022-1, Class A, 4.88%, 7/31/62<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2905 | &nbsp;&nbsp; 2693522 |
| Mill City Solar Loan, Ltd., Series 2020-1A, Class C, 2.00%, 6/20/47<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513 | &nbsp;&nbsp; 421714 |
| Mosaic Solar Loan Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2018-1A, Class A, 4.01%, 6/22/43<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537 | &nbsp;&nbsp; 496477 |
| &nbsp;&nbsp;&nbsp;Series 2018-1A, Class B, 2.00%, 6/22/43<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1716 | &nbsp;&nbsp;&nbsp;&nbsp;1491583 |
| &nbsp;&nbsp;&nbsp;Series 2019-1A, Class A, 4.37%, 12/21/43<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726232 |
| &nbsp;&nbsp;&nbsp;Series 2019-2A, Class A, 2.88%, 9/20/40<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2677 | &nbsp;&nbsp;&nbsp;&nbsp;2305163 |
| &nbsp;&nbsp;&nbsp;Series 2019-2A, Class B, 3.28%, 9/20/40<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2557 | &nbsp;&nbsp;&nbsp;&nbsp;2199602 |
| &nbsp;&nbsp;&nbsp;Series 2019-2A, Class C, 4.35%, 9/20/40<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18953 |
| &nbsp;&nbsp;&nbsp;Series 2020-1A, Class A, 2.10%, 4/20/46<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1166 | &nbsp;&nbsp;&nbsp;&nbsp;1013973 |
| &nbsp;&nbsp;&nbsp;Series 2020-1A, Class B, 3.10%, 4/20/46<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1340 | &nbsp;&nbsp;&nbsp;&nbsp;1180673 |
| &nbsp;&nbsp;&nbsp;Series 2020-2A, Class B, 2.21%, 8/20/46<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1644 | &nbsp;&nbsp;&nbsp;&nbsp;1398823 |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class A, 1.51%, 12/20/46<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1960 | &nbsp;&nbsp;&nbsp;&nbsp;1544623 |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class B, 2.05%, 12/20/46<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712194 |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class C, 2.25%, 12/20/46<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674528 |
| &nbsp;&nbsp;&nbsp;Series 2021-2A, Class A, 1.64%, 4/22/47<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2122 | &nbsp;&nbsp;&nbsp;&nbsp;1753826 |
| &nbsp;&nbsp;&nbsp;Series 2022-2A, Class B, 5.13%, 1/21/53<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2142 | &nbsp;&nbsp;&nbsp;&nbsp;2043885 |
| Mosaic Solar Loans, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2017-1A, Class A, 4.45%, 6/20/42<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365108 |
| &nbsp;&nbsp;&nbsp;Series 2017-2A, Class A, 3.82%, 6/22/43<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40720 |
| &nbsp;&nbsp;&nbsp;Series 2017-2A, Class C, 2.00%, 6/22/43<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341695 |
| SolarCity LMC Series I, LLC, Series 2013-1, Class A, 4.80%, 11/20/38<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103473 |
| Sunnova Helios II Issuer, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-AA, Class C, 5.32%, 6/20/46<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980567 |
| &nbsp;&nbsp;&nbsp;Series 2021-B, Class B, 2.01%, 7/20/48<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3339 | &nbsp;&nbsp;&nbsp;&nbsp;2460070 |
| Sunnova Helios IV Issuer, LLC, Series 2020-AA, Class A, 2.98%, 6/20/47<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6328 | &nbsp;&nbsp;&nbsp;&nbsp;5416141 |
| Sunnova Helios V Issuer, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-A, Class A, 1.80%, 2/20/48<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2585 | &nbsp;&nbsp;&nbsp;&nbsp;2108739 |
| &nbsp;&nbsp;&nbsp;Series 2021-A, Class B, 3.15%, 2/20/48<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4675 | &nbsp;&nbsp;&nbsp;&nbsp;3753881 |
| Sunnova Sol II Issuer, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-2A, Class A, 2.73%, 11/1/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1898 | &nbsp;&nbsp;&nbsp;&nbsp;1494670 |
| &nbsp;&nbsp;&nbsp;Series 2020-2A, Class B, 5.47%, 11/1/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7066 | &nbsp;&nbsp;&nbsp;&nbsp;5662945 |
| Sunnova Sol Issuer, LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-1A, Class A, 3.35%, 2/1/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2754 | &nbsp;&nbsp;&nbsp;&nbsp;2295150 |
| &nbsp;&nbsp;&nbsp;Series 2020-1A, Class B, 5.54%, 2/1/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1657 | &nbsp;&nbsp;&nbsp;&nbsp;1404795 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Sunrun Atlas Issuer, LLC, Series 2019-2, Class A, 3.61%, 2/1/55<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2316 | $2042917 |
| Sunrun Callisto Issuer, LLC, Series 2015-1A, Class B, 5.38%, 7/20/45<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;694 | &nbsp;&nbsp; 648820 |
| Sunrun Demeter Issuer, LLC, Series 2021-2A, Class A, 2.27%, 1/30/57<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7897 | &nbsp;&nbsp; 6179589 |
| Sunrun Jupiter Issuer, LLC, Series 2022-1A, Class A, 4.75%, 7/30/57<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4124 | &nbsp;&nbsp; 3784356 |
| Sunrun Vulcan Issuer, LLC, Series 2021-1A, Class A, 2.46%, 1/30/52<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5149 | &nbsp;&nbsp; 4186544 |
| Sunrun Xanadu Issuer, LLC, Series 2019-1A, Class A, 3.98%, 6/30/54<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2011 | &nbsp;&nbsp; 1783338 |
| Tesla Auto Lease Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-A, Class A3, 0.68%, 12/20/23<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp; 233717 |
| &nbsp;&nbsp;&nbsp;Series 2020-A, Class C, 1.68%, 2/20/24<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp; 1985458 |
| &nbsp;&nbsp;&nbsp;Series 2020-A, Class D, 2.33%, 2/20/24<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2295 | &nbsp;&nbsp;&nbsp;&nbsp;2270721 |
| &nbsp;&nbsp;&nbsp;Series 2020-A, Class E, 4.64%, 8/20/24<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3123 | &nbsp;&nbsp;&nbsp;&nbsp;3101286 |
| &nbsp;&nbsp;&nbsp;Series 2021-A, Class B, 1.02%, 3/20/25<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1625047 |
| &nbsp;&nbsp;&nbsp;Series 2021-A, Class D, 1.34%, 3/20/25<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3315610 |
| Vivint Solar Financing V, LLC, Series 2018-1A, Class A, 4.73%, 4/30/48<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1373 | &nbsp;&nbsp;&nbsp;&nbsp;1219367 |
| Vivint Solar Financing VII, LLC, Series 2020-1A, Class A, 2.21%, 7/31/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4948 | &nbsp;&nbsp;&nbsp;&nbsp;3800555 |
| Total Asset-Backed Securities<br> (identified cost $107,912,294) |  | **$91718283** |

---

Commercial Mortgage-Backed Securities — 6.8%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates: |  |  |
| &nbsp;&nbsp;&nbsp;Series KG02, Class A2, 2.412%, 8/25/29 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4050 | $3575316 |
| &nbsp;&nbsp;&nbsp;Series KG03, Class A2, 1.297%, 6/25/30<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1360 | &nbsp;&nbsp; 1088416 |
| &nbsp;&nbsp;&nbsp;Series KG04, Class A1, 0.845%, 6/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3733 | &nbsp;&nbsp; 3158246 |
| Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2017-M13, Class A2, 2.932%, 9/25/27<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5092 | &nbsp;&nbsp; 4765738 |
| &nbsp;&nbsp;&nbsp;Series 2018-M4, Class A2, 3.056%, 3/25/28<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5609 | &nbsp;&nbsp; 5225183 |
| &nbsp;&nbsp;&nbsp;Series 2018-M13, Class A2, 3.744%, 9/25/30<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3075 | &nbsp;&nbsp; 2930857 |
| &nbsp;&nbsp;&nbsp;Series 2019-M1, Class A2, 3.547%, 9/25/28<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3573 | &nbsp;&nbsp; 3432556 |
| &nbsp;&nbsp;&nbsp;Series 2019-M22, Class A2, 2.522%, 8/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6573 | &nbsp;&nbsp;&nbsp;&nbsp;5828138 |
| &nbsp;&nbsp;&nbsp;Series 2020-M1, Class A2, 2.444%, 10/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7842 | &nbsp;&nbsp;&nbsp;&nbsp;6875964 |
| &nbsp;&nbsp;&nbsp;Series 2020-M20, Class A2, 1.435%, 10/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;3463674 |
| SLG Office Trust, Series 2021-OVA, Class A, 2.585%, 7/15/41<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12179 | &nbsp;&nbsp;&nbsp;&nbsp;9745933 |
| Total Commercial Mortgage-Backed Securities<br> (identified cost $57,549,858) |  | **$50090021** |

---

------

Calvert

Green Bond Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

Corporate Bonds — 62.5%

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | **Value** |
| Communications — 1.7% | Communications — 1.7% | Communications — 1.7% |  |
| Verizon Communications, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 9/18/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11734 | $9149344 |
| &nbsp;&nbsp;&nbsp;2.85%, 9/3/41<sup>(3)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp; 1799232 |
| &nbsp;&nbsp;&nbsp;3.875%, 3/1/52<sup>(3)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp; 1755549 |
|  |  |  | **$12704125** |
| Consumer, Cyclical — 3.2% | Consumer, Cyclical — 3.2% | Consumer, Cyclical — 3.2% |  |
| Aptiv PLC, 3.10%, 12/1/51 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3255 | $1936235 |
| Ford Motor Co., 3.25%, 2/12/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7121 | &nbsp;&nbsp; 5353010 |
| General Motors Co.: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.40%, 10/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2199993 |
| &nbsp;&nbsp;&nbsp;5.60%, 10/15/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;13327 | &nbsp;&nbsp;&nbsp;&nbsp;12418689 |
| Walmart, Inc., 1.80%, 9/22/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2232 | &nbsp;&nbsp;&nbsp;&nbsp;1822405 |
|  |  |  | **$23730332** |
| Consumer, Non-cyclical — 1.5% | Consumer, Non-cyclical — 1.5% | Consumer, Non-cyclical — 1.5% |  |
| Coca-Cola Femsa SAB de CV, 1.85%, 9/1/32<sup>(3)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3470 | &nbsp;&nbsp;&nbsp;$2618412 |
| Conservation Fund (The), Green Bonds, 3.474%, 12/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2345 | &nbsp;&nbsp;&nbsp;&nbsp;2018003 |
| Kaiser Foundation Hospitals, 3.15%, 5/1/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1208 | &nbsp;&nbsp;&nbsp;&nbsp;1132386 |
| PepsiCo, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.875%, 10/15/49 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3415 | &nbsp;&nbsp;&nbsp;&nbsp;2456984 |
| &nbsp;&nbsp;&nbsp;3.90%, 7/18/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2675 | &nbsp;&nbsp;&nbsp;&nbsp;2530483 |
|  |  |  | **$10756268** |
| Energy — 1.8% | Energy — 1.8% | Energy — 1.8% |  |
| TerraForm Power Operating, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 1/15/30<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;14706 | &nbsp;&nbsp;$12820299 |
| &nbsp;&nbsp;&nbsp;5.00%, 1/31/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523894 |
|  |  |  | **$13344193** |
| Financial — 25.2% | Financial — 25.2% | Financial — 25.2% |  |
| Alexandria Real Estate Equities, Inc., 2.00%, 5/18/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;$5301613 |
| Bank Hapoalim BM, 3.255% to 1/21/27, 1/21/32<sup>(1)(4)(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;6572024 |
| Bank of America Corp., 2.456% to 10/22/24, 10/22/25<sup>(4)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;27325 | &nbsp;&nbsp;&nbsp;&nbsp;25836795 |
| Bank of Nova Scotia (The), 2.375%, 1/18/23 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1408 | &nbsp;&nbsp;&nbsp;&nbsp;1406623 |
| BNP Paribas S.A.: |  |  |  |
| &nbsp;&nbsp;&nbsp;0.375% to 10/14/26, 10/14/27<sup>(3)(4)(5)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;6952305 |
| &nbsp;&nbsp;&nbsp;1.675% to 6/30/26, 6/30/27<sup>(1)(4)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;1917208 |
| Boston Properties, L.P.: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 10/1/33<sup>(3)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;11083 | &nbsp;&nbsp;&nbsp;&nbsp;8002438 |
| &nbsp;&nbsp;&nbsp;3.40%, 6/21/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5550 | &nbsp;&nbsp;&nbsp;&nbsp;4790961 |
| &nbsp;&nbsp;&nbsp;6.75%, 12/1/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958502 |
| Canadian Imperial Bank of Commerce, 0.95%, 10/23/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1970 | &nbsp;&nbsp;&nbsp;&nbsp;1772292 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | **Value** |
| Financial (continued) | Financial (continued) | Financial (continued) |  |
| Citigroup, Inc., 1.678% to 5/15/23, 5/15/24<sup>(4)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9575 | $9440762 |
| Cooperatieve Rabobank UA, 1.106% to 2/24/26, 2/24/27<sup>(1)(3)(4)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7021 | &nbsp;&nbsp; 6140193 |
| Digital Dutch Finco BV, 1.50%, 3/15/30<sup>(5)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp; 5290293 |
| Digital Euro Finco, LLC, 2.50%, 1/16/26<sup>(5)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp; 8642726 |
| Equinix, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;1.00%, 9/15/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp; 2685726 |
| &nbsp;&nbsp;&nbsp;2.50%, 5/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp; 7011690 |
| &nbsp;&nbsp;&nbsp;3.90%, 4/15/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp; 3297645 |
| HAT Holdings I, LLC/HAT Holdings II, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.375%, 6/15/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;12396 | &nbsp;&nbsp;&nbsp;&nbsp;10786875 |
| &nbsp;&nbsp;&nbsp;3.75%, 9/15/30<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6592 | &nbsp;&nbsp;&nbsp;&nbsp;4855771 |
| &nbsp;&nbsp;&nbsp;6.00%, 4/15/25<sup>(1)(3)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73720 |
| ING Groep NV: |  |  |  |
| &nbsp;&nbsp;&nbsp;1.40% to 7/1/25, 7/1/26<sup>(1)(4)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6632 | &nbsp;&nbsp;&nbsp;&nbsp;5968245 |
| &nbsp;&nbsp;&nbsp;4.625%, 1/6/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3025 | &nbsp;&nbsp;&nbsp;&nbsp;2957474 |
| JPMorgan Chase & Co., 0.653% to 9/16/23, 9/16/24<sup>(4)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6862 | &nbsp;&nbsp;&nbsp;&nbsp;6619239 |
| Kimco Realty Corp., 2.70%, 10/1/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2452091 |
| Metropolitan Life Global Funding I, 0.95%, 7/2/25<sup>(1)(3)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5720 | &nbsp;&nbsp;&nbsp;&nbsp;5187607 |
| Mitsubishi UFJ Financial Group, Inc., 2.527%, 9/13/23<sup>(6)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1079405 |
| PNC Financial Services Group, Inc. (The), 2.20%, 11/1/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7377 | &nbsp;&nbsp;&nbsp;&nbsp;7053751 |
| Prologis Euro Finance, LLC, 0.375%, 2/6/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;5964568 |
| Prologis, L.P., 1.25%, 10/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3727 | &nbsp;&nbsp;&nbsp;&nbsp;2833814 |
| Prudential Financial, Inc., 1.50%, 3/10/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3431 | &nbsp;&nbsp;&nbsp;&nbsp;3093125 |
| Regency Centers, L.P., 3.75%, 6/15/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2426161 |
| Royal Bank of Canada, 0.25%, 5/2/24<sup>(5)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;8867771 |
| Sumitomo Mitsui Financial Group, Inc., 0.508%, 1/12/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2857131 |
| Vornado Realty L.P., 2.15%, 6/1/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;4146521 |
| Welltower, Inc., 2.70%, 2/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3980 | &nbsp;&nbsp;&nbsp;&nbsp;3589877 |
|  |  |  | **$186832942** |
| Government - Multinational — 6.3% | Government - Multinational — 6.3% | Government - Multinational — 6.3% |  |
| Asian Development Bank: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.125%, 3/19/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;$713405 |
| &nbsp;&nbsp;&nbsp;2.375%, 8/10/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;694451 |
| &nbsp;&nbsp;&nbsp;3.125%, 9/26/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754272 |
| European Bank for Reconstruction & Development: |  |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 2/13/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3045 | &nbsp;&nbsp;&nbsp;&nbsp;2863176 |
| &nbsp;&nbsp;&nbsp;1.625%, 9/27/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2635 | &nbsp;&nbsp;&nbsp;&nbsp;2503201 |
| European Investment Bank: |  |  |  |
| &nbsp;&nbsp;&nbsp;1.00%, 11/14/42<sup>(5)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;2372366 |
| &nbsp;&nbsp;&nbsp;1.625%, 5/13/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3960 | &nbsp;&nbsp;&nbsp;&nbsp;3312679 |
| &nbsp;&nbsp;&nbsp;2.375%, 5/24/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8671 | &nbsp;&nbsp;&nbsp;&nbsp;8060894 |
| &nbsp;&nbsp;&nbsp;2.50%, 10/15/24<sup>(3)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;5986118 |
| &nbsp;&nbsp;&nbsp;2.875%, 6/13/25<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8202 | &nbsp;&nbsp;&nbsp;&nbsp;7920656 |

---

------

Calvert

Green Bond Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | **Value** |
| Government - Multinational (continued) | Government - Multinational (continued) | Government - Multinational (continued) |  |
| European Investment Bank: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;3.30%, 2/3/28 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | $839854 |
| International Bank for Reconstruction & Development: |  |  |  |
| &nbsp;&nbsp;&nbsp;0.625%, 11/22/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3550 | &nbsp;&nbsp; 3388211 |
| &nbsp;&nbsp;&nbsp;2.125%, 3/3/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp; 1908390 |
| &nbsp;&nbsp;&nbsp;3.125%, 11/20/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp; 4010867 |
| International Finance Corp., 2.125%, 4/7/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1547 | &nbsp;&nbsp; 1446051 |
|  |  |  | **$46774591** |
| Government - Regional — 0.6% | Government - Regional — 0.6% | Government - Regional — 0.6% |  |
| Kommuninvest I Sverige AB, 0.375%, 6/19/24<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4785 | &nbsp;&nbsp;&nbsp;$4489204 |
|  |  |  | &nbsp;&nbsp;&nbsp;**$4489204** |
| Industrial — 3.0% | Industrial — 3.0% | Industrial — 3.0% |  |
| Jabil, Inc., 4.25%, 5/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;$4735682 |
| Johnson Controls International plc/Tyco Fire & Security Finance SCA, 1.75%, 9/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6950 | &nbsp;&nbsp;&nbsp;&nbsp;5567730 |
| Owens Corning, 3.95%, 8/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7882 | &nbsp;&nbsp;&nbsp;&nbsp;7180622 |
| Xylem, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;1.95%, 1/30/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;2929645 |
| &nbsp;&nbsp;&nbsp;2.25%, 1/30/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1821 | &nbsp;&nbsp;&nbsp;&nbsp;1481615 |
|  |  |  | **$21895294** |
| Technology — 5.4% | Technology — 5.4% | Technology — 5.4% |  |
| Apple, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;0.50%, 11/15/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;22438 | &nbsp;&nbsp;$19152836 |
| &nbsp;&nbsp;&nbsp;2.85%, 2/23/23 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3989221 |
| Micron Technology, Inc., 2.703%, 4/15/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5820 | &nbsp;&nbsp;&nbsp;&nbsp;4366007 |
| NXP BV/NXP Funding, LLC/NXP USA, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 5/11/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3994907 |
| &nbsp;&nbsp;&nbsp;3.40%, 5/1/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2861 | &nbsp;&nbsp;&nbsp;&nbsp;2478825 |
| SK Hynix, Inc., 2.375%, 1/19/31<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;5873194 |
|  |  |  | **$39854990** |
| Utilities — 13.8% | Utilities — 13.8% | Utilities — 13.8% |  |
| AES Corp. (The), 2.45%, 1/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;16002 | &nbsp;&nbsp;$12767374 |
| Avangrid, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.15%, 12/1/24 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3029 | &nbsp;&nbsp;&nbsp;&nbsp;2897228 |
| &nbsp;&nbsp;&nbsp;3.80%, 6/1/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;6466697 |
| Brookfield Renewable Partners ULC, 3.33%, 8/13/50 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;2057134 |
| Clearway Energy Operating, LLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 1/15/32<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5463 | &nbsp;&nbsp;&nbsp;&nbsp;4399658 |
| &nbsp;&nbsp;&nbsp;4.75%, 3/15/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1227 | &nbsp;&nbsp;&nbsp;&nbsp;1134356 |
| Consolidated Edison Co. of New York, Inc., 3.60%, 6/15/61 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2153704 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | **Value** |
| Utilities (continued) | Utilities (continued) | Utilities (continued) |  |
| Enel Finance International N.V.: |  |  |  |
| &nbsp;&nbsp;&nbsp;1.125%, 9/16/26<sup>(5)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6100 | $6014852 |
| &nbsp;&nbsp;&nbsp;1.375%, 7/12/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3197 | &nbsp;&nbsp; 2758906 |
| &nbsp;&nbsp;&nbsp;4.625%, 6/15/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp; 6159383 |
| &nbsp;&nbsp;&nbsp;5.00%, 6/15/32<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2692 | &nbsp;&nbsp; 2431885 |
| Liberty Utilities Finance GP 1, 2.05%, 9/15/30<sup>(1)(3)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11594 | &nbsp;&nbsp; 8735088 |
| MidAmerican Energy Co.: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.15%, 4/15/50 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp; 1140081 |
| &nbsp;&nbsp;&nbsp;3.65%, 8/1/48 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4490 | &nbsp;&nbsp;&nbsp;&nbsp;3545508 |
| &nbsp;&nbsp;&nbsp;4.25%, 7/15/49 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3190 | &nbsp;&nbsp;&nbsp;&nbsp;2722667 |
| NextEra Energy Capital Holdings, Inc., 1.90%, 6/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8515 | &nbsp;&nbsp;&nbsp;&nbsp;7285068 |
| NextEra Energy Operating Partners, L.P.: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 9/15/24<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240265 |
| &nbsp;&nbsp;&nbsp;4.50%, 9/15/27<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5904 | &nbsp;&nbsp;&nbsp;&nbsp;5425704 |
| Niagara Mohawk Power Corp., 1.96%, 6/27/30<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4182 | &nbsp;&nbsp;&nbsp;&nbsp;3315124 |
| Northern States Power Co., 2.60%, 6/1/51 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;3894682 |
| NSTAR Electric Co., 3.25%, 5/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3649594 |
| Pattern Energy Operations, L.P./Pattern Energy Operations, Inc., 4.50%, 8/15/28<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5125 | &nbsp;&nbsp;&nbsp;&nbsp;4604323 |
| Public Service Co. of Colorado: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 3/1/50 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3573013 |
| &nbsp;&nbsp;&nbsp;4.10%, 6/15/48 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;833686 |
| Terraform Global Operating, LLC, 6.125%, 3/1/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1595 | &nbsp;&nbsp;&nbsp;&nbsp;1500887 |
| Tucson Electric Power Co., 1.50%, 8/1/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;2532627 |
|  |  |  | **$102239494** |
| Total Corporate Bonds<br> (identified cost $546,986,467) |  |  | **$462621433** |

---

High Social Impact Investments — 0.2%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Calvert Impact Capital, Inc., Community Investment Notes, 1.50%, 12/15/23<sup>(7)(8)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | $1607758 |
| Total High Social Impact Investments<br> (identified cost $1,700,000) |  | **$1607758** |

---

Preferred Stocks — 1.2%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Electric Utilities — 0.7% | Electric Utilities — 0.7% |  |
| Brookfield BRP Holdings Canada, Inc., 4.625% | &nbsp;&nbsp;&nbsp;&nbsp;353000 | $4896110 |
|  |  | **$4896110** |

---

------

Calvert

Green Bond Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Real Estate Management & Development — 0.5% | Real Estate Management & Development — 0.5% |  |
| Brookfield Property Partners, L.P.: |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.75% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92000 | $1244760 |
| &nbsp;&nbsp;&nbsp;Series A2, 6.375% | &nbsp;&nbsp;&nbsp;&nbsp;169100 | &nbsp;&nbsp; 2572011 |
|  |  | **$3816771** |
| Total Preferred Stocks<br> (identified cost $15,400,394) |  | **$8712881** |

---

Senior Floating-Rate Loans — 0.8%<sup>(9)</sup>

---

| | | |
|:---|:---|:---|
| **Borrower/Description** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Machinery — 0.8% | Machinery — 0.8% |  |
| EWT Holdings III Corp., Term Loan, 6.688%, (1 mo. USD LIBOR + 2.25%), 4/1/28 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5733 | $5673253 |
| Total Senior Floating-Rate Loans<br> (identified cost $5,722,555) |  | **$5673253** |

---

Sovereign Government Bonds — 10.0%

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | **Value** |
| Buoni del Tesoro Poliennali, 1.50%, 4/30/45<sup>(1)(5)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9600 | $5824926 |
| Chile Government International Bond, 2.55%, 1/27/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp; 1231015 |
| French Republic Government Bond OAT, 0.50%, 6/25/44<sup>(1)(5)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34790 | &nbsp;&nbsp; 21742451 |
| Kommunalbanken AS, 2.125%, 2/11/25<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp; 2856684 |
| Kreditanstalt fuer Wiederaufbau: |  |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 9/30/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3034 | &nbsp;&nbsp; 2376638 |
| &nbsp;&nbsp;&nbsp;1.00%, 10/1/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5023 | &nbsp;&nbsp; 4466844 |
| &nbsp;&nbsp;&nbsp;1.375%, 6/7/32<sup>(3)(5)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp; 8034062 |
| &nbsp;&nbsp;&nbsp;1.75%, 9/14/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp; 1901686 |
| Kuntarahoitus Oyj, 0.05%, 9/6/29<sup>(5)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;3292267 |
| Nederlandse Waterschapsbank NV: |  |  |  |
| &nbsp;&nbsp;&nbsp;1.00%, 5/28/30<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;1911723 |
| &nbsp;&nbsp;&nbsp;2.375%, 3/24/26<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4866 | &nbsp;&nbsp;&nbsp;&nbsp;4569853 |
| Netherlands Government Bond, 0.50%, 1/15/40<sup>(1)(5)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;4442817 |
| Province of Ontario Canada: |  |  |  |
| &nbsp;&nbsp;&nbsp;1.95%, 1/27/23 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;2359563 |
| &nbsp;&nbsp;&nbsp;2.65%, 2/5/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3583087 |
| South Coast British Columbia Transportation Authority, 2.65%, 10/29/50 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5490 | &nbsp;&nbsp;&nbsp;&nbsp;2835500 |
| Sweden Government International Bond, 0.125%, 9/9/30<sup>(1)</sup> | SEK | &nbsp;&nbsp;&nbsp;&nbsp;31500 | &nbsp;&nbsp;&nbsp;&nbsp;2545967 |
| Total Sovereign Government Bonds<br> (identified cost $95,713,135) |  |  | **$73975083** |

---

Taxable Municipal Obligations — 2.7%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| General Obligations — 0.9% | General Obligations — 0.9% |  |
| Massachusetts, Green Bonds, 3.277%, 6/1/46 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8240 | $6280363 |
|  |  | **$6280363** |
| Water and Sewer — 1.8% | Water and Sewer — 1.8% |  |
| District of Columbia Water & Sewer Authority, Green Bonds, 4.814%, 10/1/2114 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1665 | $1446119 |
| Massachusetts Water Pollution Abatement Trust, 5.192%, 8/1/40<sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp; 135494 |
| Narragansett Bay Commission, RI, Wastewater System Revenue: |  |  |
| &nbsp;&nbsp;&nbsp;Green Bonds, 2.094%, 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620 | &nbsp;&nbsp; 503465 |
| &nbsp;&nbsp;&nbsp;Green Bonds, 2.184%, 9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp; 397660 |
| &nbsp;&nbsp;&nbsp;Green Bonds, 2.264%, 9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346904 |
| &nbsp;&nbsp;&nbsp;Green Bonds, 2.344%, 9/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1445 | &nbsp;&nbsp;&nbsp;&nbsp;1106856 |
| New York City Municipal Water Finance Authority, NY, (Water and Sewer System), 5.882%, 6/15/44<sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663794 |
| San Francisco City and County Public Utilities Commission, CA, Water Revenue, Green Bonds, 3.303%, 11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;10705 | &nbsp;&nbsp;&nbsp;&nbsp;8767395 |
|  |  | **$13367687** |
| Total Taxable Municipal Obligations<br> (identified cost $24,881,643) |  | **$19648050** |

---

U.S. Government Agencies and Instrumentalities — 1.1%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| U.S. International Development Finance Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;1.79%, 10/15/29 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3563 | $3200955 |
| &nbsp;&nbsp;&nbsp;2.36%, 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2308 | &nbsp;&nbsp; 2117180 |
| &nbsp;&nbsp;&nbsp;3.16%, 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156 | &nbsp;&nbsp; 144247 |
| &nbsp;&nbsp;&nbsp;3.22%, 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571 | &nbsp;&nbsp; 540414 |
| &nbsp;&nbsp;&nbsp;3.52%, 9/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2646 | &nbsp;&nbsp; 2514189 |
| Total U.S. Government Agencies and Instrumentalities<br> (identified cost $9,243,887) |  | **$8516985** |

---

------

Calvert

Green Bond Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

U.S. Government Agency Mortgage-Backed Securities — 0.2%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Value** |
| Federal National Mortgage Association, Pool #AN1909, 2.68%, 7/1/26 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1949 | $1833483 |
| Total U.S. Government Agency Mortgage-Backed Securities<br> (identified cost $1,969,491) |  | **$1833483** |

---

---

| | | |
|:---|:---|:---|
| Short-Term Investments — 2.3% |  |  |
| Affiliated Fund — 0.5% | Affiliated Fund — 0.5% | Affiliated Fund — 0.5% |
| **Security** | **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value** |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 4.11%<sup>(11)</sup> | 3632922 | $3632922 |
| Total Affiliated Fund<br> (identified cost $3,632,922) |  | **$3632922** |
| Securities Lending Collateral — 1.8% | Securities Lending Collateral — 1.8% | Securities Lending Collateral — 1.8% |
| **Security** | **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value** |
| State Street Navigator Securities Lending Government Money Market Portfolio, 4.34%<sup>(12)</sup> | 13560367 | $13560367 |
| Total Securities Lending Collateral<br> (identified cost $13,560,367) |  | **$13560367** |
| Total Short-Term Investments<br> (identified cost $17,193,289) |  | **$17193289** |
| Total Investments — 100.2%<br> (identified cost $884,273,013) |  | **$741590519** |
| Other Assets, Less Liabilities — (0.2)% |  | **$(1454057)** |
| Net Assets — 100.0% |  | **$740136462** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category in the Schedule of Investments is based on net assets. | The percentage shown for each investment category in the Schedule of Investments is based on net assets. |
| \* | In U.S. dollars unless otherwise indicated. |
| <sup>(1)</sup> | Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At December 31, 2022, the aggregate value of these securities is $262,150,580 or 35.4% of the Fund's net assets. |
| <sup>(2)</sup> | Weighted average fixed-rate coupon that changes/updates monthly. Rate shown is the rate at December 31, 2022. |
| <sup>(3)</sup> | All or a portion of this security was on loan at December 31, 2022. The aggregate market value of securities on loan at December 31, 2022 was $14,663,494 and the total market value of the collateral received by the Fund was $15,045,683, comprised of cash of $13,560,367 and U.S. government and/or agencies securities of $1,485,316. |

---

<sup>(4)</sup> Security converts to variable rate after the indicated fixed-rate coupon period.

<sup>(5)</sup> Security exempt from registration under Regulation S of the Securities Act of 1933, as amended, which exempts from registration securities offered and sold outside the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933, as amended. At December 31, 2022, the aggregate value of these securities is $88,048,860 or 11.8% of the Fund's net assets.

<sup>(6)</sup> Represents an investment in an issuer that may be deemed to be an affiliate.

<sup>(7)</sup> May be deemed to be an affiliated company.

<sup>(8)</sup> Restricted security. Total market value of restricted securities amounts to $1,607,758, which represents 0.2% of the net assets of the Fund as of December 31, 2022.

<sup>(9)</sup> Senior floating-rate loans (Senior Loans) often require prepayments from excess cash flows or permit the borrowers to repay at their election. The degree to which borrowers repay, whether as a contractual requirement or at their election, cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. However, Senior Loans will typically have an expected average life of approximately two to four years. Senior Loans typically have rates of interest which are redetermined periodically by reference to a base lending rate, plus a spread. These base lending rates are primarily the London Interbank Offered Rate ("LIBOR") or the Secured Overnight Financing Rate ("SOFR") and secondarily, the prime rate offered by one or more major United States banks (the "Prime Rate"). Base lending rates may be subject to a floor, or minimum rate. Rates for SOFR are generally 1 or 3-month tenors and may also be subject to a credit spread adjustment. Senior Loans are generally subject to contractual restrictions that must be satisfied before they can be bought or sold.

<sup>(10)</sup> Build America Bond. Represents taxable municipal obligation issued pursuant to the American Recovery and Reinvestment Act of 2009 or other legislation providing for the issuance of taxable municipal debt on which the issuer receives federal support.

<sup>(11)</sup> May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of December 31, 2022.

<sup>(12)</sup> Represents investment of cash collateral received in connection with securities lending.

---

| | |
|:---|:---|
| Country Allocation (% of Total Investments) |  |
| United States | &nbsp;&nbsp;&nbsp;&nbsp;70.8% |
| Netherlands | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.2 |
| France | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.1 |
| Luxembourg | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.8 |
| Canada | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.7 |
| Italy | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.1 |
| Other (less than 3.0% each) | &nbsp;&nbsp;&nbsp;&nbsp;10.3 |
| **Total** | &nbsp;&nbsp;**100.0%** |

---

------

Calvert

Green Bond Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

#### Forward Foreign Currency Exchange Contracts

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;&nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;&nbsp;&nbsp;**Unrealized<br> (Depreciation)** |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830889 | &nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1247865 | &nbsp;&nbsp;&nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;&nbsp;&nbsp;2/28/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$(20588) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;11492317 | &nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;15364000 | &nbsp;&nbsp;&nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;&nbsp;&nbsp;2/28/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;51810075 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;50000000 | &nbsp;&nbsp;&nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;&nbsp;&nbsp;2/28/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1911508) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;61890229 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;59752234 | &nbsp;&nbsp;&nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;&nbsp;&nbsp;2/28/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2309463) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2693275 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;28575514 | &nbsp;&nbsp;&nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;&nbsp;&nbsp;2/28/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(53689) |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$140593** | &nbsp;&nbsp;&nbsp;&nbsp;**$(4295248)** |

---

#### Futures Contracts

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | &nbsp;&nbsp;&nbsp;&nbsp;**Number of<br> Contracts** | &nbsp;&nbsp;&nbsp;&nbsp;**Position** | &nbsp;&nbsp;&nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional<br> Amount** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/<br> Unrealized<br> Appreciation<br> (Depreciation)** |
| **Interest Rate Futures** |  |  |  |  |  |
| U.S. 2-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;333 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;3/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;$68291016 | &nbsp;&nbsp;&nbsp;&nbsp;$89405 |
| U.S. 5-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;131 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;3/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14138789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1822 |
| U.S. 10-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;176 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;3/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19764250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(46768) |
| U.S. Long Treasury Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(36) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;3/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4512375) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1192) |
| U.S. Ultra 10-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;(453) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;3/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(53581406) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75657 |
| U.S. Ultra-Long Treasury Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(46) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;3/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6178375) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(36385) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$82539** |

---

#### Restricted Securities

---

| | | |
|:---|:---|:---|
| **Description** | &nbsp;&nbsp;&nbsp;&nbsp;**Acquisition Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Cost** |
| Calvert Impact Capital, Inc., Community Investment Notes, 1.50%, 12/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;12/14/20 | &nbsp;&nbsp;&nbsp;&nbsp;$1700000 |

---

---

| | |
|:---|:---|
| **Abbreviations:** | **Abbreviations:** |
| LIBOR | – London Interbank Offered Rate |

---

---

| | |
|:---|:---|
| **Currency Abbreviations:** | **Currency Abbreviations:** |
| AUD | – Australian Dollar |
| CAD | – Canadian Dollar |
| EUR | – Euro |
| SEK | – Swedish Krona |
| USD | – United States Dollar |

---

At December 31, 2022, the Fund had sufficient cash and/or securities to cover commitments under open derivative contracts.

In the normal course of pursuing its investment objective, the Fund is subject to the following risks:

Foreign Exchange Risk: During the fiscal year to date ended December 31, 2022, the Fund entered into forward foreign currency exchange contracts to seek to hedge against the decline in the value of currencies in which its portfolio holdings are denominated against the U.S. dollar.

Interest Rate Risk: During the fiscal year to date ended December 31, 2022, the Fund used futures contracts to hedge interest rate risk and to manage duration.

------

Calvert

Green Bond Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

Affiliated Investments

At December 31, 2022, the value of the Fund's investment in Calvert Impact Capital, Inc. and in issuers and funds that may be deemed to be affiliated, was $6,320,085, which represents 0.9% of the Fund's net assets. Transactions in such investments by the Fund for the fiscal year to date ended December 31, 2022 were as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Name** | **Value,<br> beginning<br> of period** | **Purchases** | **Sales<br> proceeds** | **Net<br> realized<br> gain<br> (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Value,<br> end of<br> period** | **Interest/<br> Dividend<br> income** | **Principal amount/<br> Shares,<br> end of period** |
| **Corporate Bonds** |  |  |  |  |  |  |  |  |
| Mitsubishi UFJ Financial Group, Inc., 2.527%, 9/13/23 | $1073319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | $— | $4939 | $1079405 | $8096 | $1100000 |
| **High Social Impact Investments** |  |  |  |  |  |  |  |  |
| Calvert Impact Capital, Inc., Community Investment Notes, 1.50%, 12/15/23<sup>(1)</sup> | &nbsp;&nbsp;&nbsp; 1578892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;28866 | &nbsp;&nbsp;&nbsp;1607758 | &nbsp;&nbsp;&nbsp; 6375 | &nbsp;&nbsp;&nbsp;1700000 |
| **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** |  |  |  |  |  |  |
| Liquidity Fund, Institutional Class<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;15154018 | &nbsp;&nbsp;&nbsp;51440943 | &nbsp;&nbsp;&nbsp;(62962039) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;3632922 | &nbsp;&nbsp;&nbsp;122087 | &nbsp;&nbsp;&nbsp;3632922 |
| **Total** |  |  |  | **$—** | **$33805** | **$6320085** | **$136558** |  |

---

<sup>(1)</sup> Restricted security. <br> <sup>(2)</sup> Represents investment in Morgan Stanley Institutional Liquidity Funds - Government Portfolio.

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, 2022, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Description** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3** | &nbsp;&nbsp;**Total** |
| Asset-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$91718283 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$91718283 |
| Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50090021 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50090021 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;462621433 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;462621433 |
| High Social Impact Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1607758 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1607758 |
| Preferred Stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8712881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8712881 |
| Senior Floating-Rate Loans | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5673253 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5673253 |
| Sovereign Government Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73975083 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73975083 |
| Taxable Municipal Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19648050 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19648050 |
| U.S. Government Agencies and Instrumentalities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8516985 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8516985 |
| U.S. Government Agency Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1833483 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1833483 |
| Short-Term Investments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Affiliated Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3632922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3632922 |
| &nbsp;&nbsp;&nbsp;Securities Lending Collateral | &nbsp;&nbsp;&nbsp;&nbsp;13560367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13560367 |
| **Total Investments** | &nbsp;&nbsp;**$25906170** | &nbsp;&nbsp;**$715684349** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$741590519** |
| Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$140593 | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$140593 |

---

------

Calvert

Green Bond Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Description (continued)** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3** | &nbsp;&nbsp;**Total** |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;$166884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$166884 |
| **Total** | &nbsp;&nbsp;**$26073054** | &nbsp;&nbsp;**$715824942** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$741897996** |
| **Liability Description** |  |  |  |  |
| Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;$(4295248) | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;$(4295248) |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(84345) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(84345) |
| **Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$(84345)** | &nbsp;&nbsp;&nbsp;**$(4295248)** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;**$(4379593)** |

---

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.

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** CALVERT IMPACT FUND INC

- **b. Investment Company Act file number:** 811-10045

- **c. CIK number of Registrant:** 0001121624

- **d. LEI of Registrant:** 549300J0LOX3YRCSNT56

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 1825 Connecticut Avenue NW

  - **City:** Washington

  - **State:** DC

  - **Foreign country:** US

  - **Zip / Postal Code:** 20009

  - **Telephone number:** 202-238-2200

**Item A.2. Information about the Series.**

- **a. Name of Series:** Calvert Green Bond Fund

- **b. EDGAR series identifier (if any):** S000042600

- **c. LEI of Series:** 5493003I90ZDMMUWM559

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-09-30

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $753730993.38

**Total Liabilities:** $21088359.67

**Net Assets:** $732642633.71

**Cash Not Reported:** $5800773.79

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -802.44000000 | **1-Year:** -27335.02000000 | **5-Year:** -97576.00000000 | **10-Year:** -123486.19000000 | **30-Year:** -40710.11000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -262.79000000 | **1-Year:** -6459.04000000 | **5-Year:** -42449.53000000 | **10-Year:** -26406.57000000 | **30-Year:** -2241.63000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000131729 | -0.48%               | 2.95%                | -1.11%               |
| Class ID C000131731 | -0.46%               | 2.97%                | -1.09%               |
| Class ID C000211124 | -0.46%               | 2.97%                | -1.08%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-9331034.62             | $3106355.37                                |
| Month 2  | $204874.70               | $28411969.26                               |
| Month 3  | $60.83                   | $-7305613.26                               |

**Designated Index Information**

- **Index Name:** ICE BofA Green Bond Index - Hedged USD

- **Index Identifier:** MLGRENUSH

### Schedule of Portfolio Investments

| Name                                                               | Title                                                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Tesla Auto Lease Trust                                             | Tesla Auto Lease Trust 2020-A                                               | CUSIP: 88167HAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    234723 | PA      | $233717.06    | 0.03%             | 2023-12-20      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                            | Metropolitan Life Global Funding I                                          | CUSIP: 59217GEJ4<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   5720000 | PA      | $5187607.00   | 0.71%             | 2025-07-02      | Fixed         | 0.95%                 | No            |                  2 | On Loan: —       |
| Asian Development Bank                                             | Asian Development Bank                                                      | CUSIP: 045167EJ8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    800000 | PA      | $754272.41    | 0.10%             | 2028-09-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY PART                                           | Brookfield Property Partners LP                                             | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |    169100 | NS      | $2572011.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| KFW                                                                | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769JQ8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   5023000 | PA      | $4466843.95   | 0.61%             | 2026-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EWT Holdings III Corp.                                             | EWT Holdings III Corp. 2021 Term Loan                                       | CUSIP: 26928XAB7<br>LEI: 5493007CXSSB57GCEB24 | Long             | LON              | CORP              | US        |   5732973 | PA      | $5673252.86   | 0.77%             | 2028-04-01      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                              | Nederlandse Waterschapsbank NV                                              | CUSIP: 63983TBB0<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |   4866000 | PA      | $4569852.66   | 0.62%             | 2026-03-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                             | HAT Holdings I LLC / HAT Holdings II LLC                                    | CUSIP: 418751AB9<br>LEI: N/A                  | Long             | DBT              |  | US        |     76000 | PA      | $73720.00     | 0.01%             | 2025-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Mosaic Solar Loans LLC                                             | Mosaic Solar Loan Trust 2019-2                                              | CUSIP: 61945LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2676723 | PA      | $2305162.82   | 0.31%             | 2040-09-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                   | Freddie Mac Multifamily Structured Pass Through Certificates                | CUSIP: 3137F84R1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3733353 | PA      | $3158245.92   | 0.43%             | 2030-06-25      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                           | Cooperatieve Rabobank UA                                                    | CUSIP: 74977RDK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   7021000 | PA      | $6140193.43   | 0.84%             | 2027-02-24      | Fixed         | 1.11%                 | No            |                  2 | On Loan: —       |
| Helios Issuer, LLC                                                 | Sunnova Helios IV Issuer LLC                                                | CUSIP: 86746CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6327811 | PA      | $5416141.35   | 0.74%             | 2047-06-20      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                            | International Bank for Reconstruction & Development                         | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   3550000 | PA      | $3388210.93   | 0.46%             | 2027-11-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                             | Mosaic Solar Loan Trust 2019-1                                              | CUSIP: 61946CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    780732 | PA      | $726232.16    | 0.10%             | 2043-12-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC                                         | Sunrun Callisto Issuer 2015-1 LLC                                           | CUSIP: 86771YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    694298 | PA      | $648819.62    | 0.09%             | 2045-07-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING                                           | NextEra Energy Operating Partners LP                                        | CUSIP: 65342QAC6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    257000 | PA      | $240265.45    | 0.03%             | 2024-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                            | Consolidated Edison Co of New York Inc                                      | CUSIP: 209111GB3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2153703.84   | 0.29%             | 2061-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| KFW                                                                | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769JD7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   2200000 | PA      | $1901685.94   | 0.26%             | 2029-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                           | TerraForm Power Operating LLC                                               | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    581000 | PA      | $523893.51    | 0.07%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIVINT SOLAR FINANCING LLC                                         | Vivint Solar Financing V LLC                                                | CUSIP: 92854VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1372716 | PA      | $1219366.58   | 0.17%             | 2048-04-30      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP                                                  | Kimco Realty Corp                                                           | CUSIP: 49446RAW9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |   3000000 | PA      | $2452091.19   | 0.33%             | 2030-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                              | MidAmerican Energy Co                                                       | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   3190000 | PA      | $2722666.60   | 0.37%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                            | International Bank for Reconstruction & Development                         | CUSIP: 45905U6L3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   4150000 | PA      | $4010866.81   | 0.55%             | 2025-11-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                               | Royal Bank of Canada                                                        | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   8600000 | PA      | $8867771.01   | 1.21%             | 2024-05-02      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                             | Mosaic Solar Loan Trust 2019-2                                              | CUSIP: 61945LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2557086 | PA      | $2199602.27   | 0.30%             | 2040-09-20      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                             | Mosaic Solar Loan Trust 2022-2                                              | CUSIP: 61946UAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2141872 | PA      | $2043885.14   | 0.28%             | 2053-01-21      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                                          | Xylem Inc/NY                                                                | CUSIP: 98419MAL4<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |   1821000 | PA      | $1481615.50   | 0.20%             | 2031-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                             | NXP BV / NXP Funding LLC / NXP USA Inc                                      | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   5000000 | PA      | $3994906.75   | 0.55%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mill City Solar Loan 2020-1 Ltd.                                   | Mill City Solar Loan 2020-1 Ltd                                             | CUSIP: 59982XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    513198 | PA      | $421713.57    | 0.06%             | 2047-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                             | US LONG BOND(CBT) MAR23                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -75 | NC      | $-2484.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors                                       | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857492706<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |  13560368 | NS      | $13560367.50  | 1.85%             |  |  |  | No            |                  1 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                           | United States International Development Finance Corp                        | CUSIP: 690353G50<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGA              | US        |    571402 | PA      | $540413.84    | 0.07%             | 2029-09-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                                 | SUNNOVA HELIOS II ISSUER LLC 2019-A                                         | CUSIP: 86745LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1135350 | PA      | $980567.41    | 0.13%             | 2046-06-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                                             | Tesla Auto Lease Trust 2021-A                                               | CUSIP: 88161FAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3315609.85   | 0.45%             | 2025-03-20      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                             | Mosaic Solar Loan Trust 2021-1                                              | CUSIP: 61947DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    940749 | PA      | $712194.21    | 0.10%             | 2046-12-20      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                          | Jabil Inc                                                                   | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4735682.20   | 0.65%             | 2027-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                             | Kommuninvest I Sverige AB                                                   | CUSIP: 50046PBR5<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |   4785000 | PA      | $4489203.50   | 0.61%             | 2024-06-19      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                      | PURCHASED USD / SOLD EUR                                                    | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-2309463.33  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                             | NXP BV / NXP Funding LLC / NXP USA Inc                                      | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   2861000 | PA      | $2478825.47   | 0.34%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                           | Northern States Power Co/MN                                                 | CUSIP: 665772CS6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $3894682.37   | 0.53%             | 2051-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                     | Fannie Mae-Aces                                                             | CUSIP: 3136B75M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7842000 | PA      | $6875963.63   | 0.94%             | 2029-10-25      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                   | French Republic Government Bond OAT                                         | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |  34790000 | PA      | $21742451.22  | 2.97%             | 2044-06-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                               | Enel Finance International NV                                               | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   3197000 | PA      | $2758906.14   | 0.38%             | 2026-07-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DIGITAL EURO FINCO                                                 | Digital Euro Finco LLC                                                      | CUSIP: 000000000<br>LEI: 635400OUEAPTXSW3SC91 | Long             | DBT              | CORP              | US        |   8700000 | PA      | $8642725.60   | 1.18%             | 2026-01-16      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                              | Province of Ontario Canada                                                  | CUSIP: 68323ADL5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   3200000 | PA      | $2359562.78   | 0.32%             | 2023-01-27      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                       | AES Corp/The                                                                | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |  16002000 | PA      | $12767373.96  | 1.74%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                             | HAT Holdings I LLC / HAT Holdings II LLC                                    | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              |  | US        |  12396000 | PA      | $10786875.24  | 1.47%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                             | Mosaic Solar Loan Trust 2019-2                                              | CUSIP: 61945LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19016 | PA      | $18952.97     | 0.00%             | 2040-09-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                             | US 10YR ULTRA FUT MAR23                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -511 | NC      | $85344.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON PROPERTIES LP                                               | Boston Properties LP                                                        | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    928000 | PA      | $958501.57    | 0.13%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                             | Mitsubishi UFJ Financial Group Inc                                          | CUSIP: 606822AH7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1100000 | PA      | $1079405.12   | 0.15%             | 2023-09-13      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                             | Verizon Communications Inc                                                  | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $1755548.81   | 0.24%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| MidAmerican Energy Co                                              | MidAmerican Energy Co                                                       | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   4490000 | PA      | $3545508.16   | 0.48%             | 2048-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                  | International Finance Corp                                                  | CUSIP: 45950VHX7<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |   1547000 | PA      | $1446051.37   | 0.20%             | 2026-04-07      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Sunnova Sol Issuer,LLC                                             | Sunnova Sol II Issuer LLC                                                   | CUSIP: 86745PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1898216 | PA      | $1494670.18   | 0.20%             | 2055-11-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                                                          | Aptiv PLC                                                                   | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   3255000 | PA      | $1936235.45   | 0.26%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Vivint Solar Financing LLC                                         | Vivint Solar Financing VII LLC                                              | CUSIP: 92855HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4948017 | PA      | $3800554.79   | 0.52%             | 2051-07-31      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                      | Owens Corning                                                               | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   7882000 | PA      | $7180621.65   | 0.98%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust                   | GoodLeap Sustainable Home Solutions Trust 2021-5                            | CUSIP: 38237HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1454234 | PA      | $1059355.63   | 0.14%             | 2048-10-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                     | Fannie Mae-Aces                                                             | CUSIP: 3136AY2C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5092372 | PA      | $4765738.05   | 0.65%             | 2027-09-25      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                               | Bank of America Corp                                                        | CUSIP: 06051GHW2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  27325000 | PA      | $25836795.25  | 3.53%             | 2025-10-22      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                      | PURCHASED USD / SOLD EUR                                                    | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-1911508.02  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                           | United States International Development Finance Corp                        | CUSIP: 6903534C8<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGA              | US        |   2645732 | PA      | $2514188.73   | 0.34%             | 2032-09-20      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD BRP HOLDINGS                                            | Brookfield BRP Holdings Canada Inc                                          | CUSIP: 11259P109<br>LEI: 549300NSPD7QJ50GZW26 | Long             | EP               | CORP              | CA        |    353000 | NS      | $4896110.00   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Kommunalbanken AS                                                  | Kommunalbanken AS                                                           | CUSIP: 50048MBX7<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   3000000 | PA      | $2856684.00   | 0.39%             | 2025-02-11      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                     | Fannie Mae-Aces                                                             | CUSIP: 3136B3XY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3573047 | PA      | $3432555.98   | 0.47%             | 2028-09-25      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                           | European Investment Bank                                                    | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1300000 | PA      | $839853.83    | 0.11%             | 2028-02-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Avangrid Inc                                                       | Avangrid Inc                                                                | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |   7100000 | PA      | $6466696.61   | 0.88%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                           | Johnson Controls International plc / Tyco Fire & Security Finance SCA       | CUSIP: 47837RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   6950000 | PA      | $5567729.51   | 0.76%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                        | Prologis LP                                                                 | CUSIP: 74340XBR1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |   3727000 | PA      | $2833814.42   | 0.39%             | 2030-10-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                                          | Xylem Inc/NY                                                                | CUSIP: 98419MAM2<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $2929644.88   | 0.40%             | 2028-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                             | Mosaic Solar Loan Trust 2021-1                                              | CUSIP: 61947DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1959895 | PA      | $1544622.47   | 0.21%             | 2046-12-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                          | Apple Inc                                                                   | CUSIP: 037833BU3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3989220.76   | 0.54%             | 2023-02-23      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                               | Enel Finance International NV                                               | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   6100000 | PA      | $6014852.17   | 0.82%             | 2026-09-16      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                           | European Investment Bank                                                    | CUSIP: 298785JN7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   3960000 | PA      | $3312678.92   | 0.45%             | 2031-05-13      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan 2020-1 Ltd.                                     | Loanpal Solar Loan 2021-1 Ltd                                               | CUSIP: 53948LAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   4345235 | PA      | $3379351.76   | 0.46%             | 2047-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                | Bank of Nova Scotia/The                                                     | CUSIP: 064159QD1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1408000 | PA      | $1406622.78   | 0.19%             | 2023-01-18      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                             | Mosaic Solar Loan Trust 2020-1                                              | CUSIP: 61946NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1165558 | PA      | $1013973.22   | 0.14%             | 2046-04-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                                             | Tesla Auto Lease Trust 2020-A                                               | CUSIP: 88167HAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1985458.00   | 0.27%             | 2024-02-20      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                        | Walmart Inc                                                                 | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   2232000 | PA      | $1822404.47   | 0.25%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                             | US 10YR NOTE (CBT)MAR23                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       176 | NC      | $-46767.42    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Fanniemae-Aces                                                     | Fannie Mae-Aces                                                             | CUSIP: 3136B1XJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5608584 | PA      | $5225182.75   | 0.71%             | 2028-03-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                              | Micron Technology Inc                                                       | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   5820000 | PA      | $4366007.27   | 0.60%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                      | PURCHASED USD / SOLD AUD                                                    | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-20588.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Luminace ABS-2022 Issuer, LLC                                      | Luminace ABS-2022 Issuer LLC                                                | CUSIP: 55026CAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2905110 | PA      | $2693521.92   | 0.37%             | 2062-07-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                            | Public Service Co of Colorado                                               | CUSIP: 744448CS8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3573013.30   | 0.49%             | 2050-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority                       | DIST OF COLUMBIA WTR & SWR AUTH PUBLIC UTILITY REVENUE                      | CUSIP: 254845JZ4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |   1665000 | PA      | $1446119.10   | 0.20%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                             | PNC Financial Services Group Inc/The                                        | CUSIP: 693475AY1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   7377000 | PA      | $7053751.37   | 0.96%             | 2024-11-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Narragansett Bay Commission                                        | NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE                           | CUSIP: 631060CS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $397660.00    | 0.05%             | 2031-09-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                   | Freddie Mac Multifamily Structured Pass Through Certificates                | CUSIP: 3137FVED0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1360000 | PA      | $1088415.62   | 0.15%             | 2030-06-25      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                     | Fannie Mae-Aces                                                             | CUSIP: 3136B3DE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3074489 | PA      | $2930857.28   | 0.40%             | 2030-09-25      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                        | BNP Paribas SA                                                              | CUSIP: 09659W2Q6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2200000 | PA      | $1917207.71   | 0.26%             | 2027-06-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| CALVERT IMPACT CAPITAL NOTE                                        | CALVERT IMPACT CAPITAL NOTE                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1607758.00   | 0.22%             | 2023-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                         | Fannie Mae Pool                                                             | CUSIP: 3138LEDP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1948619 | PA      | $1833482.72   | 0.25%             | 2026-07-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                             | Mosaic Solar Loans 2017-2 LLC                                               | CUSIP: 61946GAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    353654 | PA      | $341694.89    | 0.05%             | 2043-06-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Narragansett Bay Commission                                        | NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE                           | CUSIP: 631060CU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1445000 | PA      | $1106855.55   | 0.15%             | 2033-09-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                            | European Bank for Reconstruction & Development                              | CUSIP: 29874QAY0<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   2635000 | PA      | $2503200.88   | 0.34%             | 2024-09-27      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                             | Mosaic Solar Loans 2017-1 LLC                                               | CUSIP: 61946EAA6<br>LEI: 549300ZLA8SW2SVJMN33 | Long             | ABS-O            | CORP              | US        |    381100 | PA      | $365108.04    | 0.05%             | 2042-06-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                        | PepsiCo Inc                                                                 | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2530483.13   | 0.35%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                             | Digital Dutch Finco BV                                                      | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |   6300000 | PA      | $5290293.27   | 0.72%             | 2030-03-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                           | United States International Development Finance Corp                        | CUSIP: 6903536P7<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGA              | US        |   2308028 | PA      | $2117179.57   | 0.29%             | 2029-10-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                            | Public Service Co of Colorado                                               | CUSIP: 744448CQ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $833685.90    | 0.11%             | 2048-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue | SAN FRANCISCO CITY & CNTY CA PUBLIC UTILITIES COMMISSION WTR                | CUSIP: 79765R5A3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10705000 | PA      | $8767395.00   | 1.20%             | 2039-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                        | BNP Paribas SA                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   7500000 | PA      | $6952304.52   | 0.95%             | 2027-10-14      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: —       |
| LIBERTY UTILITIES FIN                                              | Liberty Utilities Finance GP 1                                              | CUSIP: 531546AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11594000 | PA      | $8735088.29   | 1.19%             | 2030-09-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                                                | JPMorgan Chase & Co                                                         | CUSIP: 46647PBS4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6862000 | PA      | $6619238.77   | 0.90%             | 2024-09-16      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                           | European Investment Bank                                                    | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   3250000 | PA      | $2372366.03   | 0.32%             | 2042-11-14      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                             | HAT Holdings I LLC / HAT Holdings II LLC                                    | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              |  | US        |   6592000 | PA      | $4855770.89   | 0.66%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                             | Asian Development Bank                                                      | CUSIP: 045167CY7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    750000 | PA      | $713405.09    | 0.10%             | 2025-03-19      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                               | Boston Properties LP                                                        | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   5550000 | PA      | $4790960.58   | 0.65%             | 2029-06-21      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                             | Verizon Communications Inc                                                  | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  11734000 | PA      | $9149343.84   | 1.25%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                             | US 5YR NOTE (CBT) MAR23                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       131 | NC      | $1821.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust                   | GoodLeap Sustainable Home Solutions Trust 2022-2                            | CUSIP: 38237KAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3338535 | PA      | $2721937.92   | 0.37%             | 2049-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sunrun Demeter Issuer LLC                                          | Sunrun Demeter Issuer 2021-2 LLC                                            | CUSIP: 86772HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7897319 | PA      | $6179589.31   | 0.84%             | 2057-01-30      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                   | Freddie Mac Multifamily Structured Pass Through Certificates                | CUSIP: 3137FPHR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4050000 | PA      | $3575316.51   | 0.49%             | 2029-08-25      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING                                           | NextEra Energy Operating Partners LP                                        | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   5904000 | PA      | $5425704.09   | 0.74%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                                | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   8700000 | PA      | $8034061.70   | 1.10%             | 2032-06-07      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: —       |
| GENERAL MOTORS CO                                                  | General Motors Co                                                           | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |  13327000 | PA      | $12418688.59  | 1.70%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                | MASSACHUSETTS ST WTR POLL ABATEMENT TRUST                                   | CUSIP: 57604P5P5<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |    135000 | PA      | $135494.10    | 0.02%             | 2040-08-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                     | Fannie Mae-Aces                                                             | CUSIP: 3136B6XJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6572661 | PA      | $5828138.23   | 0.80%             | 2029-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                             | Mosaic Solar Loans 2017-2 LLC                                               | CUSIP: 61946GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     43877 | PA      | $40719.48     | 0.01%             | 2043-06-22      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                             | Mosaic Solar Loan Trust 2020-1                                              | CUSIP: 61946NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1339751 | PA      | $1180673.25   | 0.16%             | 2046-04-20      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                               | Boston Properties LP                                                        | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |  11083000 | PA      | $8002437.59   | 1.09%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| FORD MOTOR COMPANY                                                 | Ford Motor Co                                                               | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   7121000 | PA      | $5353010.23   | 0.73%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                             | Clearway Energy Operating LLC                                               | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   1227000 | PA      | $1134356.19   | 0.15%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                           | Italy Buoni Poliennali Del Tesoro                                           | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   9600000 | PA      | $5824925.96   | 0.80%             | 2045-04-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Helios Issuer, LLC                                                 | Sunnova Helios V Issuer LLC                                                 | CUSIP: 86746EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2584852 | PA      | $2108739.45   | 0.29%             | 2048-02-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                                  | Kuntarahoitus Oyj                                                           | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |   3750000 | PA      | $3292266.43   | 0.45%             | 2029-09-06      | Fixed         | 0.05%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                             | Mosaic Solar Loan Trust 2021-1                                              | CUSIP: 61947DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    774508 | PA      | $674528.34    | 0.09%             | 2046-12-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                           | Sumitomo Mitsui Financial Group Inc                                         | CUSIP: 86562MCC2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   3000000 | PA      | $2857130.88   | 0.39%             | 2024-01-12      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                             | Coca-Cola Femsa SAB de CV                                                   | CUSIP: 191241AJ7<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |   3470000 | PA      | $2618411.86   | 0.36%             | 2032-09-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: —       |
| SUNRUN CALLISTO ISSUER LLC                                         | Sunrun Xanadu Issuer 2019-1 LLC                                             | CUSIP: 86773PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2067527 | PA      | $1833632.54   | 0.25%             | 2054-06-30      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                                             | Tesla Auto Lease Trust 2021-A                                               | CUSIP: 88161FAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1700000 | PA      | $1625046.66   | 0.22%             | 2025-03-20      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                           | Alexandria Real Estate Equities Inc                                         | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |   6900000 | PA      | $5301612.86   | 0.72%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                           | United States International Development Finance Corp                        | CUSIP: 690353C70<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGA              | US        |    156159 | PA      | $144247.53    | 0.02%             | 2033-06-01      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                           | United States International Development Finance Corp                        | CUSIP: 90376PAD3<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGA              | US        |   3562566 | PA      | $3200955.15   | 0.44%             | 2029-10-15      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                       | ING Groep NV                                                                | CUSIP: 456837AU7<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   6632000 | PA      | $5968245.30   | 0.81%             | 2026-07-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                                             | Tesla Auto Lease Trust 2020-A                                               | CUSIP: 88167HAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3123000 | PA      | $3101286.41   | 0.42%             | 2024-08-20      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                           | Tucson Electric Power Co                                                    | CUSIP: 898813AS9<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $2532626.81   | 0.35%             | 2030-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                                  | Vornado Realty LP                                                           | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |   4900000 | PA      | $4146521.22   | 0.57%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                             | Mosaic Solar Loan Trust 2020-2                                              | CUSIP: 61946PAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1644225 | PA      | $1398822.68   | 0.19%             | 2046-08-20      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                           | European Investment Bank                                                    | CUSIP: 298785GQ3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   6200000 | PA      | $5986117.79   | 0.82%             | 2024-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| SOUTH COAST BRIT COL TRA                                           | South Coast British Columbia Transportation Authority                       | CUSIP: 83740TAH0<br>LEI: 5493004X8NYYAND33669 | Long             | DBT              | NUSS              | CA        |   5490000 | PA      | $2835499.85   | 0.39%             | 2050-10-29      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                                             | Tesla Auto Lease Trust 2020-A                                               | CUSIP: 88167HAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2295000 | PA      | $2270720.97   | 0.31%             | 2024-02-20      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                             | Canadian Imperial Bank of Commerce                                          | CUSIP: 13607GRR7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1970000 | PA      | $1772291.53   | 0.24%             | 2025-10-23      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                           | Morgan Stanley Institutional Liquidity Funds - Government Portfolio         | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |   3632922 | NS      | $3632921.56   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Avangrid Inc                                                       | Avangrid Inc                                                                | CUSIP: 05351WAA1<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |   3029000 | PA      | $2897227.57   | 0.40%             | 2024-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BANK HAPOALIM                                                      | Bank Hapoalim BM                                                            | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |   7600000 | PA      | $6572024.00   | 0.90%             | 2032-01-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| EQUINIX INC                                                        | Equinix Inc                                                                 | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   8700000 | PA      | $7011690.27   | 0.96%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Helios Issuer VI, LLC                                              | SUNNOVA HELIOS II ISSUER LLC 2021-B                                         | CUSIP: 86744TAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3338834 | PA      | $2460069.53   | 0.34%             | 2048-07-20      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                           | Prudential Financial Inc                                                    | CUSIP: 74432QCH6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   3431000 | PA      | $3093125.34   | 0.42%             | 2026-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                             | US 2YR NOTE (CBT) MAR23                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       333 | NC      | $89405.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                              | Province of Ontario Canada                                                  | CUSIP: 68323AER1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   5000000 | PA      | $3583087.15   | 0.49%             | 2025-02-05      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                                      | Welltower Inc                                                               | CUSIP: 95040QAK0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |   3980000 | PA      | $3589877.18   | 0.49%             | 2027-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                           | European Investment Bank                                                    | CUSIP: 298785HM1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   8671000 | PA      | $8060893.70   | 1.10%             | 2027-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                      | PURCHASED USD / SOLD SEK                                                    | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-53688.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                       | SK Hynix Inc                                                                | CUSIP: 78392BAC1<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   8000000 | PA      | $5873193.52   | 0.80%             | 2031-01-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                           | Kaiser Foundation Hospitals                                                 | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   1208000 | PA      | $1132385.57   | 0.15%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RENEWABLE PAR                                           | Brookfield Renewable Partners ULC                                           | CUSIP: 11282ZAQ1<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |   4000000 | PA      | $2057134.42   | 0.28%             | 2050-08-13      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                           | TerraForm Power Operating LLC                                               | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |  14706000 | PA      | $12820299.47  | 1.75%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                        | PepsiCo Inc                                                                 | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   3415000 | PA      | $2456984.11   | 0.34%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                                | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769JG0<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   3034000 | PA      | $2376638.66   | 0.32%             | 2030-09-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                            | European Bank for Reconstruction & Development                              | CUSIP: 29874QEE0<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   3045000 | PA      | $2863175.77   | 0.39%             | 2025-02-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                                   | SLG Office Trust 2021-OVA                                                   | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12179000 | PA      | $9745932.97   | 1.33%             | 2041-07-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                             | Mosaic Solar Loan Trust 2018-1                                              | CUSIP: 61946FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    537199 | PA      | $496476.82    | 0.07%             | 2043-06-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                             | Verizon Communications Inc                                                  | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $1799231.85   | 0.25%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| KINGDOM OF SWEDEN                                                  | Sweden Government International Bond                                        | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |  31500000 | PA      | $2545967.12   | 0.35%             | 2030-09-09      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                  | General Motors Co                                                           | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2199993.15   | 0.30%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                      | PURCHASED USD / SOLD CAD                                                    | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $140593.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                               | Enel Finance International NV                                               | CUSIP: 29278GAW8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   6500000 | PA      | $6159382.52   | 0.84%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sunnova Sol Issuer,LLC                                             | Sunnova Sol II Issuer LLC                                                   | CUSIP: 86745PAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7066116 | PA      | $5662945.10   | 0.77%             | 2055-11-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                     | Fannie Mae-Aces                                                             | CUSIP: 3136B9WE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4250000 | PA      | $3463674.35   | 0.47%             | 2029-10-25      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                          | Apple Inc                                                                   | CUSIP: 037833DS6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |  22438000 | PA      | $19152836.06  | 2.61%             | 2031-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Sunrun Callisto Issuer LLC                                         | Sunrun Atlas Issuer 2019-2 LLC                                              | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2316095 | PA      | $2042917.30   | 0.28%             | 2055-02-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Narragansett Bay Commission                                        | NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE                           | CUSIP: 631060CR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    620000 | PA      | $503464.80    | 0.07%             | 2030-09-01      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                               | Niagara Mohawk Power Corp                                                   | CUSIP: 65364UAN6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   4182000 | PA      | $3315123.47   | 0.45%             | 2030-06-27      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Solarcity LMC Series LLC                                           | SolarCity LMC Series I LLC                                                  | CUSIP: 83417BAA6<br>LEI: 54930080F5ME65CO1C91 | Long             | ABS-O            | CORP              | US        |    107081 | PA      | $103473.37    | 0.01%             | 2038-11-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                             | Mosaic Solar Loan Trust 2018-1                                              | CUSIP: 61946FAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1716448 | PA      | $1491583.21   | 0.20%             | 2043-06-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SUNRUN JUPITER ISSUER 2022-1, LLC                                  | Sunrun Jupiter Issuer 2022-1 LLC                                            | CUSIP: 86772RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4123822 | PA      | $3784355.63   | 0.52%             | 2057-07-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                             | NextEra Energy Capital Holdings Inc                                         | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   8515000 | PA      | $7285068.45   | 0.99%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                       | ING Groep NV                                                                | CUSIP: 45685NAA4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   3025000 | PA      | $2957474.10   | 0.40%             | 2026-01-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                              | MidAmerican Energy Co                                                       | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1140081.10   | 0.16%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                           | European Investment Bank                                                    | CUSIP: 29878TDB7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   8202000 | PA      | $7920656.39   | 1.08%             | 2025-06-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Sunnova Sol Issuer,LLC                                             | Sunnova Sol Issuer LLC                                                      | CUSIP: 86745NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1657407 | PA      | $1404795.27   | 0.19%             | 2055-02-01      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                                             | Netherlands Government Bond                                                 | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |   6000000 | PA      | $4442817.12   | 0.61%             | 2040-01-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust                   | GoodLeap Sustainable Home Solutions Trust 2021-4                            | CUSIP: 38237GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1669873 | PA      | $1276587.46   | 0.17%             | 2048-07-20      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                  | Chile Government International Bond                                         | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1500000 | PA      | $1231015.38   | 0.17%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                              | Nederlandse Waterschapsbank NV                                              | CUSIP: 63983TBU8<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |   2400000 | PA      | $1911722.90   | 0.26%             | 2030-05-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                 | Regency Centers LP                                                          | CUSIP: 75884RAT0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |   2500000 | PA      | $2426161.05   | 0.33%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                             | Mosaic Solar Loan Trust 2021-2                                              | CUSIP: 61946RAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2121883 | PA      | $1753826.01   | 0.24%             | 2047-04-22      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                             | Asian Development Bank                                                      | CUSIP: 045167EC3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    750000 | PA      | $694451.33    | 0.09%             | 2027-08-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                               | Enel Finance International NV                                               | CUSIP: 29278GAX6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   2692000 | PA      | $2431885.31   | 0.33%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Narragansett Bay Commission                                        | NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE                           | CUSIP: 631060CT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    445000 | PA      | $346904.20    | 0.05%             | 2032-09-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                        | Equinix Inc                                                                 | CUSIP: 29444UBK1<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   3000000 | PA      | $2685726.24   | 0.37%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                                 | Sunnova Helios V Issuer LLC                                                 | CUSIP: 86746EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4675103 | PA      | $3753881.07   | 0.51%             | 2048-02-20      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                            | International Bank for Reconstruction & Development                         | CUSIP: 45905URL0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2000000 | PA      | $1908390.00   | 0.26%             | 2025-03-03      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                      | Citigroup Inc                                                               | CUSIP: 172967MR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   9575000 | PA      | $9440762.23   | 1.29%             | 2024-05-15      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                    | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                    | CUSIP: 64972FY34<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    605000 | PA      | $663793.90    | 0.09%             | 2044-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                             | Clearway Energy Operating LLC                                               | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   5463000 | PA      | $4399657.75   | 0.60%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                        | Equinix Inc                                                                 | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   3700000 | PA      | $3297645.39   | 0.45%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                  | NSTAR Electric Co                                                           | CUSIP: 67021CAN7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3649593.96   | 0.50%             | 2029-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SUNRUN VULCAN ISSUER LLC                                           | Sunrun Vulcan Issuer 2021-1 LLC                                             | CUSIP: 86773QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5148772 | PA      | $4186544.05   | 0.57%             | 2052-01-30      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                             | US ULTRA BOND CBT MAR23                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -46 | NC      | $-36385.22    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TERRAFORM GLOBAL OPERATI                                           | Terraform Global Operating LP                                               | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1500887.03   | 0.20%             | 2026-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PATTERN ENERGY OP LP/PAT                                           | Pattern Energy Operations LP / Pattern Energy Operations Inc                | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5125000 | PA      | $4604322.91   | 0.63%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                      | MASSACHUSETTS ST                                                            | CUSIP: 57582RJN7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   8240000 | PA      | $6280363.20   | 0.86%             | 2046-06-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Sunnova Sol Issuer,LLC                                             | Sunnova Sol Issuer LLC                                                      | CUSIP: 86745NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2754233 | PA      | $2295150.36   | 0.31%             | 2055-02-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY PART                                           | Brookfield Property Partners LP                                             | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |     92000 | NS      | $1244760.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSERVATION FUND                                                  | Conservation Fund A Nonprofit Corp/The                                      | CUSIP: 20848FAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2345000 | PA      | $2018003.54   | 0.28%             | 2029-12-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                              | Prologis Euro Finance LLC                                                   | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |   6700000 | PA      | $5964567.59   | 0.81%             | 2028-02-06      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-25

**Name of Applicant:** CALVERT IMPACT FUND INC

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer