# EDGAR Filing Document

**Accession Number:** 0001105446
**File Stem:** 0001752724-23-049156
**Filing Date:** 2023-3
**Character Count:** 262054
**Document Hash:** a8dfe4c05a3aa6d0ddee04ef68c54b1e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-049156.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-049156

**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:** 23690865

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

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

Calvert

US Large-Cap Value Responsible Index Fund

December 31, 2022

Schedule of Investments (Unaudited)

------

Common Stocks — 99.5%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Aerospace & Defense — 0.1% | Aerospace & Defense — 0.1% |  |
| Curtiss-Wright Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7804 | $1303190 |
| Hexcel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1631 | &nbsp;&nbsp; 95984 |
| Woodward, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11811 | &nbsp;&nbsp; 1141061 |
|  |  | **$2540235** |
| Air Freight & Logistics — 1.1% | Air Freight & Logistics — 1.1% |  |
| C.H. Robinson Worldwide, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;26730 | $2447399 |
| FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp;48084 | &nbsp;&nbsp; 8328149 |
| GXO Logistics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11160 | &nbsp;&nbsp; 476420 |
| United Parcel Service, Inc., Class B | &nbsp;&nbsp;&nbsp;&nbsp;49883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8671661 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$19923629** |
| Airlines — 0.2% | Airlines — 0.2% |  |
| Alaska Air Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;33105 | &nbsp;&nbsp;&nbsp;&nbsp;$1421529 |
| American Airlines Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;137609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750386 |
| Southwest Airlines Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16936 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$3188851** |
| Auto Components — 0.4% | Auto Components — 0.4% |  |
| Autoliv, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22941 | &nbsp;&nbsp;&nbsp;&nbsp;$1756822 |
| BorgWarner, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;62666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2522306 |
| Gentex Corp. | &nbsp;&nbsp;&nbsp;&nbsp;14204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387343 |
| Lear Corp. | &nbsp;&nbsp;&nbsp;&nbsp;13400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1661868 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$6328339** |
| Automobiles — 1.3% | Automobiles — 1.3% |  |
| Ford Motor Co. | &nbsp;&nbsp;742417 | &nbsp;&nbsp;&nbsp;&nbsp;$8634310 |
| General Motors Co. | &nbsp;&nbsp;263616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8868042 |
| Harley-Davidson, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;38598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1605677 |
| Rivian Automotive, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;134719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2482871 |
| Thor Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1047801 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$22638701** |
| Banks — 14.1% | Banks — 14.1% |  |
| Bank of America Corp. | 1041510 | &nbsp;&nbsp;&nbsp;&nbsp;$34494811 |
| Bank OZK | &nbsp;&nbsp;&nbsp;&nbsp;30556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1224073 |
| BOK Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;819941 |
| Cadence Bank | &nbsp;&nbsp;&nbsp;&nbsp;49544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1221755 |
| Citigroup, Inc. | &nbsp;&nbsp;322262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14575910 |
| Citizens Financial Group, Inc. | &nbsp;&nbsp;133179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5243257 |
| Comerica, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;35003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2339951 |
| Commerce Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;32368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2203290 |
| Cullen/Frost Bankers, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2140136 |
| East West Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;37934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2499851 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Banks (continued) | Banks (continued) |  |
| F.N.B. Corp. | &nbsp;&nbsp;&nbsp;&nbsp;93643 | $1222041 |
| Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;171643 | &nbsp;&nbsp; 5631607 |
| First Citizens Bancshares, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2959 | &nbsp;&nbsp; 2243987 |
| First Financial Bankshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21449 | &nbsp;&nbsp; 737846 |
| First Horizon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;141818 | &nbsp;&nbsp; 3474541 |
| First Interstate BancSystem, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;24636 | &nbsp;&nbsp; 952181 |
| First Republic Bank | &nbsp;&nbsp;&nbsp;&nbsp;33871 | &nbsp;&nbsp; 4128536 |
| Glacier Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;28341 | &nbsp;&nbsp; 1400612 |
| Hancock Whitney Corp. | &nbsp;&nbsp;&nbsp;&nbsp;23119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1118728 |
| Home BancShares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;52105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1187473 |
| Huntington Bancshares, Inc. | &nbsp;&nbsp;384225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5417573 |
| JPMorgan Chase & Co. | &nbsp;&nbsp;421144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56475410 |
| KeyCorp | &nbsp;&nbsp;250354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4361167 |
| M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;39914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5789925 |
| Old National Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;78397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1409578 |
| Pinnacle Financial Partners, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;19141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1404949 |
| PNC Financial Services Group, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;71845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11347199 |
| Popular, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1356509 |
| Prosperity Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1732037 |
| Regions Financial Corp. | &nbsp;&nbsp;251243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5416799 |
| ServisFirst Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500769 |
| Signature Bank | &nbsp;&nbsp;&nbsp;&nbsp;16905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1947794 |
| SouthState Corp. | &nbsp;&nbsp;&nbsp;&nbsp;19979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1525596 |
| SVB Financial Group<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1339185 |
| Synovus Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;38975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1463511 |
| Truist Financial Corp. | &nbsp;&nbsp;238453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10260633 |
| U.S. Bancorp | &nbsp;&nbsp;264247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11523812 |
| UMB Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;12907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1077993 |
| United Bankshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;33651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1362529 |
| Valley National Bancorp | &nbsp;&nbsp;114132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1290833 |
| Webster Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;47482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2247798 |
| Wells Fargo & Co. | &nbsp;&nbsp;583729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24102170 |
| Western Alliance Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;28337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1687752 |
| Wintrust Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;15286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1291973 |
| Zions Bancorp NA | &nbsp;&nbsp;&nbsp;&nbsp;40141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1973332 |
|  |  | &nbsp;&nbsp;**$247167353** |
| Beverages — 2.6% | Beverages — 2.6% |  |
| Coca-Cola Co. (The) | &nbsp;&nbsp;243164 | &nbsp;&nbsp;&nbsp;&nbsp;$15467662 |
| Coca-Cola Consolidated, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286409 |
| Keurig Dr Pepper, Inc. | &nbsp;&nbsp;187899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6700478 |
| PepsiCo, Inc. | &nbsp;&nbsp;128060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23135320 |
|  |  | &nbsp;&nbsp;&nbsp;**$45589869** |
| Biotechnology — 2.1% | Biotechnology — 2.1% |  |
| AbbVie, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;55698 | &nbsp;&nbsp;&nbsp;&nbsp;$9001354 |

---

------

Calvert

US Large-Cap Value Responsible Index Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Biotechnology (continued) | Biotechnology (continued) |  |
| Alkermes PLC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;29278 | $765034 |
| Amgen, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9035 | &nbsp;&nbsp; 2372953 |
| Apellis Pharmaceuticals, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;32518 | &nbsp;&nbsp; 1681506 |
| Biogen, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14797 | &nbsp;&nbsp; 4097585 |
| Biohaven, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10940 | &nbsp;&nbsp; 151847 |
| Exelixis, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;16145 | &nbsp;&nbsp; 258966 |
| Gilead Sciences, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;144032 | &nbsp;&nbsp; 12365147 |
| Ionis Pharmaceuticals, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14919 | &nbsp;&nbsp; 563491 |
| Moderna, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;18957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3405056 |
| Sarepta Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772556 |
| United Therapeutics Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1929110 |
|  |  | &nbsp;&nbsp;&nbsp;**$37364605** |
| Building Products — 1.5% | Building Products — 1.5% |  |
| Allegion PLC | &nbsp;&nbsp;&nbsp;&nbsp;4497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$473354 |
| Carlisle Cos., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705065 |
| Carrier Global Corp. | &nbsp;&nbsp;166074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6850552 |
| Fortune Brands Innovations, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1247568 |
| Johnson Controls International PLC | &nbsp;&nbsp;102071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6532544 |
| Lennox International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42822 |
| Masco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100200 |
| Masterbrand, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164930 |
| Owens Corning | &nbsp;&nbsp;&nbsp;&nbsp;39069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3332586 |
| Trane Technologies PLC | &nbsp;&nbsp;&nbsp;&nbsp;35432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5955765 |
| UFP Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;961382 |
|  |  | &nbsp;&nbsp;&nbsp;**$26366768** |
| Capital Markets — 6.6% | Capital Markets — 6.6% |  |
| Affiliated Managers Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8944 | &nbsp;&nbsp;&nbsp;&nbsp;$1416998 |
| Ameriprise Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6725903 |
| Bank of New York Mellon Corp. (The) | &nbsp;&nbsp;171352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7799943 |
| BlackRock, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14473059 |
| Carlyle Group, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;51963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1550576 |
| Cboe Global Markets, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689081 |
| Charles Schwab Corp. (The) | &nbsp;&nbsp;133720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11133527 |
| CME Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;62884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10574573 |
| Evercore, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;9918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1081855 |
| Franklin Resources, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;76686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2022977 |
| Goldman Sachs Group, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;53654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18423711 |
| Houlihan Lokey, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125423 |
| Interactive Brokers Group, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;25408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1838269 |
| Intercontinental Exchange, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;81332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8343850 |
| Invesco, Ltd. | &nbsp;&nbsp;121608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2187728 |
| Jefferies Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;50865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1743652 |
| KKR & Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;36209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1680822 |
| Nasdaq, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;33282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2041851 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Capital Markets (continued) | Capital Markets (continued) |  |
| Northern Trust Corp. | &nbsp;&nbsp;&nbsp;&nbsp;54123 | $4789344 |
| Raymond James Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;45930 | &nbsp;&nbsp; 4907621 |
| State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;85002 | &nbsp;&nbsp; 6593605 |
| Stifel Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;27875 | &nbsp;&nbsp; 1627064 |
| T. Rowe Price Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;32037 | &nbsp;&nbsp; 3493955 |
| Tradeweb Markets, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp; 162325 |
| Virtu Financial, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;24490 | &nbsp;&nbsp; 499841 |
|  |  | **$115927553** |
| Chemicals — 2.4% | Chemicals — 2.4% |  |
| Air Products & Chemicals, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25630 | &nbsp;&nbsp;&nbsp;&nbsp;$7900704 |
| Ashland, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2006617 |
| Avient Corp. | &nbsp;&nbsp;&nbsp;&nbsp;34690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1171135 |
| Axalta Coating Systems, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;47943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1221108 |
| Cabot Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167100 |
| Celanese Corp. | &nbsp;&nbsp;&nbsp;&nbsp;32567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3329650 |
| Eastman Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;46427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3781015 |
| Ecolab, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4392273 |
| Element Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270158 |
| FMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;22660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2827968 |
| Huntsman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;76784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2110024 |
| International Flavors & Fragrances, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;40582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4254617 |
| Mosaic Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp;87508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3838976 |
| PPG Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4286099 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$41557444** |
| Commercial Services & Supplies — 0.7% | Commercial Services & Supplies — 0.7% |  |
| Cintas Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$6774 |
| Clean Harbors, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1284421 |
| IAA, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140000 |
| Republic Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4040999 |
| Stericycle, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;36140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1803024 |
| Tetra Tech, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;907002 |
| Waste Management, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4799116 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$12981336** |
| Communications Equipment — 1.4% | Communications Equipment — 1.4% |  |
| Ciena Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$592184 |
| Cisco Systems, Inc. | &nbsp;&nbsp;480645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22897928 |
| Juniper Networks, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;52585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1680616 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$25170728** |
| Construction & Engineering — 0.6% | Construction & Engineering — 0.6% |  |
| AECOM | &nbsp;&nbsp;&nbsp;&nbsp;30059 | &nbsp;&nbsp;&nbsp;&nbsp;$2552911 |
| EMCOR Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;19680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2914805 |
| MasTec, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;16069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1371167 |

---

------

Calvert

US Large-Cap Value Responsible Index Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Construction & Engineering (continued) | Construction & Engineering (continued) |  |
| Quanta Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11064 | $1576620 |
| Valmont Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2427 | &nbsp;&nbsp; 802536 |
| WillScot Mobile Mini Holdings Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20394 | &nbsp;&nbsp; 921197 |
|  |  | **$10139236** |
| Construction Materials — 0.1% | Construction Materials — 0.1% |  |
| Vulcan Materials Co. | &nbsp;&nbsp;&nbsp;&nbsp;10907 | $1909925 |
|  |  | **$1909925** |
| Consumer Finance — 1.9% | Consumer Finance — 1.9% |  |
| Ally Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;79558 | &nbsp;&nbsp;&nbsp;&nbsp;$1945193 |
| American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;75337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11131042 |
| Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;77565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7210442 |
| Credit Acceptance Corp.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404189 |
| Discover Financial Services | &nbsp;&nbsp;&nbsp;&nbsp;62839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6147539 |
| OneMain Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;33715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1123047 |
| SLM Corp. | &nbsp;&nbsp;&nbsp;&nbsp;68630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1139258 |
| SoFi Technologies, Inc.<sup>(1)</sup> | &nbsp;&nbsp;191398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882345 |
| Synchrony Financial | &nbsp;&nbsp;122101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4012239 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$33995294** |
| Containers & Packaging — 1.4% | Containers & Packaging — 1.4% |  |
| AptarGroup, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14255 | &nbsp;&nbsp;&nbsp;&nbsp;$1567765 |
| Avery Dennison Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1768008 |
| Ball Corp. | &nbsp;&nbsp;&nbsp;&nbsp;63330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3238696 |
| Berry Global Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;52713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3185447 |
| Crown Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1539382 |
| Graphic Packaging Holding Co. | &nbsp;&nbsp;&nbsp;&nbsp;48159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1071538 |
| Packaging Corp. of America | &nbsp;&nbsp;&nbsp;&nbsp;30001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3837428 |
| Silgan Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1767588 |
| Sonoco Products Co. | &nbsp;&nbsp;&nbsp;&nbsp;35049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2127825 |
| WestRock Co. | &nbsp;&nbsp;103900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3653124 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$23756801** |
| Distributors — 0.5% | Distributors — 0.5% |  |
| Genuine Parts Co. | &nbsp;&nbsp;&nbsp;&nbsp;29059 | &nbsp;&nbsp;&nbsp;&nbsp;$5042027 |
| LKQ Corp. | &nbsp;&nbsp;&nbsp;&nbsp;55978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2989785 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$8031812** |
| Diversified Consumer Services — 0.1% | Diversified Consumer Services — 0.1% |  |
| ADT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$315291 |
| Service Corp. International | &nbsp;&nbsp;&nbsp;&nbsp;33677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2328428 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$2643719** |
| Diversified Financial Services — 0.3% | Diversified Financial Services — 0.3% |  |
| Equitable Holdings, Inc. | &nbsp;&nbsp;101161 | &nbsp;&nbsp;&nbsp;&nbsp;$2903321 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Diversified Financial Services (continued) | Diversified Financial Services (continued) |  |
| Voya Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;27251 | $1675664 |
|  |  | **$4578985** |
| Diversified Telecommunication Services — 2.8% | Diversified Telecommunication Services — 2.8% |  |
| AT&T, Inc. | 1132251 | $20844741 |
| Iridium Communications, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12487 | &nbsp;&nbsp; 641832 |
| Lumen Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;245549 | &nbsp;&nbsp; 1281765 |
| Verizon Communications, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;650400 | &nbsp;&nbsp; 25625760 |
|  |  | **$48394098** |
| Electric Utilities — 1.9% | Electric Utilities — 1.9% |  |
| Alliant Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;81861 | &nbsp;&nbsp;&nbsp;&nbsp;$4519546 |
| Avangrid, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1353268 |
| Constellation Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;73565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6342039 |
| Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;80961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6787770 |
| Hawaiian Electric Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;45146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1889360 |
| NRG Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;96592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3073557 |
| Portland General Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;36935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1809815 |
| Xcel Energy, Inc. | &nbsp;&nbsp;108050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7575386 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$33350741** |
| Electrical Equipment — 1.9% | Electrical Equipment — 1.9% |  |
| Acuity Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7515 | &nbsp;&nbsp;&nbsp;&nbsp;$1244559 |
| AMETEK, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2872224 |
| Atkore, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270507 |
| ChargePoint Holdings, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;79248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755233 |
| Eaton Corp. PLC | &nbsp;&nbsp;&nbsp;&nbsp;54672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8580770 |
| Emerson Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;82535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7928312 |
| Hubbell, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3981816 |
| nVent Electric PLC | &nbsp;&nbsp;&nbsp;&nbsp;48684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1872874 |
| Plug Power, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;101765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1258833 |
| Regal Rexnord Corp. | &nbsp;&nbsp;&nbsp;&nbsp;25681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3081206 |
| Sensata Technologies Holding PLC | &nbsp;&nbsp;&nbsp;&nbsp;25362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1024118 |
| Sunrun, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;37757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;906923 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$33777375** |
| Electronic Equipment, Instruments & Components — 0.8% | Electronic Equipment, Instruments & Components — 0.8% |  |
| Amphenol Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;10984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$836322 |
| Arrow Electronics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1544185 |
| Avnet, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;908315 |
| CDW Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1064515 |
| Corning, Inc. | &nbsp;&nbsp;104701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3344150 |
| IPG Photonics Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490391 |
| Jabil, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2130432 |
| Littelfuse, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710145 |
| National Instruments Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266676 |

---

------

Calvert

US Large-Cap Value Responsible Index Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Electronic Equipment, Instruments & Components (continued) | Electronic Equipment, Instruments & Components (continued) |  |
| Rogers Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792 | $94517 |
| TD SYNNEX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9713 | &nbsp;&nbsp; 919918 |
| Teledyne Technologies, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2671 | &nbsp;&nbsp; 1068160 |
|  |  | **$13377726** |
| Energy Equipment & Services — 0.1% | Energy Equipment & Services — 0.1% |  |
| Baker Hughes Co. | &nbsp;&nbsp;&nbsp;&nbsp;33819 | $998675 |
|  |  | **$998675** |
| Entertainment — 0.5% | Entertainment — 0.5% |  |
| AMC Entertainment Holdings, Inc., Class A<sup>(1)(2)</sup> | &nbsp;&nbsp;108932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$443353 |
| Liberty Media Corp.-Liberty Formula One, Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348684 |
| Live Nation Entertainment, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;38925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2714630 |
| Warner Bros. Discovery, Inc.<sup>(1)</sup> | &nbsp;&nbsp;547010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5185655 |
| Warner Music Group Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;9351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327472 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$9019794** |
| Food & Staples Retailing — 3.5% | Food & Staples Retailing — 3.5% |  |
| Albertsons Cos., Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;45596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$945661 |
| BJ's Wholesale Club Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;24781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1639511 |
| Casey's General Stores, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2014663 |
| Costco Wholesale Corp. | &nbsp;&nbsp;&nbsp;&nbsp;35072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16010368 |
| Kroger Co. (The) | &nbsp;&nbsp;150894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6726854 |
| Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;74553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5699577 |
| US Foods Holding Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;36306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1235130 |
| Walmart, Inc. | &nbsp;&nbsp;190305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26983346 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$61255110** |
| Food Products — 3.5% | Food Products — 3.5% |  |
| Bunge, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;43725 | &nbsp;&nbsp;&nbsp;&nbsp;$4362443 |
| Campbell Soup Co. | &nbsp;&nbsp;&nbsp;&nbsp;57723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3275780 |
| Conagra Brands, Inc. | &nbsp;&nbsp;135043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5226164 |
| Flowers Foods, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;48807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1402713 |
| General Mills, Inc. | &nbsp;&nbsp;103573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8684596 |
| Hershey Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp;3047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705594 |
| Hormel Foods Corp. | &nbsp;&nbsp;&nbsp;&nbsp;47377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2158023 |
| Ingredion, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1855284 |
| JM Smucker Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp;30266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4795951 |
| Kellogg Co. | &nbsp;&nbsp;&nbsp;&nbsp;72543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5167963 |
| Kraft Heinz Co. (The) | &nbsp;&nbsp;179982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7327067 |
| McCormick & Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2546630 |
| Mondelez International, Inc., Class A | &nbsp;&nbsp;181265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12081312 |
| Post Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;16470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1486582 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$61076102** |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Gas Utilities — 0.2% | Gas Utilities — 0.2% |  |
| New Jersey Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;25596 | $1270073 |
| ONE Gas, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22090 | &nbsp;&nbsp; 1672655 |
|  |  | **$2942728** |
| Health Care Equipment & Supplies — 1.7% | Health Care Equipment & Supplies — 1.7% |  |
| Abbott Laboratories | &nbsp;&nbsp;&nbsp;&nbsp;55137 | $6053491 |
| Baxter International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12240 | &nbsp;&nbsp; 623873 |
| Becton, Dickinson and Co. | &nbsp;&nbsp;&nbsp;&nbsp;21823 | &nbsp;&nbsp; 5549589 |
| DENTSPLY SIRONA, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;59437 | &nbsp;&nbsp; 1892474 |
| Envista Holdings Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;48801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1643130 |
| Integra LifeSciences Holdings Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135465 |
| iRhythm Technologies, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;771279 |
| Medtronic PLC | &nbsp;&nbsp;166696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12955613 |
| Teleflex, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670506 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$30295420** |
| Health Care Providers & Services — 4.1% | Health Care Providers & Services — 4.1% |  |
| agilon health, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;71224 | &nbsp;&nbsp;&nbsp;&nbsp;$1149555 |
| AMN Healthcare Services, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307535 |
| Centene Corp.<sup>(1)</sup> | &nbsp;&nbsp;106311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8718565 |
| CVS Health Corp. | &nbsp;&nbsp;207387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19326395 |
| DaVita, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178312 |
| Elevance Health, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12901195 |
| Encompass Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;29768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1780424 |
| Enhabit, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195873 |
| Ensign Group, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;6741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;637766 |
| Henry Schein, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;33404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2667977 |
| Humana, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8568939 |
| Laboratory Corp. of America Holdings | &nbsp;&nbsp;&nbsp;&nbsp;20223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4762112 |
| LHC Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96529 |
| Molina Healthcare, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1967451 |
| Option Care Health, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;37108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1116580 |
| Premier, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;39163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1369922 |
| Quest Diagnostics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;32593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5098849 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$70843979** |
| Hotels, Restaurants & Leisure — 1.2% | Hotels, Restaurants & Leisure — 1.2% |  |
| Airbnb, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$197419 |
| Aramark | &nbsp;&nbsp;&nbsp;&nbsp;45200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1868568 |
| Darden Restaurants, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;33973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4699485 |
| Hilton Grand Vacations, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507032 |
| Marriott International, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;18667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2779330 |
| Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;72181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7160355 |
| Texas Roadhouse, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;886126 |
| Travel + Leisure Co. | &nbsp;&nbsp;&nbsp;&nbsp;24329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885576 |
| Vail Resorts, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551303 |

---

------

Calvert

US Large-Cap Value Responsible Index Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Hotels, Restaurants & Leisure (continued) | Hotels, Restaurants & Leisure (continued) |  |
| Wyndham Hotels & Resorts, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16847 | $1201360 |
|  |  | **$20736554** |
| Household Durables — 1.3% | Household Durables — 1.3% |  |
| D.R. Horton, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;74377 | $6629966 |
| Helen of Troy, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463 | &nbsp;&nbsp; 51351 |
| Leggett & Platt, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;29726 | &nbsp;&nbsp; 958069 |
| Lennar Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;67388 | &nbsp;&nbsp; 6098614 |
| Mohawk Industries, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11697 | &nbsp;&nbsp; 1195667 |
| Newell Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;92523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1210201 |
| PulteGroup, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;92692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4220267 |
| Tempur Sealy International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5081 |
| TopBuild Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32550 |
| Whirlpool Corp. | &nbsp;&nbsp;&nbsp;&nbsp;12346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1746465 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$22148231** |
| Household Products — 1.8% | Household Products — 1.8% |  |
| Church & Dwight Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$781111 |
| Clorox Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp;6906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969119 |
| Colgate-Palmolive Co. | &nbsp;&nbsp;&nbsp;&nbsp;17036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1342266 |
| Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;41460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5628195 |
| Procter & Gamble Co. (The) | &nbsp;&nbsp;145502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22052283 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$30772974** |
| Independent Power and Renewable Electricity Producers — 0.4% | Independent Power and Renewable Electricity Producers — 0.4% |  |
| AES Corp. (The) | &nbsp;&nbsp;165315 | &nbsp;&nbsp;&nbsp;&nbsp;$4754460 |
| Brookfield Renewable Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;48402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1332991 |
| Ormat Technologies, Inc.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;912191 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$6999642** |
| Insurance — 7.3% | Insurance — 7.3% |  |
| Aflac, Inc. | &nbsp;&nbsp;116156 | &nbsp;&nbsp;&nbsp;&nbsp;$8356263 |
| Allstate Corp. (The) | &nbsp;&nbsp;&nbsp;&nbsp;56963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7724183 |
| American Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2502477 |
| American International Group, Inc. | &nbsp;&nbsp;146004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9233293 |
| Arch Capital Group, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;94449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5929508 |
| Assurant, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1437940 |
| Axis Capital Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;20984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1136703 |
| Brown & Brown, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;808233 |
| Cincinnati Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;42278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4328844 |
| Enstar Group, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843065 |
| Erie Indemnity Co., Class A | &nbsp;&nbsp;&nbsp;&nbsp;3081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;766306 |
| Everest Re Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3449183 |
| F&G Annuities & Life, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97169 |
| Fidelity National Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;71421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2686858 |
| First American Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;30943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1619557 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Insurance (continued) | Insurance (continued) |  |
| Globe Life, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25963 | $3129840 |
| Hanover Insurance Group, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9504 | &nbsp;&nbsp; 1284275 |
| Hartford Financial Services Group, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;79788 | &nbsp;&nbsp; 6050324 |
| Lincoln National Corp. | &nbsp;&nbsp;&nbsp;&nbsp;41853 | &nbsp;&nbsp; 1285724 |
| Markel Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3581 | &nbsp;&nbsp; 4717932 |
| Marsh & McLennan Cos., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23547 | &nbsp;&nbsp; 3896558 |
| MetLife, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;127707 | &nbsp;&nbsp; 9242156 |
| Old Republic International Corp. | &nbsp;&nbsp;&nbsp;&nbsp;76999 | &nbsp;&nbsp; 1859526 |
| Primerica, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1171717 |
| Principal Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;65581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5503557 |
| Progressive Corp. (The) | &nbsp;&nbsp;&nbsp;&nbsp;38319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4970357 |
| Prudential Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;77894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7747337 |
| Reinsurance Group of America, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2555489 |
| RenaissanceRe Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119934 |
| RLI Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590452 |
| Selective Insurance Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1418646 |
| Travelers Cos., Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;46747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8764595 |
| Unum Group | &nbsp;&nbsp;&nbsp;&nbsp;53933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2212871 |
| W.R. Berkley Corp. | &nbsp;&nbsp;&nbsp;&nbsp;48224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3499616 |
| Willis Towers Watson PLC | &nbsp;&nbsp;&nbsp;&nbsp;25807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6311876 |
|  |  | &nbsp;&nbsp;**$127252364** |
| Interactive Media & Services — 0.0%<sup>(3)</sup> | Interactive Media & Services — 0.0%<sup>(3)</sup> |  |
| IAC, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$269419 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$269419** |
| Internet & Direct Marketing Retail — 0.0%<sup>(3)</sup> | Internet & Direct Marketing Retail — 0.0%<sup>(3)</sup> |  |
| Wayfair, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$197866 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$197866** |
| IT Services — 2.8% | IT Services — 2.8% |  |
| Affirm Holdings, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;46761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$452179 |
| Amdocs, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;14799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1345229 |
| Automatic Data Processing, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6142763 |
| Broadridge Financial Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408828 |
| Cloudflare, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;66125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2989511 |
| Cognizant Technology Solutions Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;62961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600740 |
| Concentrix Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388827 |
| DXC Technology Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;51865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1374422 |
| Genpact, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477791 |
| International Business Machines Corp. | &nbsp;&nbsp;135937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19152164 |
| Marqeta, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;91289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557776 |
| Paychex, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2035936 |
| Snowflake, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;57083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8193694 |
| SS&C Technologies Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515394 |
| Thoughtworks Holding, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50950 |

---

------

Calvert

US Large-Cap Value Responsible Index Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| IT Services (continued) | IT Services (continued) |  |
| Toast, Inc., Class A<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;60806 | $1096332 |
|  |  | **$48782536** |
| Leisure Products — 0.2% | Leisure Products — 0.2% |  |
| Brunswick Corp. | &nbsp;&nbsp;&nbsp;&nbsp;25576 | $1843518 |
| Hasbro, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12009 | &nbsp;&nbsp; 732669 |
| Mattel, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;72261 | &nbsp;&nbsp; 1289136 |
|  |  | **$3865323** |
| Life Sciences Tools & Services — 0.0%<sup>(3)</sup> | Life Sciences Tools & Services — 0.0%<sup>(3)</sup> |  |
| Azenta, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$325275 |
| Illumina, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383371 |
| PerkinElmer, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140220 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$848866** |
| Machinery — 5.8% | Machinery — 5.8% |  |
| AGCO Corp. | &nbsp;&nbsp;&nbsp;&nbsp;25025 | &nbsp;&nbsp;&nbsp;&nbsp;$3470717 |
| Caterpillar, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;62698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15019933 |
| CNH Industrial NV | &nbsp;&nbsp;304088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4883653 |
| Cummins, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;28072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6801565 |
| Deere & Co. | &nbsp;&nbsp;&nbsp;&nbsp;22198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9517615 |
| Donaldson Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1378971 |
| Dover Corp. | &nbsp;&nbsp;&nbsp;&nbsp;27101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3669746 |
| Flowserve Corp. | &nbsp;&nbsp;&nbsp;&nbsp;37508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150745 |
| Fortive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;69159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4443466 |
| IDEX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1411079 |
| Illinois Tool Works, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4817300 |
| Ingersoll Rand, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;98059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5123583 |
| ITT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1772197 |
| Lincoln Electric Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557587 |
| Middleby Corp. (The)<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1218624 |
| Nordson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609276 |
| Oshkosh Corp. | &nbsp;&nbsp;&nbsp;&nbsp;26859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2368695 |
| PACCAR, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;73157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7240348 |
| Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;17385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5059035 |
| Pentair PLC | &nbsp;&nbsp;&nbsp;&nbsp;32606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1466618 |
| Snap-on, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3959046 |
| Stanley Black & Decker, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;54675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4107186 |
| Timken Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp;26695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1886536 |
| Watts Water Technologies, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;4099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599397 |
| Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;45422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4533570 |
| Xylem, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;38478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4254513 |
|  |  | &nbsp;&nbsp;**$101321001** |
| Media — 2.3% | Media — 2.3% |  |
| Altice USA, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;50749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$233446 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Media (continued) | Media (continued) |  |
| Cable One, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426 | $303252 |
| Charter Communications, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4493 | &nbsp;&nbsp; 1523576 |
| Comcast Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;666189 | &nbsp;&nbsp; 23296629 |
| Interpublic Group of Cos., Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;130881 | &nbsp;&nbsp; 4359646 |
| New York Times Co. (The), Class A | &nbsp;&nbsp;&nbsp;&nbsp;16394 | &nbsp;&nbsp; 532149 |
| Omnicom Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;64132 | &nbsp;&nbsp; 5231247 |
| Paramount Global, Class B | &nbsp;&nbsp;&nbsp;&nbsp;200280 | &nbsp;&nbsp; 3380727 |
| Sirius XM Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp; 116800 |
| TEGNA, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;75040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1590098 |
|  |  | &nbsp;&nbsp;&nbsp;**$40567570** |
| Metals & Mining — 1.1% | Metals & Mining — 1.1% |  |
| Commercial Metals Co. | &nbsp;&nbsp;&nbsp;&nbsp;49882 | &nbsp;&nbsp;&nbsp;&nbsp;$2409301 |
| Nucor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;53547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7058030 |
| Reliance Steel & Aluminum Co. | &nbsp;&nbsp;&nbsp;&nbsp;21050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4261362 |
| Steel Dynamics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;49276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4814265 |
|  |  | &nbsp;&nbsp;&nbsp;**$18542958** |
| Multiline Retail — 1.0% | Multiline Retail — 1.0% |  |
| Dillard's, Inc., Class A<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$251773 |
| Dollar General Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2402907 |
| Dollar Tree, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;17334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2451721 |
| Kohl's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;25589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646122 |
| Macy's, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;58581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1209698 |
| Nordstrom, Inc.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;29251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472111 |
| Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;65438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9752880 |
|  |  | &nbsp;&nbsp;&nbsp;**$17187212** |
| Multi-Utilities — 1.3% | Multi-Utilities — 1.3% |  |
| Ameren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;64422 | &nbsp;&nbsp;&nbsp;&nbsp;$5728404 |
| CMS Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;84994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5382670 |
| Consolidated Edison, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;76515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7292645 |
| Sempra Energy | &nbsp;&nbsp;&nbsp;&nbsp;30392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4696780 |
|  |  | &nbsp;&nbsp;&nbsp;**$23100499** |
| Oil, Gas & Consumable Fuels — 0.1% | Oil, Gas & Consumable Fuels — 0.1% |  |
| Enviva, Inc.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$410518 |
| New Fortress Energy, Inc.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582596 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$993114** |
| Paper & Forest Products — 0.0%<sup>(3)</sup> | Paper & Forest Products — 0.0%<sup>(3)</sup> |  |
| Louisiana-Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$35698 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$35698** |

---

------

Calvert

US Large-Cap Value Responsible Index Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Personal Products — 0.0%<sup>(3)</sup> | Personal Products — 0.0%<sup>(3)</sup> |  |
| Coty, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;71499 | $612031 |
|  |  | **$612031** |
| Pharmaceuticals — 2.6% | Pharmaceuticals — 2.6% |  |
| Elanco Animal Health, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;123944 | $1514596 |
| Merck & Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;181024 | &nbsp;&nbsp; 20084613 |
| Organon & Co. | &nbsp;&nbsp;&nbsp;&nbsp;49190 | &nbsp;&nbsp; 1373877 |
| Perrigo Co. PLC | &nbsp;&nbsp;&nbsp;&nbsp;44704 | &nbsp;&nbsp; 1523959 |
| Pfizer, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;395506 | &nbsp;&nbsp; 20265727 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$44762772** |
| Professional Services — 0.5% | Professional Services — 0.5% |  |
| Alight, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;62528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$522734 |
| ASGN, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1216333 |
| Booz Allen Hamilton Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;16429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1717159 |
| Dun & Bradstreet Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;40531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496910 |
| FTI Consulting, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262179 |
| ManpowerGroup, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1316216 |
| Robert Half International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;616259 |
| Science Applications International Corp. | &nbsp;&nbsp;&nbsp;&nbsp;12992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1441203 |
| TriNet Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376290 |
| Verisk Analytics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678335 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$8643618** |
| Real Estate Management & Development — 0.5% | Real Estate Management & Development — 0.5% |  |
| CBRE Group, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;64136 | &nbsp;&nbsp;&nbsp;&nbsp;$4935907 |
| Howard Hughes Corp. (The)<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1208200 |
| Jones Lang LaSalle, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3220549 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$9364656** |
| Road & Rail — 1.3% | Road & Rail — 1.3% |  |
| Avis Budget Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$990465 |
| J.B. Hunt Transport Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583932 |
| Knight-Swift Transportation Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;40366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2115582 |
| Landstar System, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359194 |
| Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;29599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7293786 |
| RXO, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;28243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485780 |
| Ryder System, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1104127 |
| Schneider National, Inc., Class B | &nbsp;&nbsp;&nbsp;&nbsp;14425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337545 |
| Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;41114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8513476 |
| XPO, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;28243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940209 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$22724096** |
| Semiconductors & Semiconductor Equipment — 2.1% | Semiconductors & Semiconductor Equipment — 2.1% |  |
| Amkor Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$554178 |
| Broadcom, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303608 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Semiconductors & Semiconductor Equipment (continued) | Semiconductors & Semiconductor Equipment (continued) |  |
| First Solar, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;21223 | $3178993 |
| GlobalFoundries, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9745 | &nbsp;&nbsp; 525158 |
| Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;661087 | &nbsp;&nbsp; 17472529 |
| Marvell Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;29429 | &nbsp;&nbsp; 1090050 |
| Micron Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;192135 | &nbsp;&nbsp; 9602907 |
| MKS Instruments, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15963 | &nbsp;&nbsp; 1352545 |
| ON Semiconductor Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1850 | &nbsp;&nbsp; 115384 |
| Silicon Laboratories, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2095 | &nbsp;&nbsp; 284229 |
| Skyworks Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158384 |
| Wolfspeed, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;29322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2024391 |
|  |  | &nbsp;&nbsp;&nbsp;**$36662356** |
| Software — 0.5% | Software — 0.5% |  |
| Altair Engineering, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$23235 |
| AppLovin Corp., Class A<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31590 |
| Bill.com Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;961463 |
| Black Knight, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905440 |
| Clear Secure, Inc., Class A<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314595 |
| Dolby Laboratories, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;3302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232923 |
| Elastic NV<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500220 |
| Guidewire Software, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412396 |
| Informatica, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16290 |
| Paycor HCM, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132505 |
| Rapid7, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67960 |
| Roper Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1842432 |
| SentinelOne, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;40909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596862 |
| Splunk, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;27836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2396401 |
| Tenable Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76300 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$8510612** |
| Specialty Retail — 1.6% | Specialty Retail — 1.6% |  |
| Advance Auto Parts, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9243 | &nbsp;&nbsp;&nbsp;&nbsp;$1358998 |
| AutoNation, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810222 |
| Bath & Body Works, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;47879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2017621 |
| Best Buy Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;44814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3594531 |
| Burlington Stores, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708444 |
| CarMax, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;35828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2181567 |
| Dick's Sporting Goods, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1458155 |
| GameStop Corp., Class A<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;55640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1027114 |
| Gap, Inc. (The)<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;40507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456919 |
| Lithia Motors, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;6443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1319140 |
| Penske Automotive Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;714405 |
| Petco Health & Wellness Co., Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;34160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323837 |
| Ross Stores, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;32528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3775525 |
| TJX Cos., Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;87508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6965637 |

---

------

Calvert

US Large-Cap Value Responsible Index Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Specialty Retail (continued) | Specialty Retail (continued) |  |
| Williams-Sonoma, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7279 | $836503 |
|  |  | **$27548618** |
| Technology Hardware, Storage & Peripherals — 1.1% | Technology Hardware, Storage & Peripherals — 1.1% |  |
| Dell Technologies, Inc., Class C | &nbsp;&nbsp;&nbsp;&nbsp;61210 | $2461866 |
| Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp;297226 | &nbsp;&nbsp; 4743727 |
| HP, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;230877 | &nbsp;&nbsp; 6203665 |
| NetApp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;29672 | &nbsp;&nbsp; 1782100 |
| Pure Storage, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;23514 | &nbsp;&nbsp; 629235 |
| Seagate Technology Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;31532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1658898 |
| Western Digital Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;61941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1954239 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$19433730** |
| Textiles, Apparel & Luxury Goods — 0.6% | Textiles, Apparel & Luxury Goods — 0.6% |  |
| Capri Holdings, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;28209 | &nbsp;&nbsp;&nbsp;&nbsp;$1616940 |
| Columbia Sportswear Co. | &nbsp;&nbsp;&nbsp;&nbsp;5937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519962 |
| Hanesbrands, Inc.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;78117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496824 |
| Levi Strauss & Co., Class A<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312107 |
| PVH Corp. | &nbsp;&nbsp;&nbsp;&nbsp;15257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1076992 |
| Ralph Lauren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;10265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1084703 |
| Skechers USA, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;29851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1252249 |
| Tapestry, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;43744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1665772 |
| Under Armour, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88463 |
| VF Corp. | &nbsp;&nbsp;&nbsp;&nbsp;84061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2320924 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$10434936** |
| Thrifts & Mortgage Finance — 0.2% | Thrifts & Mortgage Finance — 0.2% |  |
| Essent Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;26017 | &nbsp;&nbsp;&nbsp;&nbsp;$1011541 |
| MGIC Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;84741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1101633 |
| New York Community Bancorp, Inc. | &nbsp;&nbsp;122715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1055349 |
| Rocket Cos, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;29308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205156 |
| TFS Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;12192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175687 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$3549366** |
| Trading Companies & Distributors — 0.7% | Trading Companies & Distributors — 0.7% |  |
| Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp;35290 | &nbsp;&nbsp;&nbsp;&nbsp;$1355842 |
| Beacon Roofing Supply, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471626 |
| Core & Main, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;19620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378862 |
| MSC Industrial Direct Co., Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;18296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1494783 |
| United Rentals, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4359226 |
| Univar Solutions, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;67858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2157885 |
| W.W. Grainger, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249200 |
| WESCO International, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1270154 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$11737578** |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Water Utilities — 0.5% | Water Utilities — 0.5% |  |
| American Water Works Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;36125 | $5506173 |
| Essential Utilities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;66322 | &nbsp;&nbsp; 3165549 |
|  |  | **$8671722** |
| Wireless Telecommunication Services — 0.3% | Wireless Telecommunication Services — 0.3% |  |
| T-Mobile US, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;38399 | $5375860 |
|  |  | **$5375860** |
| Total Common Stocks<br> (identified cost $1,559,972,075) |  | **$1738786709** |

---

---

| | | |
|:---|:---|:---|
| Short-Term Investments — 0.5% |  |  |
| Affiliated Fund — 0.2% | Affiliated Fund — 0.2% | Affiliated Fund — 0.2% |
| **Security** | **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value** |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 4.11%<sup>(4)</sup> | 3110482 | $3110482 |
| Total Affiliated Fund<br> (identified cost $3,110,482) |  | **$3110482** |
| Securities Lending Collateral — 0.3% | Securities Lending Collateral — 0.3% | Securities Lending Collateral — 0.3% |
| **Security** | **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value** |
| State Street Navigator Securities Lending Government Money Market Portfolio, 4.34%<sup>(5)</sup> | 4892859 | $4892859 |
| Total Securities Lending Collateral<br> (identified cost $4,892,859) |  | **$4892859** |
| Total Short-Term Investments<br> (identified cost $8,003,341) |  | **$8003341** |
| Total Investments — 100.0%<br> (identified cost $1,567,975,416) |  | **$1746790050** |
| Other Assets, Less Liabilities — 0.0%<sup>(3)</sup> |  | **$449140** |
| Net Assets — 100.0% |  | **$1747239190** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category in the Schedule of Investments is based on net assets. | The percentage shown for each investment category in the Schedule of Investments is based on net assets. |
| <sup>(1)</sup> | Non-income producing security. |
| <sup>(2)</sup> | 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 $13,665,431 and the total market value of the collateral received by the Fund was $13,943,306, comprised of cash of $4,892,859 and U.S. government and/or agencies securities of $9,050,447. |
| <sup>(3)</sup> | Amount is less than 0.05%. |

---

------

Calvert

US Large-Cap Value Responsible Index Fund

December 31, 2022

Schedule of Investments (Unaudited) — continued

------

<sup>(4)</sup> May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of December 31, 2022.

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

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

Affiliated Investments

At December 31, 2022, the value of the Fund's investment in funds that may be deemed to be affiliated was $3,110,482, which represents 0.2% of the Fund's net assets. Transactions in such funds by the Fund for the fiscal year to date ended December 31, 2022 were as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Name** | **Value,<br> beginning<br> of period** | **Purchases** | **Sales<br> proceeds** | **Net<br> realized<br> gain<br> (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Value,<br> end of<br> period** | **Dividend<br> income** | **Shares,<br> end of<br> period** |
| **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** |  |  |  |  |  |  |
| Liquidity Fund, Institutional Class<sup>(1)</sup> | $2436597 | $40725232 | $(40051347) | $— | $— | $3110482 | $25835 | 3110482 |

---

<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;$1738786709<sup>(1)</sup> | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$1738786709 |
| Short-Term Investments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Affiliated Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3110482 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3110482 |
| &nbsp;&nbsp;&nbsp;Securities Lending Collateral | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4892859 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4892859 |
| **Total Investments** | &nbsp;&nbsp;**$1746790050** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$1746790050** |

---

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Calvert Responsible Index Series, Inc.

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

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

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

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

  - **Street Address 1:** 1825 Connecticut Avenue NW

  - **City:** Washington

  - **State:** DC

  - **Foreign country:** US

  - **Zip / Postal Code:** 20009

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 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:** $1752507205.44

**Total Liabilities:** $6543120.30

**Net Assets:** $1745964085.14

**Cash Not Reported:** $1082.04

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000154985 | 11.02%               | 6.45%                | -4.97%               |
| Class ID C000154987 | 11.06%               | 6.47%                | -4.98%               |
| Class ID C000235282 | 11.06%               | 6.47%                | -4.97%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1373437.33              | $172994966.97                              |
| Month 2  | $-4507690.45             | $113770834.15                              |
| Month 3  | $556013.23               | $-96566864.97                              |

### Schedule of Portfolio Investments

| Name                                      | Title                                                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| WESCO International Inc                   | WESCO International Inc                                                     | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |     10145 | NS      | $1270154.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services               | Discover Financial Services                                                 | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |     62839 | NS      | $6147539.37   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals Inc                 | Ionis Pharmaceuticals Inc                                                   | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |     14919 | NS      | $563490.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp                                  | FMC Corp                                                                    | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |     22660 | NS      | $2827968.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc/WV                  | United Bankshares Inc/WV                                                    | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |     33651 | NS      | $1362528.99   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                              | Nordson Corp                                                                | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |      2563 | NS      | $609276.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage Inc                          | Pure Storage Inc                                                            | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |     23514 | NS      | $629234.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                    | Equitable Holdings Inc                                                      | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |    101161 | NS      | $2903320.70   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                 | Jabil Inc                                                                   | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     31238 | NS      | $2130431.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                         | Cisco Systems Inc                                                           | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    480645 | NS      | $22897927.80  | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                              | Assurant Inc                                                                | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |     11498 | NS      | $1437939.88   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem Inc           | First Interstate BancSystem Inc                                             | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |     24636 | NS      | $952181.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                  | Bank OZK                                                                    | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |     30556 | NS      | $1224073.36   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Inc                             | BlackRock Inc                                                               | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |     20424 | NS      | $14473059.12  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                 | Warner Bros Discovery Inc                                                   | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |    547010 | NS      | $5185654.80   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries Inc          | Hawaiian Electric Industries Inc                                            | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |     45146 | NS      | $1889360.10   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                 | United Parcel Service Inc                                                   | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     49883 | NS      | $8671660.72   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                       | Dollar General Corp                                                         | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      9758 | NS      | $2402907.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA Inc                       | DENTSPLY SIRONA Inc                                                         | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     59437 | NS      | $1892474.08   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                | AMETEK Inc                                                                  | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     20557 | NS      | $2872224.04   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp                 | New Jersey Resources Corp                                                   | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     25596 | NS      | $1270073.52   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial Inc           | Fidelity National Financial Inc                                             | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |     71421 | NS      | $2686858.02   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp                     | Stifel Financial Corp                                                       | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     27875 | NS      | $1627063.75   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group Inc                     | Avis Budget Group Inc                                                       | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |      6042 | NS      | $990465.06    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                         | General Motors Co                                                           | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    263616 | NS      | $8868042.24   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                      | Western Digital Corp                                                        | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     61941 | NS      | $1954238.55   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                              | Comerica Inc                                                                | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     35003 | NS      | $2339950.55   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp                                | Cabot Corp                                                                  | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |      2500 | NS      | $167100.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares Inc                | ServisFirst Bancshares Inc                                                  | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7267 | NS      | $500768.97    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp                               | Rogers Corp                                                                 | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |       792 | NS      | $94517.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                 | Teledyne Technologies Inc                                                   | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      2671 | NS      | $1068159.61   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| F&G Annuities & Life Inc                  | F&G Annuities & Life Inc                                                    | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4856 | NS      | $97168.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc               | AMN Healthcare Services Inc                                                 | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |      2991 | NS      | $307534.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc                               | Enhabit Inc                                                                 | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |     14884 | NS      | $195873.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                          | Genuine Parts Co                                                            | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |     29059 | NS      | $5042027.09   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Core & Main Inc                           | Core & Main Inc                                                             | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19620 | NS      | $378862.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                      | Progressive Corp/The                                                        | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     38319 | NS      | $4970357.49   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc               | American Water Works Co Inc                                                 | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |     36125 | NS      | $5506172.50   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc                              | Evercore Inc                                                                | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |      9918 | NS      | $1081855.44   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings Inc                    | Sirius XM Holdings Inc                                                      | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |     20000 | NS      | $116800.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc                      | Amkor Technology Inc                                                        | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     23110 | NS      | $554177.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                | Mondelez International Inc                                                  | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |    181265 | NS      | $12081312.25  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc                    | Jones Lang LaSalle Inc                                                      | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |     20208 | NS      | $3220548.96   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                        | Union Pacific Corp                                                          | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     41114 | NS      | $8513475.98   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                | NetApp Inc                                                                  | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |     29672 | NS      | $1782100.32   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding PLC          | Sensata Technologies Holding PLC                                            | CUSIP: 000000000<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | GB        |     25362 | NS      | $1024117.56   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN                   | Old National Bancorp/IN                                                     | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     78397 | NS      | $1409578.06   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc                       | Virtu Financial Inc                                                         | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     24490 | NS      | $499840.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/The                             | Clorox Co/The                                                               | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      6906 | NS      | $969118.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp                               | Avient Corp                                                                 | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     34690 | NS      | $1171134.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                        | United Rentals Inc                                                          | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |     12265 | NS      | $4359226.30   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Corp/The                    | Howard Hughes Corp/The                                                      | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               | CORP              | US        |     15810 | NS      | $1208200.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corp                 | National Instruments Corp                                                   | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |      7227 | NS      | $266676.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp      | International Business Machines Corp                                        | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |    135937 | NS      | $19152163.93  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                               | Pentair PLC                                                                 | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |     32606 | NS      | $1466617.88   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc                | Coca-Cola Consolidated Inc                                                  | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |       559 | NS      | $286409.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBALFOUNDRIES Inc                       | GLOBALFOUNDRIES Inc                                                         | CUSIP: 000000000<br>LEI: 549300BA76VK784VMX48 | Long             | EC               | CORP              | KY        |      9745 | NS      | $525158.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Amphenol Corp                             | Amphenol Corp                                                               | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     10984 | NS      | $836321.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                          | Wells Fargo & Co                                                            | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    583729 | NS      | $24102170.41  | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                       | Northern Trust Corp                                                         | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     54123 | NS      | $4789344.27   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PerkinElmer Inc                           | PerkinElmer Inc                                                             | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |      1000 | NS      | $140220.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc                               | Ashland Inc                                                                 | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |     18661 | NS      | $2006617.33   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc                         | ManpowerGroup Inc                                                           | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     15818 | NS      | $1316215.78   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc                                   | RXO Inc                                                                     | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |     28243 | NS      | $485779.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                         | General Mills Inc                                                           | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |    103573 | NS      | $8684596.05   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                             | DR Horton Inc                                                               | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |     74377 | NS      | $6629965.78   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                               | Paychex Inc                                                                 | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |     17618 | NS      | $2035936.08   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc             | Interactive Brokers Group Inc                                               | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |     25408 | NS      | $1838268.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Inc          | Reinsurance Group of America Inc                                            | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |     17985 | NS      | $2555488.65   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                | AbbVie Inc                                                                  | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     55698 | NS      | $9001353.78   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| agilon health Inc                         | agilon health Inc                                                           | CUSIP: 00857U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71224 | NS      | $1149555.36   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                 | Ball Corp                                                                   | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     63330 | NS      | $3238696.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC           | Seagate Technology Holdings PLC                                             | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |     31532 | NS      | $1658898.52   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc            | Air Products and Chemicals Inc                                              | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |     25630 | NS      | $7900703.80   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC                        | nVent Electric PLC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     48684 | NS      | $1872873.48   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets Inc                      | Tradeweb Markets Inc                                                        | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2500 | NS      | $162325.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc                             | Primerica Inc                                                               | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |      8262 | NS      | $1171716.84   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                     | Costco Wholesale Corp                                                       | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |     35072 | NS      | $16010368.00  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare Inc                            | Cloudflare Inc                                                              | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |     66125 | NS      | $2989511.25   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd                      | Everest Re Group Ltd                                                        | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |     10412 | NS      | $3449183.24   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co Inc                          | Donaldson Co Inc                                                            | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |     23424 | NS      | $1378970.88   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Formula One    | Liberty Media Corp-Liberty Formula One                                      | CUSIP: 531229870<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6526 | NS      | $348684.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp       | Cognizant Technology Solutions Corp                                         | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     62961 | NS      | $3600739.59   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                | Masco Corp                                                                  | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      2147 | NS      | $100200.49    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enviva Inc                                | Enviva Inc                                                                  | CUSIP: 29415B103<br>LEI: 549300WH5VXDEFM5KR81 | Long             | EC               | CORP              | US        |      7750 | NS      | $410517.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Marqeta Inc                               | Marqeta Inc                                                                 | CUSIP: 57142B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     91289 | NS      | $557775.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                    | Arch Capital Group Ltd                                                      | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |     94449 | NS      | $5929508.22   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                             | Owens Corning                                                               | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     39069 | NS      | $3332585.70   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Splunk Inc                                | Splunk Inc                                                                  | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Long             | EC               | CORP              | US        |     27836 | NS      | $2396401.24   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                   | Aramark                                                                     | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |     45200 | NS      | $1868568.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors              | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857492706<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |   4892858 | NS      | $4892858.50   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                     | Micron Technology Inc                                                       | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |    192135 | NS      | $9602907.30   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc                     | Burlington Stores Inc                                                       | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |      3494 | NS      | $708443.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp             | First American Financial Corp                                               | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     30943 | NS      | $1619556.62   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp Inc            | New York Community Bancorp Inc                                              | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |    122715 | NS      | $1055349.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                               | Snap-on Inc                                                                 | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |     17327 | NS      | $3959046.23   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                             | Citigroup Inc                                                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    322262 | NS      | $14575910.26  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc             | Affiliated Managers Group Inc                                               | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      8944 | NS      | $1416997.92   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dun & Bradstreet Holdings Inc             | Dun & Bradstreet Holdings Inc                                               | CUSIP: 26484T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40531 | NS      | $496910.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                         | Omnicom Group Inc                                                           | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     64132 | NS      | $5231247.24   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| iRhythm Technologies Inc                  | iRhythm Technologies Inc                                                    | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |      8234 | NS      | $771278.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The      | PNC Financial Services Group Inc/The                                        | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     71845 | NS      | $11347199.30  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd                        | Capri Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | VG        |     28209 | NS      | $1616939.88   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp                     | US Foods Holding Corp                                                       | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |     36306 | NS      | $1235130.12   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Knight Inc                          | Black Knight Inc                                                            | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |     14663 | NS      | $905440.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc                                  | Coty Inc                                                                    | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |     71499 | NS      | $612031.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                           | Xcel Energy Inc                                                             | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |    108050 | NS      | $7575385.50   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc                 | Prosperity Bancshares Inc                                                   | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23831 | NS      | $1732037.08   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc                         | Lithia Motors Inc                                                           | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      6443 | NS      | $1319139.82   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd                         | Helen of Troy Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       463 | NS      | $51351.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc                                | DaVita Inc                                                                  | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |      2388 | NS      | $178311.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                       | SVB Financial Group                                                         | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |      5819 | NS      | $1339184.66   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                             | Mosaic Co/The                                                               | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     87508 | NS      | $3838975.96   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp                        | First Horizon Corp                                                          | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |    141818 | NS      | $3474541.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                              | Allegion plc                                                                | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |      4497 | NS      | $473354.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                              | Comcast Corp                                                                | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    666189 | NS      | $23296629.33  | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp                             | Celanese Corp                                                               | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |     32567 | NS      | $3329650.08   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                        | PPG Industries Inc                                                          | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     34087 | NS      | $4286099.38   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Ltd                                | Amdocs Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | GG        |     14799 | NS      | $1345229.10   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                               | Invesco Ltd                                                                 | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |    121608 | NS      | $2187727.92   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                          | Under Armour Inc                                                            | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |      8707 | NS      | $88463.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD             | Marriott International Inc/MD                                               | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |     18667 | NS      | $2779329.63   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                 | AGCO Corp                                                                   | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     25025 | NS      | $3470717.25   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Bill.com Holdings Inc                     | Bill.com Holdings Inc                                                       | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |      8824 | NS      | $961463.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc                | Casey's General Stores Inc                                                  | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      8980 | NS      | $2014663.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp                            | TD SYNNEX Corp                                                              | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      9713 | NS      | $919918.23    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp                            | Air Lease Corp                                                              | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |     35290 | NS      | $1355841.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Levi Strauss & Co                         | Levi Strauss & Co                                                           | CUSIP: 52736R102<br>LEI: MB0UERO0RDFKU8258G77 | Long             | EC               | CORP              | US        |     20110 | NS      | $312107.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Nucor Corp                                | Nucor Corp                                                                  | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     53547 | NS      | $7058030.07   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                 | Lear Corp                                                                   | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     13400 | NS      | $1661868.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                            | Tetra Tech Inc                                                              | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |      6247 | NS      | $907001.93    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co              | Graphic Packaging Holding Co                                                | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48159 | NS      | $1071537.75   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd                | Axalta Coating Systems Ltd                                                  | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | BM        |     47943 | NS      | $1221108.21   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                               | Cintas Corp                                                                 | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        15 | NS      | $6774.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                             | Medtronic PLC                                                               | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |    166696 | NS      | $12955613.12  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                     | Truist Financial Corp                                                       | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    238453 | NS      | $10260632.59  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc                          | Vail Resorts Inc                                                            | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |      2313 | NS      | $551303.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair Inc                               | Wayfair Inc                                                                 | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |      6016 | NS      | $197866.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc                           | Hanesbrands Inc                                                             | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |     78117 | NS      | $496824.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Huntington Bancshares Inc/OH              | Huntington Bancshares Inc/OH                                                | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |    384225 | NS      | $5417572.50   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                               | PepsiCo Inc                                                                 | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |    128060 | NS      | $23135319.60  | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Mobile Mini Holdings Corp        | WillScot Mobile Mini Holdings Corp                                          | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     20394 | NS      | $921196.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                             | CME Group Inc                                                               | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     62884 | NS      | $10574573.44  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co                       | Vulcan Materials Co                                                         | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |     10907 | NS      | $1909924.77   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                      | MGIC Investment Corp                                                        | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     84741 | NS      | $1101633.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                              | Centene Corp                                                                | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |    106311 | NS      | $8718565.11   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc             | Lincoln Electric Holdings Inc                                               | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      3859 | NS      | $557586.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                     | Dell Technologies Inc                                                       | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |     61210 | NS      | $2461866.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp                    | Synovus Financial Corp                                                      | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     38975 | NS      | $1463511.25   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempur Sealy International Inc            | Tempur Sealy International Inc                                              | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |       148 | NS      | $5080.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                    | Lumen Technologies Inc                                                      | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |    245549 | NS      | $1281765.78   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                         | CNH Industrial NV                                                           | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |    304088 | NS      | $4883653.28   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp                     | Lincoln National Corp                                                       | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     41853 | NS      | $1285724.16   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Inc                               | Premier Inc                                                                 | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39163 | NS      | $1369921.74   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co             | Hewlett Packard Enterprise Co                                               | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |    297226 | NS      | $4743726.96   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                        | Crown Holdings Inc                                                          | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     18725 | NS      | $1539382.25   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group Inc/The                     | Carlyle Group Inc/The                                                       | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |     51963 | NS      | $1550575.92   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp                   | Wintrust Financial Corp                                                     | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     15286 | NS      | $1291972.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                            | NRG Energy Inc                                                              | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     96592 | NS      | $3073557.44   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co                       | Eastman Chemical Co                                                         | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     46427 | NS      | $3781014.88   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc            | First Financial Bankshares Inc                                              | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |     21449 | NS      | $737845.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                       | Elevance Health Inc                                                         | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     25150 | NS      | $12901195.50  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                               | Lennar Corp                                                                 | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     67388 | NS      | $6098614.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                           | Baker Hughes Co                                                             | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33819 | NS      | $998675.07    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc                         | GXO Logistics Inc                                                           | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |     11160 | NS      | $476420.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                        | J M Smucker Co/The                                                          | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |     30266 | NS      | $4795950.36   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc                | Iridium Communications Inc                                                  | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |     12487 | NS      | $641831.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                            | CBRE Group Inc                                                              | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     64136 | NS      | $4935906.56   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc               | Raymond James Financial Inc                                                 | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |     45930 | NS      | $4907620.50   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ChargePoint Holdings Inc                  | ChargePoint Holdings Inc                                                    | CUSIP: 15961R105<br>LEI: 254900DVN9TAC2GIPG25 | Long             | EC               | CORP              | US        |     79248 | NS      | $755233.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Apellis Pharmaceuticals Inc               | Apellis Pharmaceuticals Inc                                                 | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |     32518 | NS      | $1681505.78   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                | Biogen Inc                                                                  | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |     14797 | NS      | $4097585.24   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                   | Procter & Gamble Co/The                                                     | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    145502 | NS      | $22052283.12  | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc                                | MasTec Inc                                                                  | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     16069 | NS      | $1371167.77   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc                              | Woodward Inc                                                                | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |     11811 | NS      | $1141060.71   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                         | State Street Corp                                                           | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     85002 | NS      | $6593605.14   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc                    | Dolby Laboratories Inc                                                      | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |      3302 | NS      | $232923.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc          | BJ's Wholesale Club Holdings Inc                                            | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     24781 | NS      | $1639510.96   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp                  | United Therapeutics Corp                                                    | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      6937 | NS      | $1929110.33   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc                                | Sunrun Inc                                                                  | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     37757 | NS      | $906923.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc                          | Ryder System Inc                                                            | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |     13212 | NS      | $1104126.84   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos Inc                        | Albertsons Cos Inc                                                          | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |     45596 | NS      | $945661.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                  | Western Alliance Bancorp                                                    | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     28337 | NS      | $1687751.72   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                | Hasbro Inc                                                                  | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |     12009 | NS      | $732669.09    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                               | Cummins Inc                                                                 | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     28072 | NS      | $6801564.88   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                                 | IDEX Corp                                                                   | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      6180 | NS      | $1411079.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp                         | Ralph Lauren Corp                                                           | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |     10265 | NS      | $1084702.55   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                               | CDW Corp/DE                                                                 | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      5961 | NS      | $1064515.38   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                     | Norfolk Southern Corp                                                       | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     29599 | NS      | $7293785.58   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp                           | SouthState Corp                                                             | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     19979 | NS      | $1525596.44   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                          | Paramount Global                                                            | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |    200280 | NS      | $3380726.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co                   | Becton Dickinson and Co                                                     | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     21823 | NS      | $5549588.90   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                             | Ingredion Inc                                                               | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     18945 | NS      | $1855283.85   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                               | Kohl's Corp                                                                 | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     25589 | NS      | $646122.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                           | Dollar Tree Inc                                                             | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     17334 | NS      | $2451720.96   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                 | Packaging Corp of America                                                   | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |     30001 | NS      | $3837427.91   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp                        | Regal Rexnord Corp                                                          | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     25681 | NS      | $3081206.38   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US             | Service Corp International/US                                               | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     33677 | NS      | $2328427.78   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc                        | Houlihan Lokey Inc                                                          | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |      1439 | NS      | $125423.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc             | Intercontinental Exchange Inc                                               | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     81332 | NS      | $8343849.88   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                        | UMB Financial Corp                                                          | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     12907 | NS      | $1077992.64   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc              | Watts Water Technologies Inc                                                | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      4099 | NS      | $599396.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                               | Moderna Inc                                                                 | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |     18957 | NS      | $3405056.34   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp                 | Constellation Energy Corp                                                   | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |     73565 | NS      | $6342038.65   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co                                | Kellogg Co                                                                  | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |     72543 | NS      | $5167963.32   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Biohaven Ltd                              | Biohaven Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |     10940 | NS      | $151847.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                    | Trane Technologies PLC                                                      | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |     35432 | NS      | $5955764.88   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc                | Hilton Grand Vacations Inc                                                  | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |     13156 | NS      | $507032.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enstar Group Ltd                          | Enstar Group Ltd                                                            | CUSIP: 000000000<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EC               | CORP              | BM        |      3649 | NS      | $843064.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                          | Zions Bancorp NA                                                            | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     40141 | NS      | $1973331.56   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                     | AECOM                                                                       | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     30059 | NS      | $2552910.87   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                  | Willis Towers Watson PLC                                                    | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |     25807 | NS      | $6311876.06   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                           | Best Buy Co Inc                                                             | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     44814 | NS      | $3594530.94   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                       | Williams-Sonoma Inc                                                         | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      7279 | NS      | $836502.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc        | Johnson Controls International plc                                          | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |    102071 | NS      | $6532544.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                   | KeyCorp                                                                     | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |    250354 | NS      | $4361166.68   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                      | Waste Management Inc                                                        | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |     30591 | NS      | $4799116.08   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                               | Hubbell Inc                                                                 | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |     16967 | NS      | $3981815.56   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                             | M&T Bank Corp                                                               | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |     39914 | NS      | $5789924.84   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corp        | Integra LifeSciences Holdings Corp                                          | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |      2416 | NS      | $135465.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                             | Sempra Energy                                                               | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     30392 | NS      | $4696779.68   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                          | W R Berkley Corp                                                            | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     48224 | NS      | $3499615.68   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                           | CVS Health Corp                                                             | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |    207387 | NS      | $19326394.53  | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TFS Financial Corp                        | TFS Financial Corp                                                          | CUSIP: 87240R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12192 | NS      | $175686.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altair Engineering Inc                    | Altair Engineering Inc                                                      | CUSIP: 021369103<br>LEI: 549300FJ89HZ6GU9S994 | Long             | EC               | CORP              | US        |       511 | NS      | $23235.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                           | EMCOR Group Inc                                                             | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |     19680 | NS      | $2914804.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                              | Illumina Inc                                                                | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      1896 | NS      | $383371.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                       | Quanta Services Inc                                                         | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |     11064 | NS      | $1576620.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                               | Target Corp                                                                 | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     65438 | NS      | $9752879.52   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                 | Dick's Sporting Goods Inc                                                   | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     12122 | NS      | $1458155.38   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                  | Marsh & McLennan Cos Inc                                                    | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     23547 | NS      | $3896557.56   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc             | Principal Financial Group Inc                                               | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |     65581 | NS      | $5503557.52   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                               | Walmart Inc                                                                 | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    190305 | NS      | $26983345.95  | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                          | Coca-Cola Co/The                                                            | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    243164 | NS      | $15467662.04  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc             | Robert Half International Inc                                               | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      8347 | NS      | $616259.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc               | American Airlines Group Inc                                                 | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    137609 | NS      | $1750386.48   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK Financial Corp                        | BOK Financial Corp                                                          | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |      7900 | NS      | $819941.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp                             | Huntsman Corp                                                               | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |     76784 | NS      | $2110024.32   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker Inc                | Stanley Black & Decker Inc                                                  | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |     54675 | NS      | $4107186.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                                | Airbnb Inc                                                                  | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |      2309 | NS      | $197419.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                | PACCAR Inc                                                                  | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     73157 | NS      | $7240348.29   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                               | Corning Inc                                                                 | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |    104701 | NS      | $3344149.94   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software Inc                    | Guidewire Software Inc                                                      | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |      6592 | NS      | $412395.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc                         | Newell Brands Inc                                                           | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |     92523 | NS      | $1210200.84   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc                    | Franklin Resources Inc                                                      | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     76686 | NS      | $2022976.68   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd                 | Axis Capital Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     20984 | NS      | $1136703.28   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Plug Power Inc                            | Plug Power Inc                                                              | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |    101765 | NS      | $1258833.05   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| ASGN Inc                                  | ASGN Inc                                                                    | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     14928 | NS      | $1216333.44   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                           | CMS Energy Corp                                                             | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     84994 | NS      | $5382670.02   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp                            | Flowserve Corp                                                              | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     37508 | NS      | $1150745.44   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                        | Steel Dynamics Inc                                                          | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     49276 | NS      | $4814265.20   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc             | Selective Insurance Group Inc                                               | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |     16010 | NS      | $1418646.10   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Roofing Supply Inc                 | Beacon Roofing Supply Inc                                                   | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |      8934 | NS      | $471625.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc                    | Darden Restaurants Inc                                                      | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |     33973 | NS      | $4699485.09   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp/DE                         | Brunswick Corp/DE                                                           | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     25576 | NS      | $1843518.08   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc                      | Alaska Air Group Inc                                                        | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |     33105 | NS      | $1421528.70   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc/OH           | American Financial Group Inc/OH                                             | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     18229 | NS      | $2502477.12   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                     | McCormick & Co Inc/MD                                                       | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |     30723 | NS      | $2546629.47   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co              | Portland General Electric Co                                                | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     36935 | NS      | $1809815.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                    | Marvell Technology Inc                                                      | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29429 | NS      | $1090050.16   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                   | Consolidated Edison Inc                                                     | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     76515 | NS      | $7292644.65   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle Inc                            | Stericycle Inc                                                              | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |     36140 | NS      | $1803024.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc                         | Post Holdings Inc                                                           | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |     16470 | NS      | $1486582.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc                          | Carlisle Cos Inc                                                            | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      2992 | NS      | $705064.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank/CA                    | First Republic Bank/CA                                                      | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |     33871 | NS      | $4128536.19   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co PLC                            | Perrigo Co PLC                                                              | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |     44704 | NS      | $1523959.36   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                           | TJX Cos Inc/The                                                             | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     87508 | NS      | $6965636.80   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                  | RLI Corp                                                                    | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      4498 | NS      | $590452.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                       | Texas Roadhouse Inc                                                         | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |      9743 | NS      | $886125.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers USA Inc                          | Skechers USA Inc                                                            | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |     29851 | NS      | $1252249.45   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Corp                               | Markel Corp                                                                 | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |      3581 | NS      | $4717931.69   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                            | Hershey Co/The                                                              | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      3047 | NS      | $705593.79    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc/NC          | First Citizens BancShares Inc/NC                                            | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |      2959 | NS      | $2243987.24   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings Inc                      | OneMain Holdings Inc                                                        | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |     33715 | NS      | $1123046.65   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks Inc                      | Juniper Networks Inc                                                        | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |     52585 | NS      | $1680616.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                          | Essent Group Ltd                                                            | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |     26017 | NS      | $1011540.96   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                              | Xylem Inc/NY                                                                | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |     38478 | NS      | $4254512.46   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                | Ecolab Inc                                                                  | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |     30175 | NS      | $4392273.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                     | Republic Services Inc                                                       | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     31328 | NS      | $4040998.72   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                  | AT&T Inc                                                                    | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |   1132251 | NS      | $20844740.91  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR                    | Home BancShares Inc/AR                                                      | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52105 | NS      | $1187472.95   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co                     | Southwest Airlines Co                                                       | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |       503 | NS      | $16936.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc                               | Popular Inc                                                                 | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |     20454 | NS      | $1356509.28   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp          | Booz Allen Hamilton Holding Corp                                            | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |     16429 | NS      | $1717159.08   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                              | Broadcom Inc                                                                | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       543 | NS      | $303607.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                 | Amgen Inc                                                                   | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      9035 | NS      | $2372952.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                      | Bank of America Corp                                                        | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |   1041510 | NS      | $34494811.20  | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co                         | DXC Technology Co                                                           | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     51865 | NS      | $1374422.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National Inc                    | Schneider National Inc                                                      | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |     14425 | NS      | $337545.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp                        | IPG Photonics Corp                                                          | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |      5180 | NS      | $490390.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                | Unum Group                                                                  | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     53933 | NS      | $2212870.99   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SoFi Technologies Inc                     | SoFi Technologies Inc                                                       | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               | CORP              | US        |    191398 | NS      | $882344.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                         | Hormel Foods Corp                                                           | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |     47377 | NS      | $2158022.35   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                | US Bancorp                                                                  | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |    264247 | NS      | $11523811.67  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co                          | Campbell Soup Co                                                            | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |     57723 | NS      | $3275780.25   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                       | Alliant Energy Corp                                                         | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |     81861 | NS      | $4519545.81   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                | Intel Corp                                                                  | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    661087 | NS      | $17472529.41  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc  | Knight-Swift Transportation Holdings Inc                                    | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40366 | NS      | $2115582.06   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's Inc                             | Dillard's Inc                                                               | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |       779 | NS      | $251772.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SS&C Technologies Holdings Inc            | SS&C Technologies Holdings Inc                                              | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |      9900 | NS      | $515394.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc                       | Silgan Holdings Inc                                                         | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     34097 | NS      | $1767588.48   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                        | Conagra Brands Inc                                                          | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |    135043 | NS      | $5226164.10   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Thoughtworks Holding Inc                  | Thoughtworks Holding Inc                                                    | CUSIP: 88546E105<br>LEI: 984500E705D15F2DF680 | Long             | EC               | CORP              | US        |      5000 | NS      | $50950.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Fortune Brands Innovations Inc            | Fortune Brands Innovations Inc                                              | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     21845 | NS      | $1247567.95   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc                                | Mattel Inc                                                                  | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     72261 | NS      | $1289136.24   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                            | AptarGroup Inc                                                              | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |     14255 | NS      | $1567764.90   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                            | BorgWarner Inc                                                              | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     62666 | NS      | $2522306.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                            | AutoNation Inc                                                              | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7551 | NS      | $810222.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc/The                      | Ensign Group Inc/The                                                        | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |      6741 | NS      | $637766.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                              | Organon & Co                                                                | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |     49190 | NS      | $1373876.70   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                     | East West Bancorp Inc                                                       | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37934 | NS      | $2499850.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc           | Pinnacle Financial Partners Inc                                             | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     19141 | NS      | $1404949.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                       | Abbott Laboratories                                                         | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     55137 | NS      | $6053491.23   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                | FedEx Corp                                                                  | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     48084 | NS      | $8328148.80   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Entertainment Holdings Inc            | AMC Entertainment Holdings Inc                                              | CUSIP: 00165C104<br>LEI: 549300ZO77UNR6NRBR11 | Long             | EC               | CORP              | US        |    108932 | NS      | $443353.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Autoliv Inc                               | Autoliv Inc                                                                 | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |     22941 | NS      | $1756821.78   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                       | Synchrony Financial                                                         | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |    122101 | NS      | $4012238.86   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                             | Ford Motor Co                                                               | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    742417 | NS      | $8634309.71   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand Inc                           | Masterbrand Inc                                                             | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |     21845 | NS      | $164929.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc                            | Littelfuse Inc                                                              | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      3225 | NS      | $710145.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                      | Parker-Hannifin Corp                                                        | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |     17385 | NS      | $5059035.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                                  | SLM Corp                                                                    | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68630 | NS      | $1139258.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp                     | Envista Holdings Corp                                                       | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |     48801 | NS      | $1643129.67   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp                 | Cincinnati Financial Corp                                                   | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |     42278 | NS      | $4328844.42   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The               | Goldman Sachs Group Inc/The                                                 | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     53654 | NS      | $18423710.52  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                                | Ciena Corp                                                                  | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     11616 | NS      | $592183.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc                             | Cable One Inc                                                               | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |       426 | NS      | $303252.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands Inc                         | Acuity Brands Inc                                                           | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7515 | NS      | $1244559.15   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA Inc                                   | IAA Inc                                                                     | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |      3500 | NS      | $140000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc                   | Essential Utilities Inc                                                     | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |     66322 | NS      | $3165549.06   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                                | Macy's Inc                                                                  | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     58581 | NS      | $1209697.65   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp                       | Curtiss-Wright Corp                                                         | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      7804 | NS      | $1303189.96   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                | Sysco Corp                                                                  | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     74553 | NS      | $5699576.85   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Holdings Inc                       | Affirm Holdings Inc                                                         | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46761 | NS      | $452178.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Erie Indemnity Co                         | Erie Indemnity Co                                                           | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |      3081 | NS      | $766306.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp/The                         | Middleby Corp/The                                                           | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      9101 | NS      | $1218623.90   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SentinelOne Inc                           | SentinelOne Inc                                                             | CUSIP: 81730H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40909 | NS      | $596862.31    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp                    | Louisiana-Pacific Corp                                                      | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |       603 | NS      | $35697.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordstrom Inc                             | Nordstrom Inc                                                               | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |     29251 | NS      | $472111.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Deere & Co                                | Deere & Co                                                                  | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     22198 | NS      | $9517614.48   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                   | Charles Schwab Corp/The                                                     | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    133720 | NS      | $11133527.20  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                               | MetLife Inc                                                                 | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |    127707 | NS      | $9242155.59   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                   | Illinois Tool Works Inc                                                     | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |     21867 | NS      | $4817300.10   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                 | Aflac Inc                                                                   | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |    116156 | NS      | $8356262.64   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                         | Eversource Energy                                                           | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     80961 | NS      | $6787770.24   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake Inc                             | Snowflake Inc                                                               | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |     57083 | NS      | $8193693.82   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                | Pfizer Inc                                                                  | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    395506 | NS      | $20265727.44  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                           | Ross Stores Inc                                                             | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     32528 | NS      | $3775524.96   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc                                   | ITT Inc                                                                     | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     21852 | NS      | $1772197.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                                 | Avnet Inc                                                                   | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     21845 | NS      | $908315.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                               | Ameren Corp                                                                 | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     64422 | NS      | $5728404.24   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                           | First Solar Inc                                                             | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |     21223 | NS      | $3178993.17   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                | Verizon Communications Inc                                                  | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    650400 | NS      | $25625760.00  | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc                               | ONE Gas Inc                                                                 | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     22090 | NS      | $1672654.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc                     | Molina Healthcare Inc                                                       | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      5958 | NS      | $1967450.76   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics Inc                  | Sarepta Therapeutics Inc                                                    | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |      5962 | NS      | $772555.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                                | CarMax Inc                                                                  | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35828 | NS      | $2181566.92   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Cullen/Frost Bankers Inc                  | Cullen/Frost Bankers Inc                                                    | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |     16007 | NS      | $2140135.90   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                     | Bath & Body Works Inc                                                       | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     47879 | NS      | $2017621.06   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                        | Voya Financial Inc                                                          | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     27251 | NS      | $1675663.99   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co                    | Columbia Sportswear Co                                                      | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      5937 | NS      | $519962.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alight Inc                                | Alight Inc                                                                  | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |     62528 | NS      | $522734.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc                              | KKR & Co Inc                                                                | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |     36209 | NS      | $1680821.78   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                            | Globe Life Inc                                                              | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |     25963 | NS      | $3129839.65   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                        | UFP Industries Inc                                                          | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     12131 | NS      | $961381.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                       | Avery Dennison Corp                                                         | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      9768 | NS      | $1768008.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                         | Brown & Brown Inc                                                           | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |     14187 | NS      | $808233.39    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                      | Hancock Whitney Corp                                                        | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     23119 | NS      | $1118728.41   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos Inc                            | Rocket Cos Inc                                                              | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29308 | NS      | $205156.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elastic NV                                | Elastic NV                                                                  | CUSIP: 000000000<br>LEI: 2549003I48WHHH937I59 | Long             | EC               | CORP              | NL        |      9713 | NS      | $500219.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                  | Morgan Stanley Institutional Liquidity Funds - Government Portfolio         | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |   3110482 | NS      | $3110482.43   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc                         | Flowers Foods Inc                                                           | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     48807 | NS      | $1402713.18   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                         | Allstate Corp/The                                                           | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     56963 | NS      | $7724182.80   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc                       | Landstar System Inc                                                         | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      2205 | NS      | $359194.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                | Dover Corp                                                                  | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |     27101 | NS      | $3669746.41   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Music Group Corp                   | Warner Music Group Corp                                                     | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9351 | NS      | $327472.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc               | Penske Automotive Group Inc                                                 | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |      6216 | NS      | $714404.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc                    | Advance Auto Parts Inc                                                      | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |      9243 | NS      | $1358998.29   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc                    | Option Care Health Inc                                                      | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     37108 | NS      | $1116579.72   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                       | Carrier Global Corp                                                         | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |    166074 | NS      | $6850552.50   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                    | Roper Technologies Inc                                                      | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      4264 | NS      | $1842431.76   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc                    | Skyworks Solutions Inc                                                      | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      1738 | NS      | $158383.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                  | LKQ Corp                                                                    | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     55978 | NS      | $2989784.98   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co                       | Travel + Leisure Co                                                         | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     24329 | NS      | $885575.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments Inc                       | MKS Instruments Inc                                                         | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     15963 | NS      | $1352544.99   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                            | Starbucks Corp                                                              | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     72181 | NS      | $7160355.20   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp                           | Concentrix Corp                                                             | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2920 | NS      | $388827.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                       | Emerson Electric Co                                                         | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     82535 | NS      | $7928312.10   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC Group Inc                             | LHC Group Inc                                                               | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |       597 | NS      | $96528.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc            | JB Hunt Transport Services Inc                                              | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      3349 | NS      | $583931.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc              | Citizens Financial Group Inc                                                | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |    133179 | NS      | $5243257.23   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp   | Science Applications International Corp                                     | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     12992 | NS      | $1441202.56   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment Inc             | Live Nation Entertainment Inc                                               | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |     38925 | NS      | $2714629.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed Inc                             | Wolfspeed Inc                                                               | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |     29322 | NS      | $2024390.88   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| PulteGroup Inc                            | PulteGroup Inc                                                              | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     92692 | NS      | $4220266.76   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc    | International Flavors & Fragrances Inc                                      | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |     40582 | NS      | $4254616.88   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp of America Holdings       | Laboratory Corp of America Holdings                                         | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |     20223 | NS      | $4762112.04   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/The          | Bank of New York Mellon Corp/The                                            | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |    171352 | NS      | $7799943.04   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Westrock Co                               | Westrock Co                                                                 | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |    103900 | NS      | $3653124.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                        | Ingersoll Rand Inc                                                          | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     98059 | NS      | $5123582.75   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                           | Caterpillar Inc                                                             | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     62698 | NS      | $15019932.88  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Acceptance Corp                    | Credit Acceptance Corp                                                      | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       852 | NS      | $404188.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Azenta Inc                                | Azenta Inc                                                                  | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |      5587 | NS      | $325275.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                               | Gentex Corp                                                                 | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     14204 | NS      | $387343.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                        | Ally Financial Inc                                                          | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     79558 | NS      | $1945193.10   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                              | Exelixis Inc                                                                | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     16145 | NS      | $258965.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                     | ON Semiconductor Corp                                                       | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      1850 | NS      | $115384.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc                                   | ADT Inc                                                                     | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34762 | NS      | $315291.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                    | Webster Financial Corp                                                      | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     47482 | NS      | $2247797.88   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co                        | Sonoco Products Co                                                          | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     35049 | NS      | $2127824.79   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                  | Ameriprise Financial Inc                                                    | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |     21601 | NS      | $6725903.37   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc                  | Silicon Laboratories Inc                                                    | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |      2095 | NS      | $284228.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc                                   | XPO Inc                                                                     | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |     28243 | NS      | $940209.47    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                              | Cadence Bank                                                                | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     49544 | NS      | $1221755.04   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                              | AES Corp/The                                                                | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |    165315 | NS      | $4754459.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Financial Services Group Inc/The | Hartford Financial Services Group Inc/The                                   | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     79788 | NS      | $6050324.04   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co Inc              | MSC Industrial Direct Co Inc                                                | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |     18296 | NS      | $1494783.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| New Fortress Energy Inc                   | New Fortress Energy Inc                                                     | CUSIP: 644393100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13734 | NS      | $582596.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Leggett & Platt Inc                       | Leggett & Platt Inc                                                         | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     29726 | NS      | $958068.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                    | Regions Financial Corp                                                      | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |    251243 | NS      | $5416799.08   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc                      | Verisk Analytics Inc                                                        | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      3845 | NS      | $678334.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                | Humana Inc                                                                  | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |     16730 | NS      | $8568938.70   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                                  | PVH Corp                                                                    | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     15257 | NS      | $1076991.63   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                              | Tapestry Inc                                                                | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     43744 | NS      | $1665771.52   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                             | Kroger Co/The                                                               | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |    150894 | NS      | $6726854.52   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Petco Health & Wellness Co Inc            | Petco Health & Wellness Co Inc                                              | CUSIP: 71601V105<br>LEI: 2549007TYGV6RVSE9M61 | Long             | EC               | CORP              | US        |     34160 | NS      | $323836.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                      | Commercial Metals Co                                                        | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     49882 | NS      | $2409300.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                              | Fortive Corp                                                                | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     69159 | NS      | $4443465.75   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                    | Church & Dwight Co Inc                                                      | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      9690 | NS      | $781110.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7 Inc                                | Rapid7 Inc                                                                  | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |      2000 | NS      | $67960.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Global Group Inc                    | Berry Global Group Inc                                                      | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |     52713 | NS      | $3185446.59   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                                 | TEGNA Inc                                                                   | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     75040 | NS      | $1590097.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc/MO                | Commerce Bancshares Inc/MO                                                  | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32368 | NS      | $2203289.76   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp                             | GameStop Corp                                                               | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |     55640 | NS      | $1027114.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Lennox International Inc                  | Lennox International Inc                                                    | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |       179 | NS      | $42822.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                   | Cboe Global Markets Inc                                                     | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      5492 | NS      | $689081.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc             | Jefferies Financial Group Inc                                               | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     50865 | NS      | $1743652.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group Inc                          | TriNet Group Inc                                                            | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |      5550 | NS      | $376290.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Inc                              | Teleflex Inc                                                                | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |      2686 | NS      | $670506.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank/New York NY                | Signature Bank/New York NY                                                  | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |     16905 | NS      | $1947794.10   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Avangrid Inc                              | Avangrid Inc                                                                | CUSIP: 05351W103<br>LEI: 549300OX0Q38NLSKPB49 | Long             | EC               | CORP              | US        |     31486 | NS      | $1353268.28   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC Inc                                   | IAC Inc                                                                     | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |      6068 | NS      | $269419.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                             | AppLovin Corp                                                               | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |      3000 | NS      | $31590.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Automatic Data Processing Inc             | Automatic Data Processing Inc                                               | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     25717 | NS      | $6142762.62   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive Inc                     | Rivian Automotive Inc                                                       | CUSIP: 76954A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    134719 | NS      | $2482871.17   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co/The                     | New York Times Co/The                                                       | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     16394 | NS      | $532149.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                  | Prudential Financial Inc                                                    | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     77894 | NS      | $7747337.24   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                | Nasdaq Inc                                                                  | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     33282 | NS      | $2041850.70   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions Inc                      | Univar Solutions Inc                                                        | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |     67858 | NS      | $2157884.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc                         | Clean Harbors Inc                                                           | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |     11255 | NS      | $1284420.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc                       | Glacier Bancorp Inc                                                         | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     28341 | NS      | $1400612.22   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc                       | Harley-Davidson Inc                                                         | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     38598 | NS      | $1605676.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                           | WW Grainger Inc                                                             | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       448 | NS      | $249200.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                       | Fifth Third Bancorp                                                         | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |    171643 | NS      | $5631606.83   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp                               | Hexcel Corp                                                                 | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |      1631 | NS      | $95984.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                           | T-Mobile US Inc                                                             | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     38399 | NS      | $5375860.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                       | Kimberly-Clark Corp                                                         | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     41460 | NS      | $5628195.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Informatica Inc                           | Informatica Inc                                                             | CUSIP: 45674M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1000 | NS      | $16290.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap Inc/The                               | Gap Inc/The                                                                 | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     40507 | NS      | $456918.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Interpublic Group of Cos Inc/The          | Interpublic Group of Cos Inc/The                                            | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |    130881 | NS      | $4359646.11   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                     | Travelers Cos Inc/The                                                       | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     46747 | NS      | $8764595.03   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                | Charter Communications Inc                                                  | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |      4493 | NS      | $1523576.30   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                        | Kraft Heinz Co/The                                                          | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |    179982 | NS      | $7327067.22   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp                     | Encompass Health Corp                                                       | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     29768 | NS      | $1780424.08   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Toast Inc                                 | Toast Inc                                                                   | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |     60806 | NS      | $1096332.18   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Wyndham Hotels & Resorts Inc              | Wyndham Hotels & Resorts Inc                                                | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |     16847 | NS      | $1201359.57   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                              | Alkermes PLC                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     29278 | NS      | $765034.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                    | T Rowe Price Group Inc                                                      | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |     32037 | NS      | $3493955.22   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc                       | Thor Industries Inc                                                         | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |     13880 | NS      | $1047801.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Inc                  | Elanco Animal Health Inc                                                    | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |    123944 | NS      | $1514595.68   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc                    | Valmont Industries Inc                                                      | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      2427 | NS      | $802536.09    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                      | Keurig Dr Pepper Inc                                                        | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    187899 | NS      | $6700478.34   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                            | Merck & Co Inc                                                              | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    181024 | NS      | $20084612.80  | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                   | Valley National Bancorp                                                     | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    114132 | NS      | $1290832.92   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Renewable Corp                 | Brookfield Renewable Corp                                                   | CUSIP: 11284V105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     48402 | NS      | $1332991.08   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp                                   | VF Corp                                                                     | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |     84061 | NS      | $2320924.21   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                      | Colgate-Palmolive Co                                                        | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     17036 | NS      | $1342266.44   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc        | Broadridge Financial Solutions Inc                                          | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      3048 | NS      | $408828.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                     | Quest Diagnostics Inc                                                       | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |     32593 | NS      | $5098848.92   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp                              | Oshkosh Corp                                                                | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     26859 | NS      | $2368695.21   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc                    | Ormat Technologies Inc                                                      | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |     10548 | NS      | $912191.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Whirlpool Corp                            | Whirlpool Corp                                                              | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |     12346 | NS      | $1746465.16   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycor HCM Inc                            | Paycor HCM Inc                                                              | CUSIP: 70435P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5415 | NS      | $132505.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Ltd                                 | Bunge Ltd                                                                   | CUSIP: 000000000<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               | CORP              | BM        |     43725 | NS      | $4362443.25   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc                          | Henry Schein Inc                                                            | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |     33404 | NS      | $2667977.48   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                       | JPMorgan Chase & Co                                                         | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    421144 | NS      | $56475410.40  | 3.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                    | HP Inc                                                                      | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |    230877 | NS      | $6203664.99   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                                | Atkore Inc                                                                  | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |      2385 | NS      | $270506.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp  | Westinghouse Air Brake Technologies Corp                                    | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |     45422 | NS      | $4533569.82   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice USA Inc                            | Altice USA Inc                                                              | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |     50749 | NS      | $233445.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                               | FNB Corp/PA                                                                 | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     93643 | NS      | $1222041.15   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                             | TopBuild Corp                                                               | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |       208 | NS      | $32549.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co              | Reliance Steel & Aluminum Co                                                | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |     21050 | NS      | $4261362.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc                     | Mohawk Industries Inc                                                       | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |     11697 | NS      | $1195667.34   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp           | Old Republic International Corp                                             | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     76999 | NS      | $1859525.85   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                  | Baxter International Inc                                                    | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     12240 | NS      | $623872.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc                        | FTI Consulting Inc                                                          | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      1651 | NS      | $262178.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenable Holdings Inc                      | Tenable Holdings Inc                                                        | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |      2000 | NS      | $76300.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc                          | Clear Secure Inc                                                            | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11469 | NS      | $314594.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Genpact Ltd                               | Genpact Ltd                                                                 | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |     10315 | NS      | $477790.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                       | American Express Co                                                         | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     75337 | NS      | $11131041.75  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc                     | Element Solutions Inc                                                       | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     14852 | NS      | $270157.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                 | CH Robinson Worldwide Inc                                                   | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |     26730 | NS      | $2447398.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group Inc/The           | Hanover Insurance Group Inc/The                                             | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      9504 | NS      | $1284275.52   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd                | RenaissanceRe Holdings Ltd                                                  | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |       651 | NS      | $119933.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                | Capital One Financial Corp                                                  | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     77565 | NS      | $7210442.40   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc          | American International Group Inc                                            | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |    146004 | NS      | $9233292.96   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc                     | Arrow Electronics Inc                                                       | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     14767 | NS      | $1544185.19   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                            | Eaton Corp PLC                                                              | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |     54672 | NS      | $8580770.40   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                       | Gilead Sciences Inc                                                         | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    144032 | NS      | $12365147.20  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                             | Timken Co/The                                                               | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     26695 | NS      | $1886535.65   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer