Calvert Fund, et al., 53507-53509 [2019-21810]
Download as PDF
Federal Register / Vol. 84, No. 194 / Monday, October 7, 2019 / Notices
in the Federal Register on September
19, 2019.4 The Commission received
one comment letter on the proposal
from the Exchange noting that it
planned to withdraw File No. SR–
NYSEArca–2019–64.5 On September 18,
2019, the Exchange withdrew the
proposed rule change (SR–NYSEArca–
2019–64).
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.6
Jill M. Peterson,
Assistant Secretary.
[FR Doc. 2019–21731 Filed 10–4–19; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Investment Company Act Release No.
33653; 812–14993]
Calvert Fund, et al.
October 2, 2019.
Securities and Exchange
Commission (the ‘‘Commission’’).
ACTION: Notice.
AGENCY:
Notice of application for an order
under sections 6(c) and 17(b) of the
Investment Company Act of 1940
(‘‘Act’’) for exemptions from section
17(a) of the Act, and under section 17(d)
of the Act and rule 17d–1 thereunder to
permit certain joint transactions.
SUMMARY OF APPLICATION: Applicants
request an order (‘‘Requested Order’’) to
permit certain registered investment
companies to invest a portion of their
assets in certain fixed rate notes issued
in connection with a community
investment program sponsored by an
affiliated non-profit corporation.
APPLICANTS: Calvert Fund, Calvert
Impact Fund, Inc., Calvert Management
Series, Calvert Responsible Index Series,
Inc., Calvert Social Investment Fund,
Calvert Variable Series, Inc., Calvert
World Values Fund, Inc. (collectively,
the ‘‘Calvert Funds’’), and Calvert
Research and Management (‘‘CRM’’ and,
collectively with the Calvert Funds, the
‘‘Applicants’’).
FILING DATES: The application was filed
on December 27, 2018 and amended on
May 29, 2019.
HEARING OR NOTIFICATION OF HEARING: An
order granting the requested relief will
be issued unless the Commission orders
4 See Securities Exchange Act Release No. 86961
(September 13, 2019), 84 FR 49356.
5 See Letter to Vanessa Countryman, Secretary,
Commission, from Martha Redding, Associate
General Counsel and Assistant Secretary, Exchange,
dated September 17, 2019.
6 17 CFR 200.30–3(a)(12).
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a hearing. Interested persons may
request a hearing by writing to the
Commission’s Secretary and serving
applicants with a copy of the request,
personally or by mail. Hearing requests
should be received by the Commission
by 5:30 p.m. on October 28, 2019, and
should be accompanied by proof of
service on the applicants, in the form of
an affidavit, or, for lawyers, a certificate
of service. Pursuant to rule 0–5 under
the Act, hearing requests should state
the nature of the writer’s interest, any
facts bearing upon the desirability of a
hearing on the matter, the reason for the
request, and the issues contested.
Persons who wish to be notified of a
hearing may request notification by
writing to the Commission’s Secretary.
ADDRESSES: Secretary, U.S. Securities
and Exchange Commission, 100 F Street
NE, Washington, DC 20549–1090.
Applicants: the Calvert Funds, 1825
Connecticut Ave. NW, Suite 400,
Washington, DC 20009 and Katy D.
Burke, Calvert Research and
Management, Two International Place,
Boston, MA 02110.
FOR FURTHER INFORMATION CONTACT: Jill
Ehrlich, Senior Counsel, at (202) 551–
6819, or David J. Marcinkus, Branch
Chief, at (202) 551–6821 (Division of
Investment Management, Chief
Counsel’s Office).
SUPPLEMENTARY INFORMATION: The
following is a summary of the
application. The complete application
may be obtained via the Commission’s
website by searching for the file
number, or an applicant using the
Company name box, at https://
www.sec.gov/search/search.htm or by
calling (202) 551–8090.
Applicants’ Representations
1. Each Calvert Fund is registered
under the Act as an open-end
management investment company that
offers one or more series of shares.
Calvert Fund, Calvert Management
Series, and Calvert Social Investment
Fund are each organized as a business
trust under the laws of the
Commonwealth of Massachusetts.
Calvert World Values Fund, Inc., Calvert
Responsible Index Series, Inc., Calvert
Variable Series, Inc., and Calvert Impact
Fund, Inc. are each organized as
corporations under the laws of the state
of Maryland. All of the Calvert Funds
are advised by CRM, an investment
adviser registered under the Investment
Advisers Act of 1940 (the ‘‘Advisers
Act’’).1 CRM is a business trust
1 Applicants request that the order apply not only
to the Applicants, but that it also extend to any
other existing or future series of the Calvert Funds
and to any existing or future registered investment
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53507
established under the laws of the
Commonwealth of Massachusetts.
2. Although each of the Calvert Funds
has distinct investment objectives and
policies, a guiding philosophy of each
Calvert Fund is an interest in fostering
environmental, social, and governance
(‘‘ESG’’) initiatives by investing a small
percentage of its net assets pursuant to
special non-principal investment
strategies, including high social impact
(‘‘HSI’’) investment opportunities such
as the CIN Program (as defined below).
HSI investments may be made by the
Calvert Funds in a variety of ways,
including through the purchase of debt
securities. The registration statement of
any Fund relying on the Requested
Order will include disclosure designed
to inform investors about the risks that
may be associated with HSI investing,
including the fact that such investments
may offer a rate of return below the
market rate prevailing at the time of the
investment.
3. Calvert Impact Capital, Inc.
(‘‘CIC’’) 2 is a non-profit corporation that
was organized for the purpose of, among
other things, making loans to (and other
investments in) organizations aligned
with CIC’s mission and increasing
public awareness and knowledge of the
concept of socially responsible
investing. CIC focuses its work on
offering investors the ability to support
organizations that strengthen
communities and sustain the planet.
Applicants state that CIC is exempt from
registration as an investment company
under section 3(c)(10)(A) of the Act.
4. The Community Investment Notes
Program (the ‘‘CIN Program’’) sponsored
by CIC is designed to provide financing
solutions to organizations seeking to
address an array of social and
environmental problems. In connection
with the CIN Program, CIC issues notes 3
management companies or series thereof
(collectively with the Calvert Funds, the ‘‘Funds’’
and each a ‘‘Fund’’) that are, or may in the future
be, advised by CRM or any entity controlling,
controlled by, or under common control (within the
meaning of section 2(a)(9) of the Act) with CRM, or
any successor in interest to any such entity (each
and collectively, the ‘‘Adviser’’). For purposes of
the Requested Order, ‘‘successor’’ is limited to any
entity that results from a reorganization into
another jurisdiction or a change in the type of
business organization. The Adviser of each Fund
will be an investment adviser registered under the
Advisers Act. All entities that currently intend to
rely on the Requested Order have been named as
Applicants, and any other entity that relies on the
Requested Order in the future will comply with the
terms and conditions of the application.
2 Effective October 31, 2017, Calvert Social
Investment Foundation, Inc. changed its legal name
to Calvert Impact Capital, Inc.
3 Applicants state that such notes are exempt
from registration under section 3(a)(4) of the
Securities Act of 1933.
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53508
Federal Register / Vol. 84, No. 194 / Monday, October 7, 2019 / Notices
with fixed rates of interest to domestic
individuals and institutional investors
(‘‘Noteholders’’). CIC currently offers the
notes to investors with various set terms
and interest rates. A potential investor
can select the particular note in which
it would like to invest from the current
offerings based on the term of the note
and corresponding fixed interest rate
(currently ranging from zero to four
percent). The operating expenses
associated with the administration of
CIC’s CIN Program are treated by CIC as
part of its general operating expenses,
and there is no fee assessed upon
Noteholders for their investment in the
notes.
5. From 1998 to 2016, the Calvert
Funds’ HSI investments included the
acquisition of notes (the ‘‘Existing
Notes’’) issued through the CIN Program
in accordance with an exemptive order
issued by the Commission in 1998 (the
‘‘1998 Order’’).4 The 1998 Order
permitted certain Calvert Funds to
invest a portion of their assets in the
Existing Notes.5 The Calvert Funds’
former investment adviser, Calvert
Investment Management, Inc. (‘‘CIM’’)
was the adviser to the registrants relying
on the 1998 Order. The Calvert Funds
stopped relying on the 1998 Order to
make additional investments in notes
issued through the CIN Program
following the purchase, on December
30, 2016, by CRM of substantially all of
the business assets of CIM. Following
this transaction, CRM became the
Calvert Funds’ investment adviser on
December 31, 2016.
6. From 1998 to 2016, the Boards of
Directors/Trustees (collectively, the
‘‘Funds’ Board’’) of the Calvert Funds
that invested in the Existing Notes and
other HSI investments gained
experience with respect to the oversight
of HSI investing. CRM and the Funds’
Board have determined that the ability
to continue to invest through the CIN
Program would be appropriate for the
Calvert Funds, including making
additional investments in notes issued
by CIC through the CIN Program (such
notes together with the Existing Notes,
the ‘‘Notes’’).
7. The Funds’ Board has authorized
each Calvert Fund to invest up to 3% of
its net assets in HSI investments. The
decision to participate in the CIN
4 Investment Company Act Release Nos. 23306
(July 8, 1998) (notice) and 23376 (Aug. 4, 1998)
(order).
5 As of December 31, 2018, the Existing Notes
held by the Calvert Funds represented $54.12
million of the approximately $410.10 million in
notes issued pursuant to the CIN Program. This
amount represents approximately 13% of the notes
issued pursuant to the CIN Program and
approximately 37% of the $145.81 million of notes
maturing in 2019.
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Program would be made by the Adviser
in a manner consistent with the
investment objectives and policies
adopted by the Funds’ Board, disclosure
provided to the Funds’ shareholders, the
fiduciary duties of the Adviser, and
subject to the oversight of the Funds’
Board. The Adviser would not receive
any compensation for the Funds’
investments in the Notes (aside from the
potential impact on a Fund’s asset-based
advisory fee). Information about the
Calvert Funds’ investments in the CIN
Program is presented to the Funds’
Board on a quarterly basis, thereby
mitigating potential conflicts that CRM
may have with the CIN Program.
8. Responsibility for the business,
property, and affairs of CIC is vested in
its Board of Directors (the ‘‘CIC Board’’).
The CIC Board and the Funds’ Board
share certain common trustees/
directors, as described in the
application. Currently, there is one
common trustee/director between the
CIC Board (comprised of thirteen
directors) and the Funds’ Board
(comprised of eight directors/trustees).
Further, CRM supports CIC in a number
of ways. CRM has licensed use of the
Calvert name to CIC and has committed
to make an annual $250,000 donation to
CIC in each of five consecutive years
beginning in 2018. Additionally, in
response to requests from intermediaries
for information about impact investing
or CIC, representatives of a limited
purpose broker-dealer affiliated with
CRM may direct such intermediaries to
CIC.6
Applicants’ Legal Analysis
In light of the overlapping Board
members, the Calvert Funds’ ownership
in the Notes, and the other potential
means of affiliation described in the
application, CIC may be deemed to be
an affiliated person of each of the
Calvert Funds for purposes of section
17(a) and 17(d) of the Act. Additionally,
because the Calvert Funds are affiliated
persons of one another through their
common investment adviser, each of the
Funds might be deemed to be
participating in a joint transaction with
each other Fund through investments in
the Notes within the scope of section
17(d). Applicants submit that the
Requested Order would be consistent
with the standards of sections 6(c),
17(b), and 17(d) of the Act and rule
17d–1 under the Act.
6 Neither CRM nor the affiliated broker-dealer
would receive any compensation in connection
with the foregoing activity, and neither CRM nor
the affiliated broker-dealer anticipates involvement
in suitability determinations or in selling the Notes
directly to individuals or organizations on an
agency basis.
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Fmt 4703
Sfmt 4703
Applicants’ Conditions
Applicants agree that the Requested
Order will be subject to the following
conditions:
1. The Funds’ Board will be
responsible for reviewing the CIN
Program not less frequently than
annually. The Funds may continue to
participate in the CIN Program through
investment in the Notes only if, at the
time of such review, the Funds’ Board
concludes that (i) continued
participation in the CIN Program by the
Funds remains consistent with the
investment objectives and policies of
each of the Funds; and (ii) such
participation is not on a basis that is less
advantageous than that of other
Noteholders of the same class.
2. The Funds will invest in the Notes
only in accordance with the investment
objectives, policies and restrictions of
the applicable Fund as disclosed in its
registration statement, and the Funds
will not be permitted to acquire the
Notes to an extent greater than that
which is permitted under the terms of
their prospectus at the time of such
investment and any limits approved by
those members of the Funds’ Board who
are not ‘‘interested persons’’ of the
Funds as defined by section 2(a)(19) of
the Act.
3. The Adviser will not invest in CIC
by directly purchasing Notes for its own
account. Neither the Adviser nor any
entity controlling, controlled by, or
under common control with (within the
meaning of section 2(a)(9) of the Act)
the Adviser will receive any
compensation for the Funds’ investment
in the Notes or for services provided to
CIC in connection with the Funds’
investment in the Notes, provided that:
(i) The market value of the Notes in
which the Funds may, from time to
time, invest will be included in the
calculation of any investment advisory
fee payable by a Fund to its Adviser
pursuant to the terms of an investment
advisory contract that satisfies the
requirements of section 15(a) of the Act
and subject to section 36 of the Act,
where such fee is calculated based on a
percentage of the average daily net
assets of any such Fund; and (ii) in
response to requests from intermediaries
for information about impact investing
or CIC, representatives of an entity
affiliated with the Adviser may direct
such intermediaries to CIC, provided
that such activities would not affect the
value of, or interest paid under the
terms of, any Note purchased by a Fund
in reliance on the Requested Order.
4. All Noteholders will participate in
the income (losses) generated by the
assets underlying the Notes in
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Federal Register / Vol. 84, No. 194 / Monday, October 7, 2019 / Notices
proportion to their respective
investments.
For the Commission, by the Division of
Investment Management, pursuant to
delegated authority.
Jill M. Peterson,
Assistant Secretary.
[FR Doc. 2019–21810 Filed 10–4–19; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–87194; File No. SR–CBOE–
2019–064]
Self-Regulatory Organizations; Cboe
Exchange, Inc.; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule Change To Amend Its Rule
Regarding How Complex Orders Are
Processed Through the Solicitation
Auction Mechanism (‘‘C–SAM’’ or ‘‘C–
SAM Auction’’), and Move That Rule
From the Currently Effective Rulebook
to the Shell Structure for the
Exchange’s Rulebook That Will
Become Effective Upon the Migration
of the Exchange’s Trading Platform to
the Same System Used by the Cboe
Affiliated Exchanges
October 1, 2019.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on
September 23, 2019, Cboe Exchange,
Inc. (the ‘‘Exchange’’ or ‘‘Cboe
Options’’) filed with the Securities and
Exchange Commission (the
‘‘Commission’’) the proposed rule
change as described in Items I and II
below, which Items have been prepared
by the Exchange. The Exchange filed the
proposal as a ‘‘non-controversial’’
proposed rule change pursuant to
Section 19(b)(3)(A)(iii) of the Act 3 and
Rule 19b–4(f)(6) thereunder.4 The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of the Substance
of the Proposed Rule Change
Cboe Exchange, Inc. (the ‘‘Exchange’’
or ‘‘Cboe Options’’) proposes to amend
its Rule regarding how complex orders
are processed through the Solicitation
Auction Mechanism (‘‘C–SAM’’ or ‘‘C–
SAM Auction’’), and move that Rule
from the currently effective Rulebook
(‘‘current Rulebook’’) to the shell
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 15 U.S.C. 78s(b)(3)(A)(iii).
4 17 CFR 240.19b–4(f)(6).
2 17
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18:29 Oct 04, 2019
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structure for the Exchange’s Rulebook
that will become effective upon the
migration of the Exchange’s trading
platform to the same system used by the
Cboe Affiliated Exchanges (as defined
below) (‘‘shell Rulebook’’). The text of
the proposed rule change is provided in
Exhibit 5.
The text of the proposed rule change
is also available on the Exchange’s
website (https://www.cboe.com/
AboutCBOE/
CBOELegalRegulatoryHome.aspx), at
the Exchange’s Office of the Secretary,
and at the Commission’s Public
Reference Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in sections A, B, and C below, of
the most significant aspects of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
In 2016, the Exchange’s parent
company, Cboe Global Markets, Inc.
(formerly named CBOE Holdings, Inc.)
(‘‘Cboe Global’’), which is also the
parent company of Cboe C2 Exchange,
Inc. (‘‘C2’’), acquired Cboe EDGA
Exchange, Inc. (‘‘EDGA’’), Cboe EDGX
Exchange, Inc. (‘‘EDGX’’ or ‘‘EDGX
Options’’), Cboe BZX Exchange, Inc.
(‘‘BZX’’ or ‘‘BZX Options’’), and Cboe
BYX Exchange, Inc. (‘‘BYX’’ and,
together with Cboe Options, C2, EDGX,
EDGA, and BZX, the ‘‘Cboe Affiliated
Exchanges’’). The Cboe Affiliated
Exchanges are working to align certain
system functionality, retaining only
intended differences between the Cboe
Affiliated Exchanges, in the context of a
technology migration. Cboe Options
intends to migrate its trading platform to
the same system used by the Cboe
Affiliated Exchanges, which the
Exchange expects to complete on
October 7, 2019. Cboe Options believes
offering similar functionality to the
extent practicable will reduce potential
confusion for market participants.
In connection with this technology
migration, the Exchange has a shell
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53509
Rulebook that resides alongside its
current Rulebook, which shell Rulebook
will contain the Rules that will be in
place upon completion of the Cboe
Options technology migration. The
Exchange proposes to add the
provisions of its Rules regarding C–SAM
Auctions, as proposed to be modified in
this rule filing, to Rule 5.40 in the shell
Rulebook.
The proposed rule change moves the
provisions regarding SAM Auctions for
complex orders from current
Interpretation and Policy .01 5 to
proposed Rule 5.40, and provides
additional detail to the Rules, as well as
makes certain additional changes.
Current Interpretation and Policy .01
states complex orders may be executed
through a SAM Auction at a net debit
or net credit price provided the
eligibility requirements in current Rule
6.74B(a) are satisfied and the Agency
Order is eligible for a SAM Auction
considering its complex order type,
order origin code (i.e., non-broker-dealer
public customer, broker-dealers that are
not Market-Makers or specialists on an
options exchange, and/or MarketMakers or specialists on an options
exchange), class, and marketability as
determined by the Exchange. Order
allocation is the same as in current Rule
6.74B(b)(2), provided that complex
order priority rules applicable to bids
and offers in the individual series legs
of a complex order contained in current
Rule 6.53C(d) or Interpretation and
Policy .06, as applicable, will continue
to apply.
The Exchange believes it will provide
more clarity to the Rules to have a
separate rule regarding how SAM
Auctions apply to complex orders (‘‘C–
SAM Auctions’’), and thus proposes to
add Rule 5.40 to the shell Rulebook. As
they are today, complex orders will
continue to be processed and executed
in a C–SAM Auction in a substantially
similar manner as simple orders are
processed and executed in an SAM
Auction pursuant to Rule 5.39,6 and
5 The Exchange proposed to delete Rule 6.74B,
Interpretation and Policy .01 from current Rulebook
in SR–CBOE–2019–063 (filed September 23, 2019).
6 See current Rule 6.74B, Interpretation and
Policy .01 (‘‘complex orders may be executed
through the [SAM] Auction at a net debit or net
credit price’’ with certain exceptions); see also
Securities Exchange Act Release No. 57610 (April
3, 2008), 73 FR 19535, 19536 (April 10, 2008) (SR–
CBOE–2008–14) (which approved current Rule
6.74B, Interpretation and Policy .01 and stated that
the Exchange had ‘‘developed an enhanced auction
mechanism for larger-sized simple and complex
Agency Orders that are to be executed against
solicited orders’’, which auction mechanism would
not permit responds to be entered for the account
of an options market-maker from another options
exchange).
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Agencies
[Federal Register Volume 84, Number 194 (Monday, October 7, 2019)]
[Notices]
[Pages 53507-53509]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2019-21810]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Investment Company Act Release No. 33653; 812-14993]
Calvert Fund, et al.
October 2, 2019.
AGENCY: Securities and Exchange Commission (the ``Commission'').
ACTION: Notice.
-----------------------------------------------------------------------
Notice of application for an order under sections 6(c) and 17(b) of
the Investment Company Act of 1940 (``Act'') for exemptions from
section 17(a) of the Act, and under section 17(d) of the Act and rule
17d-1 thereunder to permit certain joint transactions.
Summary of Application: Applicants request an order (``Requested
Order'') to permit certain registered investment companies to invest a
portion of their assets in certain fixed rate notes issued in
connection with a community investment program sponsored by an
affiliated non-profit corporation.
Applicants: Calvert Fund, Calvert Impact Fund, Inc., Calvert Management
Series, Calvert Responsible Index Series, Inc., Calvert Social
Investment Fund, Calvert Variable Series, Inc., Calvert World Values
Fund, Inc. (collectively, the ``Calvert Funds''), and Calvert Research
and Management (``CRM'' and, collectively with the Calvert Funds, the
``Applicants'').
Filing Dates: The application was filed on December 27, 2018 and
amended on May 29, 2019.
Hearing or Notification of Hearing: An order granting the requested
relief will be issued unless the Commission orders a hearing.
Interested persons may request a hearing by writing to the Commission's
Secretary and serving applicants with a copy of the request, personally
or by mail. Hearing requests should be received by the Commission by
5:30 p.m. on October 28, 2019, and should be accompanied by proof of
service on the applicants, in the form of an affidavit, or, for
lawyers, a certificate of service. Pursuant to rule 0-5 under the Act,
hearing requests should state the nature of the writer's interest, any
facts bearing upon the desirability of a hearing on the matter, the
reason for the request, and the issues contested. Persons who wish to
be notified of a hearing may request notification by writing to the
Commission's Secretary.
ADDRESSES: Secretary, U.S. Securities and Exchange Commission, 100 F
Street NE, Washington, DC 20549-1090. Applicants: the Calvert Funds,
1825 Connecticut Ave. NW, Suite 400, Washington, DC 20009 and Katy D.
Burke, Calvert Research and Management, Two International Place,
Boston, MA 02110.
FOR FURTHER INFORMATION CONTACT: Jill Ehrlich, Senior Counsel, at (202)
551-6819, or David J. Marcinkus, Branch Chief, at (202) 551-6821
(Division of Investment Management, Chief Counsel's Office).
SUPPLEMENTARY INFORMATION: The following is a summary of the
application. The complete application may be obtained via the
Commission's website by searching for the file number, or an applicant
using the Company name box, at https://www.sec.gov/search/search.htm or
by calling (202) 551-8090.
Applicants' Representations
1. Each Calvert Fund is registered under the Act as an open-end
management investment company that offers one or more series of shares.
Calvert Fund, Calvert Management Series, and Calvert Social Investment
Fund are each organized as a business trust under the laws of the
Commonwealth of Massachusetts. Calvert World Values Fund, Inc., Calvert
Responsible Index Series, Inc., Calvert Variable Series, Inc., and
Calvert Impact Fund, Inc. are each organized as corporations under the
laws of the state of Maryland. All of the Calvert Funds are advised by
CRM, an investment adviser registered under the Investment Advisers Act
of 1940 (the ``Advisers Act'').\1\ CRM is a business trust established
under the laws of the Commonwealth of Massachusetts.
---------------------------------------------------------------------------
\1\ Applicants request that the order apply not only to the
Applicants, but that it also extend to any other existing or future
series of the Calvert Funds and to any existing or future registered
investment management companies or series thereof (collectively with
the Calvert Funds, the ``Funds'' and each a ``Fund'') that are, or
may in the future be, advised by CRM or any entity controlling,
controlled by, or under common control (within the meaning of
section 2(a)(9) of the Act) with CRM, or any successor in interest
to any such entity (each and collectively, the ``Adviser''). For
purposes of the Requested Order, ``successor'' is limited to any
entity that results from a reorganization into another jurisdiction
or a change in the type of business organization. The Adviser of
each Fund will be an investment adviser registered under the
Advisers Act. All entities that currently intend to rely on the
Requested Order have been named as Applicants, and any other entity
that relies on the Requested Order in the future will comply with
the terms and conditions of the application.
---------------------------------------------------------------------------
2. Although each of the Calvert Funds has distinct investment
objectives and policies, a guiding philosophy of each Calvert Fund is
an interest in fostering environmental, social, and governance
(``ESG'') initiatives by investing a small percentage of its net assets
pursuant to special non-principal investment strategies, including high
social impact (``HSI'') investment opportunities such as the CIN
Program (as defined below). HSI investments may be made by the Calvert
Funds in a variety of ways, including through the purchase of debt
securities. The registration statement of any Fund relying on the
Requested Order will include disclosure designed to inform investors
about the risks that may be associated with HSI investing, including
the fact that such investments may offer a rate of return below the
market rate prevailing at the time of the investment.
3. Calvert Impact Capital, Inc. (``CIC'') \2\ is a non-profit
corporation that was organized for the purpose of, among other things,
making loans to (and other investments in) organizations aligned with
CIC's mission and increasing public awareness and knowledge of the
concept of socially responsible investing. CIC focuses its work on
offering investors the ability to support organizations that strengthen
communities and sustain the planet. Applicants state that CIC is exempt
from registration as an investment company under section 3(c)(10)(A) of
the Act.
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\2\ Effective October 31, 2017, Calvert Social Investment
Foundation, Inc. changed its legal name to Calvert Impact Capital,
Inc.
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4. The Community Investment Notes Program (the ``CIN Program'')
sponsored by CIC is designed to provide financing solutions to
organizations seeking to address an array of social and environmental
problems. In connection with the CIN Program, CIC issues notes \3\
[[Page 53508]]
with fixed rates of interest to domestic individuals and institutional
investors (``Noteholders''). CIC currently offers the notes to
investors with various set terms and interest rates. A potential
investor can select the particular note in which it would like to
invest from the current offerings based on the term of the note and
corresponding fixed interest rate (currently ranging from zero to four
percent). The operating expenses associated with the administration of
CIC's CIN Program are treated by CIC as part of its general operating
expenses, and there is no fee assessed upon Noteholders for their
investment in the notes.
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\3\ Applicants state that such notes are exempt from
registration under section 3(a)(4) of the Securities Act of 1933.
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5. From 1998 to 2016, the Calvert Funds' HSI investments included
the acquisition of notes (the ``Existing Notes'') issued through the
CIN Program in accordance with an exemptive order issued by the
Commission in 1998 (the ``1998 Order'').\4\ The 1998 Order permitted
certain Calvert Funds to invest a portion of their assets in the
Existing Notes.\5\ The Calvert Funds' former investment adviser,
Calvert Investment Management, Inc. (``CIM'') was the adviser to the
registrants relying on the 1998 Order. The Calvert Funds stopped
relying on the 1998 Order to make additional investments in notes
issued through the CIN Program following the purchase, on December 30,
2016, by CRM of substantially all of the business assets of CIM.
Following this transaction, CRM became the Calvert Funds' investment
adviser on December 31, 2016.
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\4\ Investment Company Act Release Nos. 23306 (July 8, 1998)
(notice) and 23376 (Aug. 4, 1998) (order).
\5\ As of December 31, 2018, the Existing Notes held by the
Calvert Funds represented $54.12 million of the approximately
$410.10 million in notes issued pursuant to the CIN Program. This
amount represents approximately 13% of the notes issued pursuant to
the CIN Program and approximately 37% of the $145.81 million of
notes maturing in 2019.
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6. From 1998 to 2016, the Boards of Directors/Trustees
(collectively, the ``Funds' Board'') of the Calvert Funds that invested
in the Existing Notes and other HSI investments gained experience with
respect to the oversight of HSI investing. CRM and the Funds' Board
have determined that the ability to continue to invest through the CIN
Program would be appropriate for the Calvert Funds, including making
additional investments in notes issued by CIC through the CIN Program
(such notes together with the Existing Notes, the ``Notes'').
7. The Funds' Board has authorized each Calvert Fund to invest up
to 3% of its net assets in HSI investments. The decision to participate
in the CIN Program would be made by the Adviser in a manner consistent
with the investment objectives and policies adopted by the Funds'
Board, disclosure provided to the Funds' shareholders, the fiduciary
duties of the Adviser, and subject to the oversight of the Funds'
Board. The Adviser would not receive any compensation for the Funds'
investments in the Notes (aside from the potential impact on a Fund's
asset-based advisory fee). Information about the Calvert Funds'
investments in the CIN Program is presented to the Funds' Board on a
quarterly basis, thereby mitigating potential conflicts that CRM may
have with the CIN Program.
8. Responsibility for the business, property, and affairs of CIC is
vested in its Board of Directors (the ``CIC Board''). The CIC Board and
the Funds' Board share certain common trustees/directors, as described
in the application. Currently, there is one common trustee/director
between the CIC Board (comprised of thirteen directors) and the Funds'
Board (comprised of eight directors/trustees). Further, CRM supports
CIC in a number of ways. CRM has licensed use of the Calvert name to
CIC and has committed to make an annual $250,000 donation to CIC in
each of five consecutive years beginning in 2018. Additionally, in
response to requests from intermediaries for information about impact
investing or CIC, representatives of a limited purpose broker-dealer
affiliated with CRM may direct such intermediaries to CIC.\6\
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\6\ Neither CRM nor the affiliated broker-dealer would receive
any compensation in connection with the foregoing activity, and
neither CRM nor the affiliated broker-dealer anticipates involvement
in suitability determinations or in selling the Notes directly to
individuals or organizations on an agency basis.
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Applicants' Legal Analysis
In light of the overlapping Board members, the Calvert Funds'
ownership in the Notes, and the other potential means of affiliation
described in the application, CIC may be deemed to be an affiliated
person of each of the Calvert Funds for purposes of section 17(a) and
17(d) of the Act. Additionally, because the Calvert Funds are
affiliated persons of one another through their common investment
adviser, each of the Funds might be deemed to be participating in a
joint transaction with each other Fund through investments in the Notes
within the scope of section 17(d). Applicants submit that the Requested
Order would be consistent with the standards of sections 6(c), 17(b),
and 17(d) of the Act and rule 17d-1 under the Act.
Applicants' Conditions
Applicants agree that the Requested Order will be subject to the
following conditions:
1. The Funds' Board will be responsible for reviewing the CIN
Program not less frequently than annually. The Funds may continue to
participate in the CIN Program through investment in the Notes only if,
at the time of such review, the Funds' Board concludes that (i)
continued participation in the CIN Program by the Funds remains
consistent with the investment objectives and policies of each of the
Funds; and (ii) such participation is not on a basis that is less
advantageous than that of other Noteholders of the same class.
2. The Funds will invest in the Notes only in accordance with the
investment objectives, policies and restrictions of the applicable Fund
as disclosed in its registration statement, and the Funds will not be
permitted to acquire the Notes to an extent greater than that which is
permitted under the terms of their prospectus at the time of such
investment and any limits approved by those members of the Funds' Board
who are not ``interested persons'' of the Funds as defined by section
2(a)(19) of the Act.
3. The Adviser will not invest in CIC by directly purchasing Notes
for its own account. Neither the Adviser nor any entity controlling,
controlled by, or under common control with (within the meaning of
section 2(a)(9) of the Act) the Adviser will receive any compensation
for the Funds' investment in the Notes or for services provided to CIC
in connection with the Funds' investment in the Notes, provided that:
(i) The market value of the Notes in which the Funds may, from time to
time, invest will be included in the calculation of any investment
advisory fee payable by a Fund to its Adviser pursuant to the terms of
an investment advisory contract that satisfies the requirements of
section 15(a) of the Act and subject to section 36 of the Act, where
such fee is calculated based on a percentage of the average daily net
assets of any such Fund; and (ii) in response to requests from
intermediaries for information about impact investing or CIC,
representatives of an entity affiliated with the Adviser may direct
such intermediaries to CIC, provided that such activities would not
affect the value of, or interest paid under the terms of, any Note
purchased by a Fund in reliance on the Requested Order.
4. All Noteholders will participate in the income (losses)
generated by the assets underlying the Notes in
[[Page 53509]]
proportion to their respective investments.
For the Commission, by the Division of Investment Management,
pursuant to delegated authority.
Jill M. Peterson,
Assistant Secretary.
[FR Doc. 2019-21810 Filed 10-4-19; 8:45 am]
BILLING CODE 8011-01-P