NPORT-EX 2 NPORT_D8C4_82686027_1222.htm
Calvert
US Mid-Cap Core Responsible Index Fund
December 31, 2022
Schedule of Investments (Unaudited)
Common Stocks — 99.1%
    
Security Shares Value
Aerospace & Defense — 0.6%  
Axon Enterprise, Inc.(1)       4,366 $    724,450
Curtiss-Wright Corp.       2,405     401,611
HEICO Corp.       2,584     397,006
Hexcel Corp.       5,771     339,623
Woodward, Inc.       3,660     353,593
      $  2,216,283
Air Freight & Logistics — 0.5%  
C.H. Robinson Worldwide, Inc.       7,473 $    684,228
Expeditors International of Washington, Inc.   9,859 1,024,547
GXO Logistics, Inc.(1)   8,382 357,828
      $2,066,603
Airlines — 0.9%  
Alaska Air Group, Inc.(1)   8,035 $345,023
American Airlines Group, Inc.(1)   40,674 517,374
Delta Air Lines, Inc.(1)   38,691 1,271,386
Southwest Airlines Co.(1)   35,051 1,180,167
      $3,313,950
Auto Components — 0.9%  
Aptiv PLC(1)   15,269 $1,422,002
Autoliv, Inc.   5,354 410,009
BorgWarner, Inc.   14,454 581,774
Gentex Corp.   14,744 402,069
Lear Corp.   3,922 486,406
      $3,302,260
Automobiles — 0.3%  
Harley-Davidson, Inc.   9,316 $387,546
Rivian Automotive, Inc., Class A(1)   32,971 607,655
Thor Industries, Inc.   3,262 246,248
      $1,241,449
Banks — 4.8%  
Bank OZK   6,536 $261,832
BOK Financial Corp.   1,626 168,763
Cadence Bank   10,275 253,382
Citizens Financial Group, Inc.   26,620 1,048,029
Comerica, Inc.   6,854 458,190
Commerce Bancshares, Inc.   6,568 447,084
Cullen/Frost Bankers, Inc.   3,386 452,708
East West Bancorp, Inc.   7,349 484,299
F.N.B. Corp.   19,707 257,176
Security Shares Value
Banks (continued)  
Fifth Third Bancorp      37,535 $  1,231,523
First Citizens Bancshares, Inc., Class A         588     445,916
First Financial Bankshares, Inc.       7,537     259,273
First Horizon Corp.      28,749     704,350
First Interstate BancSystem, Inc., Class A       4,415     170,640
First Republic Bank       9,872   1,203,298
Glacier Bancorp, Inc.       5,699     281,645
Hancock Whitney Corp.       4,885     236,385
Home BancShares, Inc.   9,476 215,958
Huntington Bancshares, Inc.   76,655 1,080,835
KeyCorp   49,470 861,767
M&T Bank Corp.   9,421 1,366,610
Old National Bancorp   15,924 286,314
Pinnacle Financial Partners, Inc.   3,852 282,737
Popular, Inc.   3,608 239,283
Prosperity Bancshares, Inc.   4,636 336,944
Regions Financial Corp.   51,068 1,101,026
ServisFirst Bancshares, Inc.   2,905 200,184
Signature Bank   3,286 378,613
SouthState Corp.   3,912 298,720
SVB Financial Group(1)   3,135 721,489
Synovus Financial Corp.   7,419 278,583
UMB Financial Corp.   2,424 202,452
United Bankshares, Inc.   7,277 294,646
Valley National Bancorp   22,058 249,476
Webster Financial Corp.   9,023 427,149
Western Alliance Bancorp   5,475 326,091
Wintrust Financial Corp.   3,411 288,298
Zions Bancorp NA   8,037 395,099
      $18,196,767
Beverages — 0.0%(2)  
Coca-Cola Consolidated, Inc.   254 $130,139
      $130,139
Biotechnology — 3.2%  
Alkermes PLC(1)   8,869 $231,747
Alnylam Pharmaceuticals, Inc.(1)   6,998 1,663,075
Apellis Pharmaceuticals, Inc.(1)   5,331 275,666
Biogen, Inc.(1)   7,694 2,130,623
Biohaven, Ltd.(1)   4,834 67,096
BioMarin Pharmaceutical, Inc.(1)   10,518 1,088,508
Exact Sciences Corp.(1)   10,577 523,667
Exelixis, Inc.(1)   17,380 278,775
Halozyme Therapeutics, Inc.(1)   7,893 449,112
Horizon Therapeutics PLC(1)   13,249 1,507,736
 
1

 

Calvert
US Mid-Cap Core Responsible Index Fund
December 31, 2022
Schedule of Investments (Unaudited) — continued
Security Shares Value
Biotechnology (continued)  
Incyte Corp.(1)      10,673 $    857,255
Ionis Pharmaceuticals, Inc.(1)       8,633     326,068
Neurocrine Biosciences, Inc.(1)       5,537     661,339
Sarepta Therapeutics, Inc.(1)       4,724     612,136
Seagen, Inc.(1)       7,986   1,026,281
United Therapeutics Corp.(1)       2,623     729,430
      $ 12,428,514
Building Products — 2.9%  
Advanced Drainage Systems, Inc.   4,193 $343,700
Allegion PLC   5,553 584,509
Carlisle Cos., Inc.   3,624 853,996
Carrier Global Corp.   46,267 1,908,514
Fortune Brands Innovations, Inc.   7,491 427,811
Johnson Controls International PLC   36,426 2,331,264
Lennox International, Inc.   2,028 485,158
Masco Corp.   11,922 556,400
MasterBrand, Inc.(1)   7,491 56,557
Owens Corning   7,569 645,636
Simpson Manufacturing Co., Inc.   2,969 263,232
Trane Technologies PLC   12,417 2,087,173
Trex Co., Inc.(1)   5,824 246,530
UFP Industries, Inc.   3,197 253,362
      $11,043,842
Capital Markets — 5.7%  
Affiliated Managers Group, Inc.   2,012 $318,761
Ameriprise Financial, Inc.   5,795 1,804,389
Ares Management Corp., Class A   7,166 490,441
Bank of New York Mellon Corp. (The)   43,211 1,966,965
Carlyle Group, Inc. (The)   10,780 321,675
Cboe Global Markets, Inc.   5,740 720,198
Coinbase Global, Inc., Class A(1)   8,845 313,025
Evercore, Inc., Class A   1,948 212,488
FactSet Research Systems, Inc.   2,452 983,767
Franklin Resources, Inc.   15,421 406,806
Houlihan Lokey, Inc.   2,820 245,791
Interactive Brokers Group, Inc., Class A   5,176 374,484
Invesco, Ltd.   24,139 434,261
Jefferies Financial Group, Inc.   10,448 358,157
KKR & Co., Inc.   30,837 1,431,454
LPL Financial Holdings, Inc.   4,359 942,285
MarketAxess Holdings, Inc.   2,616 729,576
Morningstar, Inc.   1,911 413,904
MSCI, Inc.   4,254 1,978,833
Nasdaq, Inc.   18,612 1,141,846
Security Shares Value
Capital Markets (continued)  
Northern Trust Corp.      11,071 $    979,673
Raymond James Financial, Inc.      10,640   1,136,884
SEI Investments Co.       5,980     348,634
State Street Corp.      19,771   1,533,636
Stifel Financial Corp.       5,611     327,514
T. Rowe Price Group, Inc.      11,708   1,276,874
Tradeweb Markets, Inc., Class A       5,743     372,893
Virtu Financial, Inc., Class A       5,167     105,458
      $21,670,672
Chemicals — 2.2%  
Ashland, Inc.   3,334 $358,505
Avient Corp.   5,200 175,552
Axalta Coating Systems, Ltd.(1)   13,887 353,702
Cabot Corp.   3,842 256,799
Celanese Corp.   7,090 724,882
Eastman Chemical Co.   7,925 645,412
Element Solutions, Inc.   14,382 261,609
FMC Corp.   8,005 999,024
Huntsman Corp.   11,838 325,308
International Flavors & Fragrances, Inc.   14,923 1,564,527
Livent Corp.(1)(3)   10,714 212,887
Mosaic Co. (The)   22,178 972,949
PPG Industries, Inc.   13,255 1,666,684
      $8,517,840
Commercial Services & Supplies — 1.0%  
Clean Harbors, Inc.(1)   4,643 $529,859
Copart, Inc.(1)   24,858 1,513,604
IAA, Inc.(1)   7,118 284,720
MSA Safety, Inc.   2,436 351,247
Stericycle, Inc.(1)   8,186 408,399
Tetra Tech, Inc.   4,400 638,836
      $3,726,665
Communications Equipment — 1.5%  
Arista Networks, Inc.(1)   13,030 $1,581,191
Ciena Corp.(1)   8,680 442,506
F5, Inc.(1)   3,647 523,381
Juniper Networks, Inc.   19,498 623,156
Lumentum Holdings, Inc.(1)   3,840 200,333
Motorola Solutions, Inc.   8,887 2,290,269
      $5,660,836
Construction & Engineering — 1.1%  
AECOM   10,004 $849,640
 
2

 

Calvert
US Mid-Cap Core Responsible Index Fund
December 31, 2022
Schedule of Investments (Unaudited) — continued
Security Shares Value
Construction & Engineering (continued)  
EMCOR Group, Inc.       4,138 $    612,879
MasTec, Inc.(1)       5,432     463,513
Quanta Services, Inc.       8,547   1,217,948
Valmont Industries, Inc.       1,414     467,567
WillScot Mobile Mini Holdings Corp.(1)      15,785     713,008
      $  4,324,555
Construction Materials — 0.4%  
Vulcan Materials Co.       7,829 $  1,370,936
      $1,370,936
Consumer Finance — 0.9%  
Ally Financial, Inc.   15,746 $384,990
Credit Acceptance Corp.(1)(3)   296 140,422
Discover Financial Services   14,703 1,438,394
OneMain Holdings, Inc.   6,476 215,716
SLM Corp.   12,832 213,011
SoFi Technologies, Inc.(1)   39,480 182,003
Synchrony Financial   23,811 782,429
Upstart Holdings, Inc.(1)(3)   4,494 59,411
      $3,416,376
Containers & Packaging — 1.6%  
AptarGroup, Inc.   4,129 $454,107
Avery Dennison Corp.   5,165 934,865
Ball Corp.   19,846 1,014,924
Berry Global Group, Inc.   8,276 500,119
Crown Holdings, Inc.   7,700 633,017
Graphic Packaging Holding Co.   19,966 444,243
Packaging Corp. of America   5,772 738,297
Silgan Holdings, Inc.   5,271 273,249
Sonoco Products Co.   6,004 364,503
WestRock Co.   16,831 591,778
      $5,949,102
Distributors — 0.7%  
Genuine Parts Co.   7,526 $1,305,836
LKQ Corp.   14,475 773,110
Pool Corp.   2,015 609,195
      $2,688,141
Diversified Consumer Services — 0.4%  
ADT, Inc.   10,052 $91,172
Bright Horizons Family Solutions, Inc.(1)   4,159 262,433
H&R Block, Inc.   11,253 410,847
Security Shares Value
Diversified Consumer Services (continued)  
Service Corp. International      10,831 $    748,855
      $  1,513,307
Diversified Financial Services — 0.2%  
Equitable Holdings, Inc.      19,662 $    564,299
Voya Financial, Inc.       5,522     339,548
      $    903,847
Diversified Telecommunication Services — 0.2%  
Iridium Communications, Inc.(1)       7,338 $    377,173
Lumen Technologies, Inc.   60,536 315,998
      $693,171
Electric Utilities — 1.5%  
Alliant Energy Corp.   17,071 $942,490
Avangrid, Inc.   6,197 266,347
Constellation Energy Corp.   18,182 1,567,470
Eversource Energy   19,848 1,664,056
Hawaiian Electric Industries, Inc.   10,388 434,738
NRG Energy, Inc.   17,539 558,091
Portland General Electric Co.   7,887 386,463
      $5,819,655
Electrical Equipment — 1.9%  
Acuity Brands, Inc.   2,176 $360,367
AMETEK, Inc.   12,698 1,774,165
Atkore, Inc.(1)   2,624 297,614
ChargePoint Holdings, Inc.(1)(3)   14,610 139,233
Generac Holdings, Inc.(1)   4,201 422,873
Hubbell, Inc.   3,558 834,992
nVent Electric PLC   10,685 411,052
Plug Power, Inc.(1)(3)   26,770 331,145
Regal Rexnord Corp.   4,381 525,632
Rockwell Automation, Inc.   6,441 1,659,008
Sensata Technologies Holding PLC   10,261 414,339
Sunrun, Inc.(1)   10,713 257,326
      $7,427,746
Electronic Equipment, Instruments & Components — 2.8%  
Arrow Electronics, Inc.(1)   3,166 $331,069
Avnet, Inc.   4,977 206,944
CDW Corp.   7,884 1,407,925
Cognex Corp.   10,940 515,383
Coherent Corp.(1)   9,434 331,133
Corning, Inc.   44,651 1,426,153
IPG Photonics Corp.(1)   1,997 189,056
 
3

 

Calvert
US Mid-Cap Core Responsible Index Fund
December 31, 2022
Schedule of Investments (Unaudited) — continued
Security Shares Value
Electronic Equipment, Instruments & Components (continued)  
Jabil, Inc.       7,876 $    537,143
Keysight Technologies, Inc.(1)      10,060   1,720,964
Littelfuse, Inc.       1,517     334,043
National Instruments Corp.       8,337     307,635
Novanta, Inc.(1)       2,256     306,523
Rogers Corp.(1)       1,084     129,365
TD SYNNEX Corp.       2,318     219,538
Teledyne Technologies, Inc.(1)       2,879   1,151,341
Trimble, Inc.(1)   16,182 818,162
Zebra Technologies Corp., Class A(1)   3,137 804,358
      $10,736,735
Energy Equipment & Services — 0.4%  
Baker Hughes Co.   56,962 $1,682,088
      $1,682,088
Entertainment — 0.9%  
AMC Entertainment Holdings, Inc., Class A(1)(3)   33,969 $138,254
Liberty Media Corp.-Liberty Formula One, Class A(1)   1,656 88,480
Live Nation Entertainment, Inc.(1)   10,543 735,269
Playtika Holding Corp.(1)   5,450 46,380
ROBLOX Corp., Class A(1)   25,238 718,273
Roku, Inc.(1)   7,777 316,524
Take-Two Interactive Software, Inc.(1)   9,253 963,515
Warner Music Group Corp., Class A   8,815 308,701
      $3,315,396
Food & Staples Retailing — 1.0%  
Albertsons Cos., Inc., Class A   11,149 $231,230
BJ's Wholesale Club Holdings, Inc.(1)   7,032 465,237
Casey's General Stores, Inc.   2,129 477,641
Kroger Co. (The)   39,010 1,739,066
Performance Food Group Co.(1)   8,669 506,183
US Foods Holding Corp.(1)   12,434 423,005
      $3,842,362
Food Products — 2.3%  
Bunge, Ltd.   8,633 $861,314
Campbell Soup Co.   11,798 669,537
Conagra Brands, Inc.   28,091 1,087,122
Darling Ingredients, Inc.(1)   9,175 574,263
Flowers Foods, Inc.   11,276 324,072
Hormel Foods Corp.   17,287 787,423
Ingredion, Inc.   3,889 380,850
JM Smucker Co. (The)   6,051 958,841
Kellogg Co.   14,703 1,047,442
Security Shares Value
Food Products (continued)  
Lamb Weston Holdings, Inc.       8,101 $    723,905
McCormick & Co., Inc.      15,439   1,279,739
Post Holdings, Inc.(1)       2,957     266,899
      $  8,961,407
Gas Utilities — 0.2%  
New Jersey Resources Corp.       8,546 $    424,052
ONE Gas, Inc.       4,679     354,294
      $    778,346
Health Care Equipment & Supplies — 4.9%  
Align Technology, Inc.(1)   4,318 $910,666
Baxter International, Inc.   28,620 1,458,761
Cooper Cos., Inc. (The)   2,906 960,927
DENTSPLY SIRONA, Inc.   11,961 380,838
DexCom, Inc.(1)   20,335 2,302,735
Envista Holdings Corp.(1)   9,825 330,808
Globus Medical, Inc., Class A(1)   4,508 334,809
Hologic, Inc.(1)   14,054 1,051,380
ICU Medical, Inc.(1)   1,078 169,764
IDEXX Laboratories, Inc.(1)   4,541 1,852,546
Inspire Medical Systems, Inc.(1)   1,662 418,625
Insulet Corp.(1)   4,094 1,205,233
Integra LifeSciences Holdings Corp.(1)   4,604 258,146
iRhythm Technologies, Inc.(1)   1,572 147,249
Masimo Corp.(1)   2,745 406,123
Novocure, Ltd.(1)   6,175 452,936
Omnicell, Inc.(1)   2,658 134,016
Penumbra, Inc.(1)   2,223 494,529
ResMed, Inc.   8,176 1,701,671
Shockwave Medical, Inc.(1)   2,089 429,519
STERIS PLC   5,918 1,092,996
Tandem Diabetes Care, Inc.(1)   3,418 153,639
Teleflex, Inc.   2,785 695,220
Zimmer Biomet Holdings, Inc.   12,308 1,569,270
      $18,912,406
Health Care Providers & Services — 1.9%  
agilon health, Inc.(1)   12,273 $198,086
AMN Healthcare Services, Inc.(1)   3,132 322,032
Chemed Corp.   824 420,594
DaVita, Inc.(1)   3,380 252,385
Encompass Health Corp.   5,473 327,340
Enhabit, Inc.(1)   2,736 36,006
Ensign Group, Inc. (The)   3,223 304,928
Guardant Health, Inc.(1)   5,436 147,859
 
4

 

Calvert
US Mid-Cap Core Responsible Index Fund
December 31, 2022
Schedule of Investments (Unaudited) — continued
Security Shares Value
Health Care Providers & Services (continued)  
HealthEquity, Inc.(1)       4,682 $    288,599
Henry Schein, Inc.(1)       7,662     611,964
Laboratory Corp. of America Holdings       5,126   1,207,071
LHC Group, Inc.(1)       1,808     292,336
Molina Healthcare, Inc.(1)       3,365   1,111,190
Option Care Health, Inc.(1)       8,792     264,551
Premier, Inc., Class A       6,389     223,487
Quest Diagnostics, Inc.       6,537   1,022,648
R1 RCM, Inc.(1)   12,844 140,642
      $7,171,718
Health Care Technology — 0.5%  
Doximity, Inc., Class A(1)   6,379 $214,079
Teladoc Health, Inc.(1)(3)   9,336 220,796
Veeva Systems, Inc., Class A(1)   8,102 1,307,501
      $1,742,376
Hotels, Restaurants & Leisure — 2.7%  
Aramark   14,939 $617,578
Chipotle Mexican Grill, Inc.(1)   1,458 2,022,960
Choice Hotels International, Inc.   2,318 261,099
Darden Restaurants, Inc.   7,294 1,008,979
Domino's Pizza, Inc.   2,040 706,656
Expedia Group, Inc.(1)   8,877 777,625
Hilton Grand Vacations, Inc.(1)   6,401 246,695
Hyatt Hotels Corp., Class A(1)   3,195 288,988
Marriott Vacations Worldwide Corp.   2,430 327,054
Planet Fitness, Inc., Class A(1)   6,066 478,001
Texas Roadhouse, Inc.   3,848 349,976
Travel + Leisure Co.   5,330 194,012
Vail Resorts, Inc.   2,944 701,702
Wyndham Hotels & Resorts, Inc.   6,403 456,598
Yum! Brands, Inc.   15,500 1,985,240
      $10,423,163
Household Durables — 1.8%  
D.R. Horton, Inc.   17,851 $1,591,238
Helen of Troy, Ltd.(1)   1,157 128,323
Leggett & Platt, Inc.   6,998 225,546
Lennar Corp., Class A   15,718 1,422,479
Mohawk Industries, Inc.(1)   3,008 307,478
Newell Brands, Inc.   21,018 274,915
NVR, Inc.(1)   202 931,741
PulteGroup, Inc.   17,716 806,610
Tempur Sealy International, Inc.   9,533 327,268
TopBuild Corp.(1)   2,958 462,897
Security Shares Value
Household Durables (continued)  
Whirlpool Corp.       2,888 $    408,536
      $  6,887,031
Household Products — 0.5%  
Church & Dwight Co., Inc.      13,247 $  1,067,841
Clorox Co. (The)       6,702     940,491
      $  2,008,332
Independent Power and Renewable Electricity Producers — 0.6%  
AES Corp. (The)      41,027 $  1,179,937
Brookfield Renewable Corp., Class A   15,628 430,395
Clearway Energy, Inc., Class C   7,227 230,324
Ormat Technologies, Inc.(3)   4,399 380,426
      $2,221,082
Insurance — 5.2%  
Aflac, Inc.   30,317 $2,181,005
Allstate Corp. (The)   14,158 1,919,825
American Financial Group, Inc.   3,533 485,010
Arch Capital Group, Ltd.(1)   19,663 1,234,443
Assurant, Inc.   2,902 362,924
Axis Capital Holdings, Ltd.   4,475 242,411
Brown & Brown, Inc.   15,765 898,132
Cincinnati Financial Corp.   8,342 854,137
Enstar Group, Ltd.(1)   741 171,201
Erie Indemnity Co., Class A   1,369 340,498
Everest Re Group, Ltd.   2,128 704,943
F&G Annuities & Life, Inc.(1)   951 19,029
Fidelity National Financial, Inc.   13,986 526,153
First American Financial Corp.   7,220 377,895
Globe Life, Inc.   5,012 604,197
Hanover Insurance Group, Inc. (The)   1,789 241,748
Hartford Financial Services Group, Inc. (The)   16,946 1,285,015
Kinsale Capital Group, Inc.   1,176 307,547
Lincoln National Corp.   8,042 247,050
Markel Corp.(1)   708 932,783
Old Republic International Corp.   15,579 376,233
Primerica, Inc.   2,052 291,015
Principal Financial Group, Inc.   13,010 1,091,799
Reinsurance Group of America, Inc.   3,683 523,317
RenaissanceRe Holdings, Ltd.   2,297 423,176
RLI Corp.   2,157 283,149
Ryan Specialty Holdings, Inc.(1)   4,152 172,350
Selective Insurance Group, Inc.   3,276 290,286
Unum Group   10,535 432,251
W.R. Berkley Corp.   11,363 824,613
 
5

 

Calvert
US Mid-Cap Core Responsible Index Fund
December 31, 2022
Schedule of Investments (Unaudited) — continued
Security Shares Value
Insurance (continued)  
Willis Towers Watson PLC       5,672 $  1,387,258
      $ 20,031,393
Interactive Media & Services — 0.7%  
IAC, Inc.(1)       5,131 $    227,816
Match Group, Inc.(1)      17,153     711,678
Pinterest, Inc., Class A(1)      34,906     847,518
Snap, Inc., Class A(1)      58,644     524,864
ZoomInfo Technologies, Inc., Class A(1)      17,961     540,806
      $2,852,682
Internet & Direct Marketing Retail — 0.6%  
Chewy, Inc., Class A(1)(3)   5,235 $194,114
eBay, Inc.   29,502 1,223,448
Etsy, Inc.(1)   6,758 809,473
Wayfair, Inc., Class A(1)   3,631 119,424
      $2,346,459
IT Services — 3.6%  
Affirm Holdings, Inc.(1)(3)   11,333 $109,590
Akamai Technologies, Inc.(1)   9,341 787,446
Amdocs, Ltd.   7,252 659,207
Broadridge Financial Solutions, Inc.   7,140 957,688
Cloudflare, Inc., Class A(1)   16,724 756,092
Cognizant Technology Solutions Corp., Class A   29,156 1,667,432
Concentrix Corp.   2,636 351,010
DXC Technology Co.(1)   13,204 349,906
EPAM Systems, Inc.(1)   3,421 1,121,199
Euronet Worldwide, Inc.(1)   3,005 283,612
ExlService Holdings, Inc.(1)   1,876 317,851
Gartner, Inc.(1)   4,187 1,407,418
Genpact, Ltd.   9,838 455,696
Jack Henry & Associates, Inc.   4,295 754,030
Marqeta, Inc., Class A(1)   22,129 135,208
Okta, Inc.(1)   8,653 591,260
SS&C Technologies Holdings, Inc.   13,604 708,224
Thoughtworks Holding, Inc.(1)(3)   5,175 52,733
Toast, Inc., Class A(1)(3)   17,643 318,103
Twilio, Inc., Class A(1)   10,425 510,408
VeriSign, Inc.(1)   5,662 1,163,201
WEX, Inc.(1)   2,473 404,707
      $13,862,021
Leisure Products — 0.3%  
Brunswick Corp.   4,669 $336,542
Hasbro, Inc.   7,050 430,120
Security Shares Value
Leisure Products (continued)  
Mattel, Inc.(1)      20,173 $    359,886
      $  1,126,548
Life Sciences Tools & Services — 3.6%  
10X Genomics, Inc., Class A(1)       5,473 $    199,436
Agilent Technologies, Inc.      15,731   2,354,144
Avantor, Inc.(1)      38,431     810,510
Azenta, Inc.       4,196     244,291
Bio-Rad Laboratories, Inc., Class A(1)       1,298     545,796
Bio-Techne Corp.   9,256 767,137
Bruker Corp.   5,544 378,932
Charles River Laboratories International, Inc.(1)   2,963 645,638
Illumina, Inc.(1)   8,711 1,761,364
Medpace Holdings, Inc.(1)   1,478 313,942
Mettler-Toledo International, Inc.(1)   1,232 1,780,795
PerkinElmer, Inc.   7,527 1,055,436
Repligen Corp.(1)(3)   3,088 522,829
Syneos Health, Inc.(1)   5,754 211,057
Waters Corp.(1)   3,525 1,207,595
West Pharmaceutical Services, Inc.   4,343 1,022,125
      $13,821,027
Machinery — 6.3%  
AGCO Corp.   4,151 $575,702
Chart Industries, Inc.(1)(3)   2,243 258,461
CNH Industrial NV   61,367 985,554
Cummins, Inc.   7,754 1,878,717
Donaldson Co., Inc.   7,648 450,238
Dover Corp.   8,649 1,171,161
Evoqua Water Technologies Corp.(1)   8,055 318,978
Flowserve Corp.   8,787 269,585
Fortive Corp.   20,524 1,318,667
Graco, Inc.   10,557 710,064
IDEX Corp.   4,830 1,102,834
Ingersoll Rand, Inc.   24,621 1,286,447
ITT, Inc.   5,210 422,531
Lincoln Electric Holdings, Inc.   3,573 516,263
Middleby Corp. (The)(1)   3,469 464,499
Nordson Corp.   3,443 818,470
Oshkosh Corp.   4,109 362,373
Otis Worldwide Corp.   23,124 1,810,840
PACCAR, Inc.   18,665 1,847,275
Parker-Hannifin Corp.   7,039 2,048,349
Pentair PLC   10,784 485,064
Snap-on, Inc.   3,479 794,917
Stanley Black & Decker, Inc.   10,114 759,764
 
6

 

Calvert
US Mid-Cap Core Responsible Index Fund
December 31, 2022
Schedule of Investments (Unaudited) — continued
Security Shares Value
Machinery (continued)  
Timken Co. (The)       4,180 $    295,400
Toro Co. (The)       6,574     744,177
Watts Water Technologies, Inc., Class A       1,782     260,582
Westinghouse Air Brake Technologies Corp.      10,974   1,095,315
Xylem, Inc.      10,941   1,209,746
      $ 24,261,973
Media — 1.5%  
Altice USA, Inc., Class A(1)      11,010 $     50,646
Cable One, Inc.   288 205,016
Interpublic Group of Cos., Inc. (The)   26,977 898,604
Liberty Broadband Corp., Class C(1)   7,984 608,940
New York Times Co. (The), Class A   12,193 395,785
Omnicom Group, Inc.   13,016 1,061,715
Paramount Global, Class B   42,494 717,299
Sirius XM Holdings, Inc.   45,740 267,121
TEGNA, Inc.   15,839 335,628
Trade Desk, Inc. (The), Class A(1)   26,402 1,183,602
      $5,724,356
Metals & Mining — 1.1%  
Commercial Metals Co.   11,516 $556,223
Nucor Corp.   13,926 1,835,586
Reliance Steel & Aluminum Co.   4,142 838,507
Steel Dynamics, Inc.   10,616 1,037,183
      $4,267,499
Multiline Retail — 0.6%  
Dillard's, Inc., Class A(3)   207 $66,902
Dollar Tree, Inc.(1)   11,895 1,682,429
Kohl's Corp.   6,798 171,649
Macy's, Inc.   15,009 309,936
Nordstrom, Inc.(3)   5,840 94,258
      $2,325,174
Multi-Utilities — 1.1%  
Ameren Corp.   15,386 $1,368,123
CMS Energy Corp.   18,442 1,167,932
Consolidated Edison, Inc.   19,447 1,853,494
      $4,389,549
Oil, Gas & Consumable Fuels — 0.1%  
Enviva, Inc.(3)   1,971 $104,404
New Fortress Energy, Inc.(3)   9,555 405,323
      $509,727
Security Shares Value
Paper & Forest Products — 0.1%  
Louisiana-Pacific Corp.       3,842 $    227,446
      $    227,446
Personal Products — 0.1%  
Coty, Inc., Class A(1)      16,940 $    145,006
Olaplex Holdings, Inc.(1)       6,379      33,235
      $    178,241
Pharmaceuticals — 0.8%  
Catalent, Inc.(1)      10,217 $    459,867
Elanco Animal Health, Inc.(1)   28,390 346,926
Jazz Pharmaceuticals PLC(1)   3,603 573,994
Organon & Co.   15,001 418,978
Perrigo Co. PLC   8,111 276,504
Royalty Pharma PLC, Class A   22,018 870,151
      $2,946,420
Professional Services — 2.4%  
Alight, Inc., Class A(1)   12,546 $104,885
ASGN, Inc.(1)   3,592 292,676
Booz Allen Hamilton Holding Corp.   8,948 935,245
CoStar Group, Inc.(1)   22,415 1,732,231
Dun & Bradstreet Holdings, Inc.   11,958 146,605
Equifax, Inc.   7,128 1,385,398
Exponent, Inc.   3,454 342,257
FTI Consulting, Inc.(1)   2,534 402,399
ManpowerGroup, Inc.   3,790 315,366
Robert Half International, Inc.   7,534 556,235
Science Applications International Corp.   3,252 360,745
TransUnion   13,747 780,142
TriNet Group, Inc.(1)   2,630 178,314
Verisk Analytics, Inc.   8,833 1,558,318
      $9,090,816
Real Estate Management & Development — 0.7%  
CBRE Group, Inc., Class A(1)   18,285 $1,407,213
Howard Hughes Corp. (The)(1)   3,392 259,217
Jones Lang LaSalle, Inc.(1)   3,957 630,627
Zillow Group, Inc., Class C(1)(3)   10,252 330,217
      $2,627,274
Road & Rail — 1.2%  
Avis Budget Group, Inc.(1)   1,899 $311,303
J.B. Hunt Transport Services, Inc.   5,148 897,605
Knight-Swift Transportation Holdings, Inc.   9,910 519,383
Landstar System, Inc.   2,187 356,262
 
7

 

Calvert
US Mid-Cap Core Responsible Index Fund
December 31, 2022
Schedule of Investments (Unaudited) — continued
Security Shares Value
Road & Rail (continued)  
Old Dominion Freight Line, Inc.       5,454 $  1,547,736
RXO, Inc.(1)       6,416     110,355
Ryder System, Inc.       3,371     281,715
Saia, Inc.(1)       1,675     351,214
Schneider National, Inc., Class B       3,144      73,570
XPO, Inc.(1)       7,763     258,430
      $  4,707,573
Semiconductors & Semiconductor Equipment — 3.1%  
Allegro MicroSystems, Inc.(1)   4,112 $123,442
Amkor Technology, Inc.   6,095 146,158
Cirrus Logic, Inc.(1)   3,258 242,656
Enphase Energy, Inc.(1)   6,850 1,814,976
Entegris, Inc.   9,065 594,573
First Solar, Inc.(1)   5,175 775,163
GlobalFoundries, Inc.(1)   4,468 240,781
Lattice Semiconductor Corp.(1)   8,248 535,130
MKS Instruments, Inc.   4,072 345,021
Monolithic Power Systems, Inc.   2,664 942,017
ON Semiconductor Corp.(1)   24,345 1,518,398
Power Integrations, Inc.   3,455 247,793
Qorvo, Inc.(1)   6,298 570,851
Semtech Corp.(1)   3,709 106,411
Silicon Laboratories, Inc.(1)   1,851 251,125
Skyworks Solutions, Inc.   9,477 863,639
SolarEdge Technologies, Inc.(1)   2,848 806,753
Synaptics, Inc.(1)   2,286 217,536
Teradyne, Inc.   9,418 822,662
Universal Display Corp.   2,571 277,771
Wolfspeed, Inc.(1)(3)   7,554 521,528
      $11,964,384
Software — 4.8%  
Altair Engineering, Inc., Class A(1)   3,186 $144,867
ANSYS, Inc.(1)   5,315 1,284,051
AppLovin Corp., Class A(1)(3)   6,479 68,224
Aspen Technology, Inc.(1)   1,693 347,742
Bill.com Holdings, Inc.(1)   5,911 644,063
Black Knight, Inc.(1)   8,975 554,206
Blackline, Inc.(1)   3,081 207,259
Clear Secure, Inc., Class A   3,282 90,025
Coupa Software, Inc.(1)   4,362 345,340
CrowdStrike Holdings, Inc., Class A(1)   12,580 1,324,548
Datadog, Inc., Class A(1)   15,394 1,131,459
DocuSign, Inc.(1)   12,255 679,172
Dolby Laboratories, Inc., Class A   3,612 254,790
Security Shares Value
Software (continued)  
Dropbox, Inc., Class A(1)      16,754 $    374,955
Dynatrace, Inc.(1)      11,311     433,211
Elastic NV(1)       4,871     250,856
Fair Isaac Corp.(1)       1,628     974,488
Five9, Inc.(1)       3,970     269,404
Gen Digital, Inc.      35,229     754,957
Guidewire Software, Inc.(1)       5,110     319,682
HubSpot, Inc.(1)       2,743     793,084
Informatica, Inc., Class A(1)   2,065 33,639
Manhattan Associates, Inc.(1)   3,879 470,911
NCR Corp.(1)   7,550 176,746
Paycom Software, Inc.(1)   3,010 934,033
Paycor HCM, Inc.(1)   2,753 67,366
Paylocity Holding Corp.(1)   2,529 491,284
PTC, Inc.(1)   6,468 776,419
Qualtrics International, Inc., Class A(1)   6,024 62,529
Qualys, Inc.(1)   2,032 228,051
Rapid7, Inc.(1)   3,244 110,231
RingCentral, Inc., Class A(1)   5,129 181,567
SentinelOne, Inc., Class A(1)   11,529 168,208
Smartsheet, Inc., Class A(1)   7,070 278,275
Splunk, Inc.(1)   8,799 757,506
Tenable Holdings, Inc.(1)   6,320 241,108
Tyler Technologies, Inc.(1)   2,470 796,353
Zoom Video Communications, Inc., Class A(1)   12,045 815,928
Zscaler, Inc.(1)   5,098 570,466
      $18,407,003
Specialty Retail — 2.9%  
Advance Auto Parts, Inc.   3,105 $456,528
AutoNation, Inc.(1)   1,935 207,626
Bath & Body Works, Inc.   12,328 519,502
Best Buy Co., Inc.   10,739 861,375
Burlington Stores, Inc.(1)   3,457 700,941
CarMax, Inc.(1)(3)   8,341 507,883
Carvana Co.(1)(3)   5,113 24,236
Dick's Sporting Goods, Inc.   3,011 362,193
Five Below, Inc.(1)   2,865 506,733
Floor & Decor Holdings, Inc., Class A(1)(3)   5,546 386,168
GameStop Corp., Class A(1)(3)   15,037 277,583
Gap, Inc. (The)(3)   12,724 143,527
Lithia Motors, Inc., Class A   1,489 304,858
Penske Automotive Group, Inc.   1,372 157,684
Petco Health & Wellness Co., Inc.(1)   7,738 73,356
RH(1)(3)   1,049 280,282
Ross Stores, Inc.   18,383 2,133,715
Tractor Supply Co.   5,993 1,348,245
 
8

 

Calvert
US Mid-Cap Core Responsible Index Fund
December 31, 2022
Schedule of Investments (Unaudited) — continued
Security Shares Value
Specialty Retail (continued)  
Ulta Beauty, Inc.(1)       2,750 $  1,289,942
Williams-Sonoma, Inc.       3,751     431,065
      $ 10,973,442
Technology Hardware, Storage & Peripherals — 1.1%  
Dell Technologies, Inc., Class C      14,751 $    593,285
Hewlett Packard Enterprise Co.      76,573   1,222,105
NetApp, Inc.      12,787     767,987
Pure Storage, Inc., Class A(1)      16,969     454,091
Seagate Technology Holdings PLC   12,698 668,042
Western Digital Corp.(1)   18,466 582,602
      $4,288,112
Textiles, Apparel & Luxury Goods — 0.9%  
Capri Holdings, Ltd.(1)   6,594 $377,968
Columbia Sportswear Co.   1,821 159,483
Deckers Outdoor Corp.(1)   1,445 576,786
Hanesbrands, Inc.(3)   21,960 139,666
Levi Strauss & Co., Class A(3)   5,905 91,646
PVH Corp.   3,311 233,723
Ralph Lauren Corp.   2,229 235,538
Skechers USA, Inc., Class A(1)   6,815 285,889
Tapestry, Inc.   13,196 502,504
Under Armour, Inc., Class A(1)   8,549 86,858
VF Corp.   20,718 572,024
      $3,262,085
Thrifts & Mortgage Finance — 0.2%  
Essent Group, Ltd.   5,509 $214,190
MGIC Investment Corp.   15,523 201,799
New York Community Bancorp, Inc.   24,942 214,501
Rocket Cos, Inc., Class A   5,779 40,453
TFS Financial Corp.   2,718 39,166
      $710,109
Trading Companies & Distributors — 1.6%  
Air Lease Corp.   6,547 $251,536
Beacon Roofing Supply, Inc.(1)   2,779 146,703
Core & Main, Inc., Class A(1)   5,671 109,507
Fastenal Co.   31,140 1,473,545
MSC Industrial Direct Co., Inc., Class A   3,124 255,231
SiteOne Landscape Supply, Inc.(1)   2,376 278,752
United Rentals, Inc.(1)   4,074 1,447,981
Univar Solutions, Inc.(1)   11,080 352,344
W.W. Grainger, Inc.   2,458 1,367,263
Security Shares Value
Trading Companies & Distributors (continued)  
WESCO International, Inc.(1)       2,482 $    310,746
      $  5,993,608
Water Utilities — 0.6%  
American Water Works Co., Inc.      10,449 $  1,592,637
Essential Utilities, Inc.      18,485     882,289
      $  2,474,926
Total Common Stocks
(identified cost $374,525,949) 		    $379,674,945
    
Rights — 0.0%(2)
    
Security Shares Value
Health Care Equipment & Supplies — 0.0%(2)  
Abiomed, Inc., CVR(1)(4)(5)       2,600 $      2,652
Total Rights
(identified cost $2,652) 		    $      2,652
    
Short-Term Investments — 0.8%      
Affiliated Fund — 0.4%
Security Shares Value
Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 4.11%(6)   1,463,011 $  1,463,011
Total Affiliated Fund
(identified cost $1,463,011) 		    $  1,463,011
Securities Lending Collateral — 0.4%
Security Shares Value
State Street Navigator Securities Lending Government Money Market Portfolio, 4.34%(7)   1,507,717 $  1,507,717
Total Securities Lending Collateral
(identified cost $1,507,717) 		    $  1,507,717
Total Short-Term Investments
(identified cost $2,970,728) 		    $  2,970,728
Total Investments — 99.9%
(identified cost $377,499,329) 		    $382,648,325
Other Assets, Less Liabilities — 0.1%     $    232,355
Net Assets — 100.0%     $382,880,680
    
 
9

 

Calvert
US Mid-Cap Core Responsible Index Fund
December 31, 2022
Schedule of Investments (Unaudited) — continued
The percentage shown for each investment category in the Schedule of Investments is based on net assets.
(1) Non-income producing security.
(2) Amount is less than 0.05%.
(3) All or a portion of this security was on loan at December 31, 2022. The aggregate market value of securities on loan at December 31, 2022 was $6,241,784 and the total market value of the collateral received by the Fund was $6,394,814, comprised of cash of $1,507,717 and U.S. government and/or agencies securities of $4,887,097.
(4) For fair value measurement disclosure purposes, security is categorized as Level 3.
(5) Restricted security. Total market value of restricted securities amounts to $2,652, which represents less than 0.05% of the net assets of the Fund as of December 31, 2022.
(6) May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of December 31, 2022.
(7) Represents investment of cash collateral received in connection with securities lending.
 
The Fund did not have any open derivative instruments at December 31, 2022.
Restricted Securities
Description Acquisition Date Cost
Abiomed, Inc., CVR 12/28/22 $2,652
    
Abbreviations: 
CVR – Contingent Value Rights
Affiliated Funds
At December 31, 2022, the value of the Fund's investment in funds that may be deemed to be affiliated was $1,463,011, which represents 0.4% of the Fund's net assets. Transactions in such funds by the Fund for the fiscal year to date ended December 31, 2022 were as follows:
Name Value,
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
Short-Term Investments            
Liquidity Fund, Institutional Class(1) $1,165,477 $27,431,428 $(27,133,894) $ — $ — $1,463,011 $9,061 1,463,011
    
(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.
10

 

Calvert
US Mid-Cap Core Responsible Index Fund
December 31, 2022
Schedule of Investments (Unaudited) — continued
The following table summarizes the market value of the Fund's holdings as of December 31, 2022, based on the inputs used to value them:
Asset Description  Level 1  Level 2  Level 3(1)  Total 
Common Stocks $379,674,945(2) $ — $ — $379,674,945
Rights  —  — 2,652 2,652
Short-Term Investments:        
Affiliated Fund 1,463,011  —  — 1,463,011
Securities Lending Collateral 1,507,717  —  — 1,507,717
Total Investments $382,645,673 $ — $2,652 $382,648,325
    
(1) None of the unobservable inputs for Level 3 assets, individually or collectively, had a material impact on the Fund.
(2) The level classification by major category of investments is the same as the category presentation in the Schedule of Investments.
Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the fiscal year to date ended December 31, 2022 is not presented.
For information on the Fund’s policy regarding the valuation of investments and other significant accounting policies, please refer to the Fund’s most recent financial statements included in its semiannual or annual report to shareholders.
11