# EDGAR Filing Document

**Accession Number:** 0001105446
**File Stem:** 0001752724-23-049190
**Filing Date:** 2023-3
**Character Count:** 310388
**Document Hash:** 2aa2f59d9aa94d67a8b00a1e77ede120
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-049190.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-049190

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20230930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Calvert Responsible Index Series, Inc.
- **CENTRAL INDEX KEY:** 0001105446
- **IRS NUMBER:** 000000000
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09877
- **FILM NUMBER:** 23690904

**BUSINESS ADDRESS:**
- **STREET 1:** 1825 CONNECTICUT AVENUE NW
- **STREET 2:** SUITE 400
- **CITY:** WASHINGTON
- **STATE:** DC
- **ZIP:** 20009
- **BUSINESS PHONE:** 8002256265

**MAIL ADDRESS:**
- **STREET 1:** 1825 CONNECTICUT AVENUE NW
- **STREET 2:** SUITE 400
- **CITY:** WASHINGTON
- **STATE:** DC
- **ZIP:** 20009

**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, 2022

Schedule of Investments (Unaudited)

------

Common Stocks — 99.1%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Aerospace & Defense — 0.6% | Aerospace & Defense — 0.6% |  |
| Axon Enterprise, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4366 | $724450 |
| Curtiss-Wright Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2405 | &nbsp;&nbsp; 401611 |
| HEICO Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2584 | &nbsp;&nbsp; 397006 |
| Hexcel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5771 | &nbsp;&nbsp; 339623 |
| Woodward, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3660 | &nbsp;&nbsp; 353593 |
|  |  | **$2216283** |
| Air Freight & Logistics — 0.5% | Air Freight & Logistics — 0.5% |  |
| C.H. Robinson Worldwide, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7473 | $684228 |
| Expeditors International of Washington, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9859 | &nbsp;&nbsp;&nbsp;&nbsp;1024547 |
| GXO Logistics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357828 |
|  |  | &nbsp;&nbsp;&nbsp;**$2066603** |
| Airlines — 0.9% | Airlines — 0.9% |  |
| Alaska Air Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8035 | &nbsp;&nbsp;&nbsp;&nbsp;$345023 |
| American Airlines Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;40674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517374 |
| Delta Air Lines, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;38691 | &nbsp;&nbsp;&nbsp;&nbsp;1271386 |
| Southwest Airlines Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;35051 | &nbsp;&nbsp;&nbsp;&nbsp;1180167 |
|  |  | &nbsp;&nbsp;&nbsp;**$3313950** |
| Auto Components — 0.9% | Auto Components — 0.9% |  |
| Aptiv PLC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15269 | &nbsp;&nbsp;&nbsp;$1422002 |
| Autoliv, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410009 |
| BorgWarner, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581774 |
| Gentex Corp. | &nbsp;&nbsp;&nbsp;&nbsp;14744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402069 |
| Lear Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486406 |
|  |  | &nbsp;&nbsp;&nbsp;**$3302260** |
| Automobiles — 0.3% | Automobiles — 0.3% |  |
| Harley-Davidson, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9316 | &nbsp;&nbsp;&nbsp;&nbsp;$387546 |
| Rivian Automotive, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;32971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607655 |
| Thor Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246248 |
|  |  | &nbsp;&nbsp;&nbsp;**$1241449** |
| Banks — 4.8% | Banks — 4.8% |  |
| Bank OZK | &nbsp;&nbsp;&nbsp;&nbsp;6536 | &nbsp;&nbsp;&nbsp;&nbsp;$261832 |
| BOK Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168763 |
| Cadence Bank | &nbsp;&nbsp;&nbsp;&nbsp;10275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253382 |
| Citizens Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;26620 | &nbsp;&nbsp;&nbsp;&nbsp;1048029 |
| Comerica, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458190 |
| Commerce Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447084 |
| Cullen/Frost Bankers, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452708 |
| East West Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484299 |
| F.N.B. Corp. | &nbsp;&nbsp;&nbsp;&nbsp;19707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257176 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Banks (continued) | Banks (continued) |  |
| Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;37535 | $1231523 |
| First Citizens Bancshares, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588 | &nbsp;&nbsp; 445916 |
| First Financial Bankshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7537 | &nbsp;&nbsp; 259273 |
| First Horizon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;28749 | &nbsp;&nbsp; 704350 |
| First Interstate BancSystem, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4415 | &nbsp;&nbsp; 170640 |
| First Republic Bank | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9872 | &nbsp;&nbsp; 1203298 |
| Glacier Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5699 | &nbsp;&nbsp; 281645 |
| Hancock Whitney Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4885 | &nbsp;&nbsp; 236385 |
| Home BancShares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215958 |
| Huntington Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;76655 | &nbsp;&nbsp;&nbsp;&nbsp;1080835 |
| KeyCorp | &nbsp;&nbsp;&nbsp;&nbsp;49470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;861767 |
| M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9421 | &nbsp;&nbsp;&nbsp;&nbsp;1366610 |
| Old National Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;15924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286314 |
| Pinnacle Financial Partners, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282737 |
| Popular, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239283 |
| Prosperity Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336944 |
| Regions Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;51068 | &nbsp;&nbsp;&nbsp;&nbsp;1101026 |
| ServisFirst Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200184 |
| Signature Bank | &nbsp;&nbsp;&nbsp;&nbsp;3286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378613 |
| SouthState Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298720 |
| SVB Financial Group<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721489 |
| Synovus Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278583 |
| UMB Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202452 |
| United Bankshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294646 |
| Valley National Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;22058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249476 |
| Webster Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427149 |
| Western Alliance Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;5475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326091 |
| Wintrust Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288298 |
| Zions Bancorp NA | &nbsp;&nbsp;&nbsp;&nbsp;8037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395099 |
|  |  | **$18196767** |
| Beverages — 0.0%<sup>(2)</sup> | Beverages — 0.0%<sup>(2)</sup> |  |
| Coca-Cola Consolidated, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254 | &nbsp;&nbsp;&nbsp;&nbsp;$130139 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$130139** |
| Biotechnology — 3.2% | Biotechnology — 3.2% |  |
| Alkermes PLC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8869 | &nbsp;&nbsp;&nbsp;&nbsp;$231747 |
| Alnylam Pharmaceuticals, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6998 | &nbsp;&nbsp;&nbsp;&nbsp;1663075 |
| Apellis Pharmaceuticals, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275666 |
| Biogen, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7694 | &nbsp;&nbsp;&nbsp;&nbsp;2130623 |
| Biohaven, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67096 |
| BioMarin Pharmaceutical, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10518 | &nbsp;&nbsp;&nbsp;&nbsp;1088508 |
| Exact Sciences Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523667 |
| Exelixis, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;17380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278775 |
| Halozyme Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449112 |
| Horizon Therapeutics PLC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13249 | &nbsp;&nbsp;&nbsp;&nbsp;1507736 |

---

------

Calvert

US Mid-Cap Core Responsible Index Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Biotechnology (continued) | Biotechnology (continued) |  |
| Incyte Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10673 | $857255 |
| Ionis Pharmaceuticals, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8633 | &nbsp;&nbsp; 326068 |
| Neurocrine Biosciences, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5537 | &nbsp;&nbsp; 661339 |
| Sarepta Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4724 | &nbsp;&nbsp; 612136 |
| Seagen, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7986 | &nbsp;&nbsp; 1026281 |
| United Therapeutics Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2623 | &nbsp;&nbsp; 729430 |
|  |  | **$12428514** |
| Building Products — 2.9% | Building Products — 2.9% |  |
| Advanced Drainage Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4193 | &nbsp;&nbsp;&nbsp;&nbsp;$343700 |
| Allegion PLC | &nbsp;&nbsp;&nbsp;&nbsp;5553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584509 |
| Carlisle Cos., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853996 |
| Carrier Global Corp. | &nbsp;&nbsp;&nbsp;&nbsp;46267 | &nbsp;&nbsp;&nbsp;&nbsp;1908514 |
| Fortune Brands Innovations, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427811 |
| Johnson Controls International PLC | &nbsp;&nbsp;&nbsp;&nbsp;36426 | &nbsp;&nbsp;&nbsp;&nbsp;2331264 |
| Lennox International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485158 |
| Masco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;11922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556400 |
| MasterBrand, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56557 |
| Owens Corning | &nbsp;&nbsp;&nbsp;&nbsp;7569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645636 |
| Simpson Manufacturing Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263232 |
| Trane Technologies PLC | &nbsp;&nbsp;&nbsp;&nbsp;12417 | &nbsp;&nbsp;&nbsp;&nbsp;2087173 |
| Trex Co., Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246530 |
| UFP Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253362 |
|  |  | **$11043842** |
| Capital Markets — 5.7% | Capital Markets — 5.7% |  |
| Affiliated Managers Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2012 | &nbsp;&nbsp;&nbsp;&nbsp;$318761 |
| Ameriprise Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5795 | &nbsp;&nbsp;&nbsp;&nbsp;1804389 |
| Ares Management Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;7166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490441 |
| Bank of New York Mellon Corp. (The) | &nbsp;&nbsp;&nbsp;&nbsp;43211 | &nbsp;&nbsp;&nbsp;&nbsp;1966965 |
| Carlyle Group, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;10780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321675 |
| Cboe Global Markets, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720198 |
| Coinbase Global, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313025 |
| Evercore, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;1948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212488 |
| FactSet Research Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983767 |
| Franklin Resources, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406806 |
| Houlihan Lokey, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245791 |
| Interactive Brokers Group, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;5176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374484 |
| Invesco, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;24139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434261 |
| Jefferies Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358157 |
| KKR & Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30837 | &nbsp;&nbsp;&nbsp;&nbsp;1431454 |
| LPL Financial Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942285 |
| MarketAxess Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729576 |
| Morningstar, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413904 |
| MSCI, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4254 | &nbsp;&nbsp;&nbsp;&nbsp;1978833 |
| Nasdaq, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18612 | &nbsp;&nbsp;&nbsp;&nbsp;1141846 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Capital Markets (continued) | Capital Markets (continued) |  |
| Northern Trust Corp. | &nbsp;&nbsp;&nbsp;&nbsp;11071 | $979673 |
| Raymond James Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10640 | &nbsp;&nbsp; 1136884 |
| SEI Investments Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5980 | &nbsp;&nbsp; 348634 |
| State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;19771 | &nbsp;&nbsp; 1533636 |
| Stifel Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5611 | &nbsp;&nbsp; 327514 |
| T. Rowe Price Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11708 | &nbsp;&nbsp; 1276874 |
| Tradeweb Markets, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5743 | &nbsp;&nbsp; 372893 |
| Virtu Financial, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5167 | &nbsp;&nbsp; 105458 |
|  |  | **$21670672** |
| Chemicals — 2.2% | Chemicals — 2.2% |  |
| Ashland, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3334 | &nbsp;&nbsp;&nbsp;&nbsp;$358505 |
| Avient Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175552 |
| Axalta Coating Systems, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353702 |
| Cabot Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256799 |
| Celanese Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;724882 |
| Eastman Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;7925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645412 |
| Element Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261609 |
| FMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;999024 |
| Huntsman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;11838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325308 |
| International Flavors & Fragrances, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14923 | &nbsp;&nbsp;&nbsp;&nbsp;1564527 |
| Livent Corp.<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212887 |
| Mosaic Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp;22178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972949 |
| PPG Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13255 | &nbsp;&nbsp;&nbsp;&nbsp;1666684 |
|  |  | &nbsp;&nbsp;&nbsp;**$8517840** |
| Commercial Services & Supplies — 1.0% | Commercial Services & Supplies — 1.0% |  |
| Clean Harbors, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4643 | &nbsp;&nbsp;&nbsp;&nbsp;$529859 |
| Copart, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;24858 | &nbsp;&nbsp;&nbsp;&nbsp;1513604 |
| IAA, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284720 |
| MSA Safety, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351247 |
| Stericycle, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408399 |
| Tetra Tech, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638836 |
|  |  | &nbsp;&nbsp;&nbsp;**$3726665** |
| Communications Equipment — 1.5% | Communications Equipment — 1.5% |  |
| Arista Networks, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13030 | &nbsp;&nbsp;&nbsp;$1581191 |
| Ciena Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442506 |
| F5, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523381 |
| Juniper Networks, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;19498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623156 |
| Lumentum Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200333 |
| Motorola Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8887 | &nbsp;&nbsp;&nbsp;&nbsp;2290269 |
|  |  | &nbsp;&nbsp;&nbsp;**$5660836** |
| Construction & Engineering — 1.1% | Construction & Engineering — 1.1% |  |
| AECOM | &nbsp;&nbsp;&nbsp;&nbsp;10004 | &nbsp;&nbsp;&nbsp;&nbsp;$849640 |

---

------

Calvert

US Mid-Cap Core Responsible Index Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Construction & Engineering (continued) | Construction & Engineering (continued) |  |
| EMCOR Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4138 | $612879 |
| MasTec, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5432 | &nbsp;&nbsp; 463513 |
| Quanta Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8547 | &nbsp;&nbsp; 1217948 |
| Valmont Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1414 | &nbsp;&nbsp; 467567 |
| WillScot Mobile Mini Holdings Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15785 | &nbsp;&nbsp; 713008 |
|  |  | **$4324555** |
| Construction Materials — 0.4% | Construction Materials — 0.4% |  |
| Vulcan Materials Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7829 | $1370936 |
|  |  | &nbsp;&nbsp;&nbsp;**$1370936** |
| Consumer Finance — 0.9% | Consumer Finance — 0.9% |  |
| Ally Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15746 | &nbsp;&nbsp;&nbsp;&nbsp;$384990 |
| Credit Acceptance Corp.<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140422 |
| Discover Financial Services | &nbsp;&nbsp;&nbsp;&nbsp;14703 | &nbsp;&nbsp;&nbsp;&nbsp;1438394 |
| OneMain Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215716 |
| SLM Corp. | &nbsp;&nbsp;&nbsp;&nbsp;12832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213011 |
| SoFi Technologies, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;39480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182003 |
| Synchrony Financial | &nbsp;&nbsp;&nbsp;&nbsp;23811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;782429 |
| Upstart Holdings, Inc.<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59411 |
|  |  | &nbsp;&nbsp;&nbsp;**$3416376** |
| Containers & Packaging — 1.6% | Containers & Packaging — 1.6% |  |
| AptarGroup, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4129 | &nbsp;&nbsp;&nbsp;&nbsp;$454107 |
| Avery Dennison Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;934865 |
| Ball Corp. | &nbsp;&nbsp;&nbsp;&nbsp;19846 | &nbsp;&nbsp;&nbsp;&nbsp;1014924 |
| Berry Global Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500119 |
| Crown Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633017 |
| Graphic Packaging Holding Co. | &nbsp;&nbsp;&nbsp;&nbsp;19966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444243 |
| Packaging Corp. of America | &nbsp;&nbsp;&nbsp;&nbsp;5772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738297 |
| Silgan Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273249 |
| Sonoco Products Co. | &nbsp;&nbsp;&nbsp;&nbsp;6004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364503 |
| WestRock Co. | &nbsp;&nbsp;&nbsp;&nbsp;16831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591778 |
|  |  | &nbsp;&nbsp;&nbsp;**$5949102** |
| Distributors — 0.7% | Distributors — 0.7% |  |
| Genuine Parts Co. | &nbsp;&nbsp;&nbsp;&nbsp;7526 | &nbsp;&nbsp;&nbsp;$1305836 |
| LKQ Corp. | &nbsp;&nbsp;&nbsp;&nbsp;14475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773110 |
| Pool Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609195 |
|  |  | &nbsp;&nbsp;&nbsp;**$2688141** |
| Diversified Consumer Services — 0.4% | Diversified Consumer Services — 0.4% |  |
| ADT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$91172 |
| Bright Horizons Family Solutions, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262433 |
| H&R Block, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410847 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Diversified Consumer Services (continued) | Diversified Consumer Services (continued) |  |
| Service Corp. International | &nbsp;&nbsp;&nbsp;&nbsp;10831 | $748855 |
|  |  | **$1513307** |
| Diversified Financial Services — 0.2% | Diversified Financial Services — 0.2% |  |
| Equitable Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;19662 | $564299 |
| Voya Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5522 | &nbsp;&nbsp; 339548 |
|  |  | **$903847** |
| Diversified Telecommunication Services — 0.2% | Diversified Telecommunication Services — 0.2% |  |
| Iridium Communications, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7338 | $377173 |
| Lumen Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;60536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315998 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$693171** |
| Electric Utilities — 1.5% | Electric Utilities — 1.5% |  |
| Alliant Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;17071 | &nbsp;&nbsp;&nbsp;&nbsp;$942490 |
| Avangrid, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266347 |
| Constellation Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;18182 | &nbsp;&nbsp;&nbsp;&nbsp;1567470 |
| Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;19848 | &nbsp;&nbsp;&nbsp;&nbsp;1664056 |
| Hawaiian Electric Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434738 |
| NRG Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558091 |
| Portland General Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;7887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386463 |
|  |  | &nbsp;&nbsp;&nbsp;**$5819655** |
| Electrical Equipment — 1.9% | Electrical Equipment — 1.9% |  |
| Acuity Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2176 | &nbsp;&nbsp;&nbsp;&nbsp;$360367 |
| AMETEK, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12698 | &nbsp;&nbsp;&nbsp;&nbsp;1774165 |
| Atkore, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297614 |
| ChargePoint Holdings, Inc.<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139233 |
| Generac Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422873 |
| Hubbell, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834992 |
| nVent Electric PLC | &nbsp;&nbsp;&nbsp;&nbsp;10685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411052 |
| Plug Power, Inc.<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;26770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331145 |
| Regal Rexnord Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525632 |
| Rockwell Automation, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6441 | &nbsp;&nbsp;&nbsp;&nbsp;1659008 |
| Sensata Technologies Holding PLC | &nbsp;&nbsp;&nbsp;&nbsp;10261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414339 |
| Sunrun, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257326 |
|  |  | &nbsp;&nbsp;&nbsp;**$7427746** |
| Electronic Equipment, Instruments & Components — 2.8% | Electronic Equipment, Instruments & Components — 2.8% |  |
| Arrow Electronics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3166 | &nbsp;&nbsp;&nbsp;&nbsp;$331069 |
| Avnet, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206944 |
| CDW Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7884 | &nbsp;&nbsp;&nbsp;&nbsp;1407925 |
| Cognex Corp. | &nbsp;&nbsp;&nbsp;&nbsp;10940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515383 |
| Coherent Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331133 |
| Corning, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;44651 | &nbsp;&nbsp;&nbsp;&nbsp;1426153 |
| IPG Photonics Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189056 |

---

------

Calvert

US Mid-Cap Core Responsible Index Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Electronic Equipment, Instruments & Components (continued) | Electronic Equipment, Instruments & Components (continued) |  |
| Jabil, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7876 | $537143 |
| Keysight Technologies, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10060 | &nbsp;&nbsp; 1720964 |
| Littelfuse, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1517 | &nbsp;&nbsp; 334043 |
| National Instruments Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8337 | &nbsp;&nbsp; 307635 |
| Novanta, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2256 | &nbsp;&nbsp; 306523 |
| Rogers Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1084 | &nbsp;&nbsp; 129365 |
| TD SYNNEX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2318 | &nbsp;&nbsp; 219538 |
| Teledyne Technologies, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2879 | &nbsp;&nbsp; 1151341 |
| Trimble, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;16182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;818162 |
| Zebra Technologies Corp., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;804358 |
|  |  | **$10736735** |
| Energy Equipment & Services — 0.4% | Energy Equipment & Services — 0.4% |  |
| Baker Hughes Co. | &nbsp;&nbsp;&nbsp;&nbsp;56962 | &nbsp;&nbsp;&nbsp;$1682088 |
|  |  | &nbsp;&nbsp;&nbsp;**$1682088** |
| Entertainment — 0.9% | Entertainment — 0.9% |  |
| AMC Entertainment Holdings, Inc., Class A<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;33969 | &nbsp;&nbsp;&nbsp;&nbsp;$138254 |
| Liberty Media Corp.-Liberty Formula One, Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88480 |
| Live Nation Entertainment, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735269 |
| Playtika Holding Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46380 |
| ROBLOX Corp., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;25238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718273 |
| Roku, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316524 |
| Take-Two Interactive Software, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;963515 |
| Warner Music Group Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;8815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308701 |
|  |  | &nbsp;&nbsp;&nbsp;**$3315396** |
| Food & Staples Retailing — 1.0% | Food & Staples Retailing — 1.0% |  |
| Albertsons Cos., Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;11149 | &nbsp;&nbsp;&nbsp;&nbsp;$231230 |
| BJ's Wholesale Club Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465237 |
| Casey's General Stores, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477641 |
| Kroger Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp;39010 | &nbsp;&nbsp;&nbsp;&nbsp;1739066 |
| Performance Food Group Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506183 |
| US Foods Holding Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423005 |
|  |  | &nbsp;&nbsp;&nbsp;**$3842362** |
| Food Products — 2.3% | Food Products — 2.3% |  |
| Bunge, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;8633 | &nbsp;&nbsp;&nbsp;&nbsp;$861314 |
| Campbell Soup Co. | &nbsp;&nbsp;&nbsp;&nbsp;11798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669537 |
| Conagra Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;28091 | &nbsp;&nbsp;&nbsp;&nbsp;1087122 |
| Darling Ingredients, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574263 |
| Flowers Foods, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324072 |
| Hormel Foods Corp. | &nbsp;&nbsp;&nbsp;&nbsp;17287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787423 |
| Ingredion, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380850 |
| JM Smucker Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp;6051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958841 |
| Kellogg Co. | &nbsp;&nbsp;&nbsp;&nbsp;14703 | &nbsp;&nbsp;&nbsp;&nbsp;1047442 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Food Products (continued) | Food Products (continued) |  |
| Lamb Weston Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8101 | $723905 |
| McCormick & Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15439 | &nbsp;&nbsp; 1279739 |
| Post Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2957 | &nbsp;&nbsp; 266899 |
|  |  | **$8961407** |
| Gas Utilities — 0.2% | Gas Utilities — 0.2% |  |
| New Jersey Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8546 | $424052 |
| ONE Gas, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4679 | &nbsp;&nbsp; 354294 |
|  |  | **$778346** |
| Health Care Equipment & Supplies — 4.9% | Health Care Equipment & Supplies — 4.9% |  |
| Align Technology, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4318 | &nbsp;&nbsp;&nbsp;&nbsp;$910666 |
| Baxter International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;28620 | &nbsp;&nbsp;&nbsp;&nbsp;1458761 |
| Cooper Cos., Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;2906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960927 |
| DENTSPLY SIRONA, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380838 |
| DexCom, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20335 | &nbsp;&nbsp;&nbsp;&nbsp;2302735 |
| Envista Holdings Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330808 |
| Globus Medical, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334809 |
| Hologic, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14054 | &nbsp;&nbsp;&nbsp;&nbsp;1051380 |
| ICU Medical, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169764 |
| IDEXX Laboratories, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4541 | &nbsp;&nbsp;&nbsp;&nbsp;1852546 |
| Inspire Medical Systems, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418625 |
| Insulet Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4094 | &nbsp;&nbsp;&nbsp;&nbsp;1205233 |
| Integra LifeSciences Holdings Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258146 |
| iRhythm Technologies, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147249 |
| Masimo Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406123 |
| Novocure, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452936 |
| Omnicell, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134016 |
| Penumbra, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494529 |
| ResMed, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8176 | &nbsp;&nbsp;&nbsp;&nbsp;1701671 |
| Shockwave Medical, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429519 |
| STERIS PLC | &nbsp;&nbsp;&nbsp;&nbsp;5918 | &nbsp;&nbsp;&nbsp;&nbsp;1092996 |
| Tandem Diabetes Care, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153639 |
| Teleflex, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695220 |
| Zimmer Biomet Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12308 | &nbsp;&nbsp;&nbsp;&nbsp;1569270 |
|  |  | **$18912406** |
| Health Care Providers & Services — 1.9% | Health Care Providers & Services — 1.9% |  |
| agilon health, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12273 | &nbsp;&nbsp;&nbsp;&nbsp;$198086 |
| AMN Healthcare Services, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322032 |
| Chemed Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420594 |
| DaVita, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252385 |
| Encompass Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327340 |
| Enhabit, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36006 |
| Ensign Group, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;3223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304928 |
| Guardant Health, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147859 |

---

------

Calvert

US Mid-Cap Core Responsible Index Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Health Care Providers & Services (continued) | Health Care Providers & Services (continued) |  |
| HealthEquity, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4682 | $288599 |
| Henry Schein, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7662 | &nbsp;&nbsp; 611964 |
| Laboratory Corp. of America Holdings | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5126 | &nbsp;&nbsp; 1207071 |
| LHC Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1808 | &nbsp;&nbsp; 292336 |
| Molina Healthcare, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3365 | &nbsp;&nbsp; 1111190 |
| Option Care Health, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8792 | &nbsp;&nbsp; 264551 |
| Premier, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6389 | &nbsp;&nbsp; 223487 |
| Quest Diagnostics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6537 | &nbsp;&nbsp; 1022648 |
| R1 RCM, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140642 |
|  |  | &nbsp;&nbsp;&nbsp;**$7171718** |
| Health Care Technology — 0.5% | Health Care Technology — 0.5% |  |
| Doximity, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6379 | &nbsp;&nbsp;&nbsp;&nbsp;$214079 |
| Teladoc Health, Inc.<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220796 |
| Veeva Systems, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8102 | &nbsp;&nbsp;&nbsp;&nbsp;1307501 |
|  |  | &nbsp;&nbsp;&nbsp;**$1742376** |
| Hotels, Restaurants & Leisure — 2.7% | Hotels, Restaurants & Leisure — 2.7% |  |
| Aramark | &nbsp;&nbsp;&nbsp;&nbsp;14939 | &nbsp;&nbsp;&nbsp;&nbsp;$617578 |
| Chipotle Mexican Grill, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1458 | &nbsp;&nbsp;&nbsp;&nbsp;2022960 |
| Choice Hotels International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261099 |
| Darden Restaurants, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7294 | &nbsp;&nbsp;&nbsp;&nbsp;1008979 |
| Domino's Pizza, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;706656 |
| Expedia Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777625 |
| Hilton Grand Vacations, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246695 |
| Hyatt Hotels Corp., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288988 |
| Marriott Vacations Worldwide Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327054 |
| Planet Fitness, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478001 |
| Texas Roadhouse, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349976 |
| Travel + Leisure Co. | &nbsp;&nbsp;&nbsp;&nbsp;5330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194012 |
| Vail Resorts, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;701702 |
| Wyndham Hotels & Resorts, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456598 |
| Yum! Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15500 | &nbsp;&nbsp;&nbsp;&nbsp;1985240 |
|  |  | **$10423163** |
| Household Durables — 1.8% | Household Durables — 1.8% |  |
| D.R. Horton, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17851 | &nbsp;&nbsp;&nbsp;$1591238 |
| Helen of Troy, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128323 |
| Leggett & Platt, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225546 |
| Lennar Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;15718 | &nbsp;&nbsp;&nbsp;&nbsp;1422479 |
| Mohawk Industries, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307478 |
| Newell Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274915 |
| NVR, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931741 |
| PulteGroup, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806610 |
| Tempur Sealy International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327268 |
| TopBuild Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462897 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Household Durables (continued) | Household Durables (continued) |  |
| Whirlpool Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2888 | $408536 |
|  |  | **$6887031** |
| Household Products — 0.5% | Household Products — 0.5% |  |
| Church & Dwight Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13247 | $1067841 |
| Clorox Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6702 | &nbsp;&nbsp; 940491 |
|  |  | **$2008332** |
| Independent Power and Renewable Electricity Producers — 0.6% | Independent Power and Renewable Electricity Producers — 0.6% |  |
| AES Corp. (The) | &nbsp;&nbsp;&nbsp;&nbsp;41027 | $1179937 |
| Brookfield Renewable Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;15628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430395 |
| Clearway Energy, Inc., Class C | &nbsp;&nbsp;&nbsp;&nbsp;7227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230324 |
| Ormat Technologies, Inc.<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380426 |
|  |  | &nbsp;&nbsp;&nbsp;**$2221082** |
| Insurance — 5.2% | Insurance — 5.2% |  |
| Aflac, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30317 | &nbsp;&nbsp;&nbsp;$2181005 |
| Allstate Corp. (The) | &nbsp;&nbsp;&nbsp;&nbsp;14158 | &nbsp;&nbsp;&nbsp;&nbsp;1919825 |
| American Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485010 |
| Arch Capital Group, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;19663 | &nbsp;&nbsp;&nbsp;&nbsp;1234443 |
| Assurant, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362924 |
| Axis Capital Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242411 |
| Brown & Brown, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898132 |
| Cincinnati Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;854137 |
| Enstar Group, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171201 |
| Erie Indemnity Co., Class A | &nbsp;&nbsp;&nbsp;&nbsp;1369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340498 |
| Everest Re Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704943 |
| F&G Annuities & Life, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19029 |
| Fidelity National Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526153 |
| First American Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377895 |
| Globe Life, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604197 |
| Hanover Insurance Group, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;1789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241748 |
| Hartford Financial Services Group, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;16946 | &nbsp;&nbsp;&nbsp;&nbsp;1285015 |
| Kinsale Capital Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307547 |
| Lincoln National Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247050 |
| Markel Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;932783 |
| Old Republic International Corp. | &nbsp;&nbsp;&nbsp;&nbsp;15579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376233 |
| Primerica, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291015 |
| Principal Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13010 | &nbsp;&nbsp;&nbsp;&nbsp;1091799 |
| Reinsurance Group of America, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523317 |
| RenaissanceRe Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423176 |
| RLI Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283149 |
| Ryan Specialty Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172350 |
| Selective Insurance Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290286 |
| Unum Group | &nbsp;&nbsp;&nbsp;&nbsp;10535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432251 |
| W.R. Berkley Corp. | &nbsp;&nbsp;&nbsp;&nbsp;11363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;824613 |

---

------

Calvert

US Mid-Cap Core Responsible Index Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Insurance (continued) | Insurance (continued) |  |
| Willis Towers Watson PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5672 | $1387258 |
|  |  | **$20031393** |
| Interactive Media & Services — 0.7% | Interactive Media & Services — 0.7% |  |
| IAC, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5131 | $227816 |
| Match Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;17153 | &nbsp;&nbsp; 711678 |
| Pinterest, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;34906 | &nbsp;&nbsp; 847518 |
| Snap, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;58644 | &nbsp;&nbsp; 524864 |
| ZoomInfo Technologies, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;17961 | &nbsp;&nbsp; 540806 |
|  |  | &nbsp;&nbsp;&nbsp;**$2852682** |
| Internet & Direct Marketing Retail — 0.6% | Internet & Direct Marketing Retail — 0.6% |  |
| Chewy, Inc., Class A<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5235 | &nbsp;&nbsp;&nbsp;&nbsp;$194114 |
| eBay, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;29502 | &nbsp;&nbsp;&nbsp;&nbsp;1223448 |
| Etsy, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;809473 |
| Wayfair, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119424 |
|  |  | &nbsp;&nbsp;&nbsp;**$2346459** |
| IT Services — 3.6% | IT Services — 3.6% |  |
| Affirm Holdings, Inc.<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11333 | &nbsp;&nbsp;&nbsp;&nbsp;$109590 |
| Akamai Technologies, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787446 |
| Amdocs, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659207 |
| Broadridge Financial Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957688 |
| Cloudflare, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;16724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756092 |
| Cognizant Technology Solutions Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;29156 | &nbsp;&nbsp;&nbsp;&nbsp;1667432 |
| Concentrix Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351010 |
| DXC Technology Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349906 |
| EPAM Systems, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3421 | &nbsp;&nbsp;&nbsp;&nbsp;1121199 |
| Euronet Worldwide, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283612 |
| ExlService Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317851 |
| Gartner, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4187 | &nbsp;&nbsp;&nbsp;&nbsp;1407418 |
| Genpact, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;9838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455696 |
| Jack Henry & Associates, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754030 |
| Marqeta, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;22129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135208 |
| Okta, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591260 |
| SS&C Technologies Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708224 |
| Thoughtworks Holding, Inc.<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52733 |
| Toast, Inc., Class A<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;17643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318103 |
| Twilio, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510408 |
| VeriSign, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5662 | &nbsp;&nbsp;&nbsp;&nbsp;1163201 |
| WEX, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404707 |
|  |  | **$13862021** |
| Leisure Products — 0.3% | Leisure Products — 0.3% |  |
| Brunswick Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4669 | &nbsp;&nbsp;&nbsp;&nbsp;$336542 |
| Hasbro, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430120 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Leisure Products (continued) | Leisure Products (continued) |  |
| Mattel, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20173 | $359886 |
|  |  | **$1126548** |
| Life Sciences Tools & Services — 3.6% | Life Sciences Tools & Services — 3.6% |  |
| 10X Genomics, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5473 | $199436 |
| Agilent Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15731 | &nbsp;&nbsp; 2354144 |
| Avantor, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;38431 | &nbsp;&nbsp; 810510 |
| Azenta, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4196 | &nbsp;&nbsp; 244291 |
| Bio-Rad Laboratories, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1298 | &nbsp;&nbsp; 545796 |
| Bio-Techne Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767137 |
| Bruker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378932 |
| Charles River Laboratories International, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645638 |
| Illumina, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8711 | &nbsp;&nbsp;&nbsp;&nbsp;1761364 |
| Medpace Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313942 |
| Mettler-Toledo International, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1232 | &nbsp;&nbsp;&nbsp;&nbsp;1780795 |
| PerkinElmer, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7527 | &nbsp;&nbsp;&nbsp;&nbsp;1055436 |
| Repligen Corp.<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522829 |
| Syneos Health, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211057 |
| Waters Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3525 | &nbsp;&nbsp;&nbsp;&nbsp;1207595 |
| West Pharmaceutical Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4343 | &nbsp;&nbsp;&nbsp;&nbsp;1022125 |
|  |  | **$13821027** |
| Machinery — 6.3% | Machinery — 6.3% |  |
| AGCO Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4151 | &nbsp;&nbsp;&nbsp;&nbsp;$575702 |
| Chart Industries, Inc.<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258461 |
| CNH Industrial NV | &nbsp;&nbsp;&nbsp;&nbsp;61367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985554 |
| Cummins, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7754 | &nbsp;&nbsp;&nbsp;&nbsp;1878717 |
| Donaldson Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450238 |
| Dover Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8649 | &nbsp;&nbsp;&nbsp;&nbsp;1171161 |
| Evoqua Water Technologies Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318978 |
| Flowserve Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269585 |
| Fortive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;20524 | &nbsp;&nbsp;&nbsp;&nbsp;1318667 |
| Graco, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710064 |
| IDEX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4830 | &nbsp;&nbsp;&nbsp;&nbsp;1102834 |
| Ingersoll Rand, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24621 | &nbsp;&nbsp;&nbsp;&nbsp;1286447 |
| ITT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422531 |
| Lincoln Electric Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516263 |
| Middleby Corp. (The)<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464499 |
| Nordson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;818470 |
| Oshkosh Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362373 |
| Otis Worldwide Corp. | &nbsp;&nbsp;&nbsp;&nbsp;23124 | &nbsp;&nbsp;&nbsp;&nbsp;1810840 |
| PACCAR, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18665 | &nbsp;&nbsp;&nbsp;&nbsp;1847275 |
| Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7039 | &nbsp;&nbsp;&nbsp;&nbsp;2048349 |
| Pentair PLC | &nbsp;&nbsp;&nbsp;&nbsp;10784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485064 |
| Snap-on, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794917 |
| Stanley Black & Decker, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759764 |

---

------

Calvert

US Mid-Cap Core Responsible Index Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Machinery (continued) | Machinery (continued) |  |
| Timken Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4180 | $295400 |
| Toro Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6574 | &nbsp;&nbsp; 744177 |
| Watts Water Technologies, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1782 | &nbsp;&nbsp; 260582 |
| Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;10974 | &nbsp;&nbsp; 1095315 |
| Xylem, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10941 | &nbsp;&nbsp; 1209746 |
|  |  | **$24261973** |
| Media — 1.5% | Media — 1.5% |  |
| Altice USA, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11010 | $50646 |
| Cable One, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205016 |
| Interpublic Group of Cos., Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;26977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898604 |
| Liberty Broadband Corp., Class C<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;608940 |
| New York Times Co. (The), Class A | &nbsp;&nbsp;&nbsp;&nbsp;12193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395785 |
| Omnicom Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13016 | &nbsp;&nbsp;&nbsp;&nbsp;1061715 |
| Paramount Global, Class B | &nbsp;&nbsp;&nbsp;&nbsp;42494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;717299 |
| Sirius XM Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;45740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267121 |
| TEGNA, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335628 |
| Trade Desk, Inc. (The), Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;26402 | &nbsp;&nbsp;&nbsp;&nbsp;1183602 |
|  |  | &nbsp;&nbsp;&nbsp;**$5724356** |
| Metals & Mining — 1.1% | Metals & Mining — 1.1% |  |
| Commercial Metals Co. | &nbsp;&nbsp;&nbsp;&nbsp;11516 | &nbsp;&nbsp;&nbsp;&nbsp;$556223 |
| Nucor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;13926 | &nbsp;&nbsp;&nbsp;&nbsp;1835586 |
| Reliance Steel & Aluminum Co. | &nbsp;&nbsp;&nbsp;&nbsp;4142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838507 |
| Steel Dynamics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10616 | &nbsp;&nbsp;&nbsp;&nbsp;1037183 |
|  |  | &nbsp;&nbsp;&nbsp;**$4267499** |
| Multiline Retail — 0.6% | Multiline Retail — 0.6% |  |
| Dillard's, Inc., Class A<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$66902 |
| Dollar Tree, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11895 | &nbsp;&nbsp;&nbsp;&nbsp;1682429 |
| Kohl's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171649 |
| Macy's, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309936 |
| Nordstrom, Inc.<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94258 |
|  |  | &nbsp;&nbsp;&nbsp;**$2325174** |
| Multi-Utilities — 1.1% | Multi-Utilities — 1.1% |  |
| Ameren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;15386 | &nbsp;&nbsp;&nbsp;$1368123 |
| CMS Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;18442 | &nbsp;&nbsp;&nbsp;&nbsp;1167932 |
| Consolidated Edison, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;19447 | &nbsp;&nbsp;&nbsp;&nbsp;1853494 |
|  |  | &nbsp;&nbsp;&nbsp;**$4389549** |
| Oil, Gas & Consumable Fuels — 0.1% | Oil, Gas & Consumable Fuels — 0.1% |  |
| Enviva, Inc.<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1971 | &nbsp;&nbsp;&nbsp;&nbsp;$104404 |
| New Fortress Energy, Inc.<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405323 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$509727** |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Paper & Forest Products — 0.1% | Paper & Forest Products — 0.1% |  |
| Louisiana-Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3842 | $227446 |
|  |  | **$227446** |
| Personal Products — 0.1% | Personal Products — 0.1% |  |
| Coty, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;16940 | $145006 |
| Olaplex Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6379 | &nbsp;&nbsp; 33235 |
|  |  | **$178241** |
| Pharmaceuticals — 0.8% | Pharmaceuticals — 0.8% |  |
| Catalent, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10217 | $459867 |
| Elanco Animal Health, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;28390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346926 |
| Jazz Pharmaceuticals PLC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573994 |
| Organon & Co. | &nbsp;&nbsp;&nbsp;&nbsp;15001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418978 |
| Perrigo Co. PLC | &nbsp;&nbsp;&nbsp;&nbsp;8111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276504 |
| Royalty Pharma PLC, Class A | &nbsp;&nbsp;&nbsp;&nbsp;22018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870151 |
|  |  | &nbsp;&nbsp;&nbsp;**$2946420** |
| Professional Services — 2.4% | Professional Services — 2.4% |  |
| Alight, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12546 | &nbsp;&nbsp;&nbsp;&nbsp;$104885 |
| ASGN, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292676 |
| Booz Allen Hamilton Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935245 |
| CoStar Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;22415 | &nbsp;&nbsp;&nbsp;&nbsp;1732231 |
| Dun & Bradstreet Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146605 |
| Equifax, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7128 | &nbsp;&nbsp;&nbsp;&nbsp;1385398 |
| Exponent, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342257 |
| FTI Consulting, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402399 |
| ManpowerGroup, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315366 |
| Robert Half International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556235 |
| Science Applications International Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360745 |
| TransUnion | &nbsp;&nbsp;&nbsp;&nbsp;13747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780142 |
| TriNet Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178314 |
| Verisk Analytics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8833 | &nbsp;&nbsp;&nbsp;&nbsp;1558318 |
|  |  | &nbsp;&nbsp;&nbsp;**$9090816** |
| Real Estate Management & Development — 0.7% | Real Estate Management & Development — 0.7% |  |
| CBRE Group, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;18285 | &nbsp;&nbsp;&nbsp;$1407213 |
| Howard Hughes Corp. (The)<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259217 |
| Jones Lang LaSalle, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630627 |
| Zillow Group, Inc., Class C<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330217 |
|  |  | &nbsp;&nbsp;&nbsp;**$2627274** |
| Road & Rail — 1.2% | Road & Rail — 1.2% |  |
| Avis Budget Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1899 | &nbsp;&nbsp;&nbsp;&nbsp;$311303 |
| J.B. Hunt Transport Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;897605 |
| Knight-Swift Transportation Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519383 |
| Landstar System, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356262 |

---

------

Calvert

US Mid-Cap Core Responsible Index Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Road & Rail (continued) | Road & Rail (continued) |  |
| Old Dominion Freight Line, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5454 | $1547736 |
| RXO, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6416 | &nbsp;&nbsp; 110355 |
| Ryder System, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3371 | &nbsp;&nbsp; 281715 |
| Saia, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1675 | &nbsp;&nbsp; 351214 |
| Schneider National, Inc., Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3144 | &nbsp;&nbsp; 73570 |
| XPO, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7763 | &nbsp;&nbsp; 258430 |
|  |  | **$4707573** |
| Semiconductors & Semiconductor Equipment — 3.1% | Semiconductors & Semiconductor Equipment — 3.1% |  |
| Allegro MicroSystems, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4112 | &nbsp;&nbsp;&nbsp;&nbsp;$123442 |
| Amkor Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146158 |
| Cirrus Logic, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242656 |
| Enphase Energy, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6850 | &nbsp;&nbsp;&nbsp;&nbsp;1814976 |
| Entegris, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594573 |
| First Solar, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775163 |
| GlobalFoundries, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240781 |
| Lattice Semiconductor Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535130 |
| MKS Instruments, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345021 |
| Monolithic Power Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942017 |
| ON Semiconductor Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;24345 | &nbsp;&nbsp;&nbsp;&nbsp;1518398 |
| Power Integrations, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247793 |
| Qorvo, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570851 |
| Semtech Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106411 |
| Silicon Laboratories, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251125 |
| Skyworks Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;863639 |
| SolarEdge Technologies, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806753 |
| Synaptics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217536 |
| Teradyne, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822662 |
| Universal Display Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277771 |
| Wolfspeed, Inc.<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521528 |
|  |  | **$11964384** |
| Software — 4.8% | Software — 4.8% |  |
| Altair Engineering, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3186 | &nbsp;&nbsp;&nbsp;&nbsp;$144867 |
| ANSYS, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5315 | &nbsp;&nbsp;&nbsp;&nbsp;1284051 |
| AppLovin Corp., Class A<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68224 |
| Aspen Technology, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347742 |
| Bill.com Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644063 |
| Black Knight, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554206 |
| Blackline, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207259 |
| Clear Secure, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;3282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90025 |
| Coupa Software, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345340 |
| CrowdStrike Holdings, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12580 | &nbsp;&nbsp;&nbsp;&nbsp;1324548 |
| Datadog, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15394 | &nbsp;&nbsp;&nbsp;&nbsp;1131459 |
| DocuSign, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679172 |
| Dolby Laboratories, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;3612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254790 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Software (continued) | Software (continued) |  |
| Dropbox, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;16754 | $374955 |
| Dynatrace, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11311 | &nbsp;&nbsp; 433211 |
| Elastic NV<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4871 | &nbsp;&nbsp; 250856 |
| Fair Isaac Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1628 | &nbsp;&nbsp; 974488 |
| Five9, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3970 | &nbsp;&nbsp; 269404 |
| Gen Digital, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;35229 | &nbsp;&nbsp; 754957 |
| Guidewire Software, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5110 | &nbsp;&nbsp; 319682 |
| HubSpot, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2743 | &nbsp;&nbsp; 793084 |
| Informatica, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33639 |
| Manhattan Associates, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470911 |
| NCR Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176746 |
| Paycom Software, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;934033 |
| Paycor HCM, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67366 |
| Paylocity Holding Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491284 |
| PTC, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776419 |
| Qualtrics International, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62529 |
| Qualys, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228051 |
| Rapid7, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110231 |
| RingCentral, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181567 |
| SentinelOne, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168208 |
| Smartsheet, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278275 |
| Splunk, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757506 |
| Tenable Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241108 |
| Tyler Technologies, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796353 |
| Zoom Video Communications, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815928 |
| Zscaler, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570466 |
|  |  | **$18407003** |
| Specialty Retail — 2.9% | Specialty Retail — 2.9% |  |
| Advance Auto Parts, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3105 | &nbsp;&nbsp;&nbsp;&nbsp;$456528 |
| AutoNation, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207626 |
| Bath & Body Works, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519502 |
| Best Buy Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;861375 |
| Burlington Stores, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700941 |
| CarMax, Inc.<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507883 |
| Carvana Co.<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24236 |
| Dick's Sporting Goods, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362193 |
| Five Below, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506733 |
| Floor & Decor Holdings, Inc., Class A<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386168 |
| GameStop Corp., Class A<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277583 |
| Gap, Inc. (The)<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143527 |
| Lithia Motors, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;1489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304858 |
| Penske Automotive Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157684 |
| Petco Health & Wellness Co., Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73356 |
| RH<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280282 |
| Ross Stores, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18383 | &nbsp;&nbsp;&nbsp;&nbsp;2133715 |
| Tractor Supply Co. | &nbsp;&nbsp;&nbsp;&nbsp;5993 | &nbsp;&nbsp;&nbsp;&nbsp;1348245 |

---

------

Calvert

US Mid-Cap Core Responsible Index Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Specialty Retail (continued) | Specialty Retail (continued) |  |
| Ulta Beauty, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2750 | $1289942 |
| Williams-Sonoma, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3751 | &nbsp;&nbsp; 431065 |
|  |  | **$10973442** |
| Technology Hardware, Storage & Peripherals — 1.1% | Technology Hardware, Storage & Peripherals — 1.1% |  |
| Dell Technologies, Inc., Class C | &nbsp;&nbsp;&nbsp;&nbsp;14751 | $593285 |
| Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp;76573 | &nbsp;&nbsp; 1222105 |
| NetApp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12787 | &nbsp;&nbsp; 767987 |
| Pure Storage, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;16969 | &nbsp;&nbsp; 454091 |
| Seagate Technology Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;12698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668042 |
| Western Digital Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;18466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582602 |
|  |  | &nbsp;&nbsp;&nbsp;**$4288112** |
| Textiles, Apparel & Luxury Goods — 0.9% | Textiles, Apparel & Luxury Goods — 0.9% |  |
| Capri Holdings, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6594 | &nbsp;&nbsp;&nbsp;&nbsp;$377968 |
| Columbia Sportswear Co. | &nbsp;&nbsp;&nbsp;&nbsp;1821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159483 |
| Deckers Outdoor Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;576786 |
| Hanesbrands, Inc.<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;21960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139666 |
| Levi Strauss & Co., Class A<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91646 |
| PVH Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233723 |
| Ralph Lauren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235538 |
| Skechers USA, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285889 |
| Tapestry, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502504 |
| Under Armour, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86858 |
| VF Corp. | &nbsp;&nbsp;&nbsp;&nbsp;20718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572024 |
|  |  | &nbsp;&nbsp;&nbsp;**$3262085** |
| Thrifts & Mortgage Finance — 0.2% | Thrifts & Mortgage Finance — 0.2% |  |
| Essent Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5509 | &nbsp;&nbsp;&nbsp;&nbsp;$214190 |
| MGIC Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;15523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201799 |
| New York Community Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214501 |
| Rocket Cos, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;5779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40453 |
| TFS Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39166 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$710109** |
| Trading Companies & Distributors — 1.6% | Trading Companies & Distributors — 1.6% |  |
| Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6547 | &nbsp;&nbsp;&nbsp;&nbsp;$251536 |
| Beacon Roofing Supply, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146703 |
| Core & Main, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109507 |
| Fastenal Co. | &nbsp;&nbsp;&nbsp;&nbsp;31140 | &nbsp;&nbsp;&nbsp;&nbsp;1473545 |
| MSC Industrial Direct Co., Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;3124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255231 |
| SiteOne Landscape Supply, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278752 |
| United Rentals, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4074 | &nbsp;&nbsp;&nbsp;&nbsp;1447981 |
| Univar Solutions, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352344 |
| W.W. Grainger, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2458 | &nbsp;&nbsp;&nbsp;&nbsp;1367263 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Trading Companies & Distributors (continued) | Trading Companies & Distributors (continued) |  |
| WESCO International, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2482 | $310746 |
|  |  | **$5993608** |
| Water Utilities — 0.6% | Water Utilities — 0.6% |  |
| American Water Works Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10449 | $1592637 |
| Essential Utilities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18485 | &nbsp;&nbsp; 882289 |
|  |  | **$2474926** |
| Total Common Stocks<br> (identified cost $374,525,949) |  | **$379674945** |

---

Rights — 0.0%<sup>(2)</sup>

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Health Care Equipment & Supplies — 0.0%<sup>(2)</sup> | Health Care Equipment & Supplies — 0.0%<sup>(2)</sup> |  |
| Abiomed, Inc., CVR<sup>(1)(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | $2652 |
| Total Rights<br> (identified cost $2,652) |  | **$2652** |

---

---

| | | |
|:---|:---|:---|
| Short-Term Investments — 0.8% |  |  |
| Affiliated Fund — 0.4% | Affiliated Fund — 0.4% | Affiliated Fund — 0.4% |
| **Security** | **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value** |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 4.11%<sup>(6)</sup> | 1463011 | $1463011 |
| Total Affiliated Fund<br> (identified cost $1,463,011) |  | **$1463011** |
| Securities Lending Collateral — 0.4% | Securities Lending Collateral — 0.4% | Securities Lending Collateral — 0.4% |
| **Security** | **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value** |
| State Street Navigator Securities Lending Government Money Market Portfolio, 4.34%<sup>(7)</sup> | 1507717 | $1507717 |
| Total Securities Lending Collateral<br> (identified cost $1,507,717) |  | **$1507717** |
| Total Short-Term Investments<br> (identified cost $2,970,728) |  | **$2970728** |
| Total Investments — 99.9%<br> (identified cost $377,499,329) |  | **$382648325** |
| Other Assets, Less Liabilities — 0.1% |  | **$232355** |
| Net Assets — 100.0% |  | **$382880680** |

---

------

Calvert

US Mid-Cap Core Responsible Index Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | |
|:---|:---|
| 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>(1)</sup> | Non-income producing security. |
| <sup>(2)</sup> | Amount is less than 0.05%. |
| <sup>(3)</sup> | All or a portion of this security was on loan at December 31, 2022. The aggregate market value of securities on loan at December 31, 2022 was $6,241,784 and the total market value of the collateral received by the Fund was $6,394,814, comprised of cash of $1,507,717 and U.S. government and/or agencies securities of $4,887,097. |

---

<sup>(4)</sup> For fair value measurement disclosure purposes, security is categorized as Level 3.

<sup>(5)</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, 2022.

<sup>(6)</sup> May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of December 31, 2022.

<sup>(7)</sup> Represents investment of cash collateral received in connection with securities lending.

The Fund did not have any open derivative instruments at December 31, 2022.

#### Restricted Securities

---

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

---

---

| | |
|:---|:---|
| **Abbreviations:** | **Abbreviations:** |
| CVR | – Contingent Value Rights |

---

Affiliated Funds

At December 31, 2022, the value of the Fund's investment in funds that may be deemed to be affiliated was $1,463,011, which represents 0.4% of the Fund's net assets. Transactions in such funds by the Fund for the fiscal year to date ended December 31, 2022 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> | $1165477 | $27431428 | $(27133894) | $— | $— | $1463011 | $9061 | 1463011 |

---

<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.

------

Calvert

US Mid-Cap Core Responsible Index Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

The following table summarizes the market value of the Fund's holdings as of December 31, 2022, 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;$379674945<sup>(2)</sup> | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$379674945 |
| 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 |
| Short-Term Investments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Affiliated Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1463011 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1463011 |
| &nbsp;&nbsp;&nbsp;Securities Lending Collateral | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1507717 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1507717 |
| **Total Investments** | &nbsp;&nbsp;**$382645673** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$2652** | &nbsp;&nbsp;**$382648325** |

---

<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, 2022 is not presented.

For information on the Fund's policy regarding the valuation of investments and other significant accounting policies, please refer to the Fund's most recent financial statements included in its semiannual or annual report to shareholders.

## 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:** 1825 Connecticut Avenue NW

  - **City:** Washington

  - **State:** DC

  - **Foreign country:** US

  - **Zip / Postal Code:** 20009

  - **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:** 2023-09-30

- **b. Date as of which information is reported:** 2022-12-31

**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:** $382719733.22

**Total Liabilities:** $1967367.99

**Net Assets:** $380752365.23

**Cash Not Reported:** $1157.73

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000161547 | 8.52%                | 6.15%                | -5.10%               |
| Class ID C000235283 | 8.52%                | 6.15%                | -5.11%               |
| Class ID C000161544 | 8.51%                | 6.12%                | -5.14%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $101580.31               | $27708814.59                               |
| Month 2  | $-224932.99              | $22897295.78                               |
| Month 3  | $-1166505.68             | $-19863730.98                              |

### Schedule of Portfolio Investments

| Name                                         | Title                                                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| WESCO International Inc                      | WESCO International Inc                                                     | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      2482 | NS      | $310746.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                  | Discover Financial Services                                                 | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |     14703 | NS      | $1438394.49   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals Inc                    | Ionis Pharmaceuticals Inc                                                   | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |      8633 | NS      | $326068.41    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp                                     | FMC Corp                                                                    | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      8005 | NS      | $999024.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc/WV                     | United Bankshares Inc/WV                                                    | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |      7277 | NS      | $294645.73    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                                 | Nordson Corp                                                                | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |      3443 | NS      | $818469.96    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International Inc | Charles River Laboratories International Inc                                | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      2963 | NS      | $645637.70    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage Inc                             | Pure Storage Inc                                                            | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |     16969 | NS      | $454090.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc                             | EPAM Systems Inc                                                            | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |      3293 | NS      | $1079247.82   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                       | Equitable Holdings Inc                                                      | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     19662 | NS      | $564299.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                    | Jabil Inc                                                                   | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      7876 | NS      | $537143.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                                 | Assurant Inc                                                                | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      2902 | NS      | $362924.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| 10X Genomics Inc                             | 10X Genomics Inc                                                            | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |      5473 | NS      | $199436.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                                | Dynatrace Inc                                                               | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11311 | NS      | $433211.30    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem Inc              | First Interstate BancSystem Inc                                             | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |      4415 | NS      | $170639.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                     | Bank OZK                                                                    | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |      6536 | NS      | $261832.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corp                            | Hyatt Hotels Corp                                                           | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |      3195 | NS      | $288987.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp                      | Zebra Technologies Corp                                                     | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      3137 | NS      | $804358.17    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries Inc             | Hawaiian Electric Industries Inc                                            | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |     10388 | NS      | $434737.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA Inc                          | DENTSPLY SIRONA Inc                                                         | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     11961 | NS      | $380838.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                   | AMETEK Inc                                                                  | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     12698 | NS      | $1774164.56   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp                    | New Jersey Resources Corp                                                   | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |      8546 | NS      | $424052.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial Inc              | Fidelity National Financial Inc                                             | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |     13986 | NS      | $526153.32    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp                        | Stifel Financial Corp                                                       | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |      5611 | NS      | $327514.07    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group Inc                        | Avis Budget Group Inc                                                       | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |      1899 | NS      | $311303.07    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                         | Western Digital Corp                                                        | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     18466 | NS      | $582602.30    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                                 | Comerica Inc                                                                | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      6854 | NS      | $458189.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                  | Alnylam Pharmaceuticals Inc                                                 | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |      6998 | NS      | $1663074.70   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp                                   | Cabot Corp                                                                  | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |      3842 | NS      | $256799.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Smartsheet Inc                               | Smartsheet Inc                                                              | CUSIP: 83200N103<br>LEI: 549300N9WF42OK9VL589 | Long             | EC               | CORP              | US        |      7070 | NS      | $278275.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares Inc                   | ServisFirst Bancshares Inc                                                  | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2905 | NS      | $200183.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp                                  | Rogers Corp                                                                 | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |      1084 | NS      | $129364.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                    | Teledyne Technologies Inc                                                   | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      2879 | NS      | $1151340.89   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| F&G Annuities & Life Inc                     | F&G Annuities & Life Inc                                                    | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       951 | NS      | $19029.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc   | Expeditors International of Washington Inc                                  | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      9859 | NS      | $1024547.28   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| R1 RCM Inc                                   | R1 RCM Inc                                                                  | CUSIP: 77634L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12844 | NS      | $140641.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                  | AMN Healthcare Services Inc                                                 | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |      3132 | NS      | $322032.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc                                  | Enhabit Inc                                                                 | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |      2736 | NS      | $36005.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                             | Genuine Parts Co                                                            | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      7526 | NS      | $1305836.26   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                     | MSCI Inc                                                                    | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      4170 | NS      | $1939758.90   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                   | Chipotle Mexican Grill Inc                                                  | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1458 | NS      | $2022960.42   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Core & Main Inc                              | Core & Main Inc                                                             | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5671 | NS      | $109507.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                  | Jack Henry & Associates Inc                                                 | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      4295 | NS      | $754030.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                                    | Pool Corp                                                                   | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |      2015 | NS      | $609194.95    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc                  | American Water Works Co Inc                                                 | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |     10449 | NS      | $1592636.58   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc                                 | Evercore Inc                                                                | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |      1948 | NS      | $212487.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings Inc                       | Sirius XM Holdings Inc                                                      | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |     45740 | NS      | $267121.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp                       | Liberty Broadband Corp                                                      | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |      7984 | NS      | $608939.68    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc                         | Amkor Technology Inc                                                        | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |      6095 | NS      | $146158.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc                       | Jones Lang LaSalle Inc                                                      | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      3957 | NS      | $630627.09    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta Inc                                     | Okta Inc                                                                    | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |      8653 | NS      | $591259.49    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co/The                                  | Toro Co/The                                                                 | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      6574 | NS      | $744176.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co Inc                                  | Trex Co Inc                                                                 | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5824 | NS      | $246529.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                   | NetApp Inc                                                                  | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |     12787 | NS      | $767987.22    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding PLC             | Sensata Technologies Holding PLC                                            | CUSIP: 000000000<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | GB        |     10261 | NS      | $414339.18    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN                      | Old National Bancorp/IN                                                     | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     15924 | NS      | $286313.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc                          | Virtu Financial Inc                                                         | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |      5167 | NS      | $105458.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corp                          | Exact Sciences Corp                                                         | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |     10577 | NS      | $523667.27    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                                 | Omnicell Inc                                                                | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |      2658 | NS      | $134016.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/The                                | Clorox Co/The                                                               | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      6702 | NS      | $940491.66    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp                                  | Avient Corp                                                                 | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |      5200 | NS      | $175552.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Inc                                | Synaptics Inc                                                               | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |      2286 | NS      | $217535.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems Inc                | Advanced Drainage Systems Inc                                               | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |      4193 | NS      | $343700.21    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                           | United Rentals Inc                                                          | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      4074 | NS      | $1447981.08   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Corp/The                       | Howard Hughes Corp/The                                                      | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               | CORP              | US        |      3392 | NS      | $259216.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corp                    | National Instruments Corp                                                   | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |      8337 | NS      | $307635.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp                                | Repligen Corp                                                               | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      3088 | NS      | $522829.28    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Pentair PLC                                  | Pentair PLC                                                                 | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |     10784 | NS      | $485064.32    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc                   | Coca-Cola Consolidated Inc                                                  | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |       254 | NS      | $130139.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBALFOUNDRIES Inc                          | GLOBALFOUNDRIES Inc                                                         | CUSIP: 000000000<br>LEI: 549300BA76VK784VMX48 | Long             | EC               | CORP              | KY        |      4468 | NS      | $240780.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                          | Northern Trust Corp                                                         | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     11071 | NS      | $979672.79    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PerkinElmer Inc                              | PerkinElmer Inc                                                             | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |      7236 | NS      | $1014631.92   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc                                  | Ashland Inc                                                                 | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |      3334 | NS      | $358505.02    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc                            | ManpowerGroup Inc                                                           | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |      3790 | NS      | $315365.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc                                      | RXO Inc                                                                     | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |      6416 | NS      | $110355.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                | DR Horton Inc                                                               | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |     17851 | NS      | $1591238.14   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp                                 | Semtech Corp                                                                | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |      3709 | NS      | $106411.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc                     | MarketAxess Holdings Inc                                                    | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |      2616 | NS      | $729576.24    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc                | Interactive Brokers Group Inc                                               | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |      5176 | NS      | $374483.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Inc             | Reinsurance Group of America Inc                                            | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      3683 | NS      | $523317.47    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler Inc                                  | Zscaler Inc                                                                 | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |      5098 | NS      | $570466.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                            | Tractor Supply Co                                                           | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      5993 | NS      | $1348245.21   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| agilon health Inc                            | agilon health Inc                                                           | CUSIP: 00857U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12273 | NS      | $198086.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                    | Ball Corp                                                                   | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     19846 | NS      | $1014924.44   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC              | Seagate Technology Holdings PLC                                             | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |     12698 | NS      | $668041.78    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC                           | nVent Electric PLC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     10685 | NS      | $411051.95    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Holdings Inc                  | Ryan Specialty Holdings Inc                                                 | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4152 | NS      | $172349.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SiteOne Landscape Supply Inc                 | SiteOne Landscape Supply Inc                                                | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |      2376 | NS      | $278752.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets Inc                         | Tradeweb Markets Inc                                                        | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5743 | NS      | $372892.99    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc                                | Primerica Inc                                                               | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |      2052 | NS      | $291014.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                            | Expedia Group Inc                                                           | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8877 | NS      | $777625.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc                      | ExlService Holdings Inc                                                     | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |      1876 | NS      | $317850.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare Inc                               | Cloudflare Inc                                                              | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |     16724 | NS      | $756092.04    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd                         | Everest Re Group Ltd                                                        | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |      2128 | NS      | $704942.56    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co Inc                             | Donaldson Co Inc                                                            | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |      7648 | NS      | $450237.76    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Inc                           | Planet Fitness Inc                                                          | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |      6066 | NS      | $478000.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                 | Teradyne Inc                                                                | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      9418 | NS      | $822662.30    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Formula One       | Liberty Media Corp-Liberty Formula One                                      | CUSIP: 531229870<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1656 | NS      | $88480.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp          | Cognizant Technology Solutions Corp                                         | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     28384 | NS      | $1623280.96   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                   | Masco Corp                                                                  | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     11922 | NS      | $556399.74    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health Inc                           | Teladoc Health Inc                                                          | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |      9336 | NS      | $220796.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| eBay Inc                                     | eBay Inc                                                                    | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     29502 | NS      | $1223447.94   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Enviva Inc                                   | Enviva Inc                                                                  | CUSIP: 29415B103<br>LEI: 549300WH5VXDEFM5KR81 | Long             | EC               | CORP              | US        |      1971 | NS      | $104403.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Marqeta Inc                                  | Marqeta Inc                                                                 | CUSIP: 57142B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22129 | NS      | $135208.19    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                       | Arch Capital Group Ltd                                                      | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |     19042 | NS      | $1195456.76   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                     | Agilent Technologies Inc                                                    | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     15731 | NS      | $2354144.15   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc                  | BioMarin Pharmaceutical Inc                                                 | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     10518 | NS      | $1088507.82   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                | Owens Corning                                                               | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      7569 | NS      | $645635.70    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Splunk Inc                                   | Splunk Inc                                                                  | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Long             | EC               | CORP              | US        |      8799 | NS      | $757505.91    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                      | Aramark                                                                     | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |     14939 | NS      | $617578.26    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors                 | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857492706<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |   1507717 | NS      | $1507717.25   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                                | H&R Block Inc                                                               | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     11253 | NS      | $410847.03    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc                        | Burlington Stores Inc                                                       | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |      3457 | NS      | $700941.32    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp                | First American Financial Corp                                               | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |      7220 | NS      | $377894.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot Inc                                  | HubSpot Inc                                                                 | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |      2743 | NS      | $793083.59    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc                       | Power Integrations Inc                                                      | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |      3455 | NS      | $247792.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp Inc               | New York Community Bancorp Inc                                              | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |     24942 | NS      | $214501.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                                  | Snap-on Inc                                                                 | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      3479 | NS      | $794916.71    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc                | Affiliated Managers Group Inc                                               | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      2012 | NS      | $318761.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dun & Bradstreet Holdings Inc                | Dun & Bradstreet Holdings Inc                                               | CUSIP: 26484T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11958 | NS      | $146605.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                            | Omnicom Group Inc                                                           | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     13016 | NS      | $1061715.12   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| iRhythm Technologies Inc                     | iRhythm Technologies Inc                                                    | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |      1572 | NS      | $147249.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                             | Cirrus Logic Inc                                                            | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      3258 | NS      | $242655.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc                     | Tandem Diabetes Care Inc                                                    | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |      3418 | NS      | $153639.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd                           | Capri Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | VG        |      6594 | NS      | $377968.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp                        | US Foods Holding Corp                                                       | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |     12434 | NS      | $423004.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Knight Inc                             | Black Knight Inc                                                            | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |      8975 | NS      | $554206.25    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc                                     | Coty Inc                                                                    | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |     16940 | NS      | $145006.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc                    | Prosperity Bancshares Inc                                                   | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4636 | NS      | $336944.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc                            | Lithia Motors Inc                                                           | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      1489 | NS      | $304857.86    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd                            | Helen of Troy Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      1157 | NS      | $128322.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc                                   | DaVita Inc                                                                  | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |      3380 | NS      | $252384.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                          | SVB Financial Group                                                         | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |      3135 | NS      | $721488.90    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                                | Mosaic Co/The                                                               | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     21247 | NS      | $932105.89    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp                           | First Horizon Corp                                                          | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     28749 | NS      | $704350.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                 | Allegion plc                                                                | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |      5553 | NS      | $584508.78    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                    | Qorvo Inc                                                                   | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      5863 | NS      | $531422.32    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp                                | Celanese Corp                                                               | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |      7090 | NS      | $724881.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                           | PPG Industries Inc                                                          | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     13255 | NS      | $1666683.70   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Ltd                                   | Amdocs Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | GG        |      7252 | NS      | $659206.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                  | Invesco Ltd                                                                 | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |     24139 | NS      | $434260.61    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                             | Under Armour Inc                                                            | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |      8549 | NS      | $86857.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                    | AGCO Corp                                                                   | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      3865 | NS      | $536036.85    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bill.com Holdings Inc                        | Bill.com Holdings Inc                                                       | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |      5911 | NS      | $644062.56    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc                   | Casey's General Stores Inc                                                  | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      2129 | NS      | $477641.15    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                                  | Dropbox Inc                                                                 | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     16754 | NS      | $374954.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp                               | TD SYNNEX Corp                                                              | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      2318 | NS      | $219537.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp                                  | Bruker Corp                                                                 | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |      5544 | NS      | $378932.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp                               | Air Lease Corp                                                              | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |      6547 | NS      | $251535.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co                                   | Carvana Co                                                                  | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |      5113 | NS      | $24235.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Levi Strauss & Co                            | Levi Strauss & Co                                                           | CUSIP: 52736R102<br>LEI: MB0UERO0RDFKU8258G77 | Long             | EC               | CORP              | US        |      5905 | NS      | $91645.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Nucor Corp                                   | Nucor Corp                                                                  | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     13926 | NS      | $1835586.06   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                    | Lear Corp                                                                   | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      3922 | NS      | $486406.44    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                               | Tetra Tech Inc                                                              | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |      4400 | NS      | $638836.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co                 | Graphic Packaging Holding Co                                                | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19966 | NS      | $444243.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Therapeutics Plc                     | Horizon Therapeutics Plc                                                    | CUSIP: 000000000<br>LEI: 529900P0GSQ79OOZEV53 | Long             | EC               | CORP              | IE        |     13249 | NS      | $1507736.20   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd                   | Axalta Coating Systems Ltd                                                  | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | BM        |     13887 | NS      | $353701.89    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagen Inc                                   | Seagen Inc                                                                  | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7986 | NS      | $1026280.86   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Novocure Ltd                                 | Novocure Ltd                                                                | CUSIP: 000000000<br>LEI: 213800YPP55UMHWA4826 | Long             | EC               | CORP              | JE        |      6175 | NS      | $452936.25    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc                                 | Exponent Inc                                                                | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |      3454 | NS      | $342256.86    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                          | Paycom Software Inc                                                         | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |      3010 | NS      | $934033.10    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                   | Qualys Inc                                                                  | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      2032 | NS      | $228051.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc                             | Vail Resorts Inc                                                            | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |      2777 | NS      | $661897.95    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies Inc                    | ZoomInfo Technologies Inc                                                   | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17961 | NS      | $540805.71    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair Inc                                  | Wayfair Inc                                                                 | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |      3631 | NS      | $119423.59    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc                              | Hanesbrands Inc                                                             | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |     21960 | NS      | $139665.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Huntington Bancshares Inc/OH                 | Huntington Bancshares Inc/OH                                                | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     76655 | NS      | $1080835.50   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                           | Enphase Energy Inc                                                          | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      6850 | NS      | $1814976.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Mobile Mini Holdings Corp           | WillScot Mobile Mini Holdings Corp                                          | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     15785 | NS      | $713008.45    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co                          | Vulcan Materials Co                                                         | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      7829 | NS      | $1370936.19   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                     | Manhattan Associates Inc                                                    | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |      3559 | NS      | $432062.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                         | MGIC Investment Corp                                                        | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     15523 | NS      | $201799.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc                | Lincoln Electric Holdings Inc                                               | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      3573 | NS      | $516262.77    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                        | Dell Technologies Inc                                                       | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |     14751 | NS      | $593285.22    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp                       | Synovus Financial Corp                                                      | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |      7419 | NS      | $278583.45    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempur Sealy International Inc               | Tempur Sealy International Inc                                              | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |      9533 | NS      | $327267.89    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                       | Lumen Technologies Inc                                                      | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     60536 | NS      | $315997.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                                | Coherent Corp                                                               | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |      9434 | NS      | $331133.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                            | CNH Industrial NV                                                           | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |     61367 | NS      | $985554.02    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Evoqua Water Technologies Corp               | Evoqua Water Technologies Corp                                              | CUSIP: 30057T105<br>LEI: 529900YQAOMEZRGRRP43 | Long             | EC               | CORP              | US        |      8055 | NS      | $318978.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp                        | Lincoln National Corp                                                       | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      8042 | NS      | $247050.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                          | Clearway Energy Inc                                                         | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      7227 | NS      | $230324.49    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Inc                                  | Premier Inc                                                                 | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6389 | NS      | $223487.22    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                | Hewlett Packard Enterprise Co                                               | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     76573 | NS      | $1222105.08   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                           | Crown Holdings Inc                                                          | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      7700 | NS      | $633017.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group Inc/The                        | Carlyle Group Inc/The                                                       | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |     10780 | NS      | $321675.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp                      | Wintrust Financial Corp                                                     | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      3411 | NS      | $288297.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                               | NRG Energy Inc                                                              | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     17539 | NS      | $558090.98    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co                          | Eastman Chemical Co                                                         | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      7925 | NS      | $645412.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc               | First Financial Bankshares Inc                                              | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |      7537 | NS      | $259272.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                    | Halozyme Therapeutics Inc                                                   | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |      7893 | NS      | $449111.70    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                   | Zimmer Biomet Holdings Inc                                                  | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |     12308 | NS      | $1569270.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc                                   | ResMed Inc                                                                  | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |      7990 | NS      | $1662958.70   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                  | Lennar Corp                                                                 | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     15718 | NS      | $1422479.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                              | Baker Hughes Co                                                             | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56962 | NS      | $1682087.86   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc                            | GXO Logistics Inc                                                           | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |      8382 | NS      | $357827.58    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                           | J M Smucker Co/The                                                          | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      6051 | NS      | $958841.46    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc                   | Iridium Communications Inc                                                  | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |      7338 | NS      | $377173.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                               | CBRE Group Inc                                                              | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     18285 | NS      | $1407213.60   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc                  | Raymond James Financial Inc                                                 | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |     10252 | NS      | $1095426.20   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ChargePoint Holdings Inc                     | ChargePoint Holdings Inc                                                    | CUSIP: 15961R105<br>LEI: 254900DVN9TAC2GIPG25 | Long             | EC               | CORP              | US        |     14610 | NS      | $139233.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Apellis Pharmaceuticals Inc                  | Apellis Pharmaceuticals Inc                                                 | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |      5331 | NS      | $275666.01    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                   | Biogen Inc                                                                  | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      7694 | NS      | $2130622.48   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems Inc                  | Inspire Medical Systems Inc                                                 | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |      1662 | NS      | $418624.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc                                   | MasTec Inc                                                                  | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      5432 | NS      | $463512.56    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc                      | Akamai Technologies Inc                                                     | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      9341 | NS      | $787446.30    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc                         | Generac Holdings Inc                                                        | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |      4201 | NS      | $422872.66    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc                                 | Woodward Inc                                                                | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |      3660 | NS      | $353592.60    | 0.09%             |  |  |  | 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      |
| State Street Corp                            | State Street Corp                                                           | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     19771 | NS      | $1533636.47   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc                       | Dolby Laboratories Inc                                                      | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |      3612 | NS      | $254790.48    | 0.07%             |  |  |  | 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        |      7032 | NS      | $465237.12    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Olaplex Holdings Inc                         | Olaplex Holdings Inc                                                        | CUSIP: 679369108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6379 | NS      | $33234.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc                | Old Dominion Freight Line Inc                                               | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      5454 | NS      | $1547736.12   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp                     | United Therapeutics Corp                                                    | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      2623 | NS      | $729430.07    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                      | Darling Ingredients Inc                                                     | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |      9175 | NS      | $574263.25    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc                                   | Sunrun Inc                                                                  | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     10713 | NS      | $257326.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc                             | Ryder System Inc                                                            | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      3371 | NS      | $281714.47    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos Inc                           | Albertsons Cos Inc                                                          | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |     11149 | NS      | $231230.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                     | Western Alliance Bancorp                                                    | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      5475 | NS      | $326091.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                   | Hasbro Inc                                                                  | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      7050 | NS      | $430120.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                  | Cummins Inc                                                                 | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      7590 | NS      | $1838981.10   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                                    | IDEX Corp                                                                   | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      4830 | NS      | $1102833.90   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp                            | Ralph Lauren Corp                                                           | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      2229 | NS      | $235538.43    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                  | CDW Corp/DE                                                                 | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      7884 | NS      | $1407924.72   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc                       | Tyler Technologies Inc                                                      | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |      2470 | NS      | $796352.70    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp                              | SouthState Corp                                                             | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |      3912 | NS      | $298720.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp                                 | Insulet Corp                                                                | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      4094 | NS      | $1205232.66   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc                         | Align Technology Inc                                                        | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      4318 | NS      | $910666.20    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                             | Paramount Global                                                            | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |     42494 | NS      | $717298.72    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                                | Ingredion Inc                                                               | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      3889 | NS      | $380849.77    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Inc                                 | Penumbra Inc                                                                | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |      2047 | NS      | $455375.62    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health Inc                            | Syneos Health Inc                                                           | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |      5754 | NS      | $211056.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                                  | Kohl's Corp                                                                 | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |      6798 | NS      | $171649.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                              | Dollar Tree Inc                                                             | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     11895 | NS      | $1682428.80   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                    | Packaging Corp of America                                                   | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      5772 | NS      | $738296.52    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp                           | Regal Rexnord Corp                                                          | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      4381 | NS      | $525632.38    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US                | Service Corp International/US                                               | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     10831 | NS      | $748855.34    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc                           | Houlihan Lokey Inc                                                          | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |      2820 | NS      | $245791.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                            | Veeva Systems Inc                                                           | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      8102 | NS      | $1307500.76   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc                          | Axon Enterprise Inc                                                         | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |      4366 | NS      | $724450.38    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk Inc/The                           | Trade Desk Inc/The                                                          | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |     26402 | NS      | $1183601.66   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                           | UMB Financial Corp                                                          | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      2424 | NS      | $202452.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc                      | Rockwell Automation Inc                                                     | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      6441 | NS      | $1659008.37   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc                 | Watts Water Technologies Inc                                                | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      1782 | NS      | $260581.86    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp                    | Constellation Energy Corp                                                   | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |     18182 | NS      | $1567470.22   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co                                   | Kellogg Co                                                                  | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |     14703 | NS      | $1047441.72   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Biohaven Ltd                                 | Biohaven Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |      4834 | NS      | $67095.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupa Software Inc                           | Coupa Software Inc                                                          | CUSIP: 22266L106<br>LEI: 549300Q95ICR2GFL2K37 | Long             | EC               | CORP              | US        |      4362 | NS      | $345339.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                       | Trane Technologies PLC                                                      | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |     12417 | NS      | $2087173.53   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc                   | Hilton Grand Vacations Inc                                                  | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |      6401 | NS      | $246694.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enstar Group Ltd                             | Enstar Group Ltd                                                            | CUSIP: 000000000<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EC               | CORP              | BM        |       741 | NS      | $171200.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                             | Zions Bancorp NA                                                            | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      8037 | NS      | $395098.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                  | Trimble Inc                                                                 | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |     16182 | NS      | $818161.92    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                        | AECOM                                                                       | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     10004 | NS      | $849639.72    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                     | Willis Towers Watson PLC                                                    | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |      5672 | NS      | $1387257.76   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                              | Best Buy Co Inc                                                             | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     10739 | NS      | $861375.19    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                          | Williams-Sonoma Inc                                                         | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      3421 | NS      | $393141.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc           | Johnson Controls International plc                                          | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |     36426 | NS      | $2331264.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                      | KeyCorp                                                                     | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     49470 | NS      | $861767.40    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc            | Take-Two Interactive Software Inc                                           | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      9253 | NS      | $963514.89    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                     | Saia Inc                                                                    | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      1675 | NS      | $351214.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                                  | Hubbell Inc                                                                 | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      3395 | NS      | $796738.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackline Inc                                | Blackline Inc                                                               | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |      3081 | NS      | $207258.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                                | M&T Bank Corp                                                               | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      9154 | NS      | $1327879.24   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corp           | Integra LifeSciences Holdings Corp                                          | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |      4604 | NS      | $258146.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                             | W R Berkley Corp                                                            | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     11363 | NS      | $824612.91    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TFS Financial Corp                           | TFS Financial Corp                                                          | CUSIP: 87240R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2718 | NS      | $39166.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altair Engineering Inc                       | Altair Engineering Inc                                                      | CUSIP: 021369103<br>LEI: 549300FJ89HZ6GU9S994 | Long             | EC               | CORP              | US        |      3186 | NS      | $144867.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                              | EMCOR Group Inc                                                             | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      4138 | NS      | $612879.18    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                 | Illumina Inc                                                                | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      8711 | NS      | $1761364.20   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity Inc                                 | Doximity Inc                                                                | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6379 | NS      | $214079.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                          | Quanta Services Inc                                                         | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      8547 | NS      | $1217947.50   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                    | Dick's Sporting Goods Inc                                                   | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |      3011 | NS      | $362193.19    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                                  | Gartner Inc                                                                 | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      4187 | NS      | $1407418.18   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                | Principal Financial Group Inc                                               | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |     13010 | NS      | $1091799.20   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp                       | Universal Display Corp                                                      | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2571 | NS      | $277770.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc                | Robert Half International Inc                                               | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      7534 | NS      | $556235.22    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc                  | American Airlines Group Inc                                                 | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40674 | NS      | $517373.28    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK Financial Corp                           | BOK Financial Corp                                                          | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |      1626 | NS      | $168762.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp                         | Ares Management Corp                                                        | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |      7166 | NS      | $490441.04    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp                                | Huntsman Corp                                                               | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |     11838 | NS      | $325308.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker Inc                   | Stanley Black & Decker Inc                                                  | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      9582 | NS      | $719799.84    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp            | Marriott Vacations Worldwide Corp                                           | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |      2430 | NS      | $327053.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                   | TransUnion                                                                  | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |     13747 | NS      | $780142.25    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                   | PACCAR Inc                                                                  | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     18665 | NS      | $1847275.05   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                                  | Corning Inc                                                                 | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     44651 | NS      | $1426152.94   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co Inc                 | Simpson Manufacturing Co Inc                                                | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |      2969 | NS      | $263231.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software Inc                       | Guidewire Software Inc                                                      | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |      5110 | NS      | $319681.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc                            | Newell Brands Inc                                                           | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |     21018 | NS      | $274915.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RingCentral Inc                              | RingCentral Inc                                                             | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |      5129 | NS      | $181566.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc                       | Franklin Resources Inc                                                      | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     15421 | NS      | $406805.98    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                     | Etsy Inc                                                                    | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      6758 | NS      | $809473.24    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd                    | Axis Capital Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      4475 | NS      | $242410.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Plug Power Inc                               | Plug Power Inc                                                              | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |     26770 | NS      | $331144.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| ASGN Inc                                     | ASGN Inc                                                                    | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |      3592 | NS      | $292676.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                              | CMS Energy Corp                                                             | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     18442 | NS      | $1167931.86   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Guardant Health Inc                          | Guardant Health Inc                                                         | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |      5436 | NS      | $147859.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp                               | Flowserve Corp                                                              | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |      8787 | NS      | $269585.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                           | Steel Dynamics Inc                                                          | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     10616 | NS      | $1037183.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc                | Selective Insurance Group Inc                                               | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |      3276 | NS      | $290286.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Roofing Supply Inc                    | Beacon Roofing Supply Inc                                                   | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |      2779 | NS      | $146703.41    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc                       | Darden Restaurants Inc                                                      | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      7294 | NS      | $1008979.02   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp/DE                            | Brunswick Corp/DE                                                           | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |      4669 | NS      | $336541.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc                         | Alaska Air Group Inc                                                        | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |      8035 | NS      | $345022.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc/OH              | American Financial Group Inc/OH                                             | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      3533 | NS      | $485010.24    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                        | McCormick & Co Inc/MD                                                       | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |     15439 | NS      | $1279738.71   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co                 | Portland General Electric Co                                                | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      7887 | NS      | $386463.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                      | Consolidated Edison Inc                                                     | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     19447 | NS      | $1853493.57   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle Inc                               | Stericycle Inc                                                              | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |      8186 | NS      | $408399.54    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc                            | Post Holdings Inc                                                           | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      2957 | NS      | $266898.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc                             | Carlisle Cos Inc                                                            | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      3454 | NS      | $813935.10    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc                             | CoStar Group Inc                                                            | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22415 | NS      | $1732231.20   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank/CA                       | First Republic Bank/CA                                                      | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |      9527 | NS      | $1161246.03   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co PLC                               | Perrigo Co PLC                                                              | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |      8111 | NS      | $276503.99    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                                  | Incyte Corp                                                                 | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     10673 | NS      | $857255.36    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                     | RLI Corp                                                                    | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      2157 | NS      | $283149.39    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                     | Lamb Weston Holdings Inc                                                    | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      8101 | NS      | $723905.36    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc                           | Globus Medical Inc                                                          | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |      4508 | NS      | $334809.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                          | Texas Roadhouse Inc                                                         | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |      3848 | NS      | $349975.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers USA Inc                             | Skechers USA Inc                                                            | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |      6815 | NS      | $285889.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Corp                                  | Markel Corp                                                                 | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |       708 | NS      | $932782.92    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc/NC             | First Citizens BancShares Inc/NC                                            | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |       588 | NS      | $445915.68    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings Inc                         | OneMain Holdings Inc                                                        | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |      6476 | NS      | $215715.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks Inc                         | Juniper Networks Inc                                                        | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |     19498 | NS      | $623156.08    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                             | Essent Group Ltd                                                            | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |      5509 | NS      | $214189.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                                 | Xylem Inc/NY                                                                | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |     10941 | NS      | $1209746.37   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Inc                               | MSA Safety Inc                                                              | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |      2436 | NS      | $351246.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR                       | Home BancShares Inc/AR                                                      | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9476 | NS      | $215958.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co                        | Southwest Airlines Co                                                       | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     35051 | NS      | $1180167.17   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc                                  | Popular Inc                                                                 | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      3608 | NS      | $239282.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp             | Booz Allen Hamilton Holding Corp                                            | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      8948 | NS      | $935244.96    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co                            | DXC Technology Co                                                           | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     13204 | NS      | $349906.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National Inc                       | Schneider National Inc                                                      | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |      3144 | NS      | $73569.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarEdge Technologies Inc                   | SolarEdge Technologies Inc                                                  | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |      2848 | NS      | $806752.96    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp                           | IPG Photonics Corp                                                          | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |      1997 | NS      | $189055.99    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                   | Unum Group                                                                  | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     10535 | NS      | $432251.05    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                                   | HEICO Corp                                                                  | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |      2584 | NS      | $397005.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SoFi Technologies Inc                        | SoFi Technologies Inc                                                       | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               | CORP              | US        |     39480 | NS      | $182002.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap Inc                                     | Snap Inc                                                                    | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |     58644 | NS      | $524863.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                            | Hormel Foods Corp                                                           | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |     17287 | NS      | $787422.85    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co                             | Campbell Soup Co                                                            | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |     11798 | NS      | $669536.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris Inc                                 | Entegris Inc                                                                | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |      9065 | NS      | $594573.35    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                          | Alliant Energy Corp                                                         | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |     17071 | NS      | $942489.91    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc                         | Medpace Holdings Inc                                                        | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      1478 | NS      | $313941.98    | 0.08%             |  |  |  | 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        |      9910 | NS      | $519383.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's Inc                                | Dillard's Inc                                                               | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |       207 | NS      | $66902.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| SS&C Technologies Holdings Inc               | SS&C Technologies Holdings Inc                                              | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |     13604 | NS      | $708224.24    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutions Inc         | Bright Horizons Family Solutions Inc                                        | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4159 | NS      | $262432.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc                          | Silgan Holdings Inc                                                         | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |      5271 | NS      | $273248.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                           | Conagra Brands Inc                                                          | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     28091 | NS      | $1087121.70   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Thoughtworks Holding Inc                     | Thoughtworks Holding Inc                                                    | CUSIP: 88546E105<br>LEI: 984500E705D15F2DF680 | Long             | EC               | CORP              | US        |      5175 | NS      | $52733.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Fortune Brands Innovations Inc               | Fortune Brands Innovations Inc                                              | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      7491 | NS      | $427811.01    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc                                   | Mattel Inc                                                                  | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     20173 | NS      | $359886.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                               | AptarGroup Inc                                                              | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |      4129 | NS      | $454107.42    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                               | BorgWarner Inc                                                              | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     14454 | NS      | $581773.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                               | AutoNation Inc                                                              | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1935 | NS      | $207625.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc/The                         | Ensign Group Inc/The                                                        | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |      3223 | NS      | $304928.03    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                                 | Organon & Co                                                                | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |     15001 | NS      | $418977.93    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                        | East West Bancorp Inc                                                       | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7349 | NS      | $484299.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc              | Pinnacle Financial Partners Inc                                             | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |      3852 | NS      | $282736.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                          | Arista Networks Inc                                                         | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     13030 | NS      | $1581190.50   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc                        | Lumentum Holdings Inc                                                       | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |      3840 | NS      | $200332.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Entertainment Holdings Inc               | AMC Entertainment Holdings Inc                                              | CUSIP: 00165C104<br>LEI: 549300ZO77UNR6NRBR11 | Long             | EC               | CORP              | US        |     33969 | NS      | $138253.83    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Autoliv Inc                                  | Autoliv Inc                                                                 | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |      5354 | NS      | $410009.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                          | Synchrony Financial                                                         | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     23811 | NS      | $782429.46    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand Inc                              | Masterbrand Inc                                                             | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |      7491 | NS      | $56557.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp                                  | Cognex Corp                                                                 | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |     10940 | NS      | $515383.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp                       | Paylocity Holding Corp                                                      | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |      2529 | NS      | $491283.54    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                              | Match Group Inc                                                             | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |     17153 | NS      | $711677.97    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc                               | Littelfuse Inc                                                              | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      1517 | NS      | $334043.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc                           | Domino's Pizza Inc                                                          | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |      2040 | NS      | $706656.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                         | Parker-Hannifin Corp                                                        | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      6902 | NS      | $2008482.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                                     | SLM Corp                                                                    | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12832 | NS      | $213011.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp                        | Envista Holdings Corp                                                       | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |      9825 | NS      | $330807.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp                    | Cincinnati Financial Corp                                                   | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |      8342 | NS      | $854137.38    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                                   | Ciena Corp                                                                  | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      8680 | NS      | $442506.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc                                | Cable One Inc                                                               | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |       288 | NS      | $205015.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands Inc                            | Acuity Brands Inc                                                           | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2176 | NS      | $360367.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA Inc                                      | IAA Inc                                                                     | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |      7118 | NS      | $284720.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc                      | Essential Utilities Inc                                                     | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |     18485 | NS      | $882289.05    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                                   | Macy's Inc                                                                  | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     15009 | NS      | $309935.85    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp                          | Curtiss-Wright Corp                                                         | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      2405 | NS      | $401610.95    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Holdings Inc                          | Affirm Holdings Inc                                                         | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11333 | NS      | $109590.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| FactSet Research Systems Inc                 | FactSet Research Systems Inc                                                | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |      2452 | NS      | $983766.92    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Co                            | Erie Indemnity Co                                                           | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |      1369 | NS      | $340497.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp/The                            | Middleby Corp/The                                                           | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      3181 | NS      | $425935.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SentinelOne Inc                              | SentinelOne Inc                                                             | CUSIP: 81730H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11529 | NS      | $168208.11    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp                       | Louisiana-Pacific Corp                                                      | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      3842 | NS      | $227446.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                                   | Dexcom Inc                                                                  | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |     20335 | NS      | $2302735.40   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordstrom Inc                                | Nordstrom Inc                                                               | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |      5840 | NS      | $94257.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Aflac Inc                                    | Aflac Inc                                                                   | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     30317 | NS      | $2181004.98   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualtrics International Inc                  | Qualtrics International Inc                                                 | CUSIP: 747601201<br>LEI: 549300NW34K5PVZGTN68 | Long             | EC               | CORP              | US        |      6024 | NS      | $62529.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                            | Eversource Energy                                                           | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     19848 | NS      | $1664056.32   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                       | F5 Inc                                                                      | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      3647 | NS      | $523380.97    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Playtika Holding Corp                        | Playtika Holding Corp                                                       | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | US        |      5450 | NS      | $46379.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                 | VeriSign Inc                                                                | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      5662 | NS      | $1163201.28   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                              | Ross Stores Inc                                                             | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     18383 | NS      | $2133714.81   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                              | Bio-Techne Corp                                                             | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      9256 | NS      | $767137.28    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc                                      | ITT Inc                                                                     | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      5210 | NS      | $422531.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc                        | Shockwave Medical Inc                                                       | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |      2089 | NS      | $429519.29    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                     | Jazz Pharmaceuticals PLC                                                    | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |      3603 | NS      | $573993.93    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                                    | Avnet Inc                                                                   | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      4977 | NS      | $206943.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                                  | Ameren Corp                                                                 | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     15386 | NS      | $1368123.12   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                              | First Solar Inc                                                             | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      5175 | NS      | $775163.25    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                                  | Chemed Corp                                                                 | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |       824 | NS      | $420594.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc                                  | ONE Gas Inc                                                                 | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |      4679 | NS      | $354293.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc                        | Molina Healthcare Inc                                                       | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      3365 | NS      | $1111190.30   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics Inc                     | Sarepta Therapeutics Inc                                                    | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |      4724 | NS      | $612135.92    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                                   | CarMax Inc                                                                  | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8341 | NS      | $507883.49    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Cullen/Frost Bankers Inc                     | Cullen/Frost Bankers Inc                                                    | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |      3095 | NS      | $413801.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                        | Bath & Body Works Inc                                                       | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     12328 | NS      | $519501.92    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                           | Voya Financial Inc                                                          | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |      4901 | NS      | $301362.49    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co                       | Columbia Sportswear Co                                                      | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      1821 | NS      | $159483.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alight Inc                                   | Alight Inc                                                                  | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |     12546 | NS      | $104884.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc                                 | KKR & Co Inc                                                                | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |     30837 | NS      | $1431453.54   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                               | Globe Life Inc                                                              | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      5012 | NS      | $604196.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                           | UFP Industries Inc                                                          | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      3197 | NS      | $253362.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                          | Avery Dennison Corp                                                         | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      5165 | NS      | $934865.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                            | Brown & Brown Inc                                                           | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |     15765 | NS      | $898132.05    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc                     | Crowdstrike Holdings Inc                                                    | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |     12580 | NS      | $1324548.20   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                         | Hancock Whitney Corp                                                        | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      4885 | NS      | $236385.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos Inc                               | Rocket Cos Inc                                                              | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5779 | NS      | $40453.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                              | Gen Digital Inc                                                             | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     35229 | NS      | $754957.47    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Elastic NV                                   | Elastic NV                                                                  | CUSIP: 000000000<br>LEI: 2549003I48WHHH937I59 | Long             | EC               | CORP              | NL        |      4871 | NS      | $250856.50    | 0.07%             |  |  |  | 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        |   1463011 | NS      | $1463010.65   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc                            | Flowers Foods Inc                                                           | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     11276 | NS      | $324072.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX Inc                                      | WEX Inc                                                                     | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |      2473 | NS      | $404706.45    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                            | Allstate Corp/The                                                           | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     14158 | NS      | $1919824.80   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc                          | Landstar System Inc                                                         | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      2187 | NS      | $356262.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems Inc                     | Allegro MicroSystems Inc                                                    | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4112 | NS      | $123442.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc                                  | Novanta Inc                                                                 | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2256 | NS      | $306522.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                   | Dover Corp                                                                  | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      8649 | NS      | $1171161.09   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Music Group Corp                      | Warner Music Group Corp                                                     | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8815 | NS      | $308701.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc                  | Penske Automotive Group Inc                                                 | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |      1372 | NS      | $157683.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc                       | Advance Auto Parts Inc                                                      | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |      3105 | NS      | $456528.15    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc                       | Option Care Health Inc                                                      | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |      8792 | NS      | $264551.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc                   | LPL Financial Holdings Inc                                                  | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |      4169 | NS      | $901212.73    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                          | Carrier Global Corp                                                         | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     45321 | NS      | $1869491.25   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc                       | Skyworks Solutions Inc                                                      | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      9477 | NS      | $863639.01    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                     | LKQ Corp                                                                    | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     14475 | NS      | $773109.75    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co                          | Travel + Leisure Co                                                         | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |      5330 | NS      | $194012.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments Inc                          | MKS Instruments Inc                                                         | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |      4072 | NS      | $345020.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp                              | Concentrix Corp                                                             | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2636 | NS      | $351009.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC Group Inc                                | LHC Group Inc                                                               | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |      1808 | NS      | $292335.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc               | JB Hunt Transport Services Inc                                              | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      5148 | NS      | $897605.28    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                 | Citizens Financial Group Inc                                                | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     26620 | NS      | $1048029.40   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide Inc                        | Euronet Worldwide Inc                                                       | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |      3005 | NS      | $283611.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                              | Yum! Brands Inc                                                             | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     15500 | NS      | $1985240.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp      | Science Applications International Corp                                     | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |      3252 | NS      | $360744.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Video Communications Inc                | Zoom Video Communications Inc                                               | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |     12045 | NS      | $815928.30    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment Inc                | Live Nation Entertainment Inc                                               | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      9973 | NS      | $695517.02    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed Inc                                | Wolfspeed Inc                                                               | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |      7554 | NS      | $521528.16    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Datadog Inc                                  | Datadog Inc                                                                 | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |     15394 | NS      | $1131459.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| DocuSign Inc                                 | DocuSign Inc                                                                | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |     12255 | NS      | $679172.10    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                               | PulteGroup Inc                                                              | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16840 | NS      | $766725.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corp                                     | NCR Corp                                                                    | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |      7550 | NS      | $176745.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc       | International Flavors & Fragrances Inc                                      | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |     14553 | NS      | $1525736.52   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp of America Holdings          | Laboratory Corp of America Holdings                                         | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |      5126 | NS      | $1207070.48   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/The             | Bank of New York Mellon Corp/The                                            | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     43211 | NS      | $1966964.72   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                      | PTC Inc                                                                     | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      6468 | NS      | $776418.72    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                              | Ulta Beauty Inc                                                             | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      2750 | NS      | $1289942.50   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                           | RH                                                                          | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |      1049 | NS      | $280282.31    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Westrock Co                                  | Westrock Co                                                                 | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |     15723 | NS      | $552820.68    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                           | Ingersoll Rand Inc                                                          | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     24621 | NS      | $1286447.25   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Acceptance Corp                       | Credit Acceptance Corp                                                      | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       296 | NS      | $140422.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Azenta Inc                                   | Azenta Inc                                                                  | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |      4196 | NS      | $244291.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc                 | Monolithic Power Systems Inc                                                | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |      2664 | NS      | $942017.04    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                                  | Gentex Corp                                                                 | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     14744 | NS      | $402068.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                   | Neurocrine Biosciences Inc                                                  | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      5537 | NS      | $661339.28    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                           | Ally Financial Inc                                                          | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     15746 | NS      | $384989.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                                 | Exelixis Inc                                                                | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     17380 | NS      | $278775.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                        | ON Semiconductor Corp                                                       | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     24345 | NS      | $1518397.65   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc                                      | ADT Inc                                                                     | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10052 | NS      | $91171.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                       | Webster Financial Corp                                                      | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      9023 | NS      | $427148.82    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co                           | Sonoco Products Co                                                          | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |      6004 | NS      | $364502.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity Inc                             | HealthEquity Inc                                                            | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |      4682 | NS      | $288598.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                     | Ameriprise Financial Inc                                                    | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      5652 | NS      | $1759863.24   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                               | Five Below Inc                                                              | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |      2865 | NS      | $506732.55    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp                                  | Masimo Corp                                                                 | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |      2745 | NS      | $406122.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc                     | Silicon Laboratories Inc                                                    | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |      1851 | NS      | $251125.17    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc                                      | XPO Inc                                                                     | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |      7763 | NS      | $258430.27    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc                     | Bio-Rad Laboratories Inc                                                    | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |      1204 | NS      | $506269.96    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                          | Otis Worldwide Corp                                                         | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     23124 | NS      | $1810840.44   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                 | Cadence Bank                                                                | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     10275 | NS      | $253381.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc                                  | Avantor Inc                                                                 | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38431 | NS      | $810509.79    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                   | Copart Inc                                                                  | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     24223 | NS      | $1474938.47   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                                 | AES Corp/The                                                                | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     41027 | NS      | $1179936.52   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Financial Services Group Inc/The    | Hartford Financial Services Group Inc/The                                   | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     16946 | NS      | $1285015.18   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co Inc                 | MSC Industrial Direct Co Inc                                                | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |      3124 | NS      | $255230.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc                    | Kinsale Capital Group Inc                                                   | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      1176 | NS      | $307547.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                      | NVR Inc                                                                     | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |       202 | NS      | $931741.16    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| New Fortress Energy Inc                      | New Fortress Energy Inc                                                     | CUSIP: 644393100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9555 | NS      | $405323.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Leggett & Platt Inc                          | Leggett & Platt Inc                                                         | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |      6998 | NS      | $225545.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                       | Regions Financial Corp                                                      | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     51068 | NS      | $1101026.08   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc                         | Verisk Analytics Inc                                                        | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      8833 | NS      | $1558317.86   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                                     | PVH Corp                                                                    | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      3311 | NS      | $233723.49    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                 | Tapestry Inc                                                                | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     13196 | NS      | $502503.68    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                    | Keysight Technologies Inc                                                   | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      9834 | NS      | $1682302.38   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                | Kroger Co/The                                                               | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     39010 | NS      | $1739065.80   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Petco Health & Wellness Co Inc               | Petco Health & Wellness Co Inc                                              | CUSIP: 71601V105<br>LEI: 2549007TYGV6RVSE9M61 | Long             | EC               | CORP              | US        |      7738 | NS      | $73356.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc                                | Pinterest Inc                                                               | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34906 | NS      | $847517.68    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                         | Commercial Metals Co                                                        | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     11516 | NS      | $556222.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp                                  | ROBLOX Corp                                                                 | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25238 | NS      | $718273.48    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                                 | Fortive Corp                                                                | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     20524 | NS      | $1318667.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                       | Church & Dwight Co Inc                                                      | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |     13247 | NS      | $1067840.67   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc                                   | Twilio Inc                                                                  | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |     10425 | NS      | $510408.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International Inc              | Choice Hotels International Inc                                             | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |      2318 | NS      | $261099.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7 Inc                                   | Rapid7 Inc                                                                  | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |      3244 | NS      | $110231.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Global Group Inc                       | Berry Global Group Inc                                                      | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |      8276 | NS      | $500118.68    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                                    | TEGNA Inc                                                                   | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     15839 | NS      | $335628.41    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc/MO                   | Commerce Bancshares Inc/MO                                                  | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6568 | NS      | $447083.76    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp                                | GameStop Corp                                                               | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |     15037 | NS      | $277583.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Roku Inc                                     | Roku Inc                                                                    | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |      7777 | NS      | $316523.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS Inc                                    | ANSYS Inc                                                                   | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |      5139 | NS      | $1241531.01   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc                     | Lennox International Inc                                                    | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |      2028 | NS      | $485158.44    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                      | Cboe Global Markets Inc                                                     | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      5740 | NS      | $720197.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc                | Jefferies Financial Group Inc                                               | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     10448 | NS      | $358157.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc                              | ICU Medical Inc                                                             | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |      1078 | NS      | $169763.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group Inc                             | TriNet Group Inc                                                            | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |      2630 | NS      | $178314.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chewy Inc                                    | Chewy Inc                                                                   | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |      5235 | NS      | $194113.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Teleflex Inc                                 | Teleflex Inc                                                                | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |      2785 | NS      | $695219.55    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank/New York NY                   | Signature Bank/New York NY                                                  | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |      3286 | NS      | $378612.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Avangrid Inc                                 | Avangrid Inc                                                                | CUSIP: 05351W103<br>LEI: 549300OX0Q38NLSKPB49 | Long             | EC               | CORP              | US        |      6197 | NS      | $266347.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC Inc                                      | IAC Inc                                                                     | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |      5131 | NS      | $227816.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                                | AppLovin Corp                                                               | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |      6479 | NS      | $68223.87     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Rivian Automotive Inc                        | Rivian Automotive Inc                                                       | CUSIP: 76954A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32971 | NS      | $607655.53    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co/The                        | New York Times Co/The                                                       | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     12193 | NS      | $395784.78    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                   | Nasdaq Inc                                                                  | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     18612 | NS      | $1141846.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions Inc                         | Univar Solutions Inc                                                        | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |     11080 | NS      | $352344.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc                            | Clean Harbors Inc                                                           | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |      4643 | NS      | $529859.16    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc                          | Glacier Bancorp Inc                                                         | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |      5699 | NS      | $281644.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc                          | Harley-Davidson Inc                                                         | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |      9316 | NS      | $387545.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                              | WW Grainger Inc                                                             | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      2458 | NS      | $1367262.50   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                                  | Equifax Inc                                                                 | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      7128 | NS      | $1385398.08   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                          | Fifth Third Bancorp                                                         | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     36254 | NS      | $1189493.74   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp                                  | Hexcel Corp                                                                 | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |      5119 | NS      | $301253.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Informatica Inc                              | Informatica Inc                                                             | CUSIP: 45674M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2065 | NS      | $33638.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc             | Mettler-Toledo International Inc                                            | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |      1232 | NS      | $1780794.40   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap Inc/The                                  | Gap Inc/The                                                                 | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     12724 | NS      | $143526.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Interpublic Group of Cos Inc/The             | Interpublic Group of Cos Inc/The                                            | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |     26977 | NS      | $898603.87    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Livent Corp                                  | Livent Corp                                                                 | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |     10714 | NS      | $212887.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Deckers Outdoor Corp                         | Deckers Outdoor Corp                                                        | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      1445 | NS      | $576786.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp                        | Encompass Health Corp                                                       | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      5473 | NS      | $327340.13    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                          | Delta Air Lines Inc                                                         | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     38691 | NS      | $1271386.26   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Five9 Inc                                    | Five9 Inc                                                                   | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               | CORP              | US        |      3970 | NS      | $269404.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Toast Inc                                    | Toast Inc                                                                   | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |     17643 | NS      | $318103.29    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Wyndham Hotels & Resorts Inc                 | Wyndham Hotels & Resorts Inc                                                | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |      6403 | NS      | $456597.93    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                                 | Alkermes PLC                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      8869 | NS      | $231746.97    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co                    | Performance Food Group Co                                                   | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |      8669 | NS      | $506182.91    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                       | T Rowe Price Group Inc                                                      | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |     11708 | NS      | $1276874.48   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc                          | Thor Industries Inc                                                         | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |      3262 | NS      | $246248.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Inc                     | Elanco Animal Health Inc                                                    | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |     28390 | NS      | $346925.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc                       | Valmont Industries Inc                                                      | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      1414 | NS      | $467567.38    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                    | Aptiv PLC                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |     15269 | NS      | $1422001.97   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                         | Chart Industries Inc                                                        | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |      2243 | NS      | $258460.89    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Valley National Bancorp                      | Valley National Bancorp                                                     | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     22058 | NS      | $249475.98    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Renewable Corp                    | Brookfield Renewable Corp                                                   | CUSIP: 11284V105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     15628 | NS      | $430395.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos Inc/The                           | Cooper Cos Inc/The                                                          | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |      2906 | NS      | $960927.02    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp                                      | VF Corp                                                                     | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |     19285 | NS      | $532458.85    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc           | Broadridge Financial Solutions Inc                                          | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      7140 | NS      | $957688.20    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                        | Quest Diagnostics Inc                                                       | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      6537 | NS      | $1022648.28   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                   | STERIS PLC                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      5694 | NS      | $1051624.86   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp                   | Lattice Semiconductor Corp                                                  | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |      8248 | NS      | $535130.24    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc             | West Pharmaceutical Services Inc                                            | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      4343 | NS      | $1022125.05   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp                                 | Oshkosh Corp                                                                | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |      4109 | NS      | $362372.71    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Morningstar Inc                              | Morningstar Inc                                                             | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |      1911 | NS      | $413903.49    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc                       | Ormat Technologies Inc                                                      | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |      4399 | NS      | $380425.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Whirlpool Corp                               | Whirlpool Corp                                                              | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      2888 | NS      | $408536.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                                  | Waters Corp                                                                 | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      3414 | NS      | $1169568.12   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycor HCM Inc                               | Paycor HCM Inc                                                              | CUSIP: 70435P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2753 | NS      | $67365.91     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Ltd                                    | Bunge Ltd                                                                   | CUSIP: 000000000<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               | CORP              | BM        |      8633 | NS      | $861314.41    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group Inc                             | Zillow Group Inc                                                            | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |     10252 | NS      | $330216.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Henry Schein Inc                             | Henry Schein Inc                                                            | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      7662 | NS      | $611963.94    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                                   | Atkore Inc                                                                  | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |      2624 | NS      | $297614.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp     | Westinghouse Air Brake Technologies Corp                                    | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |     10974 | NS      | $1095314.94   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma PLC                           | Royalty Pharma PLC                                                          | CUSIP: 000000000<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | GB        |     20992 | NS      | $829603.84    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice USA Inc                               | Altice USA Inc                                                              | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |     11010 | NS      | $50646.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                                  | FNB Corp/PA                                                                 | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     19707 | NS      | $257176.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                                | TopBuild Corp                                                               | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      2958 | NS      | $462897.42    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalent Inc                                 | Catalent Inc                                                                | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10217 | NS      | $459867.17    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                       | Motorola Solutions Inc                                                      | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      8887 | NS      | $2290268.77   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                              | Fair Isaac Corp                                                             | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |      1628 | NS      | $974488.24    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc                          | Coinbase Global Inc                                                         | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |      8845 | NS      | $313024.55    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                                    | Graco Inc                                                                   | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     10557 | NS      | $710063.82    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                       | IDEXX Laboratories Inc                                                      | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      4541 | NS      | $1852546.36   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co                 | Reliance Steel & Aluminum Co                                                | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      4142 | NS      | $838506.48    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                  | Hologic Inc                                                                 | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     14054 | NS      | $1051379.74   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc                        | Mohawk Industries Inc                                                       | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      3008 | NS      | $307477.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp              | Old Republic International Corp                                             | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     15579 | NS      | $376232.85    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor & Decor Holdings Inc                   | Floor & Decor Holdings Inc                                                  | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |      5546 | NS      | $386167.98    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Baxter International Inc                     | Baxter International Inc                                                    | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     28620 | NS      | $1458761.40   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc                           | FTI Consulting Inc                                                          | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      2293 | NS      | $364128.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenable Holdings Inc                         | Tenable Holdings Inc                                                        | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |      6320 | NS      | $241108.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc                             | Clear Secure Inc                                                            | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3282 | NS      | $90025.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd                                  | Genpact Ltd                                                                 | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |      9838 | NS      | $455696.16    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Holdings Inc                         | Upstart Holdings Inc                                                        | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Long             | EC               | CORP              | US        |      4494 | NS      | $59410.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Element Solutions Inc                        | Element Solutions Inc                                                       | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     14382 | NS      | $261608.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                    | CH Robinson Worldwide Inc                                                   | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      7473 | NS      | $684227.88    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group Inc/The              | Hanover Insurance Group Inc/The                                             | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      1789 | NS      | $241747.57    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Technology Inc                         | Aspen Technology Inc                                                        | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Long             | EC               | CORP              | US        |      1693 | NS      | $347742.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd                   | RenaissanceRe Holdings Ltd                                                  | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |      2297 | NS      | $423176.31    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc                        | Arrow Electronics Inc                                                       | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      3166 | NS      | $331068.62    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                                  | Fastenal Co                                                                 | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |     31140 | NS      | $1473544.80   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                           | SEI Investments Co                                                          | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |      5980 | NS      | $348634.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                                | Timken Co/The                                                               | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      4180 | NS      | $295400.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-25

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

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer