# EDGAR Filing Document

**Accession Number:** 0001105446
**File Stem:** 0001752724-25-207500
**Filing Date:** 2025-8
**Character Count:** 280354
**Document Hash:** fd0ffc6d5c08685228d9696e89fecfc3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-207500.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0001752724-25-207500

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Calvert Responsible Index Series, Inc.
- **CENTRAL INDEX KEY:** 0001105446

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09877
- **FILM NUMBER:** 251261537

**BUSINESS ADDRESS:**
- **STREET 1:** 2050 M STREET NW
- **CITY:** WASHINGTON
- **STATE:** DC
- **ZIP:** 20036
- **BUSINESS PHONE:** 8002256265

**MAIL ADDRESS:**
- **STREET 1:** 2050 M STREET NW
- **CITY:** WASHINGTON
- **STATE:** DC
- **ZIP:** 20036

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CALVERT SOCIAL INDEX SERIES INC
- **DATE OF NAME CHANGE:** 20000601

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CALVERT 2000 SERIES INC
- **DATE OF NAME CHANGE:** 20000207

## Series and Classes Contracts Data

### Calvert US Large-Cap Value Responsible Index Fund (Series ID: S000049169)

| Class ID   | Class Name                                                 | Ticker Symbol   |
|:---|:---|:---|
| C000154985 | Class A                                                    | CFJAX           |
| C000154987 | Class I                                                    | CFJIX           |
| C000235282 | Calvert US Large-Cap Value Responsible Index Fund Class R6 | CLVRX           |

## Nport-Ex

Calvert

US Large-Cap Value Responsible Index Fund

June 30, 2025

Schedule of Investments (Unaudited)

------

Common Stocks — 99.8%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Aerospace & Defense — 1.1% | Aerospace & Defense — 1.1% |  |
| ATI, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 | $2849 |
| General Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;74009 | &nbsp;&nbsp; 19049176 |
| Moog, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2948 | &nbsp;&nbsp; 533500 |
|  |  | **$19585525** |
| Air Freight & Logistics — 1.2% | Air Freight & Logistics — 1.2% |  |
| C.H. Robinson Worldwide, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21671 | $2079332 |
| Expeditors International of Washington, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16470 | &nbsp;&nbsp; 1881698 |
| FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp;34523 | &nbsp;&nbsp; 7847423 |
| GXO Logistics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166408 |
| United Parcel Service, Inc., Class B | &nbsp;&nbsp;102696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10366134 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$22340995** |
| Automobile Components — 0.3% | Automobile Components — 0.3% |  |
| Aptiv PLC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;39535 | &nbsp;&nbsp;&nbsp;&nbsp;$2697078 |
| Autoliv, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1498117 |
| BorgWarner, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;32329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1082375 |
| Lear Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942961 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$6220531** |
| Automobiles — 0.8% | Automobiles — 0.8% |  |
| Ford Motor Co. | &nbsp;&nbsp;650196 | &nbsp;&nbsp;&nbsp;&nbsp;$7054627 |
| General Motors Co. | &nbsp;&nbsp;153667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7561953 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$14616580** |
| Banks — 13.5% | Banks — 13.5% |  |
| Bank of America Corp. | &nbsp;&nbsp;756070 | &nbsp;&nbsp;&nbsp;&nbsp;$35777232 |
| Bank OZK | &nbsp;&nbsp;&nbsp;&nbsp;17536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825244 |
| BOK Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388665 |
| Cadence Bank | &nbsp;&nbsp;&nbsp;&nbsp;28560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913349 |
| Citigroup, Inc. | &nbsp;&nbsp;229813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19561683 |
| Citizens Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;79011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3535742 |
| Columbia Banking System, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;37732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882174 |
| Comerica, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1360915 |
| Commerce Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1459441 |
| Cullen/Frost Bankers, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1345428 |
| East West Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2538940 |
| F.N.B. Corp. | &nbsp;&nbsp;&nbsp;&nbsp;65837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;959903 |
| Fifth Third Bancorp | &nbsp;&nbsp;121812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5010128 |
| First Citizens Bancshares, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;1366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2672538 |
| First Financial Bankshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634399 |
| First Horizon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;89752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1902742 |
| Flagstar Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127200 |
| Glacier Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880168 |
| Hancock Whitney Corp. | &nbsp;&nbsp;&nbsp;&nbsp;15296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;877990 |
| Home BancShares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891168 |
| Huntington Bancshares, Inc. | &nbsp;&nbsp;264458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4432316 |
| JPMorgan Chase & Co. | &nbsp;&nbsp;237421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68830722 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Banks (continued) | Banks (continued) |  |
| KeyCorp | &nbsp;&nbsp;&nbsp;&nbsp;200795 | $3497849 |
| M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;29318 | &nbsp;&nbsp; 5687399 |
| Old National Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;54865 | &nbsp;&nbsp; 1170819 |
| Pinnacle Financial Partners, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10190 | &nbsp;&nbsp; 1125078 |
| PNC Financial Services Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;55771 | &nbsp;&nbsp; 10396830 |
| Popular, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12449 | &nbsp;&nbsp; 1372004 |
| Regions Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;164625 | &nbsp;&nbsp; 3871980 |
| SouthState Corp. | &nbsp;&nbsp;&nbsp;&nbsp;18527 | &nbsp;&nbsp; 1705040 |
| Synovus Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;24473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1266478 |
| Truist Financial Corp. | &nbsp;&nbsp;200723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8629082 |
| U.S. Bancorp | &nbsp;&nbsp;220590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9981698 |
| UMB Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;13164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1384326 |
| United Bankshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;914867 |
| Valley National Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;87636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;782590 |
| Webster Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;29939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1634669 |
| Wells Fargo & Co. | &nbsp;&nbsp;375398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30076888 |
| Western Alliance Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;18885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1472652 |
| Wintrust Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;12158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1507349 |
| Zions Bancorp NA | &nbsp;&nbsp;&nbsp;&nbsp;25196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1308680 |
|  |  | &nbsp;&nbsp;**$243594365** |
| Beverages — 2.0% | Beverages — 2.0% |  |
| Coca-Cola Co. | &nbsp;&nbsp;175462 | &nbsp;&nbsp;&nbsp;&nbsp;$12413937 |
| Keurig Dr. Pepper, Inc. | &nbsp;&nbsp;151388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5004887 |
| PepsiCo, Inc. | &nbsp;&nbsp;143937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19005442 |
| Primo Brands Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;17912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530553 |
|  |  | &nbsp;&nbsp;&nbsp;**$36954819** |
| Biotechnology — 2.1% | Biotechnology — 2.1% |  |
| Alkermes PLC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$265558 |
| Amgen, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5585317 |
| Biogen, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;26229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3294100 |
| Exact Sciences Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102613 |
| Gilead Sciences, Inc. | &nbsp;&nbsp;118714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13161821 |
| Insmed, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1474980 |
| Ionis Pharmaceuticals, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587316 |
| Madrigal Pharmaceuticals, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;856774 |
| Moderna, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;61816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1705503 |
| Regeneron Pharmaceuticals, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8423625 |
| Revolution Medicines, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;28866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1061980 |
| Roivant Sciences Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;69817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786838 |
| United Therapeutics Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390796 |
|  |  | &nbsp;&nbsp;&nbsp;**$37697221** |
| Broadline Retail — 0.1% | Broadline Retail — 0.1% |  |
| eBay, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;27909 | &nbsp;&nbsp;&nbsp;&nbsp;$2078104 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$2078104** |
| Building Products — 1.4% | Building Products — 1.4% |  |
| A.O. Smith Corp. | &nbsp;&nbsp;&nbsp;&nbsp;12930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$847820 |

---

------

Calvert

US Large-Cap Value Responsible Index Fund

June 30, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Building Products (continued) | Building Products (continued) |  |
| Advanced Drainage Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4505 | $517444 |
| Allegion PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2396 | &nbsp;&nbsp; 345312 |
| Builders FirstSource, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13819 | &nbsp;&nbsp; 1612539 |
| Carlisle Cos., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10434 | &nbsp;&nbsp; 3896056 |
| Carrier Global Corp. | &nbsp;&nbsp;&nbsp;&nbsp;119791 | &nbsp;&nbsp; 8767503 |
| Fortune Brands Innovations, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14032 | &nbsp;&nbsp; 722368 |
| Johnson Controls International PLC | &nbsp;&nbsp;&nbsp;&nbsp;69745 | &nbsp;&nbsp; 7366467 |
| Masco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;10662 | &nbsp;&nbsp; 686206 |
| Simpson Manufacturing Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340129 |
| UFP Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726520 |
| Zurn Elkay Water Solutions Corp., Class C | &nbsp;&nbsp;&nbsp;&nbsp;9865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360763 |
|  |  | &nbsp;&nbsp;&nbsp;**$26189127** |
| Capital Markets — 7.0% | Capital Markets — 7.0% |  |
| Affiliated Managers Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$735329 |
| Ameriprise Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5178782 |
| Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;75808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6906867 |
| Blackrock, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14768194 |
| Blackstone, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;51881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7760360 |
| Carlyle Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;40337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2073322 |
| Cboe Global Markets, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170477 |
| Charles Schwab Corp. | &nbsp;&nbsp;101110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9225276 |
| CME Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;33288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9174839 |
| Coinbase Global, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;19155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6713636 |
| Evercore, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;3941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1064149 |
| Franklin Resources, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;49943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1191141 |
| Goldman Sachs Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;35424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25071336 |
| Houlihan Lokey, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404887 |
| Intercontinental Exchange, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;41663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7643911 |
| Invesco Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;76694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1209464 |
| Janus Henderson Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;20642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801735 |
| Jefferies Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1660717 |
| KKR & Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1728459 |
| Nasdaq, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1862440 |
| Northern Trust Corp. | &nbsp;&nbsp;&nbsp;&nbsp;35124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4453372 |
| PJT Partners, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82505 |
| Raymond James Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;33315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5109522 |
| State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;52010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5530743 |
| Stifel Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;17353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800894 |
| T. Rowe Price Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;39717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3832690 |
| TPG, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396102 |
| Virtu Financial, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;14673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657204 |
|  |  | &nbsp;&nbsp;**$127208353** |
| Chemicals — 1.4% | Chemicals — 1.4% |  |
| Air Products and Chemicals, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3895 | &nbsp;&nbsp;&nbsp;&nbsp;$1098624 |
| Axalta Coating Systems Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;38750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150488 |
| Balchem Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3025 |
| Celanese Corp. | &nbsp;&nbsp;&nbsp;&nbsp;17662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977238 |
| Eastman Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;23185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1730992 |
| Ecolab, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186452 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Chemicals (continued) | Chemicals (continued) |  |
| Element Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;47163 | $1068242 |
| FMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;23431 | &nbsp;&nbsp; 978244 |
| International Flavors & Fragrances, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;35409 | &nbsp;&nbsp; 2604332 |
| Linde PLC | &nbsp;&nbsp;&nbsp;&nbsp;13699 | &nbsp;&nbsp; 6427297 |
| Mosaic Co. | &nbsp;&nbsp;&nbsp;&nbsp;65373 | &nbsp;&nbsp; 2384807 |
| PPG Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;42888 | &nbsp;&nbsp; 4878510 |
| RPM International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14422 | &nbsp;&nbsp; 1584113 |
|  |  | **$25072364** |
| Commercial Services & Supplies — 0.1% | Commercial Services & Supplies — 0.1% |  |
| Clean Harbors, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$200433 |
| Republic Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191616 |
| Waste Management, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;863338 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$1255387** |
| Communications Equipment — 0.8% | Communications Equipment — 0.8% |  |
| Cisco Systems, Inc. | &nbsp;&nbsp;177046 | &nbsp;&nbsp;&nbsp;&nbsp;$12283451 |
| Juniper Networks, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1253922 |
| Lumentum Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197535 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$13734908** |
| Construction & Engineering — 0.1% | Construction & Engineering — 0.1% |  |
| AECOM | &nbsp;&nbsp;&nbsp;&nbsp;13195 | &nbsp;&nbsp;&nbsp;&nbsp;$1489188 |
| Valmont Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;807281 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$2296469** |
| Construction Materials — 0.5% | Construction Materials — 0.5% |  |
| CRH PLC | &nbsp;&nbsp;&nbsp;&nbsp;76611 | &nbsp;&nbsp;&nbsp;&nbsp;$7032890 |
| Knife River Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163280 |
| Vulcan Materials Co. | &nbsp;&nbsp;&nbsp;&nbsp;5657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1475459 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$8671629** |
| Consumer Finance — 2.0% | Consumer Finance — 2.0% |  |
| Ally Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;48539 | &nbsp;&nbsp;&nbsp;&nbsp;$1890594 |
| American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;24804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7911980 |
| Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;79465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16906974 |
| Credit Acceptance Corp.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226696 |
| FirstCash Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255550 |
| OneMain Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1152369 |
| SLM Corp. | &nbsp;&nbsp;&nbsp;&nbsp;28070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920415 |
| SoFi Technologies, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;79254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1443215 |
| Synchrony Financial | &nbsp;&nbsp;&nbsp;&nbsp;69567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4642902 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$35350695** |
| Consumer Staples Distribution & Retail — 2.6% | Consumer Staples Distribution & Retail — 2.6% |  |
| Albertsons Cos., Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;72830 | &nbsp;&nbsp;&nbsp;&nbsp;$1566573 |
| BJ's Wholesale Club Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1110002 |
| Casey's General Stores, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1073608 |
| Dollar General Corp. | &nbsp;&nbsp;&nbsp;&nbsp;30359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3472463 |
| Kroger Co. | &nbsp;&nbsp;108374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7773667 |

---

------

Calvert

US Large-Cap Value Responsible Index Fund

June 30, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Consumer Staples Distribution & Retail (continued) | Consumer Staples Distribution & Retail (continued) |  |
| Maplebear, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6759 | $305777 |
| Performance Food Group Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;19115 | &nbsp;&nbsp; 1671989 |
| Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;83096 | &nbsp;&nbsp; 6293691 |
| Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;62576 | &nbsp;&nbsp; 6173122 |
| U.S. Foods Holding Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;21380 | &nbsp;&nbsp; 1646474 |
| Walmart, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;157437 | &nbsp;&nbsp; 15394190 |
|  |  | **$46481556** |
| Containers & Packaging — 1.4% | Containers & Packaging — 1.4% |  |
| Amcor PLC | &nbsp;&nbsp;458064 | &nbsp;&nbsp;&nbsp;&nbsp;$4209608 |
| AptarGroup, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789972 |
| Avery Dennison Corp. | &nbsp;&nbsp;&nbsp;&nbsp;11961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2098797 |
| Ball Corp. | &nbsp;&nbsp;&nbsp;&nbsp;43293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2428304 |
| Crown Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;19299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1987411 |
| Graphic Packaging Holding Co. | &nbsp;&nbsp;&nbsp;&nbsp;56990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200779 |
| International Paper Co. | &nbsp;&nbsp;107955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5055533 |
| Packaging Corp. of America | &nbsp;&nbsp;&nbsp;&nbsp;15120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2849364 |
| Sealed Air Corp. | &nbsp;&nbsp;&nbsp;&nbsp;26641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826670 |
| Silgan Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;19023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1030666 |
| Smurfit WestRock PLC | &nbsp;&nbsp;&nbsp;&nbsp;74744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3225204 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$25702308** |
| Distributors — 0.2% | Distributors — 0.2% |  |
| Genuine Parts Co. | &nbsp;&nbsp;&nbsp;&nbsp;19191 | &nbsp;&nbsp;&nbsp;&nbsp;$2328060 |
| LKQ Corp. | &nbsp;&nbsp;&nbsp;&nbsp;35438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1311561 |
| Pool Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533117 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$4172738** |
| Diversified Consumer Services — 0.1% | Diversified Consumer Services — 0.1% |  |
| ADT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;66556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$563729 |
| Adtalem Global Education, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188682 |
| H&R Block, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280927 |
| Service Corp. International | &nbsp;&nbsp;&nbsp;&nbsp;18116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1474643 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$2507981** |
| Diversified REITs — 0.2% | Diversified REITs — 0.2% |  |
| Essential Properties Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;33957 | &nbsp;&nbsp;&nbsp;&nbsp;$1083568 |
| W.P. Carey, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;40254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2511044 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$3594612** |
| Diversified Telecommunication Services — 2.6% | Diversified Telecommunication Services — 2.6% |  |
| AT&T, Inc. | &nbsp;&nbsp;846989 | &nbsp;&nbsp;&nbsp;&nbsp;$24511862 |
| Verizon Communications, Inc. | &nbsp;&nbsp;500935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21675457 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$46187319** |
| Electric Utilities — 2.3% | Electric Utilities — 2.3% |  |
| Alliant Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;47733 | &nbsp;&nbsp;&nbsp;&nbsp;$2886415 |
| Evergy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;42247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2912086 |
| Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;68098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4332395 |
| Exelon Corp. | &nbsp;&nbsp;165423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7182667 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Electric Utilities (continued) | Electric Utilities (continued) |  |
| IDACORP, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9429 | $1088578 |
| NextEra Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;151229 | &nbsp;&nbsp; 10498317 |
| NRG Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23199 | &nbsp;&nbsp; 3725295 |
| Portland General Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;19163 | &nbsp;&nbsp; 778593 |
| TXNM Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15247 | &nbsp;&nbsp; 858711 |
| Xcel Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;97805 | &nbsp;&nbsp; 6660520 |
|  |  | **$40923577** |
| Electrical Equipment — 0.7% | Electrical Equipment — 0.7% |  |
| Acuity, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$392317 |
| AMETEK, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;989489 |
| Emerson Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;57221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7629276 |
| Hubbell, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515005 |
| nVent Electric PLC | &nbsp;&nbsp;&nbsp;&nbsp;25055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1835279 |
| Regal Rexnord Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;979784 |
| Rockwell Automation, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525161 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$12866311** |
| Electronic Equipment, Instruments & Components — 0.9% | Electronic Equipment, Instruments & Components — 0.9% |  |
| Arrow Electronics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$807524 |
| CDW Corp. | &nbsp;&nbsp;&nbsp;&nbsp;14025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2504725 |
| Cognex Corp. | &nbsp;&nbsp;&nbsp;&nbsp;16699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529692 |
| Coherent Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1020562 |
| Flex Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;56919 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2841396 |
| Itron, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542316 |
| Jabil, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29444 |
| Littelfuse, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470238 |
| Ralliant Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288111 |
| TD SYNNEX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;10965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1487951 |
| Teledyne Technologies, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2083565 |
| Trimble, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;31866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2421179 |
| Vontier Corp. | &nbsp;&nbsp;&nbsp;&nbsp;15802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583094 |
| Zebra Technologies Corp., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;956224 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$16566021** |
| Energy Equipment & Services — 0.4% | Energy Equipment & Services — 0.4% |  |
| Baker Hughes Co. | &nbsp;&nbsp;171233 | &nbsp;&nbsp;&nbsp;&nbsp;$6565073 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$6565073** |
| Entertainment — 1.6% | Entertainment — 1.6% |  |
| Roku, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$706372 |
| Take-Two Interactive Software, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;17356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4214904 |
| Walt Disney Co. | &nbsp;&nbsp;149919 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18591455 |
| Warner Bros. Discovery, Inc.<sup>(1)</sup> | &nbsp;&nbsp;407306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4667727 |
| Warner Music Group Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;9495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258644 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$28439102** |
| Financial Services — 0.8% | Financial Services — 0.8% |  |
| Equitable Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;45066 | &nbsp;&nbsp;&nbsp;&nbsp;$2528203 |
| Essent Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;18089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1098545 |

---

------

Calvert

US Large-Cap Value Responsible Index Fund

June 30, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Financial Services (continued) | Financial Services (continued) |  |
| Euronet Worldwide, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1307 | $132504 |
| Jack Henry & Associates, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 | &nbsp;&nbsp; 19458 |
| Jackson Financial, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426 | &nbsp;&nbsp; 37824 |
| MGIC Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;38801 | &nbsp;&nbsp; 1080220 |
| Mr. Cooper Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10757 | &nbsp;&nbsp; 1605052 |
| PayPal Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;94738 | &nbsp;&nbsp; 7040928 |
| PennyMac Financial Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6025 | &nbsp;&nbsp; 600331 |
| Voya Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17086 | &nbsp;&nbsp; 1213106 |
|  |  | &nbsp;&nbsp;&nbsp;**$15356171** |
| Food Products — 2.1% | Food Products — 2.1% |  |
| Bunge Global SA | &nbsp;&nbsp;&nbsp;&nbsp;23375 | &nbsp;&nbsp;&nbsp;&nbsp;$1876545 |
| Campbell's Co. | &nbsp;&nbsp;&nbsp;&nbsp;34577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1059785 |
| Conagra Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;83540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1710064 |
| Darling Ingredients, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;26281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;997101 |
| General Mills, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;96054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4976558 |
| Hershey Co. | &nbsp;&nbsp;&nbsp;&nbsp;15253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2531235 |
| Hormel Foods Corp. | &nbsp;&nbsp;&nbsp;&nbsp;51060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1544565 |
| Ingredion, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1419806 |
| J.M. Smucker Co. | &nbsp;&nbsp;&nbsp;&nbsp;9927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;974831 |
| Kellanova | &nbsp;&nbsp;&nbsp;&nbsp;43725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3477449 |
| Kraft Heinz Co. | &nbsp;&nbsp;156187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4032748 |
| Lamb Weston Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317115 |
| McCormick & Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;37453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2839687 |
| Mondelez International, Inc., Class A | &nbsp;&nbsp;132459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8933035 |
| Pilgrim's Pride Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323631 |
| Post Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;936568 |
|  |  | &nbsp;&nbsp;&nbsp;**$37950723** |
| Gas Utilities — 0.1% | Gas Utilities — 0.1% |  |
| Southwest Gas Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$838747 |
| UGI Corp. | &nbsp;&nbsp;&nbsp;&nbsp;40164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1462773 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$2301520** |
| Ground Transportation — 0.9% | Ground Transportation — 0.9% |  |
| J.B. Hunt Transport Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12400 | &nbsp;&nbsp;&nbsp;&nbsp;$1780640 |
| Knight-Swift Transportation Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;29101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1287137 |
| Landstar System, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158622 |
| Ryder System, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1181370 |
| Saia, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327144 |
| Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;44997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10352910 |
| XPO, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1625352 |
|  |  | &nbsp;&nbsp;&nbsp;**$16713175** |
| Health Care Equipment & Supplies — 2.5% | Health Care Equipment & Supplies — 2.5% |  |
| Abbott Laboratories | &nbsp;&nbsp;120510 | &nbsp;&nbsp;&nbsp;&nbsp;$16390565 |
| Align Technology, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37866 |
| Baxter International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;73595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2228456 |
| Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp;21336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3675126 |
| Cooper Cos., Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;908784 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Health Care Equipment & Supplies (continued) | Health Care Equipment & Supplies (continued) |  |
| GE HealthCare Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;73228 | $5423998 |
| Glaukos Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9128 | &nbsp;&nbsp; 942831 |
| Hologic, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10479 | &nbsp;&nbsp; 682812 |
| Medtronic PLC | &nbsp;&nbsp;&nbsp;&nbsp;151699 | &nbsp;&nbsp; 13223602 |
| STERIS PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp; 31229 |
| Zimmer Biomet Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21268 | &nbsp;&nbsp; 1939854 |
|  |  | **$45485123** |
| Health Care Providers & Services — 5.0% | Health Care Providers & Services — 5.0% |  |
| Centene Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;87668 | &nbsp;&nbsp;&nbsp;&nbsp;$4758619 |
| Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;35499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11735259 |
| CVS Health Corp. | &nbsp;&nbsp;171728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11845798 |
| DaVita, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972221 |
| Elevance Health, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11742702 |
| Encompass Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1130158 |
| Ensign Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69880 |
| Guardant Health, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208160 |
| Henry Schein, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;21999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1607027 |
| Humana, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5248252 |
| Labcorp Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2638226 |
| Molina Healthcare, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2723402 |
| Option Care Health, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138495 |
| Quest Diagnostics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3151788 |
| UnitedHealth Group, Inc. | &nbsp;&nbsp;103498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32288271 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$90258258** |
| Health Care REITs — 0.6% | Health Care REITs — 0.6% |  |
| Alexandria Real Estate Equities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31890 | &nbsp;&nbsp;&nbsp;&nbsp;$2316171 |
| American Healthcare REIT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;809970 |
| CareTrust REIT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516620 |
| Healthcare Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;58815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;932806 |
| Healthpeak Properties, Inc. | &nbsp;&nbsp;129158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2261557 |
| Omega Healthcare Investors, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;53956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1977487 |
| Ventas, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;28548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1802806 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$10617417** |
| Hotel & Resort REITs — 0.1% | Hotel & Resort REITs — 0.1% |  |
| Host Hotels & Resorts, Inc. | &nbsp;&nbsp;127724 | &nbsp;&nbsp;&nbsp;&nbsp;$1961841 |
| Ryman Hospitality Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750681 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$2712522** |
| Hotels, Restaurants & Leisure — 0.7% | Hotels, Restaurants & Leisure — 0.7% |  |
| Aramark | &nbsp;&nbsp;&nbsp;&nbsp;36276 | &nbsp;&nbsp;&nbsp;&nbsp;$1518876 |
| Brinker International, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180330 |
| Darden Restaurants, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2020800 |
| Life Time Group Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212310 |
| Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;71798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6578851 |
| Vail Resorts, Inc.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851016 |
| Wyndham Hotels & Resorts, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643345 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$12005528** |

---

------

Calvert

US Large-Cap Value Responsible Index Fund

June 30, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Household Durables — 1.1% | Household Durables — 1.1% |  |
| D.R. Horton, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;50320 | $6487254 |
| Lennar Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;44210 | &nbsp;&nbsp; 4890068 |
| Mohawk Industries, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6439 | &nbsp;&nbsp; 675065 |
| PulteGroup, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;37032 | &nbsp;&nbsp; 3905395 |
| Somnigroup International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2920 | &nbsp;&nbsp; 198706 |
| Taylor Morrison Home Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;17211 | &nbsp;&nbsp; 1057099 |
| Toll Brothers, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18223 | &nbsp;&nbsp; 2079791 |
| TopBuild Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1959 | &nbsp;&nbsp; 634207 |
|  |  | &nbsp;&nbsp;&nbsp;**$19927585** |
| Household Products — 1.4% | Household Products — 1.4% |  |
| Church & Dwight Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$498811 |
| Clorox Co. | &nbsp;&nbsp;&nbsp;&nbsp;16043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1926283 |
| Colgate-Palmolive Co. | &nbsp;&nbsp;&nbsp;&nbsp;7052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641027 |
| Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;29698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3828666 |
| Procter & Gamble Co. | &nbsp;&nbsp;115748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18440971 |
|  |  | &nbsp;&nbsp;&nbsp;**$25335758** |
| Independent Power and Renewable Electricity Producers — 0.1% | Independent Power and Renewable Electricity Producers — 0.1% |  |
| AES Corp. | &nbsp;&nbsp;132953 | &nbsp;&nbsp;&nbsp;&nbsp;$1398666 |
| Brookfield Renewable Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288103 |
| Clearway Energy, Inc., Class C | &nbsp;&nbsp;&nbsp;&nbsp;10220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327040 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$2013809** |
| Industrial REITs — 1.1% | Industrial REITs — 1.1% |  |
| Americold Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;43806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$728494 |
| EastGroup Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1079762 |
| First Industrial Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1013233 |
| Lineage, Inc.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272914 |
| Prologis, Inc. | &nbsp;&nbsp;119973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12611562 |
| Rexford Industrial Realty, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;44225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1573083 |
| STAG Industrial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1264358 |
| Terreno Realty Corp. | &nbsp;&nbsp;&nbsp;&nbsp;17709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992943 |
|  |  | &nbsp;&nbsp;&nbsp;**$19536349** |
| Insurance — 5.4% | Insurance — 5.4% |  |
| Aflac, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;75666 | &nbsp;&nbsp;&nbsp;&nbsp;$7979736 |
| Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp;39547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7961207 |
| American Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1526762 |
| American International Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;91812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7858189 |
| Arch Capital Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;58173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5296652 |
| Axis Capital Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;12543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1302214 |
| Cincinnati Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;28152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4192396 |
| Everest Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2574364 |
| First American Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;17210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1056522 |
| Globe Life, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1760568 |
| Hanover Insurance Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1123180 |
| Hartford Insurance Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;49057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6223862 |
| Lincoln National Corp. | &nbsp;&nbsp;&nbsp;&nbsp;31169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1078447 |
| Marsh & McLennan Cos., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3705948 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Insurance (continued) | Insurance (continued) |  |
| MetLife, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;91305 | $7342748 |
| Old Republic International Corp. | &nbsp;&nbsp;&nbsp;&nbsp;42080 | &nbsp;&nbsp; 1617555 |
| Primerica, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3036 | &nbsp;&nbsp; 830862 |
| Principal Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;40917 | &nbsp;&nbsp; 3250037 |
| Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;16121 | &nbsp;&nbsp; 4302050 |
| Prudential Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;62859 | &nbsp;&nbsp; 6753571 |
| Reinsurance Group of America, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12135 | &nbsp;&nbsp; 2407099 |
| RenaissanceRe Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8146 | &nbsp;&nbsp; 1978663 |
| Selective Insurance Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;816416 |
| Travelers Cos., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;33090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8852899 |
| Unum Group | &nbsp;&nbsp;&nbsp;&nbsp;30953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2499764 |
| W.R. Berkley Corp. | &nbsp;&nbsp;&nbsp;&nbsp;37251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2736831 |
| Willis Towers Watson PLC | &nbsp;&nbsp;&nbsp;&nbsp;1909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585109 |
|  |  | &nbsp;&nbsp;&nbsp;**$97613651** |
| Interactive Media & Services — 0.1% | Interactive Media & Services — 0.1% |  |
| Snap, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;107693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$935852 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$935852** |
| IT Services — 1.4% | IT Services — 1.4% |  |
| Accenture PLC, Class A | &nbsp;&nbsp;&nbsp;&nbsp;20964 | &nbsp;&nbsp;&nbsp;&nbsp;$6265930 |
| Akamai Technologies, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283706 |
| Amdocs Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;12748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1163128 |
| Cognizant Technology Solutions Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;56642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4419775 |
| EPAM Systems, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313502 |
| International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;42200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12439716 |
| Kyndryl Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;24066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1009809 |
| Twilio, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2919 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363007 |
|  |  | &nbsp;&nbsp;&nbsp;**$26258573** |
| Leisure Products — 0.1% | Leisure Products — 0.1% |  |
| Hasbro, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16382 | &nbsp;&nbsp;&nbsp;&nbsp;$1209319 |
| Mattel, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;45132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890003 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$2099322** |
| Life Sciences Tools & Services — 1.7% | Life Sciences Tools & Services — 1.7% |  |
| Agilent Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$262572 |
| Avantor, Inc.<sup>(1)</sup> | &nbsp;&nbsp;119591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1609695 |
| Bio-Rad Laboratories, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839070 |
| Charles River Laboratories International, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562463 |
| Danaher Corp. | &nbsp;&nbsp;&nbsp;&nbsp;48554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9591357 |
| Illumina, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;27048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2580650 |
| IQVIA Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2374409 |
| Repligen Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513565 |
| Revvity, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1667259 |
| Thermo Fisher Scientific, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10477086 |
|  |  | &nbsp;&nbsp;&nbsp;**$30478126** |
| Machinery — 3.6% | Machinery — 3.6% |  |
| AGCO Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$407791 |

---

------

Calvert

US Large-Cap Value Responsible Index Fund

June 30, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Machinery (continued) | Machinery (continued) |  |
| Allison Transmission Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6518 | $619145 |
| Caterpillar, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25368 | &nbsp;&nbsp; 9848111 |
| CNH Industrial NV | &nbsp;&nbsp;&nbsp;&nbsp;167912 | &nbsp;&nbsp; 2176140 |
| Cummins, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17688 | &nbsp;&nbsp; 5792820 |
| Deere & Co. | &nbsp;&nbsp;&nbsp;&nbsp;18738 | &nbsp;&nbsp; 9528086 |
| Donaldson Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4908 | &nbsp;&nbsp; 340370 |
| Dover Corp. | &nbsp;&nbsp;&nbsp;&nbsp;28179 | &nbsp;&nbsp; 5163238 |
| ESAB Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2285 | &nbsp;&nbsp; 275457 |
| Flowserve Corp. | &nbsp;&nbsp;&nbsp;&nbsp;12597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659453 |
| Fortive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;17825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929217 |
| Gates Industrial Corp. PLC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;35947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;827859 |
| IDEX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;988810 |
| Illinois Tool Works, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200399 |
| ITT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204977 |
| JBT Marel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633409 |
| Lincoln Electric Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221003 |
| Middleby Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1267344 |
| Mueller Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;714038 |
| Nordson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739791 |
| Oshkosh Corp. | &nbsp;&nbsp;&nbsp;&nbsp;12225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1388027 |
| Otis Worldwide Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950394 |
| PACCAR, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;73003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6939665 |
| Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2626247 |
| Pentair PLC | &nbsp;&nbsp;&nbsp;&nbsp;10297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1057090 |
| Snap-on, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2472014 |
| Stanley Black & Decker, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;29570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2003367 |
| Timken Co. | &nbsp;&nbsp;&nbsp;&nbsp;11480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832874 |
| Toro Co. | &nbsp;&nbsp;&nbsp;&nbsp;12406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;876856 |
| Watts Water Technologies, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182450 |
| Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206210 |
| Xylem, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;19488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2520968 |
|  |  | &nbsp;&nbsp;&nbsp;**$64593620** |
| Media — 1.8% | Media — 1.8% |  |
| Charter Communications, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14915 | &nbsp;&nbsp;&nbsp;&nbsp;$6097401 |
| Comcast Corp., Class A | &nbsp;&nbsp;464397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16574329 |
| Interpublic Group of Cos., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;63785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1561457 |
| Liberty Broadband Corp., Class C<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2002623 |
| New York Times Co., Class A | &nbsp;&nbsp;&nbsp;&nbsp;3842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215075 |
| Nexstar Media Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852471 |
| Omnicom Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;33090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2380495 |
| Paramount Global, Class B | &nbsp;&nbsp;105879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1365839 |
| Sirius XM Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;36863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846743 |
|  |  | &nbsp;&nbsp;&nbsp;**$31896433** |
| Metals & Mining — 0.8% | Metals & Mining — 0.8% |  |
| Nucor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;48431 | &nbsp;&nbsp;&nbsp;&nbsp;$6273752 |
| Reliance, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4284735 |
| Steel Dynamics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4426842 |
|  |  | &nbsp;&nbsp;&nbsp;**$14985329** |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Mortgage Real Estate Investment Trusts (REITs) — 0.2% | Mortgage Real Estate Investment Trusts (REITs) — 0.2% |  |
| AGNC Investment Corp.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;119433 | $1097589 |
| Annaly Capital Management, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23424 | &nbsp;&nbsp; 440840 |
| Rithm Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;89890 | &nbsp;&nbsp; 1014858 |
| Starwood Property Trust, Inc.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;55472 | &nbsp;&nbsp; 1113323 |
|  |  | **$3666610** |
| Multi-Utilities — 2.9% | Multi-Utilities — 2.9% |  |
| Ameren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;51182 | $4915519 |
| CMS Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;55243 | &nbsp;&nbsp; 3827235 |
| Consolidated Edison, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;63386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6360785 |
| Dominion Energy, Inc. | &nbsp;&nbsp;136067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7690507 |
| DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;38404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5086994 |
| NiSource, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;87329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3522852 |
| Public Service Enterprise Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;81408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6852925 |
| Sempra | &nbsp;&nbsp;102385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7757712 |
| WEC Energy Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;58359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6081008 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$52095537** |
| Office REITs — 0.3% | Office REITs — 0.3% |  |
| BXP, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;27509 | &nbsp;&nbsp;&nbsp;&nbsp;$1856032 |
| COPT Defense Properties | &nbsp;&nbsp;&nbsp;&nbsp;21476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592308 |
| Cousins Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;943513 |
| Kilroy Realty Corp.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;21181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726720 |
| Vornado Realty Trust | &nbsp;&nbsp;&nbsp;&nbsp;31580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1207619 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$5326192** |
| Oil, Gas & Consumable Fuels — 0.3% | Oil, Gas & Consumable Fuels — 0.3% |  |
| Occidental Petroleum Corp.<sup>(2)</sup> | &nbsp;&nbsp;136780 | &nbsp;&nbsp;&nbsp;&nbsp;$5746128 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$5746128** |
| Paper & Forest Products — 0.0%<sup>†</sup> | Paper & Forest Products — 0.0%<sup>†</sup> |  |
| Louisiana-Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$612679 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$612679** |
| Passenger Airlines — 0.5% | Passenger Airlines — 0.5% |  |
| Alaska Air Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;22458 | &nbsp;&nbsp;&nbsp;&nbsp;$1111222 |
| American Airlines Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;120350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350327 |
| Delta Air Lines, Inc. | &nbsp;&nbsp;119126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5858617 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$8320166** |
| Personal Care Products — 0.1% | Personal Care Products — 0.1% |  |
| Estee Lauder Cos., Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;14335 | &nbsp;&nbsp;&nbsp;&nbsp;$1158268 |
| Kenvue, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;42498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889483 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$2047751** |
| Pharmaceuticals — 3.2% | Pharmaceuticals — 3.2% |  |
| Bristol-Myers Squibb Co. | &nbsp;&nbsp;265145 | &nbsp;&nbsp;&nbsp;&nbsp;$12273562 |
| Elanco Animal Health, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;89149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1273048 |
| Jazz Pharmaceuticals PLC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1123917 |
| Merck & Co., Inc. | &nbsp;&nbsp;296939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23505691 |

---

------

Calvert

US Large-Cap Value Responsible Index Fund

June 30, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Pharmaceuticals (continued) | Pharmaceuticals (continued) |  |
| Pfizer, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;705780 | $17108107 |
| Royalty Pharma PLC, Class A | &nbsp;&nbsp;&nbsp;&nbsp;67041 | &nbsp;&nbsp; 2415487 |
|  |  | **$57699812** |
| Professional Services — 0.5% | Professional Services — 0.5% |  |
| Automatic Data Processing, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11821 | $3645596 |
| Booz Allen Hamilton Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;13351 | &nbsp;&nbsp; 1390240 |
| Broadridge Financial Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472 | &nbsp;&nbsp; 114710 |
| FTI Consulting, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2804 | &nbsp;&nbsp; 452846 |
| Genpact Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;20346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895427 |
| Parsons Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143540 |
| Paychex, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869851 |
| Robert Half, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663409 |
| Science Applications International Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670255 |
| SS&C Technologies Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942347 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$9788221** |
| Real Estate Management & Development — 0.3% | Real Estate Management & Development — 0.3% |  |
| CBRE Group, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7162 | &nbsp;&nbsp;&nbsp;&nbsp;$1003539 |
| Jones Lang LaSalle, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2117091 |
| Zillow Group, Inc., Class C<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;25554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1790058 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$4910688** |
| Residential REITs — 1.1% | Residential REITs — 1.1% |  |
| AvalonBay Communities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25855 | &nbsp;&nbsp;&nbsp;&nbsp;$5261492 |
| Camden Property Trust | &nbsp;&nbsp;&nbsp;&nbsp;12206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1375494 |
| Equity LifeStyle Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1073243 |
| Equity Residential | &nbsp;&nbsp;&nbsp;&nbsp;70025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4725987 |
| Essex Property Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2754365 |
| Invitation Homes, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;29754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975931 |
| Mid-America Apartment Communities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;19483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2883679 |
| UDR, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1279531 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$20329722** |
| Retail REITs — 1.4% | Retail REITs — 1.4% |  |
| Brixmor Property Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;56909 | &nbsp;&nbsp;&nbsp;&nbsp;$1481910 |
| Federal Realty Investment Trust | &nbsp;&nbsp;&nbsp;&nbsp;16023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1522025 |
| Kimco Realty Corp. | &nbsp;&nbsp;123468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2595297 |
| NNN REIT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1507630 |
| Phillips Edison & Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;19746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691702 |
| Realty Income Corp. | &nbsp;&nbsp;141531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8153601 |
| Regency Centers Corp. | &nbsp;&nbsp;&nbsp;&nbsp;29251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2083549 |
| Simon Property Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;43733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7030517 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$25066231** |
| Semiconductors & Semiconductor Equipment — 3.5% | Semiconductors & Semiconductor Equipment — 3.5% |  |
| Allegro MicroSystems, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$128212 |
| Analog Devices, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2344973 |
| Cirrus Logic, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357595 |
| Entegris, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859245 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Semiconductors & Semiconductor Equipment (continued) | Semiconductors & Semiconductor Equipment (continued) |  |
| Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;584973 | $13103395 |
| Marvell Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;49597 | &nbsp;&nbsp; 3838808 |
| Microchip Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;53234 | &nbsp;&nbsp; 3746076 |
| Micron Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;94031 | &nbsp;&nbsp; 11589321 |
| MKS, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11709 | &nbsp;&nbsp; 1163406 |
| ON Semiconductor Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4653 | &nbsp;&nbsp; 243864 |
| QUALCOMM, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;67481 | &nbsp;&nbsp; 10747024 |
| Skyworks Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23715 | &nbsp;&nbsp; 1767242 |
| Teradyne, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642838 |
| Texas Instruments, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;57164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11868390 |
| Universal Display Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139014 |
|  |  | &nbsp;&nbsp;&nbsp;**$62539403** |
| Software — 0.1% | Software — 0.1% |  |
| ACI Worldwide, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$393449 |
| Confluent, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103534 |
| Dolby Laboratories, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;3633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269787 |
| Q2 Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195697 |
| Roper Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1175059 |
| Varonis Systems, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272730 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$2410256** |
| Specialized REITs — 1.7% | Specialized REITs — 1.7% |  |
| American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;26213 | &nbsp;&nbsp;&nbsp;&nbsp;$5793597 |
| Crown Castle, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2401108 |
| CubeSmart | &nbsp;&nbsp;&nbsp;&nbsp;38273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1626603 |
| Digital Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;37611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6556726 |
| Equinix, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1014224 |
| Extra Space Storage, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5033307 |
| Lamar Advertising Co., Class A | &nbsp;&nbsp;&nbsp;&nbsp;10643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1291635 |
| National Storage Affiliates Trust | &nbsp;&nbsp;&nbsp;&nbsp;7771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248594 |
| Public Storage | &nbsp;&nbsp;&nbsp;&nbsp;14262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4184756 |
| SBA Communications Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784131 |
| Weyerhaeuser Co. | &nbsp;&nbsp;&nbsp;&nbsp;93418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2399908 |
|  |  | &nbsp;&nbsp;&nbsp;**$31334589** |
| Specialty Retail — 2.0% | Specialty Retail — 2.0% |  |
| AutoNation, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$775728 |
| Bath & Body Works, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;29490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883520 |
| Best Buy Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1708190 |
| Boot Barn Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152000 |
| Burlington Stores, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443412 |
| CarMax, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;21155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1421828 |
| Carvana Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274959 |
| Dick's Sporting Goods, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1451530 |
| Five Below, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496647 |
| Floor & Decor Holdings, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546684 |
| GameStop Corp., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;22991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560751 |
| Gap, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745139 |
| Group 1 Automotive, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739787 |
| Home Depot, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;32975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12089954 |

---

------

Calvert

US Large-Cap Value Responsible Index Fund

June 30, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Specialty Retail (continued) | Specialty Retail (continued) |  |
| Lithia Motors, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3497 | $1181357 |
| Lowe's Cos., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;35747 | &nbsp;&nbsp; 7931187 |
| Penske Automotive Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2304 | &nbsp;&nbsp; 395850 |
| Ross Stores, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9824 | &nbsp;&nbsp; 1253346 |
| Tractor Supply Co. | &nbsp;&nbsp;&nbsp;&nbsp;28825 | &nbsp;&nbsp; 1521095 |
| Urban Outfitters, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6362 | &nbsp;&nbsp; 461499 |
| Williams-Sonoma, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1758 | &nbsp;&nbsp; 287204 |
|  |  | **$35321667** |
| Technology Hardware, Storage & Peripherals — 1.2% | Technology Hardware, Storage & Peripherals — 1.2% |  |
| Dell Technologies, Inc., Class C | &nbsp;&nbsp;&nbsp;&nbsp;24172 | &nbsp;&nbsp;&nbsp;&nbsp;$2963487 |
| Hewlett Packard Enterprise Co. | &nbsp;&nbsp;205915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4210962 |
| HP, Inc. | &nbsp;&nbsp;147721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3613256 |
| NetApp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2281129 |
| Sandisk Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;18508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839338 |
| Seagate Technology Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;33259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4800271 |
| Western Digital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;54504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3487711 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$22196154** |
| Textiles, Apparel & Luxury Goods — 0.6% | Textiles, Apparel & Luxury Goods — 0.6% |  |
| Crocs, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$561902 |
| NIKE, Inc., Class B | &nbsp;&nbsp;110107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7822001 |
| Ralph Lauren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284428 |
| Tapestry, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790114 |
| VF Corp. | &nbsp;&nbsp;&nbsp;&nbsp;52528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;617204 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$10075649** |
| Trading Companies & Distributors — 0.5% | Trading Companies & Distributors — 0.5% |  |
| Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp;19449 | &nbsp;&nbsp;&nbsp;&nbsp;$1137572 |
| Applied Industrial Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330544 |
| Core & Main, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557211 |
| Ferguson Enterprises, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2144184 |
| GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1008121 |
| SiteOne Landscape Supply, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56842 |
| United Rentals, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1020104 |
| Watsco, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1628695 |
| WESCO International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1182502 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$9065775** |
| Water Utilities — 0.3% | Water Utilities — 0.3% |  |
| American Water Works Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;29099 | &nbsp;&nbsp;&nbsp;&nbsp;$4047962 |
| Essential Utilities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;47380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1759693 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$5807655** |
| Wireless Telecommunication Services — 0.3% | Wireless Telecommunication Services — 0.3% |  |
| T-Mobile U.S., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21201 | &nbsp;&nbsp;&nbsp;&nbsp;$5051350 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$5051350** |
| Total Common Stocks<br> (identified cost $1,454,769,140) |  | **$1805360749** |

---

---

| | | |
|:---|:---|:---|
| Short-Term Investments — 0.2% |  |  |
| Affiliated Fund — 0.1% | Affiliated Fund — 0.1% | Affiliated Fund — 0.1% |
| **Security** | **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value** |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 4.23%<sup>(3)</sup> | 1953333 | $1953333 |
| Total Affiliated Fund<br> (identified cost $1,953,333) |  | **$1953333** |
| Securities Lending Collateral — 0.1% | Securities Lending Collateral — 0.1% | Securities Lending Collateral — 0.1% |
| **Security** | **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value** |
| State Street Navigator Securities Lending Government Money Market Portfolio, 4.35%<sup>(4)</sup> | 1972232 | $1972232 |
| Total Securities Lending Collateral<br> (identified cost $1,972,232) |  | **$1972232** |
| Total Short-Term Investments<br> (identified cost $3,925,565) |  | **$3925565** |
| Total Investments — 100.0%<br> (identified cost $1,458,694,705) |  | **$1809286314** |
| Other Assets, Less Liabilities — (0.0)%<sup>†</sup> |  | **$(410771)** |
| Net Assets — 100.0% |  | **$1808875543** |

---

---

| | |
|:---|:---|
| 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. |
| <sup>†</sup> | Amount is less than 0.05% or (0.05)%, as applicable. |
| <sup>(1)</sup> | Non-income producing security. |
| <sup>(2)</sup> | All or a portion of this security was on loan at June 30, 2025. The aggregate market value of securities on loan at June 30, 2025 was $9,403,332 and the total market value of the collateral received by the Fund was $9,737,450, comprised of cash of $1,972,232 and U.S. government and/or agencies securities of $7,765,218. |
| <sup>(3)</sup> | May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of June 30, 2025. |
| <sup>(4)</sup> | Represents investment of cash collateral received in connection with securities lending. |

---

---

| | |
|:---|:---|
| **Abbreviations:** | **Abbreviations:** |
| REITs | – Real Estate Investment Trusts |

---

------

Calvert

US Large-Cap Value Responsible Index Fund

June 30, 2025

Schedule of Investments (Unaudited) — continued

------

Affiliated Investments

At June 30, 2025, the value of the Fund's investment in funds that may be deemed to be affiliated was $1,953,333, which represents 0.1% of the Fund's net assets. Transactions in such investments by the Fund for the fiscal year to date ended June 30, 2025 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** | **Dividend<br> income** | **Shares,<br> end of<br> period** |
| **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** |  |  |  |  |  |  |
| Liquidity Fund, Institutional Class<sup>(1)</sup> | $1734952 | $84455911 | $(84237530) | $— | $— | $1953333 | $43255 | 1953333 |

---

<sup>(1)</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 June 30, 2025, 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** |
| Common Stocks | &nbsp;&nbsp;$1805360749<sup>(1)</sup> | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$1805360749 |
| Short-Term Investments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Affiliated Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1953333 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1953333 |
| &nbsp;&nbsp;&nbsp;Securities Lending Collateral | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1972232 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1972232 |
| **Total Investments** | &nbsp;&nbsp;**$1809286314** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$1809286314** |

---

<sup>(1)</sup> The level classification by major category of investments is the same as the category presentation in the Schedule of Investments.

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 annual or semi-annual financial statements.

## 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 Responsible Index Series, Inc.

- **b. Investment Company Act file number:** 811-09877

- **c. CIK number of Registrant:** 0001105446

- **d. LEI of Registrant:** 54930020E6PIL74TNC05

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

  - **Street Address 1:** 2050 M Street NW

  - **City:** Washington

  - **State:** DC

  - **Foreign country:** US

  - **Zip / Postal Code:** 20036

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

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

- **a. Name of Series:** Calvert U.S. Large Cap Value Responsible Index Fund

- **b. EDGAR series identifier (if any):** S000049169

- **c. LEI of Series:** 5493005WGBW1GHF4CG37

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

- **a. Date of fiscal year-end:** 2025-09-30

- **b. Date as of which information is reported:** 2025-06-30

**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:** $1811831089.62

**Total Liabilities:** $2803723.11

**Net Assets:** $1809027366.51

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000154985 | -2.49%               | 4.05%                | 3.92%                |
| Class ID C000154987 | -2.47%               | 4.08%                | 3.92%                |
| Class ID C000235282 | -2.44%               | 4.09%                | 3.93%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4201256.87              | $-48910589.78                              |
| Month 2  | $402861.73               | $65235794.46                               |
| Month 3  | $109749403.29            | $-45131109.70                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| WESCO International Inc                      | WESCO International Inc                                                     | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      6385 | NS      | $1182502.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals Inc                    | Ionis Pharmaceuticals Inc                                                   | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |     14865 | NS      | $587316.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp                                     | FMC Corp                                                                    | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |     23431 | NS      | $978244.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc/WV                     | United Bankshares Inc/WV                                                    | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |     25113 | NS      | $914866.59    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp                                 | Parsons Corp                                                                | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |      2000 | NS      | $143540.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc                      | Nexstar Media Group Inc                                                     | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      4929 | NS      | $852470.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services Inc              | PennyMac Financial Services Inc                                             | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |      6025 | NS      | $600331.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                                 | Nordson Corp                                                                | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |      3451 | NS      | $739790.87    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International Inc | Charles River Laboratories International Inc                                | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      3707 | NS      | $562463.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc                             | EPAM Systems Inc                                                            | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |      1773 | NS      | $313501.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                       | Equitable Holdings Inc                                                      | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     45066 | NS      | $2528202.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                    | Jabil Inc                                                                   | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |       135 | NS      | $29443.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                            | Cisco Systems Inc                                                           | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    177046 | NS      | $12283451.48  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                     | Bank OZK                                                                    | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |     17536 | NS      | $825244.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc               | Omega Healthcare Investors Inc                                              | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               |  | US        |     53956 | NS      | $1977487.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp                      | Zebra Technologies Corp                                                     | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      3101 | NS      | $956224.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                    | Warner Bros Discovery Inc                                                   | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |    407306 | NS      | $4667726.76   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                    | United Parcel Service Inc                                                   | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |    102696 | NS      | $10366134.24  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                          | Dollar General Corp                                                         | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |     30359 | NS      | $3472462.42   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Inc                                | Blackrock Inc                                                               | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |     14075 | NS      | $14768193.75  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                | Accenture PLC                                                               | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |     20964 | NS      | $6265929.96   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                           | Equity Residential                                                          | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               |  | US        |     70025 | NS      | $4725987.25   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                   | AMETEK Inc                                                                  | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      5468 | NS      | $989489.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp                        | Stifel Financial Corp                                                       | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     17353 | NS      | $1800894.34   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                            | General Motors Co                                                           | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    153667 | NS      | $7561953.07   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                         | Western Digital Corp                                                        | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     54504 | NS      | $3487710.96   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                                 | Comerica Inc                                                                | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     22815 | NS      | $1360914.75   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                    | Teledyne Technologies Inc                                                   | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      4067 | NS      | $2083564.77   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc   | Expeditors International of Washington Inc                                  | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |     16470 | NS      | $1881697.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                             | Genuine Parts Co                                                            | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |     19191 | NS      | $2328060.21   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Core & Main Inc                              | Core & Main Inc                                                             | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9233 | NS      | $557211.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                         | Progressive Corp/The                                                        | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     16121 | NS      | $4302050.06   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                  | Jack Henry & Associates Inc                                                 | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |       108 | NS      | $19458.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                                    | Pool Corp                                                                   | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |      1829 | NS      | $533116.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc                  | American Water Works Co Inc                                                 | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |     29099 | NS      | $4047961.89   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc                                 | Evercore Inc                                                                | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |      3941 | NS      | $1064148.82   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp                       | Liberty Broadband Corp                                                      | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |     20356 | NS      | $2002623.28   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                          | Dominion Energy Inc                                                         | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |    136067 | NS      | $7690506.84   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                   | Mondelez International Inc                                                  | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |    132459 | NS      | $8933034.96   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc                       | Jones Lang LaSalle Inc                                                      | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      8277 | NS      | $2117091.06   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                        | Jackson Financial Inc                                                       | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |       426 | NS      | $37824.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                           | Union Pacific Corp                                                          | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     44997 | NS      | $10352909.76  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co/The                                  | Toro Co/The                                                                 | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |     12406 | NS      | $876856.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                           | Realty Income Corp                                                          | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               |  | US        |    141531 | NS      | $8153600.91   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                   | NetApp Inc                                                                  | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |     21409 | NS      | $2281128.95   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN                      | Old National Bancorp/IN                                                     | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     54865 | NS      | $1170819.10   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc                          | Virtu Financial Inc                                                         | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     14673 | NS      | $657203.67    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                       | UnitedHealth Group Inc                                                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |    103498 | NS      | $32288271.06  | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corp                          | Exact Sciences Corp                                                         | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |      1931 | NS      | $102613.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/The                                | Clorox Co/The                                                               | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |     16043 | NS      | $1926283.01   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems Inc                | Advanced Drainage Systems Inc                                               | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |      4505 | NS      | $517444.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                           | United Rentals Inc                                                          | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      1354 | NS      | $1020103.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp         | International Business Machines Corp                                        | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     42200 | NS      | $12439716.00  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust Inc        | Essential Properties Realty Trust Inc                                       | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               |  | US        |     33957 | NS      | $1083567.87   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp                                | Repligen Corp                                                               | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      4129 | NS      | $513565.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                  | Pentair PLC                                                                 | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |     10297 | NS      | $1057090.02   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                             | Wells Fargo & Co                                                            | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    375398 | NS      | $30076887.76  | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                          | Northern Trust Corp                                                         | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     35124 | NS      | $4453371.96   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings Inc                       | FirstCash Holdings Inc                                                      | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1891 | NS      | $255549.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Revvity Inc                                  | Revvity Inc                                                                 | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |     17238 | NS      | $1667259.36   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc                   | Southwest Gas Holdings Inc                                                  | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |     11275 | NS      | $838747.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                           | NextEra Energy Inc                                                          | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |    151229 | NS      | $10498317.18  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey Inc                                 | WP Carey Inc                                                                | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               |  | US        |     40254 | NS      | $2511044.52   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC Investment Corp                         | AGNC Investment Corp                                                        | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               |  | US        |    119433 | NS      | $1097589.27   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| UDR Inc                                      | UDR Inc                                                                     | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               |  | US        |     31338 | NS      | $1279530.54   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                            | General Mills Inc                                                           | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     96054 | NS      | $4976557.74   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                | DR Horton Inc                                                               | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |     50320 | NS      | $6487254.40   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                  | Paychex Inc                                                                 | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      5980 | NS      | $869850.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Inc             | Reinsurance Group of America Inc                                            | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |     12135 | NS      | $2407098.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                            | Tractor Supply Co                                                           | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |     28825 | NS      | $1521095.25   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Financial Inc                       | Flagstar Financial Inc                                                      | CUSIP: 649445400<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |     12000 | NS      | $127200.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                    | Ball Corp                                                                   | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     43293 | NS      | $2428304.37   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC              | Seagate Technology Holdings PLC                                             | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |     33259 | NS      | $4800271.47   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc               | Air Products and Chemicals Inc                                              | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      3895 | NS      | $1098623.70   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC                           | nVent Electric PLC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     25055 | NS      | $1835278.75   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                   | Ventas Inc                                                                  | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |     28548 | NS      | $1802806.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SiteOne Landscape Supply Inc                 | SiteOne Landscape Supply Inc                                                | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |       470 | NS      | $56841.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc                                | Primerica Inc                                                               | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |      3036 | NS      | $830862.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                 | Thermo Fisher Scientific Inc                                                | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     25840 | NS      | $10477086.40  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd                            | Everest Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |      7575 | NS      | $2574363.75   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co Inc                             | Donaldson Co Inc                                                            | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |      4908 | NS      | $340369.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                 | Teradyne Inc                                                                | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      7149 | NS      | $642838.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp          | Cognizant Technology Solutions Corp                                         | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     56642 | NS      | $4419775.26   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc                  | Columbia Banking System Inc                                                 | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37732 | NS      | $882174.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                   | Masco Corp                                                                  | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     10662 | NS      | $686206.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                     | eBay Inc                                                                    | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     27909 | NS      | $2078104.14   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                         | WEC Energy Group Inc                                                        | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     58359 | NS      | $6081007.80   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                       | Arch Capital Group Ltd                                                      | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |     58173 | NS      | $5296651.65   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                     | NIKE Inc                                                                    | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |    110107 | NS      | $7822001.28   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                     | Agilent Technologies Inc                                                    | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      2225 | NS      | $262572.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                      | Aramark                                                                     | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |     36276 | NS      | $1518876.12   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Americold Realty Trust Inc                   | Americold Realty Trust Inc                                                  | CUSIP: 03064D108<br>LEI: 894500O3S3W62PQPO460 | Long             | EC               |  | US        |     43806 | NS      | $728493.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors                 | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |   1972232 | NS      | $1972231.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                        | Micron Technology Inc                                                       | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     94031 | NS      | $11589320.75  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                         | Regency Centers Corp                                                        | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               |  | US        |     29251 | NS      | $2083548.73   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                                | H&R Block Inc                                                               | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |      5118 | NS      | $280927.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc                        | Burlington Stores Inc                                                       | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |      1906 | NS      | $443411.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp                | First American Financial Corp                                               | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     17210 | NS      | $1056521.90   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                                  | Snap-on Inc                                                                 | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      7944 | NS      | $2472013.92   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                | Citigroup Inc                                                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    229813 | NS      | $19561682.56  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc                | Affiliated Managers Group Inc                                               | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      3737 | NS      | $735329.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                            | Omnicom Group Inc                                                           | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     33090 | NS      | $2380494.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                             | Cirrus Logic Inc                                                            | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      3430 | NS      | $357594.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                    | Amcor PLC                                                                   | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |    458064 | NS      | $4209608.16   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The         | PNC Financial Services Group Inc/The                                        | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     55771 | NS      | $10396829.82  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos Inc/The                           | Cooper Cos Inc/The                                                          | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |     12771 | NS      | $908784.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp                        | US Foods Holding Corp                                                       | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |     21380 | NS      | $1646473.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                              | Xcel Energy Inc                                                             | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     97805 | NS      | $6660520.50   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc                            | Lithia Motors Inc                                                           | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      3497 | NS      | $1181356.54   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc                                   | DaVita Inc                                                                  | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |      6825 | NS      | $972221.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                                | Mosaic Co/The                                                               | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     65373 | NS      | $2384807.04   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp                           | First Horizon Corp                                                          | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     89752 | NS      | $1902742.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                 | Allegion plc                                                                | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |      2396 | NS      | $345311.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                 | Comcast Corp                                                                | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    464397 | NS      | $16574328.93  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp                                | Celanese Corp                                                               | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |     17662 | NS      | $977238.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                           | PPG Industries Inc                                                          | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     42888 | NS      | $4878510.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Ltd                                   | Amdocs Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | GG        |     12748 | NS      | $1163127.52   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                  | Invesco Ltd                                                                 | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |     76694 | NS      | $1209464.38   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc          | Applied Industrial Technologies Inc                                         | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      1422 | NS      | $330543.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp                                 | Balchem Corp                                                                | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |        19 | NS      | $3024.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                    | AGCO Corp                                                                   | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      3953 | NS      | $407791.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc                   | Casey's General Stores Inc                                                  | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      2104 | NS      | $1073608.08   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp                               | TD SYNNEX Corp                                                              | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     10965 | NS      | $1487950.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                    | CubeSmart                                                                   | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               |  | US        |     38273 | NS      | $1626602.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp                               | Air Lease Corp                                                              | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |     19449 | NS      | $1137572.01   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                  | Exelon Corp                                                                 | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |    165423 | NS      | $7182666.66   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co                                   | Carvana Co                                                                  | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |       816 | NS      | $274959.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                   | Nucor Corp                                                                  | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     48431 | NS      | $6273751.74   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                    | Lear Corp                                                                   | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      9928 | NS      | $942961.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co                 | Graphic Packaging Holding Co                                                | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56990 | NS      | $1200779.30   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd                   | Axalta Coating Systems Ltd                                                  | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | BM        |     38750 | NS      | $1150487.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                | Medtronic PLC                                                               | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |    151699 | NS      | $13223601.83  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                        | Truist Financial Corp                                                       | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    200723 | NS      | $8629081.77   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc                             | Vail Resorts Inc                                                            | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |      5416 | NS      | $851016.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Huntington Bancshares Inc/OH                 | Huntington Bancshares Inc/OH                                                | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |    264458 | NS      | $4432316.08   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                  | PepsiCo Inc                                                                 | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |    143937 | NS      | $19005441.48  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corp PLC                    | Gates Industrial Corp PLC                                                   | CUSIP: 000000000<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | GB        |     35947 | NS      | $827859.41    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                        | Texas Instruments Inc                                                       | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     57164 | NS      | $11868389.68  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                | CME Group Inc                                                               | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     33288 | NS      | $9174838.56   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co                          | Vulcan Materials Co                                                         | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      5657 | NS      | $1475458.74   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                         | MGIC Investment Corp                                                        | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     38801 | NS      | $1080219.84   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                          | PayPal Holdings Inc                                                         | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     94738 | NS      | $7040928.16   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                 | Centene Corp                                                                | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     87668 | NS      | $4758619.04   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc                | Lincoln Electric Holdings Inc                                               | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      1066 | NS      | $221003.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                        | Dell Technologies Inc                                                       | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |     24172 | NS      | $2963487.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp                       | Synovus Financial Corp                                                      | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     24473 | NS      | $1266477.75   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BXP Inc                                      | BXP Inc                                                                     | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               |  | US        |     27509 | NS      | $1856032.23   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International Inc                 | Somnigroup International Inc                                                | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |      2920 | NS      | $198706.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                     | Estee Lauder Cos Inc/The                                                    | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |     14335 | NS      | $1158268.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                                | Coherent Corp                                                               | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |     11440 | NS      | $1020562.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                            | CNH Industrial NV                                                           | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |    167912 | NS      | $2176139.52   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                     | Microchip Technology Inc                                                    | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     53234 | NS      | $3746076.58   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                 | Prologis Inc                                                                | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |    119973 | NS      | $12611561.76  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp                        | Lincoln National Corp                                                       | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     31169 | NS      | $1078447.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                          | Clearway Energy Inc                                                         | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     10220 | NS      | $327040.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co Inc                     | Phillips Edison & Co Inc                                                    | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               |  | US        |     19746 | NS      | $691702.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                | Hewlett Packard Enterprise Co                                               | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |    205915 | NS      | $4210961.75   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                           | Crown Holdings Inc                                                          | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     19299 | NS      | $1987411.02   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings Inc                       | Sirius XM Holdings Inc                                                      | CUSIP: 829933100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36863 | NS      | $846743.11    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group Inc/The                        | Carlyle Group Inc/The                                                       | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |     40337 | NS      | $2073321.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                       | Group 1 Automotive Inc                                                      | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      1694 | NS      | $739786.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp                      | Wintrust Financial Corp                                                     | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     12158 | NS      | $1507348.84   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings Inc            | Allison Transmission Holdings Inc                                           | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      6518 | NS      | $619144.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                               | NRG Energy Inc                                                              | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     23199 | NS      | $3725295.42   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co                          | Eastman Chemical Co                                                         | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     23185 | NS      | $1730992.10   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc               | First Financial Bankshares Inc                                              | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |     17632 | NS      | $634399.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                   | Zimmer Biomet Holdings Inc                                                  | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |     21268 | NS      | $1939854.28   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                          | Elevance Health Inc                                                         | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     30190 | NS      | $11742702.40  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                  | Lennar Corp                                                                 | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     44210 | NS      | $4890068.10   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                              | Baker Hughes Co                                                             | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    171233 | NS      | $6565073.22   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc                            | GXO Logistics Inc                                                           | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |      3417 | NS      | $166407.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                           | J M Smucker Co/The                                                          | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      9927 | NS      | $974831.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                                 | Vontier Corp                                                                | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     15802 | NS      | $583093.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                               | CBRE Group Inc                                                              | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      7162 | NS      | $1003539.44   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Knife River Corp                             | Knife River Corp                                                            | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2000 | NS      | $163280.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                       | Boot Barn Holdings Inc                                                      | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |      1000 | NS      | $152000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc                  | Raymond James Financial Inc                                                 | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |     33315 | NS      | $5109521.55   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                   | Biogen Inc                                                                  | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |     26229 | NS      | $3294100.11   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                      | Procter & Gamble Co/The                                                     | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    115748 | NS      | $18440971.36  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Madrigal Pharmaceuticals Inc                 | Madrigal Pharmaceuticals Inc                                                | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               | CORP              | US        |      2831 | NS      | $856773.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp                          | Terreno Realty Corp                                                         | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               |  | US        |     17709 | NS      | $992943.63    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc                      | Akamai Technologies Inc                                                     | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      3557 | NS      | $283706.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc                            | Toll Brothers Inc                                                           | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     18223 | NS      | $2079790.99   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                            | State Street Corp                                                           | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     52010 | NS      | $5530743.40   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc                       | Dolby Laboratories Inc                                                      | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |      3633 | NS      | $269786.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc             | BJ's Wholesale Club Holdings Inc                                            | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     10294 | NS      | $1110002.02   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                               | Lowe's Cos Inc                                                              | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     35747 | NS      | $7931186.89   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp                     | United Therapeutics Corp                                                    | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      1360 | NS      | $390796.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                      | Darling Ingredients Inc                                                     | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     26281 | NS      | $997101.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc                             | Ryder System Inc                                                            | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      7430 | NS      | $1181370.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos Inc                           | Albertsons Cos Inc                                                          | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |     72830 | NS      | $1566573.30   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                     | Western Alliance Bancorp                                                    | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     18885 | NS      | $1472652.30   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                   | Hasbro Inc                                                                  | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |     16382 | NS      | $1209319.24   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                  | Cummins Inc                                                                 | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     17688 | NS      | $5792820.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                                    | IDEX Corp                                                                   | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      5632 | NS      | $988810.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp                            | Ralph Lauren Corp                                                           | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      1037 | NS      | $284428.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                  | CDW Corp/DE                                                                 | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |     14025 | NS      | $2504724.75   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                              | Sealed Air Corp                                                             | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |     26641 | NS      | $826670.23    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp                              | SouthState Corp                                                             | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     18527 | NS      | $1705039.81   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                               | A O Smith Corp                                                              | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |     12930 | NS      | $847820.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc                         | Align Technology Inc                                                        | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |       200 | NS      | $37866.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                             | Paramount Global                                                            | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |    105879 | NS      | $1365839.10   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co                        | Becton Dickinson & Co                                                       | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     21336 | NS      | $3675126.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                                | Ingredion Inc                                                               | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     10469 | NS      | $1419805.78   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                          | American Tower Corp                                                         | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |     26213 | NS      | $5793597.26   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolution Medicines Inc                     | Revolution Medicines Inc                                                    | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |     28866 | NS      | $1061980.14   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                    | Packaging Corp of America                                                   | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |     15120 | NS      | $2849364.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                           | IQVIA Holdings Inc                                                          | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |     15067 | NS      | $2374408.53   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp                           | Regal Rexnord Corp                                                          | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      6759 | NS      | $979784.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US                | Service Corp International/US                                               | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     18116 | NS      | $1474642.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc                           | Houlihan Lokey Inc                                                          | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |      2250 | NS      | $404887.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                | Intercontinental Exchange Inc                                               | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     41663 | NS      | $7643910.61   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                    | Occidental Petroleum Corp                                                   | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |    136780 | NS      | $5746127.80   | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| UMB Financial Corp                           | UMB Financial Corp                                                          | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     13164 | NS      | $1384326.24   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                    | Aptiv PLC                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |     39535 | NS      | $2697077.70   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc                      | Rockwell Automation Inc                                                     | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      1581 | NS      | $525160.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc                 | Watts Water Technologies Inc                                                | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |       742 | NS      | $182450.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                  | Moderna Inc                                                                 | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |     61816 | NS      | $1705503.44   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellanova                                    | Kellanova                                                                   | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |     43725 | NS      | $3477449.25   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Renewable Corp                    | Brookfield Renewable Corp                                                   | CUSIP: 11285B108<br>LEI: 894500N9AWD5I1YNP231 | Long             | EC               | CORP              | CA        |      8789 | NS      | $288103.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust              | Federal Realty Investment Trust                                             | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               |  | US        |     16023 | NS      | $1522024.77   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities Inc          | Alexandria Real Estate Equities Inc                                         | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               |  | US        |     31890 | NS      | $2316170.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                             | Zions Bancorp NA                                                            | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     25196 | NS      | $1308680.24   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                  | Trimble Inc                                                                 | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |     31866 | NS      | $2421178.68   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                        | AECOM                                                                       | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     13195 | NS      | $1489187.70   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                     | Willis Towers Watson PLC                                                    | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |      1909 | NS      | $585108.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                              | Best Buy Co Inc                                                             | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     25446 | NS      | $1708189.98   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                          | Williams-Sonoma Inc                                                         | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      1758 | NS      | $287204.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc           | Johnson Controls International plc                                          | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |     69745 | NS      | $7366466.90   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                      | KeyCorp                                                                     | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |    200795 | NS      | $3497848.90   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties Inc             | Ryman Hospitality Properties Inc                                            | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               |  | US        |      7608 | NS      | $750681.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc            | Take-Two Interactive Software Inc                                           | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |     17356 | NS      | $4214904.60   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                         | Waste Management Inc                                                        | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      3773 | NS      | $863337.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                     | Saia Inc                                                                    | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      1194 | NS      | $327144.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                                  | Hubbell Inc                                                                 | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      1261 | NS      | $515005.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group/The                              | Cigna Group/The                                                             | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     35499 | NS      | $11735259.42  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Lineage Inc                                  | Lineage Inc                                                                 | CUSIP: 53566V106<br>LEI: N/A                  | Long             | EC               |  | US        |      6271 | NS      | $272913.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| M&T Bank Corp                                | M&T Bank Corp                                                               | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |     29318 | NS      | $5687398.82   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                       | Sempra                                                                      | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |    102385 | NS      | $7757711.45   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co                         | Lamar Advertising Co                                                        | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               |  | US        |     10643 | NS      | $1291634.48   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                             | W R Berkley Corp                                                            | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     37251 | NS      | $2736830.97   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                              | CVS Health Corp                                                             | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |    171728 | NS      | $11845797.44  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Corp              | Zurn Elkay Water Solutions Corp                                             | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |      9865 | NS      | $360763.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                             | Crown Castle Inc                                                            | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |     23373 | NS      | $2401108.29   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc                   | Brixmor Property Group Inc                                                  | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               |  | US        |     56909 | NS      | $1481910.36   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                 | Illumina Inc                                                                | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |     27048 | NS      | $2580649.68   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                           | Walt Disney Co/The                                                          | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |    149919 | NS      | $18591455.19  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                    | Linde PLC                                                                   | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |     13699 | NS      | $6427296.82   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                  | Target Corp                                                                 | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     62576 | NS      | $6173122.40   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                    | Dick's Sporting Goods Inc                                                   | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |      7338 | NS      | $1451529.78   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                     | Marsh & McLennan Cos Inc                                                    | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     16950 | NS      | $3705948.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp                         | Pilgrim's Pride Corp                                                        | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |      7195 | NS      | $323631.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                | Principal Financial Group Inc                                               | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |     40917 | NS      | $3250037.31   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                  | Walmart Inc                                                                 | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    157437 | NS      | $15394189.86  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Varonis Systems Inc                          | Varonis Systems Inc                                                         | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |      5374 | NS      | $272730.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp                       | Universal Display Corp                                                      | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       900 | NS      | $139014.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                             | Coca-Cola Co/The                                                            | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    175462 | NS      | $12413936.50  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half Inc                              | Robert Half Inc                                                             | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |     16161 | NS      | $663409.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc                  | American Airlines Group Inc                                                 | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    120350 | NS      | $1350327.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK Financial Corp                           | BOK Financial Corp                                                          | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |      3981 | NS      | $388665.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties                      | COPT Defense Properties                                                     | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               |  | US        |     21476 | NS      | $592308.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                               | Public Storage                                                              | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               |  | US        |     14262 | NS      | $4184756.04   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc                 | Adtalem Global Education Inc                                                | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |      1483 | NS      | $188682.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker Inc                   | Stanley Black & Decker Inc                                                  | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |     29570 | NS      | $2003367.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| American Healthcare REIT Inc                 | American Healthcare REIT Inc                                                | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               |  | US        |     22046 | NS      | $809970.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp                           | Rithm Capital Corp                                                          | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               |  | US        |     89890 | NS      | $1014858.10   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                   | PACCAR Inc                                                                  | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     73003 | NS      | $6939665.18   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co Inc                 | Simpson Manufacturing Co Inc                                                | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |      2190 | NS      | $340128.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc                       | Franklin Resources Inc                                                      | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     49943 | NS      | $1191140.55   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd                    | Axis Capital Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |     12543 | NS      | $1302214.26   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandisk Corp/DE                              | Sandisk Corp/DE                                                             | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18508 | NS      | $839337.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                              | CMS Energy Corp                                                             | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     55243 | NS      | $3827235.04   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                    | Host Hotels & Resorts Inc                                                   | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |    127724 | NS      | $1961840.64   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Guardant Health Inc                          | Guardant Health Inc                                                         | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |      4000 | NS      | $208160.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp                               | Flowserve Corp                                                              | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     12597 | NS      | $659452.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                           | Steel Dynamics Inc                                                          | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     34582 | NS      | $4426841.82   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc                | Selective Insurance Group Inc                                               | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |      9422 | NS      | $816416.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc                       | Darden Restaurants Inc                                                      | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      9271 | NS      | $2020799.87   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc                             | PJT Partners Inc                                                            | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |       500 | NS      | $82505.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc                         | Alaska Air Group Inc                                                        | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |     22458 | NS      | $1111221.84   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc/OH              | American Financial Group Inc/OH                                             | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     12097 | NS      | $1526762.37   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                        | McCormick & Co Inc/MD                                                       | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |     37453 | NS      | $2839686.46   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co                 | Portland General Electric Co                                                | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     19163 | NS      | $778592.69    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralliant Corp                                | Ralliant Corp                                                               | CUSIP: 750940108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5942 | NS      | $288111.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                       | Marvell Technology Inc                                                      | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49597 | NS      | $3838807.80   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                      | Consolidated Edison Inc                                                     | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     63386 | NS      | $6360785.10   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc                            | Post Holdings Inc                                                           | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      8590 | NS      | $936567.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                      | ATI Inc                                                                     | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |        33 | NS      | $2849.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc                             | Carlisle Cos Inc                                                            | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |     10434 | NS      | $3896055.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                                    | GATX Corp                                                                   | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |      6565 | NS      | $1008121.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                     | Lamb Weston Holdings Inc                                                    | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      6116 | NS      | $317114.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                    | Janus Henderson Group PLC                                                   | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |     20642 | NS      | $801735.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                               | Hershey Co/The                                                              | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |     15253 | NS      | $2531235.35   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc/NC             | First Citizens BancShares Inc/NC                                            | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |      1366 | NS      | $2672538.02   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings Inc                         | OneMain Holdings Inc                                                        | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |     20217 | NS      | $1152369.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust Inc                  | Starwood Property Trust Inc                                                 | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               |  | US        |     55472 | NS      | $1113323.04   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Kimco Realty Corp                            | Kimco Realty Corp                                                           | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               |  | US        |    123468 | NS      | $2595297.36   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks Inc                         | Juniper Networks Inc                                                        | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |     31403 | NS      | $1253921.79   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                             | Essent Group Ltd                                                            | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |     18089 | NS      | $1098544.97   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust Inc            | First Industrial Realty Trust Inc                                           | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               |  | US        |     21052 | NS      | $1013232.76   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                                 | Xylem Inc/NY                                                                | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |     19488 | NS      | $2520967.68   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                   | Ecolab Inc                                                                  | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       692 | NS      | $186452.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                        | Republic Services Inc                                                       | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       777 | NS      | $191615.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                     | AT&T Inc                                                                    | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    846989 | NS      | $24511861.66  | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR                       | Home BancShares Inc/AR                                                      | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31313 | NS      | $891167.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc                                  | Popular Inc                                                                 | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |     12449 | NS      | $1372004.29   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp             | Booz Allen Hamilton Holding Corp                                            | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |     13351 | NS      | $1390239.63   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                    | Amgen Inc                                                                   | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     20004 | NS      | $5585316.84   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                         | Bank of America Corp                                                        | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    756070 | NS      | $35777232.40  | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc                         | Kyndryl Holdings Inc                                                        | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |     24066 | NS      | $1009809.36   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                   | Unum Group                                                                  | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     30953 | NS      | $2499764.28   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SoFi Technologies Inc                        | SoFi Technologies Inc                                                       | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               | CORP              | US        |     79254 | NS      | $1443215.34   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap Inc                                     | Snap Inc                                                                    | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |    107693 | NS      | $935852.17    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc                     | Essex Property Trust Inc                                                    | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               |  | US        |      9719 | NS      | $2754364.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                            | Hormel Foods Corp                                                           | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |     51060 | NS      | $1544565.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Global SA                              | Bunge Global SA                                                             | CUSIP: 000000000<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               | CORP              | CH        |     23375 | NS      | $1876545.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                   | US Bancorp                                                                  | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |    220590 | NS      | $9981697.50   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| The Campbell's Company                       | The Campbell's Company                                                      | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |     34577 | NS      | $1059785.05   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris Inc                                 | Entegris Inc                                                                | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |     10654 | NS      | $859245.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                           | Home Depot Inc/The                                                          | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     32975 | NS      | $12089954.00  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                          | Alliant Energy Corp                                                         | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |     47733 | NS      | $2886414.51   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                   | Intel Corp                                                                  | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    584973 | NS      | $13103395.20  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc     | Knight-Swift Transportation Holdings Inc                                    | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29101 | NS      | $1287137.23   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                    | Crocs Inc                                                                   | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      5548 | NS      | $561901.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc                         | Labcorp Holdings Inc                                                        | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10050 | NS      | $2638225.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                        | Camden Property Trust                                                       | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |     12206 | NS      | $1375494.14   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings Inc               | SS&C Technologies Holdings Inc                                              | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |     11381 | NS      | $942346.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc                          | Silgan Holdings Inc                                                         | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     19023 | NS      | $1030666.14   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                   | Evergy Inc                                                                  | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     42247 | NS      | $2912085.71   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                           | Conagra Brands Inc                                                          | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     83540 | NS      | $1710063.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc               | Fortune Brands Innovations Inc                                              | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     14032 | NS      | $722367.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                         | Vornado Realty Trust                                                        | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               |  | US        |     31580 | NS      | $1207619.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc                                   | Mattel Inc                                                                  | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     45132 | NS      | $890003.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                               | AptarGroup Inc                                                              | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |      5050 | NS      | $789971.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                               | BorgWarner Inc                                                              | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     32329 | NS      | $1082374.92   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                               | AutoNation Inc                                                              | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3905 | NS      | $775728.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc/The                         | Ensign Group Inc/The                                                        | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |       453 | NS      | $69879.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                        | East West Bancorp Inc                                                       | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25143 | NS      | $2538940.14   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc              | Pinnacle Financial Partners Inc                                             | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     10190 | NS      | $1125077.90   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                          | Abbott Laboratories                                                         | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    120510 | NS      | $16390565.10  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc                        | Lumentum Holdings Inc                                                       | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |      2078 | NS      | $197534.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                   | FedEx Corp                                                                  | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     34523 | NS      | $7847423.13   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv Inc                                  | Autoliv Inc                                                                 | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |     13388 | NS      | $1498117.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                          | Synchrony Financial                                                         | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     69567 | NS      | $4642901.58   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TXNM Energy Inc                              | TXNM Energy Inc                                                             | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     15247 | NS      | $858711.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                | Ford Motor Co                                                               | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    650196 | NS      | $7054626.60   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue Inc                                   | Kenvue Inc                                                                  | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |     42498 | NS      | $889483.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp                                  | Cognex Corp                                                                 | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |     16699 | NS      | $529692.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                      | SBA Communications Corp                                                     | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |      3339 | NS      | $784130.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc                               | Littelfuse Inc                                                              | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      2074 | NS      | $470238.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                         | Parker-Hannifin Corp                                                        | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      3760 | NS      | $2626247.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc               | GE HealthCare Technologies Inc                                              | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |     73228 | NS      | $5423997.96   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                                     | SLM Corp                                                                    | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28070 | NS      | $920415.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd                                     | Flex Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | SG        |     56919 | NS      | $2841396.48   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp                    | Cincinnati Financial Corp                                                   | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |     28152 | NS      | $4192395.84   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                  | Goldman Sachs Group Inc/The                                                 | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     35424 | NS      | $25071336.00  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Inc                                   | Acuity Inc                                                                  | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1315 | NS      | $392317.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc                      | Essential Utilities Inc                                                     | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |     47380 | NS      | $1759693.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                   | Sysco Corp                                                                  | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     83096 | NS      | $6293691.04   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc                    | AvalonBay Communities Inc                                                   | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               |  | US        |     25855 | NS      | $5261492.50   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                                   | Watsco Inc                                                                  | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |      3688 | NS      | $1628694.56   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp/The                            | Middleby Corp/The                                                           | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      8801 | NS      | $1267344.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp                       | Louisiana-Pacific Corp                                                      | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      7125 | NS      | $612678.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co                       | International Paper Co                                                      | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |    107955 | NS      | $5055532.65   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                 | NiSource Inc                                                                | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     87329 | NS      | $3522851.86   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                          | General Electric Co                                                         | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     74009 | NS      | $19049176.51  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                   | Deere & Co                                                                  | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     18738 | NS      | $9528085.62   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                           | Analog Devices Inc                                                          | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      9852 | NS      | $2344973.04   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                      | Charles Schwab Corp/The                                                     | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    101110 | NS      | $9225276.40   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                  | MetLife Inc                                                                 | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     91305 | NS      | $7342748.10   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                      | Illinois Tool Works Inc                                                     | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      4855 | NS      | $1200398.75   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                    | Aflac Inc                                                                   | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     75666 | NS      | $7979736.36   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                            | Eversource Energy                                                           | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     68098 | NS      | $4332394.76   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                    | Taylor Morrison Home Corp                                                   | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     17211 | NS      | $1057099.62   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                   | Pfizer Inc                                                                  | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    705780 | NS      | $17108107.20  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                              | Ross Stores Inc                                                             | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      9824 | NS      | $1253345.92   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc                                      | ITT Inc                                                                     | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      1307 | NS      | $204976.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                     | Jazz Pharmaceuticals PLC                                                    | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |     10591 | NS      | $1123916.92   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                                  | Ameren Corp                                                                 | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     51182 | NS      | $4915519.28   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                   | Verizon Communications Inc                                                  | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    500935 | NS      | $21675457.45  | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc                        | Molina Healthcare Inc                                                       | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      9142 | NS      | $2723401.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                                   | CarMax Inc                                                                  | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21155 | NS      | $1421827.55   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc                     | Cullen/Frost Bankers Inc                                                    | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |     10467 | NS      | $1345428.18   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                        | Bath & Body Works Inc                                                       | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     29490 | NS      | $883520.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                           | Voya Financial Inc                                                          | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     17086 | NS      | $1213106.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc                                 | KKR & Co Inc                                                                | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |     12993 | NS      | $1728458.79   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                               | Globe Life Inc                                                              | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |     14165 | NS      | $1760567.85   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust            | National Storage Affiliates Trust                                           | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Long             | EC               |  | US        |      7771 | NS      | $248594.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                           | UFP Industries Inc                                                          | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      7312 | NS      | $726520.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                          | Avery Dennison Corp                                                         | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |     11961 | NS      | $2098796.67   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                         | Hancock Whitney Corp                                                        | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     15296 | NS      | $877990.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                               | Blackstone Inc                                                              | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |     51881 | NS      | $7760359.98   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp                                    | Esab Corp                                                                   | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |      2285 | NS      | $275456.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                     | Morgan Stanley Institutional Liquidity Funds - Government Portfolio         | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |   1953333 | NS      | $1953332.76   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                            | Allstate Corp/The                                                           | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     39547 | NS      | $7961206.57   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc                          | Landstar System Inc                                                         | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      1141 | NS      | $158621.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems Inc                     | Allegro MicroSystems Inc                                                    | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3750 | NS      | $128212.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                   | Dover Corp                                                                  | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |     28179 | NS      | $5163238.17   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                       | Mueller Industries Inc                                                      | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      8985 | NS      | $714037.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Music Group Corp                      | Warner Music Group Corp                                                     | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9495 | NS      | $258643.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp                           | Kilroy Realty Corp                                                          | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               |  | US        |     21181 | NS      | $726720.11    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Penske Automotive Group Inc                  | Penske Automotive Group Inc                                                 | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |      2304 | NS      | $395850.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc                       | Option Care Health Inc                                                      | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |      4264 | NS      | $138494.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc                          | Mr Cooper Group Inc                                                         | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |     10757 | NS      | $1605051.97   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                          | Carrier Global Corp                                                         | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |    119791 | NS      | $8767503.29   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                       | Roper Technologies Inc                                                      | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      2073 | NS      | $1175059.32   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc                       | Skyworks Solutions Inc                                                      | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |     23715 | NS      | $1767241.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                     | LKQ Corp                                                                    | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     35438 | NS      | $1311560.38   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Inc                                      | MKS Inc                                                                     | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     11709 | NS      | $1163406.24   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                               | Starbucks Corp                                                              | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     71798 | NS      | $6578850.74   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                                    | Itron Inc                                                                   | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |      4120 | NS      | $542315.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                          | Emerson Electric Co                                                         | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     57221 | NS      | $7629275.93   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc               | JB Hunt Transport Services Inc                                              | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |     12400 | NS      | $1780640.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                 | Citizens Financial Group Inc                                                | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     79011 | NS      | $3535742.25   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                     | Simon Property Group Inc                                                    | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |     43733 | NS      | $7030517.08   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                            | ACI Worldwide Inc                                                           | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |      8570 | NS      | $393448.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide Inc                        | Euronet Worldwide Inc                                                       | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |      1307 | NS      | $132503.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Inc                                   | Insmed Inc                                                                  | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |     14656 | NS      | $1474979.84   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp      | Science Applications International Corp                                     | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |      5952 | NS      | $670254.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Maplebear Inc                                | Maplebear Inc                                                               | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6759 | NS      | $305777.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                               | PulteGroup Inc                                                              | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37032 | NS      | $3905394.72   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises Inc                     | Ferguson Enterprises Inc                                                    | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |      9847 | NS      | $2144184.25   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc       | International Flavors & Fragrances Inc                                      | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |     35409 | NS      | $2604331.95   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/The             | Bank of New York Mellon Corp/The                                            | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     75808 | NS      | $6906866.88   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                                     | Moog Inc                                                                    | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      2948 | NS      | $533499.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                              | Caterpillar Inc                                                             | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     25368 | NS      | $9848111.28   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Acceptance Corp                       | Credit Acceptance Corp                                                      | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       445 | NS      | $226696.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| IDACORP Inc                                  | IDACORP Inc                                                                 | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |      9429 | NS      | $1088578.05   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                 | QUALCOMM Inc                                                                | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     67481 | NS      | $10747024.06  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                     | UGI Corp                                                                    | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     40164 | NS      | $1462772.88   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                           | Ally Financial Inc                                                          | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     48539 | NS      | $1890594.05   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                        | ON Semiconductor Corp                                                       | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      4653 | NS      | $243863.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc                                      | ADT Inc                                                                     | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66556 | NS      | $563729.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                       | Webster Financial Corp                                                      | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     29939 | NS      | $1634669.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                     | Ameriprise Financial Inc                                                    | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      9703 | NS      | $5178782.19   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                               | Five Below Inc                                                              | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |      3786 | NS      | $496647.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc                                      | XPO Inc                                                                     | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |     12870 | NS      | $1625352.30   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc                     | Bio-Rad Laboratories Inc                                                    | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |      3477 | NS      | $839069.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                          | Otis Worldwide Corp                                                         | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      9598 | NS      | $950393.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                 | Cadence Bank                                                                | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     28560 | NS      | $913348.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc                                  | Avantor Inc                                                                 | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    119591 | NS      | $1609694.86   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                                 | AES Corp                                                                    | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |    132953 | NS      | $1398665.56   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Insurance Group Inc/The             | Hartford Insurance Group Inc/The                                            | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     49057 | NS      | $6223861.59   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                       | Regions Financial Corp                                                      | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |    164625 | NS      | $3871980.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                   | Humana Inc                                                                  | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |     21467 | NS      | $5248252.16   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT Inc                                 | NNN REIT Inc                                                                | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               |  | US        |     34915 | NS      | $1507629.70   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                 | Tapestry Inc                                                                | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      8998 | NS      | $790114.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                | Kroger Co/The                                                               | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |    108374 | NS      | $7773667.02   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc                        | RPM International Inc                                                       | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     14422 | NS      | $1584112.48   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                                 | Fortive Corp                                                                | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     17825 | NS      | $929217.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                       | Church & Dwight Co Inc                                                      | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      5190 | NS      | $498810.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc                                   | Twilio Inc                                                                  | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      2919 | NS      | $363006.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Time Group Holdings Inc                 | Life Time Group Holdings Inc                                                | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7000 | NS      | $212310.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties Inc                     | EastGroup Properties Inc                                                    | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               |  | US        |      6461 | NS      | $1079762.32   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                 | Danaher Corp                                                                | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     48554 | NS      | $9591357.16   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc/MO                   | Commerce Bancshares Inc/MO                                                  | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23475 | NS      | $1459440.75   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit WestRock PLC                         | Smurfit WestRock PLC                                                        | CUSIP: 000000000<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |     74744 | NS      | $3225203.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp                                | GameStop Corp                                                               | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |     22991 | NS      | $560750.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Roku Inc                                     | Roku Inc                                                                    | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |      8037 | NS      | $706371.93    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                | Regeneron Pharmaceuticals Inc                                               | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |     16045 | NS      | $8423625.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                      | Cboe Global Markets Inc                                                     | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |       731 | NS      | $170476.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                     | Builders FirstSource Inc                                                    | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |     13819 | NS      | $1612539.11   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc                | Jefferies Financial Group Inc                                               | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     30366 | NS      | $1660716.54   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                | Automatic Data Processing Inc                                               | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     11821 | NS      | $3645596.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Brands Corp                            | Primo Brands Corp                                                           | CUSIP: 741623102<br>LEI: 254900J0WS4AXV2LAX55 | Long             | EC               | CORP              | US        |     17912 | NS      | $530553.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co/The                        | New York Times Co/The                                                       | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |      3842 | NS      | $215075.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities Inc        | Mid-America Apartment Communities Inc                                       | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |     19483 | NS      | $2883678.83   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                     | Prudential Financial Inc                                                    | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     62859 | NS      | $6753570.96   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT Marel Corp                               | JBT Marel Corp                                                              | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |      5267 | NS      | $633409.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc                     | Digital Realty Trust Inc                                                    | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |     37611 | NS      | $6556725.63   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                   | Nasdaq Inc                                                                  | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     20828 | NS      | $1862439.76   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc                          | STAG Industrial Inc                                                         | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               |  | US        |     34850 | NS      | $1264358.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp                                 | Glaukos Corp                                                                | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |      9128 | NS      | $942831.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc                            | Clean Harbors Inc                                                           | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |       867 | NS      | $200433.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc                          | Glacier Bancorp Inc                                                         | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     20431 | NS      | $880167.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                          | Fifth Third Bancorp                                                         | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |    121812 | NS      | $5010127.56   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                              | T-Mobile US Inc                                                             | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     21201 | NS      | $5051350.26   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                          | Kimberly-Clark Corp                                                         | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     29698 | NS      | $3828666.16   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap Inc/The                                  | Gap Inc/The                                                                 | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     34165 | NS      | $745138.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                         | Urban Outfitters Inc                                                        | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      6362 | NS      | $461499.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG Inc                                      | TPG Inc                                                                     | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Long             | EC               | CORP              | US        |      7552 | NS      | $396102.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos Inc/The             | Interpublic Group of Cos Inc/The                                            | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |     63785 | NS      | $1561456.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                        | Travelers Cos Inc/The                                                       | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     33090 | NS      | $8852898.60   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                   | Charter Communications Inc                                                  | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |     14915 | NS      | $6097401.15   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                           | Kraft Heinz Co/The                                                          | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |    156187 | NS      | $4032748.34   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp                        | Encompass Health Corp                                                       | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      9216 | NS      | $1130158.08   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                              | Weyerhaeuser Co                                                             | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |     93418 | NS      | $2399908.42   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc                      | Extra Space Storage Inc                                                     | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |     34138 | NS      | $5033306.72   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                          | Delta Air Lines Inc                                                         | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |    119126 | NS      | $5858616.68   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc                | Rexford Industrial Realty Inc                                               | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               |  | US        |     44225 | NS      | $1573083.25   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                 | Wyndham Hotels & Resorts Inc                                                | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |      7922 | NS      | $643345.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                                 | Alkermes PLC                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      9282 | NS      | $265558.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co                    | Performance Food Group Co                                                   | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     19115 | NS      | $1671989.05   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                       | T Rowe Price Group Inc                                                      | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |     39717 | NS      | $3832690.50   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Inc                     | Elanco Animal Health Inc                                                    | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |     89149 | NS      | $1273047.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc                       | Valmont Industries Inc                                                      | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      2472 | NS      | $807281.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Inc                  | Healthcare Realty Trust Inc                                                 | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               |  | US        |     58815 | NS      | $932805.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                         | Keurig Dr Pepper Inc                                                        | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    151388 | NS      | $5004887.28   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                               | Merck & Co Inc                                                              | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    296939 | NS      | $23505691.24  | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                  | Equinix Inc                                                                 | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |      1275 | NS      | $1014224.25   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                      | Valley National Bancorp                                                     | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     87636 | NS      | $782589.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                    | Healthpeak Properties Inc                                                   | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               |  | US        |    129158 | NS      | $2261556.58   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Inc                       | Cousins Properties Inc                                                      | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               |  | US        |     31419 | NS      | $943512.57    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp                                      | VF Corp                                                                     | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |     52528 | NS      | $617204.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                         | Colgate-Palmolive Co                                                        | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      7052 | NS      | $641026.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc           | Broadridge Financial Solutions Inc                                          | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       472 | NS      | $114710.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                        | Quest Diagnostics Inc                                                       | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |     17546 | NS      | $3151787.98   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                   | STERIS PLC                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       130 | NS      | $31228.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties Inc              | Equity LifeStyle Properties Inc                                             | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               |  | US        |     17403 | NS      | $1073243.01   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                      | CRH PLC                                                                     | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |     76611 | NS      | $7032889.80   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp                                 | Oshkosh Corp                                                                | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     12225 | NS      | $1388026.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group Inc                             | Zillow Group Inc                                                            | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |     25554 | NS      | $1790057.70   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc                             | Henry Schein Inc                                                            | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |     21999 | NS      | $1607026.95   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                          | JPMorgan Chase & Co                                                         | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    237421 | NS      | $68830722.11  | 3.80%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                       | HP Inc                                                                      | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |    147721 | NS      | $3613255.66   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc                           | CareTrust REIT Inc                                                          | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               |  | US        |     16883 | NS      | $516619.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp     | Westinghouse Air Brake Technologies Corp                                    | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       985 | NS      | $206209.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma PLC                           | Royalty Pharma PLC                                                          | CUSIP: 000000000<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | GB        |     67041 | NS      | $2415487.23   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc                              | Q2 Holdings Inc                                                             | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |      2091 | NS      | $195696.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                                | DTE Energy Co                                                               | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     38404 | NS      | $5086993.84   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                                  | FNB Corp/PA                                                                 | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     65837 | NS      | $959903.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                                | TopBuild Corp                                                               | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      1959 | NS      | $634206.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Roivant Sciences Ltd                         | Roivant Sciences Ltd                                                        | CUSIP: 000000000<br>LEI: 549300DL466NY5J6U724 | Long             | EC               | CORP              | BM        |     69817 | NS      | $786837.59    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc                          | Coinbase Global Inc                                                         | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |     19155 | NS      | $6713635.95   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Inc                                 | Reliance Inc                                                                | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |     13650 | NS      | $4284735.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                  | Hologic Inc                                                                 | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     10479 | NS      | $682811.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc                        | Mohawk Industries Inc                                                       | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      6439 | NS      | $675064.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp              | Old Republic International Corp                                             | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     42080 | NS      | $1617555.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor & Decor Holdings Inc                   | Floor & Decor Holdings Inc                                                  | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |      7197 | NS      | $546684.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                     | Baxter International Inc                                                    | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     73595 | NS      | $2228456.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc                           | FTI Consulting Inc                                                          | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      2804 | NS      | $452846.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                      | Bristol-Myers Squibb Co                                                     | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    265145 | NS      | $12273562.05  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc                         | Invitation Homes Inc                                                        | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               |  | US        |     29754 | NS      | $975931.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd                                  | Genpact Ltd                                                                 | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |     20346 | NS      | $895427.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                          | American Express Co                                                         | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     24804 | NS      | $7911979.92   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc                        | Element Solutions Inc                                                       | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     47163 | NS      | $1068241.95   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                    | CH Robinson Worldwide Inc                                                   | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |     21671 | NS      | $2079332.45   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group Inc/The              | Hanover Insurance Group Inc/The                                             | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      6612 | NS      | $1123180.44   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd                   | RenaissanceRe Holdings Ltd                                                  | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |      8146 | NS      | $1978663.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                   | Capital One Financial Corp                                                  | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     79465 | NS      | $16906973.40  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Inc          | Public Service Enterprise Group Inc                                         | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     81408 | NS      | $6852925.44   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc             | American International Group Inc                                            | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     91812 | NS      | $7858189.08   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc                        | Arrow Electronics Inc                                                       | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      6337 | NS      | $807523.91    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc                | Annaly Capital Management Inc                                               | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               |  | US        |     23424 | NS      | $440839.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                          | Gilead Sciences Inc                                                         | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    118714 | NS      | $13161821.18  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Confluent Inc                                | Confluent Inc                                                               | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |      4153 | NS      | $103534.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                                | Timken Co/The                                                               | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     11480 | NS      | $832874.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc                    | Brinker International Inc                                                   | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |      1000 | NS      | $180330.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-25

**Name of Applicant:** Calvert Responsible Index Series, Inc.

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer