Calvert > Calvert Management Series
Calvert Flexible Bond Fund
$318.90M
Avg Monthly Net Assets
$492.34M
Total Assets
$93.04M
Total Liabilities
$399.30M
Net Assets
Calvert Flexible Bond Fund is a Mutual Fund in Calvert Management Series
from Calvert,
based in District of Columbia,
United States of America.
The fund has four share classes
and monthly net assets of $318.90M.
On August 20th, 2024 it reported 300 holdings, the largest
being Morgan Stanley & Co. LLC (13.5%), United States Treasury (12.5%) and UMBS, TBA (6.4%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| CLASS A | C000146359 | CUBAX | |
| CLASS C | C000146360 | CUBCX | |
| CLASS I | C000146362 | CUBIX | |
| Class R6 | C000213138 | CUBRX |
Holdings
From latest NPORT-P, filed August 20th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| AerCap Holdings NV | Long | Debt | NL | $172K | – | 0.04 |
| AIB Group PLC | Long | Debt | IE | $641K | – | 0.16 |
| Air Lease Corp | Long | Debt | US | $1M | – | 0.25 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer (ALLIANT HOLD / CO-ISSUER) | Long | Debt | US | $913K | – | 0.23 |
| Ally Financial Inc | Long | Debt | US | $2M | – | 0.49 |
| Ally Financial Inc | Long | Debt | US | $1M | – | 0.29 |
| Ally Financial Inc | Long | Debt | US | $254K | – | 0.06 |
| Ally Financial Inc | Long | Debt | US | $160K | – | 0.04 |
| American Airlines Inc/AAdvantage Loyalty IP Ltd (AMERICAN AIRLINES/AADVAN) | Long | Debt | XX | $529K | – | 0.13 |
| American Assets Trust LP | Long | Debt | US | $828K | – | 0.21 |
| American National Group LLC | Long | Debt | US | $1M | – | 0.27 |
| AmWINS Group Inc 2021 Term Loan B | Long | Loan | US | $900K | – | 0.23 |
| Antares Holdings LP | Long | Debt | US | $975K | – | 0.24 |
| Apollo Debt Solutions BDC | Long | Debt | US | $1M | – | 0.33 |
| Ashtead Capital Inc | Long | Debt | US | $1M | – | 0.37 |
| Ashtead Capital Inc | Long | Debt | US | $482K | – | 0.12 |
| ASR Nederland NV | Long | Debt | NL | $1M | – | 0.28 |
| Avant Loans Funding Trust 2021-REV1 | Long | ABS-other | US | $1M | – | 0.36 |
| Aviation Capital Group LLC | Long | Debt | US | $2M | – | 0.55 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $1000K | – | 0.25 |
| BAE Systems PLC | Long | Debt | GB | $493K | – | 0.12 |
| BAMLL Commercial Mortgage Securities Trust 2019-BPR (Banc of America Merrill Lynch Large Loan Inc) | Long | ABS-mortgage backed security | US | $2M | – | 0.38 |
| BAMLL Commercial Mortgage Securities Trust 2019-BPR (Banc of America Merrill Lynch Large Loan Inc) | Long | ABS-mortgage backed security | US | $349K | – | 0.09 |
| Banco Santander SA | Long | Debt | ES | $2M | – | 0.45 |
| Banco Santander SA | Long | Debt | ES | $1M | – | 0.27 |
| Bank Leumi Le-Israel BM | Long | Debt | IL | $919K | – | 0.23 |
| Bank of America Corp | Long | Debt | US | $4M | – | 0.91 |
| Bank of Nova Scotia/The | Long | Debt | CA | $1M | – | 0.35 |
| BBVA Bancomer SA/Texas (BBVA BANCOMER SA TEXAS) | Long | Debt | MX | $1M | – | 0.35 |
| BBVA Bancomer SA/Texas (BBVA BANCOMER SA TEXAS) | Long | Debt | MX | $1M | – | 0.29 |
| BBVA Bancomer SA/Texas (BBVA BANCOMER SA TEXAS) | Long | Debt | MX | $745K | – | 0.19 |
| Bellemeade Re 2021-2 Ltd (BELLEMEADE RE LT) | Long | ABS-mortgage backed security | US | $2M | – | 0.54 |
| Blackstone Private Credit Fund | Long | Debt | US | $1M | – | 0.33 |
| Blue Owl Credit Income Corp | Long | Debt | US | $1M | – | 0.32 |
| BNP Paribas SA | Long | Debt | FR | $2M | – | 0.60 |
| Bristol-Myers Squibb Co | Long | Debt | US | $965K | – | 0.24 |
| Broadstone Net Lease LLC | Long | Debt | US | $243K | – | 0.06 |
| Brookfield Finance Inc | Long | Debt | CA | $2M | – | 0.43 |
| Brookfield Property Partners LP | Long | Equity-preferred | BM | $924K | 78K | 0.23 |
| BX Commercial Mortgage Trust 2021-VOLT (BX Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.58 |
| CaixaBank SA | Long | Debt | ES | $1M | – | 0.29 |
| Calderys Financing LLC | Long | Debt | US | $773K | – | 0.19 |
| Calvert Floating-Rate Advantage Fund | Long | Equity-common | US | $11M | 1M | 2.78 |
| CALVERT IMPACT CAPITAL NOTE | Long | Debt | US | $490K | – | 0.12 |
| Cascade MH Asset Trust 2022-MH1 | Long | ABS-other | US | $766K | – | 0.19 |
| Centene Corp | Long | Debt | US | $857K | – | 0.21 |
| Centene Corp | Long | Debt | US | $594K | – | 0.15 |
| Centene Corp | Long | Debt | US | $446K | – | 0.11 |
| Champs Trust 2024-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.39 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $2M | – | 0.54 |
| CI Financial Corp | Long | Debt | CA | $899K | – | 0.23 |
| Citigroup Inc | Long | Debt | US | $633K | – | 0.16 |
| Clear Channel Outdoor Holdings Inc | Long | Debt | US | $785K | – | 0.20 |
| Clearway Energy Operating LLC (CLEARWAY ENERGY OP LLC) | Long | Debt | US | $342K | – | 0.09 |
| Cloud Software Group Inc (CLOUD SOFTWARE GRP INC) | Long | Debt | US | $980K | – | 0.25 |
| Coinstar Funding LLC Series 2017-1 (Coinstar Funding, LLC) | Long | ABS-other | US | $974K | – | 0.24 |
| Cologix Canadian Issuer LP (Cologix Data Centers Issuer LLC) | Long | ABS-other | CA | $1M | – | 0.25 |
| Cologix Data Centers US Issuer LLC (Cologix Data Centers Issuer LLC) | Long | ABS-other | US | $1M | – | 0.30 |
| Compass Minerals International Inc | Long | Debt | US | $882K | – | 0.22 |
| Concentrix Corp | Long | Debt | US | $3M | – | 0.66 |
| Conn's Receivables Funding 2022-A LLC (Conn Funding II, L.P) | Long | ABS-other | US | $2M | – | 0.38 |
| Conn's Receivables Funding 2023-A LLC (Conn Funding II, L.P) | Long | ABS-other | US | $613K | – | 0.15 |
| Connect Finco SARL / Connect US Finco LLC (CONNECT FINCO SARL/CONNE) | Long | Debt | XX | $2M | – | 0.46 |
| COPT Defense Properties LP (COPT DEFENSE PROP LP) | Long | Debt | US | $831K | – | 0.21 |
| Credit Agricole SA | Long | Debt | FR | $2M | – | 0.43 |
| CSMC 2021-BPNY (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.30 |
| CSMC 2022-CNTR (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $463K | – | 0.12 |
| Diamond Infrastructure Funding LLC | Long | ABS-other | US | $263K | – | 0.07 |
| DRIVEN BRANDS FUNDING LLC (Driven Brands Funding, LLC) | Long | ABS-other | US | $2M | – | 0.45 |
| DRIVEN BRANDS FUNDING LLC (Driven Brands Funding, LLC) | Long | ABS-other | US | $691K | – | 0.17 |
| Dynasty Acquisition Co Inc 2024 Term Loan B1 | Long | Loan | US | $653K | – | 0.16 |
| Dynasty Acquisition Co Inc 2024 Term Loan B2 | Long | Loan | CA | $252K | – | 0.06 |
| Eagle RE 2021-2 Ltd (Eagle Re Ltd) | Long | ABS-mortgage backed security | BM | $877K | – | 0.22 |
| Enact Holdings Inc | Long | Debt | US | $2M | – | 0.59 |
| Enviva Partners LP / Enviva Partners Finance Corp (ENVIVA PARTNERS LP/FIN C) | Long | Debt | US | $511K | – | 0.13 |
| Enviva Partners LP/Fin C 2024 DIP Tranche Delayed Draw Term Loan A | Long | Loan | US | $96K | – | 0.02 |
| Enviva Partners LP/Fin C 2024 DIP Tranche Delayed Draw Term Loan B | Long | Loan | US | $202K | – | 0.05 |
| Enviva Partners LP/Fin C 2024 Term Loan | Long | Loan | US | $144K | – | 0.04 |
| EPR Properties | Long | Debt | US | $1M | – | 0.35 |
| EPR Properties | Long | Debt | US | $1M | – | 0.31 |
| EPR Properties | Long | Debt | US | $642K | – | 0.16 |
| Essent Group Ltd | Long | Debt | BM | $1000K | – | 0.25 |
| Extended Stay America Trust 2021-ESH | Long | ABS-mortgage backed security | US | $3M | – | 0.69 |
| ExteNet LLC 2019-1 (ExteNet Systems) | Long | ABS-other | US | $723K | – | 0.18 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $2M | – | 0.61 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $2M | – | 0.41 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $2M | – | 0.38 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $1M | – | 0.25 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $868K | – | 0.22 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $762K | – | 0.19 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $510K | – | 0.13 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $187K | – | 0.05 |
| FMC GMSR Issuer Trust | Long | ABS-other | US | $3M | – | 0.69 |
| FMC GMSR Issuer Trust | Long | ABS-other | US | $924K | – | 0.23 |
| FMC GMSR Issuer Trust | Long | ABS-other | US | $880K | – | 0.22 |
| FMC GMSR Issuer Trust | Long | ABS-other | US | $588K | – | 0.15 |
| FOCUS Brands Funding LLC | Long | ABS-other | US | $72K | – | 0.02 |
| Ford Motor Co (FORD MOTOR COMPANY) | Long | Debt | US | $589K | – | 0.15 |
| Ford Motor Credit Co LLC | Long | Debt | US | $2M | – | 0.47 |
| Ford Motor Credit Co LLC | Long | Debt | US | $861K | – | 0.22 |
| Ford Motor Credit Co LLC | Long | Debt | US | $670K | – | 0.17 |
| Ford Motor Credit Co LLC | Long | Debt | US | $319K | – | 0.08 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $610K | – | 0.15 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $309K | – | 0.08 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $79K | – | 0.02 |
| Freddie Mac STACR REMIC Trust 2020-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $1M | – | 0.27 |
| Freddie Mac STACR REMIC Trust 2020-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $914K | – | 0.23 |
| Freddie Mac STACR REMIC Trust 2020-DNA6 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $299K | – | 0.07 |
| Freddie Mac STACR REMIC Trust 2020-HQA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $646K | – | 0.16 |
| Freddie Mac STACR Trust 2019-DNA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $1M | – | 0.37 |
| FS Commercial Mortgage Trust 2023-4SZN (FS Commerical Mortgage Trust 2023-4SZN) | Long | ABS-mortgage backed security | US | $688K | – | 0.17 |
| Gates Global LLC 2021 Term Loan B3 | Long | Loan | US | $903K | – | 0.23 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $303K | – | 0.08 |
| Genpact Luxembourg SARL/Genpact USA Inc (GEN LUX SARL/GEN USA INC) | Long | Debt | LU | $1M | – | 0.37 |
| Global Atlantic Fin Co | Long | Debt | US | $3M | – | 0.66 |
| Global Atlantic Fin Co | Long | Debt | US | $2M | – | 0.50 |
| Global Atlantic Fin Co | Long | Debt | US | $1M | – | 0.34 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.42 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.27 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $509K | – | 0.13 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $458K | – | 0.11 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $417K | – | 0.10 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $406K | – | 0.10 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $397K | – | 0.10 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $396K | – | 0.10 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $359K | – | 0.09 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $341K | – | 0.09 |
| GWT 2024-WLF2 (Great Wolf Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.34 |
| Hannon Armstrong Sustainable Infrastructure Capital Inc | Long | Debt | US | $4M | – | 0.98 |
| Hardee's Funding LLC (Hardee's Funding LLC and Carls' Jr Funding LLC) | Long | ABS-other | US | $483K | – | 0.12 |
| HLTN COMMERCIAL MORTGAGE TRUST (HLTN Commercial Mortgage Trust 2024-DPLO) | Long | ABS-mortgage backed security | US | $660K | – | 0.17 |
| HLTN COMMERCIAL MORTGAGE TRUST (HLTN Commercial Mortgage Trust 2024-DPLO) | Long | ABS-mortgage backed security | US | $499K | – | 0.12 |
| Home Re 2018-1 Ltd (Home Re 2018-1 Ltd.) | Long | ABS-mortgage backed security | BM | $810K | – | 0.20 |
| Home RE 2021-1 Ltd (Home Re Ltd) | Long | ABS-mortgage backed security | BM | $1M | – | 0.33 |
| HUB International Limited 2024 Term Loan B | Long | Loan | US | $903K | – | 0.23 |
| Hyundai Capital America | Long | Debt | US | $667K | – | 0.17 |
| Hyundai Capital America | Long | Debt | US | $338K | – | 0.08 |
| INFORMATICA LLC 2024 TERM LOAN B | Long | Loan | US | $903K | – | 0.23 |
| International Bank for Reconstruction & Development (INTL BK RECON & DEVELOP) | Long | Debt | XX | $2M | – | 0.44 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $2M | – | 0.42 |
| Inversiones La Construccion SA (LA CONSTRUCCION SA) | Long | Debt | CL | $1M | – | 0.30 |
| Jefferies Financial Group Inc (JEFFERIES FIN GROUP INC) | Long | Debt | US | $2M | – | 0.47 |
| Jersey Mike's Funding LLC (Jersey Mike's Funding, LLC) | Long | ABS-other | US | $387K | – | 0.10 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $84K | – | 0.02 |
| KeyBank NA/Cleveland OH (KEY BANK NA) | Long | Debt | US | $2M | – | 0.62 |
| KSL Commercial Mortgage Trust 2023-HT | Long | ABS-mortgage backed security | US | $1M | – | 0.32 |
| Kyndryl Holdings Inc | Long | Debt | US | $2M | – | 0.44 |
| Kyndryl Holdings Inc | Long | Debt | US | $480K | – | 0.12 |
| Kyndryl Holdings Inc | Long | Debt | US | $249K | – | 0.06 |
| LCPR Senior Secured Financing DAC (LCPR SR SECURED FIN DAC) | Long | Debt | IE | $867K | – | 0.22 |
| LHOME Mortgage Trust 2023-RTL2 | Long | ABS-mortgage backed security | US | $483K | – | 0.12 |
| LHOME Mortgage Trust 2023-RTL3 | Long | ABS-mortgage backed security | US | $495K | – | 0.12 |
| LHOME Mortgage Trust 2023-RTL4 | Long | ABS-mortgage backed security | US | $448K | – | 0.11 |
| Liberty Mutual Group Inc | Long | Debt | US | $2M | – | 0.46 |
| LifePoint Health Inc | Long | Debt | US | $793K | – | 0.20 |
| Lithia Motors Inc | Long | Debt | US | $911K | – | 0.23 |
| Loanpal Solar Loan 2021-1 Ltd (Loanpal Solar Loan 2020-1 Ltd.) | Long | ABS-other | KY | $559K | – | 0.14 |
| LPL Holdings Inc | Long | Debt | US | $969K | – | 0.24 |
| Lumen Technologies Inc 2024 Extended Term Loan B1 | Long | Loan | US | $146K | – | 0.04 |
| Lumen Technologies Inc 2024 Extended Term Loan B2 | Long | Loan | US | $143K | – | 0.04 |
| LUNAR AIRCRAFT 2020-1 LTD (LUNAR AIRCRAFT 2020-1 LIMITED) | Long | ABS-other | US | $79K | – | 0.02 |
| McGraw-Hill Education Inc | Long | Debt | US | $1M | – | 0.25 |
| Med Trust 2021-MDLN | Long | ABS-mortgage backed security | US | $1000K | – | 0.25 |
| Med Trust 2021-MDLN | Long | ABS-mortgage backed security | US | $981K | – | 0.25 |
| Medline Borrower LP 2024 Term Loan B | Long | Loan | US | $901K | – | 0.23 |
| MetroNet Infrastructure Issuer LLC | Long | ABS-other | US | $1M | – | 0.28 |
| Mill City Solar Loan 2020-1 Ltd (Mill City Solar Loan 2020-1 Ltd.) | Long | ABS-other | KY | $1M | – | 0.35 |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Morgan Stanley & Co. LLC) | Long | Short-term investment vehicle | US | $54M | 54M | 13.46 |
| Mosaic Solar Loan Trust 2019-2 (Mosaic Solar Loans LLC) | Long | ABS-other | US | $246K | – | 0.06 |
| Mosaic Solar Loan Trust 2020-1 (Mosaic Solar Loans LLC) | Long | ABS-other | US | $35K | – | 0.01 |
| Mosaic Solar Loan Trust 2020-2 (Mosaic Solar Loans LLC) | Long | ABS-other | US | $117K | – | 0.03 |
| Mosaic Solar Loan Trust 2021-3 (Mosaic Solar Loans LLC) | Long | ABS-other | US | $1M | – | 0.32 |
| Mosaic Solar Loan Trust 2021-3 (Mosaic Solar Loans LLC) | Long | ABS-other | US | $473K | – | 0.12 |
| Mosaic Solar Loan Trust 2022-2 (Mosaic Solar Loans LLC) | Long | ABS-other | US | $559K | – | 0.14 |
| Multifamily Connecticut Avenue Securities Trust 2019-01 | Long | ABS-mortgage backed security | US | $2M | – | 0.38 |
| Multifamily Connecticut Avenue Securities Trust 2020-01 | Long | ABS-mortgage backed security | US | $2M | – | 0.56 |
| Neighborly Issuer LLC | Long | ABS-other | US | $691K | – | 0.17 |
| Newmark Group Inc | Long | Debt | US | $2M | – | 0.44 |
| Nomura Holdings Inc | Long | Debt | JP | $2M | – | 0.40 |
| NRZ Excess Spread-Collateralized Notes (NRZ Excess Spread Collateralized Notes) | Long | ABS-other | US | $553K | – | 0.14 |
| NRZ Excess Spread-Collateralized Notes (NRZ Excess Spread Collateralized Notes) | Long | ABS-other | US | $60K | – | 0.01 |
| Nuveen LLC | Long | Debt | US | $997K | – | 0.25 |
| NYMT Loan Trust Series 2024-BPL1 (New York Mortgage Trust) | Long | ABS-mortgage backed security | US | $875K | – | 0.22 |
| Oaktree Strategic Credit Fund | Long | Debt | US | $2M | – | 0.45 |
| Olympus Water US Holding Corp (OLYMPUS WTR US HLDG CORP) | Long | Debt | US | $710K | – | 0.18 |
| Open Text Corporation 2023 Term Loan B | Long | Loan | CA | $905K | – | 0.23 |
| Oportun Issuance Trust 2021-C (Oportun Funding LLC) | Long | ABS-other | US | $3M | – | 0.71 |
| Oportun Issuance Trust 2022-2 (Oportun Funding LLC) | Long | ABS-other | US | $2M | – | 0.50 |
| ORL Trust 2023-GLKS | Long | ABS-mortgage backed security | US | $618K | – | 0.15 |
| Pagaya AI Debt Selection Trust 2021-2 | Long | ABS-other | US | $199K | – | 0.05 |
| Pagaya AI Debt Selection Trust 2021-3 | Long | ABS-other | US | $3M | – | 0.87 |
| Pagaya AI Debt Selection Trust 2021-5 | Long | ABS-other | US | $1M | – | 0.29 |
| Pattern Energy Operations LP / Pattern Energy Operations Inc (PATTERN ENERGY OP LP/PAT) | Long | Debt | US | $843K | – | 0.21 |
| PetSmart Inc / PetSmart Finance Corp (PETSMART INC/PETSMART FI) | Long | Debt | US | $674K | – | 0.17 |
| Planet Fitness Master Issuer LLC | Long | ABS-other | US | $993K | – | 0.25 |
| Planet Fitness Master Issuer LLC | Long | ABS-other | US | $472K | – | 0.12 |
| Playtika Holding Corp | Long | Debt | US | $975K | – | 0.24 |
| PMT Issuer Trust - FMSR (Pnmac Gmsr Issuer Trust) | Long | ABS-other | US | $508K | – | 0.13 |
| PMT Issuer Trust - FMSR | Long | ABS-other | US | $506K | – | 0.13 |
| PNMAC GMSR Issuer Trust | Long | ABS-other | US | $1M | – | 0.28 |
| PNMSR PART 2023 | Long | ABS-other | US | $261K | – | 0.07 |
| Prodigy Finance CM2021-1 DAC (Prodigy Finance Designated Activity Co) | Long | ABS-other | IE | $272K | – | 0.07 |
| PURCHASED BRL / SOLD USD (Bank of America NA) | Derivative-foreign exchange | BR | $-146K | – | -0.04 | |
| PURCHASED USD / SOLD CAD (BNP Paribas SA) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| PURCHASED USD / SOLD EUR (UBS AG) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD GBP (Barclays Bank PLC) | Derivative-foreign exchange | US | $-10K | – | -0.00 | |
| Radian Group Inc | Long | Debt | US | $850K | – | 0.21 |
| Radnor RE 2021-2 Ltd (Radnor Re LTD) | Long | ABS-mortgage backed security | BM | $4K | – | 0.00 |
| Raizen Fuels Finance SA | Long | Debt | LU | $430K | – | 0.11 |
| Raizen Fuels Finance SA | Long | Debt | LU | $280K | – | 0.07 |
| Retained Vantage Data Centers Issuer LLC (Retained Vantage Data Centers Issuer, LLC) | Long | ABS-other | US | $1M | – | 0.26 |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc (ROCKETMTGE CO-ISSUER INC) | Long | Debt | US | $1M | – | 0.36 |
| Seagate HDD Cayman | Long | Debt | KY | $640K | – | 0.16 |
| Seaspan Corp | Long | Debt | MH | $980K | – | 0.25 |
| Sedgwick Claims Management Services Inc 2023 Term Loan B | Long | Loan | US | $800K | – | 0.20 |
| ServiceMaster Funding LLC (ServiceMaster Brands) | Long | ABS-other | US | $340K | – | 0.09 |
| ServiceMaster Funding LLC (ServiceMaster Brands) | Long | ABS-other | US | $166K | – | 0.04 |
| SERVPRO Master Issuer LLC (SERVPRO MASTER ISSUER, LLC) | Long | ABS-other | US | $2M | – | 0.39 |
| SES GLOBAL Americas Holdings Inc (SES GLOBAL AMERICAS HLDG) | Long | Debt | US | $304K | – | 0.08 |
| SES SA | Long | Debt | LU | $178K | – | 0.04 |
| Smithfield Foods Inc | Long | Debt | US | $578K | – | 0.14 |
| Smithfield Foods Inc | Long | Debt | US | $550K | – | 0.14 |
| Societe Generale SA | Long | Debt | FR | $3M | – | 0.63 |
| Societe Generale SA | Long | Debt | FR | $542K | – | 0.14 |
| Societe Generale SA | Long | Debt | FR | $271K | – | 0.07 |
| Sonic Automotive Inc | Long | Debt | US | $723K | – | 0.18 |
| Sonic Capital LLC | Long | ABS-other | US | $1M | – | 0.31 |
| South32 Treasury Ltd | Long | Debt | AU | $674K | – | 0.17 |
| Stack Infrastructure Issuer LLC | Long | ABS-other | US | $433K | – | 0.11 |
| State Street Navigator Securities Lending Government Money Market Portfolio (State Street Global Advisors) | Long | Short-term investment vehicle | US | $2M | 2M | 0.54 |
| Stream Innovations 2024-1 Issuer Trust (STREAM INNOVATIONS ISSUER TRUST) | Long | ABS-other | US | $1M | – | 0.31 |
| Sunnova Helios V Issuer LLC (Helios Issuer, LLC) | Long | ABS-other | US | $680K | – | 0.17 |
| Sunnova Helios X Issuer LLC (Helios Issuer, LLC) | Long | ABS-other | US | $1M | – | 0.25 |
| Sunnova Sol II Issuer LLC (Sunnova Sol Issuer,LLC) | Long | ABS-other | US | $455K | – | 0.11 |
| Sunnova Sol Issuer LLC (Sunnova Sol Issuer,LLC) | Long | ABS-other | US | $3M | – | 0.67 |
| Sunrun Xanadu Issuer 2019-1 LLC (Sunrun Issuer) | Long | ABS-other | US | $130K | – | 0.03 |
| Synchrony Bank | Long | Debt | US | $645K | – | 0.16 |
| Synchrony Financial | Long | Debt | US | $289K | – | 0.07 |
| Synovus Bank/Columbus GA (SYNOVUS BANK GA) | Long | Debt | US | $656K | – | 0.16 |
| Synovus Bank/Columbus GA (SYNOVUS BANK GA) | Long | Debt | US | $553K | – | 0.14 |
| Tapestry Inc | Long | Debt | US | $1M | – | 0.35 |
| Tapestry Inc | Long | Debt | US | $495K | – | 0.12 |
| TerraForm Power Operating LLC | Long | Debt | US | $1M | – | 0.33 |
| Texas Capital Bancshares Inc | Long | Debt | US | $889K | – | 0.22 |
| Thunderbolt Aircraft Lease Ltd (Thunderbolt Aircraft Lease Limited/ US LLC) | Long | ABS-other | KY | $142K | – | 0.04 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $3M | – | 0.63 |
| TPG Operating Group II LP | Long | Debt | US | $2M | – | 0.43 |
| Triangle Re 2021-3 Ltd (Enact Mortgage Insurance Corporation) | Long | ABS-mortgage backed security | BM | $1M | – | 0.25 |
| Trivium Packaging Finance BV | Long | Debt | NL | $859K | – | 0.22 |
| TX Trust 2024-HOU (TX Trust 24-HOU) | Long | ABS-mortgage backed security | US | $1M | – | 0.34 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $50M | – | 12.52 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $966K | – | 0.24 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $12M | – | 2.93 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $3M | – | 0.82 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $3M | – | 0.76 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $3M | – | 0.67 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $3M | – | 0.64 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $2M | – | 0.60 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $2M | – | 0.50 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $2M | – | 0.48 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $1M | – | 0.34 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $1M | – | 0.30 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $1M | – | 0.26 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $953K | – | 0.24 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $656K | – | 0.16 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $424K | – | 0.11 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $353K | – | 0.09 |
| UBS Group AG | Long | Debt | CH | $2M | – | 0.40 |
| UBS Group AG | Long | Debt | CH | $438K | – | 0.11 |
| UBS Group AG | Long | Debt | CH | $434K | – | 0.11 |
| UK Logistics 2024-1 DAC (UK Logisitics) | Long | ABS-mortgage backed security | GB | $765K | – | 0.19 |
| UK Logistics 2024-1 DAC (UK Logisitics) | Long | ABS-mortgage backed security | GB | $446K | – | 0.11 |
| UniCredit SpA | Long | Debt | IT | $1M | – | 0.34 |
| UniCredit SpA | Long | Debt | IT | $686K | – | 0.17 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $26M | – | 6.41 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $20M | – | 5.11 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $15M | – | 3.76 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $11M | – | 2.84 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $3M | – | 0.73 |
| United States Cellular Corp | Long | Equity-preferred | US | $220K | 10K | 0.06 |
| Univision Communications Inc | Long | Debt | US | $950K | – | 0.24 |
| Upstart Pass-Through Trust Series 2020-ST1 | Long | ABS-other | US | $12K | – | 0.00 |
| Upstart Securitization Trust 2020-3 | Long | ABS-other | US | $517K | – | 0.13 |
| US 10YR NOTE (CBT)SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $10K | – | 0.00 | |
| US 10YR ULTRA FUT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-223K | – | -0.06 | |
| US 2YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $342K | – | 0.09 | |
| US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $106K | – | 0.03 | |
| US Bancorp | Long | Debt | US | $2M | – | 0.60 |
| US LONG BOND(CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $71K | – | 0.02 | |
| US ULTRA BOND CBT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-82K | – | -0.02 | |
| USI Inc 2024 Term Loan (2029) | Long | Loan | US | $902K | – | 0.23 |
| Vantage Data Centers LLC | Long | ABS-other | US | $729K | – | 0.18 |
| VB-S1 Issuer LLC - VBTEL | Long | ABS-other | US | $647K | – | 0.16 |
| Virgin Media Vendor Financing Notes IV DAC (VIRGIN MEDIA VEND FIN IV) | Long | Debt | IE | $962K | – | 0.24 |
| VMC Finance 2021-HT1 LLC (VMC Finance LLC) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.92 |
| Warnermedia Holdings Inc | Long | Debt | US | $946K | – | 0.24 |
| WASH Multifamily Acquisition Inc (WASH MULTIFAM ACQ INC) | Long | Debt | US | $695K | – | 0.17 |
| Willis Engine Structured Trust V (Willis Engine Securitization Trust) | Long | ABS-other | US | $184K | – | 0.05 |
| Willis Engine Structured Trust V (Willis Engine Securitization Trust) | Long | ABS-other | US | $103K | – | 0.03 |
| Willis Engine Structured Trust VII (Willis Engine Securitization Trust) | Long | ABS-other | US | $675K | – | 0.17 |
Address
Calvert Management Series
1825 Connecticut Avenue NW,
Suite 400
Washington
District of Columbia
20009
United States of America
Websites
Directors
Theodore H. Eliopoulos
Cari M. Dominguez
Miles D. Harper, III
Karen Fang
Eddie Ramos
Anthony A. Williams
Richard L. Baird, Jr.
John G. Guffey, Jr.
Alice Gresham Bullock
Joy V. Jones
Transfer Agents
SS&C GIDS, Inc.
Pricing Services
London Stock Exchange Group PLC
ICE Data Services, Inc.
Custodians
Deutsche Bank Aktiengesellschaft (Mumbai, Maharashtra, IN, Branch)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
The Hongkong and Shanghai Banking Corporation Limited
State Street Bank and Trust Company
Standard Chartered Bank (Hong Kong) Limited
The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)
Standard Chartered Bank (Thai) Public Company Limited
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
Standard Chartered Bank (Johannesburg, Gauteng, ZA, Branch)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
State Street Bank International GmbH
Standard Chartered Bank (Jakarta, Jakarta, ID, Branch)
Euroclear Bank
Citibank del Peru S.A.
Clearstream Banking S.A.
Standard Chartered International Commercial Bank Co., Ltd.
Bank Handlowy w Warszawie Spolka Akcyjna
Shareholder Servicing Agents
SS&C GIDS, Inc.
Admins
Calvert Research and Management
Brokers
N/A