NPORT-EX 2 NPORT_D8C3_26651427_1222.htm
Calvert
International Responsible Index Fund
December 31, 2022
Schedule of Investments (Unaudited)
Common Stocks — 99.4%
    
Security Shares Value
Australia — 5.6%  
ANZ Group Holdings, Ltd.   166,549 $  2,682,924
APA Group   78,928     576,917
ASX, Ltd.   9,943     457,937
BlueScope Steel, Ltd.   52,188     594,798
Brambles, Ltd.   82,121     673,442
Cochlear, Ltd.   4,132     570,660
Coles Group, Ltd.   94,942   1,076,227
Commonwealth Bank of Australia   71,079   4,936,779
Computershare, Ltd.   28,258 497,794
CSL, Ltd.   23,701 4,621,556
Endeavour Group, Ltd.   92,526 402,666
Fortescue Metals Group, Ltd.   141,047 1,971,435
Insurance Australia Group, Ltd.   135,051 434,144
Lynas Rare Earths, Ltd.(1)   105,130 554,194
Macquarie Group, Ltd.   20,455 2,309,133
Medibank Private, Ltd.   134,333 267,999
National Australia Bank, Ltd.   150,740 3,060,566
Qantas Airways, Ltd.(1)   56,530 228,817
QBE Insurance Group, Ltd.   74,986 680,250
Ramsay Health Care, Ltd.   11,702 513,848
REA Group, Ltd.   2,544 191,325
Reece, Ltd.   13,514 129,176
SEEK, Ltd.(2)   17,700 251,636
Sonic Healthcare, Ltd.   28,064 571,131
Suncorp Group, Ltd.   65,192 531,237
Telstra Group, Ltd.   223,796 605,243
TPG Telecom, Ltd.(2)   27,646 91,579
Transurban Group   194,962 1,715,247
Wesfarmers, Ltd.   61,801 1,927,405
Westpac Banking Corp.   177,139 2,804,378
WiseTech Global, Ltd.   8,984 308,982
Woolworths Group, Ltd.   88,073 2,011,183
      $38,250,608
Austria — 0.2%  
Erste Group Bank AG   17,169 $549,325
Verbund AG   4,313 362,550
voestalpine AG   12,130 321,313
      $1,233,188
Belgium — 0.8%  
Ackermans & van Haaren NV   754 $129,411
Ageas S.A./NV   5,466 242,536
Anheuser-Busch InBev S.A./NV   41,156 2,478,865
Azelis Group NV   3,839 108,746
Security Shares Value
Belgium (continued)  
D'Ieteren Group   906 $    173,873
Elia Group S.A./NV   1,495     212,533
Groupe Bruxelles Lambert NV   3,632     290,261
KBC Group NV   9,347     601,809
Proximus S.A.   3,652      35,259
Sofina S.A.(2)   417      92,075
Solvay S.A.   2,638     266,717
UCB S.A.   4,761     375,136
Umicore S.A.   7,884 289,972
      $5,297,193
Canada — 9.3%  
Agnico Eagle Mines, Ltd.   38,424 $1,996,686
Air Canada(1)   18,211 260,791
Algonquin Power & Utilities Corp.(2)   45,792 298,291
Alimentation Couche-Tard, Inc.   52,427 2,303,845
Bank of Montreal   32,506 2,944,746
Bank of Nova Scotia (The)   59,676 2,923,860
BCE, Inc.   17,233 757,157
Brookfield Asset Management, Ltd., Class A(1)(2)   19,031 544,927
Brookfield Corp.   76,125 2,393,946
BRP, Inc.   2,389 182,139
CAE, Inc.(1)   19,361 374,494
Canadian Imperial Bank of Commerce   45,437 1,837,950
Canadian National Railway Co.   33,322 3,958,279
Canadian Pacific Railway, Ltd.(2)   48,617 3,624,731
Canadian Tire Corp., Ltd., Class A   2,727 284,986
CCL Industries, Inc., Class B   8,848 377,968
CGI, Inc.(1)   11,319 975,658
Constellation Software, Inc.   1,095 1,709,591
Dollarama, Inc.   14,971 875,593
Empire Co., Ltd.   11,152 293,708
George Weston, Ltd.   4,769 591,687
GFL Environmental, Inc.   12,537 366,110
Gildan Activewear, Inc.   10,361 283,741
Great-West Lifeco, Inc.   14,877 343,907
Hydro One, Ltd.(3)   19,112 511,959
IGM Financial, Inc.(2)   4,844 135,231
Intact Financial Corp.   8,805 1,267,491
Loblaw Cos., Ltd.   10,800 954,931
Magna International, Inc.(2)   15,678 880,790
Manulife Financial Corp.   98,267 1,752,694
Metro, Inc.   16,544 916,029
National Bank of Canada(2)   16,542 1,114,569
Northland Power, Inc.   14,233 390,304
Nutrien, Ltd.(2)   31,166 2,275,302
Open Text Corp.   14,935 442,535
 
1

 

Calvert
International Responsible Index Fund
December 31, 2022
Schedule of Investments (Unaudited) — continued
Security Shares Value
Canada (continued)  
Power Corp. of Canada(2)   26,234 $    617,100
Ritchie Bros. Auctioneers, Inc.   7,153     413,173
Rogers Communications, Inc., Class B   18,763     878,147
Royal Bank of Canada(2)   57,520   5,407,900
Saputo, Inc.   17,422     431,304
Shaw Communications, Inc., Class B   25,522     735,313
Shopify, Inc., Class A(1)   49,998   1,735,431
Sun Life Financial, Inc.   28,972   1,344,823
TELUS Corp.   26,536 512,102
TELUS International CDA, Inc.(1)   4,100 80,940
TFI International, Inc.   4,297 430,366
Thomson Reuters Corp.   10,169 1,160,047
TMX Group, Ltd.   2,690 269,238
Toromont Industries, Ltd.   5,218 376,551
Toronto-Dominion Bank (The)   76,549 4,956,463
Waste Connections, Inc.(4)   1,462 193,803
Waste Connections, Inc.(4)   13,851 1,836,025
West Fraser Timber Co., Ltd.(2)   3,117 225,073
WSP Global, Inc.(2)   6,979 809,698
      $63,560,123
Denmark — 2.5%  
AP Moller - Maersk A/S, Class B   282 $631,286
Carlsberg A/S, Class B   4,624 613,359
Chr. Hansen Holding A/S   3,939 283,343
Coloplast A/S, Class B   5,433 636,490
Danske Bank A/S   22,924 452,133
Demant A/S(1)   4,371 121,888
DSV A/S   7,040 1,113,286
Genmab A/S(1)   2,593 1,096,307
GN Store Nord A/S   5,813 134,203
H Lundbeck A/S, Class A(1)   13,629 46,739
Novo Nordisk A/S, Class B   64,777 8,797,725
Novozymes A/S, Class B   8,679 440,317
Orsted A/S(3)   7,861 710,679
Pandora A/S   3,279 231,765
ROCKWOOL International A/S, Class B   541 126,650
Tryg A/S   13,664 324,732
Vestas Wind Systems A/S   47,247 1,378,225
      $17,139,127
Finland — 1.3%  
Elisa Oyj   4,895 $259,460
Fortum Oyj   17,211 286,633
Kesko Oyj, Class B   17,111 378,088
Kone Oyj, Class B   13,219 684,371
Metso Outotec Oyj   28,190 290,285
Security Shares Value
Finland (continued)  
Neste Oyj   36,740 $  1,694,337
Nokia Oyj   196,538     913,056
Nordea Bank Abp   119,006   1,274,787
Orion Oyj, Class B   4,947     271,209
Sampo Oyj, Class A   16,782     876,515
Stora Enso Oyj, Class R   33,493     472,234
UPM-Kymmene Oyj   24,278     908,516
Valmet Oyj   7,840     211,638
Wartsila Oyj Abp   17,591 148,328
      $8,669,457
France — 9.1%  
Accor S.A.(1)   7,714 $192,445
Air France-KLM(1)   47,945 63,262
Air Liquide S.A.   24,045 3,412,834
ALD S.A.(2)(3)   3,000 34,614
Alstom S.A.   13,795 337,517
Amundi S.A.(3)   2,563 145,345
Arkema S.A.   3,086 277,570
AXA S.A.   88,291 2,459,390
BioMerieux   1,619 170,098
BNP Paribas S.A.   42,643 2,428,055
Bouygues S.A.   9,333 279,913
Bureau Veritas S.A.   13,694 360,891
Capgemini SE   6,993 1,169,062
Carrefour S.A.   35,081 586,763
Cie de Saint-Gobain   41,316 2,021,212
Cie Generale des Etablissements Michelin SCA   30,270 843,240
Credit Agricole S.A.   50,102 527,040
Danone S.A.   34,196 1,802,323
Dassault Systemes SE   29,039 1,044,232
Edenred   12,864 700,128
Eiffage S.A.   3,806 374,373
Engie S.A.   85,090 1,217,303
EssilorLuxottica S.A.   13,390 2,422,692
Eurazeo SE   1,825 113,620
Eurofins Scientific SE   7,106 510,197
Getlink SE   19,320 309,374
Hermes International   1,464 2,266,054
Ipsen S.A.   1,880 202,214
Kering S.A.   3,081 1,568,006
Legrand S.A.   11,737 941,093
L'Oreal S.A.   10,511 3,763,963
LVMH Moet Hennessy Louis Vuitton SE   10,559 7,683,703
Orange S.A.(2)   79,690 790,693
Pernod Ricard S.A.   10,701 2,105,127
Publicis Groupe S.A.   11,486 733,752
 
2

 

Calvert
International Responsible Index Fund
December 31, 2022
Schedule of Investments (Unaudited) — continued
Security Shares Value
France (continued)  
Renault S.A.(1)   7,936 $    264,813
Rexel S.A.   10,787     213,350
Safran S.A.   15,901   1,991,661
Sanofi   52,082   5,022,087
Sartorius Stedim Biotech   1,134     368,514
Schneider Electric SE   24,604   3,455,252
SEB S.A.   643      53,949
Societe Generale S.A.   33,671     844,591
Sodexo S.A.(2)   4,270 408,547
SOITEC(1)   936 153,632
Teleperformance   2,505 598,858
Thales S.A.   4,803 613,673
Ubisoft Entertainment S.A.(1)   4,837 136,649
Valeo   9,007 160,935
Veolia Environnement S.A.   32,265 829,030
Vinci S.A.   23,452 2,337,857
Vivendi SE   32,895 314,244
Worldline S.A.(1)(3)   11,068 433,450
      $62,059,190
Germany — 6.4%  
adidas AG   7,167 $971,317
Allianz SE   17,589 3,756,265
Aroundtown S.A.   43,811 102,054
Bayerische Motoren Werke AG   15,840 1,402,394
Bechtle AG   4,581 161,930
Beiersdorf AG   4,252 485,883
Brenntag SE   8,107 517,023
Carl Zeiss Meditec AG   1,767 222,101
Commerzbank AG(1)   41,593 388,879
Continental AG   4,984 297,119
Covestro AG(3)   9,816 382,392
CTS Eventim AG & Co. KGaA(1)   3,411 216,527
Daimler Truck Holding AG(1)   22,159 681,206
Delivery Hero SE(1)(3)   8,407 403,449
Deutsche Boerse AG   8,180 1,408,515
Deutsche Lufthansa AG(1)   32,660 269,218
Deutsche Post AG   49,347 1,846,892
Deutsche Telekom AG   150,180 2,988,067
Deutsche Wohnen SE   3,000 63,831
DWS Group GmbH & Co. KGaA(3)   877 28,301
Evonik Industries AG   9,044 172,504
Fraport AG Frankfurt Airport Services Worldwide(1)   1,848 74,839
Fresenius Medical Care AG & Co. KGaA   10,164 331,982
Fresenius SE & Co. KGaA   21,361 596,653
GEA Group AG   8,989 365,560
Hannover Rueck SE   2,481 489,520
Security Shares Value
Germany (continued)  
HeidelbergCement AG   15,342 $    869,354
Hella GmbH & Co. KGaA   1,536     124,705
HelloFresh SE(1)   6,732     146,925
Henkel AG & Co. KGaA   4,052     260,400
Infineon Technologies AG   62,294   1,893,232
KION Group AG   3,562     101,451
Knorr-Bremse AG   3,492     189,973
LEG Immobilien SE   3,869     252,331
Mercedes-Benz Group AG   43,098 2,818,388
Merck KGaA   6,345 1,224,206
MTU Aero Engines AG   2,806 603,669
Muenchener Rueckversicherungs-Gesellschaft AG   6,155 1,990,960
Nemetschek SE   2,636 134,769
Puma SE   4,756 287,468
RTL Group S.A.   1,323 55,719
SAP SE   47,265 4,879,671
Scout24 SE(3)   4,026 202,643
Siemens AG   36,517 5,033,912
Siemens Energy AG(1)   23,566 442,479
Siemens Healthineers AG(3)   13,829 689,813
Symrise AG   6,596 716,359
Talanx AG   1,695 79,905
Telefonica Deutschland Holding AG(3)   48,603 119,370
thyssenkrupp AG(1)   63,113 383,256
United Internet AG   3,162 63,760
Volkswagen AG   1,645 258,060
Vonovia SE   40,443 952,692
Wacker Chemie AG   866 110,361
Zalando SE(1)(3)   11,463 403,553
      $43,913,805
Hong Kong — 2.3%  
AIA Group, Ltd.   497,583 $5,494,999
BOC Hong Kong Holdings, Ltd.   169,350 574,909
Chow Tai Fook Jewellery Group, Ltd.   128,000 260,117
ESR Group, Ltd.(3)   133,400 278,879
Fosun International, Ltd.   274,000 222,399
Hang Lung Properties, Ltd.   98,000 190,905
Hang Seng Bank, Ltd.   34,779 576,860
Henderson Land Development Co., Ltd.   71,355 248,401
HKT Trust & HKT, Ltd.   172,000 210,549
Hong Kong Exchanges & Clearing, Ltd.   58,299 2,505,122
Hongkong Land Holdings, Ltd.   62,000 285,250
MTR Corp., Ltd.   83,376 440,963
New World Development Co., Ltd.   91,250 255,972
Sino Land Co., Ltd.   178,000 222,017
Sun Hung Kai Properties, Ltd.   88,801 1,212,965
 
3

 

Calvert
International Responsible Index Fund
December 31, 2022
Schedule of Investments (Unaudited) — continued
Security Shares Value
Hong Kong (continued)  
Swire Pacific, Ltd., Class A   24,393 $    213,826
Swire Properties, Ltd.   78,000     197,566
Techtronic Industries Co., Ltd.   72,493     805,168
WH Group, Ltd.(3)   535,041     312,056
Wharf Holdings, Ltd. (The)   63,779     187,087
Wharf Real Estate Investment Co., Ltd.   88,000     512,524
Xinyi Glass Holdings, Ltd.   314,000     580,138
      $ 15,788,672
Ireland — 1.4%  
AIB Group PLC   20,713 $79,505
Aon PLC, Class A   9,969 2,992,096
Bank of Ireland Group PLC   34,055 324,521
CRH PLC   54,506 2,167,711
DCC PLC   10,840 533,023
ICON PLC(1)   3,427 665,695
James Hardie Industries PLC CDI   52,818 950,633
Kerry Group PLC, Class A   7,549 681,903
Kingspan Group PLC   17,598 952,824
Smurfit Kappa Group PLC   10,554 388,919
      $9,736,830
Israel — 0.4%  
Bank Hapoalim B.M.   70,312 $633,084
Bank Leumi Le-Israel B.M.   81,642 679,980
Check Point Software Technologies, Ltd.(1)   5,904 744,849
Mizrahi Tefahot Bank, Ltd.   8,226 265,496
Nice, Ltd.(1)   3,736 718,724
      $3,042,133
Italy — 1.8%  
A2A SpA   77,405 $103,201
Amplifon SpA   7,329 218,842
Assicurazioni Generali SpA   60,673 1,078,917
Banca Mediolanum SpA   8,796 73,292
Banco BPM SpA   71,482 254,831
DiaSorin SpA   1,327 185,681
Enel SpA   460,352 2,475,838
ERG SpA   3,073 95,243
FinecoBank Banca Fineco SpA   29,512 490,079
Hera SpA   48,247 130,133
Infrastrutture Wireless Italiane SpA(3)   17,407 175,606
Interpump Group SpA   3,366 151,965
Intesa Sanpaolo SpA   785,044 1,739,194
Italgas SpA   25,167 139,737
Mediobanca Banca di Credito Finanziario SpA(2)   33,044 317,522
Moncler SpA   10,201 542,049
Security Shares Value
Italy (continued)  
Nexi SpA(1)(3)   27,214 $    214,826
Pirelli & C SpA(3)   23,350     100,091
Poste Italiane SpA(3)   24,116     235,287
PRADA SpA   33,700     189,185
Prysmian SpA   15,648     581,409
Recordati Industria Chimica e Farmaceutica SpA   5,927     246,372
Reply SpA   1,162     133,302
Snam SpA   117,899     571,673
Telecom Italia SpA(1)(2)   498,725 115,580
Terna - Rete Elettrica Nazionale   86,250 636,973
UniCredit SpA   91,787 1,302,416
UnipolSai Assicurazioni SpA(2)   13,800 33,975
      $12,533,219
Japan — 16.7%  
Advantest Corp.   9,100 $582,842
Aeon Co., Ltd.   29,379 620,351
AGC, Inc.   21,455 712,000
Aisin Corp.   5,900 156,438
Ajinomoto Co., Inc.   26,108 797,947
ANA Holdings, Inc.(1)   9,256 196,023
Asahi Group Holdings, Ltd.   28,100 874,686
Astellas Pharma, Inc.   86,671 1,317,887
Bandai Namco Holdings, Inc.   7,975 499,868
Bridgestone Corp.   26,200 927,665
Canon, Inc.(2)   42,968 930,002
Capcom Co., Ltd.   8,800 280,900
Central Japan Railway Co.   10,067 1,236,022
Chugai Pharmaceutical Co., Ltd.   30,156 769,182
Dai Nippon Printing Co., Ltd.   12,029 241,657
Daifuku Co., Ltd.   4,700 219,086
Dai-ichi Life Insurance Co., Ltd.   41,094 928,041
Daiichi Sankyo Co., Ltd.   81,739 2,630,908
Daikin Industries, Ltd.   11,500 1,744,705
Daito Trust Construction Co., Ltd.   2,800 286,672
Daiwa House Industry Co., Ltd.   34,592 796,870
Daiwa Securities Group, Inc.   62,800 277,501
Denso Corp.   25,147 1,233,204
Dentsu Group, Inc.   11,000 345,077
Disco Corp.   1,400 399,029
East Japan Railway Co.   14,426 821,675
Eisai Co., Ltd.   11,625 766,692
FANUC Corp.   9,651 1,444,238
Fast Retailing Co., Ltd.   2,542 1,546,892
Fuji Electric Co., Ltd.   6,600 249,079
FUJIFILM Holdings Corp.   15,600 780,022
Fujitsu, Ltd.   9,048 1,206,257
 
4

 

Calvert
International Responsible Index Fund
December 31, 2022
Schedule of Investments (Unaudited) — continued
Security Shares Value
Japan (continued)  
GMO Payment Gateway, Inc.   1,600 $    132,318
Hamamatsu Photonics K.K.   6,421     306,460
Hankyu Hanshin Holdings, Inc.   11,600     343,680
HOYA Corp.   17,487   1,674,879
Hulic Co., Ltd.   28,700     225,368
Isuzu Motors, Ltd.   31,300     362,857
Itochu Techno-Solutions Corp.   5,400     125,257
Japan Airlines Co., Ltd.(1)   7,300     148,684
Japan Exchange Group, Inc.   19,400 279,608
Japan Post Bank Co., Ltd.(2)   16,600 142,311
JSR Corp.   9,900 193,855
Kao Corp.   19,563 776,660
KDDI Corp.   68,818 2,087,036
Keyence Corp.   9,300 3,610,674
Kikkoman Corp.   8,209 432,094
Komatsu, Ltd.   44,046 952,015
Kubota Corp.(2)   48,094 657,033
Kyocera Corp.   14,600 724,695
Kyowa Kirin Co., Ltd.   12,806 293,308
Lixil Corp.   13,400 202,020
M3, Inc.   20,100 545,982
Makita Corp.   8,892 207,141
MEIJI Holdings Co., Ltd.   6,571 336,818
MINEBEA MITSUMI, Inc.(2)   16,800 248,910
MISUMI Group, Inc.   13,900 302,107
Mitsubishi Chemical Group Corp.   59,060 305,755
Mitsubishi Electric Corp.   108,707 1,077,171
Mitsubishi Estate Co., Ltd.   68,808 891,310
Mitsubishi HC Capital, Inc.   29,900 147,065
Mitsubishi Heavy Industries, Ltd.   15,700 620,410
Mitsubishi UFJ Financial Group, Inc.(5)   553,657 3,716,928
Mitsui Fudosan Co., Ltd.   45,400 829,774
Mizuho Financial Group, Inc.   100,958 1,422,326
MS&AD Insurance Group Holdings, Inc.   19,200 613,821
Murata Manufacturing Co., Ltd.   25,953 1,279,877
Nidec Corp.   25,580 1,316,325
Nintendo Co., Ltd.   49,590 2,085,090
Nippon Paint Holdings Co., Ltd.   42,645 334,938
Nippon Telegraph & Telephone Corp.   56,040 1,598,177
Nissan Chemical Corp.   7,100 309,611
Nissin Foods Holdings Co., Ltd.   3,499 277,101
Nitori Holdings Co., Ltd.   3,168 413,939
Nitto Denko Corp.   6,786 390,838
Nomura Holdings, Inc.   129,800 480,971
Nomura Research Institute, Ltd.   18,400 437,440
NTT Data Corp.   27,035 393,974
Obic Co., Ltd.   3,100 455,108
Security Shares Value
Japan (continued)  
Olympus Corp.   55,000 $    970,067
Omron Corp.   9,082     438,913
Ono Pharmaceutical Co., Ltd.   18,122     423,576
Oracle Corp. Japan   2,126     138,236
Oriental Land Co., Ltd.   10,597   1,542,120
ORIX Corp.   53,567     857,428
Osaka Gas Co., Ltd.   16,900     272,311
Otsuka Corp.   4,388     138,311
Otsuka Holdings Co., Ltd.   18,920 617,033
Pan Pacific International Holdings Corp.   18,668 346,742
Panasonic Corp.(2)   101,400 848,619
Rakuten Group, Inc.(1)(2)   37,800 170,367
Recruit Holdings Co., Ltd.   75,579 2,365,772
Renesas Electronics Corp.(1)   53,600 473,731
Resona Holdings, Inc.   91,633 503,286
Rohm Co., Ltd.   3,476 249,192
Secom Co., Ltd.   11,300 644,753
Seiko Epson Corp.   10,700 155,675
Sekisui Chemical Co., Ltd.   19,172 267,225
Sekisui House, Ltd.   34,470 611,120
SG Holdings Co., Ltd.   15,600 216,305
Shimadzu Corp.   11,526 326,300
Shin-Etsu Chemical Co., Ltd.   20,937 2,556,662
Shionogi & Co., Ltd.   12,054 601,412
Shiseido Co., Ltd.   17,397 852,691
SMC Corp.   2,832 1,182,511
SoftBank Corp.   129,400 1,463,988
SoftBank Group Corp.   55,490 2,346,835
Sompo Holdings, Inc.   11,937 528,130
Sony Group Corp.   58,100 4,428,474
Square Enix Holdings Co., Ltd.   3,700 171,774
Subaru Corp.   28,300 428,464
SUMCO Corp.   18,800 249,073
Sumitomo Chemical Co., Ltd.   65,800 235,934
Sumitomo Electric Industries, Ltd.   33,473 378,193
Sumitomo Mitsui Financial Group, Inc.   55,953 2,251,124
Sumitomo Mitsui Trust Holdings, Inc.   14,616 510,033
Suntory Beverage & Food, Ltd.   8,300 282,633
Sysmex Corp.   8,726 526,794
T&D Holdings, Inc.   21,219 303,744
Takeda Pharmaceutical Co., Ltd.   73,952 2,310,754
TDK Corp.   16,642 541,424
Terumo Corp.   29,546 837,646
TIS, Inc.   9,300 244,420
Toho Co., Ltd.   5,900 227,421
Tokio Marine Holdings, Inc.   75,200 1,606,451
Tokyo Electron, Ltd.   6,826 2,005,675
 
5

 

Calvert
International Responsible Index Fund
December 31, 2022
Schedule of Investments (Unaudited) — continued
Security Shares Value
Japan (continued)  
Tokyo Gas Co., Ltd.   20,900 $    409,218
Tokyu Corp.   28,332     356,812
TOPPAN, Inc.   17,900     264,338
Toray Industries, Inc.   71,850     399,584
TOTO, Ltd.   5,164     175,160
Toyota Industries Corp.   6,775     368,056
Toyota Motor Corp.   557,215   7,601,829
Trend Micro, Inc.(1)   6,493     303,660
Unicharm Corp.   20,002 765,801
USS Co., Ltd.   9,200 145,977
West Japan Railway Co.   10,610 460,679
Yakult Honsha Co., Ltd.   10,286 669,593
Yamaha Corp.   5,944 220,569
Yamaha Motor Co., Ltd.   13,725 310,202
Yamato Holdings Co., Ltd.   18,100 286,817
Yaskawa Electric Corp.   13,500 430,723
Z Holdings Corp.   122,600 306,195
ZOZO, Inc.   6,400 158,053
      $113,811,745
Netherlands — 4.7%  
Aalberts NV   3,954 $154,017
ABN AMRO Bank NV(3)   16,992 235,304
Adyen NV(1)(3)   1,333 1,850,536
Aegon NV   65,405 331,386
AerCap Holdings NV(1)   5,487 320,002
Akzo Nobel NV   8,492 569,835
Argenx SE(1)(4)   2,072 777,841
Argenx SE(1)(4)   717 269,166
ASM International NV   2,187 554,917
ASML Holding NV   16,557 9,027,731
ASR Nederland NV   5,377 255,483
BE Semiconductor Industries NV   3,494 212,927
Euronext NV(3)   3,924 290,498
IMCD NV   2,932 419,398
ING Groep NV   153,416 1,868,783
JDE Peet's NV   6,901 199,610
Koninklijke Ahold Delhaize NV   58,173 1,672,547
Koninklijke DSM NV   8,501 1,043,877
Koninklijke KPN NV   141,126 436,821
Koninklijke Philips NV   39,180 589,550
NN Group NV   11,475 469,238
NXP Semiconductors NV   11,876 1,876,764
Prosus NV   38,196 2,637,181
QIAGEN NV(1)   10,994 548,271
Randstad NV   6,100 372,724
Signify NV(3)   6,415 215,945
Security Shares Value
Netherlands (continued)  
Stellantis NV   104,904 $  1,490,723
STMicroelectronics NV(4)   13,134     466,730
STMicroelectronics NV(2)(4)   16,138     573,436
Universal Music Group NV   39,058     944,526
Wolters Kluwer NV   13,387   1,400,752
      $ 32,076,519
New Zealand — 0.2%  
Auckland International Airport, Ltd.(1)   47,338 $    234,777
Fisher & Paykel Healthcare Corp., Ltd.   21,140 302,473
Meridian Energy, Ltd.   60,330 200,669
Spark New Zealand, Ltd.   67,979 232,744
Xero, Ltd.(1)   5,226 249,196
      $1,219,859
Norway — 0.8%  
Adevinta ASA(1)   25,013 $165,629
DNB Bank ASA   58,358 1,152,577
Gjensidige Forsikring ASA   12,137 238,055
Mowi ASA   38,106 649,337
Norsk Hydro ASA   158,369 1,183,391
Orkla ASA   69,109 498,782
Salmar ASA   6,909 270,946
Telenor ASA   45,193 422,237
TOMRA Systems ASA   18,804 317,153
Yara International ASA   12,311 540,662
      $5,438,769
Portugal — 0.2%  
EDP - Energias de Portugal S.A.   156,456 $779,903
Jeronimo Martins SGPS S.A.   19,161 414,557
      $1,194,460
Singapore — 1.1%  
CapitaLand Investment, Ltd.   131,200 $362,596
DBS Group Holdings, Ltd.   87,229 2,207,906
Flex, Ltd.(1)   17,644 378,640
Oversea-Chinese Banking Corp., Ltd.   156,171 1,420,537
Singapore Airlines, Ltd.(2)   74,156 306,180
Singapore Exchange, Ltd.   37,800 252,764
Singapore Technologies Engineering, Ltd.   94,000 235,218
Singapore Telecommunications, Ltd.   441,812 847,083
United Overseas Bank, Ltd.   60,859 1,394,026
      $7,404,950
South Korea — 3.3%  
AMOREPACIFIC Corp.   1,608 $175,987
Doosan Enerbility Co., Ltd.(1)   24,719 300,903
 
6

 

Calvert
International Responsible Index Fund
December 31, 2022
Schedule of Investments (Unaudited) — continued
Security Shares Value
South Korea (continued)  
Hana Financial Group, Inc.   12,534 $    417,371
HMM Co., Ltd.   18,169     283,190
HYBE Co., Ltd.(1)   883     122,155
Hyundai Glovis Co., Ltd.   870     112,953
Hyundai Mobis Co., Ltd.   3,408     540,571
Hyundai Motor Co.   7,736     925,859
Kakao Corp.(1)   15,507     660,535
Kakaopay Corp.(1)   1,000      43,409
KB Financial Group, Inc.   18,088 692,999
Kia Corp.   12,885 606,245
Krafton, Inc.(1)   1,184 158,334
KT Corp.(1)   7,272 194,637
L&F Co., Ltd.(1)   1,113 153,460
LG Chem, Ltd.   2,733 1,305,088
LG Electronics, Inc.   5,416 372,349
LG H&H Co., Ltd.   531 305,627
LG Innotek Co., Ltd.   636 128,268
NAVER Corp.   7,324 1,041,626
NCSoft Corp.   845 301,854
Netmarble Corp.(3)   635 30,547
Samsung C&T Corp.   4,642 418,204
Samsung Electro-Mechanics Co., Ltd.   2,592 269,186
Samsung Electronics Co., Ltd.   228,450 10,027,412
Samsung SDS Co., Ltd.   1,536 149,697
Shinhan Financial Group Co., Ltd.   21,231 591,060
SK Bioscience Co., Ltd.(1)   1,156 67,690
SK Hynix, Inc.   27,644 1,649,352
SK IE Technology Co., Ltd.(1)(3)   1,044 44,119
SK Telecom Co., Ltd.   1,040 39,014
Woori Financial Group, Inc.   22,761 207,929
      $22,337,630
Spain — 2.1%  
Acciona S.A.   1,282 $235,929
Aena SME S.A.(1)(3)   3,684 461,820
Amadeus IT Group S.A.(1)   18,445 956,884
Banco Bilbao Vizcaya Argentaria S.A.   231,446 1,394,061
Banco de Sabadell S.A.   206,973 194,547
Banco Santander S.A.   660,532 1,975,065
Bankinter S.A.(2)   23,595 158,075
CaixaBank S.A.   163,748 642,021
Cellnex Telecom S.A.(3)   23,085 765,757
EDP Renovaveis S.A.   12,084 266,277
Enagas S.A.(2)   25,212 419,238
Ferrovial S.A.   21,974 575,339
Grifols S.A.(1)   12,573 145,198
Iberdrola S.A.   298,460 3,484,069
Security Shares Value
Spain (continued)  
Industria de Diseno Textil S.A.   44,384 $  1,178,885
International Consolidated Airlines Group S.A.(1)(2)   198,069     294,956
Mapfre S.A.(2)   30,543      59,086
Naturgy Energy Group S.A.   9,120     237,020
Red Electrica Corp. S.A.   17,781     309,179
Telefonica S.A.   226,034     818,267
      $ 14,571,673
Sweden — 2.9%  
Alfa Laval AB   12,671 $366,538
Alleima AB(1)   18,031 66,419
Assa Abloy AB, Class B   46,800 1,006,633
Atlas Copco AB, Class A   181,573 2,151,349
Axfood AB   5,804 159,150
Boliden AB   31,825 1,195,417
Castellum AB(2)   12,104 146,585
Epiroc AB, Class A   43,262 787,762
EQT AB(2)   12,656 268,880
Essity AB, Class B   27,620 723,290
Fastighets AB Balder, Class B(1)   30,132 140,634
Getinge AB, Class B   10,883 226,264
H & M Hennes & Mauritz AB, Class B(2)   28,392 305,964
Hexagon AB, Class B   88,202 924,805
Holmen AB, Class B   4,339 172,453
Husqvarna AB, Class B   19,098 134,133
Industrivarden AB, Class A   13,299 323,472
Indutrade AB   14,507 294,195
Investment AB Latour, Class B   5,932 112,185
Investor AB, Class B   94,116 1,703,589
Kinnevik AB, Class B(1)   9,659 132,948
L E Lundbergforetagen AB, Class B   4,479 190,955
Lifco AB, Class B   8,813 147,514
Nibe Industrier AB, Class B   76,068 710,002
Saab AB, Class B   3,993 157,354
Sagax AB, Class B   10,866 246,879
Sandvik AB   47,933 866,225
Skandinaviska Enskilda Banken AB, Class A   66,960 770,902
Skanska AB, Class B   17,510 277,577
SKF AB, Class B(2)   19,064 291,175
Spotify Technology S.A.(1)   5,487 433,199
SSAB AB, Class A   90,592 495,669
Svenska Cellulosa AB SCA, Class B   31,814 402,914
Svenska Handelsbanken AB, Class A   62,520 629,451
Swedbank AB, Class A   39,923 679,053
Swedish Orphan Biovitrum AB(1)   8,557 177,104
Tele2 AB, Class B   26,729 218,051
Telia Co. AB   108,966 278,437
 
7

 

Calvert
International Responsible Index Fund
December 31, 2022
Schedule of Investments (Unaudited) — continued
Security Shares Value
Sweden (continued)  
Trelleborg AB, Class B   9,826 $    226,967
Volvo AB, Class B   81,570   1,473,448
Volvo Car AB, Class B(1)(2)   22,115     100,699
      $ 20,116,240
Switzerland — 9.0%  
ABB, Ltd.   70,253 $  2,141,136
Accelleron Industries AG(1)   3,515      72,551
Adecco Group AG   7,319     240,757
Alcon, Inc.   20,689 1,419,657
Bachem Holding AG   1,448 125,644
Baloise Holding AG   1,582 243,955
Banque Cantonale Vaudoise   787 75,455
Barry Callebaut AG   180 355,455
Belimo Holding AG   389 185,583
BKW AG   797 109,048
Chocoladefabriken Lindt & Spruengli AG PC   55 560,452
Chubb, Ltd.   15,145 3,340,987
Cie Financiere Richemont S.A.   19,465 2,523,830
Clariant AG   7,779 123,542
Coca-Cola HBC AG   11,049 261,185
DKSH Holding AG   1,524 115,570
Emmi AG   100 84,669
Flughafen Zurich AG(1)   769 118,995
Garmin, Ltd.   5,866 541,373
Geberit AG   1,298 612,760
Givaudan S.A.   400 1,225,162
Helvetia Holding AG   1,201 139,752
Julius Baer Group, Ltd.   7,623 443,667
Kuehne + Nagel International AG   2,026 471,010
Logitech International S.A.   6,707 415,897
Lonza Group AG   3,074 1,508,951
Nestle S.A.   114,176 13,188,396
Novartis AG   84,598 7,655,901
Partners Group Holding AG   805 712,814
PSP Swiss Property AG   1,851 217,441
Roche Holding AG PC   27,843 8,749,310
Schindler Holding AG   2,656 479,014
SGS S.A.   291 677,837
SIG Group AG   13,847 302,573
Sika AG   6,142 1,476,557
Sonova Holding AG   1,937 460,035
Straumann Holding AG   4,612 528,863
Swatch Group AG (The)   1,089 309,516
Swiss Life Holding AG   1,170 603,087
Swiss Prime Site AG   3,251 281,773
Swiss Re AG   10,495 981,297
Security Shares Value
Switzerland (continued)  
Swisscom AG   1,052 $    576,297
TE Connectivity, Ltd.   13,451   1,544,175
Temenos AG   2,695     148,261
UBS Group AG   116,524   2,165,741
VAT Group AG(3)   1,080     296,479
Zurich Insurance Group AG   5,378   2,571,099
      $ 61,383,509
Taiwan — 4.3%  
Advantech Co., Ltd.   17,499 $187,369
Airtac International Group   6,000 181,149
ASE Technology Holding Co., Ltd.   138,904 422,043
AUO Corp.   256,000 124,364
Cathay Financial Holding Co., Ltd.   365,973 475,196
Chailease Holding Co., Ltd.   59,436 418,738
Chang Hwa Commercial Bank, Ltd.   226,240 126,057
China Steel Corp.   1,337,000 1,295,536
Chunghwa Telecom Co., Ltd.   174,055 640,108
CTBC Financial Holding Co., Ltd.   792,000 568,326
Delta Electronics, Inc.   86,319 800,176
E Ink Holdings, Inc.   34,000 178,048
E.Sun Financial Holding Co., Ltd.   571,265 446,078
Eva Airways Corp.   107,000 97,578
Evergreen Marine Corp. Taiwan, Ltd.   43,200 228,321
Far EasTone Telecommunications Co., Ltd.   78,073 167,465
Feng TAY Enterprise Co., Ltd.   19,000 127,291
First Financial Holding Co., Ltd.   443,628 382,104
Fubon Financial Holding Co., Ltd.   331,550 606,414
Globalwafers Co., Ltd.   8,000 110,853
Hotai Motor Co., Ltd.   12,000 229,043
Hua Nan Financial Holdings Co., Ltd.   389,937 284,521
Largan Precision Co., Ltd.   4,000 264,398
MediaTek, Inc.   62,883 1,271,427
Mega Financial Holding Co., Ltd.   446,559 439,917
Nan Ya Printed Circuit Board Corp.   9,000 66,134
Nanya Technology Corp.   53,000 88,015
Novatek Microelectronics Corp.   22,000 224,900
Powerchip Semiconductor Manufacturing Corp.   106,508 109,877
President Chain Store Corp.   29,828 263,729
Quanta Computer, Inc.   107,398 251,863
Realtek Semiconductor Corp.   21,000 190,974
Shanghai Commercial & Savings Bank, Ltd. (The)   185,081 265,120
SinoPac Financial Holdings Co., Ltd.   372,690 202,724
Taishin Financial Holding Co., Ltd.   495,543 243,060
Taiwan Cement Corp.   645,000 705,093
Taiwan Mobile Co., Ltd.   67,748 208,612
Taiwan Semiconductor Manufacturing Co., Ltd.   952,240 13,829,819
 
8

 

Calvert
International Responsible Index Fund
December 31, 2022
Schedule of Investments (Unaudited) — continued
Security Shares Value
Taiwan (continued)  
Unimicron Technology Corp.   45,000 $    174,698
Uni-President Enterprises Corp.   270,000     584,419
United Microelectronics Corp.   497,000     653,001
Vanguard International Semiconductor Corp.   37,000      92,930
Wan Hai Lines, Ltd.   57,270     148,848
Yageo Corp.   14,326     208,796
Yang Ming Marine Transport Corp.   71,000     150,821
Yuanta Financial Holding Co., Ltd.   381,718     269,008
      $29,004,961
United Kingdom — 13.0%  
3i Group PLC   50,180 $809,270
abrdn PLC   92,079 209,240
Admiral Group PLC   9,769 250,779
Allfunds Group PLC   18,033 126,461
Amcor PLC   90,511 1,077,986
Antofagasta PLC   38,713 722,679
Ashtead Group PLC   26,096 1,482,377
Associated British Foods PLC   23,572 446,896
AstraZeneca PLC   64,783 8,766,394
Atlassian Corp., Class A(1)   8,315 1,069,974
Auto Trader Group PLC(3)   51,638 321,568
AVEVA Group PLC   6,929 268,201
Aviva PLC   138,388 734,099
B&M European Value Retail S.A.   48,687 241,672
BAE Systems PLC   180,085 1,859,990
Barratt Developments PLC   56,017 267,554
Berkeley Group Holdings PLC   6,369 290,359
BT Group PLC   373,220 503,949
Bunzl PLC   18,501 615,531
Burberry Group PLC   19,012 462,223
Clarivate PLC(1)(2)   20,945 174,681
Coca-Cola Europacific Partners PLC   14,173 784,050
Compass Group PLC   111,847 2,582,773
ConvaTec Group PLC(3)   106,165 297,333
Croda International PLC   8,092 643,950
Dechra Pharmaceuticals PLC   6,518 205,446
Diageo PLC   108,227 4,737,297
DS Smith PLC   75,730 292,121
easyJet PLC(1)   11,998 47,064
Ferguson PLC   10,721 1,361,245
GSK PLC   212,789 3,677,682
Haleon PLC(1)   290,751 1,150,390
Halma PLC   22,785 542,623
Hargreaves Lansdown PLC   17,001 175,075
HomeServe PLC(1)   14,734 212,630
Howden Joinery Group PLC   25,541 172,463
Security Shares Value
United Kingdom (continued)  
HSBC Holdings PLC   829,703 $  5,142,113
Informa PLC   89,244     665,739
InterContinental Hotels Group PLC   11,605     665,881
Intermediate Capital Group PLC   13,780     190,263
Intertek Group PLC   10,313     501,750
Investec PLC   30,875     188,747
J Sainsbury PLC   114,133     299,350
JD Sports Fashion PLC   112,769     171,367
Kingfisher PLC   100,207 284,711
Legal & General Group PLC   296,353 888,505
Liberty Global PLC, Class A(1)   25,074 474,651
Linde PLC   22,469 7,328,938
Lloyds Banking Group PLC   3,388,452 1,849,122
London Stock Exchange Group PLC   17,585 1,510,924
M&G PLC   136,480 308,616
Melrose Industries PLC   229,517 369,776
Mondi PLC   27,417 463,646
National Grid PLC   222,824 2,669,287
Next PLC   6,975 488,743
Ocado Group PLC(1)   44,952 333,679
Pearson PLC   45,751 516,612
Persimmon PLC   18,827 276,053
Phoenix Group Holdings PLC   45,305 331,881
Prudential PLC   136,860 1,866,125
Reckitt Benckiser Group PLC   36,294 2,515,766
RELX PLC   109,764 3,034,758
Rentokil Initial PLC   158,574 974,241
Rightmove PLC   50,492 312,365
RS Group PLC   26,415 284,414
Sage Group PLC (The)   52,495 472,702
Schroders PLC   35,076 184,307
Severn Trent PLC   14,307 457,082
Smith & Nephew PLC   50,816 678,638
Smiths Group PLC   19,624 376,625
Spirax-Sarco Engineering PLC   4,253 543,238
SSE PLC   64,197 1,320,336
St. James's Place PLC   29,428 387,666
Standard Chartered PLC   124,796 930,793
Taylor Wimpey PLC   231,451 283,458
Tesco PLC   524,194 1,412,633
Unilever PLC   107,577 5,431,328
United Utilities Group PLC   41,239 492,737
Vodafone Group PLC   1,441,878 1,460,214
Weir Group PLC (The)   16,294 327,744
Whitbread PLC   12,863 397,705
 
9

 

Calvert
International Responsible Index Fund
December 31, 2022
Schedule of Investments (Unaudited) — continued
Security Shares Value
United Kingdom (continued)  
WPP PLC   69,876 $    690,374
      $ 88,339,628
Total Common Stocks
(identified cost $690,127,274) 		    $678,123,488
    
Short-Term Investments — 2.4%
    
Affiliated Fund — 0.0%(6)
Security Shares Value
Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 4.11%(7)        3,424 $      3,424
Total Affiliated Fund
(identified cost $3,424) 		    $      3,424
    
Securities Lending Collateral — 2.4%
Security Shares Value
State Street Navigator Securities Lending Government Money Market Portfolio, 4.34%(8)   16,066,359 $ 16,066,359
Total Securities Lending Collateral
(identified cost $16,066,359) 		    $ 16,066,359
Total Short-Term Investments
(identified cost $16,069,783) 		    $ 16,069,783
    
     
Total Investments — 101.8%
(identified cost $706,197,057) 		  $694,193,271
Other Assets, Less Liabilities — (1.8)%   $(12,021,247)
Net Assets — 100.0%   $682,172,024
    
The percentage shown for each investment category in the Schedule of Investments is based on net assets.
The country classifications used for financial reporting purposes may differ from the classifications determined by Calvert Research and Management (CRM).
(1) Non-income producing security.
(2) All or a portion of this security was on loan at December 31, 2022. The aggregate market value of securities on loan at December 31, 2022 was $21,632,546 and the total market value of the collateral received by the Fund was $23,002,949, comprised of cash of $16,066,359 and U.S. government and/or agencies securities of $6,936,590.
(3) Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At December 31, 2022, the aggregate value of these securities is $10,192,219 or 1.5% of the Fund's net assets.
(4) Securities are traded on separate exchanges for the same entity.
(5) Represents an investment in an issuer that may be deemed to be an affiliate.
(6) Amount is less than 0.05%.
(7) May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of December 31, 2022.
(8) Represents investment of cash collateral received in connection with securities lending.
At December 31, 2022, the concentration of the Fund’s investments in the various sectors, determined as a percentage of net assets, was as follows:
Economic Sectors % of Net Assets
Financials 22.4%
Industrials 15.1
Information Technology 13.0
Health Care 12.1
Consumer Discretionary 9.9
Consumer Staples 9.8
Materials 7.1
Communication Services 5.3
Utilities 3.1
Real Estate 1.4
Energy 0.2
Total 99.4%
    
Abbreviations: 
CDI – CHESS Depositary Interest
PC – Participation Certificate
 
The Fund did not have any open derivative instruments at December 31, 2022.
10

 

Calvert
International Responsible Index Fund
December 31, 2022
Schedule of Investments (Unaudited) — continued
At December 31, 2022, the value of the Fund’s investment in issuers and funds that may be deemed to be affiliated, was $3,720,352, which represents 1.0% of the Fund’s net assets. Transactions in such investments by the Fund for the fiscal year to date ended December 31, 2022 were as follows:
Name Value,
beginning
of period 		Purchases Sales
proceeds 		Net
realized
gain
(loss) 		Change in
unrealized
appreciation
(depreciation) 		Value,
end of
period 		Dividend
income 		Shares,
end of
period
Common Stocks            
Mitsubishi UFJ Financial Group, Inc. $2,568,839 $    75,304 $   (182,845) $18,282 $1,237,348 $3,716,928 $ — 553,657
Short-Term Investments            
Liquidity Fund. Instiutional Class(1)       612 33,997,320 (33,994,508)  —  —     3,424 11,114 3,424
Total       $18,282 $1,237,348 $3,720,352 $11,114  
    
(1) 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  Level 1  Level 2  Level 3  Total 
Common Stocks:        
Australia $2,682,924 $35,567,684 $ — $38,250,608
Austria  — 1,233,188  — 1,233,188
Belgium  — 5,297,193  — 5,297,193
Canada 63,560,123  —  — 63,560,123
Denmark  — 17,139,127  — 17,139,127
Finland  — 8,669,457  — 8,669,457
France  — 62,059,190  — 62,059,190
Germany  — 43,913,805  — 43,913,805
Hong Kong  — 15,788,672  — 15,788,672
Ireland 3,657,791 6,079,039  — 9,736,830
Israel 744,849 2,297,284  — 3,042,133
Italy  — 12,533,219  — 12,533,219
Japan  — 113,811,745  — 113,811,745
Netherlands 2,745,037 29,331,482  — 32,076,519
New Zealand  — 1,219,859  — 1,219,859
Norway  — 5,438,769  — 5,438,769
Portugal  — 1,194,460  — 1,194,460
Singapore 378,640 7,026,310  — 7,404,950
South Korea  — 22,337,630  — 22,337,630
Spain  — 14,571,673  — 14,571,673
Sweden 433,199 19,683,041  — 20,116,240
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Calvert
International Responsible Index Fund
December 31, 2022
Schedule of Investments (Unaudited) — continued
Asset Description (continued) Level 1  Level 2  Level 3  Total 
Switzerland $5,426,535 $55,956,974 $ — $61,383,509
Taiwan  — 29,004,961  — 29,004,961
United Kingdom 12,271,525 76,068,103  — 88,339,628
Total Common Stocks $91,900,623 $586,222,865(1) $ — $678,123,488
Short-Term Investments:        
Affiliated Fund $3,424 $ — $ — $3,424
Securities Lending Collateral 16,066,359  —  — 16,066,359
Total Investments $107,970,406 $586,222,865 $ — $694,193,271
    
(1) Includes foreign equity securities whose values were adjusted to reflect market trading of comparable securities or other correlated instruments that occurred after the close of trading in their applicable foreign markets.
For information on the Fund’s policy regarding the valuation of investments and other significant accounting policies, please refer to the Fund’s most recent financial statements included in its semiannual or annual report to shareholders.
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