# EDGAR Filing Document

**Accession Number:** 0001105446
**File Stem:** 0001410368-26-020582
**Filing Date:** 2026-2
**Character Count:** 283248
**Document Hash:** dda229e500f2365f31d0fd23b9f242b6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-020582.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0001410368-26-020582

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 20260930

**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:** 26696855

**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

December 31, 2025

Schedule of Investments (Unaudited)

------

Common Stocks — 99.6%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Aerospace & Defense — 1.2% | Aerospace & Defense — 1.2% |  |
| ATI, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 | $3787 |
| General Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;69217 | &nbsp;&nbsp; 21320913 |
| Moog, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2348 | &nbsp;&nbsp; 571855 |
|  |  | **$21896555** |
| Air Freight & Logistics — 1.3% | Air Freight & Logistics — 1.3% |  |
| C.H. Robinson Worldwide, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20222 | $3250889 |
| Expeditors International of Washington, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15088 | &nbsp;&nbsp; 2248263 |
| FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp;31658 | &nbsp;&nbsp; 9144730 |
| GXO Logistics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179871 |
| United Parcel Service, Inc., Class B | &nbsp;&nbsp;103954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10311197 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$25134950** |
| Automobile Components — 0.4% | Automobile Components — 0.4% |  |
| Aptiv PLC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;37026 | &nbsp;&nbsp;&nbsp;&nbsp;$2817308 |
| Autoliv, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1589156 |
| BorgWarner, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;32706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1473732 |
| Lear Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1137749 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$7017945** |
| Automobiles — 1.0% | Automobiles — 1.0% |  |
| Ford Motor Co. | &nbsp;&nbsp;599121 | &nbsp;&nbsp;&nbsp;&nbsp;$7860467 |
| General Motors Co. | &nbsp;&nbsp;130908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10645439 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$18505906** |
| Banks — 14.2% | Banks — 14.2% |  |
| Bank of America Corp. | &nbsp;&nbsp;781739 | &nbsp;&nbsp;&nbsp;&nbsp;$42995645 |
| Bank OZK | &nbsp;&nbsp;&nbsp;&nbsp;17688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;814002 |
| BOK Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471589 |
| Cadence Bank | &nbsp;&nbsp;&nbsp;&nbsp;29752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1274576 |
| Citigroup, Inc. | &nbsp;&nbsp;205354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23962758 |
| Citizens Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;71832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4195707 |
| Columbia Banking System, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;51944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1451835 |
| Comerica, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1791714 |
| Commerce Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1290076 |
| Cullen/Frost Bankers, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1325436 |
| East West Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2622508 |
| F.N.B. Corp. | &nbsp;&nbsp;&nbsp;&nbsp;54917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;939081 |
| Fifth Third Bancorp | &nbsp;&nbsp;113229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300250 |
| First Citizens Bancshares, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;1155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2478838 |
| First Financial Bankshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526668 |
| First Horizon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;89454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2137951 |
| Flagstar Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151080 |
| Glacier Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899986 |
| Hancock Whitney Corp. | &nbsp;&nbsp;&nbsp;&nbsp;15296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;974049 |
| Home BancShares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869875 |
| Huntington Bancshares, Inc. | &nbsp;&nbsp;272252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4723572 |
| JPMorgan Chase & Co. | &nbsp;&nbsp;221824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71476129 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Banks (continued) | Banks (continued) |  |
| KeyCorp | &nbsp;&nbsp;&nbsp;&nbsp;157516 | $3251130 |
| M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;26273 | &nbsp;&nbsp; 5293484 |
| Old National Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;57162 | &nbsp;&nbsp; 1275284 |
| Pinnacle Financial Partners, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10190 | &nbsp;&nbsp; 972228 |
| PNC Financial Services Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;53633 | &nbsp;&nbsp; 11194816 |
| Popular, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10719 | &nbsp;&nbsp; 1334730 |
| Regions Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;149329 | &nbsp;&nbsp; 4046816 |
| SouthState Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;16431 | &nbsp;&nbsp; 1546321 |
| Synovus Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;24473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1224874 |
| Truist Financial Corp. | &nbsp;&nbsp;184922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9100012 |
| U.S. Bancorp | &nbsp;&nbsp;212915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11361144 |
| UMB Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;11592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1333544 |
| United Bankshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;964339 |
| Valley National Bancorp<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;87636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1023589 |
| Webster Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;26846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1689687 |
| Wells Fargo & Co. | &nbsp;&nbsp;346312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32276278 |
| Western Alliance Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;18885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1587662 |
| Wintrust Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;10652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1489363 |
| Zions Bancorp NA | &nbsp;&nbsp;&nbsp;&nbsp;25196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1474974 |
|  |  | &nbsp;&nbsp;**$265113600** |
| Beverages — 1.9% | Beverages — 1.9% |  |
| Coca-Cola Co. | &nbsp;&nbsp;172950 | &nbsp;&nbsp;&nbsp;&nbsp;$12090934 |
| Keurig Dr. Pepper, Inc. | &nbsp;&nbsp;144054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4034953 |
| PepsiCo, Inc. | &nbsp;&nbsp;136321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19564790 |
| Primo Brands Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;17912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292861 |
|  |  | &nbsp;&nbsp;&nbsp;**$35983538** |
| Biotechnology — 2.7% | Biotechnology — 2.7% |  |
| Alkermes PLC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$259710 |
| Amgen, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;19435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6361270 |
| Biogen, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;24866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4376167 |
| Exact Sciences Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196112 |
| Gilead Sciences, Inc. | &nbsp;&nbsp;113318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13908651 |
| Insmed, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;17007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2959898 |
| Ionis Pharmaceuticals, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1205320 |
| Madrigal Pharmaceuticals, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1864653 |
| Moderna, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;61816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1822954 |
| Natera, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2420336 |
| Regeneron Pharmaceuticals, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10559954 |
| Revolution Medicines, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;28866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2299177 |
| Roivant Sciences Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;69817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1515029 |
| United Therapeutics Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662660 |
|  |  | &nbsp;&nbsp;&nbsp;**$50411891** |
| Broadline Retail — 0.1% | Broadline Retail — 0.1% |  |
| eBay, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25404 | &nbsp;&nbsp;&nbsp;&nbsp;$2212688 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$2212688** |

---

------

Calvert

US Large-Cap Value Responsible Index Fund

December 31, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Building Products — 1.3% | Building Products — 1.3% |  |
| A.O. Smith Corp. | &nbsp;&nbsp;&nbsp;&nbsp;12930 | $864758 |
| Advanced Drainage Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4505 | &nbsp;&nbsp; 652459 |
| Allegion PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2396 | &nbsp;&nbsp; 381491 |
| Builders FirstSource, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12080 | &nbsp;&nbsp; 1242911 |
| Carlisle Cos., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9339 | &nbsp;&nbsp; 2987173 |
| Carrier Global Corp. | &nbsp;&nbsp;&nbsp;&nbsp;129620 | &nbsp;&nbsp; 6849121 |
| Fortune Brands Innovations, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13814 | &nbsp;&nbsp; 690976 |
| Johnson Controls International PLC | &nbsp;&nbsp;&nbsp;&nbsp;62316 | &nbsp;&nbsp; 7462341 |
| Masco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;13059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828724 |
| Simpson Manufacturing Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353619 |
| UFP Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665758 |
| Zurn Elkay Water Solutions Corp., Class C | &nbsp;&nbsp;&nbsp;&nbsp;9865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458624 |
|  |  | &nbsp;&nbsp;&nbsp;**$23437955** |
| Capital Markets — 7.0% | Capital Markets — 7.0% |  |
| Affiliated Managers Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3737 | &nbsp;&nbsp;&nbsp;&nbsp;$1077302 |
| Ameriprise Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4333625 |
| Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;67284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7811000 |
| Blackrock, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14466715 |
| Blackstone, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;51570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7949000 |
| Carlyle Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;45490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2688914 |
| Cboe Global Markets, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183481 |
| Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;94883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9479761 |
| CME Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;33393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9118960 |
| Coinbase Global, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4628181 |
| Evercore, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;3355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1141539 |
| Franklin Resources, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;49943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1193138 |
| Goldman Sachs Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;32395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28475205 |
| Houlihan Lokey, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391928 |
| Intercontinental Exchange, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;43040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6970758 |
| Invesco Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;76694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2014751 |
| Janus Henderson Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;20642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981940 |
| Jefferies Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;27025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1674739 |
| KKR & Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1472394 |
| Nasdaq, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2023024 |
| Northern Trust Corp. | &nbsp;&nbsp;&nbsp;&nbsp;32009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4372109 |
| PJT Partners, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83600 |
| Raymond James Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4958056 |
| State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;48488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6255437 |
| Stifel Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;17353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2172943 |
| T. Rowe Price Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;37532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3842526 |
| TPG, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482120 |
| Virtu Financial, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;14673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488904 |
|  |  | &nbsp;&nbsp;**$130732050** |
| Chemicals — 1.2% | Chemicals — 1.2% |  |
| Air Products and Chemicals, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$962143 |
| Axalta Coating Systems Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;38750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1252012 |
| Balchem Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2914 |
| Celanese Corp. | &nbsp;&nbsp;&nbsp;&nbsp;17662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;746749 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Chemicals (continued) | Chemicals (continued) |  |
| Eastman Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;23185 | $1479899 |
| Ecolab, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692 | &nbsp;&nbsp; 181664 |
| Element Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;47163 | &nbsp;&nbsp; 1178603 |
| FMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;23431 | &nbsp;&nbsp; 324988 |
| International Flavors & Fragrances, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;35675 | &nbsp;&nbsp; 2404138 |
| Linde PLC | &nbsp;&nbsp;&nbsp;&nbsp;14346 | &nbsp;&nbsp; 6116991 |
| Mosaic Co. | &nbsp;&nbsp;&nbsp;&nbsp;65373 | &nbsp;&nbsp; 1574836 |
| PPG Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;39992 | &nbsp;&nbsp; 4097580 |
| RPM International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1462864 |
|  |  | &nbsp;&nbsp;&nbsp;**$21785381** |
| 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;$203294 |
| Republic Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164670 |
| Waste Management, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828966 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$1196930** |
| Communications Equipment — 0.7% | Communications Equipment — 0.7% |  |
| Cisco Systems, Inc. | &nbsp;&nbsp;166676 | &nbsp;&nbsp;&nbsp;&nbsp;$12839052 |
| Lumentum Holdings, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765930 |
|  |  | &nbsp;&nbsp;&nbsp;**$13604982** |
| Construction & Engineering — 0.1% | Construction & Engineering — 0.1% |  |
| AECOM | &nbsp;&nbsp;&nbsp;&nbsp;13195 | &nbsp;&nbsp;&nbsp;&nbsp;$1257879 |
| Valmont Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994535 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$2252414** |
| Construction Materials — 0.6% | Construction Materials — 0.6% |  |
| CRH PLC | &nbsp;&nbsp;&nbsp;&nbsp;69920 | &nbsp;&nbsp;&nbsp;&nbsp;$8726016 |
| Knife River Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140700 |
| Vulcan Materials Co. | &nbsp;&nbsp;&nbsp;&nbsp;4990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1423248 |
|  |  | &nbsp;&nbsp;&nbsp;**$10289964** |
| Consumer Finance — 2.1% | Consumer Finance — 2.1% |  |
| Ally Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;53392 | &nbsp;&nbsp;&nbsp;&nbsp;$2418124 |
| American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;22297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8248775 |
| Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;75192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18223533 |
| Credit Acceptance Corp.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197340 |
| FirstCash Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301387 |
| OneMain Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1365658 |
| SLM Corp. | &nbsp;&nbsp;&nbsp;&nbsp;28070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759574 |
| SoFi Technologies, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;79254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2074870 |
| Synchrony Financial | &nbsp;&nbsp;&nbsp;&nbsp;62018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5174162 |
|  |  | &nbsp;&nbsp;&nbsp;**$38763423** |
| Consumer Staples Distribution & Retail — 2.4% | Consumer Staples Distribution & Retail — 2.4% |  |
| Albertsons Cos., Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;62150 | &nbsp;&nbsp;&nbsp;&nbsp;$1067115 |
| BJ's Wholesale Club Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;926769 |
| Casey's General Stores, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1162902 |
| Dollar General Corp. | &nbsp;&nbsp;&nbsp;&nbsp;28707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3811428 |

---

------

Calvert

US Large-Cap Value Responsible Index Fund

December 31, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Consumer Staples Distribution & Retail (continued) | Consumer Staples Distribution & Retail (continued) |  |
| Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;105788 | $6609634 |
| Maplebear, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6759 | &nbsp;&nbsp; 304020 |
| Performance Food Group Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;19115 | &nbsp;&nbsp; 1718821 |
| Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;80265 | &nbsp;&nbsp; 5914728 |
| Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;58522 | &nbsp;&nbsp; 5720525 |
| U.S. Foods Holding Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;18834 | &nbsp;&nbsp; 1418577 |
| Walmart, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;151102 | &nbsp;&nbsp; 16834274 |
|  |  | **$45488793** |
| Containers & Packaging — 1.3% | Containers & Packaging — 1.3% |  |
| Amcor PLC<sup>(2)</sup> | &nbsp;&nbsp;463130 | &nbsp;&nbsp;&nbsp;&nbsp;$3862504 |
| AptarGroup, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615898 |
| Avery Dennison Corp. | &nbsp;&nbsp;&nbsp;&nbsp;11938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2171283 |
| Ball Corp. | &nbsp;&nbsp;&nbsp;&nbsp;38842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2057461 |
| Crown Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;19476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2005444 |
| Graphic Packaging Holding Co. | &nbsp;&nbsp;&nbsp;&nbsp;56990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;858269 |
| International Paper Co. | &nbsp;&nbsp;101756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4008169 |
| Packaging Corp. of America | &nbsp;&nbsp;&nbsp;&nbsp;14040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2895469 |
| Sealed Air Corp. | &nbsp;&nbsp;&nbsp;&nbsp;27853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1153950 |
| Silgan Holdings, Inc.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;19023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767959 |
| Smurfit WestRock PLC | &nbsp;&nbsp;&nbsp;&nbsp;74744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2890350 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$23286756** |
| Distributors — 0.2% | Distributors — 0.2% |  |
| Genuine Parts Co. | &nbsp;&nbsp;&nbsp;&nbsp;17531 | &nbsp;&nbsp;&nbsp;&nbsp;$2155612 |
| LKQ Corp. | &nbsp;&nbsp;&nbsp;&nbsp;35438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1070227 |
| Pool Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418384 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$3644223** |
| Diversified Consumer Services — 0.1% | Diversified Consumer Services — 0.1% |  |
| ADT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;66556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$537107 |
| Adtalem Global Education, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153446 |
| H&R Block, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223042 |
| Service Corp. International | &nbsp;&nbsp;&nbsp;&nbsp;18116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1412505 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$2326100** |
| Diversified REITs — 0.2% | Diversified REITs — 0.2% |  |
| Essential Properties Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;33957 | &nbsp;&nbsp;&nbsp;&nbsp;$1007165 |
| W.P. Carey, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;36959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2378681 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$3385846** |
| Diversified Telecommunication Services — 2.2% | Diversified Telecommunication Services — 2.2% |  |
| AT&T, Inc. | &nbsp;&nbsp;815523 | &nbsp;&nbsp;&nbsp;&nbsp;$20257592 |
| Verizon Communications, Inc. | &nbsp;&nbsp;489451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19935339 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$40192931** |
| Electric Utilities — 2.2% | Electric Utilities — 2.2% |  |
| Alliant Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;44080 | &nbsp;&nbsp;&nbsp;&nbsp;$2865641 |
| Evergy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;39027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2829067 |
| Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;64338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4331878 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Electric Utilities (continued) | Electric Utilities (continued) |  |
| Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;161053 | $7020300 |
| IDACORP, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9429 | &nbsp;&nbsp; 1193334 |
| NextEra Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;143806 | &nbsp;&nbsp; 11544746 |
| NRG Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22006 | &nbsp;&nbsp; 3504236 |
| Portland General Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;19163 | &nbsp;&nbsp; 919632 |
| TXNM Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15247 | &nbsp;&nbsp; 897743 |
| Xcel Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;92027 | &nbsp;&nbsp; 6797114 |
|  |  | **$41903691** |
| Electrical Equipment — 0.7% | Electrical Equipment — 0.7% |  |
| Acuity, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$473452 |
| AMETEK, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1122635 |
| Emerson Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;55678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7389584 |
| Hubbell, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560023 |
| nVent Electric PLC | &nbsp;&nbsp;&nbsp;&nbsp;23094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2354895 |
| Regal Rexnord Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;948423 |
| Rockwell Automation, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615120 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$13464132** |
| 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;$698211 |
| CDW Corp. | &nbsp;&nbsp;&nbsp;&nbsp;12480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1699776 |
| Cognex Corp. | &nbsp;&nbsp;&nbsp;&nbsp;16699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600830 |
| Coherent Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2198783 |
| Flex Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;54062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3266426 |
| Itron, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493922 |
| Jabil, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30783 |
| Littelfuse, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524556 |
| Ralliant Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302456 |
| TD SYNNEX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1460536 |
| Teledyne Technologies, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2077139 |
| Trimble, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;29411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2304352 |
| Vontier Corp. | &nbsp;&nbsp;&nbsp;&nbsp;15802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587518 |
| Zebra Technologies Corp., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752985 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$16998273** |
| Energy Equipment & Services — 0.4% | Energy Equipment & Services — 0.4% |  |
| Baker Hughes Co. | &nbsp;&nbsp;149302 | &nbsp;&nbsp;&nbsp;&nbsp;$6799213 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$6799213** |
| Entertainment — 1.8% | Entertainment — 1.8% |  |
| Roku, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$871934 |
| Take-Two Interactive Software, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;17248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4416006 |
| Walt Disney Co. | &nbsp;&nbsp;145282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16528733 |
| Warner Bros. Discovery, Inc.<sup>(1)</sup> | &nbsp;&nbsp;405721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11692879 |
| Warner Music Group Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;9495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291212 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$33800764** |
| Financial Services — 0.6% | Financial Services — 0.6% |  |
| Corebridge Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;27071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$816732 |

---

------

Calvert

US Large-Cap Value Responsible Index Fund

December 31, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Financial Services (continued) | Financial Services (continued) |  |
| Equitable Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;40881 | $1947980 |
| Essent Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;14861 | &nbsp;&nbsp; 966113 |
| Euronet Worldwide, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1307 | &nbsp;&nbsp; 99476 |
| Jack Henry & Associates, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 | &nbsp;&nbsp; 19708 |
| Jackson Financial, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426 | &nbsp;&nbsp; 45433 |
| MGIC Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;38801 | &nbsp;&nbsp; 1133765 |
| PayPal Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;85718 | &nbsp;&nbsp; 5004217 |
| PennyMac Financial Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4520 | &nbsp;&nbsp; 595917 |
| Voya Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1272736 |
|  |  | &nbsp;&nbsp;&nbsp;**$11902077** |
| Food Products — 1.6% | Food Products — 1.6% |  |
| Bunge Global SA | &nbsp;&nbsp;&nbsp;&nbsp;23375 | &nbsp;&nbsp;&nbsp;&nbsp;$2082245 |
| Campbell's Co. | &nbsp;&nbsp;&nbsp;&nbsp;34577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;963661 |
| Conagra Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;83540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1446077 |
| Darling Ingredients, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;26281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;946116 |
| General Mills, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;91435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4251727 |
| Hershey Co. | &nbsp;&nbsp;&nbsp;&nbsp;14021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2551542 |
| Hormel Foods Corp. | &nbsp;&nbsp;&nbsp;&nbsp;51060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1210122 |
| Ingredion, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1154312 |
| J.M. Smucker Co. | &nbsp;&nbsp;&nbsp;&nbsp;9927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970960 |
| Kraft Heinz Co. | &nbsp;&nbsp;147896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3586478 |
| Lamb Weston Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256199 |
| McCormick & Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;37453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2550924 |
| Mondelez International, Inc., Class A | &nbsp;&nbsp;136282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7336060 |
| Pilgrim's Pride Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280533 |
| Post Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850840 |
|  |  | &nbsp;&nbsp;&nbsp;**$30437796** |
| Gas Utilities — 0.1% | Gas Utilities — 0.1% |  |
| Southwest Gas Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$902225 |
| UGI Corp. | &nbsp;&nbsp;&nbsp;&nbsp;40164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1503339 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$2405564** |
| Ground Transportation — 1.0% | Ground Transportation — 1.0% |  |
| J.B. Hunt Transport Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11325 | &nbsp;&nbsp;&nbsp;&nbsp;$2200900 |
| Knight-Swift Transportation Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;29101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1521400 |
| Landstar System, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554107 |
| Ryder System, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1238676 |
| Saia, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389865 |
| Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;43643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10095499 |
| XPO, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1752016 |
|  |  | &nbsp;&nbsp;&nbsp;**$17752463** |
| Health Care Equipment & Supplies — 2.4% | Health Care Equipment & Supplies — 2.4% |  |
| Abbott Laboratories | &nbsp;&nbsp;118553 | &nbsp;&nbsp;&nbsp;&nbsp;$14853505 |
| 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;31230 |
| Baxter International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;73595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1406400 |
| Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp;20169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3914198 |
| Cooper Cos., Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1046711 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Health Care Equipment & Supplies (continued) | Health Care Equipment & Supplies (continued) |  |
| GE HealthCare Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;71081 | $5830064 |
| Glaukos Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9128 | &nbsp;&nbsp; 1030642 |
| Hologic, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10479 | &nbsp;&nbsp; 780581 |
| Medtronic PLC | &nbsp;&nbsp;&nbsp;&nbsp;142284 | &nbsp;&nbsp; 13667801 |
| STERIS PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp; 32958 |
| Zimmer Biomet Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21268 | &nbsp;&nbsp; 1912419 |
|  |  | **$44506509** |
| Health Care Providers & Services — 4.8% | Health Care Providers & Services — 4.8% |  |
| Centene Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;81682 | &nbsp;&nbsp;&nbsp;&nbsp;$3361214 |
| Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;36298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9990299 |
| CVS Health Corp. | &nbsp;&nbsp;161389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12807831 |
| DaVita, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610540 |
| Elevance Health, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10587662 |
| Encompass Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;978186 |
| Ensign Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78913 |
| Guardant Health, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219090 |
| HCA Healthcare, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3618165 |
| Henry Schein, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;18425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1392562 |
| Humana, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5238115 |
| Labcorp Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2330926 |
| Molina Healthcare, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1586503 |
| Option Care Health, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325577 |
| Quest Diagnostics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3043716 |
| UnitedHealth Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;99150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32730406 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$88899705** |
| Health Care REITs — 0.6% | Health Care REITs — 0.6% |  |
| Alexandria Real Estate Equities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31890 | &nbsp;&nbsp;&nbsp;&nbsp;$1560697 |
| American Healthcare REIT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990425 |
| CareTrust REIT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610489 |
| Healthcare Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;58815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996914 |
| Healthpeak Properties, Inc. | &nbsp;&nbsp;117355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1887068 |
| Omega Healthcare Investors, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;53996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2394183 |
| Ventas, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;28550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2209199 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$10648975** |
| Hotel & Resort REITs — 0.1% | Hotel & Resort REITs — 0.1% |  |
| Host Hotels & Resorts, Inc. | &nbsp;&nbsp;115106 | &nbsp;&nbsp;&nbsp;&nbsp;$2040829 |
| Ryman Hospitality Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;719869 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$2760698** |
| Hotels, Restaurants & Leisure — 0.6% | Hotels, Restaurants & Leisure — 0.6% |  |
| Aramark | &nbsp;&nbsp;&nbsp;&nbsp;36276 | &nbsp;&nbsp;&nbsp;&nbsp;$1337133 |
| Brinker International, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143520 |
| Darden Restaurants, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1706050 |
| Life Time Group Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186060 |
| Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;68611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5777732 |
| Vail Resorts, Inc.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;719245 |

---

------

Calvert

US Large-Cap Value Responsible Index Fund

December 31, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Hotels, Restaurants & Leisure (continued) | Hotels, Restaurants & Leisure (continued) |  |
| Wyndham Hotels & Resorts, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7922 | $598586 |
|  |  | **$10468326** |
| Household Durables — 1.0% | Household Durables — 1.0% |  |
| D.R. Horton, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;42399 | $6106728 |
| Lennar Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;40673 | &nbsp;&nbsp; 4181184 |
| Mohawk Industries, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6439 | &nbsp;&nbsp; 703783 |
| PulteGroup, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;33879 | &nbsp;&nbsp; 3972652 |
| Somnigroup International, Inc.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2460 | &nbsp;&nbsp; 219629 |
| Taylor Morrison Home Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;17211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1013212 |
| Toll Brothers, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2256551 |
| TopBuild Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;817275 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$19271014** |
| Household Products — 1.2% | Household Products — 1.2% |  |
| Church & Dwight Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$435181 |
| Clorox Co. | &nbsp;&nbsp;&nbsp;&nbsp;14182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1429971 |
| Colgate-Palmolive Co. | &nbsp;&nbsp;&nbsp;&nbsp;7052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557249 |
| Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;27539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2778410 |
| Procter & Gamble Co. | &nbsp;&nbsp;114834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16456861 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$21657672** |
| Independent Power and Renewable Electricity Producers — 0.1% | Independent Power and Renewable Electricity Producers — 0.1% |  |
| AES Corp. | &nbsp;&nbsp;118824 | &nbsp;&nbsp;&nbsp;&nbsp;$1703936 |
| Brookfield Renewable Corp.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336970 |
| Clearway Energy, Inc., Class C | &nbsp;&nbsp;&nbsp;&nbsp;11194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372313 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$2413219** |
| Industrial REITs — 1.2% | Industrial REITs — 1.2% |  |
| Americold Realty Trust, Inc.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;55915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$719067 |
| EastGroup Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150963 |
| First Industrial Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1012591 |
| Lineage, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219485 |
| Prologis, Inc. | &nbsp;&nbsp;114306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14592304 |
| Rexford Industrial Realty, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;39252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1519837 |
| STAG Industrial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1281086 |
| Terreno Realty Corp. | &nbsp;&nbsp;&nbsp;&nbsp;17709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1039695 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$21535028** |
| Insurance — 4.9% | Insurance — 4.9% |  |
| Aflac, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;71516 | &nbsp;&nbsp;&nbsp;&nbsp;$7886069 |
| American Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1653418 |
| American International Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;89646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7669215 |
| Arch Capital Group Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;53487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5130473 |
| Assurant, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2095154 |
| Axis Capital Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;12543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1343230 |
| Cincinnati Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;26817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4379752 |
| Everest Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2358482 |
| First American Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;17210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1057382 |
| Hanover Insurance Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1017481 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Insurance (continued) | Insurance (continued) |  |
| Hartford Insurance Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;47422 | $6534752 |
| Markel Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2161 | &nbsp;&nbsp; 4645394 |
| Marsh & McLennan Cos., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15898 | &nbsp;&nbsp; 2949397 |
| MetLife, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;91633 | &nbsp;&nbsp; 7233509 |
| Old Republic International Corp. | &nbsp;&nbsp;&nbsp;&nbsp;37304 | &nbsp;&nbsp; 1702555 |
| Primerica, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3036 | &nbsp;&nbsp; 784381 |
| Principal Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;38340 | &nbsp;&nbsp; 3381971 |
| Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;15346 | &nbsp;&nbsp; 3494591 |
| Prudential Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;59123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6673804 |
| Reinsurance Group of America, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2249047 |
| RenaissanceRe Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2074680 |
| RLI Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184518 |
| Travelers Cos., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9193452 |
| Unum Group | &nbsp;&nbsp;&nbsp;&nbsp;28345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2196738 |
| W.R. Berkley Corp. | &nbsp;&nbsp;&nbsp;&nbsp;34565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2423698 |
| Willis Towers Watson PLC | &nbsp;&nbsp;&nbsp;&nbsp;1909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627297 |
|  |  | &nbsp;&nbsp;&nbsp;**$90940440** |
| Interactive Media & Services — 0.0%<sup>†</sup> | Interactive Media & Services — 0.0%<sup>†</sup> |  |
| Snap, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;107693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$869083 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$869083** |
| IT Services — 1.3% | IT Services — 1.3% |  |
| Accenture PLC, Class A | &nbsp;&nbsp;&nbsp;&nbsp;19407 | &nbsp;&nbsp;&nbsp;&nbsp;$5206898 |
| Akamai Technologies, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310348 |
| Amdocs Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834567 |
| Cognizant Technology Solutions Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;53607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4449381 |
| EPAM Systems, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363252 |
| International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;40167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11897867 |
| Kyndryl Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;24066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639193 |
| Twilio, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2919 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415199 |
|  |  | &nbsp;&nbsp;&nbsp;**$24116705** |
| Leisure Products — 0.1% | Leisure Products — 0.1% |  |
| Hasbro, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16551 | &nbsp;&nbsp;&nbsp;&nbsp;$1357182 |
| Mattel, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;45132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895419 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$2252601** |
| Life Sciences Tools & Services — 1.9% | Life Sciences Tools & Services — 1.9% |  |
| Agilent Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$302756 |
| Avantor, Inc.<sup>(1)</sup> | &nbsp;&nbsp;119591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1370513 |
| Bio-Rad Laboratories, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1053496 |
| Charles River Laboratories International, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739473 |
| Danaher Corp. | &nbsp;&nbsp;&nbsp;&nbsp;45473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10409679 |
| Illumina, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;25541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3349958 |
| IQVIA Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3202625 |
| Repligen Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676578 |
| Revvity, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1476308 |
| Thermo Fisher Scientific, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13509297 |
|  |  | &nbsp;&nbsp;&nbsp;**$36090683** |

---

------

Calvert

US Large-Cap Value Responsible Index Fund

December 31, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Machinery — 3.8% | Machinery — 3.8% |  |
| AGCO Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3953 | $412377 |
| Allison Transmission Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6518 | &nbsp;&nbsp; 638112 |
| Caterpillar, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22049 | &nbsp;&nbsp; 12631211 |
| CNH Industrial NV | &nbsp;&nbsp;&nbsp;&nbsp;167802 | &nbsp;&nbsp; 1547134 |
| Cummins, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14704 | &nbsp;&nbsp; 7505657 |
| Deere & Co. | &nbsp;&nbsp;&nbsp;&nbsp;19081 | &nbsp;&nbsp; 8883541 |
| Donaldson Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4908 | &nbsp;&nbsp; 435143 |
| Dover Corp. | &nbsp;&nbsp;&nbsp;&nbsp;26576 | &nbsp;&nbsp; 5188698 |
| ESAB Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255280 |
| Flowserve Corp. | &nbsp;&nbsp;&nbsp;&nbsp;12597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873980 |
| Fortive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;17825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;984118 |
| Gates Industrial Corp. PLC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;35947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;771782 |
| IDEX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1002158 |
| Illinois Tool Works, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1195786 |
| ITT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226778 |
| JBT Marel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;793579 |
| Lincoln Electric Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255456 |
| Middleby Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075925 |
| Mueller Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1031478 |
| Nordson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;829724 |
| Oshkosh Corp. | &nbsp;&nbsp;&nbsp;&nbsp;12151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1526530 |
| Otis Worldwide Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838385 |
| PACCAR, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;70555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7726478 |
| Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3081634 |
| Pentair PLC | &nbsp;&nbsp;&nbsp;&nbsp;10297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1072330 |
| Snap-on, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2721651 |
| Stanley Black & Decker, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;29477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2189552 |
| Timken Co. | &nbsp;&nbsp;&nbsp;&nbsp;11530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970019 |
| Toro Co. | &nbsp;&nbsp;&nbsp;&nbsp;12406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;976600 |
| Watts Water Technologies, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11593 |
| Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210248 |
| Xylem, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2469216 |
|  |  | &nbsp;&nbsp;&nbsp;**$70332153** |
| Media — 1.3% | Media — 1.3% |  |
| Charter Communications, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13086 | &nbsp;&nbsp;&nbsp;&nbsp;$2731702 |
| Comcast Corp., Class A | &nbsp;&nbsp;465255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13906472 |
| Liberty Broadband Corp., Class C<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;989302 |
| New York Times Co., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58452 |
| Nexstar Media Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000833 |
| Omnicom Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;55032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4443834 |
| Paramount Skydance Corp., Class B | &nbsp;&nbsp;&nbsp;&nbsp;57567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;771398 |
| Sirius XM Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;36863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;737076 |
|  |  | &nbsp;&nbsp;&nbsp;**$24639069** |
| Metals & Mining — 0.8% | Metals & Mining — 0.8% |  |
| Nucor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;39742 | &nbsp;&nbsp;&nbsp;&nbsp;$6482318 |
| Reliance, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4180815 |
| Steel Dynamics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;28628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4851015 |
|  |  | &nbsp;&nbsp;&nbsp;**$15514148** |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Mortgage REITs — 0.2% | Mortgage REITs — 0.2% |  |
| AGNC Investment Corp.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;151605 | $1625205 |
| Annaly Capital Management, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;32324 | &nbsp;&nbsp; 722765 |
| Rithm Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;89890 | &nbsp;&nbsp; 979801 |
| Starwood Property Trust, Inc.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;54964 | &nbsp;&nbsp; 989902 |
|  |  | **$4317673** |
| Multi-Utilities — 2.8% | Multi-Utilities — 2.8% |  |
| Ameren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;46867 | $4680139 |
| CMS Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;52480 | &nbsp;&nbsp; 3669926 |
| Consolidated Edison, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;63688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6325492 |
| Dominion Energy, Inc. | &nbsp;&nbsp;129220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7571000 |
| DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;37316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4813018 |
| NiSource, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;82655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3451673 |
| Public Service Enterprise Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;82075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6590622 |
| Sempra | &nbsp;&nbsp;&nbsp;&nbsp;94508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8344111 |
| WEC Energy Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;57047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6016177 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$51462158** |
| Office REITs — 0.3% | Office REITs — 0.3% |  |
| BXP, Inc.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;27509 | &nbsp;&nbsp;&nbsp;&nbsp;$1856307 |
| COPT Defense Properties | &nbsp;&nbsp;&nbsp;&nbsp;21476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597033 |
| Cousins Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;809982 |
| Kilroy Realty Corp.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;21181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791534 |
| Vornado Realty Trust | &nbsp;&nbsp;&nbsp;&nbsp;31580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050982 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$5105838** |
| Oil, Gas & Consumable Fuels — 0.3% | Oil, Gas & Consumable Fuels — 0.3% |  |
| CNX Resources Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$55155 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;136363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5607247 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$5662402** |
| 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;$575415 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$575415** |
| Passenger Airlines — 0.6% | Passenger Airlines — 0.6% |  |
| Alaska Air Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;18495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$930299 |
| American Airlines Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;120350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1844965 |
| Delta Air Lines, Inc. | &nbsp;&nbsp;109145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7574663 |
| Joby Aviation, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;37212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491198 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$10841125** |
| Personal Care Products — 0.1% | Personal Care Products — 0.1% |  |
| Estee Lauder Cos., Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;12468 | &nbsp;&nbsp;&nbsp;&nbsp;$1305649 |
| Kenvue, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;42498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733090 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$2038739** |
| Pharmaceuticals — 3.5% | Pharmaceuticals — 3.5% |  |
| Bristol-Myers Squibb Co. | &nbsp;&nbsp;260054 | &nbsp;&nbsp;&nbsp;&nbsp;$14027313 |
| Elanco Animal Health, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;88973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2013459 |

---

------

Calvert

US Large-Cap Value Responsible Index Fund

December 31, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Pharmaceuticals (continued) | Pharmaceuticals (continued) |  |
| Jazz Pharmaceuticals PLC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9386 | $1595620 |
| Merck & Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;274739 | &nbsp;&nbsp; 28919027 |
| Pfizer, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;674111 | &nbsp;&nbsp; 16785364 |
| Royalty Pharma PLC, Class A | &nbsp;&nbsp;&nbsp;&nbsp;65985 | &nbsp;&nbsp; 2549660 |
|  |  | **$65890443** |
| Professional Services — 0.5% | Professional Services — 0.5% |  |
| Automatic Data Processing, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11038 | $2839305 |
| Booz Allen Hamilton Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;13351 | &nbsp;&nbsp; 1126290 |
| Broadridge Financial Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105336 |
| FTI Consulting, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479007 |
| Genpact Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;20346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951786 |
| Parsons Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123600 |
| Paychex, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670837 |
| Robert Half, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438933 |
| Science Applications International Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;783135 |
| SS&C Technologies Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994927 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$8513156** |
| 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;$1151578 |
| Jones Lang LaSalle, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2797075 |
| Zillow Group, Inc., Class C<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;25334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1728286 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$5676939** |
| Residential REITs — 1.0% | Residential REITs — 1.0% |  |
| AvalonBay Communities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25156 | &nbsp;&nbsp;&nbsp;&nbsp;$4561034 |
| Camden Property Trust | &nbsp;&nbsp;&nbsp;&nbsp;12206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1343636 |
| Equity LifeStyle Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1054796 |
| Equity Residential | &nbsp;&nbsp;&nbsp;&nbsp;65654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4138828 |
| Essex Property Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2344653 |
| Invitation Homes, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;29754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826864 |
| Mid-America Apartment Communities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2495657 |
| UDR, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1149478 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$17914946** |
| Retail REITs — 1.3% | Retail REITs — 1.3% |  |
| Brixmor Property Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;56909 | &nbsp;&nbsp;&nbsp;&nbsp;$1492154 |
| Federal Realty Investment Trust | &nbsp;&nbsp;&nbsp;&nbsp;15951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1607861 |
| Kimco Realty Corp. | &nbsp;&nbsp;113050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2291524 |
| NNN REIT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1383681 |
| Phillips Edison & Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;19746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;702365 |
| Realty Income Corp. | &nbsp;&nbsp;137808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7768237 |
| Regency Centers Corp. | &nbsp;&nbsp;&nbsp;&nbsp;28765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1985648 |
| Simon Property Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;41190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7624681 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$24856151** |
| Semiconductors & Semiconductor Equipment — 4.1% | Semiconductors & Semiconductor Equipment — 4.1% |  |
| Allegro MicroSystems, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$98925 |
| Analog Devices, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2464937 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Semiconductors & Semiconductor Equipment (continued) | Semiconductors & Semiconductor Equipment (continued) |  |
| Cirrus Logic, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3430 | $406455 |
| Entegris, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10654 | &nbsp;&nbsp; 897599 |
| Intel Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;493343 | &nbsp;&nbsp; 18204357 |
| Marvell Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;47622 | &nbsp;&nbsp; 4046917 |
| Microchip Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;50181 | &nbsp;&nbsp; 3197533 |
| Micron Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;76483 | &nbsp;&nbsp; 21829013 |
| MKS, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10482 | &nbsp;&nbsp; 1675024 |
| ON Semiconductor Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4653 | &nbsp;&nbsp; 251960 |
| QUALCOMM, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;63206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10811386 |
| Skyworks Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1328883 |
| Teradyne, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1203750 |
| Texas Instruments, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;57891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10043510 |
| Universal Display Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105102 |
|  |  | &nbsp;&nbsp;&nbsp;**$76565351** |
| Software — 0.1% | Software — 0.1% |  |
| ACI Worldwide, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$409732 |
| Confluent, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125587 |
| Dolby Laboratories, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;3633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233311 |
| Q2 Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150887 |
| Roper Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922754 |
| Varonis Systems, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176267 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$2018538** |
| Specialized REITs — 1.4% | Specialized REITs — 1.4% |  |
| American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;25135 | &nbsp;&nbsp;&nbsp;&nbsp;$4412952 |
| Crown Castle, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2070582 |
| CubeSmart | &nbsp;&nbsp;&nbsp;&nbsp;38273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1379742 |
| Digital Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;37560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5810908 |
| Equinix, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;976854 |
| Extra Space Storage, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;32160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4187875 |
| Lamar Advertising Co., Class A | &nbsp;&nbsp;&nbsp;&nbsp;10643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1347191 |
| National Storage Affiliates Trust | &nbsp;&nbsp;&nbsp;&nbsp;7771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219220 |
| Public Storage | &nbsp;&nbsp;&nbsp;&nbsp;13341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3461989 |
| SBA Communications Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645863 |
| Weyerhaeuser Co. | &nbsp;&nbsp;&nbsp;&nbsp;93418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2213072 |
|  |  | &nbsp;&nbsp;&nbsp;**$26726248** |
| Specialty Retail — 1.9% | Specialty Retail — 1.9% |  |
| AutoNation, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$806305 |
| Bath & Body Works, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;29490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592159 |
| Best Buy Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1681951 |
| Boot Barn Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176470 |
| Burlington Stores, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550548 |
| CarMax, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;21155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;817429 |
| Carvana Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344368 |
| Dick's Sporting Goods, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1603359 |
| Five Below, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713131 |
| Floor & Decor Holdings, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438225 |
| GameStop Corp., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;22991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461659 |
| Gap, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;874624 |

---

------

Calvert

US Large-Cap Value Responsible Index Fund

December 31, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Specialty Retail (continued) | Specialty Retail (continued) |  |
| Group 1 Automotive, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1694 | $666250 |
| Home Depot, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;32683 | &nbsp;&nbsp; 11246220 |
| Lithia Motors, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2946 | &nbsp;&nbsp; 979044 |
| Lowe's Cos., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34508 | &nbsp;&nbsp; 8321949 |
| Penske Automotive Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2304 | &nbsp;&nbsp; 364700 |
| Ross Stores, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8689 | &nbsp;&nbsp; 1565237 |
| Tractor Supply Co. | &nbsp;&nbsp;&nbsp;&nbsp;25161 | &nbsp;&nbsp; 1258302 |
| Urban Outfitters, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6362 | &nbsp;&nbsp; 478804 |
| Wayfair, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1303222 |
| Williams-Sonoma, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122513 |
|  |  | &nbsp;&nbsp;&nbsp;**$35366469** |
| Technology Hardware, Storage & Peripherals — 1.9% | Technology Hardware, Storage & Peripherals — 1.9% |  |
| Dell Technologies, Inc., Class C | &nbsp;&nbsp;&nbsp;&nbsp;24315 | &nbsp;&nbsp;&nbsp;&nbsp;$3060772 |
| Hewlett Packard Enterprise Co. | &nbsp;&nbsp;190601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4578236 |
| HP, Inc. | &nbsp;&nbsp;134516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2997017 |
| NetApp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;19774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2117598 |
| Sandisk Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4873886 |
| Seagate Technology Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;31265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8610068 |
| Western Digital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;49822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8582836 |
|  |  | &nbsp;&nbsp;&nbsp;**$34820413** |
| Textiles, Apparel & Luxury Goods — 0.5% | Textiles, Apparel & Luxury Goods — 0.5% |  |
| Crocs, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$474465 |
| NIKE, Inc., Class B | &nbsp;&nbsp;104653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6667443 |
| Ralph Lauren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366694 |
| Tapestry, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1149674 |
| VF Corp. | &nbsp;&nbsp;&nbsp;&nbsp;43075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;778796 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$9437072** |
| Trading Companies & Distributors — 0.6% | Trading Companies & Distributors — 0.6% |  |
| Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp;19687 | &nbsp;&nbsp;&nbsp;&nbsp;$1264496 |
| Applied Industrial Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365127 |
| Core & Main, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479839 |
| Ferguson Enterprises, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2009458 |
| GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;919232 |
| QXO, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;71668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1382476 |
| SiteOne Landscape Supply, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265437 |
| United Rentals, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1095819 |
| Watsco, Inc.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1242672 |
| WESCO International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1562027 |
|  |  | &nbsp;&nbsp;&nbsp;**$10586583** |
| Water Utilities — 0.3% | Water Utilities — 0.3% |  |
| American Water Works Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;29139 | &nbsp;&nbsp;&nbsp;&nbsp;$3802639 |
| Essential Utilities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;51691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1982867 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$5785506** |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Wireless Telecommunication Services — 0.2% | Wireless Telecommunication Services — 0.2% |  |
| T-Mobile U.S., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20300 | $4121712 |
|  |  | **$4121712** |
| Total Common Stocks<br> (identified cost $1,382,723,803) |  | **$1857327699** |

---

Miscellaneous — 0.0%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Software — 0.0% | Software — 0.0% |  |
| Pivotal Software, Inc., Escrow Certificates<sup>(1)(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4878 | $0 |
| Total Miscellaneous<br> (identified cost $0) |  | **$0** |

---

---

| | | |
|:---|:---|:---|
| Short-Term Investments — 0.5% |  |  |
| Affiliated Fund — 0.3% | Affiliated Fund — 0.3% | Affiliated Fund — 0.3% |
| **Security** | **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value** |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 3.69%<sup>(4)</sup> | 5989447 | $5989447 |
| Total Affiliated Fund<br> (identified cost $5,989,447) |  | **$5989447** |
| Securities Lending Collateral — 0.2% | Securities Lending Collateral — 0.2% | Securities Lending Collateral — 0.2% |
| **Security** | **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value** |
| State Street Navigator Securities Lending Government Money Market Portfolio, 3.83%<sup>(5)</sup> | 3958240 | $3958240 |
| Total Securities Lending Collateral<br> (identified cost $3,958,240) |  | **$3958240** |
| Total Short-Term Investments<br> (identified cost $9,947,687) |  | **$9947687** |
| Total Investments — 100.1%<br> (identified cost $1,392,671,490) |  | **$1867275386** |
| Other Assets, Less Liabilities — (0.1)% |  | **$(1931154)** |
| Net Assets — 100.0% |  | **$1865344232** |

---

---

| | |
|:---|:---|
| 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. |

---

------

Calvert

US Large-Cap Value Responsible Index Fund

December 31, 2025

Schedule of Investments (Unaudited) — continued

------

<sup>(2)</sup> All or a portion of this security was on loan at December 31, 2025. The aggregate market value of securities on loan at December 31, 2025 was $11,074,106 and the total market value of the collateral received by the Fund was $11,603,735, comprised of cash of $3,958,240 and U.S. government and/or agencies securities of $7,645,495.

<sup>(3)</sup> Security is valued using significant unobservable inputs and is categorized as Level 3 in the fair value hierarchy.

<sup>(4)</sup> May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of December 31, 2025.

<sup>(5)</sup> Represents investment of cash collateral received in connection with securities lending.

---

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

---

The Fund did not have any open derivative instruments at December 31, 2025.

Affiliated Investments

At December 31, 2025, the value of the Fund's investment in funds that may be deemed to be affiliated was $5,989,447, which represents 0.3% of the Fund's net assets. Transactions in such investments by the Fund for the fiscal year to date ended December 31, 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> | $5910873 | $100201422 | $(100122848) | $— | $— | $5989447 | $30749 | 5989447 |

---

<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 December 31, 2025, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Description** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3<sup>(1)</sup>** | &nbsp;&nbsp;**Total** |
| Common Stocks | &nbsp;&nbsp;$1857327699<sup>(2)</sup> | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$1857327699 |
| Miscellaneous | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| Short-Term Investments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Affiliated Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5989447 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5989447 |
| &nbsp;&nbsp;&nbsp;Securities Lending Collateral | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3958240 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3958240 |
| **Total Investments** | &nbsp;&nbsp;**$1867275386** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;**$0** | &nbsp;&nbsp;**$1867275386** |

---

<sup>(1)</sup> None of the unobservable inputs for Level 3 assets, individually or collectively, had a material impact on the Fund. <br> <sup>(2)</sup> The level classification by major category of investments is the same as the category presentation in the Schedule of Investments.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the fiscal year to date ended December 31, 2025 is not presented.

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:** 2026-09-30

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1870398065.71

**Total Liabilities:** $5041465.15

**Net Assets:** $1865356600.56

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000154985 | -0.28%               | 2.78%                | 1.18%                |
| Class ID C000154987 | -0.25%               | 2.81%                | 1.20%                |
| Class ID C000235282 | -0.25%               | 2.81%                | 1.20%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $953190.94               | $-8474421.94                               |
| Month 2  | $2168134.55              | $47143367.52                               |
| Month 3  | $15114497.62             | $3374130.72                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ADT Inc                                      | ADT Inc                                                                     | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66556 | NS      | $537106.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                    | Aflac Inc                                                                   | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     71516 | NS      | $7886069.32   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                    | AGCO Corp                                                                   | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      3953 | NS      | $412376.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC Investment Corp                         | AGNC Investment Corp                                                        | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               |  | US        |    151605 | NS      | $1625205.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| AES Corp/The                                 | AES Corp                                                                    | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |    118824 | NS      | $1703936.16   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                     | AT&T Inc                                                                    | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    815523 | NS      | $20257591.32  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                          | Abbott Laboratories                                                         | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    118553 | NS      | $14853505.37  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                            | ACI Worldwide Inc                                                           | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |      8570 | NS      | $409731.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Inc                                   | Acuity Inc                                                                  | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1315 | NS      | $473452.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc                 | Adtalem Global Education Inc                                                | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |      1483 | NS      | $153446.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                        | AECOM                                                                       | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     13195 | NS      | $1257879.35   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems Inc                | Advanced Drainage Systems Inc                                               | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |      4505 | NS      | $652459.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc                | Affiliated Managers Group Inc                                               | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      3737 | NS      | $1077302.36   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                     | Agilent Technologies Inc                                                    | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      2225 | NS      | $302755.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp                               | Air Lease Corp                                                              | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |     19687 | NS      | $1264496.01   | 0.07%             |  |  |  | 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      | $962142.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc                      | Akamai Technologies Inc                                                     | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      3557 | NS      | $310348.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc                         | Alaska Air Group Inc                                                        | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |     18495 | NS      | $930298.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos Inc                           | Albertsons Cos Inc                                                          | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |     62150 | NS      | $1067115.50   | 0.06%             |  |  |  | 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      | $1560696.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc                         | Align Technology Inc                                                        | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |       200 | NS      | $31230.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                      | ATI Inc                                                                     | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |        33 | NS      | $3787.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems Inc                     | Allegro MicroSystems Inc                                                    | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3750 | NS      | $98925.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                          | Alliant Energy Corp                                                         | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |     44080 | NS      | $2865640.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings Inc            | Allison Transmission Holdings Inc                                           | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      6518 | NS      | $638112.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                           | Ally Financial Inc                                                          | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     53392 | NS      | $2418123.68   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                                  | Ameren Corp                                                                 | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     46867 | NS      | $4680138.62   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc                  | American Airlines Group Inc                                                 | CUSIP: 02376R102<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | EC               | CORP              | US        |    120350 | NS      | $1844965.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                          | American Express Co                                                         | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     22297 | NS      | $8248775.15   | 0.44%             |  |  |  | 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      | $1653417.96   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc             | American International Group Inc                                            | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     89646 | NS      | $7669215.30   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                          | American Tower Corp                                                         | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |     25135 | NS      | $4412951.95   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc                  | American Water Works Co Inc                                                 | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |     29139 | NS      | $3802639.50   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Americold Realty Trust Inc                   | Americold Realty Trust Inc                                                  | CUSIP: 03064D108<br>LEI: 894500O3S3W62PQPO460 | Long             | EC               |  | US        |     55915 | NS      | $719066.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Ameriprise Financial Inc                     | Ameriprise Financial Inc                                                    | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      8838 | NS      | $4333624.92   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                   | AMETEK Inc                                                                  | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      5468 | NS      | $1122635.08   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                    | Amgen Inc                                                                   | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     19435 | NS      | $6361269.85   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                           | Analog Devices Inc                                                          | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      9089 | NS      | $2464936.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc                | Annaly Capital Management Inc                                               | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               |  | US        |     32324 | NS      | $722764.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                          | Elevance Health Inc                                                         | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     30203 | NS      | $10587661.65  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc          | Applied Industrial Technologies Inc                                         | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      1422 | NS      | $365126.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                               | AptarGroup Inc                                                              | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |      5050 | NS      | $615898.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                      | Aramark                                                                     | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |     36276 | NS      | $1337133.36   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc                        | Arrow Electronics Inc                                                       | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      6337 | NS      | $698210.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                                 | Assurant Inc                                                                | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      8699 | NS      | $2095154.15   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv Inc                                  | Autoliv Inc                                                                 | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |     13388 | NS      | $1589155.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                | Automatic Data Processing Inc                                               | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     11038 | NS      | $2839304.74   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                               | AutoNation Inc                                                              | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3905 | NS      | $806304.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc                    | AvalonBay Communities Inc                                                   | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               |  | US        |     25156 | NS      | $4561034.36   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc                                  | Avantor Inc                                                                 | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    119591 | NS      | $1370512.86   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                          | Avery Dennison Corp                                                         | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |     11938 | NS      | $2171283.44   | 0.12%             |  |  |  | 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      | $926768.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK Financial Corp                           | BOK Financial Corp                                                          | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |      3981 | NS      | $471589.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                              | Baker Hughes Co                                                             | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    149302 | NS      | $6799213.08   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp                                 | Balchem Corp                                                                | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |        19 | NS      | $2913.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                    | Ball Corp                                                                   | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     38842 | NS      | $2057460.74   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                         | Bank of America Corp                                                        | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    781739 | NS      | $42995645.00  | 2.30%             |  |  |  | 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        |     67284 | NS      | $7810999.56   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                     | Bank OZK                                                                    | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |     17688 | NS      | $814001.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                        | Bath & Body Works Inc                                                       | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     29490 | NS      | $592159.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                     | Baxter International Inc                                                    | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     73595 | NS      | $1406400.45   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co                        | Becton Dickinson & Co                                                       | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     20169 | NS      | $3914197.83   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                             | W R Berkley Corp                                                            | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     34565 | NS      | $2423697.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                              | Best Buy Co Inc                                                             | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     25130 | NS      | $1681950.90   | 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      | $1053496.23   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                   | Biogen Inc                                                                  | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |     24866 | NS      | $4376167.34   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                               | Blackstone Inc                                                              | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |     51570 | NS      | $7948999.80   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Inc                                | Blackrock Inc                                                               | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |     13516 | NS      | $14466715.44  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                                | H&R Block Inc                                                               | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |      5118 | NS      | $223042.44    | 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      | $176470.00    | 0.01%             |  |  |  | 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      | $1126290.36   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                               | BorgWarner Inc                                                              | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     32706 | NS      | $1473732.36   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BXP Inc                                      | BXP Inc                                                                     | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               |  | US        |     27509 | NS      | $1856307.32   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Brinker International Inc                    | Brinker International Inc                                                   | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |      1000 | NS      | $143520.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                      | Bristol-Myers Squibb Co                                                     | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    260054 | NS      | $14027312.76  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc                   | Brixmor Property Group Inc                                                  | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               |  | US        |     56909 | NS      | $1492153.98   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc           | Broadridge Financial Solutions Inc                                          | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       472 | NS      | $105336.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Renewable Corp                    | Brookfield Renewable Corp                                                   | CUSIP: 11285B108<br>LEI: 894500N9AWD5I1YNP231 | Long             | EC               | CORP              | CA        |      8789 | NS      | $336970.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Builders FirstSource Inc                     | Builders FirstSource Inc                                                    | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |     12080 | NS      | $1242911.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc                        | Burlington Stores Inc                                                       | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |      1906 | NS      | $550548.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                      | Cboe Global Markets Inc                                                     | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |       731 | NS      | $183481.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                               | CBRE Group Inc                                                              | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      7162 | NS      | $1151577.98   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                  | CDW Corp/DE                                                                 | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |     12480 | NS      | $1699776.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                    | CH Robinson Worldwide Inc                                                   | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |     20222 | NS      | $3250888.72   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group/The                              | Cigna Group/The                                                             | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     36298 | NS      | $9990298.54   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                | CME Group Inc                                                               | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     33393 | NS      | $9118960.44   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                              | CMS Energy Corp                                                             | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     52480 | NS      | $3669926.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp                           | CNX Resources Corp                                                          | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |      1500 | NS      | $55155.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                              | CVS Health Corp                                                             | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |    161389 | NS      | $12807831.04  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                 | Cadence Bank                                                                | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     29752 | NS      | $1274575.68   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                        | Camden Property Trust                                                       | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |     12206 | NS      | $1343636.48   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell's Company/The                       | Campbell's Company/The                                                      | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |     34577 | NS      | $963660.99    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                   | Capital One Financial Corp                                                  | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     75192 | NS      | $18223533.12  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc                           | CareTrust REIT Inc                                                          | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               |  | US        |     16883 | NS      | $610489.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc                             | Carlisle Cos Inc                                                            | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      9339 | NS      | $2987172.54   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                                   | CarMax Inc                                                                  | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21155 | NS      | $817429.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group Inc/The                        | Carlyle Group Inc/The                                                       | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |     45490 | NS      | $2688913.90   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                          | Carrier Global Corp                                                         | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |    129620 | NS      | $6849120.80   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co                                   | Carvana Co                                                                  | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |       816 | NS      | $344368.32    | 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      | $1162901.84   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                              | Caterpillar Inc                                                             | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     22049 | NS      | $12631210.63  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp                                | Celanese Corp                                                               | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |     17662 | NS      | $746749.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                 | Centene Corp                                                                | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     81682 | NS      | $3361214.30   | 0.18%             |  |  |  | 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      | $739472.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                   | Charter Communications Inc                                                  | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |     13086 | NS      | $2731702.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                       | Church & Dwight Co Inc                                                      | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      5190 | NS      | $435181.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp                    | Cincinnati Financial Corp                                                   | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |     26817 | NS      | $4379752.44   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                             | Cirrus Logic Inc                                                            | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      3430 | NS      | $406455.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                            | Cisco Systems Inc                                                           | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    166676 | NS      | $12839052.28  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                | Citigroup Inc                                                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    205354 | NS      | $23962758.26  | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                 | Citizens Financial Group Inc                                                | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     71832 | NS      | $4195707.12   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc                            | Clean Harbors Inc                                                           | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |       867 | NS      | $203294.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                          | Clearway Energy Inc                                                         | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     11194 | NS      | $372312.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/The                                | Clorox Co/The                                                               | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |     14182 | NS      | $1429971.06   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                             | Coca-Cola Co/The                                                            | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    172950 | NS      | $12090934.50  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp                                  | Cognex Corp                                                                 | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |     16699 | NS      | $600830.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp          | Cognizant Technology Solutions Corp                                         | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     53607 | NS      | $4449381.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                                | Coherent Corp                                                               | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |     11913 | NS      | $2198782.41   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc                          | Coinbase Global Inc                                                         | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |     20466 | NS      | $4628181.24   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                         | Colgate-Palmolive Co                                                        | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      7052 | NS      | $557249.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc                  | Columbia Banking System Inc                                                 | CUSIP: 197236102<br>LEI: 254900CTRJTQZ3BJ2V17 | Long             | EC               | CORP              | US        |     51944 | NS      | $1451834.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                 | Comcast Corp                                                                | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    465255 | NS      | $13906471.95  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                                 | Comerica Inc                                                                | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     20611 | NS      | $1791714.23   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc/MO                   | Commerce Bancshares Inc/MO                                                  | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24648 | NS      | $1290076.32   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                           | Conagra Brands Inc                                                          | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     83540 | NS      | $1446077.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Confluent Inc                                | Confluent Inc                                                               | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |      4153 | NS      | $125586.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                      | Consolidated Edison Inc                                                     | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     63688 | NS      | $6325492.16   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos Inc/The                           | Cooper Cos Inc/The                                                          | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |     12771 | NS      | $1046711.16   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial Inc                     | Corebridge Financial Inc                                                    | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |     27071 | NS      | $816732.07    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Core & Main Inc                              | Core & Main Inc                                                             | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9233 | NS      | $479839.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties                      | COPT Defense Properties                                                     | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               |  | US        |     21476 | NS      | $597032.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Inc                       | Cousins Properties Inc                                                      | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               |  | US        |     31419 | NS      | $809981.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Acceptance Corp                       | Credit Acceptance Corp                                                      | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       445 | NS      | $197339.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Crocs Inc                                    | Crocs Inc                                                                   | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      5548 | NS      | $474464.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                             | Crown Castle Inc                                                            | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |     23299 | NS      | $2070582.13   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                           | Crown Holdings Inc                                                          | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     19476 | NS      | $2005443.72   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                    | CubeSmart                                                                   | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               |  | US        |     38273 | NS      | $1379741.65   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc                     | Cullen/Frost Bankers Inc                                                    | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |     10467 | NS      | $1325436.21   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                  | Cummins Inc                                                                 | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     14704 | NS      | $7505656.80   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                | DR Horton Inc                                                               | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |     42399 | NS      | $6106727.97   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                                | DTE Energy Co                                                               | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     37316 | NS      | $4813017.68   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                 | Danaher Corp                                                                | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     45473 | NS      | $10409679.16  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc                       | Darden Restaurants Inc                                                      | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      9271 | NS      | $1706049.42   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                      | Darling Ingredients Inc                                                     | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     26281 | NS      | $946116.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc                                   | DaVita Inc                                                                  | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |      5374 | NS      | $610540.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                   | Deere & Co                                                                  | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     19081 | NS      | $8883541.17   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                        | Dell Technologies Inc                                                       | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |     24315 | NS      | $3060772.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                          | Delta Air Lines Inc                                                         | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |    109145 | NS      | $7574663.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                    | Dick's Sporting Goods Inc                                                   | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |      8099 | NS      | $1603359.03   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc                     | Digital Realty Trust Inc                                                    | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |     37560 | NS      | $5810907.60   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                           | Walt Disney Co/The                                                          | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |    145282 | NS      | $16528733.14  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc                       | Dolby Laboratories Inc                                                      | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |      3633 | NS      | $233311.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                          | Dollar General Corp                                                         | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |     28707 | NS      | $3811428.39   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                          | Dominion Energy Inc                                                         | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |    129220 | NS      | $7570999.80   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co Inc                             | Donaldson Co Inc                                                            | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |      4908 | NS      | $435143.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                   | Dover Corp                                                                  | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |     26576 | NS      | $5188698.24   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                        | East West Bancorp Inc                                                       | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |     23334 | NS      | $2622508.26   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties Inc                     | EastGroup Properties Inc                                                    | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               |  | US        |      6461 | NS      | $1150962.54   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co                          | Eastman Chemical Co                                                         | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     23185 | NS      | $1479898.55   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                     | eBay Inc                                                                    | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     25404 | NS      | $2212688.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                   | Ecolab Inc                                                                  | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       692 | NS      | $181663.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Inc                     | Elanco Animal Health Inc                                                    | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |     88973 | NS      | $2013458.99   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc                        | Element Solutions Inc                                                       | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     47163 | NS      | $1178603.37   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                          | Emerson Electric Co                                                         | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     55678 | NS      | $7389584.16   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp                        | Encompass Health Corp                                                       | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      9216 | NS      | $978186.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc/The                         | Ensign Group Inc/The                                                        | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |       453 | NS      | $78912.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris Inc                                 | Entegris Inc                                                                | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |     10654 | NS      | $897599.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc                             | EPAM Systems Inc                                                            | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |      1773 | NS      | $363252.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                  | Equinix Inc                                                                 | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |      1275 | NS      | $976854.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                       | Equitable Holdings Inc                                                      | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     40881 | NS      | $1947979.65   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties Inc              | Equity LifeStyle Properties Inc                                             | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               |  | US        |     17403 | NS      | $1054795.83   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                           | Equity Residential                                                          | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               |  | US        |     65654 | NS      | $4138828.16   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp                                    | Esab Corp                                                                   | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |      2285 | NS      | $255280.20    | 0.01%             |  |  |  | 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      | $1007164.62   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc                      | Essential Utilities Inc                                                     | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |     51691 | NS      | $1982866.76   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc                     | Essex Property Trust Inc                                                    | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               |  | US        |      8960 | NS      | $2344652.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide Inc                        | Euronet Worldwide Inc                                                       | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |      1307 | NS      | $99475.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc                                 | Evercore Inc                                                                | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |      3355 | NS      | $1141538.75   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                   | Evergy Inc                                                                  | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     39027 | NS      | $2829067.23   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                            | Eversource Energy                                                           | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     64338 | NS      | $4331877.54   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corp                          | Exact Sciences Corp                                                         | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |      1931 | NS      | $196112.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                  | Exelon Corp                                                                 | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |    161053 | NS      | $7020300.27   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc   | Expeditors International of Washington Inc                                  | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |     15088 | NS      | $2248262.88   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc                      | Extra Space Storage Inc                                                     | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |     32160 | NS      | $4187875.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp                                     | FMC Corp                                                                    | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |     23431 | NS      | $324987.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                                  | FNB Corp/PA                                                                 | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     54917 | NS      | $939080.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc                           | FTI Consulting Inc                                                          | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      2804 | NS      | $479007.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust              | Federal Realty Investment Trust                                             | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               |  | US        |     15951 | NS      | $1607860.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                   | FedEx Corp                                                                  | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     31658 | NS      | $9144729.88   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises Inc                     | Ferguson Enterprises Inc                                                    | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |      9026 | NS      | $2009458.38   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                          | Fifth Third Bancorp                                                         | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |    113229 | NS      | $5300249.49   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp                | First American Financial Corp                                               | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     17210 | NS      | $1057382.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc/NC             | First Citizens BancShares Inc/NC                                            | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |      1155 | NS      | $2478837.90   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc               | First Financial Bankshares Inc                                              | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |     17632 | NS      | $526667.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp                           | First Horizon Corp                                                          | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     89454 | NS      | $2137950.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust Inc            | First Industrial Realty Trust Inc                                           | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               |  | US        |     17681 | NS      | $1012590.87   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings Inc                       | FirstCash Holdings Inc                                                      | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1891 | NS      | $301387.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                               | Five Below Inc                                                              | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |      3786 | NS      | $713130.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor & Decor Holdings Inc                   | Floor & Decor Holdings Inc                                                  | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |      7197 | NS      | $438225.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp                               | Flowserve Corp                                                              | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     12597 | NS      | $873979.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                | Ford Motor Co                                                               | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    599121 | NS      | $7860467.52   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                                 | Fortive Corp                                                                | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     17825 | NS      | $984118.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc               | Fortune Brands Innovations Inc                                              | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     13814 | NS      | $690976.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc                       | Franklin Resources Inc                                                      | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     49943 | NS      | $1193138.27   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                                    | GATX Corp                                                                   | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |      5420 | NS      | $919232.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc                            | GXO Logistics Inc                                                           | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |      3417 | NS      | $179870.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc               | GE HealthCare Technologies Inc                                              | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |     71081 | NS      | $5830063.62   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp                                | GameStop Corp                                                               | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |     22991 | NS      | $461659.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap Inc/The                                  | Gap Inc/The                                                                 | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     34165 | NS      | $874624.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                          | General Electric Co                                                         | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     69217 | NS      | $21320912.51  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                            | General Mills Inc                                                           | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     91435 | NS      | $4251727.50   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                            | General Motors Co                                                           | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    130908 | NS      | $10645438.56  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                             | Genuine Parts Co                                                            | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |     17531 | NS      | $2155611.76   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                          | Gilead Sciences Inc                                                         | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    113318 | NS      | $13908651.32  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc                          | Glacier Bancorp Inc                                                         | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     20431 | NS      | $899985.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp                                 | Glaukos Corp                                                                | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |      9128 | NS      | $1030642.48   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                  | Goldman Sachs Group Inc/The                                                 | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     32395 | NS      | $28475205.00  | 1.53%             |  |  |  | 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      | $858269.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Healthcare REIT Inc                 | American Healthcare REIT Inc                                                | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               |  | US        |     21046 | NS      | $990424.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                       | Group 1 Automotive Inc                                                      | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      1694 | NS      | $666250.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Guardant Health Inc                          | Guardant Health Inc                                                         | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |      2145 | NS      | $219090.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                           | HCA Healthcare Inc                                                          | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      7750 | NS      | $3618165.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                       | HP Inc                                                                      | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |    134516 | NS      | $2997016.48   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                         | Hancock Whitney Corp                                                        | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     15296 | NS      | $974049.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group Inc/The              | Hanover Insurance Group Inc/The                                             | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      5567 | NS      | $1017480.59   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Insurance Group Inc/The             | Hartford Insurance Group Inc/The                                            | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     47422 | NS      | $6534751.60   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                   | Hasbro Inc                                                                  | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |     16551 | NS      | $1357182.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Inc                  | Healthcare Realty Trust Inc                                                 | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               |  | US        |     58815 | NS      | $996914.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                    | Healthpeak Properties Inc                                                   | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               |  | US        |    117355 | NS      | $1887068.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                  | Jack Henry & Associates Inc                                                 | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |       108 | NS      | $19707.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                               | Hershey Co/The                                                              | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |     14021 | NS      | $2551541.58   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                | Hewlett Packard Enterprise Co                                               | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |    190601 | NS      | $4578236.02   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                  | Hologic Inc                                                                 | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     10479 | NS      | $780580.71    | 0.04%             |  |  |  | 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      | $869875.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                           | Home Depot Inc/The                                                          | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     32683 | NS      | $11246220.30  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                            | Hormel Foods Corp                                                           | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |     51060 | NS      | $1210122.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                    | Host Hotels & Resorts Inc                                                   | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |    115106 | NS      | $2040829.38   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc                           | Houlihan Lokey Inc                                                          | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |      2250 | NS      | $391927.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                                  | Hubbell Inc                                                                 | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      1261 | NS      | $560022.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                   | Humana Inc                                                                  | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |     20451 | NS      | $5238114.63   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc               | JB Hunt Transport Services Inc                                              | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |     11325 | NS      | $2200900.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                 | Huntington Bancshares Inc/OH                                                | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |    272252 | NS      | $4723572.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc                                      | ITT Inc                                                                     | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      1307 | NS      | $226777.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                                  | IDACORP Inc                                                                 | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |      9429 | NS      | $1193334.24   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                                    | IDEX Corp                                                                   | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      5632 | NS      | $1002158.08   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                      | Illinois Tool Works Inc                                                     | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      4855 | NS      | $1195786.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                 | Illumina Inc                                                                | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |     25541 | NS      | $3349957.56   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                                | Ingredion Inc                                                               | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     10469 | NS      | $1154311.94   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Inc                                   | Insmed Inc                                                                  | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |     17007 | NS      | $2959898.28   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                   | Intel Corp                                                                  | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    493343 | NS      | $18204356.70  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                | Intercontinental Exchange Inc                                               | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     43040 | NS      | $6970758.40   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp         | International Business Machines Corp                                        | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     40167 | NS      | $11897867.07  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc       | International Flavors & Fragrances Inc                                      | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |     35675 | NS      | $2404138.25   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co                       | International Paper Co                                                      | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |    101756 | NS      | $4008168.84   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc                         | Invitation Homes Inc                                                        | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               |  | US        |     29754 | NS      | $826863.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals Inc                    | Ionis Pharmaceuticals Inc                                                   | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |     15236 | NS      | $1205319.96   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                           | IQVIA Holdings Inc                                                          | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |     14208 | NS      | $3202625.28   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                                    | Itron Inc                                                                   | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |      5319 | NS      | $493922.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                          | JPMorgan Chase & Co                                                         | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    221824 | NS      | $71476129.28  | 3.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                    | Jabil Inc                                                                   | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |       135 | NS      | $30782.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                        | Jackson Financial Inc                                                       | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |       426 | NS      | $45432.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc                | Jefferies Financial Group Inc                                               | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     27025 | NS      | $1674739.25   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT Marel Corp                               | JBT Marel Corp                                                              | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |      5267 | NS      | $793578.89    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc                       | Jones Lang LaSalle Inc                                                      | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      8313 | NS      | $2797075.11   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc                                 | KKR & Co Inc                                                                | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |     11550 | NS      | $1472394.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue Inc                                   | Kenvue Inc                                                                  | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |     42498 | NS      | $733090.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                         | Keurig Dr Pepper Inc                                                        | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    144054 | NS      | $4034952.54   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                      | KeyCorp                                                                     | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |    157516 | NS      | $3251130.24   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp                           | Kilroy Realty Corp                                                          | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               |  | US        |     21181 | NS      | $791533.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Kimberly-Clark Corp                          | Kimberly-Clark Corp                                                         | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     27539 | NS      | $2778409.71   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp                            | Kimco Realty Corp                                                           | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               |  | US        |    113050 | NS      | $2291523.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Knife River Corp                             | Knife River Corp                                                            | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2000 | NS      | $140700.00    | 0.01%             |  |  |  | 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      | $1521400.28   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                           | Kraft Heinz Co/The                                                          | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |    147896 | NS      | $3586478.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                | Kroger Co/The                                                               | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |    105788 | NS      | $6609634.24   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc                         | Kyndryl Holdings Inc                                                        | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |     24066 | NS      | $639192.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                     | LKQ Corp                                                                    | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     35438 | NS      | $1070227.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc                         | Labcorp Holdings Inc                                                        | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9291 | NS      | $2330926.08   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co                         | Lamar Advertising Co                                                        | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               |  | US        |     10643 | NS      | $1347190.94   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                     | Lamb Weston Holdings Inc                                                    | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      6116 | NS      | $256199.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc                          | Landstar System Inc                                                         | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      3856 | NS      | $554107.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                     | Estee Lauder Cos Inc/The                                                    | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |     12468 | NS      | $1305648.96   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                    | Lear Corp                                                                   | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      9928 | NS      | $1137748.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                  | Lennar Corp                                                                 | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     40673 | NS      | $4181184.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp                       | Liberty Broadband Corp                                                      | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |     20356 | NS      | $989301.60    | 0.05%             |  |  |  | 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      | $186060.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc                | Lincoln Electric Holdings Inc                                               | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      1066 | NS      | $255456.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lineage Inc                                  | Lineage Inc                                                                 | CUSIP: 53566V106<br>LEI: N/A                  | Long             | EC               |  | US        |      6271 | NS      | $219485.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc                            | Lithia Motors Inc                                                           | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      2946 | NS      | $979044.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc                               | Littelfuse Inc                                                              | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      2074 | NS      | $524556.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp                       | Louisiana-Pacific Corp                                                      | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      7125 | NS      | $575415.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                               | Lowe's Cos Inc                                                              | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     34508 | NS      | $8321949.28   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc                        | Lumentum Holdings Inc                                                       | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |      2078 | NS      | $765930.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| M&T Bank Corp                                | M&T Bank Corp                                                               | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |     26273 | NS      | $5293484.04   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                         | MGIC Investment Corp                                                        | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     38801 | NS      | $1133765.22   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Inc                                      | MKS Inc                                                                     | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     10482 | NS      | $1675023.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Madrigal Pharmaceuticals Inc                 | Madrigal Pharmaceuticals Inc                                                | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               | CORP              | US        |      3202 | NS      | $1864652.68   | 0.10%             |  |  |  | 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        |   5989447 | NS      | $5989447.20   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Maplebear Inc                                | Maplebear Inc                                                               | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6759 | NS      | $304019.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Group Inc                             | Markel Group Inc                                                            | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |      2161 | NS      | $4645393.65   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                     | Marsh & McLennan Cos Inc                                                    | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     15898 | NS      | $2949396.96   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                       | Marvell Technology Inc                                                      | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47622 | NS      | $4046917.56   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                   | Masco Corp                                                                  | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     13059 | NS      | $828724.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc                                   | Mattel Inc                                                                  | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     45132 | NS      | $895418.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                        | McCormick & Co Inc/MD                                                       | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |     37453 | NS      | $2550923.83   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                               | Merck & Co Inc                                                              | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    274739 | NS      | $28919027.14  | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                  | MetLife Inc                                                                 | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     91633 | NS      | $7233509.02   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                     | Microchip Technology Inc                                                    | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     50181 | NS      | $3197533.32   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                        | Micron Technology Inc                                                       | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     76483 | NS      | $21829013.03  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities Inc        | Mid-America Apartment Communities Inc                                       | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |     17966 | NS      | $2495657.06   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp/The                            | Middleby Corp/The                                                           | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      7237 | NS      | $1075924.79   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                  | Moderna Inc                                                                 | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |     61816 | NS      | $1822953.84   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc                        | Mohawk Industries Inc                                                       | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      6439 | NS      | $703782.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc                        | Molina Healthcare Inc                                                       | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      9142 | NS      | $1586502.68   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                   | Mondelez International Inc                                                  | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |    136282 | NS      | $7336060.06   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                                     | Moog Inc                                                                    | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      2348 | NS      | $571855.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                                | Mosaic Co/The                                                               | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     65373 | NS      | $1574835.57   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                       | Mueller Industries Inc                                                      | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      8985 | NS      | $1031478.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                               | NRG Energy Inc                                                              | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     22006 | NS      | $3504235.44   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                   | Nasdaq Inc                                                                  | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     20828 | NS      | $2023023.64   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera Inc                                   | Natera Inc                                                                  | CUSIP: 632307104<br>LEI: 529900CQ3OZ0A0VYVU59 | Long             | EC               | CORP              | US        |     10565 | NS      | $2420335.85   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT Inc                                 | NNN REIT Inc                                                                | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               |  | US        |     34915 | NS      | $1383681.45   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust            | National Storage Affiliates Trust                                           | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Long             | EC               |  | US        |      7771 | NS      | $219219.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                   | NetApp Inc                                                                  | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |     19774 | NS      | $2117597.66   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp                           | Rithm Capital Corp                                                          | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               |  | US        |     89890 | NS      | $979801.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Bank NA                             | Flagstar Bank NA                                                            | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EC               | CORP              | US        |     12000 | NS      | $151080.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co/The                        | New York Times Co/The                                                       | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |       842 | NS      | $58451.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc                      | Nexstar Media Group Inc                                                     | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      4929 | NS      | $1000833.45   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                           | NextEra Energy Inc                                                          | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |    143806 | NS      | $11544745.68  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                     | NIKE Inc                                                                    | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |    104653 | NS      | $6667442.63   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                 | NiSource Inc                                                                | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     82655 | NS      | $3451672.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                                 | Nordson Corp                                                                | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |      3451 | NS      | $829723.93    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                          | Northern Trust Corp                                                         | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     32009 | NS      | $4372109.31   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                   | Nucor Corp                                                                  | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     39742 | NS      | $6482317.62   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                    | Occidental Petroleum Corp                                                   | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |    136363 | NS      | $5607246.56   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN                      | Old National Bancorp/IN                                                     | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     57162 | NS      | $1275284.22   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp              | Old Republic International Corp                                             | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     37304 | NS      | $1702554.56   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                            | Omnicom Group Inc                                                           | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     55032 | NS      | $4443834.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc               | Omega Healthcare Investors Inc                                              | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               |  | US        |     53996 | NS      | $2394182.64   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                        | ON Semiconductor Corp                                                       | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      4653 | NS      | $251959.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings Inc                         | OneMain Holdings Inc                                                        | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |     20217 | NS      | $1365658.35   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc                       | Option Care Health Inc                                                      | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     10219 | NS      | $325577.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp                                 | Oshkosh Corp                                                                | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     12151 | NS      | $1526530.13   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                          | Otis Worldwide Corp                                                         | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      9598 | NS      | $838385.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc                             | PJT Partners Inc                                                            | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |       500 | NS      | $83600.00     | 0.00%             |  |  |  | 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        |     53633 | NS      | $11194816.09  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| TXNM Energy Inc                              | TXNM Energy Inc                                                             | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     15247 | NS      | $897743.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                           | PPG Industries Inc                                                          | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     39992 | NS      | $4097580.32   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                   | PACCAR Inc                                                                  | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     70555 | NS      | $7726478.05   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                    | Packaging Corp of America                                                   | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |     14040 | NS      | $2895469.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Skydance Corp                      | Paramount Skydance Corp                                                     | CUSIP: 69932A204<br>LEI: 529900B6VAJG54Y9QF02 | Long             | EC               | CORP              | US        |     57567 | NS      | $771397.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                         | Parker-Hannifin Corp                                                        | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      3506 | NS      | $3081633.76   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp                                 | Parsons Corp                                                                | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |      2000 | NS      | $123600.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                  | Paychex Inc                                                                 | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      5980 | NS      | $670836.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                          | PayPal Holdings Inc                                                         | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     85718 | NS      | $5004216.84   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services Inc              | PennyMac Financial Services Inc                                             | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |      4520 | NS      | $595916.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc                  | Penske Automotive Group Inc                                                 | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |      2304 | NS      | $364700.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                  | PepsiCo Inc                                                                 | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |    136321 | NS      | $19564789.92  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co                    | Performance Food Group Co                                                   | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     19115 | NS      | $1718820.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Revvity Inc                                  | Revvity Inc                                                                 | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |     15259 | NS      | $1476308.25   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                   | Pfizer Inc                                                                  | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    674111 | NS      | $16785363.90  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co Inc                     | Phillips Edison & Co Inc                                                    | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               |  | US        |     19746 | NS      | $702365.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp                         | Pilgrim's Pride Corp                                                        | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |      7195 | NS      | $280533.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc              | Pinnacle Financial Partners Inc                                             | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     10190 | NS      | $972227.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ESC PIVOTAL SOFTWARE I                       | ESC PIVOTAL SOFTWARE I                                                      | CUSIP: 725ESC016<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4878 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| Pool Corp                                    | Pool Corp                                                                   | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |      1829 | NS      | $418383.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc                                  | Popular Inc                                                                 | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |     10719 | NS      | $1334729.88   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co                 | Portland General Electric Co                                                | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     19163 | NS      | $919632.37    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc                            | Post Holdings Inc                                                           | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      8590 | NS      | $850839.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                       | T Rowe Price Group Inc                                                      | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |     37532 | NS      | $3842526.16   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Brands Corp                            | Primo Brands Corp                                                           | CUSIP: 741623102<br>LEI: 254900J0WS4AXV2LAX55 | Long             | EC               | CORP              | US        |     17912 | NS      | $292861.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc                                | Primerica Inc                                                               | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |      3036 | NS      | $784380.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                | Principal Financial Group Inc                                               | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |     38340 | NS      | $3381971.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                      | Procter & Gamble Co/The                                                     | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    114834 | NS      | $16456860.54  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                         | Progressive Corp/The                                                        | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     15346 | NS      | $3494591.12   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                 | Prologis Inc                                                                | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |    114306 | NS      | $14592303.96  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                     | Prudential Financial Inc                                                    | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     59123 | NS      | $6673804.24   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Inc          | Public Service Enterprise Group Inc                                         | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     82075 | NS      | $6590622.50   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                               | Public Storage                                                              | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               |  | US        |     13341 | NS      | $3461989.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                               | PulteGroup Inc                                                              | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33879 | NS      | $3972651.54   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc                              | Q2 Holdings Inc                                                             | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |      2091 | NS      | $150886.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                 | QUALCOMM Inc                                                                | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     63206 | NS      | $10811386.30  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                        | Quest Diagnostics Inc                                                       | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |     17540 | NS      | $3043716.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                     | RLI Corp                                                                    | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      2884 | NS      | $184518.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc                        | RPM International Inc                                                       | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     14066 | NS      | $1462864.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralliant Corp                                | Ralliant Corp                                                               | CUSIP: 750940108<br>LEI: 52990024QKO4DYT8N464 | Long             | EC               | CORP              | US        |      5941 | NS      | $302456.31    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp                            | Ralph Lauren Corp                                                           | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      1037 | NS      | $366693.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc                  | Raymond James Financial Inc                                                 | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |     30874 | NS      | $4958055.66   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                           | Realty Income Corp                                                          | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               |  | US        |    137808 | NS      | $7768236.96   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp                           | Regal Rexnord Corp                                                          | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      6759 | NS      | $948422.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                         | Regency Centers Corp                                                        | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               |  | US        |     28765 | NS      | $1985647.95   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                | Regeneron Pharmaceuticals Inc                                               | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |     13681 | NS      | $10559953.47  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                       | Regions Financial Corp                                                      | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |    149329 | NS      | $4046815.90   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Inc             | Reinsurance Group of America Inc                                            | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |     11054 | NS      | $2249046.84   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Inc                                 | Reliance Inc                                                                | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |     14473 | NS      | $4180815.51   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp                                | Repligen Corp                                                               | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      4129 | NS      | $676577.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                        | Republic Services Inc                                                       | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       777 | NS      | $164669.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolution Medicines Inc                     | Revolution Medicines Inc                                                    | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |     28866 | NS      | $2299176.90   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc                | Rexford Industrial Realty Inc                                               | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               |  | US        |     39252 | NS      | $1519837.44   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half Inc                              | Robert Half Inc                                                             | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |     16161 | NS      | $438932.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc                      | Rockwell Automation Inc                                                     | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      1581 | NS      | $615119.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Roku Inc                                     | Roku Inc                                                                    | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |      8037 | NS      | $871934.13    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                       | Roper Technologies Inc                                                      | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      2073 | NS      | $922754.49    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                              | Ross Stores Inc                                                             | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      8689 | NS      | $1565236.46   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc                             | Ryder System Inc                                                            | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      6472 | NS      | $1238676.08   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties Inc             | Ryman Hospitality Properties Inc                                            | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               |  | US        |      7608 | NS      | $719868.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                      | SBA Communications Corp                                                     | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |      3339 | NS      | $645862.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                                     | SLM Corp                                                                    | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28070 | NS      | $759574.20    | 0.04%             |  |  |  | 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      | $994927.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                     | Saia Inc                                                                    | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      1194 | NS      | $389864.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandisk Corp/DE                              | Sandisk Corp/DE                                                             | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20532 | NS      | $4873886.16   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc                             | Henry Schein Inc                                                            | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |     18425 | NS      | $1392561.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                      | Charles Schwab Corp/The                                                     | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     94883 | NS      | $9479760.53   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp      | Science Applications International Corp                                     | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |      7780 | NS      | $783134.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                              | Sealed Air Corp                                                             | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |     27853 | NS      | $1153949.79   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                       | Sempra                                                                      | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     94508 | NS      | $8344111.32   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US                | Service Corp International/US                                               | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     18116 | NS      | $1412504.52   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc                          | Silgan Holdings Inc                                                         | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     19023 | NS      | $767958.51    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| QXO Inc                                      | QXO Inc                                                                     | CUSIP: 82846H405<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |     71668 | NS      | $1382475.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Simon Property Group Inc                     | Simon Property Group Inc                                                    | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |     41190 | NS      | $7624680.90   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co Inc                 | Simpson Manufacturing Co Inc                                                | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |      2190 | NS      | $353619.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SiteOne Landscape Supply Inc                 | SiteOne Landscape Supply Inc                                                | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |      2131 | NS      | $265437.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings Inc                       | Sirius XM Holdings Inc                                                      | CUSIP: 829933100<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |     36863 | NS      | $737075.69    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc                       | Skyworks Solutions Inc                                                      | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |     20957 | NS      | $1328883.37   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                               | A O Smith Corp                                                              | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |     12930 | NS      | $864758.40    | 0.05%             |  |  |  | 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      | $970959.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                                  | Snap-on Inc                                                                 | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      7898 | NS      | $2721650.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap Inc                                     | Snap Inc                                                                    | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |    107693 | NS      | $869082.51    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SoFi Technologies Inc                        | SoFi Technologies Inc                                                       | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               | CORP              | US        |     79254 | NS      | $2074869.72   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSTATE BANK CORP                         | SOUTHSTATE BANK CORP                                                        | CUSIP: 84472E102<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     16431 | NS      | $1546321.41   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc                   | Southwest Gas Holdings Inc                                                  | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |     11275 | NS      | $902225.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc                          | STAG Industrial Inc                                                         | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               |  | US        |     34850 | NS      | $1281086.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker Inc                   | Stanley Black & Decker Inc                                                  | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |     29477 | NS      | $2189551.56   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                               | Starbucks Corp                                                              | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     68611 | NS      | $5777732.31   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust Inc                  | Starwood Property Trust Inc                                                 | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               |  | US        |     54964 | NS      | $989901.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| State Street Corp                            | State Street Corp                                                           | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     48488 | NS      | $6255436.88   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                           | Steel Dynamics Inc                                                          | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     28628 | NS      | $4851014.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp                        | Stifel Financial Corp                                                       | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     17353 | NS      | $2172942.66   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp                       | Synovus Financial Corp                                                      | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     24473 | NS      | $1224873.65   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp                               | TD SYNNEX Corp                                                              | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      9722 | NS      | $1460536.06   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                          | Synchrony Financial                                                         | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     62018 | NS      | $5174161.74   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                   | Sysco Corp                                                                  | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     80265 | NS      | $5914727.85   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                              | T-Mobile US Inc                                                             | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     20300 | NS      | $4121712.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG Inc                                      | TPG Inc                                                                     | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Long             | EC               | CORP              | US        |      7552 | NS      | $482119.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc            | Take-Two Interactive Software Inc                                           | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |     17248 | NS      | $4416005.44   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                 | Tapestry Inc                                                                | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      8998 | NS      | $1149674.46   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                  | Target Corp                                                                 | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     58522 | NS      | $5720525.50   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                    | Taylor Morrison Home Corp                                                   | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     17211 | NS      | $1013211.57   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                    | Teledyne Technologies Inc                                                   | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      4067 | NS      | $2077138.91   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International Inc                 | Somnigroup International Inc                                                | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |      2460 | NS      | $219628.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Teradyne Inc                                 | Teradyne Inc                                                                | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      6219 | NS      | $1203749.64   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp                          | Terreno Realty Corp                                                         | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               |  | US        |     17709 | NS      | $1039695.39   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                        | Texas Instruments Inc                                                       | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     57891 | NS      | $10043509.59  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                 | Thermo Fisher Scientific Inc                                                | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     23314 | NS      | $13509297.30  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                                | Timken Co/The                                                               | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     11530 | NS      | $970018.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc                            | Toll Brothers Inc                                                           | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     16688 | NS      | $2256551.36   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                                | TopBuild Corp                                                               | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      1959 | NS      | $817275.21    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co/The                                  | Toro Co/The                                                                 | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |     12406 | NS      | $976600.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                            | Tractor Supply Co                                                           | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |     25161 | NS      | $1258301.61   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                        | Travelers Cos Inc/The                                                       | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     31695 | NS      | $9193451.70   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                  | Trimble Inc                                                                 | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |     29411 | NS      | $2304351.85   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                        | Truist Financial Corp                                                       | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    184922 | NS      | $9100011.62   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc                                   | Twilio Inc                                                                  | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      2919 | NS      | $415198.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                      | UDR Inc                                                                     | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               |  | US        |     31338 | NS      | $1149477.84   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                     | UGI Corp                                                                    | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     40164 | NS      | $1503338.52   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                           | UMB Financial Corp                                                          | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     11592 | NS      | $1333543.68   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                           | UFP Industries Inc                                                          | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      7312 | NS      | $665757.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                   | US Bancorp                                                                  | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |    212915 | NS      | $11361144.40  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                           | Union Pacific Corp                                                          | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     43643 | NS      | $10095498.76  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc/WV                     | United Bankshares Inc/WV                                                    | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |     25113 | NS      | $964339.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                    | United Parcel Service Inc                                                   | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |    103954 | NS      | $10311197.26  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                           | United Rentals Inc                                                          | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      1354 | NS      | $1095819.28   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp                        | US Foods Holding Corp                                                       | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |     18834 | NS      | $1418576.88   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp                     | United Therapeutics Corp                                                    | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      1360 | NS      | $662660.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                       | UnitedHealth Group Inc                                                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     99150 | NS      | $32730406.50  | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp                       | Universal Display Corp                                                      | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       900 | NS      | $105102.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                   | Unum Group                                                                  | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     28345 | NS      | $2196737.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                         | Urban Outfitters Inc                                                        | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      6362 | NS      | $478804.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp                                      | VF Corp                                                                     | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |     43075 | NS      | $778796.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc                             | Vail Resorts Inc                                                            | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |      5416 | NS      | $719244.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Valley National Bancorp                      | Valley National Bancorp                                                     | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     87636 | NS      | $1023588.48   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Valmont Industries Inc                       | Valmont Industries Inc                                                      | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      2472 | NS      | $994535.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Varonis Systems Inc                          | Varonis Systems Inc                                                         | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |      5374 | NS      | $176267.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                   | Ventas Inc                                                                  | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |     28550 | NS      | $2209199.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                   | Verizon Communications Inc                                                  | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    489451 | NS      | $19935339.23  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc                          | Virtu Financial Inc                                                         | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     14673 | NS      | $488904.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                                 | Vontier Corp                                                                | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     15802 | NS      | $587518.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                         | Vornado Realty Trust                                                        | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               |  | US        |     31580 | NS      | $1050982.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                           | Voya Financial Inc                                                          | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     17086 | NS      | $1272736.14   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co                          | Vulcan Materials Co                                                         | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      4990 | NS      | $1423247.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey Inc                                 | WP Carey Inc                                                                | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               |  | US        |     36959 | NS      | $2378681.24   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                         | WEC Energy Group Inc                                                        | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     57047 | NS      | $6016176.62   | 0.32%             |  |  |  | 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      | $210248.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                  | Walmart Inc                                                                 | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    151102 | NS      | $16834273.82  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                    | Warner Bros Discovery Inc                                                   | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |    405721 | NS      | $11692879.22  | 0.63%             |  |  |  | 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      | $291211.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                         | Waste Management Inc                                                        | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      3773 | NS      | $828965.83    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                                   | Watsco Inc                                                                  | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |      3688 | NS      | $1242671.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Watts Water Technologies Inc                 | Watts Water Technologies Inc                                                | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |        42 | NS      | $11592.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair Inc                                  | Wayfair Inc                                                                 | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |     12979 | NS      | $1303221.39   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                       | Webster Financial Corp                                                      | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     26846 | NS      | $1689687.24   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                             | Wells Fargo & Co                                                            | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    346312 | NS      | $32276278.40  | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International Inc                      | WESCO International Inc                                                     | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      6385 | NS      | $1562026.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                     | Western Alliance Bancorp                                                    | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     18885 | NS      | $1587661.95   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                         | Western Digital Corp                                                        | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     49822 | NS      | $8582835.94   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                              | Weyerhaeuser Co                                                             | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |     93418 | NS      | $2213072.42   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                          | Williams-Sonoma Inc                                                         | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       686 | NS      | $122512.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp                      | Wintrust Financial Corp                                                     | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     10652 | NS      | $1489362.64   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                 | Wyndham Hotels & Resorts Inc                                                | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |      7922 | NS      | $598586.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc                                      | XPO Inc                                                                     | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |     12891 | NS      | $1752015.81   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                              | Xcel Energy Inc                                                             | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     92027 | NS      | $6797114.22   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                                 | Xylem Inc/NY                                                                | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |     18132 | NS      | $2469215.76   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp                      | Zebra Technologies Corp                                                     | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      3101 | NS      | $752984.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group Inc                             | Zillow Group Inc                                                            | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |     25334 | NS      | $1728285.48   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                   | Zimmer Biomet Holdings Inc                                                  | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |     21268 | NS      | $1912418.56   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                             | Zions Bancorp NA                                                            | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     25196 | NS      | $1474973.84   | 0.08%             |  |  |  | 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      | $458623.85    | 0.02%             |  |  |  | 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        |   3958240 | NS      | $3958240.15   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                                 | Alkermes PLC                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      9282 | NS      | $259710.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                 | Allegion plc                                                                | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |      2396 | NS      | $381491.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                    | Amcor PLC                                                                   | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |    463130 | NS      | $3862504.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Amdocs Ltd                                   | Amdocs Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | GG        |     10366 | NS      | $834566.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                       | Arch Capital Group Ltd                                                      | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |     53487 | NS      | $5130473.04   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd                    | Axis Capital Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |     12543 | NS      | $1343229.87   | 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      | $1252012.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                | Accenture PLC                                                               | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |     19407 | NS      | $5206898.10   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                      | CRH PLC                                                                     | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |     69920 | NS      | $8726016.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                             | Essent Group Ltd                                                            | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |     14861 | NS      | $966113.61    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd                            | Everest Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |      6950 | NS      | $2358482.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                    | Aptiv PLC                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |     37026 | NS      | $2817308.34   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corp PLC                    | Gates Industrial Corp PLC                                                   | CUSIP: 000000000<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | GB        |     35947 | NS      | $771782.09    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd                                  | Genpact Ltd                                                                 | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |     20346 | NS      | $951785.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                    | Janus Henderson Group PLC                                                   | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |     20642 | NS      | $981939.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                  | Invesco Ltd                                                                 | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |     76694 | NS      | $2014751.38   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                     | Jazz Pharmaceuticals PLC                                                    | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |      9386 | NS      | $1595620.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc           | Johnson Controls International plc                                          | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |     62316 | NS      | $7462341.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                    | Linde PLC                                                                   | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |     14346 | NS      | $6116990.94   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                | Medtronic PLC                                                               | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |    142284 | NS      | $13667801.04  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Joby Aviation Inc                            | Joby Aviation Inc                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37212 | NS      | $491198.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| nVent Electric PLC                           | nVent Electric PLC                                                          | CUSIP: 000000000<br>LEI: 254900LK60A9DK5W5N81 | Long             | EC               | CORP              | IE        |     23094 | NS      | $2354895.18   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd                   | RenaissanceRe Holdings Ltd                                                  | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |      7379 | NS      | $2074679.64   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Roivant Sciences Ltd                         | Roivant Sciences Ltd                                                        | CUSIP: 000000000<br>LEI: 549300DL466NY5J6U724 | Long             | EC               | CORP              | BM        |     69817 | NS      | $1515028.90   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma PLC                           | Royalty Pharma PLC                                                          | CUSIP: 000000000<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | GB        |     65985 | NS      | $2549660.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC              | Seagate Technology Holdings PLC                                             | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |     31265 | NS      | $8610068.35   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                  | Pentair PLC                                                                 | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |     10297 | NS      | $1072329.58   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit WestRock PLC                         | Smurfit WestRock PLC                                                        | CUSIP: 000000000<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |     74744 | NS      | $2890350.48   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                   | STERIS PLC                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       130 | NS      | $32957.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                     | Willis Towers Watson PLC                                                    | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |      1909 | NS      | $627297.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Global SA                              | Bunge Global SA                                                             | CUSIP: 000000000<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               | CORP              | CH        |     23375 | NS      | $2082245.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                            | CNH Industrial NV                                                           | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |    167802 | NS      | $1547134.44   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd                                     | Flex Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | SG        |     54062 | NS      | $3266426.04   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-29

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

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer