# EDGAR Filing Document

**Accession Number:** 0001105446
**File Stem:** 0001752724-23-049147
**Filing Date:** 2023-3
**Character Count:** 386028
**Document Hash:** 5becd41527f0f22d12464951de6a0436
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-049147.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-049147

**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:** 23690855

**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 International Responsible Index Fund (Series ID: S000051237)

| Class ID   | Class Name                                            | Ticker Symbol   |
|:---|:---|:---|
| C000161548 | Class A                                               | CDHAX           |
| C000161551 | Class I                                               | CDHIX           |
| C000211122 | Calvert International Responsible Index Fund Class R6 | CDHRX           |

## Nport-Ex

Calvert

International Responsible Index Fund

December 31, 2022

Schedule of Investments (Unaudited)

------

Common Stocks — 99.4%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Australia — 5.6% | Australia — 5.6% |  |
| ANZ Group Holdings, Ltd. | 166549 | $2682924 |
| APA Group | 78928 | &nbsp;&nbsp; 576917 |
| ASX, Ltd. | &nbsp;&nbsp;&nbsp;9943 | &nbsp;&nbsp; 457937 |
| BlueScope Steel, Ltd. | 52188 | &nbsp;&nbsp; 594798 |
| Brambles, Ltd. | 82121 | &nbsp;&nbsp; 673442 |
| Cochlear, Ltd. | &nbsp;&nbsp;&nbsp;4132 | &nbsp;&nbsp; 570660 |
| Coles Group, Ltd. | 94942 | &nbsp;&nbsp; 1076227 |
| Commonwealth Bank of Australia | 71079 | &nbsp;&nbsp; 4936779 |
| Computershare, Ltd. | 28258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497794 |
| CSL, Ltd. | 23701 | &nbsp;&nbsp;&nbsp;&nbsp;4621556 |
| Endeavour Group, Ltd. | 92526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402666 |
| Fortescue Metals Group, Ltd. | 141047 | &nbsp;&nbsp;&nbsp;&nbsp;1971435 |
| Insurance Australia Group, Ltd. | 135051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434144 |
| Lynas Rare Earths, Ltd.<sup>(1)</sup> | 105130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554194 |
| Macquarie Group, Ltd. | 20455 | &nbsp;&nbsp;&nbsp;&nbsp;2309133 |
| Medibank Private, Ltd. | 134333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267999 |
| National Australia Bank, Ltd. | 150740 | &nbsp;&nbsp;&nbsp;&nbsp;3060566 |
| Qantas Airways, Ltd.<sup>(1)</sup> | 56530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228817 |
| QBE Insurance Group, Ltd. | 74986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680250 |
| Ramsay Health Care, Ltd. | 11702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513848 |
| REA Group, Ltd. | &nbsp;&nbsp;&nbsp;2544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191325 |
| Reece, Ltd. | 13514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129176 |
| SEEK, Ltd.<sup>(2)</sup> | 17700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251636 |
| Sonic Healthcare, Ltd. | 28064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571131 |
| Suncorp Group, Ltd. | 65192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531237 |
| Telstra Group, Ltd. | 223796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605243 |
| TPG Telecom, Ltd.<sup>(2)</sup> | 27646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91579 |
| Transurban Group | 194962 | &nbsp;&nbsp;&nbsp;&nbsp;1715247 |
| Wesfarmers, Ltd. | 61801 | &nbsp;&nbsp;&nbsp;&nbsp;1927405 |
| Westpac Banking Corp. | 177139 | &nbsp;&nbsp;&nbsp;&nbsp;2804378 |
| WiseTech Global, Ltd. | &nbsp;&nbsp;&nbsp;8984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308982 |
| Woolworths Group, Ltd. | 88073 | &nbsp;&nbsp;&nbsp;&nbsp;2011183 |
|  |  | **$38250608** |
| Austria — 0.2% | Austria — 0.2% |  |
| Erste Group Bank AG | 17169 | &nbsp;&nbsp;&nbsp;&nbsp;$549325 |
| Verbund AG | &nbsp;&nbsp;&nbsp;4313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362550 |
| voestalpine AG | 12130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321313 |
|  |  | &nbsp;&nbsp;&nbsp;**$1233188** |
| Belgium — 0.8% | Belgium — 0.8% |  |
| Ackermans & van Haaren NV | &nbsp;&nbsp;&nbsp;&nbsp;754 | &nbsp;&nbsp;&nbsp;&nbsp;$129411 |
| Ageas S.A./NV | &nbsp;&nbsp;&nbsp;5466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242536 |
| Anheuser-Busch InBev S.A./NV | 41156 | &nbsp;&nbsp;&nbsp;&nbsp;2478865 |
| Azelis Group NV | &nbsp;&nbsp;&nbsp;3839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108746 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Belgium (continued) | Belgium (continued) |  |
| D'Ieteren Group | &nbsp;&nbsp;&nbsp;&nbsp;906 | $173873 |
| Elia Group S.A./NV | 1495 | &nbsp;&nbsp; 212533 |
| Groupe Bruxelles Lambert NV | 3632 | &nbsp;&nbsp; 290261 |
| KBC Group NV | 9347 | &nbsp;&nbsp; 601809 |
| Proximus S.A. | 3652 | &nbsp;&nbsp; 35259 |
| Sofina S.A.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;417 | &nbsp;&nbsp; 92075 |
| Solvay S.A. | 2638 | &nbsp;&nbsp; 266717 |
| UCB S.A. | 4761 | &nbsp;&nbsp; 375136 |
| Umicore S.A. | 7884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289972 |
|  |  | &nbsp;&nbsp;&nbsp;**$5297193** |
| Canada — 9.3% | Canada — 9.3% |  |
| Agnico Eagle Mines, Ltd. | 38424 | &nbsp;&nbsp;&nbsp;$1996686 |
| Air Canada<sup>(1)</sup> | 18211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260791 |
| Algonquin Power & Utilities Corp.<sup>(2)</sup> | 45792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298291 |
| Alimentation Couche-Tard, Inc. | 52427 | &nbsp;&nbsp;&nbsp;&nbsp;2303845 |
| Bank of Montreal | 32506 | &nbsp;&nbsp;&nbsp;&nbsp;2944746 |
| Bank of Nova Scotia (The) | 59676 | &nbsp;&nbsp;&nbsp;&nbsp;2923860 |
| BCE, Inc. | 17233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757157 |
| Brookfield Asset Management, Ltd., Class A<sup>(1)(2)</sup> | 19031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544927 |
| Brookfield Corp. | 76125 | &nbsp;&nbsp;&nbsp;&nbsp;2393946 |
| BRP, Inc. | 2389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182139 |
| CAE, Inc.<sup>(1)</sup> | 19361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374494 |
| Canadian Imperial Bank of Commerce | 45437 | &nbsp;&nbsp;&nbsp;&nbsp;1837950 |
| Canadian National Railway Co. | 33322 | &nbsp;&nbsp;&nbsp;&nbsp;3958279 |
| Canadian Pacific Railway, Ltd.<sup>(2)</sup> | 48617 | &nbsp;&nbsp;&nbsp;&nbsp;3624731 |
| Canadian Tire Corp., Ltd., Class A | 2727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284986 |
| CCL Industries, Inc., Class B | 8848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377968 |
| CGI, Inc.<sup>(1)</sup> | 11319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975658 |
| Constellation Software, Inc. | 1095 | &nbsp;&nbsp;&nbsp;&nbsp;1709591 |
| Dollarama, Inc. | 14971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875593 |
| Empire Co., Ltd. | 11152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293708 |
| George Weston, Ltd. | 4769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591687 |
| GFL Environmental, Inc. | 12537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366110 |
| Gildan Activewear, Inc. | 10361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283741 |
| Great-West Lifeco, Inc. | 14877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343907 |
| Hydro One, Ltd.<sup>(3)</sup> | 19112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511959 |
| IGM Financial, Inc.<sup>(2)</sup> | 4844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135231 |
| Intact Financial Corp. | 8805 | &nbsp;&nbsp;&nbsp;&nbsp;1267491 |
| Loblaw Cos., Ltd. | 10800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;954931 |
| Magna International, Inc.<sup>(2)</sup> | 15678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880790 |
| Manulife Financial Corp. | 98267 | &nbsp;&nbsp;&nbsp;&nbsp;1752694 |
| Metro, Inc. | 16544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;916029 |
| National Bank of Canada<sup>(2)</sup> | 16542 | &nbsp;&nbsp;&nbsp;&nbsp;1114569 |
| Northland Power, Inc. | 14233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390304 |
| Nutrien, Ltd.<sup>(2)</sup> | 31166 | &nbsp;&nbsp;&nbsp;&nbsp;2275302 |
| Open Text Corp. | 14935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442535 |

---

------

Calvert

International Responsible Index Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Canada (continued) | Canada (continued) |  |
| Power Corp. of Canada<sup>(2)</sup> | 26234 | $617100 |
| Ritchie Bros. Auctioneers, Inc. | 7153 | &nbsp;&nbsp; 413173 |
| Rogers Communications, Inc., Class B | 18763 | &nbsp;&nbsp; 878147 |
| Royal Bank of Canada<sup>(2)</sup> | 57520 | &nbsp;&nbsp; 5407900 |
| Saputo, Inc. | 17422 | &nbsp;&nbsp; 431304 |
| Shaw Communications, Inc., Class B | 25522 | &nbsp;&nbsp; 735313 |
| Shopify, Inc., Class A<sup>(1)</sup> | 49998 | &nbsp;&nbsp; 1735431 |
| Sun Life Financial, Inc. | 28972 | &nbsp;&nbsp; 1344823 |
| TELUS Corp. | 26536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512102 |
| TELUS International CDA, Inc.<sup>(1)</sup> | 4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80940 |
| TFI International, Inc. | 4297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430366 |
| Thomson Reuters Corp. | 10169 | &nbsp;&nbsp;&nbsp;&nbsp;1160047 |
| TMX Group, Ltd. | 2690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269238 |
| Toromont Industries, Ltd. | 5218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376551 |
| Toronto-Dominion Bank (The) | 76549 | &nbsp;&nbsp;&nbsp;&nbsp;4956463 |
| Waste Connections, Inc.<sup>(4)</sup> | 1462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193803 |
| Waste Connections, Inc.<sup>(4)</sup> | 13851 | &nbsp;&nbsp;&nbsp;&nbsp;1836025 |
| West Fraser Timber Co., Ltd.<sup>(2)</sup> | 3117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225073 |
| WSP Global, Inc.<sup>(2)</sup> | 6979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;809698 |
|  |  | **$63560123** |
| Denmark — 2.5% | Denmark — 2.5% |  |
| AP Moller - Maersk A/S, Class B | &nbsp;&nbsp;&nbsp;&nbsp;282 | &nbsp;&nbsp;&nbsp;&nbsp;$631286 |
| Carlsberg A/S, Class B | 4624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613359 |
| Chr. Hansen Holding A/S | 3939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283343 |
| Coloplast A/S, Class B | 5433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636490 |
| Danske Bank A/S | 22924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452133 |
| Demant A/S<sup>(1)</sup> | 4371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121888 |
| DSV A/S | 7040 | &nbsp;&nbsp;&nbsp;&nbsp;1113286 |
| Genmab A/S<sup>(1)</sup> | 2593 | &nbsp;&nbsp;&nbsp;&nbsp;1096307 |
| GN Store Nord A/S | 5813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134203 |
| H Lundbeck A/S, Class A<sup>(1)</sup> | 13629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46739 |
| Novo Nordisk A/S, Class B | 64777 | &nbsp;&nbsp;&nbsp;&nbsp;8797725 |
| Novozymes A/S, Class B | 8679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440317 |
| Orsted A/S<sup>(3)</sup> | 7861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710679 |
| Pandora A/S | 3279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231765 |
| ROCKWOOL International A/S, Class B | &nbsp;&nbsp;&nbsp;&nbsp;541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126650 |
| Tryg A/S | 13664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324732 |
| Vestas Wind Systems A/S | 47247 | &nbsp;&nbsp;&nbsp;&nbsp;1378225 |
|  |  | **$17139127** |
| Finland — 1.3% | Finland — 1.3% |  |
| Elisa Oyj | 4895 | &nbsp;&nbsp;&nbsp;&nbsp;$259460 |
| Fortum Oyj | 17211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286633 |
| Kesko Oyj, Class B | 17111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378088 |
| Kone Oyj, Class B | 13219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684371 |
| Metso Outotec Oyj | 28190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290285 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Finland (continued) | Finland (continued) |  |
| Neste Oyj | 36740 | $1694337 |
| Nokia Oyj | 196538 | &nbsp;&nbsp; 913056 |
| Nordea Bank Abp | 119006 | &nbsp;&nbsp; 1274787 |
| Orion Oyj, Class B | &nbsp;&nbsp;&nbsp;4947 | &nbsp;&nbsp; 271209 |
| Sampo Oyj, Class A | 16782 | &nbsp;&nbsp; 876515 |
| Stora Enso Oyj, Class R | 33493 | &nbsp;&nbsp; 472234 |
| UPM-Kymmene Oyj | 24278 | &nbsp;&nbsp; 908516 |
| Valmet Oyj | &nbsp;&nbsp;&nbsp;7840 | &nbsp;&nbsp; 211638 |
| Wartsila Oyj Abp | 17591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148328 |
|  |  | &nbsp;&nbsp;&nbsp;**$8669457** |
| France — 9.1% | France — 9.1% |  |
| Accor S.A.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;7714 | &nbsp;&nbsp;&nbsp;&nbsp;$192445 |
| Air France-KLM<sup>(1)</sup> | 47945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63262 |
| Air Liquide S.A. | 24045 | &nbsp;&nbsp;&nbsp;&nbsp;3412834 |
| ALD S.A.<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34614 |
| Alstom S.A. | 13795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337517 |
| Amundi S.A.<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;2563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145345 |
| Arkema S.A. | &nbsp;&nbsp;&nbsp;3086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277570 |
| AXA S.A. | 88291 | &nbsp;&nbsp;&nbsp;&nbsp;2459390 |
| BioMerieux | &nbsp;&nbsp;&nbsp;1619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170098 |
| BNP Paribas S.A. | 42643 | &nbsp;&nbsp;&nbsp;&nbsp;2428055 |
| Bouygues S.A. | &nbsp;&nbsp;&nbsp;9333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279913 |
| Bureau Veritas S.A. | 13694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360891 |
| Capgemini SE | &nbsp;&nbsp;&nbsp;6993 | &nbsp;&nbsp;&nbsp;&nbsp;1169062 |
| Carrefour S.A. | 35081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586763 |
| Cie de Saint-Gobain | 41316 | &nbsp;&nbsp;&nbsp;&nbsp;2021212 |
| Cie Generale des Etablissements Michelin SCA | 30270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843240 |
| Credit Agricole S.A. | 50102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527040 |
| Danone S.A. | 34196 | &nbsp;&nbsp;&nbsp;&nbsp;1802323 |
| Dassault Systemes SE | 29039 | &nbsp;&nbsp;&nbsp;&nbsp;1044232 |
| Edenred | 12864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700128 |
| Eiffage S.A. | &nbsp;&nbsp;&nbsp;3806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374373 |
| Engie S.A. | 85090 | &nbsp;&nbsp;&nbsp;&nbsp;1217303 |
| EssilorLuxottica S.A. | 13390 | &nbsp;&nbsp;&nbsp;&nbsp;2422692 |
| Eurazeo SE | &nbsp;&nbsp;&nbsp;1825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113620 |
| Eurofins Scientific SE | &nbsp;&nbsp;&nbsp;7106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510197 |
| Getlink SE | 19320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309374 |
| Hermes International | &nbsp;&nbsp;&nbsp;1464 | &nbsp;&nbsp;&nbsp;&nbsp;2266054 |
| Ipsen S.A. | &nbsp;&nbsp;&nbsp;1880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202214 |
| Kering S.A. | &nbsp;&nbsp;&nbsp;3081 | &nbsp;&nbsp;&nbsp;&nbsp;1568006 |
| Legrand S.A. | 11737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;941093 |
| L'Oreal S.A. | 10511 | &nbsp;&nbsp;&nbsp;&nbsp;3763963 |
| LVMH Moet Hennessy Louis Vuitton SE | 10559 | &nbsp;&nbsp;&nbsp;&nbsp;7683703 |
| Orange S.A.<sup>(2)</sup> | 79690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790693 |
| Pernod Ricard S.A. | 10701 | &nbsp;&nbsp;&nbsp;&nbsp;2105127 |
| Publicis Groupe S.A. | 11486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733752 |

---

------

Calvert

International Responsible Index Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| France (continued) | France (continued) |  |
| Renault S.A.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;7936 | $264813 |
| Rexel S.A. | 10787 | &nbsp;&nbsp; 213350 |
| Safran S.A. | 15901 | &nbsp;&nbsp; 1991661 |
| Sanofi | 52082 | &nbsp;&nbsp; 5022087 |
| Sartorius Stedim Biotech | &nbsp;&nbsp;&nbsp;1134 | &nbsp;&nbsp; 368514 |
| Schneider Electric SE | 24604 | &nbsp;&nbsp; 3455252 |
| SEB S.A. | &nbsp;&nbsp;&nbsp;&nbsp;643 | &nbsp;&nbsp; 53949 |
| Societe Generale S.A. | 33671 | &nbsp;&nbsp; 844591 |
| Sodexo S.A.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;4270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408547 |
| SOITEC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153632 |
| Teleperformance | &nbsp;&nbsp;&nbsp;2505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598858 |
| Thales S.A. | &nbsp;&nbsp;&nbsp;4803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613673 |
| Ubisoft Entertainment S.A.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;4837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136649 |
| Valeo | &nbsp;&nbsp;&nbsp;9007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160935 |
| Veolia Environnement S.A. | 32265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;829030 |
| Vinci S.A. | 23452 | &nbsp;&nbsp;&nbsp;&nbsp;2337857 |
| Vivendi SE | 32895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314244 |
| Worldline S.A.<sup>(1)(3)</sup> | 11068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433450 |
|  |  | **$62059190** |
| Germany — 6.4% | Germany — 6.4% |  |
| adidas AG | &nbsp;&nbsp;&nbsp;7167 | &nbsp;&nbsp;&nbsp;&nbsp;$971317 |
| Allianz SE | 17589 | &nbsp;&nbsp;&nbsp;&nbsp;3756265 |
| Aroundtown S.A. | 43811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102054 |
| Bayerische Motoren Werke AG | 15840 | &nbsp;&nbsp;&nbsp;&nbsp;1402394 |
| Bechtle AG | &nbsp;&nbsp;&nbsp;4581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161930 |
| Beiersdorf AG | &nbsp;&nbsp;&nbsp;4252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485883 |
| Brenntag SE | &nbsp;&nbsp;&nbsp;8107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517023 |
| Carl Zeiss Meditec AG | &nbsp;&nbsp;&nbsp;1767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222101 |
| Commerzbank AG<sup>(1)</sup> | 41593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388879 |
| Continental AG | &nbsp;&nbsp;&nbsp;4984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297119 |
| Covestro AG<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;9816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382392 |
| CTS Eventim AG & Co. KGaA<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;3411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216527 |
| Daimler Truck Holding AG<sup>(1)</sup> | 22159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681206 |
| Delivery Hero SE<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;8407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403449 |
| Deutsche Boerse AG | &nbsp;&nbsp;&nbsp;8180 | &nbsp;&nbsp;&nbsp;&nbsp;1408515 |
| Deutsche Lufthansa AG<sup>(1)</sup> | 32660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269218 |
| Deutsche Post AG | 49347 | &nbsp;&nbsp;&nbsp;&nbsp;1846892 |
| Deutsche Telekom AG | 150180 | &nbsp;&nbsp;&nbsp;&nbsp;2988067 |
| Deutsche Wohnen SE | &nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63831 |
| DWS Group GmbH & Co. KGaA<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28301 |
| Evonik Industries AG | &nbsp;&nbsp;&nbsp;9044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172504 |
| Fraport AG Frankfurt Airport Services Worldwide<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;1848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74839 |
| Fresenius Medical Care AG & Co. KGaA | 10164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331982 |
| Fresenius SE & Co. KGaA | 21361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596653 |
| GEA Group AG | &nbsp;&nbsp;&nbsp;8989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365560 |
| Hannover Rueck SE | &nbsp;&nbsp;&nbsp;2481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489520 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Germany (continued) | Germany (continued) |  |
| HeidelbergCement AG | 15342 | $869354 |
| Hella GmbH & Co. KGaA | &nbsp;&nbsp;&nbsp;1536 | &nbsp;&nbsp; 124705 |
| HelloFresh SE<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;6732 | &nbsp;&nbsp; 146925 |
| Henkel AG & Co. KGaA | &nbsp;&nbsp;&nbsp;4052 | &nbsp;&nbsp; 260400 |
| Infineon Technologies AG | 62294 | &nbsp;&nbsp; 1893232 |
| KION Group AG | &nbsp;&nbsp;&nbsp;3562 | &nbsp;&nbsp; 101451 |
| Knorr-Bremse AG | &nbsp;&nbsp;&nbsp;3492 | &nbsp;&nbsp; 189973 |
| LEG Immobilien SE | &nbsp;&nbsp;&nbsp;3869 | &nbsp;&nbsp; 252331 |
| Mercedes-Benz Group AG | 43098 | &nbsp;&nbsp;&nbsp;&nbsp;2818388 |
| Merck KGaA | &nbsp;&nbsp;&nbsp;6345 | &nbsp;&nbsp;&nbsp;&nbsp;1224206 |
| MTU Aero Engines AG | &nbsp;&nbsp;&nbsp;2806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603669 |
| Muenchener Rueckversicherungs-Gesellschaft AG | &nbsp;&nbsp;&nbsp;6155 | &nbsp;&nbsp;&nbsp;&nbsp;1990960 |
| Nemetschek SE | &nbsp;&nbsp;&nbsp;2636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134769 |
| Puma SE | &nbsp;&nbsp;&nbsp;4756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287468 |
| RTL Group S.A. | &nbsp;&nbsp;&nbsp;1323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55719 |
| SAP SE | 47265 | &nbsp;&nbsp;&nbsp;&nbsp;4879671 |
| Scout24 SE<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;4026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202643 |
| Siemens AG | 36517 | &nbsp;&nbsp;&nbsp;&nbsp;5033912 |
| Siemens Energy AG<sup>(1)</sup> | 23566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442479 |
| Siemens Healthineers AG<sup>(3)</sup> | 13829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689813 |
| Symrise AG | &nbsp;&nbsp;&nbsp;6596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716359 |
| Talanx AG | &nbsp;&nbsp;&nbsp;1695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79905 |
| Telefonica Deutschland Holding AG<sup>(3)</sup> | 48603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119370 |
| thyssenkrupp AG<sup>(1)</sup> | 63113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383256 |
| United Internet AG | &nbsp;&nbsp;&nbsp;3162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63760 |
| Volkswagen AG | &nbsp;&nbsp;&nbsp;1645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258060 |
| Vonovia SE | 40443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952692 |
| Wacker Chemie AG | &nbsp;&nbsp;&nbsp;&nbsp;866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110361 |
| Zalando SE<sup>(1)(3)</sup> | 11463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403553 |
|  |  | **$43913805** |
| Hong Kong — 2.3% | Hong Kong — 2.3% |  |
| AIA Group, Ltd. | 497583 | &nbsp;&nbsp;&nbsp;$5494999 |
| BOC Hong Kong Holdings, Ltd. | 169350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574909 |
| Chow Tai Fook Jewellery Group, Ltd. | 128000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260117 |
| ESR Group, Ltd.<sup>(3)</sup> | 133400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278879 |
| Fosun International, Ltd. | 274000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222399 |
| Hang Lung Properties, Ltd. | 98000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190905 |
| Hang Seng Bank, Ltd. | 34779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;576860 |
| Henderson Land Development Co., Ltd. | 71355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248401 |
| HKT Trust & HKT, Ltd. | 172000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210549 |
| Hong Kong Exchanges & Clearing, Ltd. | 58299 | &nbsp;&nbsp;&nbsp;&nbsp;2505122 |
| Hongkong Land Holdings, Ltd. | 62000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285250 |
| MTR Corp., Ltd. | 83376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440963 |
| New World Development Co., Ltd. | 91250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255972 |
| Sino Land Co., Ltd. | 178000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222017 |
| Sun Hung Kai Properties, Ltd. | 88801 | &nbsp;&nbsp;&nbsp;&nbsp;1212965 |

---

------

Calvert

International Responsible Index Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Hong Kong (continued) | Hong Kong (continued) |  |
| Swire Pacific, Ltd., Class A | 24393 | $213826 |
| Swire Properties, Ltd. | 78000 | &nbsp;&nbsp; 197566 |
| Techtronic Industries Co., Ltd. | 72493 | &nbsp;&nbsp; 805168 |
| WH Group, Ltd.<sup>(3)</sup> | 535041 | &nbsp;&nbsp; 312056 |
| Wharf Holdings, Ltd. (The) | 63779 | &nbsp;&nbsp; 187087 |
| Wharf Real Estate Investment Co., Ltd. | 88000 | &nbsp;&nbsp; 512524 |
| Xinyi Glass Holdings, Ltd. | 314000 | &nbsp;&nbsp; 580138 |
|  |  | **$15788672** |
| Ireland — 1.4% | Ireland — 1.4% |  |
| AIB Group PLC | 20713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$79505 |
| Aon PLC, Class A | &nbsp;&nbsp;&nbsp;9969 | &nbsp;&nbsp;&nbsp;&nbsp;2992096 |
| Bank of Ireland Group PLC | 34055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324521 |
| CRH PLC | 54506 | &nbsp;&nbsp;&nbsp;&nbsp;2167711 |
| DCC PLC | 10840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533023 |
| ICON PLC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;3427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665695 |
| James Hardie Industries PLC CDI | 52818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950633 |
| Kerry Group PLC, Class A | &nbsp;&nbsp;&nbsp;7549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681903 |
| Kingspan Group PLC | 17598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952824 |
| Smurfit Kappa Group PLC | 10554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388919 |
|  |  | &nbsp;&nbsp;&nbsp;**$9736830** |
| Israel — 0.4% | Israel — 0.4% |  |
| Bank Hapoalim B.M. | 70312 | &nbsp;&nbsp;&nbsp;&nbsp;$633084 |
| Bank Leumi Le-Israel B.M. | 81642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679980 |
| Check Point Software Technologies, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;5904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;744849 |
| Mizrahi Tefahot Bank, Ltd. | &nbsp;&nbsp;&nbsp;8226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265496 |
| Nice, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;3736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718724 |
|  |  | &nbsp;&nbsp;&nbsp;**$3042133** |
| Italy — 1.8% | Italy — 1.8% |  |
| A2A SpA | 77405 | &nbsp;&nbsp;&nbsp;&nbsp;$103201 |
| Amplifon SpA | &nbsp;&nbsp;&nbsp;7329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218842 |
| Assicurazioni Generali SpA | 60673 | &nbsp;&nbsp;&nbsp;&nbsp;1078917 |
| Banca Mediolanum SpA | &nbsp;&nbsp;&nbsp;8796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73292 |
| Banco BPM SpA | 71482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254831 |
| DiaSorin SpA | &nbsp;&nbsp;&nbsp;1327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185681 |
| Enel SpA | 460352 | &nbsp;&nbsp;&nbsp;&nbsp;2475838 |
| ERG SpA | &nbsp;&nbsp;&nbsp;3073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95243 |
| FinecoBank Banca Fineco SpA | 29512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490079 |
| Hera SpA | 48247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130133 |
| Infrastrutture Wireless Italiane SpA<sup>(3)</sup> | 17407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175606 |
| Interpump Group SpA | &nbsp;&nbsp;&nbsp;3366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151965 |
| Intesa Sanpaolo SpA | 785044 | &nbsp;&nbsp;&nbsp;&nbsp;1739194 |
| Italgas SpA | 25167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139737 |
| Mediobanca Banca di Credito Finanziario SpA<sup>(2)</sup> | 33044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317522 |
| Moncler SpA | 10201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542049 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Italy (continued) | Italy (continued) |  |
| Nexi SpA<sup>(1)(3)</sup> | 27214 | $214826 |
| Pirelli & C SpA<sup>(3)</sup> | 23350 | &nbsp;&nbsp; 100091 |
| Poste Italiane SpA<sup>(3)</sup> | 24116 | &nbsp;&nbsp; 235287 |
| PRADA SpA | 33700 | &nbsp;&nbsp; 189185 |
| Prysmian SpA | 15648 | &nbsp;&nbsp; 581409 |
| Recordati Industria Chimica e Farmaceutica SpA | &nbsp;&nbsp;&nbsp;5927 | &nbsp;&nbsp; 246372 |
| Reply SpA | &nbsp;&nbsp;&nbsp;1162 | &nbsp;&nbsp; 133302 |
| Snam SpA | 117899 | &nbsp;&nbsp; 571673 |
| Telecom Italia SpA<sup>(1)(2)</sup> | 498725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115580 |
| Terna - Rete Elettrica Nazionale | 86250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636973 |
| UniCredit SpA | 91787 | &nbsp;&nbsp;&nbsp;&nbsp;1302416 |
| UnipolSai Assicurazioni SpA<sup>(2)</sup> | 13800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33975 |
|  |  | **$12533219** |
| Japan — 16.7% | Japan — 16.7% |  |
| Advantest Corp. | &nbsp;&nbsp;&nbsp;9100 | &nbsp;&nbsp;&nbsp;&nbsp;$582842 |
| Aeon Co., Ltd. | 29379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620351 |
| AGC, Inc. | 21455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712000 |
| Aisin Corp. | &nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156438 |
| Ajinomoto Co., Inc. | 26108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797947 |
| ANA Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;9256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196023 |
| Asahi Group Holdings, Ltd. | 28100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;874686 |
| Astellas Pharma, Inc. | 86671 | &nbsp;&nbsp;&nbsp;&nbsp;1317887 |
| Bandai Namco Holdings, Inc. | &nbsp;&nbsp;&nbsp;7975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499868 |
| Bridgestone Corp. | 26200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927665 |
| Canon, Inc.<sup>(2)</sup> | 42968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930002 |
| Capcom Co., Ltd. | &nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280900 |
| Central Japan Railway Co. | 10067 | &nbsp;&nbsp;&nbsp;&nbsp;1236022 |
| Chugai Pharmaceutical Co., Ltd. | 30156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769182 |
| Dai Nippon Printing Co., Ltd. | 12029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241657 |
| Daifuku Co., Ltd. | &nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219086 |
| Dai-ichi Life Insurance Co., Ltd. | 41094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928041 |
| Daiichi Sankyo Co., Ltd. | 81739 | &nbsp;&nbsp;&nbsp;&nbsp;2630908 |
| Daikin Industries, Ltd. | 11500 | &nbsp;&nbsp;&nbsp;&nbsp;1744705 |
| Daito Trust Construction Co., Ltd. | &nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286672 |
| Daiwa House Industry Co., Ltd. | 34592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796870 |
| Daiwa Securities Group, Inc. | 62800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277501 |
| Denso Corp. | 25147 | &nbsp;&nbsp;&nbsp;&nbsp;1233204 |
| Dentsu Group, Inc. | 11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345077 |
| Disco Corp. | &nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399029 |
| East Japan Railway Co. | 14426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821675 |
| Eisai Co., Ltd. | 11625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;766692 |
| FANUC Corp. | &nbsp;&nbsp;&nbsp;9651 | &nbsp;&nbsp;&nbsp;&nbsp;1444238 |
| Fast Retailing Co., Ltd. | &nbsp;&nbsp;&nbsp;2542 | &nbsp;&nbsp;&nbsp;&nbsp;1546892 |
| Fuji Electric Co., Ltd. | &nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249079 |
| FUJIFILM Holdings Corp. | 15600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780022 |
| Fujitsu, Ltd. | &nbsp;&nbsp;&nbsp;9048 | &nbsp;&nbsp;&nbsp;&nbsp;1206257 |

---

------

Calvert

International Responsible Index Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Japan (continued) | Japan (continued) |  |
| GMO Payment Gateway, Inc. | &nbsp;&nbsp;&nbsp;1600 | $132318 |
| Hamamatsu Photonics K.K. | &nbsp;&nbsp;&nbsp;6421 | &nbsp;&nbsp; 306460 |
| Hankyu Hanshin Holdings, Inc. | 11600 | &nbsp;&nbsp; 343680 |
| HOYA Corp. | 17487 | &nbsp;&nbsp; 1674879 |
| Hulic Co., Ltd. | 28700 | &nbsp;&nbsp; 225368 |
| Isuzu Motors, Ltd. | 31300 | &nbsp;&nbsp; 362857 |
| Itochu Techno-Solutions Corp. | &nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp; 125257 |
| Japan Airlines Co., Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp; 148684 |
| Japan Exchange Group, Inc. | 19400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279608 |
| Japan Post Bank Co., Ltd.<sup>(2)</sup> | 16600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142311 |
| JSR Corp. | &nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193855 |
| Kao Corp. | 19563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776660 |
| KDDI Corp. | 68818 | &nbsp;&nbsp;&nbsp;&nbsp;2087036 |
| Keyence Corp. | &nbsp;&nbsp;&nbsp;9300 | &nbsp;&nbsp;&nbsp;&nbsp;3610674 |
| Kikkoman Corp. | &nbsp;&nbsp;&nbsp;8209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432094 |
| Komatsu, Ltd. | 44046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952015 |
| Kubota Corp.<sup>(2)</sup> | 48094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657033 |
| Kyocera Corp. | 14600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;724695 |
| Kyowa Kirin Co., Ltd. | 12806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293308 |
| Lixil Corp. | 13400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202020 |
| M3, Inc. | 20100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545982 |
| Makita Corp. | &nbsp;&nbsp;&nbsp;8892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207141 |
| MEIJI Holdings Co., Ltd. | &nbsp;&nbsp;&nbsp;6571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336818 |
| MINEBEA MITSUMI, Inc.<sup>(2)</sup> | 16800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248910 |
| MISUMI Group, Inc. | 13900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302107 |
| Mitsubishi Chemical Group Corp. | 59060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305755 |
| Mitsubishi Electric Corp. | 108707 | &nbsp;&nbsp;&nbsp;&nbsp;1077171 |
| Mitsubishi Estate Co., Ltd. | 68808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891310 |
| Mitsubishi HC Capital, Inc. | 29900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147065 |
| Mitsubishi Heavy Industries, Ltd. | 15700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620410 |
| Mitsubishi UFJ Financial Group, Inc.<sup>(5)</sup> | 553657 | &nbsp;&nbsp;&nbsp;&nbsp;3716928 |
| Mitsui Fudosan Co., Ltd. | 45400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;829774 |
| Mizuho Financial Group, Inc. | 100958 | &nbsp;&nbsp;&nbsp;&nbsp;1422326 |
| MS&AD Insurance Group Holdings, Inc. | 19200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613821 |
| Murata Manufacturing Co., Ltd. | 25953 | &nbsp;&nbsp;&nbsp;&nbsp;1279877 |
| Nidec Corp. | 25580 | &nbsp;&nbsp;&nbsp;&nbsp;1316325 |
| Nintendo Co., Ltd. | 49590 | &nbsp;&nbsp;&nbsp;&nbsp;2085090 |
| Nippon Paint Holdings Co., Ltd. | 42645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334938 |
| Nippon Telegraph & Telephone Corp. | 56040 | &nbsp;&nbsp;&nbsp;&nbsp;1598177 |
| Nissan Chemical Corp. | &nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309611 |
| Nissin Foods Holdings Co., Ltd. | &nbsp;&nbsp;&nbsp;3499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277101 |
| Nitori Holdings Co., Ltd. | &nbsp;&nbsp;&nbsp;3168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413939 |
| Nitto Denko Corp. | &nbsp;&nbsp;&nbsp;6786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390838 |
| Nomura Holdings, Inc. | 129800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480971 |
| Nomura Research Institute, Ltd. | 18400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437440 |
| NTT Data Corp. | 27035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393974 |
| Obic Co., Ltd. | &nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455108 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Japan (continued) | Japan (continued) |  |
| Olympus Corp. | 55000 | $970067 |
| Omron Corp. | &nbsp;&nbsp;&nbsp;9082 | &nbsp;&nbsp; 438913 |
| Ono Pharmaceutical Co., Ltd. | 18122 | &nbsp;&nbsp; 423576 |
| Oracle Corp. Japan | &nbsp;&nbsp;&nbsp;2126 | &nbsp;&nbsp; 138236 |
| Oriental Land Co., Ltd. | 10597 | &nbsp;&nbsp; 1542120 |
| ORIX Corp. | 53567 | &nbsp;&nbsp; 857428 |
| Osaka Gas Co., Ltd. | 16900 | &nbsp;&nbsp; 272311 |
| Otsuka Corp. | &nbsp;&nbsp;&nbsp;4388 | &nbsp;&nbsp; 138311 |
| Otsuka Holdings Co., Ltd. | 18920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;617033 |
| Pan Pacific International Holdings Corp. | 18668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346742 |
| Panasonic Corp.<sup>(2)</sup> | 101400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848619 |
| Rakuten Group, Inc.<sup>(1)(2)</sup> | 37800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170367 |
| Recruit Holdings Co., Ltd. | 75579 | &nbsp;&nbsp;&nbsp;&nbsp;2365772 |
| Renesas Electronics Corp.<sup>(1)</sup> | 53600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473731 |
| Resona Holdings, Inc. | 91633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503286 |
| Rohm Co., Ltd. | &nbsp;&nbsp;&nbsp;3476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249192 |
| Secom Co., Ltd. | 11300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644753 |
| Seiko Epson Corp. | 10700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155675 |
| Sekisui Chemical Co., Ltd. | 19172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267225 |
| Sekisui House, Ltd. | 34470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611120 |
| SG Holdings Co., Ltd. | 15600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216305 |
| Shimadzu Corp. | 11526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326300 |
| Shin-Etsu Chemical Co., Ltd. | 20937 | &nbsp;&nbsp;&nbsp;&nbsp;2556662 |
| Shionogi & Co., Ltd. | 12054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601412 |
| Shiseido Co., Ltd. | 17397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852691 |
| SMC Corp. | &nbsp;&nbsp;&nbsp;2832 | &nbsp;&nbsp;&nbsp;&nbsp;1182511 |
| SoftBank Corp. | 129400 | &nbsp;&nbsp;&nbsp;&nbsp;1463988 |
| SoftBank Group Corp. | 55490 | &nbsp;&nbsp;&nbsp;&nbsp;2346835 |
| Sompo Holdings, Inc. | 11937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528130 |
| Sony Group Corp. | 58100 | &nbsp;&nbsp;&nbsp;&nbsp;4428474 |
| Square Enix Holdings Co., Ltd. | &nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171774 |
| Subaru Corp. | 28300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428464 |
| SUMCO Corp. | 18800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249073 |
| Sumitomo Chemical Co., Ltd. | 65800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235934 |
| Sumitomo Electric Industries, Ltd. | 33473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378193 |
| Sumitomo Mitsui Financial Group, Inc. | 55953 | &nbsp;&nbsp;&nbsp;&nbsp;2251124 |
| Sumitomo Mitsui Trust Holdings, Inc. | 14616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510033 |
| Suntory Beverage & Food, Ltd. | &nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282633 |
| Sysmex Corp. | &nbsp;&nbsp;&nbsp;8726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526794 |
| T&D Holdings, Inc. | 21219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303744 |
| Takeda Pharmaceutical Co., Ltd. | 73952 | &nbsp;&nbsp;&nbsp;&nbsp;2310754 |
| TDK Corp. | 16642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541424 |
| Terumo Corp. | 29546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837646 |
| TIS, Inc. | &nbsp;&nbsp;&nbsp;9300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244420 |
| Toho Co., Ltd. | &nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227421 |
| Tokio Marine Holdings, Inc. | 75200 | &nbsp;&nbsp;&nbsp;&nbsp;1606451 |
| Tokyo Electron, Ltd. | &nbsp;&nbsp;&nbsp;6826 | &nbsp;&nbsp;&nbsp;&nbsp;2005675 |

---

------

Calvert

International Responsible Index Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Japan (continued) | Japan (continued) |  |
| Tokyo Gas Co., Ltd. | 20900 | $409218 |
| Tokyu Corp. | 28332 | &nbsp;&nbsp; 356812 |
| TOPPAN, Inc. | 17900 | &nbsp;&nbsp; 264338 |
| Toray Industries, Inc. | 71850 | &nbsp;&nbsp; 399584 |
| TOTO, Ltd. | &nbsp;&nbsp;&nbsp;5164 | &nbsp;&nbsp; 175160 |
| Toyota Industries Corp. | &nbsp;&nbsp;&nbsp;6775 | &nbsp;&nbsp; 368056 |
| Toyota Motor Corp. | 557215 | &nbsp;&nbsp; 7601829 |
| Trend Micro, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;6493 | &nbsp;&nbsp; 303660 |
| Unicharm Corp. | 20002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765801 |
| USS Co., Ltd. | &nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145977 |
| West Japan Railway Co. | 10610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460679 |
| Yakult Honsha Co., Ltd. | 10286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669593 |
| Yamaha Corp. | &nbsp;&nbsp;&nbsp;5944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220569 |
| Yamaha Motor Co., Ltd. | 13725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310202 |
| Yamato Holdings Co., Ltd. | 18100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286817 |
| Yaskawa Electric Corp. | 13500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430723 |
| Z Holdings Corp. | 122600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306195 |
| ZOZO, Inc. | &nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158053 |
|  |  | **$113811745** |
| Netherlands — 4.7% | Netherlands — 4.7% |  |
| Aalberts NV | &nbsp;&nbsp;&nbsp;3954 | &nbsp;&nbsp;&nbsp;&nbsp;$154017 |
| ABN AMRO Bank NV<sup>(3)</sup> | 16992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235304 |
| Adyen NV<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;1333 | &nbsp;&nbsp;&nbsp;&nbsp;1850536 |
| Aegon NV | 65405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331386 |
| AerCap Holdings NV<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;5487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320002 |
| Akzo Nobel NV | &nbsp;&nbsp;&nbsp;8492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569835 |
| Argenx SE<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;2072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777841 |
| Argenx SE<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269166 |
| ASM International NV | &nbsp;&nbsp;&nbsp;2187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554917 |
| ASML Holding NV | 16557 | &nbsp;&nbsp;&nbsp;&nbsp;9027731 |
| ASR Nederland NV | &nbsp;&nbsp;&nbsp;5377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255483 |
| BE Semiconductor Industries NV | &nbsp;&nbsp;&nbsp;3494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212927 |
| Euronext NV<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;3924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290498 |
| IMCD NV | &nbsp;&nbsp;&nbsp;2932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419398 |
| ING Groep NV | 153416 | &nbsp;&nbsp;&nbsp;&nbsp;1868783 |
| JDE Peet's NV | &nbsp;&nbsp;&nbsp;6901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199610 |
| Koninklijke Ahold Delhaize NV | 58173 | &nbsp;&nbsp;&nbsp;&nbsp;1672547 |
| Koninklijke DSM NV | &nbsp;&nbsp;&nbsp;8501 | &nbsp;&nbsp;&nbsp;&nbsp;1043877 |
| Koninklijke KPN NV | 141126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436821 |
| Koninklijke Philips NV | 39180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589550 |
| NN Group NV | 11475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469238 |
| NXP Semiconductors NV | 11876 | &nbsp;&nbsp;&nbsp;&nbsp;1876764 |
| Prosus NV | 38196 | &nbsp;&nbsp;&nbsp;&nbsp;2637181 |
| QIAGEN NV<sup>(1)</sup> | 10994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548271 |
| Randstad NV | &nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372724 |
| Signify NV<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;6415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215945 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Netherlands (continued) | Netherlands (continued) |  |
| Stellantis NV | 104904 | $1490723 |
| STMicroelectronics NV<sup>(4)</sup> | 13134 | &nbsp;&nbsp; 466730 |
| STMicroelectronics NV<sup>(2)(4)</sup> | 16138 | &nbsp;&nbsp; 573436 |
| Universal Music Group NV | 39058 | &nbsp;&nbsp; 944526 |
| Wolters Kluwer NV | 13387 | &nbsp;&nbsp; 1400752 |
|  |  | **$32076519** |
| New Zealand — 0.2% | New Zealand — 0.2% |  |
| Auckland International Airport, Ltd.<sup>(1)</sup> | 47338 | $234777 |
| Fisher & Paykel Healthcare Corp., Ltd. | 21140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302473 |
| Meridian Energy, Ltd. | 60330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200669 |
| Spark New Zealand, Ltd. | 67979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232744 |
| Xero, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;5226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249196 |
|  |  | &nbsp;&nbsp;&nbsp;**$1219859** |
| Norway — 0.8% | Norway — 0.8% |  |
| Adevinta ASA<sup>(1)</sup> | 25013 | &nbsp;&nbsp;&nbsp;&nbsp;$165629 |
| DNB Bank ASA | 58358 | &nbsp;&nbsp;&nbsp;&nbsp;1152577 |
| Gjensidige Forsikring ASA | 12137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238055 |
| Mowi ASA | 38106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649337 |
| Norsk Hydro ASA | 158369 | &nbsp;&nbsp;&nbsp;&nbsp;1183391 |
| Orkla ASA | 69109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498782 |
| Salmar ASA | &nbsp;&nbsp;&nbsp;6909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270946 |
| Telenor ASA | 45193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422237 |
| TOMRA Systems ASA | 18804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317153 |
| Yara International ASA | 12311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540662 |
|  |  | &nbsp;&nbsp;&nbsp;**$5438769** |
| Portugal — 0.2% | Portugal — 0.2% |  |
| EDP - Energias de Portugal S.A. | 156456 | &nbsp;&nbsp;&nbsp;&nbsp;$779903 |
| Jeronimo Martins SGPS S.A. | 19161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414557 |
|  |  | &nbsp;&nbsp;&nbsp;**$1194460** |
| Singapore — 1.1% | Singapore — 1.1% |  |
| CapitaLand Investment, Ltd. | 131200 | &nbsp;&nbsp;&nbsp;&nbsp;$362596 |
| DBS Group Holdings, Ltd. | 87229 | &nbsp;&nbsp;&nbsp;&nbsp;2207906 |
| Flex, Ltd.<sup>(1)</sup> | 17644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378640 |
| Oversea-Chinese Banking Corp., Ltd. | 156171 | &nbsp;&nbsp;&nbsp;&nbsp;1420537 |
| Singapore Airlines, Ltd.<sup>(2)</sup> | 74156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306180 |
| Singapore Exchange, Ltd. | 37800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252764 |
| Singapore Technologies Engineering, Ltd. | 94000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235218 |
| Singapore Telecommunications, Ltd. | 441812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847083 |
| United Overseas Bank, Ltd. | 60859 | &nbsp;&nbsp;&nbsp;&nbsp;1394026 |
|  |  | &nbsp;&nbsp;&nbsp;**$7404950** |
| South Korea — 3.3% | South Korea — 3.3% |  |
| AMOREPACIFIC Corp. | &nbsp;&nbsp;&nbsp;1608 | &nbsp;&nbsp;&nbsp;&nbsp;$175987 |
| Doosan Enerbility Co., Ltd.<sup>(1)</sup> | 24719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300903 |

---

------

Calvert

International Responsible Index Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| South Korea (continued) | South Korea (continued) |  |
| Hana Financial Group, Inc. | 12534 | $417371 |
| HMM Co., Ltd. | 18169 | &nbsp;&nbsp; 283190 |
| HYBE Co., Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;883 | &nbsp;&nbsp; 122155 |
| Hyundai Glovis Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp; 112953 |
| Hyundai Mobis Co., Ltd. | &nbsp;&nbsp;&nbsp;3408 | &nbsp;&nbsp; 540571 |
| Hyundai Motor Co. | &nbsp;&nbsp;&nbsp;7736 | &nbsp;&nbsp; 925859 |
| Kakao Corp.<sup>(1)</sup> | 15507 | &nbsp;&nbsp; 660535 |
| Kakaopay Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp; 43409 |
| KB Financial Group, Inc. | 18088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692999 |
| Kia Corp. | 12885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606245 |
| Krafton, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;1184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158334 |
| KT Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;7272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194637 |
| L&F Co., Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;1113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153460 |
| LG Chem, Ltd. | &nbsp;&nbsp;&nbsp;2733 | &nbsp;&nbsp;&nbsp;&nbsp;1305088 |
| LG Electronics, Inc. | &nbsp;&nbsp;&nbsp;5416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372349 |
| LG H&H Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305627 |
| LG Innotek Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128268 |
| NAVER Corp. | &nbsp;&nbsp;&nbsp;7324 | &nbsp;&nbsp;&nbsp;&nbsp;1041626 |
| NCSoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301854 |
| Netmarble Corp.<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30547 |
| Samsung C&T Corp. | &nbsp;&nbsp;&nbsp;4642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418204 |
| Samsung Electro-Mechanics Co., Ltd. | &nbsp;&nbsp;&nbsp;2592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269186 |
| Samsung Electronics Co., Ltd. | 228450 | &nbsp;&nbsp;&nbsp;10027412 |
| Samsung SDS Co., Ltd. | &nbsp;&nbsp;&nbsp;1536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149697 |
| Shinhan Financial Group Co., Ltd. | 21231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591060 |
| SK Bioscience Co., Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;1156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67690 |
| SK Hynix, Inc. | 27644 | &nbsp;&nbsp;&nbsp;&nbsp;1649352 |
| SK IE Technology Co., Ltd.<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;1044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44119 |
| SK Telecom Co., Ltd. | &nbsp;&nbsp;&nbsp;1040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39014 |
| Woori Financial Group, Inc. | 22761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207929 |
|  |  | **$22337630** |
| Spain — 2.1% | Spain — 2.1% |  |
| Acciona S.A. | &nbsp;&nbsp;&nbsp;1282 | &nbsp;&nbsp;&nbsp;&nbsp;$235929 |
| Aena SME S.A.<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;3684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461820 |
| Amadeus IT Group S.A.<sup>(1)</sup> | 18445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;956884 |
| Banco Bilbao Vizcaya Argentaria S.A. | 231446 | &nbsp;&nbsp;&nbsp;&nbsp;1394061 |
| Banco de Sabadell S.A. | 206973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194547 |
| Banco Santander S.A. | 660532 | &nbsp;&nbsp;&nbsp;&nbsp;1975065 |
| Bankinter S.A.<sup>(2)</sup> | 23595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158075 |
| CaixaBank S.A. | 163748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642021 |
| Cellnex Telecom S.A.<sup>(3)</sup> | 23085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765757 |
| EDP Renovaveis S.A. | 12084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266277 |
| Enagas S.A.<sup>(2)</sup> | 25212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419238 |
| Ferrovial S.A. | 21974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575339 |
| Grifols S.A.<sup>(1)</sup> | 12573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145198 |
| Iberdrola S.A. | 298460 | &nbsp;&nbsp;&nbsp;&nbsp;3484069 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Spain (continued) | Spain (continued) |  |
| Industria de Diseno Textil S.A. | 44384 | $1178885 |
| International Consolidated Airlines Group S.A.<sup>(1)(2)</sup> | 198069 | &nbsp;&nbsp; 294956 |
| Mapfre S.A.<sup>(2)</sup> | 30543 | &nbsp;&nbsp; 59086 |
| Naturgy Energy Group S.A. | &nbsp;&nbsp;&nbsp;9120 | &nbsp;&nbsp; 237020 |
| Red Electrica Corp. S.A. | 17781 | &nbsp;&nbsp; 309179 |
| Telefonica S.A. | 226034 | &nbsp;&nbsp; 818267 |
|  |  | **$14571673** |
| Sweden — 2.9% | Sweden — 2.9% |  |
| Alfa Laval AB | 12671 | &nbsp;&nbsp;&nbsp;&nbsp;$366538 |
| Alleima AB<sup>(1)</sup> | 18031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66419 |
| Assa Abloy AB, Class B | 46800 | &nbsp;&nbsp;&nbsp;&nbsp;1006633 |
| Atlas Copco AB, Class A | 181573 | &nbsp;&nbsp;&nbsp;&nbsp;2151349 |
| Axfood AB | &nbsp;&nbsp;&nbsp;5804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159150 |
| Boliden AB | 31825 | &nbsp;&nbsp;&nbsp;&nbsp;1195417 |
| Castellum AB<sup>(2)</sup> | 12104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146585 |
| Epiroc AB, Class A | 43262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787762 |
| EQT AB<sup>(2)</sup> | 12656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268880 |
| Essity AB, Class B | 27620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;723290 |
| Fastighets AB Balder, Class B<sup>(1)</sup> | 30132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140634 |
| Getinge AB, Class B | 10883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226264 |
| H & M Hennes & Mauritz AB, Class B<sup>(2)</sup> | 28392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305964 |
| Hexagon AB, Class B | 88202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;924805 |
| Holmen AB, Class B | &nbsp;&nbsp;&nbsp;4339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172453 |
| Husqvarna AB, Class B | 19098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134133 |
| Industrivarden AB, Class A | 13299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323472 |
| Indutrade AB | 14507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294195 |
| Investment AB Latour, Class B | &nbsp;&nbsp;&nbsp;5932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112185 |
| Investor AB, Class B | 94116 | &nbsp;&nbsp;&nbsp;&nbsp;1703589 |
| Kinnevik AB, Class B<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;9659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132948 |
| L E Lundbergforetagen AB, Class B | &nbsp;&nbsp;&nbsp;4479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190955 |
| Lifco AB, Class B | &nbsp;&nbsp;&nbsp;8813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147514 |
| Nibe Industrier AB, Class B | 76068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710002 |
| Saab AB, Class B | &nbsp;&nbsp;&nbsp;3993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157354 |
| Sagax AB, Class B | 10866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246879 |
| Sandvik AB | 47933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;866225 |
| Skandinaviska Enskilda Banken AB, Class A | 66960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770902 |
| Skanska AB, Class B | 17510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277577 |
| SKF AB, Class B<sup>(2)</sup> | 19064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291175 |
| Spotify Technology S.A.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;5487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433199 |
| SSAB AB, Class A | 90592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495669 |
| Svenska Cellulosa AB SCA, Class B | 31814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402914 |
| Svenska Handelsbanken AB, Class A | 62520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629451 |
| Swedbank AB, Class A | 39923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679053 |
| Swedish Orphan Biovitrum AB<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;8557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177104 |
| Tele2 AB, Class B | 26729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218051 |
| Telia Co. AB | 108966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278437 |

---

------

Calvert

International Responsible Index Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Sweden (continued) | Sweden (continued) |  |
| Trelleborg AB, Class B | &nbsp;&nbsp;&nbsp;9826 | $226967 |
| Volvo AB, Class B | 81570 | &nbsp;&nbsp; 1473448 |
| Volvo Car AB, Class B<sup>(1)(2)</sup> | 22115 | &nbsp;&nbsp; 100699 |
|  |  | **$20116240** |
| Switzerland — 9.0% | Switzerland — 9.0% |  |
| ABB, Ltd. | 70253 | $2141136 |
| Accelleron Industries AG<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;3515 | &nbsp;&nbsp; 72551 |
| Adecco Group AG | &nbsp;&nbsp;&nbsp;7319 | &nbsp;&nbsp; 240757 |
| Alcon, Inc. | 20689 | &nbsp;&nbsp;&nbsp;&nbsp;1419657 |
| Bachem Holding AG | &nbsp;&nbsp;&nbsp;1448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125644 |
| Baloise Holding AG | &nbsp;&nbsp;&nbsp;1582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243955 |
| Banque Cantonale Vaudoise | &nbsp;&nbsp;&nbsp;&nbsp;787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75455 |
| Barry Callebaut AG | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355455 |
| Belimo Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185583 |
| BKW AG | &nbsp;&nbsp;&nbsp;&nbsp;797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109048 |
| Chocoladefabriken Lindt & Spruengli AG PC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560452 |
| Chubb, Ltd. | 15145 | &nbsp;&nbsp;&nbsp;&nbsp;3340987 |
| Cie Financiere Richemont S.A. | 19465 | &nbsp;&nbsp;&nbsp;&nbsp;2523830 |
| Clariant AG | &nbsp;&nbsp;&nbsp;7779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123542 |
| Coca-Cola HBC AG | 11049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261185 |
| DKSH Holding AG | &nbsp;&nbsp;&nbsp;1524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115570 |
| Emmi AG | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84669 |
| Flughafen Zurich AG<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118995 |
| Garmin, Ltd. | &nbsp;&nbsp;&nbsp;5866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541373 |
| Geberit AG | &nbsp;&nbsp;&nbsp;1298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612760 |
| Givaudan S.A. | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;1225162 |
| Helvetia Holding AG | &nbsp;&nbsp;&nbsp;1201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139752 |
| Julius Baer Group, Ltd. | &nbsp;&nbsp;&nbsp;7623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443667 |
| Kuehne + Nagel International AG | &nbsp;&nbsp;&nbsp;2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471010 |
| Logitech International S.A. | &nbsp;&nbsp;&nbsp;6707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415897 |
| Lonza Group AG | &nbsp;&nbsp;&nbsp;3074 | &nbsp;&nbsp;&nbsp;&nbsp;1508951 |
| Nestle S.A. | 114176 | &nbsp;&nbsp;&nbsp;&nbsp;13188396 |
| Novartis AG | 84598 | &nbsp;&nbsp;&nbsp;&nbsp;7655901 |
| Partners Group Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712814 |
| PSP Swiss Property AG | &nbsp;&nbsp;&nbsp;1851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217441 |
| Roche Holding AG PC | 27843 | &nbsp;&nbsp;&nbsp;&nbsp;8749310 |
| Schindler Holding AG | &nbsp;&nbsp;&nbsp;2656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479014 |
| SGS S.A. | &nbsp;&nbsp;&nbsp;&nbsp;291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677837 |
| SIG Group AG | 13847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302573 |
| Sika AG | &nbsp;&nbsp;&nbsp;6142 | &nbsp;&nbsp;&nbsp;&nbsp;1476557 |
| Sonova Holding AG | &nbsp;&nbsp;&nbsp;1937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460035 |
| Straumann Holding AG | &nbsp;&nbsp;&nbsp;4612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528863 |
| Swatch Group AG (The) | &nbsp;&nbsp;&nbsp;1089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309516 |
| Swiss Life Holding AG | &nbsp;&nbsp;&nbsp;1170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603087 |
| Swiss Prime Site AG | &nbsp;&nbsp;&nbsp;3251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281773 |
| Swiss Re AG | 10495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981297 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Switzerland (continued) | Switzerland (continued) |  |
| Swisscom AG | &nbsp;&nbsp;&nbsp;&nbsp;1052 | $576297 |
| TE Connectivity, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;13451 | &nbsp;&nbsp; 1544175 |
| Temenos AG | &nbsp;&nbsp;&nbsp;&nbsp;2695 | &nbsp;&nbsp; 148261 |
| UBS Group AG | &nbsp;&nbsp;116524 | &nbsp;&nbsp; 2165741 |
| VAT Group AG<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1080 | &nbsp;&nbsp; 296479 |
| Zurich Insurance Group AG | &nbsp;&nbsp;&nbsp;&nbsp;5378 | &nbsp;&nbsp; 2571099 |
|  |  | **$61383509** |
| Taiwan — 4.3% | Taiwan — 4.3% |  |
| Advantech Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;17499 | &nbsp;&nbsp;&nbsp;&nbsp;$187369 |
| Airtac International Group | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181149 |
| ASE Technology Holding Co., Ltd. | &nbsp;&nbsp;138904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422043 |
| AUO Corp. | &nbsp;&nbsp;256000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124364 |
| Cathay Financial Holding Co., Ltd. | &nbsp;&nbsp;365973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475196 |
| Chailease Holding Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;59436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418738 |
| Chang Hwa Commercial Bank, Ltd. | &nbsp;&nbsp;226240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126057 |
| China Steel Corp. | 1337000 | &nbsp;&nbsp;&nbsp;&nbsp;1295536 |
| Chunghwa Telecom Co., Ltd. | &nbsp;&nbsp;174055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640108 |
| CTBC Financial Holding Co., Ltd. | &nbsp;&nbsp;792000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568326 |
| Delta Electronics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;86319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800176 |
| E Ink Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178048 |
| E.Sun Financial Holding Co., Ltd. | &nbsp;&nbsp;571265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446078 |
| Eva Airways Corp. | &nbsp;&nbsp;107000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97578 |
| Evergreen Marine Corp. Taiwan, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;43200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228321 |
| Far EasTone Telecommunications Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;78073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167465 |
| Feng TAY Enterprise Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;19000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127291 |
| First Financial Holding Co., Ltd. | &nbsp;&nbsp;443628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382104 |
| Fubon Financial Holding Co., Ltd. | &nbsp;&nbsp;331550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606414 |
| Globalwafers Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110853 |
| Hotai Motor Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229043 |
| Hua Nan Financial Holdings Co., Ltd. | &nbsp;&nbsp;389937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284521 |
| Largan Precision Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264398 |
| MediaTek, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;62883 | &nbsp;&nbsp;&nbsp;&nbsp;1271427 |
| Mega Financial Holding Co., Ltd. | &nbsp;&nbsp;446559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439917 |
| Nan Ya Printed Circuit Board Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66134 |
| Nanya Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;53000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88015 |
| Novatek Microelectronics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;22000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224900 |
| Powerchip Semiconductor Manufacturing Corp. | &nbsp;&nbsp;106508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109877 |
| President Chain Store Corp. | &nbsp;&nbsp;&nbsp;&nbsp;29828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263729 |
| Quanta Computer, Inc. | &nbsp;&nbsp;107398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251863 |
| Realtek Semiconductor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;21000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190974 |
| Shanghai Commercial & Savings Bank, Ltd. (The) | &nbsp;&nbsp;185081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265120 |
| SinoPac Financial Holdings Co., Ltd. | &nbsp;&nbsp;372690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202724 |
| Taishin Financial Holding Co., Ltd. | &nbsp;&nbsp;495543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243060 |
| Taiwan Cement Corp. | &nbsp;&nbsp;645000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705093 |
| Taiwan Mobile Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;67748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208612 |
| Taiwan Semiconductor Manufacturing Co., Ltd. | &nbsp;&nbsp;952240 | &nbsp;&nbsp;&nbsp;&nbsp;13829819 |

---

------

Calvert

International Responsible Index Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Taiwan (continued) | Taiwan (continued) |  |
| Unimicron Technology Corp. | 45000 | $174698 |
| Uni-President Enterprises Corp. | 270000 | &nbsp;&nbsp; 584419 |
| United Microelectronics Corp. | 497000 | &nbsp;&nbsp; 653001 |
| Vanguard International Semiconductor Corp. | 37000 | &nbsp;&nbsp; 92930 |
| Wan Hai Lines, Ltd. | 57270 | &nbsp;&nbsp; 148848 |
| Yageo Corp. | 14326 | &nbsp;&nbsp; 208796 |
| Yang Ming Marine Transport Corp. | 71000 | &nbsp;&nbsp; 150821 |
| Yuanta Financial Holding Co., Ltd. | 381718 | &nbsp;&nbsp; 269008 |
|  |  | **$29004961** |
| United Kingdom — 13.0% | United Kingdom — 13.0% |  |
| 3i Group PLC | 50180 | &nbsp;&nbsp;&nbsp;&nbsp;$809270 |
| abrdn PLC | 92079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209240 |
| Admiral Group PLC | &nbsp;&nbsp;&nbsp;9769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250779 |
| Allfunds Group PLC | 18033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126461 |
| Amcor PLC | 90511 | &nbsp;&nbsp;&nbsp;&nbsp;1077986 |
| Antofagasta PLC | 38713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722679 |
| Ashtead Group PLC | 26096 | &nbsp;&nbsp;&nbsp;&nbsp;1482377 |
| Associated British Foods PLC | 23572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446896 |
| AstraZeneca PLC | 64783 | &nbsp;&nbsp;&nbsp;&nbsp;8766394 |
| Atlassian Corp., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;8315 | &nbsp;&nbsp;&nbsp;&nbsp;1069974 |
| Auto Trader Group PLC<sup>(3)</sup> | 51638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321568 |
| AVEVA Group PLC | &nbsp;&nbsp;&nbsp;6929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268201 |
| Aviva PLC | 138388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734099 |
| B&M European Value Retail S.A. | 48687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241672 |
| BAE Systems PLC | 180085 | &nbsp;&nbsp;&nbsp;&nbsp;1859990 |
| Barratt Developments PLC | 56017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267554 |
| Berkeley Group Holdings PLC | &nbsp;&nbsp;&nbsp;6369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290359 |
| BT Group PLC | 373220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503949 |
| Bunzl PLC | 18501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615531 |
| Burberry Group PLC | 19012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462223 |
| Clarivate PLC<sup>(1)(2)</sup> | 20945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174681 |
| Coca-Cola Europacific Partners PLC | 14173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784050 |
| Compass Group PLC | 111847 | &nbsp;&nbsp;&nbsp;&nbsp;2582773 |
| ConvaTec Group PLC<sup>(3)</sup> | 106165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297333 |
| Croda International PLC | &nbsp;&nbsp;&nbsp;8092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643950 |
| Dechra Pharmaceuticals PLC | &nbsp;&nbsp;&nbsp;6518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205446 |
| Diageo PLC | 108227 | &nbsp;&nbsp;&nbsp;&nbsp;4737297 |
| DS Smith PLC | 75730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292121 |
| easyJet PLC<sup>(1)</sup> | 11998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47064 |
| Ferguson PLC | 10721 | &nbsp;&nbsp;&nbsp;&nbsp;1361245 |
| GSK PLC | 212789 | &nbsp;&nbsp;&nbsp;&nbsp;3677682 |
| Haleon PLC<sup>(1)</sup> | 290751 | &nbsp;&nbsp;&nbsp;&nbsp;1150390 |
| Halma PLC | 22785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542623 |
| Hargreaves Lansdown PLC | 17001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175075 |
| HomeServe PLC<sup>(1)</sup> | 14734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212630 |
| Howden Joinery Group PLC | 25541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172463 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| United Kingdom (continued) | United Kingdom (continued) |  |
| HSBC Holdings PLC | &nbsp;&nbsp;829703 | $5142113 |
| Informa PLC | &nbsp;&nbsp;&nbsp;&nbsp;89244 | &nbsp;&nbsp; 665739 |
| InterContinental Hotels Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;11605 | &nbsp;&nbsp; 665881 |
| Intermediate Capital Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;13780 | &nbsp;&nbsp; 190263 |
| Intertek Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;10313 | &nbsp;&nbsp; 501750 |
| Investec PLC | &nbsp;&nbsp;&nbsp;&nbsp;30875 | &nbsp;&nbsp; 188747 |
| J Sainsbury PLC | &nbsp;&nbsp;114133 | &nbsp;&nbsp; 299350 |
| JD Sports Fashion PLC | &nbsp;&nbsp;112769 | &nbsp;&nbsp; 171367 |
| Kingfisher PLC | &nbsp;&nbsp;100207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284711 |
| Legal & General Group PLC | &nbsp;&nbsp;296353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888505 |
| Liberty Global PLC, Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;25074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474651 |
| Linde PLC | &nbsp;&nbsp;&nbsp;&nbsp;22469 | &nbsp;&nbsp;&nbsp;&nbsp;7328938 |
| Lloyds Banking Group PLC | 3388452 | &nbsp;&nbsp;&nbsp;&nbsp;1849122 |
| London Stock Exchange Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;17585 | &nbsp;&nbsp;&nbsp;&nbsp;1510924 |
| M&G PLC | &nbsp;&nbsp;136480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308616 |
| Melrose Industries PLC | &nbsp;&nbsp;229517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369776 |
| Mondi PLC | &nbsp;&nbsp;&nbsp;&nbsp;27417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463646 |
| National Grid PLC | &nbsp;&nbsp;222824 | &nbsp;&nbsp;&nbsp;&nbsp;2669287 |
| Next PLC | &nbsp;&nbsp;&nbsp;&nbsp;6975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488743 |
| Ocado Group PLC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;44952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333679 |
| Pearson PLC | &nbsp;&nbsp;&nbsp;&nbsp;45751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516612 |
| Persimmon PLC | &nbsp;&nbsp;&nbsp;&nbsp;18827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276053 |
| Phoenix Group Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;45305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331881 |
| Prudential PLC | &nbsp;&nbsp;136860 | &nbsp;&nbsp;&nbsp;&nbsp;1866125 |
| Reckitt Benckiser Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;36294 | &nbsp;&nbsp;&nbsp;&nbsp;2515766 |
| RELX PLC | &nbsp;&nbsp;109764 | &nbsp;&nbsp;&nbsp;&nbsp;3034758 |
| Rentokil Initial PLC | &nbsp;&nbsp;158574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;974241 |
| Rightmove PLC | &nbsp;&nbsp;&nbsp;&nbsp;50492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312365 |
| RS Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;26415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284414 |
| Sage Group PLC (The) | &nbsp;&nbsp;&nbsp;&nbsp;52495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472702 |
| Schroders PLC | &nbsp;&nbsp;&nbsp;&nbsp;35076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184307 |
| Severn Trent PLC | &nbsp;&nbsp;&nbsp;&nbsp;14307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457082 |
| Smith & Nephew PLC | &nbsp;&nbsp;&nbsp;&nbsp;50816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678638 |
| Smiths Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;19624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376625 |
| Spirax-Sarco Engineering PLC | &nbsp;&nbsp;&nbsp;&nbsp;4253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543238 |
| SSE PLC | &nbsp;&nbsp;&nbsp;&nbsp;64197 | &nbsp;&nbsp;&nbsp;&nbsp;1320336 |
| St. James's Place PLC | &nbsp;&nbsp;&nbsp;&nbsp;29428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387666 |
| Standard Chartered PLC | &nbsp;&nbsp;124796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930793 |
| Taylor Wimpey PLC | &nbsp;&nbsp;231451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283458 |
| Tesco PLC | &nbsp;&nbsp;524194 | &nbsp;&nbsp;&nbsp;&nbsp;1412633 |
| Unilever PLC | &nbsp;&nbsp;107577 | &nbsp;&nbsp;&nbsp;&nbsp;5431328 |
| United Utilities Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;41239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492737 |
| Vodafone Group PLC | 1441878 | &nbsp;&nbsp;&nbsp;&nbsp;1460214 |
| Weir Group PLC (The) | &nbsp;&nbsp;&nbsp;&nbsp;16294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327744 |
| Whitbread PLC | &nbsp;&nbsp;&nbsp;&nbsp;12863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397705 |

---

------

Calvert

International Responsible Index Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| United Kingdom (continued) | United Kingdom (continued) |  |
| WPP PLC | 69876 | $690374 |
|  |  | **$88339628** |
| Total Common Stocks<br> (identified cost $690,127,274) |  | **$678123488** |

---

Short-Term Investments — 2.4%

---

| | | |
|:---|:---|:---|
| Affiliated Fund — 0.0%<sup>(6)</sup> | Affiliated Fund — 0.0%<sup>(6)</sup> | Affiliated Fund — 0.0%<sup>(6)</sup> |
| **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>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3424 | $3424 |
| Total Affiliated Fund<br> (identified cost $3,424) |  | **$3424** |

---

---

| | | |
|:---|:---|:---|
| Securities Lending Collateral — 2.4% | Securities Lending Collateral — 2.4% | Securities Lending Collateral — 2.4% |
| **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>(8)</sup> | 16066359 | $16066359 |
| Total Securities Lending Collateral<br> (identified cost $16,066,359) |  | **$16066359** |
| Total Short-Term Investments<br> (identified cost $16,069,783) |  | **$16069783** |

---

---

| | |
|:---|:---|
| Total Investments — 101.8%<br> (identified cost $706,197,057) | **$694193271** |
| Other Assets, Less Liabilities — (1.8)% | **$(12021247)** |
| Net Assets — 100.0% | **$682172024** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category in the Schedule of Investments is based on net assets.<br>The country classifications used for financial reporting purposes may differ from the classifications determined by Calvert Research and Management (CRM). | The percentage shown for each investment category in the Schedule of Investments is based on net assets.<br>The country classifications used for financial reporting purposes may differ from the classifications determined by Calvert Research and Management (CRM). |
| <sup>(1)</sup> | Non-income producing security. |
| <sup>(2)</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 $21,632,546 and the total market value of the collateral received by the Fund was $23,002,949, comprised of cash of $16,066,359 and U.S. government and/or agencies securities of $6,936,590. |

---

<sup>(3)</sup> Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At December 31, 2022, the aggregate value of these securities is $10,192,219 or 1.5% of the Fund's net assets.

<sup>(4)</sup> Securities are traded on separate exchanges for the same entity.

<sup>(5)</sup> Represents an investment in an issuer that may be deemed to be an affiliate.

<sup>(6)</sup> Amount is less than 0.05%.

<sup>(7)</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>(8)</sup> Represents investment of cash collateral received in connection with securities lending.

At December 31, 2022, the concentration of the Fund's investments in the various sectors, determined as a percentage of net assets, was as follows:

---

| | |
|:---|:---|
| **Economic Sectors** | &nbsp;&nbsp;**% of Net Assets** |
| Financials | &nbsp;&nbsp;&nbsp;22.4% |
| Industrials | &nbsp;&nbsp;&nbsp;15.1 |
| Information Technology | &nbsp;&nbsp;&nbsp;13.0 |
| Health Care | &nbsp;&nbsp;&nbsp;12.1 |
| Consumer Discretionary | &nbsp;&nbsp;&nbsp;&nbsp;9.9 |
| Consumer Staples | &nbsp;&nbsp;&nbsp;&nbsp;9.8 |
| Materials | &nbsp;&nbsp;&nbsp;&nbsp;7.1 |
| Communication Services | &nbsp;&nbsp;&nbsp;&nbsp;5.3 |
| Utilities | &nbsp;&nbsp;&nbsp;&nbsp;3.1 |
| Real Estate | &nbsp;&nbsp;&nbsp;&nbsp;1.4 |
| Energy | &nbsp;&nbsp;&nbsp;&nbsp;0.2 |
| **Total** | &nbsp;&nbsp;**99.4%** |

---

---

| | |
|:---|:---|
| **Abbreviations:** | **Abbreviations:** |
| CDI | – CHESS Depositary Interest |
| PC | – Participation Certificate |

---

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

------

Calvert

International Responsible Index Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

At December 31, 2022, the value of the Fund's investment in issuers and funds that may be deemed to be affiliated, was $3,720,352, which represents 1.0% of the Fund's net assets. Transactions in such investments 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** |
| **Common Stocks** | **Common Stocks** | **Common Stocks** |  |  |  |  |  |  |
| Mitsubishi UFJ Financial Group, Inc. | $2568839 | $75304 | $(182845) | $18282 | $1237348 | $3716928 | &nbsp;&nbsp;&nbsp;&nbsp;$— | 553657 |
| **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** |  |  |  |  |  |  |
| Liquidity Fund. Instiutional Class<sup>(1)</sup> | &nbsp;&nbsp;&nbsp; 612 | &nbsp;&nbsp;&nbsp;33997320 | &nbsp;&nbsp;&nbsp;(33994508) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3424 | &nbsp;&nbsp;&nbsp;11114 | &nbsp;&nbsp;&nbsp;&nbsp;3424 |
| **Total** |  |  |  | **$18282** | **$1237348** | **$3720352** | **$11114** |  |

---

<sup>(1)</sup> Represents investment in Morgan Stanley Institutional Liquidity Funds - Government Portfolio.

Fair Value Measurements

U.S. generally accepted accounting principles (U.S. GAAP) establishes a disclosure hierarchy that categorizes the inputs to valuation techniques used to value assets and liabilities at measurement date. These inputs are summarized in the three broad levels listed below:

Level 1 - quoted prices in active markets for identical securities

Level 2 - other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

Level 3 - significant unobservable inputs (including the Fund's own assumptions in determining the fair value of investments)

The inputs or methodologies used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

The following table summarizes the market value of the Fund's holdings as of December 31, 2022, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Description** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3** | &nbsp;&nbsp;**Total** |
| Common Stocks: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Australia | &nbsp;&nbsp;&nbsp;&nbsp;$2682924 | &nbsp;&nbsp;$35567684 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$38250608 |
| &nbsp;&nbsp;&nbsp;Austria | &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;1233188 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1233188 |
| &nbsp;&nbsp;&nbsp;Belgium | &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;5297193 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5297193 |
| &nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63560123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63560123 |
| &nbsp;&nbsp;&nbsp;Denmark | &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;17139127 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17139127 |
| &nbsp;&nbsp;&nbsp;Finland | &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;8669457 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8669457 |
| &nbsp;&nbsp;&nbsp;France | &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;62059190 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62059190 |
| &nbsp;&nbsp;&nbsp;Germany | &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;43913805 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43913805 |
| &nbsp;&nbsp;&nbsp;Hong Kong | &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;15788672 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15788672 |
| &nbsp;&nbsp;&nbsp;Ireland | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3657791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6079039 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9736830 |
| &nbsp;&nbsp;&nbsp;Israel | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;744849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2297284 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3042133 |
| &nbsp;&nbsp;&nbsp;Italy | &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;12533219 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12533219 |
| &nbsp;&nbsp;&nbsp;Japan | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;113811745 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;113811745 |
| &nbsp;&nbsp;&nbsp;Netherlands | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2745037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29331482 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32076519 |
| &nbsp;&nbsp;&nbsp;New Zealand | &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;1219859 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1219859 |
| &nbsp;&nbsp;&nbsp;Norway | &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;5438769 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5438769 |
| &nbsp;&nbsp;&nbsp;Portugal | &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;1194460 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1194460 |
| &nbsp;&nbsp;&nbsp;Singapore | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7026310 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7404950 |
| &nbsp;&nbsp;&nbsp;South Korea | &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;22337630 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22337630 |
| &nbsp;&nbsp;&nbsp;Spain | &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;14571673 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14571673 |
| &nbsp;&nbsp;&nbsp;Sweden | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19683041 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20116240 |

---

------

Calvert

International Responsible Index Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Description (continued)** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3** | &nbsp;&nbsp;**Total** |
| &nbsp;&nbsp;&nbsp;Switzerland | &nbsp;&nbsp;&nbsp;&nbsp;$5426535 | &nbsp;&nbsp;$55956974 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$61383509 |
| &nbsp;&nbsp;&nbsp;Taiwan | &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;29004961 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29004961 |
| &nbsp;&nbsp;&nbsp;United Kingdom | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12271525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76068103 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88339628 |
| **Total Common Stocks** | &nbsp;&nbsp;**$91900623** | &nbsp;&nbsp;**$586222865<sup>(1)</sup>** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$678123488** |
| Short-Term Investments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Affiliated Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3424 |
| &nbsp;&nbsp;&nbsp;Securities Lending Collateral | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16066359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16066359 |
| **Total Investments** | &nbsp;&nbsp;**$107970406** | &nbsp;&nbsp;**$586222865** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$694193271** |

---

<sup>(1)</sup> Includes foreign equity securities whose values were adjusted to reflect market trading of comparable securities or other correlated instruments that occurred after the close of trading in their applicable foreign markets.

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 International Responsible Index Fund

- **b. EDGAR series identifier (if any):** S000051237

- **c. LEI of Series:** 5493002R7L7YSTUULM88

**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:** $709809556.55

**Total Liabilities:** $27416341.00

**Net Assets:** $682393215.55

**Cash Not Reported:** $840092.92

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000211122 | 5.49%                | 13.20%               | -2.75%               |
| Class ID C000161551 | 5.44%                | 13.20%               | -2.73%               |
| Class ID C000161548 | 5.47%                | 13.14%               | -2.75%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2546636.85             | $35109214.87                               |
| Month 2  | $-3658370.84             | $88105475.19                               |
| Month 3  | $-5011661.72             | $-15866027.84                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AUO Corp                                                  | AUO Corp                                                                    | CUSIP: 000000000<br>LEI: 391200L7PIS4QXYJUQ72 | Long             | EC               | CORP              | TW        |    256000 | NS      | $124363.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HelloFresh SE                                             | HelloFresh SE                                                               | CUSIP: 000000000<br>LEI: 391200ZAF4V6XD2M9G57 | Long             | EC               | CORP              | DE        |      6732 | NS      | $146924.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Corp                                                | Tokyu Corp                                                                  | CUSIP: 000000000<br>LEI: 3538005PGNIBTZYXAE45 | Long             | EC               | CORP              | JP        |     28332 | NS      | $356812.31    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| China Steel Corp                                          | China Steel Corp                                                            | CUSIP: 000000000<br>LEI: 529900D3N7UIJMVJ9120 | Long             | EC               | CORP              | TW        |   1337000 | NS      | $1295535.53   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| HMM Co Ltd                                                | HMM Co Ltd                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     18169 | NS      | $283189.54    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd                        | Hong Kong Exchanges & Clearing Ltd                                          | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |     60199 | NS      | $2586765.39   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedish Orphan Biovitrum AB                               | Swedish Orphan Biovitrum AB                                                 | CUSIP: 000000000<br>LEI: 549300124Y3MQI87PT35 | Long             | EC               | CORP              | SE        |      8557 | NS      | $177103.85    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nemetschek SE                                             | Nemetschek SE                                                               | CUSIP: 000000000<br>LEI: 529900R0S2IX1S358J38 | Long             | EC               | CORP              | DE        |      2636 | NS      | $134768.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ZOZO Inc                                                  | ZOZO Inc                                                                    | CUSIP: 000000000<br>LEI: 549300GC7XPQMZA0OW13 | Long             | EC               | CORP              | JP        |      6400 | NS      | $158052.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Music Group NV                                  | Universal Music Group NV                                                    | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | EC               | CORP              | NL        |     42312 | NS      | $1023216.68   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai Commercial & Savings Bank Ltd/The                | Shanghai Commercial & Savings Bank Ltd/The                                  | CUSIP: 000000000<br>LEI: 549300TLB5ALPCGBHN23 | Long             | EC               | CORP              | TW        |    185081 | NS      | $265119.71    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| St James's Place PLC                                      | St James's Place PLC                                                        | CUSIP: 000000000<br>LEI: 213800M993ICXOMBCP87 | Long             | EC               | CORP              | GB        |     29428 | NS      | $387665.70    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Square Enix Holdings Co Ltd                               | Square Enix Holdings Co Ltd                                                 | CUSIP: 000000000<br>LEI: 529900KCRNRDF8DIA489 | Long             | EC               | CORP              | JP        |      3700 | NS      | $171774.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                       | LVMH Moet Hennessy Louis Vuitton SE                                         | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |     10667 | NS      | $7762294.31   | 1.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingfisher PLC                                            | Kingfisher PLC                                                              | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |    100207 | NS      | $284710.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                                | BOC Hong Kong Holdings Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    190850 | NS      | $647896.78    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP - Energias de Portugal SA                             | EDP - Energias de Portugal SA                                               | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | EC               | CORP              | PT        |    156456 | NS      | $779902.64    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| L E Lundbergforetagen AB                                  | L E Lundbergforetagen AB                                                    | CUSIP: 000000000<br>LEI: 529900BPSFZS6O3A9R04 | Long             | EC               | CORP              | SE        |      4479 | NS      | $190954.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Weir Group PLC/The                                        | Weir Group PLC/The                                                          | CUSIP: 000000000<br>LEI: 549300KDR56WHY9I3D10 | Long             | EC               | CORP              | GB        |     16294 | NS      | $327744.41    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Umicore SA                                                | Umicore SA                                                                  | CUSIP: 000000000<br>LEI: 529900F3AIQECS8ZSV61 | Long             | EC               | CORP              | BE        |      7884 | NS      | $289971.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                         | LEG Immobilien SE                                                           | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |      3869 | NS      | $252331.14    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hargreaves Lansdown PLC                                   | Hargreaves Lansdown PLC                                                     | CUSIP: 000000000<br>LEI: 2138008ZCE93ZDSESG90 | Long             | EC               | CORP              | GB        |     17001 | NS      | $175075.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kone Oyj                                                  | Kone Oyj                                                                    | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |     13219 | NS      | $684370.54    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Castellum AB                                              | Castellum AB                                                                | CUSIP: 000000000<br>LEI: 549300GU5OHTR1T5IY68 | Long             | EC               | CORP              | SE        |     12104 | NS      | $146584.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| BT Group PLC                                              | BT Group PLC                                                                | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |    373220 | NS      | $503949.24    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                 | Nokia Oyj                                                                   | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |    211700 | NS      | $983494.12    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Seiko Epson Corp                                          | Seiko Epson Corp                                                            | CUSIP: 000000000<br>LEI: 549300NIOFQDR749W206 | Long             | EC               | CORP              | JP        |     10700 | NS      | $155674.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp                                             | SoftBank Corp                                                               | CUSIP: 000000000<br>LEI: 353800M1YCTS9JRBJ535 | Long             | EC               | CORP              | JP        |    136100 | NS      | $1539789.67   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                | L'Oreal SA                                                                  | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |     10736 | NS      | $3844535.30   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Italia SpA/Milano                                 | Telecom Italia SpA/Milano                                                   | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | EC               | CORP              | IT        |    498725 | NS      | $115580.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Taiwan Cement Corp                                        | Taiwan Cement Corp                                                          | CUSIP: 000000000<br>LEI: 529900C56C3PB9X9ZO58 | Long             | EC               | CORP              | TW        |    713000 | NS      | $779428.50    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| International Consolidated Airlines Group SA              | International Consolidated Airlines Group SA                                | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | EC               | CORP              | ES        |    198069 | NS      | $294956.07    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| SMC Corp                                                  | SMC Corp                                                                    | CUSIP: 000000000<br>LEI: 353800O40V08DOZ70X62 | Long             | EC               | CORP              | JP        |      2832 | NS      | $1182511.32   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings Inc                        | MS&AD Insurance Group Holdings Inc                                          | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |     21400 | NS      | $684154.33    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Amundi SA                                                 | Amundi SA                                                                   | CUSIP: 000000000<br>LEI: 96950010FL2T1TJKR531 | Long             | EC               | CORP              | FR        |      2563 | NS      | $145344.96    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Yakult Honsha Co Ltd                                      | Yakult Honsha Co Ltd                                                        | CUSIP: 000000000<br>LEI: 353800YJPSPGG7KI0S71 | Long             | EC               | CORP              | JP        |     10286 | NS      | $669593.38    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co Ltd                              | Chugai Pharmaceutical Co Ltd                                                | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |     30156 | NS      | $769181.52    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Amplifon SpA                                              | Amplifon SpA                                                                | CUSIP: 000000000<br>LEI: ZYXJDNVM2JI3VBM8G556 | Long             | EC               | CORP              | IT        |      7329 | NS      | $218842.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                                              | KBC Group NV                                                                | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |      9347 | NS      | $601809.20    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Azelis Group NV                                           | Azelis Group NV                                                             | CUSIP: 000000000<br>LEI: 699400M9RRMTV264FM70 | Long             | EC               | CORP              | BE        |      3839 | NS      | $108745.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Motor Co Ltd                                       | Yamaha Motor Co Ltd                                                         | CUSIP: 000000000<br>LEI: 3538004LR5NXILJDHY88 | Long             | EC               | CORP              | JP        |     13725 | NS      | $310202.30    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SKF AB                                                    | SKF AB                                                                      | CUSIP: 000000000<br>LEI: 549300B6HWYEE57O8J84 | Long             | EC               | CORP              | SE        |     19064 | NS      | $291174.49    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| AVEVA Group PLC                                           | AVEVA Group PLC                                                             | CUSIP: 000000000<br>LEI: 213800XHATUM2LFMKG16 | Long             | EC               | CORP              | GB        |      6929 | NS      | $268201.02    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Aegon NV                                                  | Aegon NV                                                                    | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | NL        |     65405 | NS      | $331385.68    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HYBE Co Ltd                                               | HYBE Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 988400NYDQI538IJ3K23 | Long             | EC               | CORP              | KR        |       883 | NS      | $122154.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Volvo AB                                                  | Volvo AB                                                                    | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |     81570 | NS      | $1473447.65   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Chailease Holding Co Ltd                                  | Chailease Holding Co Ltd                                                    | CUSIP: 000000000<br>LEI: 529900L76E6T0JCM3J27 | Long             | EC               | CORP              | KY        |     59436 | NS      | $418737.76    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Beiersdorf AG                                             | Beiersdorf AG                                                               | CUSIP: 000000000<br>LEI: L47NHHI0Z9X22DV46U41 | Long             | EC               | CORP              | DE        |      4252 | NS      | $485883.34    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                                 | Argenx SE                                                                   | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |      2072 | NS      | $777840.53    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlassian Corp                                            | Atlassian Corp                                                              | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |      8315 | NS      | $1069974.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Swire Properties Ltd                                      | Swire Properties Ltd                                                        | CUSIP: 000000000<br>LEI: 5299001L12PHYVQ92465 | Long             | EC               | CORP              | HK        |     78000 | NS      | $197565.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Skanska AB                                                | Skanska AB                                                                  | CUSIP: 000000000<br>LEI: 549300UINV5RINHGMG07 | Long             | EC               | CORP              | SE        |     17510 | NS      | $277576.97    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Interpump Group SpA                                       | Interpump Group SpA                                                         | CUSIP: 000000000<br>LEI: 815600C79D0F31F4D395 | Long             | EC               | CORP              | IT        |      3366 | NS      | $151965.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REA Group Ltd                                             | REA Group Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      2544 | NS      | $191325.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Ltd                                                   | ASX Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300VSBVYUCBIQKT71 | Long             | EC               | CORP              | AU        |      9943 | NS      | $457936.83    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                           | BAE Systems PLC                                                             | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |    180085 | NS      | $1859990.21   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Snam SpA                                                  | Snam SpA                                                                    | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |    117899 | NS      | $571672.97    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Aisin Corp                                                | Aisin Corp                                                                  | CUSIP: 000000000<br>LEI: 3538004IOK08PDY6I723 | Long             | EC               | CORP              | JP        |      5900 | NS      | $156438.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TOPPAN INC                                                | TOPPAN INC                                                                  | CUSIP: 000000000<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |     17900 | NS      | $264337.97    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Canada                                   | National Bank of Canada                                                     | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |     16542 | NS      | $1114569.17   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank of Montreal                                          | Bank of Montreal                                                            | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |     32506 | NS      | $2944745.91   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Stora Enso Oyj                                            | Stora Enso Oyj                                                              | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |     33493 | NS      | $472234.42    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Cochlear Ltd                                              | Cochlear Ltd                                                                | CUSIP: 000000000<br>LEI: 5493001OLLWY8KV5UC08 | Long             | EC               | CORP              | AU        |      4132 | NS      | $570659.65    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Toromont Industries Ltd                                   | Toromont Industries Ltd                                                     | CUSIP: 891102105<br>LEI: 5493008W5EPRSLQ0B737 | Long             | EC               | CORP              | CA        |      5218 | NS      | $376551.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                           | ASML Holding NV                                                             | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |     16735 | NS      | $9124786.13   | 1.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Enagas SA                                                 | Enagas SA                                                                   | CUSIP: 000000000<br>LEI: 213800OU3FQKGM4M2U23 | Long             | EC               | CORP              | ES        |     25212 | NS      | $419237.73    | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| Brookfield Corp                                           | Brookfield Corp                                                             | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |     76125 | NS      | $2393945.72   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Kia Corp                                                  | Kia Corp                                                                    | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |     12885 | NS      | $606245.46    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Cellulosa AB SCA                                  | Svenska Cellulosa AB SCA                                                    | CUSIP: 000000000<br>LEI: 549300FW5JDRV1IJ0M67 | Long             | EC               | CORP              | SE        |     37107 | NS      | $469947.66    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                    | Chocoladefabriken Lindt & Spruengli AG                                      | CUSIP: 000000000<br>LEI: 529900JYJNNOKKAGK736 | Long             | EC               | CORP              | CH        |        55 | NS      | $560452.18    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                       | Macquarie Group Ltd                                                         | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |     20455 | NS      | $2309133.25   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Rightmove PLC                                             | Rightmove PLC                                                               | CUSIP: 000000000<br>LEI: 2138001JXGCFKBXYB828 | Long             | EC               | CORP              | GB        |     50492 | NS      | $312365.46    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Doosan Enerbility Co Ltd                                  | Doosan Enerbility Co Ltd                                                    | CUSIP: 000000000<br>LEI: 988400TK5NA3GLSTN506 | Long             | EC               | CORP              | KR        |     24719 | NS      | $300902.65    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Persimmon PLC                                             | Persimmon PLC                                                               | CUSIP: 000000000<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |     18827 | NS      | $276053.12    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                        | Mitsubishi UFJ Financial Group Inc                                          | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |    565557 | NS      | $3796817.80   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Mobile Co Ltd                                      | Taiwan Mobile Co Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     67748 | NS      | $208611.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RS GROUP PLC                                              | RS GROUP PLC                                                                | CUSIP: 000000000<br>LEI: 549300KVXDURRKVW7R37 | Long             | EC               | CORP              | GB        |     26415 | NS      | $284414.14    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Straumann Holding AG                                      | Straumann Holding AG                                                        | CUSIP: 000000000<br>LEI: 50670046ML5FVIM60Z37 | Long             | EC               | CORP              | CH        |      4612 | NS      | $528863.13    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd                          | Singapore Telecommunications Ltd                                            | CUSIP: 000000000<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |    441812 | NS      | $847082.64    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| QIAGEN NV                                                 | QIAGEN NV                                                                   | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |     10994 | NS      | $548270.78    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Partners Group Holding AG                                 | Partners Group Holding AG                                                   | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |       805 | NS      | $712813.90    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SOITEC                                                    | SOITEC                                                                      | CUSIP: 000000000<br>LEI: 969500ZR92SQCU9TST26 | Long             | EC               | CORP              | FR        |       936 | NS      | $153631.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesco PLC                                                 | Tesco PLC                                                                   | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |    524194 | NS      | $1412633.13   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Hang Lung Properties Ltd                                  | Hang Lung Properties Ltd                                                    | CUSIP: 000000000<br>LEI: 529900CIVTNMXQT59E61 | Long             | EC               | CORP              | HK        |     98000 | NS      | $190904.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BRP Inc                                                   | BRP Inc                                                                     | CUSIP: 05577W200<br>LEI: 529900EPQGESIRCPY551 | Long             | EC               | CORP              | CA        |      2389 | NS      | $182139.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Continental AG                                            | Continental AG                                                              | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |      4984 | NS      | $297118.65    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                          | Terna - Rete Elettrica Nazionale                                            | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |     86250 | NS      | $636972.87    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Mowi ASA                                                  | Mowi ASA                                                                    | CUSIP: 000000000<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |     38106 | NS      | $649337.39    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Far EasTone Telecommunications Co Ltd                     | Far EasTone Telecommunications Co Ltd                                       | CUSIP: 000000000<br>LEI: 529900L7W7BWDLVZL253 | Long             | EC               | CORP              | TW        |     78073 | NS      | $167465.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Corp                                               | Otsuka Corp                                                                 | CUSIP: 000000000<br>LEI: 529900RG9DJ58J3UIE72 | Long             | EC               | CORP              | JP        |      4388 | NS      | $138311.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                     | Deutsche Lufthansa AG                                                       | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | EC               | CORP              | DE        |     32660 | NS      | $269218.28    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Woori Financial Group Inc                                 | Woori Financial Group Inc                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     22761 | NS      | $207929.11    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Airlines Ltd                                    | Singapore Airlines Ltd                                                      | CUSIP: 000000000<br>LEI: 549300ZG62N2599PWR15 | Long             | EC               | CORP              | SG        |     74156 | NS      | $306180.24    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Ferguson PLC                                              | Ferguson PLC                                                                | CUSIP: 000000000<br>LEI: 213800DU1LGY3R2S2X42 | Long             | EC               | CORP              | JE        |     10721 | NS      | $1361245.37   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Insurance Australia Group Ltd                             | Insurance Australia Group Ltd                                               | CUSIP: 000000000<br>LEI: 549300PFEWKNHRG25N08 | Long             | EC               | CORP              | AU        |    135051 | NS      | $434144.31    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd                                  | Asahi Group Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | EC               | CORP              | JP        |     28100 | NS      | $874685.75    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                        | Publicis Groupe SA                                                          | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |     11486 | NS      | $733751.94    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| GN Store Nord AS                                          | GN Store Nord AS                                                            | CUSIP: 000000000<br>LEI: 5493008U3H3W0NKPFL10 | Long             | EC               | CORP              | DK        |      5813 | NS      | $134202.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TELUS International CDA Inc                               | TELUS International CDA Inc                                                 | CUSIP: 87975H100<br>LEI: 549300VLM68O3RZJ7X31 | Long             | EC               | CORP              | CA        |      4100 | NS      | $80940.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alleima AB                                                | Alleima AB                                                                  | CUSIP: 000000000<br>LEI: 529900EBHTYGLA6PGP77 | Long             | EC               | CORP              | SE        |     18031 | NS      | $66418.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd                                            | Wesfarmers Ltd                                                              | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |     61801 | NS      | $1927405.14   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Check Point Software Technologies Ltd                     | Check Point Software Technologies Ltd                                       | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |      5904 | NS      | $744848.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                              | Unilever PLC                                                                | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |    109048 | NS      | $5505595.12   | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                            | Commonwealth Bank of Australia                                              | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |     72604 | NS      | $5042697.27   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| Disco Corp                                                | Disco Corp                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $399029.18    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Ltd                                    | Singapore Exchange Ltd                                                      | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |     37800 | NS      | $252764.09    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonova Holding AG                                         | Sonova Holding AG                                                           | CUSIP: 000000000<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |      1937 | NS      | $460034.77    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                    | SAP SE                                                                      | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |     48280 | NS      | $4984459.87   | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| President Chain Store Corp                                | President Chain Store Corp                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     29828 | NS      | $263728.95    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                       | Amadeus IT Group SA                                                         | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |     19846 | NS      | $1029565.04   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| NCSoft Corp                                               | NCSoft Corp                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       845 | NS      | $301854.07    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Corp                                              | Olympus Corp                                                                | CUSIP: 000000000<br>LEI: 5299000Y52IFDI1I2A21 | Long             | EC               | CORP              | JP        |     59000 | NS      | $1040617.26   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Italgas SpA                                               | Italgas SpA                                                                 | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | EC               | CORP              | IT        |     25167 | NS      | $139737.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Evergreen Marine Corp Taiwan Ltd                          | Evergreen Marine Corp Taiwan Ltd                                            | CUSIP: 000000000<br>LEI: 254900EIJA0A39C5SO15 | Long             | EC               | CORP              | TW        |     43200 | NS      | $228321.23    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corp                                            | Advantest Corp                                                              | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |      9100 | NS      | $582841.84    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Acciona SA                                                | Acciona SA                                                                  | CUSIP: 000000000<br>LEI: 54930002KP75TLLLNO21 | Long             | EC               | CORP              | ES        |      1282 | NS      | $235928.52    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Life Holding AG                                     | Swiss Life Holding AG                                                       | CUSIP: 000000000<br>LEI: 5493000KUC3Z24U77V93 | Long             | EC               | CORP              | CH        |      1170 | NS      | $603086.58    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                          | ASR Nederland NV                                                            | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | EC               | CORP              | NL        |      5377 | NS      | $255482.67    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Emmi AG                                                   | Emmi AG                                                                     | CUSIP: 000000000<br>LEI: 529900Q53RBYJIVCMA08 | Long             | EC               | CORP              | CH        |       100 | NS      | $84669.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrefour SA                                              | Carrefour SA                                                                | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |     35081 | NS      | $586762.75    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MTR Corp Ltd                                              | MTR Corp Ltd                                                                | CUSIP: 000000000<br>LEI: 254900IH4U9NHH9AQM97 | Long             | EC               | CORP              | HK        |     83376 | NS      | $440963.17    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co Ltd                               | Daiwa House Industry Co Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     34592 | NS      | $796869.63    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Software Inc/Canada                         | Constellation Software Inc/Canada                                           | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |      1095 | NS      | $1709590.99   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexel SA                                                  | Rexel SA                                                                    | CUSIP: 000000000<br>LEI: 969500N6AVPA51648T62 | Long             | EC               | CORP              | FR        |     10787 | NS      | $213350.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Krafton Inc                                               | Krafton Inc                                                                 | CUSIP: 000000000<br>LEI: 988400CE024EWSCICK17 | Long             | EC               | CORP              | KR        |      1184 | NS      | $158333.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Mobis Co Ltd                                      | Hyundai Mobis Co Ltd                                                        | CUSIP: 000000000<br>LEI: 988400HJA9E0ZVDHRS65 | Long             | EC               | CORP              | KR        |      3408 | NS      | $540571.01    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BKW AG                                                    | BKW AG                                                                      | CUSIP: 000000000<br>LEI: 549300IE30SKTUO98Q38 | Long             | EC               | CORP              | CH        |       797 | NS      | $109047.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |     44051 | NS      | $2508225.71   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                          | Bank Hapoalim BM                                                            | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |     70312 | NS      | $633083.56    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CRH PLC                                                   | CRH PLC                                                                     | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |     56385 | NS      | $2242439.30   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Ritchie Bros Auctioneers Inc                              | Ritchie Bros Auctioneers Inc                                                | CUSIP: 767744105<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |      7153 | NS      | $413172.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| M&G PLC                                                   | M&G PLC                                                                     | CUSIP: 000000000<br>LEI: 254900TWUJUQ44TQJY84 | Long             | EC               | CORP              | GB        |    136480 | NS      | $308616.45    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sony Group Corp                                           | Sony Group Corp                                                             | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     59300 | NS      | $4519939.40   | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd                           | Mitsubishi Heavy Industries Ltd                                             | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |     15700 | NS      | $620409.69    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TFI International Inc                                     | TFI International Inc                                                       | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               | CORP              | CA        |      4297 | NS      | $430366.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MISUMI Group Inc                                          | MISUMI Group Inc                                                            | CUSIP: 000000000<br>LEI: 353800SJWGE5BEK2V032 | Long             | EC               | CORP              | JP        |     13900 | NS      | $302106.77    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ramsay Health Care Ltd                                    | Ramsay Health Care Ltd                                                      | CUSIP: 000000000<br>LEI: 549300QBX122KF2JPI10 | Long             | EC               | CORP              | AU        |     11702 | NS      | $513847.66    | 0.08%             |  |  |  | No            |                  2 | 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        |  16066359 | NS      | $16066358.70  | 2.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Lixil Corp                                                | Lixil Corp                                                                  | CUSIP: 000000000<br>LEI: 353800KB8G4F9WUJJ886 | Long             | EC               | CORP              | JP        |     13400 | NS      | $202019.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Covestro AG                                               | Covestro AG                                                                 | CUSIP: 000000000<br>LEI: 3912005AWHKLQ1CPLV11 | Long             | EC               | CORP              | DE        |      9816 | NS      | $382392.35    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Jeronimo Martins SGPS SA                                  | Jeronimo Martins SGPS SA                                                    | CUSIP: 000000000<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |     19161 | NS      | $414557.36    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrivarden AB                                         | Industrivarden AB                                                           | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |     13299 | NS      | $323472.39    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| VAT Group AG                                              | VAT Group AG                                                                | CUSIP: 000000000<br>LEI: 529900MVFK7NVALR7Y83 | Long             | EC               | CORP              | CH        |      1080 | NS      | $296478.70    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Renesas Electronics Corp                                  | Renesas Electronics Corp                                                    | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |     53600 | NS      | $473730.62    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Daifuku Co Ltd                                            | Daifuku Co Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4700 | NS      | $219086.38    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd                                     | Mitsui Fudosan Co Ltd                                                       | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |     45400 | NS      | $829774.41    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| TMX Group Ltd                                             | TMX Group Ltd                                                               | CUSIP: 87262K105<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |      2690 | NS      | $269238.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Investment AB Latour                                      | Investment AB Latour                                                        | CUSIP: 000000000<br>LEI: 5493006GFBLNB3Y0Y789 | Long             | EC               | CORP              | SE        |      5932 | NS      | $112185.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                        | Deutsche Boerse AG                                                          | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |      8180 | NS      | $1408514.52   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                                   | Bank Leumi Le-Israel BM                                                     | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |     81642 | NS      | $679980.38    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Randstad NV                                               | Randstad NV                                                                 | CUSIP: 000000000<br>LEI: 7245009EAAUUQJ0U4T57 | Long             | EC               | CORP              | NL        |      6100 | NS      | $372724.45    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                          | Novo Nordisk A/S                                                            | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     65467 | NS      | $8891437.42   | 1.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Linde PLC                                                 | Linde PLC                                                                   | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |     22469 | NS      | $7328938.42   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                                 | Chubb Ltd                                                                   | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |     15145 | NS      | $3340987.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Capcom Co Ltd                                             | Capcom Co Ltd                                                               | CUSIP: 000000000<br>LEI: 529900JJWQKXS3TC8744 | Long             | EC               | CORP              | JP        |      8800 | NS      | $280900.28    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| West Fraser Timber Co Ltd                                 | West Fraser Timber Co Ltd                                                   | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |      3117 | NS      | $225073.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Severn Trent PLC                                          | Severn Trent PLC                                                            | CUSIP: 000000000<br>LEI: 213800RPBXRETY4A4C59 | Long             | EC               | CORP              | GB        |     14307 | NS      | $457081.74    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Amcor PLC                                                 | Amcor PLC                                                                   | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |     90511 | NS      | $1077986.01   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co Ltd                                | Samsung Electronics Co Ltd                                                  | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |    228450 | NS      | $10027411.46  | 1.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd                                  | Mizrahi Tefahot Bank Ltd                                                    | CUSIP: 000000000<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |      8226 | NS      | $265496.05    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hang Seng Bank Ltd                                        | Hang Seng Bank Ltd                                                          | CUSIP: 000000000<br>LEI: 5493009Z5F07LWZYMK62 | Long             | EC               | CORP              | HK        |     34779 | NS      | $576859.65    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Getinge AB                                                | Getinge AB                                                                  | CUSIP: 000000000<br>LEI: 5493003PZ4F570G3W735 | Long             | EC               | CORP              | SE        |     10883 | NS      | $226264.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Spotify Technology SA                                     | Spotify Technology SA                                                       | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |      5487 | NS      | $433198.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola SA                                              | Iberdrola SA                                                                | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |    304865 | NS      | $3558838.01   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Novatek Microelectronics Corp                             | Novatek Microelectronics Corp                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     22000 | NS      | $224899.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                                    | DBS Group Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |     87229 | NS      | $2207905.82   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Helvetia Holding AG                                       | Helvetia Holding AG                                                         | CUSIP: 000000000<br>LEI: 529900SUJBXTORH0LT80 | Long             | EC               | CORP              | CH        |      1201 | NS      | $139751.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KION Group AG                                             | KION Group AG                                                               | CUSIP: 000000000<br>LEI: 5299005KY91C4C6U9H17 | Long             | EC               | CORP              | DE        |      3562 | NS      | $101451.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujitsu Ltd                                               | Fujitsu Ltd                                                                 | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |      9048 | NS      | $1206256.97   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Kikkoman Corp                                             | Kikkoman Corp                                                               | CUSIP: 000000000<br>LEI: 529900T9K5UH9HXOND47 | Long             | EC               | CORP              | JP        |      8209 | NS      | $432093.85    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                 | Toronto-Dominion Bank/The                                                   | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |     76549 | NS      | $4956462.95   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| James Hardie Industries PLC                               | James Hardie Industries PLC                                                 | CUSIP: 000000000<br>LEI: 635400NSGXKTVOO7JU45 | Long             | EC               | CORP              | IE        |     52818 | NS      | $950633.02    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Taishin Financial Holding Co Ltd                          | Taishin Financial Holding Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    495543 | NS      | $243059.96    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | Canadian Imperial Bank of Commerce                                          | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |     45437 | NS      | $1837950.14   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Talanx AG                                                 | Talanx AG                                                                   | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |      1695 | NS      | $79905.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toray Industries Inc                                      | Toray Industries Inc                                                        | CUSIP: 000000000<br>LEI: 35380099TCYR5FHT0A11 | Long             | EC               | CORP              | JP        |     71850 | NS      | $399584.38    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Xero Ltd                                                  | Xero Ltd                                                                    | CUSIP: 000000000<br>LEI: 254900UG5D8YST164N14 | Long             | EC               | CORP              | NZ        |      5226 | NS      | $249195.69    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DWS Group GmbH & Co KGaA                                  | DWS Group GmbH & Co KGaA                                                    | CUSIP: 000000000<br>LEI: 529900VM3464806ERS69 | Long             | EC               | CORP              | DE        |       877 | NS      | $28301.21     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Intermediate Capital Group PLC                            | Intermediate Capital Group PLC                                              | CUSIP: 000000000<br>LEI: 549300OGASR5WRKJ8R68 | Long             | EC               | CORP              | GB        |     13780 | NS      | $190262.85    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                             | Akzo Nobel NV                                                               | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |      8492 | NS      | $569834.66    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange SA                                                 | Orange SA                                                                   | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |     79690 | NS      | $790693.36    | 0.12%             |  |  |  | No            |                  2 | On Loan: —       |
| GEA Group AG                                              | GEA Group AG                                                                | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |      8989 | NS      | $365560.48    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Amorepacific Corp                                         | Amorepacific Corp                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1608 | NS      | $175987.03    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| USS Co Ltd                                                | USS Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 5299000RRQD6UZXG4W72 | Long             | EC               | CORP              | JP        |      9200 | NS      | $145977.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KT Corp                                                   | KT Corp                                                                     | CUSIP: 000000000<br>LEI: 9884005ACF8449EANY26 | Long             | EC               | CORP              | KR        |      7272 | NS      | $194637.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                                                   | ABB Ltd                                                                     | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |     70253 | NS      | $2141135.93   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                   | Bank of Nova Scotia/The                                                     | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |     59676 | NS      | $2923859.56   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Proximus SADP                                             | Proximus SADP                                                               | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | EC               | CORP              | BE        |      3652 | NS      | $35259.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | Societe Generale SA                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |     33671 | NS      | $844591.05    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ASM International NV                                      | ASM International NV                                                        | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |      2187 | NS      | $554917.15    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Vivendi SE                                                | Vivendi SE                                                                  | CUSIP: 000000000<br>LEI: 969500FU4DRAEVJW7U54 | Long             | EC               | CORP              | FR        |     32895 | NS      | $314243.67    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hua Nan Financial Holdings Co Ltd                         | Hua Nan Financial Holdings Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    389937 | NS      | $284521.23    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeon Co Ltd                                               | Aeon Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 5299009MXFL34SA71416 | Long             | EC               | CORP              | JP        |     29379 | NS      | $620351.44    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Metro Inc/CN                                              | Metro Inc/CN                                                                | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |     16544 | NS      | $916029.31    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard International Semiconductor Corp                 | Vanguard International Semiconductor Corp                                   | CUSIP: 000000000<br>LEI: 2549001S5Q158BIJJO13 | Long             | EC               | CORP              | TW        |     37000 | NS      | $92930.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Next PLC                                                  | Next PLC                                                                    | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |      6975 | NS      | $488743.14    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Glovis Co Ltd                                     | Hyundai Glovis Co Ltd                                                       | CUSIP: 000000000<br>LEI: 988400U6RDXNJ5ZRN304 | Long             | EC               | CORP              | KR        |       870 | NS      | $112953.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                               | Reckitt Benckiser Group PLC                                                 | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |     37478 | NS      | $2597836.97   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Hamamatsu Photonics KK                                    | Hamamatsu Photonics KK                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6421 | NS      | $306459.57    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| T&D Holdings Inc                                          | T&D Holdings Inc                                                            | CUSIP: 000000000<br>LEI: 3538008ARJ1MACEWA242 | Long             | EC               | CORP              | JP        |     21219 | NS      | $303744.43    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai Nippon Printing Co Ltd                                | Dai Nippon Printing Co Ltd                                                  | CUSIP: 000000000<br>LEI: 529900S7NFNQ4FT6OP83 | Long             | EC               | CORP              | JP        |     12029 | NS      | $241657.32    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Lifco AB                                                  | Lifco AB                                                                    | CUSIP: 000000000<br>LEI: 549300RTLL4VDQRCTW41 | Long             | EC               | CORP              | SE        |      8813 | NS      | $147514.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                                 | Thales SA                                                                   | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |      4803 | NS      | $613673.22    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd                                        | Tokyo Electron Ltd                                                          | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |      7126 | NS      | $2093823.30   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Getlink SE                                                | Getlink SE                                                                  | CUSIP: 000000000<br>LEI: 9695007ZEQ7M0OE74G82 | Long             | EC               | CORP              | FR        |     19320 | NS      | $309374.04    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Renault SA                                                | Renault SA                                                                  | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | EC               | CORP              | FR        |     10038 | NS      | $334954.34    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Meridian Energy Ltd                                       | Meridian Energy Ltd                                                         | CUSIP: 000000000<br>LEI: 254900IFKXIGNCY3A092 | Long             | EC               | CORP              | NZ        |     60330 | NS      | $200668.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barry Callebaut AG                                        | Barry Callebaut AG                                                          | CUSIP: 000000000<br>LEI: 213800Y5RWKLDPUTT265 | Long             | EC               | CORP              | CH        |       180 | NS      | $355455.06    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chunghwa Telecom Co Ltd                                   | Chunghwa Telecom Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    174055 | NS      | $640107.91    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele2 AB                                                  | Tele2 AB                                                                    | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |     26729 | NS      | $218050.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Daito Trust Construction Co Ltd                           | Daito Trust Construction Co Ltd                                             | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |      3500 | NS      | $358339.75    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                  | Lloyds Banking Group PLC                                                    | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |   3388452 | NS      | $1849121.70   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Genmab A/S                                                | Genmab A/S                                                                  | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |      2593 | NS      | $1096306.88   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Kubota Corp                                               | Kubota Corp                                                                 | CUSIP: 000000000<br>LEI: 549300CSY4INHEHQQT13 | Long             | EC               | CORP              | JP        |     48094 | NS      | $657033.00    | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| Fortum Oyj                                                | Fortum Oyj                                                                  | CUSIP: 000000000<br>LEI: 635400IUIZZIUJSAMF76 | Long             | EC               | CORP              | FI        |     17211 | NS      | $286633.09    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                               | Ageas SA/NV                                                                 | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |      5466 | NS      | $242536.52    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Metso Outotec Oyj                                         | Metso Outotec Oyj                                                           | CUSIP: 000000000<br>LEI: 549300R0VN9C371W0E07 | Long             | EC               | CORP              | FI        |     28190 | NS      | $290285.48    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Pandora A/S                                               | Pandora A/S                                                                 | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |      3279 | NS      | $231764.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Legal & General Group PLC                                 | Legal & General Group PLC                                                   | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | EC               | CORP              | GB        |    296353 | NS      | $888505.46    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Orkla ASA                                                 | Orkla ASA                                                                   | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |     69109 | NS      | $498782.53    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sodexo SA                                                 | Sodexo SA                                                                   | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |      4986 | NS      | $477052.31    | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| Roche Holding AG                                          | Roche Holding AG                                                            | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |     28141 | NS      | $8842952.85   | 1.30%             |  |  |  | No            |                  2 | On Loan: No      |
| ASE Technology Holding Co Ltd                             | ASE Technology Holding Co Ltd                                               | CUSIP: 000000000<br>LEI: 300300GO8QHPMV87NZ73 | Long             | EC               | CORP              | TW        |    138904 | NS      | $422042.94    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd                                      | Woolworths Group Ltd                                                        | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |     91183 | NS      | $2082201.62   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Informa PLC                                               | Informa PLC                                                                 | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |     89244 | NS      | $665739.04    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon Inc                                                 | Canon Inc                                                                   | CUSIP: 000000000<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |     42968 | NS      | $930001.74    | 0.14%             |  |  |  | No            |                  2 | On Loan: —       |
| Telefonica Deutschland Holding AG                         | Telefonica Deutschland Holding AG                                           | CUSIP: 000000000<br>LEI: 391200ECRPJ3SWQJUM30 | Long             | EC               | CORP              | DE        |     48603 | NS      | $119369.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                                   | Siemens Healthineers AG                                                     | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |     13829 | NS      | $689812.54    | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Otsuka Holdings Co Ltd                                    | Otsuka Holdings Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18920 | NS      | $617032.98    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Daimler Truck Holding AG                                  | Daimler Truck Holding AG                                                    | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |     22159 | NS      | $681205.53    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Daikin Industries Ltd                                     | Daikin Industries Ltd                                                       | CUSIP: 000000000<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |     12000 | NS      | $1820561.79   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                               | Swedbank AB                                                                 | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |     39923 | NS      | $679052.94    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Motor Co                                          | Hyundai Motor Co                                                            | CUSIP: 000000000<br>LEI: 9884004RQX8PRBXQ8S60 | Long             | EC               | CORP              | KR        |      7736 | NS      | $925859.33    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Gas Co Ltd                                          | Tokyo Gas Co Ltd                                                            | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |     20900 | NS      | $409217.80    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Telegraph & Telephone Corp                         | Nippon Telegraph & Telephone Corp                                           | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |     59040 | NS      | $1683732.56   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                     | NXP Semiconductors NV                                                       | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |     11876 | NS      | $1876764.28   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Essity AB                                                 | Essity AB                                                                   | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |     27620 | NS      | $723289.87    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| HKT Trust & HKT Ltd                                       | HKT Trust & HKT Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | XX        |    172000 | NS      | $210549.16    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group PLC                                              | 3i Group PLC                                                                | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |     50180 | NS      | $809269.98    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Brenntag SE                                               | Brenntag SE                                                                 | CUSIP: 000000000<br>LEI: NNROIXVWJ7CPSR27SV97 | Long             | EC               | CORP              | DE        |      8107 | NS      | $517022.63    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollarama Inc                                             | Dollarama Inc                                                               | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |     14971 | NS      | $875593.42    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WPP PLC                                                   | WPP PLC                                                                     | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | JE        |     69876 | NS      | $690373.67    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| DKSH Holding AG                                           | DKSH Holding AG                                                             | CUSIP: 000000000<br>LEI: 549300HUUUNHO6FJUS42 | Long             | EC               | CORP              | CH        |      1524 | NS      | $115569.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Empire Co Ltd                                             | Empire Co Ltd                                                               | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |     11152 | NS      | $293707.77    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Reece Ltd                                                 | Reece Ltd                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     13514 | NS      | $129176.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MediaTek Inc                                              | MediaTek Inc                                                                | CUSIP: 000000000<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |     62883 | NS      | $1271426.62   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Dechra Pharmaceuticals PLC                                | Dechra Pharmaceuticals PLC                                                  | CUSIP: 000000000<br>LEI: 213800J4UVB5OWG8VX82 | Long             | EC               | CORP              | GB        |      6518 | NS      | $205446.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Tire Corp Ltd                                    | Canadian Tire Corp Ltd                                                      | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |      2727 | NS      | $284985.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| H & M Hennes & Mauritz AB                                 | H & M Hennes & Mauritz AB                                                   | CUSIP: 000000000<br>LEI: 529900O5RR7R39FRDM42 | Long             | EC               | CORP              | SE        |     28392 | NS      | $305964.15    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Delivery Hero SE                                          | Delivery Hero SE                                                            | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Long             | EC               | CORP              | DE        |      8407 | NS      | $403449.48    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Medibank Pvt Ltd                                          | Medibank Pvt Ltd                                                            | CUSIP: 000000000<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |    134333 | NS      | $267999.53    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Corp of Canada                                      | Power Corp of Canada                                                        | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |     26234 | NS      | $617099.63    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Trelleborg AB                                             | Trelleborg AB                                                               | CUSIP: 000000000<br>LEI: 213800XY16PAWG2PAD14 | Long             | EC               | CORP              | SE        |      9826 | NS      | $226967.09    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Unimicron Technology Corp                                 | Unimicron Technology Corp                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     45000 | NS      | $174698.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB                                                   | SSAB AB                                                                     | CUSIP: 000000000<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |    102996 | NS      | $563537.25    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co Ltd                                     | Daiichi Sankyo Co Ltd                                                       | CUSIP: 000000000<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |     81739 | NS      | $2630907.89   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                                  | RELX PLC                                                                    | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |    113124 | NS      | $3127655.33   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                    | Koninklijke Philips NV                                                      | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |     39180 | NS      | $589549.65    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriental Land Co Ltd/Japan                                | Oriental Land Co Ltd/Japan                                                  | CUSIP: 000000000<br>LEI: 353800PIFKBZ6KTU5994 | Long             | EC               | CORP              | JP        |     10597 | NS      | $1542119.64   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                              | Alimentation Couche-Tard Inc                                                | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |     52427 | NS      | $2303845.27   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Z Holdings Corp                                           | Z Holdings Corp                                                             | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |    122600 | NS      | $306195.44    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kao Corp                                                  | Kao Corp                                                                    | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |     21263 | NS      | $844150.37    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Canada                                                | Air Canada                                                                  | CUSIP: 008911877<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | EC               | CORP              | CA        |     18211 | NS      | $260791.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Scout24 SE                                                | Scout24 SE                                                                  | CUSIP: 000000000<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |      4026 | NS      | $202643.08    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MINEBEA MITSUMI Inc                                       | MINEBEA MITSUMI Inc                                                         | CUSIP: 000000000<br>LEI: 353800CCB0CZ75YZ4010 | Long             | EC               | CORP              | JP        |     16800 | NS      | $248910.16    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| PRADA SpA                                                 | PRADA SpA                                                                   | CUSIP: 000000000<br>LEI: 8156000FE0A2DC5B7852 | Long             | EC               | CORP              | IT        |     33700 | NS      | $189185.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SGS SA                                                    | SGS SA                                                                      | CUSIP: 000000000<br>LEI: 2138007JNS19JHNA2336 | Long             | EC               | CORP              | CH        |       291 | NS      | $677837.46    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Magna International Inc                                   | Magna International Inc                                                     | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |     15678 | NS      | $880790.04    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Nomura Holdings Inc                                       | Nomura Holdings Inc                                                         | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |    129800 | NS      | $480970.63    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel SpA                                                  | Enel SpA                                                                    | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |    475463 | NS      | $2557107.36   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurazeo SE                                                | Eurazeo SE                                                                  | CUSIP: 000000000<br>LEI: 969500C656AA39O94N60 | Long             | EC               | CORP              | FR        |      1825 | NS      | $113620.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                             | Industria de Diseno Textil SA                                               | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |     44384 | NS      | $1178884.94   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                                     | STMicroelectronics NV                                                       | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |     13134 | NS      | $466730.14    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Bank Co Ltd                                    | Japan Post Bank Co Ltd                                                      | CUSIP: 000000000<br>LEI: 5493006JVO6N2HC2XZ76 | Long             | EC               | CORP              | JP        |     16600 | NS      | $142310.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Neste Oyj                                                 | Neste Oyj                                                                   | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |     36740 | NS      | $1694337.01   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Kering SA                                                 | Kering SA                                                                   | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |      3081 | NS      | $1568005.55   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| APA Group                                                 | APA Group                                                                   | CUSIP: 000000000<br>LEI: 549300T9RBSX164T8H40 | Long             | EC               | CORP              | AU        |     78928 | NS      | $576916.71    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Accor SA                                                  | Accor SA                                                                    | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | EC               | CORP              | FR        |      7714 | NS      | $192445.43    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings Inc                                | Dai-ichi Life Holdings Inc                                                  | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |     41094 | NS      | $928040.99    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Northland Power Inc                                       | Northland Power Inc                                                         | CUSIP: 666511100<br>LEI: 549300IT8CIDW8V5KX72 | Long             | EC               | CORP              | CA        |     14233 | NS      | $390303.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co KGaA                                       | Henkel AG & Co KGaA                                                         | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |      4052 | NS      | $260400.39    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                                 | Orion Oyj                                                                   | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |      4947 | NS      | $271209.43    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Yang Ming Marine Transport Corp                           | Yang Ming Marine Transport Corp                                             | CUSIP: 000000000<br>LEI: 254900WG2ACWNVSP6E13 | Long             | EC               | CORP              | TW        |     71000 | NS      | $150820.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DS Smith PLC                                              | DS Smith PLC                                                                | CUSIP: 000000000<br>LEI: 39RSBE4RCI4M15BLWH36 | Long             | EC               | CORP              | GB        |     75730 | NS      | $292121.04    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tryg A/S                                                  | Tryg A/S                                                                    | CUSIP: 000000000<br>LEI: 213800ZRS8AC4LSTCE39 | Long             | EC               | CORP              | DK        |     13664 | NS      | $324732.50    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Pearson PLC                                               | Pearson PLC                                                                 | CUSIP: 000000000<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |     45751 | NS      | $516611.89    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Aroundtown SA                                             | Aroundtown SA                                                               | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | EC               | CORP              | LU        |     43811 | NS      | $102054.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wan Hai Lines Ltd                                         | Wan Hai Lines Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     57270 | NS      | $148848.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa Securities Group Inc                                | Daiwa Securities Group Inc                                                  | CUSIP: 000000000<br>LEI: 353800WRC7Y23PWFJG38 | Long             | EC               | CORP              | JP        |     62800 | NS      | $277500.73    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen NV                                                  | Adyen NV                                                                    | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |      1333 | NS      | $1850535.83   | 0.27%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Capitaland Investment Ltd/Singapore                       | Capitaland Investment Ltd/Singapore                                         | CUSIP: 000000000<br>LEI: 254900AT4UQDU7SNXX49 | Long             | EC               | CORP              | SG        |    156600 | NS      | $432794.27    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| M3 Inc                                                    | M3 Inc                                                                      | CUSIP: 000000000<br>LEI: 3538001UOKRWIODYM055 | Long             | EC               | CORP              | JP        |     20100 | NS      | $545982.36    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerry Group PLC                                           | Kerry Group PLC                                                             | CUSIP: 000000000<br>LEI: 635400TLVVBNXLFHWC59 | Long             | EC               | CORP              | IE        |      7549 | NS      | $681902.81    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Dentsu Group Inc                                          | Dentsu Group Inc                                                            | CUSIP: 000000000<br>LEI: 5299007PBBE83ZLJZG91 | Long             | EC               | CORP              | JP        |     11000 | NS      | $345077.44    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirax-Sarco Engineering PLC                              | Spirax-Sarco Engineering PLC                                                | CUSIP: 000000000<br>LEI: 213800WFVZQMHOZP2W17 | Long             | EC               | CORP              | GB        |      4253 | NS      | $543237.80    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimadzu Corp                                             | Shimadzu Corp                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11526 | NS      | $326299.64    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sino Land Co Ltd                                          | Sino Land Co Ltd                                                            | CUSIP: 000000000<br>LEI: 529900G5P51053HJVZ92 | Long             | EC               | CORP              | HK        |    178000 | NS      | $222016.69    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wharf Holdings Ltd/The                                    | Wharf Holdings Ltd/The                                                      | CUSIP: 000000000<br>LEI: 254900JCV4TBBPX9IW91 | Long             | EC               | CORP              | HK        |     63779 | NS      | $187087.41    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Holdings Inc                        | Sumitomo Mitsui Trust Holdings Inc                                          | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |     14616 | NS      | $510033.26    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                      | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |     88291 | NS      | $2459390.14   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                                   | GSK PLC                                                                     | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |    217357 | NS      | $3756631.90   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Elisa Oyj                                                 | Elisa Oyj                                                                   | CUSIP: 000000000<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |      6206 | NS      | $328949.69    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Quanta Computer Inc                                       | Quanta Computer Inc                                                         | CUSIP: 000000000<br>LEI: 529900DE8BIV3XOXIK04 | Long             | EC               | CORP              | TW        |    107398 | NS      | $251863.09    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                           | Danske Bank A/S                                                             | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |     22924 | NS      | $452132.55    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                      | Evonik Industries AG                                                        | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |      9044 | NS      | $172503.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Smiths Group PLC                                          | Smiths Group PLC                                                            | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |     19624 | NS      | $376625.22    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ubisoft Entertainment SA                                  | Ubisoft Entertainment SA                                                    | CUSIP: 000000000<br>LEI: 969500I7C8V1LBIMSM05 | Long             | EC               | CORP              | FR        |      4837 | NS      | $136649.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group PLC                                         | Admiral Group PLC                                                           | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |      9769 | NS      | $250779.02    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JSR Corp                                                  | JSR Corp                                                                    | CUSIP: 000000000<br>LEI: 353800TL8FC0AWR22506 | Long             | EC               | CORP              | JP        |      9900 | NS      | $193854.52    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                               | Cie Financiere Richemont SA                                                 | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |     19465 | NS      | $2523830.40   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Pirelli & C SpA                                           | Pirelli & C SpA                                                             | CUSIP: 000000000<br>LEI: 815600A0C9AFC1F2A709 | Long             | EC               | CORP              | IT        |     23350 | NS      | $100090.96    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ESR Group Ltd                                             | ESR Group Ltd                                                               | CUSIP: 000000000<br>LEI: 549300C81AR42BZUFZ09 | Long             | EC               | CORP              | KY        |    133400 | NS      | $278878.64    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Nanya Technology Corp                                     | Nanya Technology Corp                                                       | CUSIP: 000000000<br>LEI: 254900STKVKJBRRO0835 | Long             | EC               | CORP              | TW        |     53000 | NS      | $88014.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SK IE Technology Co Ltd                                   | SK IE Technology Co Ltd                                                     | CUSIP: 000000000<br>LEI: 988400ZA9LM3JZBI5088 | Long             | EC               | CORP              | KR        |      1044 | NS      | $44119.19     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Great-West Lifeco Inc                                     | Great-West Lifeco Inc                                                       | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |     14877 | NS      | $343907.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UnipolSai Assicurazioni SpA                               | UnipolSai Assicurazioni SpA                                                 | CUSIP: 000000000<br>LEI: 815600E31C4E7006AB54 | Long             | EC               | CORP              | IT        |     13800 | NS      | $33974.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| E.Sun Financial Holding Co Ltd                            | E.Sun Financial Holding Co Ltd                                              | CUSIP: 000000000<br>LEI: 549300X6CNQE512OPC90 | Long             | EC               | CORP              | TW        |    571265 | NS      | $446077.49    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| adidas AG                                                 | adidas AG                                                                   | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |      7167 | NS      | $971317.01    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                       | MTU Aero Engines AG                                                         | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |      2806 | NS      | $603669.31    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Wharf Real Estate Investment Co Ltd                       | Wharf Real Estate Investment Co Ltd                                         | CUSIP: 000000000<br>LEI: 529900QLPKS8U9QOPB59 | Long             | EC               | CORP              | KY        |     88000 | NS      | $512524.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Worldline SA/France                                       | Worldline SA/France                                                         | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | EC               | CORP              | FR        |     11068 | NS      | $433449.97    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Kakao Corp                                                | Kakao Corp                                                                  | CUSIP: 000000000<br>LEI: 988400FTKUBQXKVZP434 | Long             | EC               | CORP              | KR        |     15507 | NS      | $660535.28    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Bureau Veritas SA                                         | Bureau Veritas SA                                                           | CUSIP: 000000000<br>LEI: 969500TPU5T3HA5D1F11 | Long             | EC               | CORP              | FR        |     16391 | NS      | $431968.13    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                         | Telstra Group Ltd                                                           | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |    223796 | NS      | $605242.91    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                              | DNB Bank ASA                                                                | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |     58358 | NS      | $1152576.82   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Suntory Beverage & Food Ltd                               | Suntory Beverage & Food Ltd                                                 | CUSIP: 000000000<br>LEI: 549300FONLMVK7YYYH41 | Long             | EC               | CORP              | JP        |      8300 | NS      | $282633.12    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Garmin Ltd                                                | Garmin Ltd                                                                  | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |      5866 | NS      | $541373.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Subaru Corp                                               | Subaru Corp                                                                 | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |     28300 | NS      | $428463.91    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Group Ltd/Australia                             | Endeavour Group Ltd/Australia                                               | CUSIP: 000000000<br>LEI: 254900JAN9FOLMWAD533 | Long             | EC               | CORP              | AU        |     92526 | NS      | $402665.86    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ocado Group PLC                                           | Ocado Group PLC                                                             | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | EC               | CORP              | GB        |     44952 | NS      | $333679.44    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd                               | Sun Hung Kai Properties Ltd                                                 | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |     88801 | NS      | $1212965.13   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Symrise AG                                                | Symrise AG                                                                  | CUSIP: 000000000<br>LEI: 529900D82I6R9601CF26 | Long             | EC               | CORP              | DE        |      6596 | NS      | $716358.53    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                         | Compass Group PLC                                                           | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |    115455 | NS      | $2666089.22   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Reply SpA                                                 | Reply SpA                                                                   | CUSIP: 000000000<br>LEI: 815600DAEFB0388F3521 | Long             | EC               | CORP              | IT        |      1162 | NS      | $133302.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RTL Group SA                                              | RTL Group SA                                                                | CUSIP: 000000000<br>LEI: 5493000C8J3C3SZYS040 | Long             | EC               | CORP              | LU        |      1323 | NS      | $55718.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc                                       | Astellas Pharma Inc                                                         | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |     86671 | NS      | $1317887.00   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| KB Financial Group Inc                                    | KB Financial Group Inc                                                      | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |     18088 | NS      | $692998.71    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                        | Smith & Nephew PLC                                                          | CUSIP: 000000000<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |     50816 | NS      | $678638.46    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Eisai Co Ltd                                              | Eisai Co Ltd                                                                | CUSIP: 000000000<br>LEI: 353800HDEE0ZYEX4QV91 | Long             | EC               | CORP              | JP        |     11625 | NS      | $766692.39    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                                        | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |     57520 | NS      | $5407899.56   | 0.79%             |  |  |  | No            |                  1 | On Loan: —       |
| Japan Airlines Co Ltd                                     | Japan Airlines Co Ltd                                                       | CUSIP: 000000000<br>LEI: 3538002MH5L1QZZ93477 | Long             | EC               | CORP              | JP        |      7300 | NS      | $148683.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rentokil Initial PLC                                      | Rentokil Initial PLC                                                        | CUSIP: 000000000<br>LEI: 549300VN4WV7Z6T14K68 | Long             | EC               | CORP              | GB        |    158574 | NS      | $974240.96    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Techtronic Industries Co Ltd                              | Techtronic Industries Co Ltd                                                | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |     72493 | NS      | $805167.85    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Japan Railway Co                                  | Central Japan Railway Co                                                    | CUSIP: 000000000<br>LEI: 353800YAR3OVUITHTG64 | Long             | EC               | CORP              | JP        |     10667 | NS      | $1309689.42   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                        | Cellnex Telecom SA                                                          | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |     23085 | NS      | $765757.46    | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Sekisui Chemical Co Ltd                                   | Sekisui Chemical Co Ltd                                                     | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |     19172 | NS      | $267225.04    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electro-Mechanics Co Ltd                          | Samsung Electro-Mechanics Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2592 | NS      | $269186.24    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Lynas Rare Earths Ltd                                     | Lynas Rare Earths Ltd                                                       | CUSIP: 000000000<br>LEI: 529900SGT9M1FJPXXI35 | Long             | EC               | CORP              | AU        |    105130 | NS      | $554194.43    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingspan Group PLC                                        | Kingspan Group PLC                                                          | CUSIP: 000000000<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |     17598 | NS      | $952823.93    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                            | Air Liquide SA                                                              | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |     24556 | NS      | $3485362.86   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                                 | Nestle SA                                                                   | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |    115943 | NS      | $13392500.88  | 1.96%             |  |  |  | No            |                  2 | On Loan: No      |
| Spark New Zealand Ltd                                     | Spark New Zealand Ltd                                                       | CUSIP: 000000000<br>LEI: 529900HUN51H3Y7QBB66 | Long             | EC               | CORP              | NZ        |     67979 | NS      | $232744.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bachem Holding AG                                         | Bachem Holding AG                                                           | CUSIP: 000000000<br>LEI: 506700S81111XI7TG884 | Long             | EC               | CORP              | CH        |      1448 | NS      | $125643.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Elia Group SA/NV                                          | Elia Group SA/NV                                                            | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | EC               | CORP              | BE        |      1495 | NS      | $212533.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Saab AB                                                   | Saab AB                                                                     | CUSIP: 000000000<br>LEI: 549300ZHO4JCQQI13M69 | Long             | EC               | CORP              | SE        |      3993 | NS      | $157354.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corp                                              | Keyence Corp                                                                | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |      9500 | NS      | $3688322.83   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd                                    | Agnico Eagle Mines Ltd                                                      | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |     38424 | NS      | $1996685.85   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| JDE Peet's NV                                             | JDE Peet's NV                                                               | CUSIP: 000000000<br>LEI: 724500EHG519SE5ZRT89 | Long             | EC               | CORP              | NL        |      6901 | NS      | $199610.16    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kesko Oyj                                                 | Kesko Oyj                                                                   | CUSIP: 000000000<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |     17111 | NS      | $378087.66    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                         | Wolters Kluwer NV                                                           | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |     13387 | NS      | $1400751.58   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| A2A SpA                                                   | A2A SpA                                                                     | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | EC               | CORP              | IT        |     77405 | NS      | $103201.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sagax AB                                                  | Sagax AB                                                                    | CUSIP: 000000000<br>LEI: 549300LJX28T6OM8DT95 | Long             | EC               | CORP              | SE        |     10866 | NS      | $246878.59    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Geberit AG                                                | Geberit AG                                                                  | CUSIP: 000000000<br>LEI: 52990093Z5OHD6T7BS47 | Long             | EC               | CORP              | CH        |      1298 | NS      | $612760.23    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Gas Co Ltd                                          | Osaka Gas Co Ltd                                                            | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |     16900 | NS      | $272311.38    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BE Semiconductor Industries NV                            | BE Semiconductor Industries NV                                              | CUSIP: 000000000<br>LEI: 7245007A1YFLI2GNYX06 | Long             | EC               | CORP              | NL        |      3494 | NS      | $212927.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Pan Pacific International Holdings Corp                   | Pan Pacific International Holdings Corp                                     | CUSIP: 000000000<br>LEI: 529900QLHJM2E18A5763 | Long             | EC               | CORP              | JP        |     18668 | NS      | $346741.50    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| WiseTech Global Ltd                                       | WiseTech Global Ltd                                                         | CUSIP: 000000000<br>LEI: 254900VE3AF301Q85K83 | Long             | EC               | CORP              | AU        |      8984 | NS      | $308981.66    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Trend Micro Inc/Japan                                     | Trend Micro Inc/Japan                                                       | CUSIP: 000000000<br>LEI: 3538005O5UJ5RNAGVE16 | Long             | EC               | CORP              | JP        |      6493 | NS      | $303660.38    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                     | Waste Connections Inc                                                       | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |     13851 | NS      | $1836024.73   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| LG H&H Co Ltd                                             | LG H&H Co Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       531 | NS      | $305627.46    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Telecom Co Ltd                                         | SK Telecom Co Ltd                                                           | CUSIP: 000000000<br>LEI: 9884003WEA1PHW006037 | Long             | EC               | CORP              | KR        |      1040 | NS      | $39014.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CTS Eventim AG & Co KGaA                                  | CTS Eventim AG & Co KGaA                                                    | CUSIP: 000000000<br>LEI: 529900FDHSN08UBJII80 | Long             | EC               | CORP              | DE        |      3411 | NS      | $216526.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hana Financial Group Inc                                  | Hana Financial Group Inc                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     12534 | NS      | $417371.05    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Secom Co Ltd                                              | Secom Co Ltd                                                                | CUSIP: 000000000<br>LEI: 529900TYCL9N3E9PGE47 | Long             | EC               | CORP              | JP        |     11300 | NS      | $644753.34    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandvik AB                                                | Sandvik AB                                                                  | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |     52077 | NS      | $941113.89    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co Ltd                               | Murata Manufacturing Co Ltd                                                 | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |     27453 | NS      | $1353849.52   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                             | Assa Abloy AB                                                               | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |     46800 | NS      | $1006632.98   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                           | London Stock Exchange Group PLC                                             | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |     17585 | NS      | $1510924.23   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corp                                          | Nitto Denko Corp                                                            | CUSIP: 000000000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |      7986 | NS      | $459951.24    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                  | Engie SA                                                                    | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     85090 | NS      | $1217303.44   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Sage Group PLC/The                                        | Sage Group PLC/The                                                          | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |     60565 | NS      | $545369.76    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd                             | Nomura Research Institute Ltd                                               | CUSIP: 000000000<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |     18400 | NS      | $437440.22    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Wartsila OYJ Abp                                          | Wartsila OYJ Abp                                                            | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |     17591 | NS      | $148328.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CTBC Financial Holding Co Ltd                             | CTBC Financial Holding Co Ltd                                               | CUSIP: 000000000<br>LEI: 549300IWDYIFW6JXM387 | Long             | EC               | CORP              | TW        |    792000 | NS      | $568326.22    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Indutrade AB                                              | Indutrade AB                                                                | CUSIP: 000000000<br>LEI: 549300FISLQ6CEFP1867 | Long             | EC               | CORP              | SE        |     14507 | NS      | $294194.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Resona Holdings Inc                                       | Resona Holdings Inc                                                         | CUSIP: 000000000<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |     91633 | NS      | $503286.28    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HomeServe PLC                                             | HomeServe PLC                                                               | CUSIP: 000000000<br>LEI: 213800EKBJTGNMXEDF11 | Long             | EC               | CORP              | GB        |     14734 | NS      | $212630.03    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                               | Nutrien Ltd                                                                 | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |     31166 | NS      | $2275302.14   | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Vestas Wind Systems A/S                                   | Vestas Wind Systems A/S                                                     | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |     47247 | NS      | $1378225.47   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| TOMRA Systems ASA                                         | TOMRA Systems ASA                                                           | CUSIP: 000000000<br>LEI: 549300J726JCFJU3VT89 | Long             | EC               | CORP              | NO        |     18804 | NS      | $317153.10    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                                   | DSV A/S                                                                     | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |      7040 | NS      | $1113285.55   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissin Foods Holdings Co Ltd                              | Nissin Foods Holdings Co Ltd                                                | CUSIP: 000000000<br>LEI: 529900YMZMNSHC1W6V41 | Long             | EC               | CORP              | JP        |      3499 | NS      | $277101.14    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                         | Hannover Rueck SE                                                           | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | EC               | CORP              | DE        |      2835 | NS      | $559367.25    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                       | Intesa Sanpaolo SpA                                                         | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |    785044 | NS      | $1739193.30   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd                                   | Recruit Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |     78079 | NS      | $2444026.87   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinhan Financial Group Co Ltd                            | Shinhan Financial Group Co Ltd                                              | CUSIP: 000000000<br>LEI: 988400EB8A6G49E5KO54 | Long             | EC               | CORP              | KR        |     21231 | NS      | $591060.08    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                            | Atlas Copco AB                                                              | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |    187840 | NS      | $2225602.49   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| East Japan Railway Co                                     | East Japan Railway Co                                                       | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | EC               | CORP              | JP        |     14426 | NS      | $821675.04    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG & Co KGaA                       | Fresenius Medical Care AG & Co KGaA                                         | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |     10164 | NS      | $331981.78    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                           | AstraZeneca PLC                                                             | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     65476 | NS      | $8860169.86   | 1.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                        | Koninklijke KPN NV                                                          | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |    141126 | NS      | $436820.81    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIX Corp                                                 | ORIX Corp                                                                   | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |     53567 | NS      | $857428.35    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Chr Hansen Holding A/S                                    | Chr Hansen Holding A/S                                                      | CUSIP: 000000000<br>LEI: 549300MKPW8ZF3E8MW37 | Long             | EC               | CORP              | DK        |      3939 | NS      | $283343.14    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp                                      | Thomson Reuters Corp                                                        | CUSIP: 884903709<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |     10169 | NS      | $1160047.08   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Volvo Car AB                                              | Volvo Car AB                                                                | CUSIP: 000000000<br>LEI: 5299000EAMGGBEYP7J33 | Long             | EC               | CORP              | SE        |     22115 | NS      | $100698.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Valmet Oyj                                                | Valmet Oyj                                                                  | CUSIP: 000000000<br>LEI: 213800D9O7FUQDH83V62 | Long             | EC               | CORP              | FI        |      7840 | NS      | $211638.21    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FANUC Corp                                                | FANUC Corp                                                                  | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |      9651 | NS      | $1444238.28   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                 | Bank of Ireland Group PLC                                                   | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |     34055 | NS      | $324520.82    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BlueScope Steel Ltd                                       | BlueScope Steel Ltd                                                         | CUSIP: 000000000<br>LEI: 529900H6UQI16XACWC95 | Long             | EC               | CORP              | AU        |     52188 | NS      | $594798.48    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sika AG                                                   | Sika AG                                                                     | CUSIP: 000000000<br>LEI: 549300R3N69ECGYPU434 | Long             | EC               | CORP              | CH        |      6142 | NS      | $1476556.56   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                    | Fresenius SE & Co KGaA                                                      | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |     21361 | NS      | $596652.95    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Arkema SA                                                 | Arkema SA                                                                   | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | EC               | CORP              | FR        |      3086 | NS      | $277569.70    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SEEK Ltd                                                  | SEEK Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300209NEKXBC8QO27 | Long             | EC               | CORP              | AU        |     17700 | NS      | $251636.04    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Schroders PLC                                             | Schroders PLC                                                               | CUSIP: 000000000<br>LEI: 2138001YYBULX5SZ2H24 | Long             | EC               | CORP              | GB        |     35076 | NS      | $184306.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Salmar ASA                                                | Salmar ASA                                                                  | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGDBK67 | Long             | EC               | CORP              | NO        |      6909 | NS      | $270946.01    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Air France-KLM                                            | Air France-KLM                                                              | CUSIP: 000000000<br>LEI: 969500AQW31GYO8JZD66 | Long             | EC               | CORP              | FR        |     47945 | NS      | $63261.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                          | Pernod Ricard SA                                                            | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |     11073 | NS      | $2178307.52   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co Ltd                                 | Shin-Etsu Chemical Co Ltd                                                   | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |     21637 | NS      | $2642140.89   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| ICON PLC                                                  | ICON PLC                                                                    | CUSIP: 000000000<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |      3427 | NS      | $665694.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT Data Corp                                             | NTT Data Corp                                                               | CUSIP: 000000000<br>LEI: 353800SZGJGSLJRRWB43 | Long             | EC               | CORP              | JP        |     31935 | NS      | $465380.22    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                      | Westpac Banking Corp                                                        | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |    182707 | NS      | $2892527.45   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Electric Co Ltd                                      | Fuji Electric Co Ltd                                                        | CUSIP: 000000000<br>LEI: 5299000HVNGZZTYYM906 | Long             | EC               | CORP              | JP        |      6600 | NS      | $249079.10    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Antofagasta PLC                                           | Antofagasta PLC                                                             | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | GB        |     38713 | NS      | $722678.82    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                        | Credit Agricole SA                                                          | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |     50102 | NS      | $527039.83    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SSE PLC                                                   | SSE PLC                                                                     | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |     64197 | NS      | $1320335.59   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Netmarble Corp                                            | Netmarble Corp                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       635 | NS      | $30547.38     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Nitori Holdings Co Ltd                                    | Nitori Holdings Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3168 | NS      | $413938.64    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JD Sports Fashion PLC                                     | JD Sports Fashion PLC                                                       | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |    112769 | NS      | $171366.72    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                         | Toyota Motor Corp                                                           | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |    562915 | NS      | $7679591.96   | 1.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                               | Bayerische Motoren Werke AG                                                 | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |     15840 | NS      | $1402393.74   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfa Laval AB                                             | Alfa Laval AB                                                               | CUSIP: 000000000<br>LEI: 549300UCKT2UK88AG251 | Long             | EC               | CORP              | SE        |     12671 | NS      | $366538.32    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Shaw Communications Inc                                   | Shaw Communications Inc                                                     | CUSIP: 82028K200<br>LEI: 549300SCT0RG6178CI40 | Long             | EC               | CORP              | CA        |     25522 | NS      | $735312.57    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Paint Holdings Co Ltd                              | Nippon Paint Holdings Co Ltd                                                | CUSIP: 000000000<br>LEI: 529900RYRJUN78A7PL87 | Long             | EC               | CORP              | JP        |     42645 | NS      | $334937.78    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TDK Corp                                                  | TDK Corp                                                                    | CUSIP: 000000000<br>LEI: 3538005O8WNU39U8NX03 | Long             | EC               | CORP              | JP        |     18842 | NS      | $612997.60    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Uni-President Enterprises Corp                            | Uni-President Enterprises Corp                                              | CUSIP: 000000000<br>LEI: 254900DAXBDMVEXU5959 | Long             | EC               | CORP              | TW        |    270000 | NS      | $584419.24    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                             | Stellantis NV                                                               | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |    104904 | NS      | $1490722.98   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcon Inc                                                 | Alcon Inc                                                                   | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |     20689 | NS      | $1419657.52   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Novozymes A/S                                             | Novozymes A/S                                                               | CUSIP: 000000000<br>LEI: 529900T6WNZXD2R3JW38 | Long             | EC               | CORP              | DK        |      8679 | NS      | $440317.51    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Swisscom AG                                               | Swisscom AG                                                                 | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |      1052 | NS      | $576297.39    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                       | Deutsche Telekom AG                                                         | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |    154798 | NS      | $3079949.40   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                                     | STMicroelectronics NV                                                       | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |     16138 | NS      | $573436.36    | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| Aviva PLC                                                 | Aviva PLC                                                                   | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |    138388 | NS      | $734099.15    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| easyJet PLC                                               | easyJet PLC                                                                 | CUSIP: 000000000<br>LEI: 2138001S47XKWIB7TH90 | Long             | EC               | CORP              | GB        |     11998 | NS      | $47063.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                              | ING Groep NV                                                                | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |    159005 | NS      | $1936863.42   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Clariant AG                                               | Clariant AG                                                                 | CUSIP: 000000000<br>LEI: 529900VSEKBY7TMPP349 | Long             | EC               | CORP              | CH        |      7779 | NS      | $123541.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Wimpey PLC                                         | Taylor Wimpey PLC                                                           | CUSIP: 000000000<br>LEI: 21380089BTRXTD8S3R66 | Long             | EC               | CORP              | GB        |    231451 | NS      | $283457.55    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                      | Schindler Holding AG                                                        | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |      2656 | NS      | $479013.93    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                   | Veolia Environnement SA                                                     | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | EC               | CORP              | FR        |     32265 | NS      | $829030.14    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Carl Zeiss Meditec AG                                     | Carl Zeiss Meditec AG                                                       | CUSIP: 000000000<br>LEI: 529900GRL4MZ8NMOOK95 | Long             | EC               | CORP              | DE        |      1767 | NS      | $222101.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Auto Trader Group PLC                                     | Auto Trader Group PLC                                                       | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |     51638 | NS      | $321567.85    | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Fisher & Paykel Healthcare Corp Ltd                       | Fisher & Paykel Healthcare Corp Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     21140 | NS      | $302473.06    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PSP Swiss Property AG                                     | PSP Swiss Property AG                                                       | CUSIP: 000000000<br>LEI: 50670042Y437P8X44F56 | Long             | EC               | CORP              | CH        |      1851 | NS      | $217440.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| IMCD NV                                                   | IMCD NV                                                                     | CUSIP: 000000000<br>LEI: 724500NSJPNFJPDAUP02 | Long             | EC               | CORP              | NL        |      2932 | NS      | $419397.57    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ono Pharmaceutical Co Ltd                                 | Ono Pharmaceutical Co Ltd                                                   | CUSIP: 000000000<br>LEI: 529900G26L4NG4GFJZ86 | Long             | EC               | CORP              | JP        |     18122 | NS      | $423575.93    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Electronics Inc                                        | LG Electronics Inc                                                          | CUSIP: 000000000<br>LEI: 988400RMQFTGZIOG0609 | Long             | EC               | CORP              | KR        |      5416 | NS      | $372348.64    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bouygues SA                                               | Bouygues SA                                                                 | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |      9333 | NS      | $279913.02    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ERG SpA                                                   | ERG SpA                                                                     | CUSIP: 000000000<br>LEI: 8156004604684CA44A90 | Long             | EC               | CORP              | IT        |      3073 | NS      | $95243.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Exchange Group Inc                                  | Japan Exchange Group Inc                                                    | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | Long             | EC               | CORP              | JP        |     19400 | NS      | $279608.08    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                | Anheuser-Busch InBev SA/NV                                                  | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |     42504 | NS      | $2560055.87   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinnevik AB                                               | Kinnevik AB                                                                 | CUSIP: 000000000<br>LEI: 2138006PZH76JOS6MN27 | Long             | EC               | CORP              | SE        |      9659 | NS      | $132948.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                          | ABN AMRO Bank NV                                                            | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |     16992 | NS      | $235304.46    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                             | Koninklijke Ahold Delhaize NV                                               | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |     58173 | NS      | $1672547.21   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| BCE Inc                                                   | BCE Inc                                                                     | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |     17233 | NS      | $757157.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Verbund AG                                                | Verbund AG                                                                  | CUSIP: 000000000<br>LEI: 5299006UDSEJCTTEJS30 | Long             | EC               | CORP              | AT        |      4313 | NS      | $362549.77    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Yageo Corp                                                | Yageo Corp                                                                  | CUSIP: 000000000<br>LEI: 5493001P0TOZH7GGNQ21 | Long             | EC               | CORP              | TW        |     14326 | NS      | $208796.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bandai Namco Holdings Inc                                 | Bandai Namco Holdings Inc                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7975 | NS      | $499868.32    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                                | Legrand SA                                                                  | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |     12655 | NS      | $1014699.34   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarivate PLC                                             | Clarivate PLC                                                               | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Long             | EC               | CORP              | JE        |     20945 | NS      | $174681.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| SUMCO Corp                                                | SUMCO Corp                                                                  | CUSIP: 000000000<br>LEI: 353800SUSRUOM0V6KU92 | Long             | EC               | CORP              | JP        |     18800 | NS      | $249073.47    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Smurfit Kappa Group PLC                                   | Smurfit Kappa Group PLC                                                     | CUSIP: 000000000<br>LEI: 635400CPLP8H5ITDVT56 | Long             | EC               | CORP              | IE        |     10554 | NS      | $388919.63    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| New World Development Co Ltd                              | New World Development Co Ltd                                                | CUSIP: 000000000<br>LEI: 2549008GWMWXTIRL4S48 | Long             | EC               | CORP              | HK        |     91250 | NS      | $255972.23    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| West Japan Railway Co                                     | West Japan Railway Co                                                       | CUSIP: 000000000<br>LEI: 353800QGUXHZ7EBCR121 | Long             | EC               | CORP              | JP        |     10610 | NS      | $460678.85    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| First Financial Holding Co Ltd                            | First Financial Holding Co Ltd                                              | CUSIP: 000000000<br>LEI: 529900BC1U046Q2GUZ64 | Long             | EC               | CORP              | TW        |    443628 | NS      | $382104.16    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Chang Hwa Commercial Bank Ltd                             | Chang Hwa Commercial Bank Ltd                                               | CUSIP: 000000000<br>LEI: 549300FHFNGCSKDTHT42 | Long             | EC               | CORP              | TW        |    226240 | NS      | $126056.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| J Sainsbury PLC                                           | J Sainsbury PLC                                                             | CUSIP: 000000000<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |    140276 | NS      | $367918.31    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Toho Co Ltd/Tokyo                                         | Toho Co Ltd/Tokyo                                                           | CUSIP: 000000000<br>LEI: 529900IYHHYWU4O3H185 | Long             | EC               | CORP              | JP        |      5900 | NS      | $227420.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Accelleron Industries AG                                  | Accelleron Industries AG                                                    | CUSIP: 000000000<br>LEI: 254900KS0MD2PAARXD14 | Long             | EC               | CORP              | CH        |      3515 | NS      | $72550.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mega Financial Holding Co Ltd                             | Mega Financial Holding Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    446559 | NS      | $439917.37    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bechtle AG                                                | Bechtle AG                                                                  | CUSIP: 000000000<br>LEI: 529900HA2QT774RUXW59 | Long             | EC               | CORP              | DE        |      4581 | NS      | $161929.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                            | Commerzbank AG                                                              | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |     49167 | NS      | $459692.48    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                              | CaixaBank SA                                                                | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |    182273 | NS      | $714653.95    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Lonza Group AG                                            | Lonza Group AG                                                              | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |      3074 | NS      | $1508950.99   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Global PLC                                        | Liberty Global PLC                                                          | CUSIP: 000000000<br>LEI: 549300BSGXG3QLIQYT84 | Long             | EC               | CORP              | GB        |     25074 | NS      | $474650.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United Utilities Group PLC                                | United Utilities Group PLC                                                  | CUSIP: 000000000<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |     41239 | NS      | $492737.06    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Flex Ltd                                                  | Flex Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | SG        |     17644 | NS      | $378640.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CAE Inc                                                   | CAE Inc                                                                     | CUSIP: 124765108<br>LEI: 549300FFM2BEH2GF1E44 | Long             | EC               | CORP              | CA        |     19361 | NS      | $374493.79    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Largan Precision Co Ltd                                   | Largan Precision Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      4000 | NS      | $264397.49    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd                           | Brookfield Asset Management Ltd                                             | CUSIP: 113004105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     19031 | NS      | $544927.53    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Nidec Corp                                                | Nidec Corp                                                                  | CUSIP: 000000000<br>LEI: 353800IF171MZTNL6Y31 | Long             | EC               | CORP              | JP        |     25580 | NS      | $1316325.05   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Belimo Holding AG                                         | Belimo Holding AG                                                           | CUSIP: 000000000<br>LEI: 506700339DLX749VEM23 | Long             | EC               | CORP              | CH        |       389 | NS      | $185583.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Signify NV                                                | Signify NV                                                                  | CUSIP: 000000000<br>LEI: 549300072P3J1X8NZO35 | Long             | EC               | CORP              | NL        |      6415 | NS      | $215945.07    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                          | Coca-Cola HBC AG                                                            | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |     11049 | NS      | $261185.04    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                                 | Logitech International SA                                                   | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |      6707 | NS      | $415897.29    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| thyssenkrupp AG                                           | thyssenkrupp AG                                                             | CUSIP: 000000000<br>LEI: 549300UDG16DOYUPR330 | Long             | EC               | CORP              | DE        |     63113 | NS      | $383256.02    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House Ltd                                         | Sekisui House Ltd                                                           | CUSIP: 000000000<br>LEI: 529900GMNDOYQSAJAE76 | Long             | EC               | CORP              | JP        |     38370 | NS      | $680263.74    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                               | FinecoBank Banca Fineco SpA                                                 | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |     29512 | NS      | $490079.20    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bankinter SA                                              | Bankinter SA                                                                | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | EC               | CORP              | ES        |     23595 | NS      | $158075.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Mitsubishi Chemical Group Corp                            | Mitsubishi Chemical Group Corp                                              | CUSIP: 000000000<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |     59060 | NS      | $305754.72    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ipsen SA                                                  | Ipsen SA                                                                    | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |      1880 | NS      | $202213.71    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Estate Co Ltd                                  | Mitsubishi Estate Co Ltd                                                    | CUSIP: 000000000<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |     68808 | NS      | $891309.68    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Kakaopay Corp                                             | Kakaopay Corp                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1000 | NS      | $43409.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL Ltd                                                   | CSL Ltd                                                                     | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |     24210 | NS      | $4720808.09   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                               | National Australia Bank Ltd                                                 | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |    155349 | NS      | $3154144.90   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc                                     | Gildan Activewear Inc                                                       | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |     10361 | NS      | $283741.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJIFILM Holdings Corp                                    | FUJIFILM Holdings Corp                                                      | CUSIP: 000000000<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |     15600 | NS      | $780022.39    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                       | Sumitomo Mitsui Financial Group Inc                                         | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |     58253 | NS      | $2343658.54   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd                                   | QBE Insurance Group Ltd                                                     | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |     83094 | NS      | $753803.07    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashtead Group PLC                                         | Ashtead Group PLC                                                           | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |     26096 | NS      | $1482376.75   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd                                     | Julius Baer Group Ltd                                                       | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |      7623 | NS      | $443666.75    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta Electronics Inc                                     | Delta Electronics Inc                                                       | CUSIP: 000000000<br>LEI: 529900UVZWNWGDLJSM52 | Long             | EC               | CORP              | TW        |     94319 | NS      | $874335.83    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Boliden AB                                                | Boliden AB                                                                  | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |     31825 | NS      | $1195416.69   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Givaudan SA                                               | Givaudan SA                                                                 | CUSIP: 000000000<br>LEI: 213800SVRMQA1TD91D41 | Long             | EC               | CORP              | CH        |       400 | NS      | $1225162.43   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondi PLC                                                 | Mondi PLC                                                                   | CUSIP: 000000000<br>LEI: 213800LOZA69QFDC9N34 | Long             | EC               | CORP              | GB        |     27417 | NS      | $463646.19    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| H Lundbeck A/S                                            | H Lundbeck A/S                                                              | CUSIP: 000000000<br>LEI: 5493006R4KC2OI5D3470 | Long             | EC               | CORP              | DK        |     13629 | NS      | $46738.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                                 | Prosus NV                                                                   | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |     39428 | NS      | $2722242.59   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Ltd                                              | WH Group Ltd                                                                | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |    535041 | NS      | $312056.24    | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Komatsu Ltd                                               | Komatsu Ltd                                                                 | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |     44046 | NS      | $952015.22    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                             | UniCredit SpA                                                               | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |     91787 | NS      | $1302415.72   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Innotek Co Ltd                                         | LG Innotek Co Ltd                                                           | CUSIP: 000000000<br>LEI: 988400KTHH2LMUX7EB48 | Long             | EC               | CORP              | KR        |       636 | NS      | $128267.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlsberg AS                                              | Carlsberg AS                                                                | CUSIP: 000000000<br>LEI: 5299001O0WJQYB5GYZ19 | Long             | EC               | CORP              | DK        |      4624 | NS      | $613359.45    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| DiaSorin SpA                                              | DiaSorin SpA                                                                | CUSIP: 000000000<br>LEI: 8156002878BDF0EE4348 | Long             | EC               | CORP              | IT        |      1327 | NS      | $185681.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fastighets AB Balder                                      | Fastighets AB Balder                                                        | CUSIP: 000000000<br>LEI: 549300GHKJCEZOAEUU82 | Long             | EC               | CORP              | SE        |     30132 | NS      | $140634.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hydro One Ltd                                             | Hydro One Ltd                                                               | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |     19112 | NS      | $511958.82    | 0.08%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Swiss Re AG                                               | Swiss Re AG                                                                 | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |     10495 | NS      | $981296.91    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                 | Zurich Insurance Group AG                                                   | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |      5551 | NS      | $2653806.52   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Danone SA                                                 | Danone SA                                                                   | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |     35667 | NS      | $1879852.72   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Allfunds Group Plc                                        | Allfunds Group Plc                                                          | CUSIP: 000000000<br>LEI: 9598005U8TZQ8Q64SC71 | Long             | EC               | CORP              | GB        |     18033 | NS      | $126460.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP Renovaveis SA                                         | EDP Renovaveis SA                                                           | CUSIP: 000000000<br>LEI: 529900MUFAH07Q1TAX06 | Long             | EC               | CORP              | ES        |     12084 | NS      | $266277.38    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica SA                                             | Telefonica SA                                                               | CUSIP: 000000000<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |    226034 | NS      | $818266.80    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Burberry Group PLC                                        | Burberry Group PLC                                                          | CUSIP: 000000000<br>LEI: 213800PE1KEFCNFR1R50 | Long             | EC               | CORP              | GB        |     19012 | NS      | $462222.57    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                | Allianz SE                                                                  | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |     17967 | NS      | $3836989.52   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| AerCap Holdings NV                                        | AerCap Holdings NV                                                          | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | NL        |      5487 | NS      | $320001.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hoya Corp                                                 | Hoya Corp                                                                   | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |     17487 | NS      | $1674878.75   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp Japan                                         | Oracle Corp Japan                                                           | CUSIP: 000000000<br>LEI: 529900MIMKY9RU60Z323 | Long             | EC               | CORP              | JP        |      2126 | NS      | $138235.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hera SpA                                                  | Hera SpA                                                                    | CUSIP: 000000000<br>LEI: 8156009414FD99443B48 | Long             | EC               | CORP              | IT        |     48247 | NS      | $130132.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aena SME SA                                               | Aena SME SA                                                                 | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |      3684 | NS      | $461819.99    | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SG Holdings Co Ltd                                        | SG Holdings Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15600 | NS      | $216304.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                                 | Argenx SE                                                                   | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |       717 | NS      | $269165.86    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                     | Waste Connections Inc                                                       | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |      1462 | NS      | $193802.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                                                | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |    120532 | NS      | $2240234.10   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Nibe Industrier AB                                        | Nibe Industrier AB                                                          | CUSIP: 000000000<br>LEI: 549300ZQH0FIF1P0MX67 | Long             | EC               | CORP              | SE        |     76068 | NS      | $710001.60    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Wacker Chemie AG                                          | Wacker Chemie AG                                                            | CUSIP: 000000000<br>LEI: 0NURKC5Q3CJYZPPK5046 | Long             | EC               | CORP              | DE        |       866 | NS      | $110361.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WSP Global Inc                                            | WSP Global Inc                                                              | CUSIP: 92938W202<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | EC               | CORP              | CA        |      6979 | NS      | $809698.01    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Mediobanca Banca di Credito Finanziario SpA               | Mediobanca Banca di Credito Finanziario SpA                                 | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | EC               | CORP              | IT        |     33044 | NS      | $317521.81    | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Yaskawa Electric Corp                                     | Yaskawa Electric Corp                                                       | CUSIP: 000000000<br>LEI: 3538003K39GR98R0CK58 | Long             | EC               | CORP              | JP        |     13500 | NS      | $430723.09    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Assicurazioni Generali SpA                                | Assicurazioni Generali SpA                                                  | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |     60673 | NS      | $1078917.27   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Associated British Foods PLC                              | Associated British Foods PLC                                                | CUSIP: 000000000<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |     23572 | NS      | $446895.86    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Rohm Co Ltd                                               | Rohm Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 5493009V2FGDEP7JFE59 | Long             | EC               | CORP              | JP        |      4476 | NS      | $320881.57    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UCB SA                                                    | UCB SA                                                                      | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |      4761 | NS      | $375135.60    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                    | Standard Chartered PLC                                                      | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |    124796 | NS      | $930792.82    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Makita Corp                                               | Makita Corp                                                                 | CUSIP: 000000000<br>LEI: 529900CDR9E94BCM6294 | Long             | EC               | CORP              | JP        |      8892 | NS      | $207141.01    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Alstom SA                                                 | Alstom SA                                                                   | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | EC               | CORP              | FR        |     13795 | NS      | $337516.67    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| George Weston Ltd                                         | George Weston Ltd                                                           | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |      4769 | NS      | $591687.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Husqvarna AB                                              | Husqvarna AB                                                                | CUSIP: 000000000<br>LEI: 549300GYQIIJ3UXB7655 | Long             | EC               | CORP              | SE        |     19098 | NS      | $134133.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT AB                                                    | EQT AB                                                                      | CUSIP: 000000000<br>LEI: 213800U7P9GOIRKCTB34 | Long             | EC               | CORP              | SE        |     12656 | NS      | $268880.26    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Eiffage SA                                                | Eiffage SA                                                                  | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |      3806 | NS      | $374373.51    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Chemical Corp                                      | Nissan Chemical Corp                                                        | CUSIP: 000000000<br>LEI: 3538002E4L1CUGJFFU25 | Long             | EC               | CORP              | JP        |      7100 | NS      | $309611.13    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| D'ieteren Group                                           | D'ieteren Group                                                             | CUSIP: 000000000<br>LEI: 549300DV5KJ23OKVTW34 | Long             | EC               | CORP              | BE        |       906 | NS      | $173872.98    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian SpA                                              | Prysmian SpA                                                                | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |     15648 | NS      | $581409.30    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Orsted AS                                                 | Orsted AS                                                                   | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | EC               | CORP              | DK        |      7861 | NS      | $710678.70    | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Aon PLC                                                   | Aon PLC                                                                     | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |      9969 | NS      | $2992095.66   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMerieux                                                | BioMerieux                                                                  | CUSIP: 000000000<br>LEI: 549300AK8Y0LBIQ4T071 | Long             | EC               | CORP              | FR        |      1619 | NS      | $170097.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexi SpA                                                  | Nexi SpA                                                                    | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | EC               | CORP              | IT        |     27214 | NS      | $214825.53    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | Morgan Stanley Institutional Liquidity Funds - Government Portfolio         | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |      3424 | NS      | $3424.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aalberts NV                                               | Aalberts NV                                                                 | CUSIP: 000000000<br>LEI: 549300EMP9DT6Q35HZ31 | Long             | EC               | CORP              | NL        |      5701 | NS      | $222067.01    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Moncler SpA                                               | Moncler SpA                                                                 | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |     10201 | NS      | $542048.83    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ANA Holdings Inc                                          | ANA Holdings Inc                                                            | CUSIP: 000000000<br>LEI: 5493008IRKIY0G3TE305 | Long             | EC               | CORP              | JP        |      9256 | NS      | $196022.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Red Electrica Corp SA                                     | Red Electrica Corp SA                                                       | CUSIP: 000000000<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |     17781 | NS      | $309178.77    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Feng TAY Enterprise Co Ltd                                | Feng TAY Enterprise Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     19000 | NS      | $127290.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Computershare Ltd                                         | Computershare Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     28258 | NS      | $497793.67    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| TE Connectivity Ltd                                       | TE Connectivity Ltd                                                         | CUSIP: 000000000<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |     13451 | NS      | $1544174.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgestone Corp                                          | Bridgestone Corp                                                            | CUSIP: 000000000<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |     26200 | NS      | $927665.43    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| HeidelbergCement AG                                       | HeidelbergCement AG                                                         | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |     15342 | NS      | $869354.39    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp                                       | SoftBank Group Corp                                                         | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |     57290 | NS      | $2422961.93   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                               | Euronext NV                                                                 | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | Long             | EC               | CORP              | NL        |      3924 | NS      | $290498.34    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Sompo Holdings Inc                                        | Sompo Holdings Inc                                                          | CUSIP: 000000000<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |     13437 | NS      | $594494.39    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| abrdn plc                                                 | abrdn plc                                                                   | CUSIP: 000000000<br>LEI: 0TMBS544NMO7GLCE7H90 | Long             | EC               | CORP              | GB        |     92079 | NS      | $209239.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Intact Financial Corp                                     | Intact Financial Corp                                                       | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |      8805 | NS      | $1267490.81   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Life Financial Inc                                    | Sun Life Financial Inc                                                      | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |     28972 | NS      | $1344822.90   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International                                      | Hermes International                                                        | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |      1464 | NS      | $2266054.37   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi                                                    | Sanofi                                                                      | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     53200 | NS      | $5129891.41   | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd                                          | Isuzu Motors Ltd                                                            | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |     31300 | NS      | $362856.82    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp                                  | Mitsubishi Electric Corp                                                    | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |    108707 | NS      | $1077170.96   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                              | Capgemini SE                                                                | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |      6993 | NS      | $1169061.67   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKWOOL A/S                                              | ROCKWOOL A/S                                                                | CUSIP: 000000000<br>LEI: 213800QRC7LNX935OZ09 | Long             | EC               | CORP              | DK        |       541 | NS      | $126649.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group PLC                                             | AIB Group PLC                                                               | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |     20713 | NS      | $79504.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Wohnen SE                                        | Deutsche Wohnen SE                                                          | CUSIP: 000000000<br>LEI: 529900QE24Q67I3FWZ10 | Long             | EC               | CORP              | DE        |      3000 | NS      | $63831.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                                  | Vinci SA                                                                    | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |     24238 | NS      | $2416210.46   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTO Ltd                                                  | TOTO Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5164 | NS      | $175160.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Open Text Corp                                            | Open Text Corp                                                              | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |     14935 | NS      | $442534.86    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung C&T Corp                                          | Samsung C&T Corp                                                            | CUSIP: 000000000<br>LEI: 988400GFRE4IDFPE9E64 | Long             | EC               | CORP              | KR        |      4642 | NS      | $418203.65    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SinoPac Financial Holdings Co Ltd                         | SinoPac Financial Holdings Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    372690 | NS      | $202724.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nan Ya Printed Circuit Board Corp                         | Nan Ya Printed Circuit Board Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      9000 | NS      | $66133.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Omron Corp                                                | Omron Corp                                                                  | CUSIP: 000000000<br>LEI: 549300ZHW0TR2QZ0NY83 | Long             | EC               | CORP              | JP        |      9082 | NS      | $438912.94    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                 | Sampo Oyj                                                                   | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |     16782 | NS      | $876514.65    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barratt Developments PLC                                  | Barratt Developments PLC                                                    | CUSIP: 000000000<br>LEI: 2138006R85VEOF5YNK29 | Long             | EC               | CORP              | GB        |     56017 | NS      | $267553.63    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TELUS Corp                                                | TELUS Corp                                                                  | CUSIP: 87971M103<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | EC               | CORP              | CA        |     26536 | NS      | $512101.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                                    | AP Moller - Maersk A/S                                                      | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |       282 | NS      | $631286.21    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Industries Corp                                    | Toyota Industries Corp                                                      | CUSIP: 000000000<br>LEI: 35380000WKGEAHEMW830 | Long             | EC               | CORP              | JP        |      6775 | NS      | $368056.29    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Shiseido Co Ltd                                           | Shiseido Co Ltd                                                             | CUSIP: 000000000<br>LEI: 5299008QCD0YDT5OF506 | Long             | EC               | CORP              | JP        |     17397 | NS      | $852691.05    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd                                    | ANZ Group Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    166549 | NS      | $2682923.56   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                      | Infrastrutture Wireless Italiane SpA                                        | CUSIP: 000000000<br>LEI: 81560066183FE361C071 | Long             | EC               | CORP              | IT        |     17407 | NS      | $175605.39    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Norsk Hydro ASA                                           | Norsk Hydro ASA                                                             | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |    158369 | NS      | $1183390.79   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Unicharm Corp                                             | Unicharm Corp                                                               | CUSIP: 000000000<br>LEI: 353800UQ4BZIJTAQEG85 | Long             | EC               | CORP              | JP        |     20002 | NS      | $765801.02    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ALD SA                                                    | ALD SA                                                                      | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | EC               | CORP              | FR        |      3000 | NS      | $34613.85     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: —       |
| B&M European Value Retail SA                              | B&M European Value Retail SA                                                | CUSIP: 000000000<br>LEI: 213800UK7ZRLY2K1X530 | Long             | EC               | CORP              | LU        |     48687 | NS      | $241672.49    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Cathay Financial Holding Co Ltd                           | Cathay Financial Holding Co Ltd                                             | CUSIP: 000000000<br>LEI: 5299009XR1QLFAMQ3X77 | Long             | EC               | CORP              | TW        |    365973 | NS      | $475196.33    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nice Ltd                                                  | Nice Ltd                                                                    | CUSIP: 000000000<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |      3736 | NS      | $718724.35    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| AGC Inc                                                   | AGC Inc                                                                     | CUSIP: 000000000<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |     21455 | NS      | $711999.90    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc AB                                                 | Epiroc AB                                                                   | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |     43262 | NS      | $787762.32    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Metals Group Ltd                                | Fortescue Metals Group Ltd                                                  | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |    141047 | NS      | $1971435.46   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Technologies Engineering Ltd                    | Singapore Technologies Engineering Ltd                                      | CUSIP: 000000000<br>LEI: 254900OEXGGWCR24DG90 | Long             | EC               | CORP              | SG        |     94000 | NS      | $235217.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Realtek Semiconductor Corp                                | Realtek Semiconductor Corp                                                  | CUSIP: 000000000<br>LEI: 5299002E7F36O00MYY75 | Long             | EC               | CORP              | TW        |     21000 | NS      | $190973.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                          | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |    660532 | NS      | $1975064.83   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International AG                           | Kuehne + Nagel International AG                                             | CUSIP: 000000000<br>LEI: 529900Q0YED3805QXQ66 | Long             | EC               | CORP              | CH        |      2026 | NS      | $471009.67    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexagon AB                                                | Hexagon AB                                                                  | CUSIP: 000000000<br>LEI: 549300WJFW6ILNI4TA80 | Long             | EC               | CORP              | SE        |     88202 | NS      | $924805.36    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Baloise Holding AG                                        | Baloise Holding AG                                                          | CUSIP: 000000000<br>LEI: 529900G5XKBZN48T6283 | Long             | EC               | CORP              | CH        |      1582 | NS      | $243955.07    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd                          | Oversea-Chinese Banking Corp Ltd                                            | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |    156171 | NS      | $1420536.61   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Henderson Land Development Co Ltd                         | Henderson Land Development Co Ltd                                           | CUSIP: 000000000<br>LEI: 529900SYQB7IVR9QGN76 | Long             | EC               | CORP              | HK        |     71355 | NS      | $248401.07    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| United Internet AG                                        | United Internet AG                                                          | CUSIP: 000000000<br>LEI: 3VEKWPJHTD4NKMBVG947 | Long             | EC               | CORP              | DE        |      3162 | NS      | $63760.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Flughafen Zurich AG                                       | Flughafen Zurich AG                                                         | CUSIP: 000000000<br>LEI: 529900PFO97GCN5SYB55 | Long             | EC               | CORP              | CH        |       769 | NS      | $118995.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck KGaA                                                | Merck KGaA                                                                  | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |      6345 | NS      | $1224205.71   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CGI Inc                                                   | CGI Inc                                                                     | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |     11319 | NS      | $975657.67    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Shopify Inc                                               | Shopify Inc                                                                 | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |     49998 | NS      | $1735430.58   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysmex Corp                                               | Sysmex Corp                                                                 | CUSIP: 000000000<br>LEI: 5299001ZO4CKWACMZI55 | Long             | EC               | CORP              | JP        |      8726 | NS      | $526793.67    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Diageo PLC                                                | Diageo PLC                                                                  | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |    110550 | NS      | $4838978.62   | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens AG                                                | Siemens AG                                                                  | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |     37301 | NS      | $5141987.70   | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA              | Cie Generale des Etablissements Michelin SCA                                | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |     30270 | NS      | $843239.54    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                               | NN Group NV                                                                 | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |     11475 | NS      | $469237.79    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd                                         | Swire Pacific Ltd                                                           | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |     24393 | NS      | $213826.08    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Hynix Inc                                              | SK Hynix Inc                                                                | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |     27644 | NS      | $1649351.55   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd                                  | United Overseas Bank Ltd                                                    | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |     60859 | NS      | $1394026.19   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Itochu Techno-Solutions Corp                              | Itochu Techno-Solutions Corp                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5400 | NS      | $125257.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                       | EssilorLuxottica SA                                                         | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |     13832 | NS      | $2502664.66   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp                                   | Panasonic Holdings Corp                                                     | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |    101400 | NS      | $848618.50    | 0.12%             |  |  |  | No            |                  2 | On Loan: —       |
| Haleon PLC                                                | Haleon PLC                                                                  | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |    290751 | NS      | $1150389.95   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                   | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |      6155 | NS      | $1990959.87   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Corp                                               | Yamaha Corp                                                                 | CUSIP: 000000000<br>LEI: 529900S5TENP3IJS7S02 | Long             | EC               | CORP              | JP        |      5944 | NS      | $220568.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| E Ink Holdings Inc                                        | E Ink Holdings Inc                                                          | CUSIP: 000000000<br>LEI: 529900UOR451FJJYL571 | Long             | EC               | CORP              | TW        |     34000 | NS      | $178048.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hulic Co Ltd                                              | Hulic Co Ltd                                                                | CUSIP: 000000000<br>LEI: 3538002E12E7IHAKTB10 | Long             | EC               | CORP              | JP        |     28700 | NS      | $225368.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                          | Deutsche Post AG                                                            | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |     49347 | NS      | $1846891.69   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi HC Capital Inc                                 | Mitsubishi HC Capital Inc                                                   | CUSIP: 000000000<br>LEI: 353800MZ3QX9RLMH7B09 | Long             | EC               | CORP              | JP        |     29900 | NS      | $147064.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Terumo Corp                                               | Terumo Corp                                                                 | CUSIP: 000000000<br>LEI: 353800JX1R4582QVK932 | Long             | EC               | CORP              | JP        |     29546 | NS      | $837646.09    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Hotai Motor Co Ltd                                        | Hotai Motor Co Ltd                                                          | CUSIP: 000000000<br>LEI: 254900ZL0NDWNH1MNQ51 | Long             | EC               | CORP              | TW        |     12000 | NS      | $229043.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Transurban Group                                          | Transurban Group                                                            | CUSIP: 000000000<br>LEI: 549300ZR71SUQ4VUTM79 | Long             | EC               | CORP              | AU        |    194962 | NS      | $1715246.73   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajinomoto Co Inc                                          | Ajinomoto Co Inc                                                            | CUSIP: 000000000<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |     26108 | NS      | $797947.37    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                              | Takeda Pharmaceutical Co Ltd                                                | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |     73952 | NS      | $2310753.72   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                             | Banco BPM SpA                                                               | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | EC               | CORP              | IT        |     71482 | NS      | $254831.22    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                          | Skandinaviska Enskilda Banken AB                                            | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |     66960 | NS      | $770901.84    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantech Co Ltd                                          | Advantech Co Ltd                                                            | CUSIP: 000000000<br>LEI: 2549002OSTKE9HB9IY03 | Long             | EC               | CORP              | TW        |     17499 | NS      | $187369.43    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Knorr-Bremse AG                                           | Knorr-Bremse AG                                                             | CUSIP: 000000000<br>LEI: 5299001GRRO0Z25YZT52 | Long             | EC               | CORP              | DE        |      3492 | NS      | $189972.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SIG Group AG                                              | SIG Group AG                                                                | CUSIP: 000000000<br>LEI: 5493004Z6P7TSVB1L042 | Long             | EC               | CORP              | CH        |     13847 | NS      | $302573.18    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Xinyi Glass Holdings Ltd                                  | Xinyi Glass Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 52990082YXVVZFK1QJ17 | Long             | EC               | CORP              | KY        |    314000 | NS      | $580138.38    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TIS Inc                                                   | TIS Inc                                                                     | CUSIP: 000000000<br>LEI: 35380064HYEZXBQHDF07 | Long             | EC               | CORP              | JP        |      9300 | NS      | $244420.45    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Solvay SA                                                 | Solvay SA                                                                   | CUSIP: 000000000<br>LEI: 549300MMVL80RTBP3O28 | Long             | EC               | CORP              | BE        |      2638 | NS      | $266717.53    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                | Mizuho Financial Group Inc                                                  | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |    107158 | NS      | $1509673.00   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Melrose Industries PLC                                    | Melrose Industries PLC                                                      | CUSIP: 000000000<br>LEI: 213800RGNXXZY2M7TR85 | Long             | EC               | CORP              | GB        |    229517 | NS      | $369775.69    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain                                       | Cie de Saint-Gobain                                                         | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |     41316 | NS      | $2021211.66   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| UPM-Kymmene Oyj                                           | UPM-Kymmene Oyj                                                             | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |     24278 | NS      | $908515.49    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Rakuten Group Inc                                         | Rakuten Group Inc                                                           | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Long             | EC               | CORP              | JP        |     37800 | NS      | $170367.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Chow Tai Fook Jewellery Group Ltd                         | Chow Tai Fook Jewellery Group Ltd                                           | CUSIP: 000000000<br>LEI: 254900VXRL7SRSF44G79 | Long             | EC               | CORP              | KY        |    128000 | NS      | $260116.48    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                              | Canadian National Railway Co                                                | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |     33322 | NS      | $3958279.53   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| IGM Financial Inc                                         | IGM Financial Inc                                                           | CUSIP: 449586106<br>LEI: 254900RYHLVJNTUFDA95 | Long             | EC               | CORP              | CA        |      4844 | NS      | $135231.31    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| TPG Telecom Ltd                                           | TPG Telecom Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     27646 | NS      | $91579.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| United Microelectronics Corp                              | United Microelectronics Corp                                                | CUSIP: 000000000<br>LEI: 391200YJCAGH9LF96P73 | Long             | EC               | CORP              | TW        |    497000 | NS      | $653000.74    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co Ltd                                           | Nintendo Co Ltd                                                             | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |     51390 | NS      | $2160773.34   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                       | Erste Group Bank AG                                                         | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |     17169 | NS      | $549325.68    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                    | Eurofins Scientific SE                                                      | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | EC               | CORP              | LU        |      7106 | NS      | $510197.48    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Adecco Group AG                                           | Adecco Group AG                                                             | CUSIP: 000000000<br>LEI: NI14Y5UMU60O7JE9P611 | Long             | EC               | CORP              | CH        |      7319 | NS      | $240757.44    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                                      | Dassault Systemes SE                                                        | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |     29039 | NS      | $1044232.32   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| voestalpine AG                                            | voestalpine AG                                                              | CUSIP: 000000000<br>LEI: 529900ZAXBMQDIWPNB72 | Long             | EC               | CORP              | AT        |     12130 | NS      | $321312.85    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                 | Taiwan Semiconductor Manufacturing Co Ltd                                   | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    967240 | NS      | $14047670.39  | 2.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Auckland International Airport Ltd                        | Auckland International Airport Ltd                                          | CUSIP: 000000000<br>LEI: 549300HFZIZDJWB7AK60 | Long             | EC               | CORP              | NZ        |     60611 | NS      | $300605.74    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp                                                 | KDDI Corp                                                                   | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |     71218 | NS      | $2159820.20   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Mediolanum SpA                                      | Banca Mediolanum SpA                                                        | CUSIP: 000000000<br>LEI: 7LVZJ6XRIE7VNZ4UBX81 | Long             | EC               | CORP              | IT        |      8796 | NS      | $73292.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                        | Poste Italiane SpA                                                          | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |     24116 | NS      | $235286.94    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Hongkong Land Holdings Ltd                                | Hongkong Land Holdings Ltd                                                  | CUSIP: 000000000<br>LEI: 213800XCHYNRPAYGXW28 | Long             | EC               | CORP              | BM        |     62000 | NS      | $285250.47    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                        | Vodafone Group PLC                                                          | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |   1527148 | NS      | $1546568.66   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| L&F Co Ltd                                                | L&F Co Ltd                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1113 | NS      | $153460.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shionogi & Co Ltd                                         | Shionogi & Co Ltd                                                           | CUSIP: 000000000<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |     12054 | NS      | $601411.61    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sofina SA                                                 | Sofina SA                                                                   | CUSIP: 000000000<br>LEI: 5493000GMVR38VUO5D39 | Long             | EC               | CORP              | BE        |       417 | NS      | $92074.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Demant A/S                                                | Demant A/S                                                                  | CUSIP: 000000000<br>LEI: 213800RM6L9LN78BVA56 | Long             | EC               | CORP              | DK        |      4371 | NS      | $121888.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Globalwafers Co Ltd                                       | Globalwafers Co Ltd                                                         | CUSIP: 000000000<br>LEI: 529900V6RTNF3U5EGX67 | Long             | EC               | CORP              | TW        |      8000 | NS      | $110853.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fosun International Ltd                                   | Fosun International Ltd                                                     | CUSIP: 000000000<br>LEI: 213800Z99WQEXDF82F09 | Long             | EC               | CORP              | HK        |    274000 | NS      | $222399.38    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ConvaTec Group PLC                                        | ConvaTec Group PLC                                                          | CUSIP: 000000000<br>LEI: 213800LS272L4FIDOH92 | Long             | EC               | CORP              | GB        |    106165 | NS      | $297332.95    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SK Bioscience Co Ltd                                      | SK Bioscience Co Ltd                                                        | CUSIP: 000000000<br>LEI: 988400F5SGZAXEGIAM36 | Long             | EC               | CORP              | KR        |      1156 | NS      | $67690.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                                | Vonovia SE                                                                  | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |     43759 | NS      | $1030805.56   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Edenred                                                   | Edenred                                                                     | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |     12864 | NS      | $700127.89    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyocera Corp                                              | Kyocera Corp                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14600 | NS      | $724694.97    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                   | Manulife Financial Corp                                                     | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |     98267 | NS      | $1752694.28   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Telia Co AB                                               | Telia Co AB                                                                 | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |    108966 | NS      | $278437.34    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Grifols SA                                                | Grifols SA                                                                  | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | EC               | CORP              | ES        |     12573 | NS      | $145198.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Naturgy Energy Group SA                                   | Naturgy Energy Group SA                                                     | CUSIP: 000000000<br>LEI: TL2N6M87CW970S5SV098 | Long             | EC               | CORP              | ES        |      9120 | NS      | $237019.73    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Airtac International Group                                | Airtac International Group                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      6000 | NS      | $181148.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Chemical Co Ltd                                  | Sumitomo Chemical Co Ltd                                                    | CUSIP: 000000000<br>LEI: 353800RSAU9BD8U4DM91 | Long             | EC               | CORP              | JP        |     65800 | NS      | $235934.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius Stedim Biotech                                  | Sartorius Stedim Biotech                                                    | CUSIP: 000000000<br>LEI: 52990006IVXY7GCSSR39 | Long             | EC               | CORP              | FR        |      1134 | NS      | $368513.65    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential PLC                                            | Prudential PLC                                                              | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |    136860 | NS      | $1866125.46   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                               | Novartis AG                                                                 | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     85463 | NS      | $7734180.88   | 1.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                           | Nordea Bank Abp                                                             | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |    119006 | NS      | $1274786.51   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC                                         | National Grid PLC                                                           | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |    222824 | NS      | $2669287.20   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke DSM NV                                        | Koninklijke DSM NV                                                          | CUSIP: 000000000<br>LEI: 724500SNT1MK246AHP04 | Long             | EC               | CORP              | NL        |      8501 | NS      | $1043876.54   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| DCC PLC                                                   | DCC PLC                                                                     | CUSIP: 000000000<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | IE        |     12341 | NS      | $606830.54    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries Ltd                          | Sumitomo Electric Industries Ltd                                            | CUSIP: 000000000<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |     33473 | NS      | $378192.90    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                             | AIA Group Ltd                                                               | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |    504383 | NS      | $5570093.88   | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| Saputo Inc                                                | Saputo Inc                                                                  | CUSIP: 802912105<br>LEI: 549300HH4U1DPY0TBT90 | Long             | EC               | CORP              | CA        |     17422 | NS      | $431303.87    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Temenos AG                                                | Temenos AG                                                                  | CUSIP: 000000000<br>LEI: 5067007NW6550481FH64 | Long             | EC               | CORP              | CH        |      2695 | NS      | $148260.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd                                      | Sonic Healthcare Ltd                                                        | CUSIP: 000000000<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |     28064 | NS      | $571131.17    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Fubon Financial Holding Co Ltd                            | Fubon Financial Holding Co Ltd                                              | CUSIP: 000000000<br>LEI: 549300G7Y2TS2XNIB476 | Long             | EC               | CORP              | TW        |    331550 | NS      | $606414.48    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SEB SA                                                    | SEB SA                                                                      | CUSIP: 000000000<br>LEI: 969500WP61NBK098AC47 | Long             | EC               | CORP              | FR        |       643 | NS      | $53948.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Puma SE                                                   | Puma SE                                                                     | CUSIP: 000000000<br>LEI: 529900GRZ2BQY5ZM9N49 | Long             | EC               | CORP              | DE        |      4756 | NS      | $287468.19    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CCL Industries Inc                                        | CCL Industries Inc                                                          | CUSIP: 124900309<br>LEI: 549300TD3EMSRRC0YH75 | Long             | EC               | CORP              | CA        |      8848 | NS      | $377967.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ackermans & van Haaren NV                                 | Ackermans & van Haaren NV                                                   | CUSIP: 000000000<br>LEI: 5493005E2GHATS0Z6J59 | Long             | EC               | CORP              | BE        |       754 | NS      | $129411.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Ltd                              | Canadian Pacific Railway Ltd                                                | CUSIP: 13645T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     48617 | NS      | $3624731.28   | 0.53%             |  |  |  | No            |                  1 | On Loan: —       |
| Groupe Bruxelles Lambert NV                               | Groupe Bruxelles Lambert NV                                                 | CUSIP: 000000000<br>LEI: 549300KV0ZEHT2KVU152 | Long             | EC               | CORP              | BE        |      3632 | NS      | $290260.83    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamato Holdings Co Ltd                                    | Yamato Holdings Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18100 | NS      | $286817.16    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fraport AG Frankfurt Airport Services Worldwide           | Fraport AG Frankfurt Airport Services Worldwide                             | CUSIP: 000000000<br>LEI: 5299001ERX0K10IZUL40 | Long             | EC               | CORP              | DE        |      1848 | NS      | $74839.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunzl PLC                                                 | Bunzl PLC                                                                   | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |     18501 | NS      | $615530.95    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                      | Banco de Sabadell SA                                                        | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | EC               | CORP              | ES        |    206973 | NS      | $194546.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                        | Coca-Cola Europacific Partners PLC                                          | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |     14173 | NS      | $784050.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                                 | Safran SA                                                                   | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |     16604 | NS      | $2079714.53   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyowa Kirin Co Ltd                                        | Kyowa Kirin Co Ltd                                                          | CUSIP: 000000000<br>LEI: 529900TBXKVTQGYA3582 | Long             | EC               | CORP              | JP        |     12806 | NS      | $293308.31    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen AG                                             | Volkswagen AG                                                               | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EC               | CORP              | DE        |      1645 | NS      | $258060.43    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hankyu Hanshin Holdings Inc                               | Hankyu Hanshin Holdings Inc                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11600 | NS      | $343680.18    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Coloplast A/S                                             | Coloplast A/S                                                               | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |      5433 | NS      | $636490.27    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MEIJI Holdings Co Ltd                                     | MEIJI Holdings Co Ltd                                                       | CUSIP: 000000000<br>LEI: 5299002D52YIP6DWMV49 | Long             | EC               | CORP              | JP        |      6571 | NS      | $336817.65    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Prime Site AG                                       | Swiss Prime Site AG                                                         | CUSIP: 000000000<br>LEI: 506700XI9H64OPR34158 | Long             | EC               | CORP              | CH        |      3251 | NS      | $281773.20    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Investec PLC                                              | Investec PLC                                                                | CUSIP: 000000000<br>LEI: 2138007Z3U5GWDN3MY22 | Long             | EC               | CORP              | GB        |     30875 | NS      | $188747.03    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Croda International PLC                                   | Croda International PLC                                                     | CUSIP: 000000000<br>LEI: 2138004WCNBFJEEOXV26 | Long             | EC               | CORP              | GB        |      8092 | NS      | $643949.62    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVER Corp                                                | NAVER Corp                                                                  | CUSIP: 000000000<br>LEI: 988400ULUQYDB2HQYJ61 | Long             | EC               | CORP              | KR        |      7324 | NS      | $1041626.20   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                                | Phoenix Group Holdings PLC                                                  | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | EC               | CORP              | GB        |     45305 | NS      | $331880.85    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Ltd                                              | Brambles Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     82121 | NS      | $673441.77    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings Inc                                 | Tokio Marine Holdings Inc                                                   | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |     75200 | NS      | $1606451.20   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                 | Rogers Communications Inc                                                   | CUSIP: 775109200<br>LEI: 54930030NVF3Y2OL0A78 | Long             | EC               | CORP              | CA        |     18763 | NS      | $878147.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| InterContinental Hotels Group PLC                         | InterContinental Hotels Group PLC                                           | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |     12864 | NS      | $738120.92    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                         | Siemens Energy AG                                                           | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |     23566 | NS      | $442478.59    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Obic Co Ltd                                               | Obic Co Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $455108.06    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Gjensidige Forsikring ASA                                 | Gjensidige Forsikring ASA                                                   | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6FAO47 | Long             | EC               | CORP              | NO        |     12137 | NS      | $238055.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Holmen AB                                                 | Holmen AB                                                                   | CUSIP: 000000000<br>LEI: 52990080SH3454F0QE68 | Long             | EC               | CORP              | SE        |      4339 | NS      | $172453.41    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                     | Schneider Electric SE                                                       | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |     25133 | NS      | $3529542.33   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| GMO Payment Gateway Inc                                   | GMO Payment Gateway Inc                                                     | CUSIP: 000000000<br>LEI: 353800Q6U21E2PM83F86 | Long             | EC               | CORP              | JP        |      1600 | NS      | $132318.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Axfood AB                                                 | Axfood AB                                                                   | CUSIP: 000000000<br>LEI: 549300QIXCZWZLHE8L05 | Long             | EC               | CORP              | SE        |      5804 | NS      | $159149.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Swatch Group AG/The                                       | Swatch Group AG/The                                                         | CUSIP: 000000000<br>LEI: 529900NTES2LEON1JZ55 | Long             | EC               | CORP              | CH        |      1089 | NS      | $309516.25    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                  | Infineon Technologies AG                                                    | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |     62294 | NS      | $1893232.09   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Yara International ASA                                    | Yara International ASA                                                      | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |     12311 | NS      | $540661.62    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Recordati Industria Chimica e Farmaceutica SpA            | Recordati Industria Chimica e Farmaceutica SpA                              | CUSIP: 000000000<br>LEI: 815600FBF92FD3531704 | Long             | EC               | CORP              | IT        |      5927 | NS      | $246372.18    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrovial SA                                              | Ferrovial SA                                                                | CUSIP: 000000000<br>LEI: 95980020140005757903 | Long             | EC               | CORP              | ES        |     21974 | NS      | $575338.95    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenor ASA                                               | Telenor ASA                                                                 | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |     45193 | NS      | $422236.84    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hella GmbH & Co KGaA                                      | Hella GmbH & Co KGaA                                                        | CUSIP: 000000000<br>LEI: 529900PLX4ADJFWIY024 | Long             | EC               | CORP              | DE        |      1536 | NS      | $124704.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp                          | Algonquin Power & Utilities Corp                                            | CUSIP: 015857105<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EC               | CORP              | CA        |     45792 | NS      | $298290.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Zalando SE                                                | Zalando SE                                                                  | CUSIP: 000000000<br>LEI: 529900YRFFGH5AXU4S86 | Long             | EC               | CORP              | DE        |     11463 | NS      | $403552.61    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Howden Joinery Group PLC                                  | Howden Joinery Group PLC                                                    | CUSIP: 000000000<br>LEI: 213800KC1LJOJTY3JP45 | Long             | EC               | CORP              | GB        |     25541 | NS      | $172462.52    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Powerchip Semiconductor Manufacturing Corp                | Powerchip Semiconductor Manufacturing Corp                                  | CUSIP: 000000000<br>LEI: 529900VFH8M98IALG693 | Long             | EC               | CORP              | TW        |    106508 | NS      | $109876.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkeley Group Holdings PLC                               | Berkeley Group Holdings PLC                                                 | CUSIP: 000000000<br>LEI: 2138009OQSSLVVHQAL78 | Long             | EC               | CORP              | GB        |      6369 | NS      | $290358.72    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fast Retailing Co Ltd                                     | Fast Retailing Co Ltd                                                       | CUSIP: 000000000<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |      2542 | NS      | $1546892.15   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Adevinta ASA                                              | Adevinta ASA                                                                | CUSIP: 000000000<br>LEI: 529900W8V3YLHRSZH763 | Long             | EC               | CORP              | NO        |     25013 | NS      | $165629.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Intertek Group PLC                                        | Intertek Group PLC                                                          | CUSIP: 000000000<br>LEI: 2138003GAT25WW1RN369 | Long             | EC               | CORP              | GB        |     10313 | NS      | $501750.10    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Coles Group Ltd                                           | Coles Group Ltd                                                             | CUSIP: 000000000<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |     94942 | NS      | $1076227.05   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Denso Corp                                                | Denso Corp                                                                  | CUSIP: 000000000<br>LEI: 549300RYPA10CQM3QK38 | Long             | EC               | CORP              | JP        |     25147 | NS      | $1233204.38   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Yuanta Financial Holding Co Ltd                           | Yuanta Financial Holding Co Ltd                                             | CUSIP: 000000000<br>LEI: 21380045JG57LJEFFE13 | Long             | EC               | CORP              | TW        |    381718 | NS      | $269008.33    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Banque Cantonale Vaudoise                                 | Banque Cantonale Vaudoise                                                   | CUSIP: 000000000<br>LEI: K1MOBB3OPSBBQO554R76 | Long             | EC               | CORP              | CH        |       787 | NS      | $75455.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GFL Environmental Inc                                     | GFL Environmental Inc                                                       | CUSIP: 36168Q104<br>LEI: 549300FYK4MBXWIVZU26 | Long             | EC               | CORP              | CA        |     12537 | NS      | $366110.03    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncorp Group Ltd                                         | Suncorp Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300BVOKRTHDIWVT46 | Long             | EC               | CORP              | AU        |     65192 | NS      | $531237.09    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Teleperformance                                           | Teleperformance                                                             | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |      2505 | NS      | $598858.26    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                    | Mercedes-Benz Group AG                                                      | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |     43098 | NS      | $2818388.00   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Mapfre SA                                                 | Mapfre SA                                                                   | CUSIP: 000000000<br>LEI: 95980020140005693107 | Long             | EC               | CORP              | ES        |     30543 | NS      | $59085.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Qantas Airways Ltd                                        | Qantas Airways Ltd                                                          | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |     56530 | NS      | $228816.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Investor AB                                               | Investor AB                                                                 | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |     94116 | NS      | $1703589.39   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Halma PLC                                                 | Halma PLC                                                                   | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |     22785 | NS      | $542623.41    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                            | Loblaw Cos Ltd                                                              | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |     10800 | NS      | $954930.58    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                        | Banco Bilbao Vizcaya Argentaria SA                                          | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |    244502 | NS      | $1472700.38   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Chem Ltd                                               | LG Chem Ltd                                                                 | CUSIP: 000000000<br>LEI: 988400IES4EIG7O06940 | Long             | EC               | CORP              | KR        |      2733 | NS      | $1305087.58   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                  | Svenska Handelsbanken AB                                                    | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |     62520 | NS      | $629450.70    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Whitbread PLC                                             | Whitbread PLC                                                               | CUSIP: 000000000<br>LEI: 21380099VMZKRMN3EX36 | Long             | EC               | CORP              | GB        |     12863 | NS      | $397705.32    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                           | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |    847515 | NS      | $5252503.01   | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| Valeo                                                     | Valeo                                                                       | CUSIP: 000000000<br>LEI: 5493006IH2N2WMIBB742 | Long             | EC               | CORP              | FR        |      9007 | NS      | $160935.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eva Airways Corp                                          | Eva Airways Corp                                                            | CUSIP: 000000000<br>LEI: 254900S1P4XOXV67GC07 | Long             | EC               | CORP              | TW        |    107000 | NS      | $97577.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung SDS Co Ltd                                        | Samsung SDS Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1536 | NS      | $149697.31    | 0.02%             |  |  |  | No            |                  2 | 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