# EDGAR Filing Document

**Accession Number:** 0001105446
**File Stem:** 0001410368-26-020583
**Filing Date:** 2026-2
**Character Count:** 320841
**Document Hash:** 1d9d7fa24e922c6166da1558cf0a8351
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-020583.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0001410368-26-020583

**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:** 26696857

**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 Mid-Cap Core Responsible Index Fund (Series ID: S000051236)

| Class ID   | Class Name                                              | Ticker Symbol   |
|:---|:---|:---|
| C000161544 | Class A                                                 | CMJAX           |
| C000161547 | Class I                                                 | CMJIX           |
| C000235283 | Calvert US Mid-Cap Core Responsible Index Fund Class R6 | CMCRX           |

## Nport-Ex

Calvert

US Mid-Cap Core Responsible Index Fund

December 31, 2025

Schedule of Investments (Unaudited)

------

Common Stocks — 99.4%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Aerospace & Defense — 1.2% | Aerospace & Defense — 1.2% |  |
| ATI, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7790 | $893980 |
| Carpenter Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2630 | &nbsp;&nbsp; 828029 |
| Curtiss-Wright Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1598 | &nbsp;&nbsp; 880930 |
| HEICO Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4566 | &nbsp;&nbsp; 1477512 |
| Loar Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1370 | &nbsp;&nbsp; 93160 |
| Moog, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1161 | &nbsp;&nbsp; 282762 |
| Woodward, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2476 | &nbsp;&nbsp; 748544 |
|  |  | **$5204917** |
| Air Freight & Logistics — 0.5% | Air Freight & Logistics — 0.5% |  |
| C.H. Robinson Worldwide, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5620 | &nbsp;&nbsp;&nbsp;&nbsp;$903471 |
| Expeditors International of Washington, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949492 |
| GXO Logistics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334738 |
|  |  | &nbsp;&nbsp;&nbsp;**$2187701** |
| Automobile Components — 0.4% | Automobile Components — 0.4% |  |
| Aptiv PLC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10213 | &nbsp;&nbsp;&nbsp;&nbsp;$777107 |
| Autoliv, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388980 |
| BorgWarner, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457449 |
| Lear Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305180 |
|  |  | &nbsp;&nbsp;&nbsp;**$1928716** |
| Automobiles — 1.3% | Automobiles — 1.3% |  |
| Ford Motor Co. | &nbsp;&nbsp;158025 | &nbsp;&nbsp;&nbsp;$2073288 |
| General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;36322 | &nbsp;&nbsp;&nbsp;&nbsp;2953705 |
| Rivian Automotive, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;37892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;746851 |
|  |  | &nbsp;&nbsp;&nbsp;**$5773844** |
| Banks — 4.0% | Banks — 4.0% |  |
| Bank OZK | &nbsp;&nbsp;&nbsp;&nbsp;4427 | &nbsp;&nbsp;&nbsp;&nbsp;$203731 |
| BOK Financial Corp.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84699 |
| Cadence Bank | &nbsp;&nbsp;&nbsp;&nbsp;7398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316930 |
| Citizens Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957982 |
| Columbia Banking System, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324667 |
| Comerica, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432911 |
| Commerce Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284887 |
| Cullen/Frost Bankers, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318348 |
| East West Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590272 |
| F.N.B. Corp. | &nbsp;&nbsp;&nbsp;&nbsp;13230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226233 |
| Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;25752 | &nbsp;&nbsp;&nbsp;&nbsp;1205451 |
| First Citizens Bancshares, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733994 |
| First Financial Bankshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144601 |
| First Horizon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;19661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469898 |
| Flagstar Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;10699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134700 |
| Glacier Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224831 |
| Hancock Whitney Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196516 |
| Home BancShares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210795 |
| Huntington Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;61982 | &nbsp;&nbsp;&nbsp;&nbsp;1075388 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Banks (continued) | Banks (continued) |  |
| KeyCorp | &nbsp;&nbsp;&nbsp;&nbsp;37266 | $769170 |
| M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6087 | &nbsp;&nbsp; 1226409 |
| Old National Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;13763 | &nbsp;&nbsp; 307053 |
| Pinnacle Financial Partners, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3067 | &nbsp;&nbsp; 292622 |
| Popular, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2546 | &nbsp;&nbsp; 317028 |
| Regions Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;33419 | &nbsp;&nbsp; 905655 |
| SouthState Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3764 | &nbsp;&nbsp; 354230 |
| Synovus Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5013 | &nbsp;&nbsp; 250901 |
| Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;49967 | &nbsp;&nbsp;&nbsp;&nbsp;2458876 |
| UMB Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337987 |
| United Bankshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196301 |
| Valley National Bancorp<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;17979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209995 |
| Webster Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379528 |
| Western Alliance Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;3935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330815 |
| Wintrust Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360316 |
| Zions Bancorp NA | &nbsp;&nbsp;&nbsp;&nbsp;5372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314477 |
|  |  | **$17148197** |
| Beverages — 0.6% | Beverages — 0.6% |  |
| Celsius Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7181 | &nbsp;&nbsp;&nbsp;&nbsp;$328459 |
| Coca-Cola Consolidated, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343852 |
| Keurig Dr. Pepper, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;55448 | &nbsp;&nbsp;&nbsp;&nbsp;1553099 |
| Primo Brands Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;9758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159543 |
|  |  | &nbsp;&nbsp;&nbsp;**$2384953** |
| Biotechnology — 3.0% | Biotechnology — 3.0% |  |
| Alkermes PLC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6245 | &nbsp;&nbsp;&nbsp;&nbsp;$174735 |
| Alnylam Pharmaceuticals, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5164 | &nbsp;&nbsp;&nbsp;&nbsp;2053465 |
| Biogen, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6183 | &nbsp;&nbsp;&nbsp;&nbsp;1088146 |
| BioMarin Pharmaceutical, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454402 |
| Exact Sciences Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776934 |
| Exelixis, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459557 |
| Halozyme Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308638 |
| Incyte Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667488 |
| Insmed, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8759 | &nbsp;&nbsp;&nbsp;&nbsp;1524416 |
| Ionis Pharmaceuticals, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527584 |
| Madrigal Pharmaceuticals, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450149 |
| Moderna, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460958 |
| Natera, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5529 | &nbsp;&nbsp;&nbsp;&nbsp;1266639 |
| Neurocrine Biosciences, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589871 |
| Revolution Medicines, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;561771 |
| Roivant Sciences Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;18261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396264 |
| United Therapeutics Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851713 |
|  |  | **$12612730** |
| Broadline Retail — 0.5% | Broadline Retail — 0.5% |  |
| eBay, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17543 | &nbsp;&nbsp;&nbsp;$1527995 |
| Etsy, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215773 |
| Ollie's Bargain Outlet Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244211 |
|  |  | &nbsp;&nbsp;&nbsp;**$1987979** |

---

------

Calvert

US Mid-Cap Core Responsible Index Fund

December 31, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Building Products — 1.6% | Building Products — 1.6% |  |
| A.O. Smith Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4740 | $317011 |
| AAON, Inc.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3017 | &nbsp;&nbsp; 230046 |
| Advanced Drainage Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3193 | &nbsp;&nbsp; 462442 |
| Allegion PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3718 | &nbsp;&nbsp; 591980 |
| Armstrong World Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1788 | &nbsp;&nbsp; 341687 |
| Builders FirstSource, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4193 | &nbsp;&nbsp; 431418 |
| Carlisle Cos., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2423 | &nbsp;&nbsp; 775021 |
| CSW Industrials, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691 | &nbsp;&nbsp; 202829 |
| Fortune Brands Innovations, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234944 |
| Lennox International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668158 |
| Masco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496765 |
| Modine Manufacturing Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350731 |
| Owens Corning | &nbsp;&nbsp;&nbsp;&nbsp;5614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628263 |
| Simpson Manufacturing Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289677 |
| Trex Co., Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162280 |
| UFP Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213968 |
| Zurn Elkay Water Solutions Corp., Class C | &nbsp;&nbsp;&nbsp;&nbsp;5619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261227 |
|  |  | &nbsp;&nbsp;&nbsp;**$6658447** |
| Capital Markets — 4.4% | Capital Markets — 4.4% |  |
| Affiliated Managers Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1144 | &nbsp;&nbsp;&nbsp;&nbsp;$329792 |
| Ameriprise Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3627 | &nbsp;&nbsp;&nbsp;&nbsp;1778463 |
| Blue Owl Capital, Inc.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;24691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368884 |
| Carlyle Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591573 |
| Cboe Global Markets, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4025 | &nbsp;&nbsp;&nbsp;&nbsp;1010275 |
| Evercore, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;1399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476010 |
| FactSet Research Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592568 |
| Franklin Resources, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305505 |
| Hamilton Lane, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;2229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299377 |
| Houlihan Lokey, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378863 |
| Invesco Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;17977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472256 |
| Janus Henderson Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;5231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248839 |
| Jefferies Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415509 |
| LPL Financial Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3046 | &nbsp;&nbsp;&nbsp;&nbsp;1087940 |
| MarketAxess Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365581 |
| Morningstar, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294672 |
| MSCI, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3058 | &nbsp;&nbsp;&nbsp;&nbsp;1754466 |
| Nasdaq, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17643 | &nbsp;&nbsp;&nbsp;&nbsp;1713665 |
| Northern Trust Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;984131 |
| PJT Partners, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129079 |
| Raymond James Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;1108071 |
| SEI Investments Co. | &nbsp;&nbsp;&nbsp;&nbsp;4191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343746 |
| State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;10868 | &nbsp;&nbsp;&nbsp;&nbsp;1402081 |
| Stifel Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492490 |
| T. Rowe Price Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;877601 |
| TPG, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350290 |
| Tradeweb Markets, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;4345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467261 |
| Virtu Financial, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;3665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122118 |
|  |  | **$18761106** |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Chemicals — 0.9% | Chemicals — 0.9% |  |
| Axalta Coating Systems Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9511 | $307300 |
| Balchem Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1385 | &nbsp;&nbsp; 212404 |
| Celanese Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4835 | &nbsp;&nbsp; 204424 |
| Eastman Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4809 | &nbsp;&nbsp; 306959 |
| Element Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10481 | &nbsp;&nbsp; 261920 |
| FMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6005 | &nbsp;&nbsp; 83289 |
| International Flavors & Fragrances, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10887 | &nbsp;&nbsp; 733675 |
| Mosaic Co. | &nbsp;&nbsp;&nbsp;&nbsp;14014 | &nbsp;&nbsp; 337597 |
| PPG Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9781 | &nbsp;&nbsp;&nbsp;&nbsp;1002161 |
| RPM International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584376 |
|  |  | &nbsp;&nbsp;&nbsp;**$4034105** |
| Commercial Services & Supplies — 1.0% | Commercial Services & Supplies — 1.0% |  |
| Casella Waste Systems, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2646 | &nbsp;&nbsp;&nbsp;&nbsp;$259149 |
| Clean Harbors, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523594 |
| Copart, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;38566 | &nbsp;&nbsp;&nbsp;&nbsp;1509859 |
| MSA Safety, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266473 |
| Tetra Tech, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411167 |
| Veralto Corp. | &nbsp;&nbsp;&nbsp;&nbsp;11171 | &nbsp;&nbsp;&nbsp;&nbsp;1114642 |
|  |  | &nbsp;&nbsp;&nbsp;**$4084884** |
| Communications Equipment — 0.8% | Communications Equipment — 0.8% |  |
| Ciena Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6343 | &nbsp;&nbsp;&nbsp;$1483438 |
| F5, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668526 |
| Lumentum Holdings, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3058 | &nbsp;&nbsp;&nbsp;&nbsp;1127148 |
|  |  | &nbsp;&nbsp;&nbsp;**$3279112** |
| Construction & Engineering — 1.8% | Construction & Engineering — 1.8% |  |
| AECOM | &nbsp;&nbsp;&nbsp;&nbsp;6111 | &nbsp;&nbsp;&nbsp;&nbsp;$582562 |
| Comfort Systems USA, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1543 | &nbsp;&nbsp;&nbsp;&nbsp;1440066 |
| Dycom Industries, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447042 |
| EMCOR Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;&nbsp;1236428 |
| IES Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159887 |
| MasTec, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570162 |
| Quanta Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;2447948 |
| Sterling Infrastructure, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411573 |
| Valmont Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338753 |
| WillScot Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161109 |
|  |  | &nbsp;&nbsp;&nbsp;**$7795530** |
| Construction Materials — 0.5% | Construction Materials — 0.5% |  |
| Knife River Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5555 | &nbsp;&nbsp;&nbsp;&nbsp;$390794 |
| Vulcan Materials Co. | &nbsp;&nbsp;&nbsp;&nbsp;5674 | &nbsp;&nbsp;&nbsp;&nbsp;1618339 |
|  |  | &nbsp;&nbsp;&nbsp;**$2009133** |
| Consumer Finance — 0.9% | Consumer Finance — 0.9% |  |
| Ally Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11940 | &nbsp;&nbsp;&nbsp;&nbsp;$540762 |
| Credit Acceptance Corp.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86918 |
| FirstCash Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227435 |
| OneMain Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310190 |

---

------

Calvert

US Mid-Cap Core Responsible Index Fund

December 31, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Consumer Finance (continued) | Consumer Finance (continued) |  |
| SLM Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7281 | $197024 |
| SoFi Technologies, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;46398 | &nbsp;&nbsp; 1214700 |
| Synchrony Financial | &nbsp;&nbsp;&nbsp;&nbsp;14025 | &nbsp;&nbsp; 1170106 |
|  |  | **$3747135** |
| Consumer Staples Distribution & Retail — 2.5% | Consumer Staples Distribution & Retail — 2.5% |  |
| Albertsons Cos., Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;16888 | $289967 |
| BJ's Wholesale Club Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4896 | &nbsp;&nbsp; 440787 |
| Casey's General Stores, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1602 | &nbsp;&nbsp; 885441 |
| Dollar General Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8691 | &nbsp;&nbsp;&nbsp;&nbsp;1153904 |
| Dollar Tree, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;982112 |
| Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;27627 | &nbsp;&nbsp;&nbsp;&nbsp;1726135 |
| Maplebear, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316614 |
| Performance Food Group Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583131 |
| Sprouts Farmers Market, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316370 |
| Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;20912 | &nbsp;&nbsp;&nbsp;&nbsp;1541005 |
| Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;17925 | &nbsp;&nbsp;&nbsp;&nbsp;1752169 |
| U.S. Foods Holding Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730679 |
|  |  | **$10718314** |
| Containers & Packaging — 1.4% | Containers & Packaging — 1.4% |  |
| Amcor PLC | &nbsp;&nbsp;102241 | &nbsp;&nbsp;&nbsp;&nbsp;$852690 |
| AptarGroup, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331609 |
| Avery Dennison Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618028 |
| Ball Corp. | &nbsp;&nbsp;&nbsp;&nbsp;11447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606348 |
| Crown Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506201 |
| Graphic Packaging Holding Co. | &nbsp;&nbsp;&nbsp;&nbsp;13437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202361 |
| International Paper Co. | &nbsp;&nbsp;&nbsp;&nbsp;23286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;917236 |
| Packaging Corp. of America | &nbsp;&nbsp;&nbsp;&nbsp;3817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787180 |
| Sealed Air Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283464 |
| Silgan Holdings, Inc.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161601 |
| Smurfit WestRock PLC | &nbsp;&nbsp;&nbsp;&nbsp;23305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;901204 |
|  |  | &nbsp;&nbsp;&nbsp;**$6167922** |
| Distributors — 0.3% | Distributors — 0.3% |  |
| Genuine Parts Co. | &nbsp;&nbsp;&nbsp;&nbsp;5281 | &nbsp;&nbsp;&nbsp;&nbsp;$649352 |
| LKQ Corp. | &nbsp;&nbsp;&nbsp;&nbsp;10146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306409 |
| Pool Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347242 |
|  |  | &nbsp;&nbsp;&nbsp;**$1303003** |
| Diversified Consumer Services — 0.5% | Diversified Consumer Services — 0.5% |  |
| ADT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;29828 | &nbsp;&nbsp;&nbsp;&nbsp;$240712 |
| Adtalem Global Education, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211700 |
| Bright Horizons Family Solutions, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316469 |
| Duolingo, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358722 |
| H&R Block, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278040 |
| Service Corp. International | &nbsp;&nbsp;&nbsp;&nbsp;7138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556550 |
| Stride, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168818 |
|  |  | &nbsp;&nbsp;&nbsp;**$2131011** |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Diversified REITs — 0.2% | Diversified REITs — 0.2% |  |
| Essential Properties Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8595 | $254928 |
| W.P. Carey, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9773 | &nbsp;&nbsp; 628990 |
|  |  | **$883918** |
| Electric Utilities — 1.9% | Electric Utilities — 1.9% |  |
| Alliant Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;11231 | $730127 |
| Evergy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9944 | &nbsp;&nbsp; 720841 |
| Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;16498 | &nbsp;&nbsp; 1110810 |
| Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;41445 | &nbsp;&nbsp; 1806588 |
| IDACORP, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294885 |
| NRG Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8387 | &nbsp;&nbsp;&nbsp;&nbsp;1335546 |
| Portland General Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261641 |
| TXNM Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247237 |
| Xcel Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24161 | &nbsp;&nbsp;&nbsp;&nbsp;1784531 |
|  |  | &nbsp;&nbsp;&nbsp;**$8292206** |
| Electrical Equipment — 2.2% | Electrical Equipment — 2.2% |  |
| Acuity, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1295 | &nbsp;&nbsp;&nbsp;&nbsp;$466252 |
| AMETEK, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9485 | &nbsp;&nbsp;&nbsp;&nbsp;1947365 |
| Hubbell, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2385 | &nbsp;&nbsp;&nbsp;&nbsp;1059202 |
| Nextpower, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549926 |
| nVent Electric PLC | &nbsp;&nbsp;&nbsp;&nbsp;6954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709099 |
| Regal Rexnord Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427274 |
| Rockwell Automation, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4654 | &nbsp;&nbsp;&nbsp;&nbsp;1810732 |
| Vertiv Holdings Co., Class A | &nbsp;&nbsp;&nbsp;&nbsp;14662 | &nbsp;&nbsp;&nbsp;&nbsp;2375391 |
|  |  | &nbsp;&nbsp;&nbsp;**$9345241** |
| Electronic Equipment, Instruments & Components — 3.6% | Electronic Equipment, Instruments & Components — 3.6% |  |
| Arrow Electronics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2063 | &nbsp;&nbsp;&nbsp;&nbsp;$227301 |
| Badger Meter, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227256 |
| CDW Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791458 |
| Cognex Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281184 |
| Coherent Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6871 | &nbsp;&nbsp;&nbsp;&nbsp;1268181 |
| Corning, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30813 | &nbsp;&nbsp;&nbsp;&nbsp;2697986 |
| Flex Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;16358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;988351 |
| Itron, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158976 |
| Jabil, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4799 | &nbsp;&nbsp;&nbsp;&nbsp;1094268 |
| Keysight Technologies, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7392 | &nbsp;&nbsp;&nbsp;&nbsp;1501981 |
| Littelfuse, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284282 |
| Ralliant Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241619 |
| TD SYNNEX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452192 |
| TE Connectivity PLC | &nbsp;&nbsp;&nbsp;&nbsp;11502 | &nbsp;&nbsp;&nbsp;&nbsp;2616820 |
| Teledyne Technologies, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2048 | &nbsp;&nbsp;&nbsp;&nbsp;1045975 |
| Trimble, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;807867 |
| Vontier Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245016 |
| Zebra Technologies Corp., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545859 |
|  |  | **$15476572** |

---

------

Calvert

US Mid-Cap Core Responsible Index Fund

December 31, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Energy Equipment & Services — 0.4% | Energy Equipment & Services — 0.4% |  |
| Baker Hughes Co. | &nbsp;&nbsp;&nbsp;&nbsp;40432 | $1841273 |
|  |  | **$1841273** |
| Entertainment — 2.1% | Entertainment — 2.1% |  |
| Electronic Arts, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9300 | $1900269 |
| Liberty Media Corp.-Liberty Formula One, Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11935 | &nbsp;&nbsp; 1066750 |
| Roku, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5658 | &nbsp;&nbsp; 613837 |
| Take-Two Interactive Software, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7208 | &nbsp;&nbsp; 1845464 |
| Warner Bros. Discovery, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;109876 | &nbsp;&nbsp; 3166626 |
| Warner Music Group Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;7137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218892 |
|  |  | &nbsp;&nbsp;&nbsp;**$8811838** |
| Financial Services — 1.7% | Financial Services — 1.7% |  |
| Affirm Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12454 | &nbsp;&nbsp;&nbsp;&nbsp;$926951 |
| Corebridge Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318294 |
| Corpay, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;906401 |
| Equitable Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530773 |
| Essent Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252434 |
| Euronet Worldwide, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152905 |
| Fidelity National Information Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22466 | &nbsp;&nbsp;&nbsp;&nbsp;1493090 |
| Jack Henry & Associates, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589410 |
| Jackson Financial, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;2587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275904 |
| MGIC Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252519 |
| PennyMac Financial Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153198 |
| Shift4 Payments, Inc., Class A<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169138 |
| Toast, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;21861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776284 |
| Voya Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257810 |
|  |  | &nbsp;&nbsp;&nbsp;**$7055111** |
| Food Products — 1.6% | Food Products — 1.6% |  |
| Bunge Global SA | &nbsp;&nbsp;&nbsp;&nbsp;5962 | &nbsp;&nbsp;&nbsp;&nbsp;$531095 |
| Campbell's Co. | &nbsp;&nbsp;&nbsp;&nbsp;7631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212676 |
| Conagra Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;19546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338341 |
| Darling Ingredients, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232344 |
| General Mills, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23499 | &nbsp;&nbsp;&nbsp;&nbsp;1092703 |
| Hershey Co. | &nbsp;&nbsp;&nbsp;&nbsp;6373 | &nbsp;&nbsp;&nbsp;&nbsp;1159759 |
| Hormel Foods Corp. | &nbsp;&nbsp;&nbsp;&nbsp;12829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304047 |
| Ingredion, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308177 |
| J.M. Smucker Co. | &nbsp;&nbsp;&nbsp;&nbsp;4348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425278 |
| Kraft Heinz Co. | &nbsp;&nbsp;&nbsp;&nbsp;36377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882142 |
| Lamb Weston Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238061 |
| McCormick & Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776590 |
| Pilgrim's Pride Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78526 |
| Post Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196218 |
|  |  | &nbsp;&nbsp;&nbsp;**$6775957** |
| Gas Utilities — 0.1% | Gas Utilities — 0.1% |  |
| Southwest Gas Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2823 | &nbsp;&nbsp;&nbsp;&nbsp;$225897 |
| UGI Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356633 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$582530** |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Ground Transportation — 1.0% | Ground Transportation — 1.0% |  |
| J.B. Hunt Transport Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3626 | $704677 |
| Knight-Swift Transportation Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7158 | &nbsp;&nbsp; 374220 |
| Landstar System, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1609 | &nbsp;&nbsp; 231213 |
| Lyft, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;17010 | &nbsp;&nbsp; 329484 |
| Old Dominion Freight Line, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8546 | &nbsp;&nbsp; 1340013 |
| Ryder System, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1791 | &nbsp;&nbsp; 342779 |
| Saia, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1227 | &nbsp;&nbsp; 400640 |
| XPO, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5455 | &nbsp;&nbsp; 741389 |
|  |  | &nbsp;&nbsp;&nbsp;**$4464415** |
| Health Care Equipment & Supplies — 3.9% | Health Care Equipment & Supplies — 3.9% |  |
| Align Technology, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2922 | &nbsp;&nbsp;&nbsp;&nbsp;$456270 |
| Baxter International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409546 |
| Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp;11354 | &nbsp;&nbsp;&nbsp;&nbsp;2203471 |
| Cooper Cos., Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660926 |
| DexCom, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15955 | &nbsp;&nbsp;&nbsp;&nbsp;1058933 |
| Edwards Lifesciences Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;23340 | &nbsp;&nbsp;&nbsp;&nbsp;1989735 |
| GE HealthCare Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18936 | &nbsp;&nbsp;&nbsp;&nbsp;1553131 |
| Glaukos Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248402 |
| Globus Medical, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400491 |
| Hologic, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672943 |
| IDEXX Laboratories, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3136 | &nbsp;&nbsp;&nbsp;&nbsp;2121598 |
| Insulet Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825717 |
| Merit Medical Systems, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218940 |
| Penumbra, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493414 |
| ResMed, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6044 | &nbsp;&nbsp;&nbsp;&nbsp;1455818 |
| STERIS PLC | &nbsp;&nbsp;&nbsp;&nbsp;4199 | &nbsp;&nbsp;&nbsp;&nbsp;1064531 |
| Teleflex, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238954 |
| Zimmer Biomet Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745976 |
|  |  | **$16818796** |
| Health Care Providers & Services — 1.6% | Health Care Providers & Services — 1.6% |  |
| Centene Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20506 | &nbsp;&nbsp;&nbsp;&nbsp;$843822 |
| Chemed Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260139 |
| CorVel Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88106 |
| DaVita, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194728 |
| Encompass Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424454 |
| Ensign Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391428 |
| Guardant Health, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518361 |
| HealthEquity, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357187 |
| Henry Schein, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300128 |
| Humana, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4995 | &nbsp;&nbsp;&nbsp;&nbsp;1279369 |
| Labcorp Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;874819 |
| Molina Healthcare, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355236 |
| Option Care Health, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228882 |
| Quest Diagnostics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828779 |
|  |  | &nbsp;&nbsp;&nbsp;**$6945438** |
| Health Care REITs — 0.6% | Health Care REITs — 0.6% |  |
| Alexandria Real Estate Equities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7761 | &nbsp;&nbsp;&nbsp;&nbsp;$379823 |

---

------

Calvert

US Mid-Cap Core Responsible Index Fund

December 31, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Health Care REITs (continued) | Health Care REITs (continued) |  |
| American Healthcare REIT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8285 | $389892 |
| CareTrust REIT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9735 | &nbsp;&nbsp; 352018 |
| Healthcare Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15536 | &nbsp;&nbsp; 263335 |
| Healthpeak Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31417 | &nbsp;&nbsp; 505186 |
| Omega Healthcare Investors, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12809 | &nbsp;&nbsp; 567951 |
|  |  | **$2458205** |
| Health Care Technology — 0.4% | Health Care Technology — 0.4% |  |
| Veeva Systems, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6376 | $1423315 |
| Waystar Holding Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147342 |
|  |  | &nbsp;&nbsp;&nbsp;**$1570657** |
| Hotel & Resort REITs — 0.2% | Hotel & Resort REITs — 0.2% |  |
| Host Hotels & Resorts, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30357 | &nbsp;&nbsp;&nbsp;&nbsp;$538230 |
| Ryman Hospitality Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261908 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$800138** |
| Hotels, Restaurants & Leisure — 1.6% | Hotels, Restaurants & Leisure — 1.6% |  |
| Aramark | &nbsp;&nbsp;&nbsp;&nbsp;10855 | &nbsp;&nbsp;&nbsp;&nbsp;$400115 |
| Brinker International, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262785 |
| Cava Group, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268683 |
| Choice Hotels International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128029 |
| Darden Restaurants, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;912003 |
| Domino's Pizza, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613976 |
| Hyatt Hotels Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;2151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344848 |
| Life Time Group Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213198 |
| Planet Fitness, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468482 |
| Shake Shack, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151626 |
| Texas Roadhouse, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458492 |
| Vail Resorts, Inc.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267459 |
| Wingstop, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290958 |
| Wyndham Hotels & Resorts, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282519 |
| Yum! Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11700 | &nbsp;&nbsp;&nbsp;&nbsp;1769976 |
|  |  | &nbsp;&nbsp;&nbsp;**$6833149** |
| Household Durables — 1.6% | Household Durables — 1.6% |  |
| D.R. Horton, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10688 | &nbsp;&nbsp;&nbsp;$1539393 |
| Lennar Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;10207 | &nbsp;&nbsp;&nbsp;&nbsp;1049280 |
| Mohawk Industries, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203954 |
| NVR, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882425 |
| PulteGroup, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8828 | &nbsp;&nbsp;&nbsp;&nbsp;1035171 |
| Somnigroup International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655762 |
| Taylor Morrison Home Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248902 |
| Toll Brothers, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595914 |
| TopBuild Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520236 |
|  |  | &nbsp;&nbsp;&nbsp;**$6731037** |
| Household Products — 0.6% | Household Products — 0.6% |  |
| Church & Dwight Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9245 | &nbsp;&nbsp;&nbsp;&nbsp;$775193 |
| Clorox Co. | &nbsp;&nbsp;&nbsp;&nbsp;4984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502537 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Household Products (continued) | Household Products (continued) |  |
| Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;12885 | $1299968 |
|  |  | **$2577698** |
| Independent Power and Renewable Electricity Producers — 0.2% | Independent Power and Renewable Electricity Producers — 0.2% |  |
| AES Corp. | &nbsp;&nbsp;&nbsp;&nbsp;32652 | $468229 |
| Brookfield Renewable Corp.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6311 | &nbsp;&nbsp; 241964 |
| Clearway Energy, Inc., Class C | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4984 | &nbsp;&nbsp; 165768 |
|  |  | **$875961** |
| Industrial REITs — 0.5% | Industrial REITs — 0.5% |  |
| Americold Realty Trust, Inc.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12906 | &nbsp;&nbsp;&nbsp;&nbsp;$165971 |
| EastGroup Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410969 |
| First Industrial Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323576 |
| Lineage, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108675 |
| Rexford Industrial Realty, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420615 |
| STAG Industrial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326797 |
| Terreno Realty Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263960 |
|  |  | &nbsp;&nbsp;&nbsp;**$2020563** |
| Insurance — 4.1% | Insurance — 4.1% |  |
| American Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2740 | &nbsp;&nbsp;&nbsp;&nbsp;$374503 |
| American International Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21070 | &nbsp;&nbsp;&nbsp;&nbsp;1802538 |
| Arch Capital Group Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13711 | &nbsp;&nbsp;&nbsp;&nbsp;1315159 |
| Assurant, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468453 |
| Axis Capital Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299317 |
| Brown & Brown, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13966 | &nbsp;&nbsp;&nbsp;&nbsp;1113090 |
| Cincinnati Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;997559 |
| Everest Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528707 |
| First American Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326001 |
| Hanover Insurance Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267027 |
| Hartford Insurance Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10863 | &nbsp;&nbsp;&nbsp;&nbsp;1496921 |
| Kinsale Capital Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354746 |
| Markel Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483 | &nbsp;&nbsp;&nbsp;&nbsp;1038281 |
| Old Republic International Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388123 |
| Primerica, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333026 |
| Principal Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;771485 |
| Prudential Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13666 | &nbsp;&nbsp;&nbsp;&nbsp;1542618 |
| Reinsurance Group of America, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537745 |
| RenaissanceRe Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468131 |
| RLI Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207935 |
| Ryan Specialty Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219892 |
| Unum Group | &nbsp;&nbsp;&nbsp;&nbsp;6297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488018 |
| W.R. Berkley Corp. | &nbsp;&nbsp;&nbsp;&nbsp;11507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806871 |
| Willis Towers Watson PLC | &nbsp;&nbsp;&nbsp;&nbsp;3734 | &nbsp;&nbsp;&nbsp;&nbsp;1226992 |
|  |  | **$17373138** |
| Interactive Media & Services — 0.6% | Interactive Media & Services — 0.6% |  |
| Pinterest, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;26580 | &nbsp;&nbsp;&nbsp;&nbsp;$688156 |
| Reddit, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6002 | &nbsp;&nbsp;&nbsp;&nbsp;1379680 |

---

------

Calvert

US Mid-Cap Core Responsible Index Fund

December 31, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Interactive Media & Services (continued) | Interactive Media & Services (continued) |  |
| Snap, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;52717 | $425426 |
|  |  | **$2493262** |
| IT Services — 2.0% | IT Services — 2.0% |  |
| Akamai Technologies, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6380 | $556655 |
| Amdocs Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4679 | &nbsp;&nbsp; 376706 |
| Cognizant Technology Solutions Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;20609 | &nbsp;&nbsp; 1710547 |
| EPAM Systems, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2340 | &nbsp;&nbsp; 479419 |
| Gartner, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3777 | &nbsp;&nbsp; 952862 |
| GoDaddy, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736415 |
| Kyndryl Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279039 |
| MongoDB, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3514 | &nbsp;&nbsp;&nbsp;&nbsp;1474791 |
| Twilio, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940633 |
| VeriSign, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4141 | &nbsp;&nbsp;&nbsp;&nbsp;1006056 |
|  |  | &nbsp;&nbsp;&nbsp;**$8513123** |
| Leisure Products — 0.2% | Leisure Products — 0.2% |  |
| Hasbro, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5401 | &nbsp;&nbsp;&nbsp;&nbsp;$442882 |
| Mattel, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245520 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$688402** |
| Life Sciences Tools & Services — 2.3% | Life Sciences Tools & Services — 2.3% |  |
| Agilent Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11842 | &nbsp;&nbsp;&nbsp;$1611341 |
| Avantor, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;28803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330082 |
| Bio-Rad Laboratories, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243301 |
| Bio-Techne Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364269 |
| Bruker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235173 |
| Charles River Laboratories International, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421900 |
| Illumina, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;829325 |
| IQVIA Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7038 | &nbsp;&nbsp;&nbsp;&nbsp;1586436 |
| Medpace Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548732 |
| Mettler-Toledo International, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865 | &nbsp;&nbsp;&nbsp;&nbsp;1205974 |
| Repligen Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349350 |
| Revvity, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474752 |
| Waters Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970846 |
| West Pharmaceutical Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;814139 |
|  |  | &nbsp;&nbsp;&nbsp;**$9985620** |
| Machinery — 5.7% | Machinery — 5.7% |  |
| AGCO Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2803 | &nbsp;&nbsp;&nbsp;&nbsp;$292409 |
| Allison Transmission Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379950 |
| Chart Industries, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424421 |
| CNH Industrial NV | &nbsp;&nbsp;&nbsp;&nbsp;37124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342283 |
| Cummins, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5365 | &nbsp;&nbsp;&nbsp;&nbsp;2738564 |
| Donaldson Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437980 |
| Dover Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6112 | &nbsp;&nbsp;&nbsp;&nbsp;1193307 |
| ESAB Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294159 |
| ESCO Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215320 |
| Federal Signal Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268217 |
| Flowserve Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374166 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Machinery (continued) | Machinery (continued) |  |
| Fortive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;13996 | $772719 |
| Gates Industrial Corp. PLC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10818 | &nbsp;&nbsp; 232262 |
| Graco, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7229 | &nbsp;&nbsp; 592561 |
| IDEX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3262 | &nbsp;&nbsp; 580440 |
| Ingersoll Rand, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17269 | &nbsp;&nbsp; 1368050 |
| ITT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3317 | &nbsp;&nbsp; 575533 |
| JBT Marel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2256 | &nbsp;&nbsp; 339912 |
| Lincoln Electric Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2470 | &nbsp;&nbsp; 591911 |
| Middleby Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316072 |
| Mueller Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543808 |
| Nordson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548661 |
| Oshkosh Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346111 |
| Otis Worldwide Corp. | &nbsp;&nbsp;&nbsp;&nbsp;16794 | &nbsp;&nbsp;&nbsp;&nbsp;1466956 |
| PACCAR, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20594 | &nbsp;&nbsp;&nbsp;&nbsp;2255249 |
| Pentair PLC | &nbsp;&nbsp;&nbsp;&nbsp;7288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;758972 |
| RBC Bearings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613452 |
| Snap-on, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779141 |
| SPX Technologies, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424327 |
| Stanley Black & Decker, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510304 |
| Timken Co. | &nbsp;&nbsp;&nbsp;&nbsp;2942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247511 |
| Toro Co. | &nbsp;&nbsp;&nbsp;&nbsp;4123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324563 |
| Watts Water Technologies, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;1140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314663 |
| Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7429 | &nbsp;&nbsp;&nbsp;&nbsp;1585720 |
| Xylem, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10676 | &nbsp;&nbsp;&nbsp;&nbsp;1453858 |
|  |  | **$24503532** |
| Media — 0.9% | Media — 0.9% |  |
| Liberty Broadband Corp., Class C<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5381 | &nbsp;&nbsp;&nbsp;&nbsp;$261517 |
| New York Times Co., Class A | &nbsp;&nbsp;&nbsp;&nbsp;8271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574173 |
| Nexstar Media Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309448 |
| Omnicom Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18319 | &nbsp;&nbsp;&nbsp;&nbsp;1479259 |
| Paramount Skydance Corp., Class B | &nbsp;&nbsp;&nbsp;&nbsp;14678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196685 |
| Sirius XM Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204069 |
| Trade Desk, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;18825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;714597 |
|  |  | &nbsp;&nbsp;&nbsp;**$3739748** |
| Metals & Mining — 1.0% | Metals & Mining — 1.0% |  |
| Commercial Metals Co. | &nbsp;&nbsp;&nbsp;&nbsp;9097 | &nbsp;&nbsp;&nbsp;&nbsp;$629694 |
| Nucor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9847 | &nbsp;&nbsp;&nbsp;&nbsp;1606144 |
| Reliance, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832812 |
| Steel Dynamics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6586 | &nbsp;&nbsp;&nbsp;&nbsp;1115998 |
|  |  | &nbsp;&nbsp;&nbsp;**$4184648** |
| Mortgage REITs — 0.4% | Mortgage REITs — 0.4% |  |
| AGNC Investment Corp.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;43521 | &nbsp;&nbsp;&nbsp;&nbsp;$466545 |
| Annaly Capital Management, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;27506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615034 |
| Rithm Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;23333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254330 |
| Starwood Property Trust, Inc.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256030 |
|  |  | &nbsp;&nbsp;&nbsp;**$1591939** |

---

------

Calvert

US Mid-Cap Core Responsible Index Fund

December 31, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Multi-Utilities — 3.1% | Multi-Utilities — 3.1% |  |
| Ameren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;12335 | $1231773 |
| CMS Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;13215 | &nbsp;&nbsp; 924125 |
| Consolidated Edison, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15597 | &nbsp;&nbsp; 1549094 |
| Dominion Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34722 | &nbsp;&nbsp; 2034362 |
| DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9478 | &nbsp;&nbsp; 1222472 |
| NiSource, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21157 | &nbsp;&nbsp; 883516 |
| Public Service Enterprise Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21272 | &nbsp;&nbsp; 1708142 |
| Sempra | &nbsp;&nbsp;&nbsp;&nbsp;25758 | &nbsp;&nbsp; 2274174 |
| WEC Energy Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14143 | &nbsp;&nbsp;&nbsp;&nbsp;1491521 |
|  |  | **$13319179** |
| Office REITs — 0.3% | Office REITs — 0.3% |  |
| BXP, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7305 | &nbsp;&nbsp;&nbsp;&nbsp;$492941 |
| COPT Defense Properties | &nbsp;&nbsp;&nbsp;&nbsp;4753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132133 |
| Cousins Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186828 |
| Kilroy Realty Corp.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175676 |
| Vornado Realty Trust | &nbsp;&nbsp;&nbsp;&nbsp;8116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270101 |
|  |  | &nbsp;&nbsp;&nbsp;**$1257679** |
| Oil, Gas & Consumable Fuels — 0.4% | Oil, Gas & Consumable Fuels — 0.4% |  |
| CNX Resources Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12636 | &nbsp;&nbsp;&nbsp;&nbsp;$464626 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;31772 | &nbsp;&nbsp;&nbsp;&nbsp;1306464 |
|  |  | &nbsp;&nbsp;&nbsp;**$1771090** |
| Paper & Forest Products — 0.0%<sup>†</sup> | Paper & Forest Products — 0.0%<sup>†</sup> |  |
| Louisiana-Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2723 | &nbsp;&nbsp;&nbsp;&nbsp;$219909 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$219909** |
| Passenger Airlines — 0.6% | Passenger Airlines — 0.6% |  |
| Alaska Air Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5240 | &nbsp;&nbsp;&nbsp;&nbsp;$263572 |
| American Airlines Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;30167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462460 |
| Delta Air Lines, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;27510 | &nbsp;&nbsp;&nbsp;&nbsp;1909194 |
| Joby Aviation, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135221 |
|  |  | &nbsp;&nbsp;&nbsp;**$2770447** |
| Personal Care Products — 0.6% | Personal Care Products — 0.6% |  |
| BellRing Brands, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4011 | &nbsp;&nbsp;&nbsp;&nbsp;$107214 |
| e.l.f. Beauty, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186754 |
| Estee Lauder Cos., Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;9024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;944993 |
| Kenvue, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;74590 | &nbsp;&nbsp;&nbsp;&nbsp;1286678 |
|  |  | &nbsp;&nbsp;&nbsp;**$2525639** |
| Pharmaceuticals — 0.4% | Pharmaceuticals — 0.4% |  |
| Corcept Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3908 | &nbsp;&nbsp;&nbsp;&nbsp;$135999 |
| Elanco Animal Health, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457194 |
| Jazz Pharmaceuticals PLC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424490 |
| Royalty Pharma PLC, Class A | &nbsp;&nbsp;&nbsp;&nbsp;15927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615419 |
|  |  | &nbsp;&nbsp;&nbsp;**$1633102** |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Professional Services — 2.1% | Professional Services — 2.1% |  |
| Amentum Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6653 | $192937 |
| Booz Allen Hamilton Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6464 | &nbsp;&nbsp; 545303 |
| Broadridge Financial Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5180 | &nbsp;&nbsp; 1156021 |
| Dayforce, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7233 | &nbsp;&nbsp; 500234 |
| Equifax, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5674 | &nbsp;&nbsp; 1231145 |
| ExlService Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7197 | &nbsp;&nbsp; 305441 |
| FTI Consulting, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1632 | &nbsp;&nbsp; 278795 |
| Genpact Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6893 | &nbsp;&nbsp; 322455 |
| Parsons Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161051 |
| Paycom Software, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344058 |
| Paylocity Holding Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316743 |
| Robert Half, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139385 |
| Science Applications International Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204440 |
| SS&C Technologies Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813268 |
| TransUnion | &nbsp;&nbsp;&nbsp;&nbsp;10546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904319 |
| UL Solutions, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;3583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282555 |
| Verisk Analytics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6283 | &nbsp;&nbsp;&nbsp;&nbsp;1405444 |
|  |  | &nbsp;&nbsp;&nbsp;**$9103594** |
| Real Estate Management & Development — 1.1% | Real Estate Management & Development — 1.1% |  |
| CBRE Group, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12147 | &nbsp;&nbsp;&nbsp;$1953116 |
| CoStar Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;19013 | &nbsp;&nbsp;&nbsp;&nbsp;1278434 |
| Jones Lang LaSalle, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705241 |
| Zillow Group, Inc., Class C<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;653548 |
|  |  | &nbsp;&nbsp;&nbsp;**$4590339** |
| Residential REITs — 1.6% | Residential REITs — 1.6% |  |
| AvalonBay Communities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6326 | &nbsp;&nbsp;&nbsp;$1146967 |
| Camden Property Trust | &nbsp;&nbsp;&nbsp;&nbsp;4879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537080 |
| Equity LifeStyle Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507427 |
| Equity Residential | &nbsp;&nbsp;&nbsp;&nbsp;16852 | &nbsp;&nbsp;&nbsp;&nbsp;1062350 |
| Essex Property Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732704 |
| Invitation Homes, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;26965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;749358 |
| Mid-America Apartment Communities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748030 |
| Sun Communities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;702322 |
| UDR, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539123 |
|  |  | &nbsp;&nbsp;&nbsp;**$6725361** |
| Retail REITs — 1.1% | Retail REITs — 1.1% |  |
| Brixmor Property Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12881 | &nbsp;&nbsp;&nbsp;&nbsp;$337740 |
| Federal Realty Investment Trust | &nbsp;&nbsp;&nbsp;&nbsp;4044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407635 |
| Kimco Realty Corp. | &nbsp;&nbsp;&nbsp;&nbsp;30085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609823 |
| Kite Realty Group Trust | &nbsp;&nbsp;&nbsp;&nbsp;10138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243008 |
| NNN REIT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355481 |
| Phillips Edison & Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179557 |
| Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;37212 | &nbsp;&nbsp;&nbsp;&nbsp;2097641 |
| Regency Centers Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566736 |
|  |  | &nbsp;&nbsp;&nbsp;**$4797621** |

---

------

Calvert

US Mid-Cap Core Responsible Index Fund

December 31, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Semiconductors & Semiconductor Equipment — 3.4% | Semiconductors & Semiconductor Equipment — 3.4% |  |
| Allegro MicroSystems, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4840 | $127679 |
| Astera Labs, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6032 | &nbsp;&nbsp; 1003484 |
| Cirrus Logic, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2237 | &nbsp;&nbsp; 265084 |
| Enphase Energy, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4871 | &nbsp;&nbsp; 156116 |
| Entegris, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6607 | &nbsp;&nbsp; 556640 |
| First Solar, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3755 | &nbsp;&nbsp; 980919 |
| Lattice Semiconductor Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6153 | &nbsp;&nbsp; 452738 |
| MACOM Technology Solutions Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2992 | &nbsp;&nbsp; 512470 |
| Marvell Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;33025 | &nbsp;&nbsp;&nbsp;&nbsp;2806464 |
| Microchip Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24174 | &nbsp;&nbsp;&nbsp;&nbsp;1540367 |
| MKS, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459904 |
| Monolithic Power Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1915 | &nbsp;&nbsp;&nbsp;&nbsp;1735679 |
| ON Semiconductor Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;18186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;984772 |
| Qorvo, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360689 |
| Rambus, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439786 |
| Skyworks Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429095 |
| Teradyne, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7075 | &nbsp;&nbsp;&nbsp;&nbsp;1369437 |
| Universal Display Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221765 |
|  |  | **$14403088** |
| Software — 3.6% | Software — 3.6% |  |
| ACI Worldwide, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4176 | &nbsp;&nbsp;&nbsp;&nbsp;$199655 |
| AppFolio, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232185 |
| Bentley Systems, Inc., Class B | &nbsp;&nbsp;&nbsp;&nbsp;7415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282993 |
| Box, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206379 |
| CCC Intelligent Solutions Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;27214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216351 |
| Clearwater Analytics Holdings, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313729 |
| Commvault Systems, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224018 |
| Confluent, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386044 |
| Datadog, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13058 | &nbsp;&nbsp;&nbsp;&nbsp;1775757 |
| Docusign, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618131 |
| Dolby Laboratories, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;2976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191119 |
| Dropbox, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236300 |
| Dynatrace, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;576639 |
| Elastic NV<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316622 |
| Fair Isaac Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967 | &nbsp;&nbsp;&nbsp;&nbsp;1634829 |
| Gen Digital, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697641 |
| Guidewire Software, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784341 |
| HubSpot, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;918174 |
| Manhattan Associates, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451126 |
| MARA Holdings, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142629 |
| Nutanix, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635063 |
| PTC, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;953800 |
| Q2 Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213449 |
| Qualys, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227392 |
| Samsara, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530155 |
| SentinelOne, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203865 |
| SPS Commerce, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157582 |
| Tyler Technologies, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862505 |
| Varonis Systems, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153734 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Software (continued) | Software (continued) |  |
| Zscaler, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4702 | $1057574 |
|  |  | **$15399781** |
| Specialized REITs — 1.5% | Specialized REITs — 1.5% |  |
| Crown Castle, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18410 | $1636097 |
| CubeSmart | &nbsp;&nbsp;&nbsp;&nbsp;10182 | &nbsp;&nbsp; 367061 |
| Extra Space Storage, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9503 | &nbsp;&nbsp; 1237481 |
| Iron Mountain, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13018 | &nbsp;&nbsp; 1079843 |
| Lamar Advertising Co., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3721 | &nbsp;&nbsp; 471004 |
| National Storage Affiliates Trust | &nbsp;&nbsp;&nbsp;&nbsp;3559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100399 |
| SBA Communications Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910088 |
| Weyerhaeuser Co. | &nbsp;&nbsp;&nbsp;&nbsp;26032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;616698 |
|  |  | &nbsp;&nbsp;&nbsp;**$6418671** |
| Specialty Retail — 2.4% | Specialty Retail — 2.4% |  |
| AutoNation, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1071 | &nbsp;&nbsp;&nbsp;&nbsp;$221140 |
| Bath & Body Works, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140580 |
| Best Buy Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528212 |
| Boot Barn Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196764 |
| Burlington Stores, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;688907 |
| CarMax, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211245 |
| Dick's Sporting Goods, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498092 |
| Five Below, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392919 |
| Floor & Decor Holdings, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254398 |
| GameStop Corp., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;16722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335778 |
| Gap, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234138 |
| Group 1 Automotive, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175018 |
| Lithia Motors, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326348 |
| Penske Automotive Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120459 |
| Ross Stores, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12423 | &nbsp;&nbsp;&nbsp;&nbsp;2237879 |
| Tractor Supply Co. | &nbsp;&nbsp;&nbsp;&nbsp;20260 | &nbsp;&nbsp;&nbsp;&nbsp;1013203 |
| Ulta Beauty, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1768 | &nbsp;&nbsp;&nbsp;&nbsp;1069658 |
| Urban Outfitters, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185892 |
| Wayfair, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400134 |
| Williams-Sonoma, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832944 |
|  |  | **$10063708** |
| Technology Hardware, Storage & Peripherals — 2.4% | Technology Hardware, Storage & Peripherals — 2.4% |  |
| Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp;59108 | &nbsp;&nbsp;&nbsp;$1419774 |
| HP, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;41404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922481 |
| NetApp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931576 |
| Pure Storage, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;917032 |
| Sandisk Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6253 | &nbsp;&nbsp;&nbsp;&nbsp;1484337 |
| Seagate Technology Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;8458 | &nbsp;&nbsp;&nbsp;&nbsp;2329249 |
| Western Digital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;13594 | &nbsp;&nbsp;&nbsp;&nbsp;2341838 |
|  |  | **$10346287** |
| Textiles, Apparel & Luxury Goods — 0.8% | Textiles, Apparel & Luxury Goods — 0.8% |  |
| Crocs, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1844 | &nbsp;&nbsp;&nbsp;&nbsp;$157699 |
| Deckers Outdoor Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586980 |

---

------

Calvert

US Mid-Cap Core Responsible Index Fund

December 31, 2025

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Textiles, Apparel & Luxury Goods (continued) | Textiles, Apparel & Luxury Goods (continued) |  |
| lululemon Athletica, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4061 | $843916 |
| Ralph Lauren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1486 | &nbsp;&nbsp; 525465 |
| Tapestry, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8003 | &nbsp;&nbsp; 1022543 |
| VF Corp. | &nbsp;&nbsp;&nbsp;&nbsp;13704 | &nbsp;&nbsp; 247768 |
|  |  | **$3384371** |
| Trading Companies & Distributors — 2.3% | Trading Companies & Distributors — 2.3% |  |
| Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4640 | $298027 |
| Applied Industrial Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1602 | &nbsp;&nbsp; 411346 |
| Core & Main, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443564 |
| Fastenal Co. | &nbsp;&nbsp;&nbsp;&nbsp;44689 | &nbsp;&nbsp;&nbsp;&nbsp;1793370 |
| Ferguson Enterprises, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7781 | &nbsp;&nbsp;&nbsp;&nbsp;1732284 |
| FTAI Aviation Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888384 |
| GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281366 |
| QXO, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;27397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528488 |
| SiteOne Landscape Supply, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203157 |
| United Rentals, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2562 | &nbsp;&nbsp;&nbsp;&nbsp;2073478 |
| Watsco, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541479 |
| WESCO International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447936 |
|  |  | &nbsp;&nbsp;&nbsp;**$9642879** |
| Water Utilities — 0.4% | Water Utilities — 0.4% |  |
| American Water Works Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8660 | &nbsp;&nbsp;&nbsp;$1130130 |
| Essential Utilities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507311 |
|  |  | &nbsp;&nbsp;&nbsp;**$1637441** |
| Total Common Stocks<br> (identified cost $313,731,202) |  | **$424163040** |

---

Rights — 0.0%<sup>†</sup>

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Health Care Equipment & Supplies — 0.0%<sup>†</sup> | Health Care Equipment & Supplies — 0.0%<sup>†</sup> |  |
| Abiomed, Inc., CVR, Exp. 12/31/29<sup>(1)(3)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | $2652 |
| Total Rights<br> (identified cost $2,652) |  | **$2652** |

---

Miscellaneous — 0.0%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Software — 0.0% | Software — 0.0% |  |
| Pivotal Software, Inc., Escrow Certificates<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;886 | $0 |
| Total Miscellaneous<br> (identified cost $0) |  | **$0** |

---

---

| | | |
|:---|:---|:---|
| Short-Term Investments — 0.4% |  |  |
| Affiliated Fund — 0.2% | Affiliated Fund — 0.2% | Affiliated Fund — 0.2% |
| **Security** | **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value** |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 3.69%<sup>(5)</sup> | 1032960 | $1032960 |
| Total Affiliated Fund<br> (identified cost $1,032,960) |  | **$1032960** |
| 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;**Value** |
| State Street Navigator Securities Lending Government Money Market Portfolio, 3.83%<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;784328 | $784328 |
| Total Securities Lending Collateral<br> (identified cost $784,328) |  | **$784328** |
| Total Short-Term Investments<br> (identified cost $1,817,288) |  | **$1817288** |
| Total Investments — 99.8%<br> (identified cost $315,551,142) |  | **$425982980** |
| Other Assets, Less Liabilities — 0.2% |  | **$724141** |
| Net Assets — 100.0% |  | **$426707121** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category in the Schedule of Investments is based on net assets. | The percentage shown for each investment category in the Schedule of Investments is based on net assets. |
| <sup>†</sup> | Amount is less than 0.05% or (0.05)%, as applicable. |
| <sup>(1)</sup> | Non-income producing security. |
| <sup>(2)</sup> | All or a portion of this security was on loan at December 31, 2025. The aggregate market value of securities on loan at December 31, 2025 was $4,975,569 and the total market value of the collateral received by the Fund was $5,186,024, comprised of cash of $784,328 and U.S. government and/or agencies securities of $4,401,696. |
| <sup>(3)</sup> | Security is valued using significant unobservable inputs and is categorized as Level 3 in the fair value hierarchy. |
| <sup>(4)</sup> | Restricted security. Total market value of restricted securities amounts to $2,652, which represents less than 0.05% of the net assets of the Fund as of December 31, 2025. |
| <sup>(5)</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>(6)</sup> | Represents investment of cash collateral received in connection with securities lending. |

---

------

Calvert

US Mid-Cap Core Responsible Index Fund

December 31, 2025

Schedule of Investments (Unaudited) — continued

------

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

#### Restricted Securities

---

| | | |
|:---|:---|:---|
| **Description** | &nbsp;&nbsp;&nbsp;&nbsp;**Acquisition Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Cost** |
| Abiomed, Inc., CVR, Exp. 12/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;12/28/22 | &nbsp;&nbsp;&nbsp;&nbsp;$2652 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$2652** |

---

---

| | |
|:---|:---|
| **Abbreviations:** | **Abbreviations:** |
| CVR | – Contingent Value Rights |
| REITs | – Real Estate Investment Trusts |

---

Affiliated Investments

At December 31, 2025, the value of the Fund's investment in funds that may be deemed to be affiliated was $1,032,960, which represents 0.2% 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> | $515983 | $17302598 | $(16785621) | $— | $— | $1032960 | $5540 | 1032960 |

---

<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;$424163040<sup>(2)</sup> | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$424163040 |
| Rights | &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;2652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2652 |
| 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;&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;0 |
| Short-Term Investments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Affiliated Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1032960 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1032960 |
| &nbsp;&nbsp;&nbsp;Securities Lending Collateral | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784328 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784328 |
| **Total Investments** | &nbsp;&nbsp;**$425980328** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$2652** | &nbsp;&nbsp;**$425982980** |

---

<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.

------

Calvert

US Mid-Cap Core Responsible Index Fund

December 31, 2025

Schedule of Investments (Unaudited) — continued

------

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. Mid Cap Core Responsible Index Fund

- **b. EDGAR series identifier (if any):** S000051236

- **c. LEI of Series:** 549300I74Z158YTBPO44

**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:** $426571017.68

**Total Liabilities:** $1038684.17

**Net Assets:** $425532333.51

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000161544 | -0.34%               | 1.67%                | 0.02%                |
| Class ID C000161547 | -0.29%               | 1.68%                | 0.03%                |
| Class ID C000235283 | -0.29%               | 1.68%                | 0.04%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $729595.16               | $-2276502.64                               |
| Month 2  | $1218933.88              | $5449181.62                                |
| Month 3  | $4779204.52              | $-5132515.38                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AAON Inc                                     | AAON Inc                                                                    | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3017 | NS      | $230046.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| ADT Inc                                      | ADT Inc                                                                     | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29828 | NS      | $240711.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                    | AGCO Corp                                                                   | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      2803 | NS      | $292408.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC Investment Corp                         | AGNC Investment Corp                                                        | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               |  | US        |     43521 | NS      | $466545.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| AES Corp/The                                 | AES Corp                                                                    | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     32652 | NS      | $468229.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ABIOMED INC                           | CONTRA ABIOMED INC                                                          | CUSIP: 003CVR016<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2600 | NS      | $2652.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ACI Worldwide Inc                            | ACI Worldwide Inc                                                           | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |      4176 | NS      | $199654.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Inc                                   | Acuity Inc                                                                  | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1295 | NS      | $466251.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc                 | Adtalem Global Education Inc                                                | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |      2046 | NS      | $211699.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                        | AECOM                                                                       | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      6111 | NS      | $582561.63    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems Inc                | Advanced Drainage Systems Inc                                               | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |      3193 | NS      | $462442.19    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc                | Affiliated Managers Group Inc                                               | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      1144 | NS      | $329792.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Holdings Inc                          | Affirm Holdings Inc                                                         | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12454 | NS      | $926951.22    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                     | Agilent Technologies Inc                                                    | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     11842 | NS      | $1611340.94   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp                               | Air Lease Corp                                                              | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |      4640 | NS      | $298027.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc                      | Akamai Technologies Inc                                                     | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      6380 | NS      | $556655.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc                         | Alaska Air Group Inc                                                        | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |      5240 | NS      | $263572.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos Inc                           | Albertsons Cos Inc                                                          | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |     16888 | NS      | $289966.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities Inc          | Alexandria Real Estate Equities Inc                                         | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               |  | US        |      7761 | NS      | $379823.34    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc                         | Align Technology Inc                                                        | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      2922 | NS      | $456270.30    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                      | ATI Inc                                                                     | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      7790 | NS      | $893980.40    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems Inc                     | Allegro MicroSystems Inc                                                    | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4840 | NS      | $127679.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                          | Alliant Energy Corp                                                         | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |     11231 | NS      | $730127.31    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings Inc            | Allison Transmission Holdings Inc                                           | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      3881 | NS      | $379949.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                           | Ally Financial Inc                                                          | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     11940 | NS      | $540762.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                  | Alnylam Pharmaceuticals Inc                                                 | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |      5164 | NS      | $2053464.60   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                                  | Ameren Corp                                                                 | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     12335 | NS      | $1231773.10   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc                  | American Airlines Group Inc                                                 | CUSIP: 02376R102<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | EC               | CORP              | US        |     30167 | NS      | $462460.11    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Holdings Inc                         | Amentum Holdings Inc                                                        | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |      6653 | NS      | $192937.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc/OH              | American Financial Group Inc/OH                                             | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      2740 | NS      | $374503.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc             | American International Group Inc                                            | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     21070 | NS      | $1802538.50   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc                  | American Water Works Co Inc                                                 | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      8660 | NS      | $1130130.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Americold Realty Trust Inc                   | Americold Realty Trust Inc                                                  | CUSIP: 03064D108<br>LEI: 894500O3S3W62PQPO460 | Long             | EC               |  | US        |     12906 | NS      | $165971.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Ameriprise Financial Inc                     | Ameriprise Financial Inc                                                    | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      3627 | NS      | $1778463.18   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                   | AMETEK Inc                                                                  | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      9485 | NS      | $1947365.35   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc                | Annaly Capital Management Inc                                               | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               |  | US        |     27506 | NS      | $615034.16    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Appfolio Inc                                 | Appfolio Inc                                                                | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |       998 | NS      | $232184.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc          | Applied Industrial Technologies Inc                                         | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      1602 | NS      | $411345.54    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                               | AptarGroup Inc                                                              | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |      2719 | NS      | $331609.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                      | Aramark                                                                     | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |     10855 | NS      | $400115.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries Inc               | Armstrong World Industries Inc                                              | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |      1788 | NS      | $341686.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc                        | Arrow Electronics Inc                                                       | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      2063 | NS      | $227301.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                                 | Assurant Inc                                                                | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      1945 | NS      | $468453.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Astera Labs Inc                              | Astera Labs Inc                                                             | CUSIP: 04626A103<br>LEI: 529900LJL8TUEGF7HG20 | Long             | EC               | CORP              | US        |      6032 | NS      | $1003483.52   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv Inc                                  | Autoliv Inc                                                                 | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |      3277 | NS      | $388979.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                               | AutoNation Inc                                                              | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1071 | NS      | $221140.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc                    | AvalonBay Communities Inc                                                   | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               |  | US        |      6326 | NS      | $1146967.06   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc                                  | Avantor Inc                                                                 | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28803 | NS      | $330082.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                          | Avery Dennison Corp                                                         | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      3398 | NS      | $618028.24    | 0.15%             |  |  |  | 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        |      4896 | NS      | $440786.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK Financial Corp                           | BOK Financial Corp                                                          | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |       715 | NS      | $84698.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Badger Meter Inc                             | Badger Meter Inc                                                            | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |      1303 | NS      | $227256.23    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                              | Baker Hughes Co                                                             | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40432 | NS      | $1841273.28   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp                                 | Balchem Corp                                                                | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |      1385 | NS      | $212403.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                    | Ball Corp                                                                   | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     11447 | NS      | $606347.59    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                     | Bank OZK                                                                    | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |      4427 | NS      | $203730.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                        | Bath & Body Works Inc                                                       | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      7001 | NS      | $140580.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                     | Baxter International Inc                                                    | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     21431 | NS      | $409546.41    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co                        | Becton Dickinson & Co                                                       | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     11354 | NS      | $2203470.78   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc                          | BellRing Brands Inc                                                         | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |      4011 | NS      | $107214.03    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bentley Systems Inc                          | Bentley Systems Inc                                                         | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               | CORP              | US        |      7415 | NS      | $282993.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                             | W R Berkley Corp                                                            | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     11507 | NS      | $806870.84    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                              | Best Buy Co Inc                                                             | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      7892 | NS      | $528211.56    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc                     | Bio-Rad Laboratories Inc                                                    | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |       803 | NS      | $243300.97    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc                  | BioMarin Pharmaceutical Inc                                                 | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      7646 | NS      | $454401.78    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                   | Biogen Inc                                                                  | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      6183 | NS      | $1088146.17   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                              | Bio-Techne Corp                                                             | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      6194 | NS      | $364269.14    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                                | H&R Block Inc                                                               | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |      6380 | NS      | $278040.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Owl Capital Inc                         | Blue Owl Capital Inc                                                        | CUSIP: 09581B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24691 | NS      | $368883.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Boot Barn Holdings Inc                       | Boot Barn Holdings Inc                                                      | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |      1115 | NS      | $196764.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp             | Booz Allen Hamilton Holding Corp                                            | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      6464 | NS      | $545303.04    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                               | BorgWarner Inc                                                              | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     10152 | NS      | $457449.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BXP Inc                                      | BXP Inc                                                                     | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               |  | US        |      7305 | NS      | $492941.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc                                      | Box Inc                                                                     | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |      6900 | NS      | $206379.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutions Inc         | Bright Horizons Family Solutions Inc                                        | CUSIP: 109194100<br>LEI: 2549009BKSVTM7UEYT38 | Long             | EC               | CORP              | US        |      3121 | NS      | $316469.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc                    | Brinker International Inc                                                   | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |      1831 | NS      | $262785.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc                   | Brixmor Property Group Inc                                                  | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               |  | US        |     12881 | NS      | $337739.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc           | Broadridge Financial Solutions Inc                                          | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      5180 | NS      | $1156020.60   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Renewable Corp                    | Brookfield Renewable Corp                                                   | CUSIP: 11285B108<br>LEI: 894500N9AWD5I1YNP231 | Long             | EC               | CORP              | CA        |      6311 | NS      | $241963.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Brown & Brown Inc                            | Brown & Brown Inc                                                           | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |     13966 | NS      | $1113090.20   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp                                  | Bruker Corp                                                                 | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |      4992 | NS      | $235173.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                     | Builders FirstSource Inc                                                    | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      4193 | NS      | $431417.77    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc                        | Burlington Stores Inc                                                       | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |      2385 | NS      | $688907.25    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                      | Cboe Global Markets Inc                                                     | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      4025 | NS      | $1010275.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                               | CBRE Group Inc                                                              | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     12147 | NS      | $1953116.13   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CCC Intelligent Solutions Holdings Inc       | CCC Intelligent Solutions Holdings Inc                                      | CUSIP: 12510Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27214 | NS      | $216351.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                  | CDW Corp/DE                                                                 | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      5811 | NS      | $791458.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                    | CH Robinson Worldwide Inc                                                   | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      5620 | NS      | $903471.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                              | CMS Energy Corp                                                             | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     13215 | NS      | $924124.95    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials Inc                          | CSW Industrials Inc                                                         | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |       691 | NS      | $202829.23    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp                           | CNX Resources Corp                                                          | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     12636 | NS      | $464625.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                 | Cadence Bank                                                                | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |      7398 | NS      | $316930.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                        | Camden Property Trust                                                       | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |      4879 | NS      | $537080.32    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell's Company/The                       | Campbell's Company/The                                                      | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      7631 | NS      | $212675.97    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc                           | CareTrust REIT Inc                                                          | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               |  | US        |      9735 | NS      | $352017.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc                             | Carlisle Cos Inc                                                            | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      2423 | NS      | $775020.78    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                                   | CarMax Inc                                                                  | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5467 | NS      | $211244.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group Inc/The                        | Carlyle Group Inc/The                                                       | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |     10008 | NS      | $591572.88    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp                    | Carpenter Technology Corp                                                   | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |      2630 | NS      | $828029.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Casella Waste Systems Inc                    | Casella Waste Systems Inc                                                   | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |      2646 | NS      | $259149.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc                   | Casey's General Stores Inc                                                  | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      1602 | NS      | $885441.42    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cava Group Inc                               | Cava Group Inc                                                              | CUSIP: 148929102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4578 | NS      | $268682.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Celanese Corp                                | Celanese Corp                                                               | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |      4835 | NS      | $204423.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc                         | Celsius Holdings Inc                                                        | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7181 | NS      | $328458.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                 | Centene Corp                                                                | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     20506 | NS      | $843821.90    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Dayforce Inc                                 | Dayforce Inc                                                                | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |      7233 | NS      | $500234.28    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International Inc | Charles River Laboratories International Inc                                | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      2115 | NS      | $421900.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                         | Chart Industries Inc                                                        | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |      2058 | NS      | $424421.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                                  | Chemed Corp                                                                 | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |       608 | NS      | $260138.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International Inc              | Choice Hotels International Inc                                             | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |      1344 | NS      | $128029.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                       | Church & Dwight Co Inc                                                      | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      9245 | NS      | $775193.25    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                                   | Ciena Corp                                                                  | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      6343 | NS      | $1483437.41   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp                    | Cincinnati Financial Corp                                                   | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |      6108 | NS      | $997558.56    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                             | Cirrus Logic Inc                                                            | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      2237 | NS      | $265084.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                 | Citizens Financial Group Inc                                                | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     16401 | NS      | $957982.41    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc                            | Clean Harbors Inc                                                           | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |      2233 | NS      | $523593.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Analytics Holdings Inc            | Clearwater Analytics Holdings Inc                                           | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13007 | NS      | $313728.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                          | Clearway Energy Inc                                                         | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      4984 | NS      | $165767.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/The                                | Clorox Co/The                                                               | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      4984 | NS      | $502536.72    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc                   | Coca-Cola Consolidated Inc                                                  | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      2243 | NS      | $343851.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp                                  | Cognex Corp                                                                 | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |      7815 | NS      | $281183.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp          | Cognizant Technology Solutions Corp                                         | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     20609 | NS      | $1710547.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                                | Coherent Corp                                                               | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |      6871 | NS      | $1268180.47   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc                  | Columbia Banking System Inc                                                 | CUSIP: 197236102<br>LEI: 254900CTRJTQZ3BJ2V17 | Long             | EC               | CORP              | US        |     11616 | NS      | $324667.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                      | Comfort Systems USA Inc                                                     | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      1543 | NS      | $1440066.47   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                                 | Comerica Inc                                                                | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      4980 | NS      | $432911.40    | 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        |      5443 | NS      | $284886.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                         | Commercial Metals Co                                                        | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      9097 | NS      | $629694.34    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems Inc                        | Commvault Systems Inc                                                       | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      1787 | NS      | $224018.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                           | Conagra Brands Inc                                                          | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     19546 | NS      | $338341.26    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Confluent Inc                                | Confluent Inc                                                               | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |     12766 | NS      | $386043.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                      | Consolidated Edison Inc                                                     | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     15597 | NS      | $1549094.04   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos Inc/The                           | Cooper Cos Inc/The                                                          | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |      8064 | NS      | $660925.44    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                   | Copart Inc                                                                  | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     38566 | NS      | $1509858.90   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Inc                     | Corcept Therapeutics Inc                                                    | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |      3908 | NS      | $135998.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial Inc                     | Corebridge Financial Inc                                                    | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |     10550 | NS      | $318293.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Core & Main Inc                              | Core & Main Inc                                                             | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8535 | NS      | $443563.95    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                                  | Corning Inc                                                                 | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     30813 | NS      | $2697986.28   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Corpay Inc                                   | Corpay Inc                                                                  | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      3012 | NS      | $906401.16    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties                      | COPT Defense Properties                                                     | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               |  | US        |      4753 | NS      | $132133.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp                                  | CorVel Corp                                                                 | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1302 | NS      | $88106.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc                             | CoStar Group Inc                                                            | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |     19013 | NS      | $1278434.12   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Inc                       | Cousins Properties Inc                                                      | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               |  | US        |      7247 | NS      | $186827.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Acceptance Corp                       | Credit Acceptance Corp                                                      | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       196 | NS      | $86918.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Crocs Inc                                    | Crocs Inc                                                                   | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      1844 | NS      | $157698.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                             | Crown Castle Inc                                                            | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |     18410 | NS      | $1636096.70   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                           | Crown Holdings Inc                                                          | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      4916 | NS      | $506200.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                    | CubeSmart                                                                   | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               |  | US        |     10182 | NS      | $367061.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc                     | Cullen/Frost Bankers Inc                                                    | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |      2514 | NS      | $318347.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                  | Cummins Inc                                                                 | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      5365 | NS      | $2738564.25   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp                          | Curtiss-Wright Corp                                                         | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      1598 | NS      | $880929.46    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                | DR Horton Inc                                                               | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |     10688 | NS      | $1539392.64   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                                | DTE Energy Co                                                               | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      9478 | NS      | $1222472.44   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc                       | Darden Restaurants Inc                                                      | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      4956 | NS      | $912003.12    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                      | Darling Ingredients Inc                                                     | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |      6454 | NS      | $232344.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog Inc                                  | Datadog Inc                                                                 | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |     13058 | NS      | $1775757.42   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc                                   | DaVita Inc                                                                  | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |      1714 | NS      | $194727.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                         | Deckers Outdoor Corp                                                        | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      5662 | NS      | $586979.54    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                          | Delta Air Lines Inc                                                         | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     27510 | NS      | $1909194.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                                   | Dexcom Inc                                                                  | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |     15955 | NS      | $1058933.35   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                    | Dick's Sporting Goods Inc                                                   | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |      2516 | NS      | $498092.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Docusign Inc                                 | Docusign Inc                                                                | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |      9037 | NS      | $618130.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc                       | Dolby Laboratories Inc                                                      | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |      2976 | NS      | $191118.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                          | Dollar General Corp                                                         | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      8691 | NS      | $1153904.07   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                              | Dollar Tree Inc                                                             | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      7984 | NS      | $982111.84    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                          | Dominion Energy Inc                                                         | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     34722 | NS      | $2034361.98   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc                           | Domino's Pizza Inc                                                          | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |      1473 | NS      | $613975.86    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co Inc                             | Donaldson Co Inc                                                            | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |      4940 | NS      | $437980.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                   | Dover Corp                                                                  | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      6112 | NS      | $1193306.88   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                                  | Dropbox Inc                                                                 | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |      8500 | NS      | $236300.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Duolingo Inc                                 | Duolingo Inc                                                                | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2044 | NS      | $358722.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc                         | Dycom Industries Inc                                                        | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      1323 | NS      | $447041.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                                | Dynatrace Inc                                                               | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |     13305 | NS      | $576638.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty Inc                               | elf Beauty Inc                                                              | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |      2456 | NS      | $186754.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                        | East West Bancorp Inc                                                       | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |      5252 | NS      | $590272.28    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties Inc                     | EastGroup Properties Inc                                                    | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               |  | US        |      2307 | NS      | $410968.98    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co                          | Eastman Chemical Co                                                         | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      4809 | NS      | $306958.47    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                     | eBay Inc                                                                    | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     17543 | NS      | $1527995.30   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                    | Edwards Lifesciences Corp                                                   | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     23340 | NS      | $1989735.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Inc                     | Elanco Animal Health Inc                                                    | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |     20203 | NS      | $457193.89    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                          | Electronic Arts Inc                                                         | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      9300 | NS      | $1900269.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc                        | Element Solutions Inc                                                       | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     10481 | NS      | $261920.19    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                              | EMCOR Group Inc                                                             | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      2021 | NS      | $1236427.59   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp                        | Encompass Health Corp                                                       | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      3999 | NS      | $424453.86    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                           | Enphase Energy Inc                                                          | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      4871 | NS      | $156115.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc/The                         | Ensign Group Inc/The                                                        | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |      2247 | NS      | $391427.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris Inc                                 | Entegris Inc                                                                | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |      6607 | NS      | $556639.75    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc                             | EPAM Systems Inc                                                            | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |      2340 | NS      | $479419.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                                  | Equifax Inc                                                                 | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      5674 | NS      | $1231144.52   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                       | Equitable Holdings Inc                                                      | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     11139 | NS      | $530773.35    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties Inc              | Equity LifeStyle Properties Inc                                             | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               |  | US        |      8372 | NS      | $507426.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                           | Equity Residential                                                          | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               |  | US        |     16852 | NS      | $1062350.08   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp                                    | Esab Corp                                                                   | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |      2633 | NS      | $294158.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc                        | ESCO Technologies Inc                                                       | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |      1102 | NS      | $215319.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust Inc        | Essential Properties Realty Trust Inc                                       | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               |  | US        |      8595 | NS      | $254927.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc                      | Essential Utilities Inc                                                     | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |     13225 | NS      | $507311.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc                     | Essex Property Trust Inc                                                    | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               |  | US        |      2800 | NS      | $732704.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                     | Etsy Inc                                                                    | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      3892 | NS      | $215772.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide Inc                        | Euronet Worldwide Inc                                                       | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |      2009 | NS      | $152904.99    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc                                 | Evercore Inc                                                                | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |      1399 | NS      | $476009.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                   | Evergy Inc                                                                  | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      9944 | NS      | $720840.56    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                            | Eversource Energy                                                           | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     16498 | NS      | $1110810.34   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corp                          | Exact Sciences Corp                                                         | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |      7650 | NS      | $776934.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                  | Exelon Corp                                                                 | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     41445 | NS      | $1806587.55   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                                 | Exelixis Inc                                                                | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     10485 | NS      | $459557.55    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc                      | ExlService Holdings Inc                                                     | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |      7197 | NS      | $305440.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc   | Expeditors International of Washington Inc                                  | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      6372 | NS      | $949491.72    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc                      | Extra Space Storage Inc                                                     | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |      9503 | NS      | $1237480.66   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp                                     | FMC Corp                                                                    | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      6005 | NS      | $83289.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                                  | FNB Corp/PA                                                                 | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     13230 | NS      | $226233.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc                           | FTI Consulting Inc                                                          | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      1632 | NS      | $278794.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc                 | FactSet Research Systems Inc                                                | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |      2042 | NS      | $592567.98    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                              | Fair Isaac Corp                                                             | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       967 | NS      | $1634829.54   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                                  | Fastenal Co                                                                 | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |     44689 | NS      | $1793369.57   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust              | Federal Realty Investment Trust                                             | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               |  | US        |      4044 | NS      | $407635.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp                          | Federal Signal Corp                                                         | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |      2470 | NS      | $268217.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises Inc                     | Ferguson Enterprises Inc                                                    | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |      7781 | NS      | $1732284.03   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                       | F5 Inc                                                                      | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      2619 | NS      | $668525.94    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc   | Fidelity National Information Services Inc                                  | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     22466 | NS      | $1493090.36   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                          | Fifth Third Bancorp                                                         | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     25752 | NS      | $1205451.12   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp                | First American Financial Corp                                               | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |      5306 | NS      | $326000.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc/NC             | First Citizens BancShares Inc/NC                                            | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |       342 | NS      | $733993.56    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc               | First Financial Bankshares Inc                                              | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |      4841 | NS      | $144600.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp                           | First Horizon Corp                                                          | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     19661 | NS      | $469897.90    | 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        |      5650 | NS      | $323575.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                              | First Solar Inc                                                             | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      3755 | NS      | $980918.65    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings Inc                       | FirstCash Holdings Inc                                                      | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1427 | NS      | $227435.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                               | Five Below Inc                                                              | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |      2086 | NS      | $392918.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor & Decor Holdings Inc                   | Floor & Decor Holdings Inc                                                  | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |      4178 | NS      | $254398.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp                               | Flowserve Corp                                                              | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |      5393 | NS      | $374166.34    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                | Ford Motor Co                                                               | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    158025 | NS      | $2073288.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                                 | Fortive Corp                                                                | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     13996 | NS      | $772719.16    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc               | Fortune Brands Innovations Inc                                              | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      4697 | NS      | $234943.94    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc                       | Franklin Resources Inc                                                      | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     12788 | NS      | $305505.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                                    | GATX Corp                                                                   | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |      1659 | NS      | $281366.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc                            | GXO Logistics Inc                                                           | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |      6359 | NS      | $334737.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc               | GE HealthCare Technologies Inc                                              | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |     18936 | NS      | $1553130.72   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp                                | GameStop Corp                                                               | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |     16722 | NS      | $335777.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap Inc/The                                  | Gap Inc/The                                                                 | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |      9146 | NS      | $234137.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                                  | Gartner Inc                                                                 | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      3777 | NS      | $952861.56    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                            | General Mills Inc                                                           | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     23499 | NS      | $1092703.50   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                            | General Motors Co                                                           | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     36322 | NS      | $2953705.04   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                             | Genuine Parts Co                                                            | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      5281 | NS      | $649351.76    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc                          | Glacier Bancorp Inc                                                         | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |      5104 | NS      | $224831.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp                                 | Glaukos Corp                                                                | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |      2200 | NS      | $248402.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc                           | Globus Medical Inc                                                          | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |      4587 | NS      | $400490.97    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy Inc                                  | GoDaddy Inc                                                                 | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |      5935 | NS      | $736414.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                                    | Graco Inc                                                                   | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |      7229 | NS      | $592561.13    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co                 | Graphic Packaging Holding Co                                                | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13437 | NS      | $202361.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Healthcare REIT Inc                 | American Healthcare REIT Inc                                                | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               |  | US        |      8285 | NS      | $389892.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                       | Group 1 Automotive Inc                                                      | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |       445 | NS      | $175018.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Guardant Health Inc                          | Guardant Health Inc                                                         | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |      5075 | NS      | $518360.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software Inc                       | Guidewire Software Inc                                                      | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |      3902 | NS      | $784341.02    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                       | HP Inc                                                                      | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     41404 | NS      | $922481.12    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                    | Halozyme Therapeutics Inc                                                   | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |      4586 | NS      | $308637.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane Inc                            | Hamilton Lane Inc                                                           | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |      2229 | NS      | $299376.99    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                         | Hancock Whitney Corp                                                        | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      3086 | NS      | $196516.48    | 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        |      1461 | NS      | $267026.97    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Insurance Group Inc/The             | Hartford Insurance Group Inc/The                                            | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     10863 | NS      | $1496921.40   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                   | Hasbro Inc                                                                  | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      5401 | NS      | $442882.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity Inc                             | HealthEquity Inc                                                            | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |      3899 | NS      | $357187.39    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Inc                  | Healthcare Realty Trust Inc                                                 | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               |  | US        |     15536 | NS      | $263335.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                    | Healthpeak Properties Inc                                                   | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               |  | US        |     31417 | NS      | $505185.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                                   | HEICO Corp                                                                  | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |      4566 | NS      | $1477511.94   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                  | Jack Henry & Associates Inc                                                 | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      3230 | NS      | $589410.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                               | Hershey Co/The                                                              | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      6373 | NS      | $1159758.54   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                | Hewlett Packard Enterprise Co                                               | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     59108 | NS      | $1419774.16   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                  | Hologic Inc                                                                 | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      9034 | NS      | $672942.66    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR                       | Home BancShares Inc/AR                                                      | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7588 | NS      | $210794.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                            | Hormel Foods Corp                                                           | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |     12829 | NS      | $304047.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                    | Host Hotels & Resorts Inc                                                   | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |     30357 | NS      | $538229.61    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc                           | Houlihan Lokey Inc                                                          | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |      2175 | NS      | $378863.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                                  | Hubbell Inc                                                                 | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      2385 | NS      | $1059202.35   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot Inc                                  | HubSpot Inc                                                                 | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |      2288 | NS      | $918174.40    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                   | Humana Inc                                                                  | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      4995 | NS      | $1279369.35   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc               | JB Hunt Transport Services Inc                                              | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      3626 | NS      | $704676.84    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                 | Huntington Bancshares Inc/OH                                                | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     61982 | NS      | $1075387.70   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corp                            | Hyatt Hotels Corp                                                           | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |      2151 | NS      | $344848.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IES Holdings Inc                             | IES Holdings Inc                                                            | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |       411 | NS      | $159887.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc                                      | ITT Inc                                                                     | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      3317 | NS      | $575532.67    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                                  | IDACORP Inc                                                                 | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |      2330 | NS      | $294884.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                                    | IDEX Corp                                                                   | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      3262 | NS      | $580440.28    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                       | IDEXX Laboratories Inc                                                      | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      3136 | NS      | $2121598.08   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                 | Illumina Inc                                                                | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      6323 | NS      | $829324.68    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                                  | Incyte Corp                                                                 | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      6758 | NS      | $667487.66    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                           | Ingersoll Rand Inc                                                          | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     17269 | NS      | $1368050.18   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                                | Ingredion Inc                                                               | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      2795 | NS      | $308176.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Inc                                   | Insmed Inc                                                                  | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |      8759 | NS      | $1524416.36   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp                                 | Insulet Corp                                                                | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      2905 | NS      | $825717.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc       | International Flavors & Fragrances Inc                                      | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |     10887 | NS      | $733674.93    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co                       | International Paper Co                                                      | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     23286 | NS      | $917235.54    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc                         | Invitation Homes Inc                                                        | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               |  | US        |     26965 | NS      | $749357.35    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals Inc                    | Ionis Pharmaceuticals Inc                                                   | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |      6669 | NS      | $527584.59    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                           | IQVIA Holdings Inc                                                          | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      7038 | NS      | $1586435.58   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc                            | Iron Mountain Inc                                                           | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               |  | US        |     13018 | NS      | $1079843.10   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                                    | Itron Inc                                                                   | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |      1712 | NS      | $158976.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                    | Jabil Inc                                                                   | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      4799 | NS      | $1094267.98   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                        | Jackson Financial Inc                                                       | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      2587 | NS      | $275903.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc                | Jefferies Financial Group Inc                                               | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |      6705 | NS      | $415508.85    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT Marel Corp                               | JBT Marel Corp                                                              | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |      2256 | NS      | $339911.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc                       | Jones Lang LaSalle Inc                                                      | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      2096 | NS      | $705241.12    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue Inc                                   | Kenvue Inc                                                                  | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |     74590 | NS      | $1286677.50   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                         | Keurig Dr Pepper Inc                                                        | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     55448 | NS      | $1553098.48   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                      | KeyCorp                                                                     | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     37266 | NS      | $769170.24    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                    | Keysight Technologies Inc                                                   | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      7392 | NS      | $1501980.48   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp                           | Kilroy Realty Corp                                                          | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               |  | US        |      4701 | NS      | $175676.37    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Kimberly-Clark Corp                          | Kimberly-Clark Corp                                                         | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     12885 | NS      | $1299967.65   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp                            | Kimco Realty Corp                                                           | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               |  | US        |     30085 | NS      | $609822.95    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc                    | Kinsale Capital Group Inc                                                   | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |       907 | NS      | $354745.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                      | Kite Realty Group Trust                                                     | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               |  | US        |     10138 | NS      | $243007.86    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Knife River Corp                             | Knife River Corp                                                            | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5555 | NS      | $390794.25    | 0.09%             |  |  |  | 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        |      7158 | NS      | $374220.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                           | Kraft Heinz Co/The                                                          | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     36377 | NS      | $882142.25    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                | Kroger Co/The                                                               | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     27627 | NS      | $1726134.96   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc                         | Kyndryl Holdings Inc                                                        | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |     10506 | NS      | $279039.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                     | LKQ Corp                                                                    | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     10146 | NS      | $306409.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc                   | LPL Financial Holdings Inc                                                  | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |      3046 | NS      | $1087939.82   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc                         | Labcorp Holdings Inc                                                        | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3487 | NS      | $874818.56    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co                         | Lamar Advertising Co                                                        | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               |  | US        |      3721 | NS      | $471004.18    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                     | Lamb Weston Holdings Inc                                                    | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      5683 | NS      | $238060.87    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc                          | Landstar System Inc                                                         | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      1609 | NS      | $231213.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp                   | Lattice Semiconductor Corp                                                  | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |      6153 | NS      | $452737.74    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                     | Estee Lauder Cos Inc/The                                                    | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      9024 | NS      | $944993.28    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                    | Lear Corp                                                                   | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      2663 | NS      | $305179.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                  | Lennar Corp                                                                 | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     10207 | NS      | $1049279.60   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc                     | Lennox International Inc                                                    | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |      1376 | NS      | $668158.08    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp                       | Liberty Broadband Corp                                                      | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |      5381 | NS      | $261516.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Formula One       | Liberty Media Corp-Liberty Formula One                                      | CUSIP: 531229771<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11935 | NS      | $1066750.30   | 0.25%             |  |  |  | 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        |      8021 | NS      | $213198.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc                | Lincoln Electric Holdings Inc                                               | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      2470 | NS      | $591910.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Lineage Inc                                  | Lineage Inc                                                                 | CUSIP: 53566V106<br>LEI: N/A                  | Long             | EC               |  | US        |      3105 | NS      | $108675.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc                            | Lithia Motors Inc                                                           | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |       982 | NS      | $326348.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc                               | Littelfuse Inc                                                              | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      1124 | NS      | $284282.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Loar Holdings Inc                            | Loar Holdings Inc                                                           | CUSIP: 53947R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1370 | NS      | $93160.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp                       | Louisiana-Pacific Corp                                                      | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      2723 | NS      | $219909.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc                      | Lululemon Athletica Inc                                                     | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |      4061 | NS      | $843916.41    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc                        | Lumentum Holdings Inc                                                       | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |      3058 | NS      | $1127148.22   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Lyft Inc                                     | Lyft Inc                                                                    | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |     17010 | NS      | $329483.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                                | M&T Bank Corp                                                               | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      6087 | NS      | $1226408.76   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                         | MGIC Investment Corp                                                        | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |      8642 | NS      | $252519.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Inc                                      | MKS Inc                                                                     | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |      2878 | NS      | $459904.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Inc                               | MSA Safety Inc                                                              | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |      1664 | NS      | $266472.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                     | MSCI Inc                                                                    | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      3058 | NS      | $1754466.34   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings Inc      | MACOM Technology Solutions Holdings Inc                                     | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2992 | NS      | $512469.76    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Madrigal Pharmaceuticals Inc                 | Madrigal Pharmaceuticals Inc                                                | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               | CORP              | US        |       773 | NS      | $450148.82    | 0.11%             |  |  |  | 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        |   1032960 | NS      | $1032960.08   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                     | Manhattan Associates Inc                                                    | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |      2603 | NS      | $451125.93    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Maplebear Inc                                | Maplebear Inc                                                               | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7039 | NS      | $316614.22    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MARA Holdings Inc                            | MARA Holdings Inc                                                           | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |     15883 | NS      | $142629.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Markel Group Inc                             | Markel Group Inc                                                            | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |       483 | NS      | $1038280.95   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc                     | MarketAxess Holdings Inc                                                    | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |      2017 | NS      | $365581.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                       | Marvell Technology Inc                                                      | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33025 | NS      | $2806464.50   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                   | Masco Corp                                                                  | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      7828 | NS      | $496764.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc                                   | MasTec Inc                                                                  | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      2623 | NS      | $570161.51    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc                                   | Mattel Inc                                                                  | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     12375 | NS      | $245520.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                        | McCormick & Co Inc/MD                                                       | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |     11402 | NS      | $776590.22    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc                         | Medpace Holdings Inc                                                        | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |       977 | NS      | $548732.05    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc                    | Merit Medical Systems Inc                                                   | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |      2484 | NS      | $218939.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc             | Mettler-Toledo International Inc                                            | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       865 | NS      | $1205974.35   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                     | Microchip Technology Inc                                                    | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     24174 | NS      | $1540367.28   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities Inc        | Mid-America Apartment Communities Inc                                       | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |      5385 | NS      | $748030.35    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp/The                            | Middleby Corp/The                                                           | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      2126 | NS      | $316072.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                  | Moderna Inc                                                                 | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |     15631 | NS      | $460958.19    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co                      | Modine Manufacturing Co                                                     | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |      2627 | NS      | $350730.77    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc                        | Mohawk Industries Inc                                                       | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      1866 | NS      | $203953.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc                        | Molina Healthcare Inc                                                       | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      2047 | NS      | $355236.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB Inc                                  | MongoDB Inc                                                                 | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |      3514 | NS      | $1474790.66   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc                 | Monolithic Power Systems Inc                                                | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |      1915 | NS      | $1735679.40   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                                     | Moog Inc                                                                    | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      1161 | NS      | $282761.55    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Morningstar Inc                              | Morningstar Inc                                                             | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |      1356 | NS      | $294672.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                                | Mosaic Co/The                                                               | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     14014 | NS      | $337597.26    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                       | Mueller Industries Inc                                                      | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      4737 | NS      | $543807.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                               | NRG Energy Inc                                                              | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      8387 | NS      | $1335545.88   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                      | NVR Inc                                                                     | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |       121 | NS      | $882425.17    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                   | Nasdaq Inc                                                                  | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     17643 | NS      | $1713664.59   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera Inc                                   | Natera Inc                                                                  | CUSIP: 632307104<br>LEI: 529900CQ3OZ0A0VYVU59 | Long             | EC               | CORP              | US        |      5529 | NS      | $1266638.61   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT Inc                                 | NNN REIT Inc                                                                | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               |  | US        |      8970 | NS      | $355481.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust            | National Storage Affiliates Trust                                           | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Long             | EC               |  | US        |      3559 | NS      | $100399.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                   | NetApp Inc                                                                  | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      8699 | NS      | $931575.91    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                   | Neurocrine Biosciences Inc                                                  | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      4159 | NS      | $589870.97    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp                           | Rithm Capital Corp                                                          | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               |  | US        |     23333 | NS      | $254329.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Bank NA                             | Flagstar Bank NA                                                            | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EC               | CORP              | US        |     10699 | NS      | $134700.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co/The                        | New York Times Co/The                                                       | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |      8271 | NS      | $574172.82    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextpower Inc                                | Nextpower Inc                                                               | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6313 | NS      | $549925.43    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc                      | Nexstar Media Group Inc                                                     | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      1524 | NS      | $309448.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                 | NiSource Inc                                                                | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     21157 | NS      | $883516.32    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                                 | Nordson Corp                                                                | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |      2282 | NS      | $548661.26    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                          | Northern Trust Corp                                                         | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      7205 | NS      | $984130.95    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                              | Gen Digital Inc                                                             | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     25658 | NS      | $697641.02    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                   | Nucor Corp                                                                  | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      9847 | NS      | $1606144.17   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix Inc                                  | Nutanix Inc                                                                 | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |     12286 | NS      | $635063.34    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                    | Occidental Petroleum Corp                                                   | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     31772 | NS      | $1306464.64   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc                | Old Dominion Freight Line Inc                                               | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      8546 | NS      | $1340012.80   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN                      | Old National Bancorp/IN                                                     | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     13763 | NS      | $307052.53    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp              | Old Republic International Corp                                             | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |      8504 | NS      | $388122.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings Inc          | Ollie's Bargain Outlet Holdings Inc                                         | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |      2228 | NS      | $244211.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                            | Omnicom Group Inc                                                           | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     18319 | NS      | $1479259.25   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc               | Omega Healthcare Investors Inc                                              | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               |  | US        |     12809 | NS      | $567951.06    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                        | ON Semiconductor Corp                                                       | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     18186 | NS      | $984771.90    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings Inc                         | OneMain Holdings Inc                                                        | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |      4592 | NS      | $310189.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc                       | Option Care Health Inc                                                      | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |      7184 | NS      | $228882.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp                                 | Oshkosh Corp                                                                | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |      2755 | NS      | $346110.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                          | Otis Worldwide Corp                                                         | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     16794 | NS      | $1466955.90   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                | Owens Corning                                                               | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      5614 | NS      | $628262.74    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc                             | PJT Partners Inc                                                            | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |       772 | NS      | $129078.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TXNM Energy Inc                              | TXNM Energy Inc                                                             | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |      4199 | NS      | $247237.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                           | PPG Industries Inc                                                          | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      9781 | NS      | $1002161.26   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                      | PTC Inc                                                                     | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      5475 | NS      | $953799.75    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                   | PACCAR Inc                                                                  | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     20594 | NS      | $2255248.94   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                    | Packaging Corp of America                                                   | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      3817 | NS      | $787179.91    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Skydance Corp                      | Paramount Skydance Corp                                                     | CUSIP: 69932A204<br>LEI: 529900B6VAJG54Y9QF02 | Long             | EC               | CORP              | US        |     14678 | NS      | $196685.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp                                 | Parsons Corp                                                                | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |      2606 | NS      | $161050.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                          | Paycom Software Inc                                                         | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |      2159 | NS      | $344058.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp                       | Paylocity Holding Corp                                                      | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |      2077 | NS      | $316742.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services Inc              | PennyMac Financial Services Inc                                             | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |      1162 | NS      | $153198.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc                  | Penske Automotive Group Inc                                                 | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |       761 | NS      | $120458.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Inc                                 | Penumbra Inc                                                                | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |      1587 | NS      | $493414.17    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co                    | Performance Food Group Co                                                   | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |      6485 | NS      | $583131.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Revvity Inc                                  | Revvity Inc                                                                 | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |      4907 | NS      | $474752.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co Inc                     | Phillips Edison & Co Inc                                                    | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               |  | US        |      5048 | NS      | $179557.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp                         | Pilgrim's Pride Corp                                                        | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |      2014 | NS      | $78525.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc              | Pinnacle Financial Partners Inc                                             | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |      3067 | NS      | $292622.47    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc                                | Pinterest Inc                                                               | CUSIP: 72352L106<br>LEI: 529900Y043CEBGO4HB65 | Long             | EC               | CORP              | US        |     26580 | NS      | $688156.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ESC PIVOTAL SOFTWARE I                       | ESC PIVOTAL SOFTWARE I                                                      | CUSIP: 725ESC016<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       886 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Planet Fitness Inc                           | Planet Fitness Inc                                                          | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |      4319 | NS      | $468481.93    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                                    | Pool Corp                                                                   | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |      1518 | NS      | $347242.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc                                  | Popular Inc                                                                 | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      2546 | NS      | $317027.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co                 | Portland General Electric Co                                                | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      5452 | NS      | $261641.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc                            | Post Holdings Inc                                                           | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      1981 | NS      | $196218.05    | 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        |      8572 | NS      | $877601.36    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Brands Corp                            | Primo Brands Corp                                                           | CUSIP: 741623102<br>LEI: 254900J0WS4AXV2LAX55 | Long             | EC               | CORP              | US        |      9758 | NS      | $159543.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc                                | Primerica Inc                                                               | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |      1289 | NS      | $333026.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                | Principal Financial Group Inc                                               | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      8746 | NS      | $771484.66    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                     | Prudential Financial Inc                                                    | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     13666 | NS      | $1542618.08   | 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        |     21272 | NS      | $1708141.60   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                               | PulteGroup Inc                                                              | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8828 | NS      | $1035171.28   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage Inc                             | Pure Storage Inc                                                            | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |     13685 | NS      | $917031.85    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                    | Qorvo Inc                                                                   | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      4268 | NS      | $360688.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc                              | Q2 Holdings Inc                                                             | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |      2958 | NS      | $213449.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                   | Qualys Inc                                                                  | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      1711 | NS      | $227391.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                          | Quanta Services Inc                                                         | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      5800 | NS      | $2447948.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                        | Quest Diagnostics Inc                                                       | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      4776 | NS      | $828779.28    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                     | RLI Corp                                                                    | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      3250 | NS      | $207935.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc                        | RPM International Inc                                                       | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |      5619 | NS      | $584376.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                                   | Rambus Inc                                                                  | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |      4786 | NS      | $439785.54    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralliant Corp                                | Ralliant Corp                                                               | CUSIP: 750940108<br>LEI: 52990024QKO4DYT8N464 | Long             | EC               | CORP              | US        |      4746 | NS      | $241618.86    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp                            | Ralph Lauren Corp                                                           | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      1486 | NS      | $525464.46    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc                  | Raymond James Financial Inc                                                 | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      6900 | NS      | $1108071.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Inc                             | RBC Bearings Inc                                                            | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1368 | NS      | $613452.24    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                           | Realty Income Corp                                                          | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               |  | US        |     37212 | NS      | $2097640.44   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Reddit Inc                                   | Reddit Inc                                                                  | CUSIP: 75734B100<br>LEI: 529900APN1YHPBHPI679 | Long             | EC               | CORP              | US        |      6002 | NS      | $1379679.74   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp                           | Regal Rexnord Corp                                                          | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      3045 | NS      | $427274.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                         | Regency Centers Corp                                                        | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               |  | US        |      8210 | NS      | $566736.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                       | Regions Financial Corp                                                      | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     33419 | NS      | $905654.90    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Inc             | Reinsurance Group of America Inc                                            | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      2643 | NS      | $537744.78    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Inc                                 | Reliance Inc                                                                | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      2883 | NS      | $832812.21    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp                                | Repligen Corp                                                               | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      2132 | NS      | $349349.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc                                   | ResMed Inc                                                                  | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |      6044 | NS      | $1455818.28   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolution Medicines Inc                     | Revolution Medicines Inc                                                    | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |      7053 | NS      | $561771.45    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc                | Rexford Industrial Realty Inc                                               | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               |  | US        |     10863 | NS      | $420615.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive Inc                        | Rivian Automotive Inc                                                       | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Long             | EC               | CORP              | US        |     37892 | NS      | $746851.32    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half Inc                              | Robert Half Inc                                                             | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      5132 | NS      | $139385.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc                      | Rockwell Automation Inc                                                     | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      4654 | NS      | $1810731.78   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Roku Inc                                     | Roku Inc                                                                    | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |      5658 | NS      | $613836.42    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                              | Ross Stores Inc                                                             | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     12423 | NS      | $2237879.22   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Holdings Inc                  | Ryan Specialty Holdings Inc                                                 | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4259 | NS      | $219892.17    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc                             | Ryder System Inc                                                            | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      1791 | NS      | $342779.49    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties Inc             | Ryman Hospitality Properties Inc                                            | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               |  | US        |      2768 | NS      | $261908.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                      | SBA Communications Corp                                                     | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |      4705 | NS      | $910088.15    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                           | SEI Investments Co                                                          | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |      4191 | NS      | $343745.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                                     | SLM Corp                                                                    | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7281 | NS      | $197023.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                             | SPS Commerce Inc                                                            | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |      1768 | NS      | $157581.84    | 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        |      9303 | NS      | $813268.26    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies Inc                         | SPX Technologies Inc                                                        | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |      2121 | NS      | $424327.26    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                     | Saia Inc                                                                    | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      1227 | NS      | $400640.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsara Inc                                  | Samsara Inc                                                                 | CUSIP: 79589L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14955 | NS      | $530154.75    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandisk Corp/DE                              | Sandisk Corp/DE                                                             | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6253 | NS      | $1484337.14   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc                             | Henry Schein Inc                                                            | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      3971 | NS      | $300128.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp      | Science Applications International Corp                                     | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |      2031 | NS      | $204440.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                              | Sealed Air Corp                                                             | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      6842 | NS      | $283464.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                       | Sempra                                                                      | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     25758 | NS      | $2274173.82   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| SentinelOne Inc                              | SentinelOne Inc                                                             | CUSIP: 81730H109<br>LEI: 984500DCD44DBF954221 | Long             | EC               | CORP              | US        |     13591 | NS      | $203865.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US                | Service Corp International/US                                               | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |      7138 | NS      | $556549.86    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc                              | Shake Shack Inc                                                             | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |      1868 | NS      | $151625.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments Inc                          | Shift4 Payments Inc                                                         | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2686 | NS      | $169137.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Silgan Holdings Inc                          | Silgan Holdings Inc                                                         | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |      4003 | NS      | $161601.11    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| QXO Inc                                      | QXO Inc                                                                     | CUSIP: 82846H405<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |     27397 | NS      | $528488.13    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Simpson Manufacturing Co Inc                 | Simpson Manufacturing Co Inc                                                | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |      1794 | NS      | $289677.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SiteOne Landscape Supply Inc                 | SiteOne Landscape Supply Inc                                                | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |      1631 | NS      | $203157.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings Inc                       | Sirius XM Holdings Inc                                                      | CUSIP: 829933100<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |     10206 | NS      | $204068.97    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc                       | Skyworks Solutions Inc                                                      | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      6767 | NS      | $429095.47    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                               | A O Smith Corp                                                              | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |      4740 | NS      | $317011.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                           | J M Smucker Co/The                                                          | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      4348 | NS      | $425277.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                                  | Snap-on Inc                                                                 | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      2261 | NS      | $779140.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap Inc                                     | Snap Inc                                                                    | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |     52717 | NS      | $425426.19    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SoFi Technologies Inc                        | SoFi Technologies Inc                                                       | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               | CORP              | US        |     46398 | NS      | $1214699.64   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSTATE BANK CORP                         | SOUTHSTATE BANK CORP                                                        | CUSIP: 84472E102<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |      3764 | NS      | $354230.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc                   | Southwest Gas Holdings Inc                                                  | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |      2823 | NS      | $225896.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc                   | Sprouts Farmers Market Inc                                                  | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |      3971 | NS      | $316369.57    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc                          | STAG Industrial Inc                                                         | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               |  | US        |      8890 | NS      | $326796.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker Inc                   | Stanley Black & Decker Inc                                                  | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      6870 | NS      | $510303.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust Inc                  | Starwood Property Trust Inc                                                 | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               |  | US        |     14216 | NS      | $256030.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| State Street Corp                            | State Street Corp                                                           | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     10868 | NS      | $1402080.68   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                           | Steel Dynamics Inc                                                          | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      6586 | NS      | $1115997.70   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure Inc                  | Sterling Infrastructure Inc                                                 | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |      1344 | NS      | $411573.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp                        | Stifel Financial Corp                                                       | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |      3933 | NS      | $492490.26    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                   | Stride Inc                                                                  | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |      2600 | NS      | $168818.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities Inc                          | Sun Communities Inc                                                         | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               |  | US        |      5668 | NS      | $702321.88    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp                       | Synovus Financial Corp                                                      | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |      5013 | NS      | $250900.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp                               | TD SYNNEX Corp                                                              | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      3010 | NS      | $452192.30    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                          | Synchrony Financial                                                         | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     14025 | NS      | $1170105.75   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                   | Sysco Corp                                                                  | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     20912 | NS      | $1541005.28   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG Inc                                      | TPG Inc                                                                     | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Long             | EC               | CORP              | US        |      5487 | NS      | $350290.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc            | Take-Two Interactive Software Inc                                           | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      7208 | NS      | $1845464.24   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                 | Tapestry Inc                                                                | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      8003 | NS      | $1022543.31   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                  | Target Corp                                                                 | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     17925 | NS      | $1752168.75   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                    | Taylor Morrison Home Corp                                                   | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      4228 | NS      | $248902.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                    | Teledyne Technologies Inc                                                   | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      2048 | NS      | $1045975.04   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Inc                                 | Teleflex Inc                                                                | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |      1958 | NS      | $238954.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International Inc                 | Somnigroup International Inc                                                | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |      7345 | NS      | $655761.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                 | Teradyne Inc                                                                | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      7075 | NS      | $1369437.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp                          | Terreno Realty Corp                                                         | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               |  | US        |      4496 | NS      | $263960.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                               | Tetra Tech Inc                                                              | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |     12259 | NS      | $411166.86    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                          | Texas Roadhouse Inc                                                         | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |      2762 | NS      | $458492.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk Inc/The                           | Trade Desk Inc/The                                                          | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |     18825 | NS      | $714597.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                                | Timken Co/The                                                               | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      2942 | NS      | $247510.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Toast Inc                                    | Toast Inc                                                                   | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |     21861 | NS      | $776284.11    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc                            | Toll Brothers Inc                                                           | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      4407 | NS      | $595914.54    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                                | TopBuild Corp                                                               | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      1247 | NS      | $520235.93    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co/The                                  | Toro Co/The                                                                 | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      4123 | NS      | $324562.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                            | Tractor Supply Co                                                           | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |     20260 | NS      | $1013202.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets Inc                         | Tradeweb Markets Inc                                                        | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4345 | NS      | $467261.30    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                   | TransUnion                                                                  | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |     10546 | NS      | $904319.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co Inc                                  | Trex Co Inc                                                                 | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4626 | NS      | $162280.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                  | Trimble Inc                                                                 | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |     10311 | NS      | $807866.85    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                        | Truist Financial Corp                                                       | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     49967 | NS      | $2458876.07   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc                                   | Twilio Inc                                                                  | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      6613 | NS      | $940633.12    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc                       | Tyler Technologies Inc                                                      | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |      1900 | NS      | $862505.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                      | UDR Inc                                                                     | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               |  | US        |     14698 | NS      | $539122.64    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                     | UGI Corp                                                                    | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |      9528 | NS      | $356633.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                           | UMB Financial Corp                                                          | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      2938 | NS      | $337987.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                           | UFP Industries Inc                                                          | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      2350 | NS      | $213967.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UL Solutions Inc                             | UL Solutions Inc                                                            | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               | CORP              | US        |      3583 | NS      | $282555.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                              | Ulta Beauty Inc                                                             | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      1768 | NS      | $1069657.68   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc/WV                     | United Bankshares Inc/WV                                                    | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |      5112 | NS      | $196300.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                           | United Rentals Inc                                                          | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      2562 | NS      | $2073477.84   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp                        | US Foods Holding Corp                                                       | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |      9701 | NS      | $730679.32    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp                     | United Therapeutics Corp                                                    | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      1748 | NS      | $851713.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp                       | Universal Display Corp                                                      | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1899 | NS      | $221765.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                   | Unum Group                                                                  | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      6297 | NS      | $488017.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                         | Urban Outfitters Inc                                                        | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      2470 | NS      | $185892.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp                                      | VF Corp                                                                     | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |     13704 | NS      | $247768.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc                             | Vail Resorts Inc                                                            | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |      2014 | NS      | $267459.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Valley National Bancorp                      | Valley National Bancorp                                                     | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     17979 | NS      | $209994.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Valmont Industries Inc                       | Valmont Industries Inc                                                      | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |       842 | NS      | $338753.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Varonis Systems Inc                          | Varonis Systems Inc                                                         | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |      4687 | NS      | $153733.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                            | Veeva Systems Inc                                                           | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      6376 | NS      | $1423314.48   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp                                 | Veralto Corp                                                                | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |     11171 | NS      | $1114642.38   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                 | VeriSign Inc                                                                | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      4141 | NS      | $1006055.95   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc                         | Verisk Analytics Inc                                                        | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      6283 | NS      | $1405444.27   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co                           | Vertiv Holdings Co                                                          | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |     14662 | NS      | $2375390.62   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc                          | Virtu Financial Inc                                                         | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |      3665 | NS      | $122117.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                                 | Vontier Corp                                                                | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |      6590 | NS      | $245016.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                         | Vornado Realty Trust                                                        | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               |  | US        |      8116 | NS      | $270100.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                           | Voya Financial Inc                                                          | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |      3461 | NS      | $257809.89    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co                          | Vulcan Materials Co                                                         | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      5674 | NS      | $1618338.28   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey Inc                                 | WP Carey Inc                                                                | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               |  | US        |      9773 | NS      | $628990.28    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                         | WEC Energy Group Inc                                                        | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     14143 | NS      | $1491520.78   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp     | Westinghouse Air Brake Technologies Corp                                    | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      7429 | NS      | $1585720.05   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                    | Warner Bros Discovery Inc                                                   | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |    109876 | NS      | $3166626.32   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Music Group Corp                      | Warner Music Group Corp                                                     | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7137 | NS      | $218891.79    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                                  | Waters Corp                                                                 | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      2556 | NS      | $970845.48    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                                   | Watsco Inc                                                                  | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |      1607 | NS      | $541478.65    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc                 | Watts Water Technologies Inc                                                | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      1140 | NS      | $314662.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair Inc                                  | Wayfair Inc                                                                 | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |      3985 | NS      | $400133.85    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Waystar Holding Corp                         | Waystar Holding Corp                                                        | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4499 | NS      | $147342.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                       | Webster Financial Corp                                                      | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      6030 | NS      | $379528.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International Inc                      | WESCO International Inc                                                     | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      1831 | NS      | $447935.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc             | West Pharmaceutical Services Inc                                            | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      2959 | NS      | $814139.26    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                     | Western Alliance Bancorp                                                    | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      3935 | NS      | $330815.45    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                         | Western Digital Corp                                                        | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     13594 | NS      | $2341838.38   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                              | Weyerhaeuser Co                                                             | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |     26032 | NS      | $616698.08    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                          | Williams-Sonoma Inc                                                         | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      4664 | NS      | $832943.76    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Holdings Corp                       | WillScot Holdings Corp                                                      | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |      8556 | NS      | $161109.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                                 | Wingstop Inc                                                                | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      1220 | NS      | $290957.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp                      | Wintrust Financial Corp                                                     | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      2577 | NS      | $360316.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc                                 | Woodward Inc                                                                | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |      2476 | NS      | $748544.32    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                 | Wyndham Hotels & Resorts Inc                                                | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |      3739 | NS      | $282518.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc                                      | XPO Inc                                                                     | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |      5455 | NS      | $741389.05    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                              | Xcel Energy Inc                                                             | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     24161 | NS      | $1784531.46   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                                 | Xylem Inc/NY                                                                | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |     10676 | NS      | $1453857.68   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                              | Yum! Brands Inc                                                             | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     11700 | NS      | $1769976.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp                      | Zebra Technologies Corp                                                     | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      2248 | NS      | $545859.36    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group Inc                             | Zillow Group Inc                                                            | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |      9580 | NS      | $653547.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                   | Zimmer Biomet Holdings Inc                                                  | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      8296 | NS      | $745976.32    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                             | Zions Bancorp NA                                                            | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      5372 | NS      | $314476.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler Inc                                  | Zscaler Inc                                                                 | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |      4702 | NS      | $1057573.84   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Corp              | Zurn Elkay Water Solutions Corp                                             | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |      5619 | NS      | $261227.31    | 0.06%             |  |  |  | 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        |    784328 | NS      | $784327.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                                 | Alkermes PLC                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      6245 | NS      | $174735.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                 | Allegion plc                                                                | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |      3718 | NS      | $591979.96    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                    | Amcor PLC                                                                   | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |    102241 | NS      | $852689.94    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Ltd                                   | Amdocs Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | GG        |      4679 | NS      | $376706.29    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                       | Arch Capital Group Ltd                                                      | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |     13711 | NS      | $1315159.12   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd                    | Axis Capital Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |      2795 | NS      | $299316.55    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd                   | Axalta Coating Systems Ltd                                                  | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | BM        |      9511 | NS      | $307300.41    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                             | Essent Group Ltd                                                            | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |      3883 | NS      | $252433.83    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd                            | Everest Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |      1558 | NS      | $528707.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                    | Aptiv PLC                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |     10213 | NS      | $777107.17    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI Aviation Ltd                            | FTAI Aviation Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      4513 | NS      | $888384.05    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corp PLC                    | Gates Industrial Corp PLC                                                   | CUSIP: 000000000<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | GB        |     10818 | NS      | $232262.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd                                  | Genpact Ltd                                                                 | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |      6893 | NS      | $322454.54    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                    | Janus Henderson Group PLC                                                   | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |      5231 | NS      | $248838.67    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                  | Invesco Ltd                                                                 | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |     17977 | NS      | $472255.79    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                     | Jazz Pharmaceuticals PLC                                                    | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |      2497 | NS      | $424490.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Joby Aviation Inc                            | Joby Aviation Inc                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10244 | NS      | $135220.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| nVent Electric PLC                           | nVent Electric PLC                                                          | CUSIP: 000000000<br>LEI: 254900LK60A9DK5W5N81 | Long             | EC               | CORP              | IE        |      6954 | NS      | $709099.38    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd                   | RenaissanceRe Holdings Ltd                                                  | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |      1665 | NS      | $468131.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Roivant Sciences Ltd                         | Roivant Sciences Ltd                                                        | CUSIP: 000000000<br>LEI: 549300DL466NY5J6U724 | Long             | EC               | CORP              | BM        |     18261 | NS      | $396263.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma PLC                           | Royalty Pharma PLC                                                          | CUSIP: 000000000<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | GB        |     15927 | NS      | $615419.28    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC              | Seagate Technology Holdings PLC                                             | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |      8458 | NS      | $2329248.62   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                  | Pentair PLC                                                                 | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |      7288 | NS      | $758972.32    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit WestRock PLC                         | Smurfit WestRock PLC                                                        | CUSIP: 000000000<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |     23305 | NS      | $901204.35    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                   | STERIS PLC                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      4199 | NS      | $1064530.48   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                          | TE Connectivity PLC                                                         | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |     11502 | NS      | $2616820.02   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                     | Willis Towers Watson PLC                                                    | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |      3734 | NS      | $1226992.40   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Global SA                              | Bunge Global SA                                                             | CUSIP: 000000000<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               | CORP              | CH        |      5962 | NS      | $531094.96    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Elastic NV                                   | Elastic NV                                                                  | CUSIP: 000000000<br>LEI: 2549003I48WHHH937I59 | Long             | EC               | CORP              | NL        |      4197 | NS      | $316621.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                            | CNH Industrial NV                                                           | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |     37124 | NS      | $342283.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd                                     | Flex Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | SG        |     16358 | NS      | $988350.36    | 0.23%             |  |  |  | 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