NPORT-EX 2 NPORT_950344967568223.htm
Calvert
US Mid-Cap Core Responsible Index Fund
December 31, 2020
Schedule of Investments (Unaudited)
Common Stocks — 99.7%
    
Security Shares Value
Aerospace & Defense — 0.6%  
Axon Enterprise, Inc.(1)       1,422 $    174,238
Curtiss-Wright Corp.         939     109,253
HEICO Corp.       1,035     137,034
Hexcel Corp.       1,908      92,519
Mercury Systems, Inc.(1)       1,209     106,464
Teledyne Technologies, Inc.(1)         839     328,871
      $    948,379
Air Freight & Logistics — 0.6%  
C.H. Robinson Worldwide, Inc.   2,898 $272,035
Expeditors International of Washington, Inc.   3,586 341,064
XPO Logistics, Inc.(1)   1,983 236,374
      $849,473
Airlines — 1.0%  
Alaska Air Group, Inc.   2,569 $133,588
American Airlines Group, Inc.(2)   12,447 196,289
Delta Air Lines, Inc.   13,550 544,846
JetBlue Airways Corp.(1)   5,607 81,526
Southwest Airlines Co.   12,525 583,790
      $1,540,039
Auto Components — 1.0%  
Aptiv PLC   5,655 $736,790
Autoliv, Inc.   1,903 175,266
BorgWarner, Inc.   5,066 195,750
Gentex Corp.   5,176 175,622
Lear Corp.   1,301 206,898
      $1,490,326
Automobiles — 0.6%  
Ford Motor Co.   80,872 $710,865
Harley-Davidson, Inc.   3,186 116,926
Thor Industries, Inc.(2)   1,189 110,565
      $938,356
Banks — 3.5%  
Bank OZK   2,554 $79,864
BOK Financial Corp.   689 47,183
Citizens Financial Group, Inc.   8,878 317,477
Comerica, Inc.   2,931 163,726
Commerce Bancshares, Inc.   2,441 160,374
Community Bank System, Inc.   1,076 67,046
Cullen/Frost Bankers, Inc.   1,191 103,891
Security Shares Value
Banks (continued)  
East West Bancorp, Inc.       2,863 $    145,183
Fifth Third Bancorp      14,683     404,810
First Citizens Bancshares, Inc., Class A         118      67,764
First Financial Bankshares, Inc.       2,515      90,980
First Horizon Corp.      11,770     150,185
First Republic Bank       3,555     522,336
Glacier Bancorp, Inc.       1,916      88,155
Huntington Bancshares, Inc.      20,643     260,721
KeyCorp   20,291 332,975
M&T Bank Corp.   2,662 338,873
People's United Financial, Inc.   9,188 118,801
Pinnacle Financial Partners, Inc.   1,492 96,085
Popular, Inc.   1,627 91,633
Prosperity Bancshares, Inc.   1,883 130,605
Regions Financial Corp.   19,984 322,142
Signature Bank   1,101 148,954
SVB Financial Group(1)   1,068 414,202
Synovus Financial Corp.   3,038 98,340
TCF Financial Corp.   3,003 111,171
United Bankshares, Inc.   2,477 80,255
Valley National Bancorp   8,715 84,971
Western Alliance Bancorp   2,037 122,118
Zions Bancorp NA   3,492 151,692
      $5,312,512
Biotechnology — 4.1%  
ACADIA Pharmaceuticals, Inc.(1)   2,305 $123,225
Acceleron Pharma, Inc.(1)   1,051 134,465
Agios Pharmaceuticals, Inc.(1)   1,270 55,029
Alexion Pharmaceuticals, Inc.(1)   4,547 710,423
Allakos, Inc.(1)(2)   605 84,700
Allogene Therapeutics, Inc.(1)   1,583 39,955
Alnylam Pharmaceuticals, Inc.(1)   2,374 308,549
Amicus Therapeutics, Inc.(1)   5,507 127,157
Arena Pharmaceuticals, Inc.(1)   1,125 86,434
Arrowhead Pharmaceuticals, Inc.(1)   1,989 152,616
Biohaven Pharmaceutical Holding Co., Ltd.(1)   1,106 94,795
BioMarin Pharmaceutical, Inc.(1)   3,725 326,645
Bluebird Bio, Inc.(1)   1,485 64,256
Blueprint Medicines Corp.(1)   1,153 129,309
Bridgebio Pharma, Inc.(1)(2)   1,611 114,558
ChemoCentryx, Inc.(1)   1,119 69,288
Deciphera Pharmaceuticals, Inc.(1)   872 49,765
Denali Therapeutics, Inc.(1)   1,582 132,508
Emergent BioSolutions, Inc.(1)   900 80,640
Exact Sciences Corp.(1)(2)   3,220 426,618
Exelixis, Inc.(1)   6,433 129,110
 
1

 

Calvert
US Mid-Cap Core Responsible Index Fund
December 31, 2020
Schedule of Investments (Unaudited) — continued
Security Shares Value
Biotechnology (continued)  
FibroGen, Inc.(1)(2)       1,673 $     62,052
Global Blood Therapeutics, Inc.(1)       1,218      52,752
Halozyme Therapeutics, Inc.(1)(2)       2,654     113,352
Incyte Corp.(1)       3,759     326,958
Ionis Pharmaceuticals, Inc.(1)       2,704     152,884
Iovance Biotherapeutics, Inc.(1)       2,898     134,467
Mirati Therapeutics, Inc.(1)         962     211,294
Moderna, Inc.(1)       6,468     675,712
Natera, Inc.(1)   1,633 162,516
Neurocrine Biosciences, Inc.(1)   1,942 186,141
PTC Therapeutics, Inc.(1)   1,367 83,428
Sarepta Therapeutics, Inc.(1)   1,548 263,919
Ultragenyx Pharmaceutical, Inc.(1)   1,278 176,914
United Therapeutics Corp.(1)   885 134,334
Vir Biotechnology, Inc.(1)(2)   900 24,102
      $6,200,870
Building Products — 2.4%  
AAON, Inc.   901 $60,034
Advanced Drainage Systems, Inc.   1,123 93,860
Allegion PLC   2,185 254,290
Armstrong World Industries, Inc.   895 66,579
Carrier Global Corp.   17,380 655,574
Fortune Brands Home & Security, Inc.   2,810 240,873
Johnson Controls International PLC   15,108 703,882
Masco Corp.   5,140 282,340
Owens Corning   3,325 251,902
Trane Technologies PLC   4,970 721,445
Trex Co., Inc.(1)   2,281 190,965
UFP Industries, Inc.   1,258 69,882
      $3,591,626
Capital Markets — 3.3%  
Affiliated Managers Group, Inc.   906 $92,140
Ameriprise Financial, Inc.   2,444 474,943
Ares Management Corp., Class A   1,983 93,300
Cboe Global Markets, Inc.   2,236 208,216
Cohen & Steers, Inc.   563 41,831
FactSet Research Systems, Inc.   958 318,535
Franklin Resources, Inc.   6,023 150,515
Hamilton Lane, Inc., Class A   788 61,503
Houlihan Lokey, Inc.   1,144 76,911
Interactive Brokers Group, Inc., Class A   1,672 101,858
Invesco, Ltd.   7,516 131,004
KKR & Co., Inc.   11,324 458,509
Lazard, Ltd., Class A   2,227 94,202
Security Shares Value
Capital Markets (continued)  
LPL Financial Holdings, Inc.       1,665 $    173,526
MarketAxess Holdings, Inc.         769     438,761
Morningstar, Inc.         582     134,774
Nasdaq, Inc.       2,366     314,063
Northern Trust Corp.       4,273     397,987
Owl Rock Capital Corp.       6,998      88,595
Raymond James Financial, Inc.       2,496     238,792
SEI Investments Co.       2,584     148,502
State Street Corp.   7,233 526,418
Stifel Financial Corp.   2,176 109,801
Virtu Financial, Inc., Class A   2,080 52,354
      $4,927,040
Chemicals — 1.8%  
Ashland Global Holdings, Inc.   1,473 $116,662
Axalta Coating Systems, Ltd.(1)   5,082 145,091
Celanese Corp.   2,696 350,318
Eastman Chemical Co.   3,108 311,670
FMC Corp.   2,961 340,308
Huntsman Corp.   4,534 113,985
International Flavors & Fragrances, Inc.(2)   2,457 267,420
Mosaic Co. (The)   7,923 182,308
PPG Industries, Inc.   4,909 707,976
Quaker Chemical Corp.(2)   291 73,736
WR Grace & Co.   1,389 76,145
      $2,685,619
Commercial Services & Supplies — 1.2%  
ADT, Inc.   4,491 $35,254
Cintas Corp.   1,751 618,908
Copart, Inc.(1)   4,188 532,923
IAA, Inc.(1)   2,666 173,237
MSA Safety, Inc.   866 129,372
Tetra Tech, Inc.   1,775 205,510
UniFirst Corp.   286 60,543
      $1,755,747
Communications Equipment — 1.1%  
Arista Networks, Inc.(1)   1,134 $329,506
Ciena Corp.(1)   3,217 170,019
F5 Networks, Inc.(1)   1,261 221,860
Juniper Networks, Inc.   7,045 158,583
Lumentum Holdings, Inc.(1)   1,590 150,732
Motorola Solutions, Inc.   3,562 605,754
      $1,636,454
 
2

 

Calvert
US Mid-Cap Core Responsible Index Fund
December 31, 2020
Schedule of Investments (Unaudited) — continued
Security Shares Value
Construction & Engineering — 0.6%  
AECOM(1)       4,780 $    237,948
EMCOR Group, Inc.       2,243     205,145
MasTec, Inc.(1)       2,383     162,473
Quanta Services, Inc.       4,045     291,321
      $    896,887
Construction Materials — 0.6%  
Martin Marietta Materials, Inc.       1,493 $    423,967
Vulcan Materials Co.       3,092     458,575
      $882,542
Consumer Finance — 1.1%  
Ally Financial, Inc.   7,664 $273,298
Credit Acceptance Corp.(1)(2)   276 95,535
Discover Financial Services   6,427 581,836
FirstCash, Inc.   842 58,974
LendingTree, Inc.(1)(2)   232 63,519
OneMain Holdings, Inc.   1,706 82,161
Santander Consumer USA Holdings, Inc.   1,228 27,041
SLM Corp.   7,967 98,711
Synchrony Financial   12,045 418,082
      $1,699,157
Containers & Packaging — 1.7%  
AptarGroup, Inc.   1,464 $200,407
Avery Dennison Corp.   1,908 295,950
Ball Corp.   6,883 641,358
Berry Global Group, Inc.(1)   3,028 170,143
Crown Holdings, Inc.(1)   3,041 304,708
Graphic Packaging Holding Co.   6,093 103,215
Packaging Corp. of America   2,150 296,507
Silgan Holdings, Inc.   1,901 70,489
Sonoco Products Co.   2,350 139,238
WestRock Co.   6,045 263,139
      $2,485,154
Distributors — 0.5%  
Genuine Parts Co.   2,785 $279,698
LKQ Corp.(1)   5,882 207,282
Pool Corp.   771 287,197
      $774,177
Diversified Consumer Services — 0.8%  
Bright Horizons Family Solutions, Inc.(1)   1,235 $213,643
Chegg, Inc.(1)(2)   3,220 290,863
frontdoor, Inc.(1)   2,241 112,521
Security Shares Value
Diversified Consumer Services (continued)  
Grand Canyon Education, Inc.(1)       1,127 $    104,935
H&R Block, Inc.       5,139      81,504
Service Corp. International       4,353     213,732
Strategic Education, Inc.         650      61,964
Terminix Global Holdings, Inc.(1)       3,258     166,191
      $  1,245,353
Diversified Financial Services — 0.4%  
Cannae Holdings, Inc.(1)       1,762 $     78,004
Equitable Holdings, Inc.   8,427 215,647
Jefferies Financial Group, Inc.   4,982 122,557
Voya Financial, Inc.   2,676 157,375
      $573,583
Diversified Telecommunication Services — 0.2%  
CenturyLink, Inc.   22,469 $219,073
Cogent Communications Holdings, Inc.   807 48,315
Iridium Communications, Inc.(1)   2,455 96,543
      $363,931
Electric Utilities — 0.5%  
Alliant Energy Corp.   6,362 $327,834
Avangrid, Inc.   2,226 101,172
Hawaiian Electric Industries, Inc.   4,550 161,024
Portland General Electric Co.   3,780 161,671
      $751,701
Electrical Equipment — 1.6%  
Acuity Brands, Inc.   846 $102,442
AMETEK, Inc.   4,968 600,830
Generac Holdings, Inc.(1)   1,467 333,610
Hubbell, Inc.   1,228 192,538
nVent Electric PLC   3,697 86,103
Regal Beloit Corp.   881 108,196
Rockwell Automation, Inc.   2,451 614,735
Sensata Technologies Holding PLC(1)   3,662 193,134
Vertiv Holdings Co.   5,468 102,088
      $2,333,676
Electronic Equipment, Instruments & Components — 2.2%  
Arrow Electronics, Inc.(1)   1,549 $150,718
Avnet, Inc.   2,109 74,047
Coherent, Inc.(1)   494 74,110
Corning, Inc.   16,079 578,844
Dolby Laboratories, Inc., Class A   1,383 134,331
II-VI, Inc.(1)   2,341 177,822
 
3

 

Calvert
US Mid-Cap Core Responsible Index Fund
December 31, 2020
Schedule of Investments (Unaudited) — continued
Security Shares Value
Electronic Equipment, Instruments & Components (continued)  
IPG Photonics Corp.(1)         750 $    167,842
Jabil, Inc.       2,797     118,956
Keysight Technologies, Inc.(1)       4,121     544,343
Littelfuse, Inc.         552     140,572
National Instruments Corp.       2,524     110,905
Novanta, Inc.(1)         782      92,448
SYNNEX Corp.         769      62,627
Trimble, Inc.(1)       5,897     393,743
Zebra Technologies Corp., Class A(1)   1,109 426,222
      $3,247,530
Energy Equipment & Services — 0.2%  
Baker Hughes Co.   17,142 $357,411
      $357,411
Entertainment — 1.3%  
Liberty Formula One Group, Series C(1)   5,047 $215,002
Live Nation Entertainment, Inc.(1)   3,695 271,509
Madison Square Garden Sports Corp., Class A(1)   395 72,720
Roku, Inc.(1)   2,174 721,811
Take-Two Interactive Software, Inc.(1)   2,372 492,878
Zynga, Inc., Class A(1)   20,868 205,967
      $1,979,887
Food & Staples Retailing — 0.8%  
BJ's Wholesale Club Holdings, Inc.(1)   2,800 $104,384
Casey's General Stores, Inc.   872 155,757
Grocery Outlet Holding Corp.(1)   2,013 79,010
Kroger Co. (The)   16,894 536,553
Performance Food Group Co.(1)   3,066 145,972
Sprouts Farmers Market, Inc.(1)   2,630 52,863
US Foods Holding Corp.(1)   4,986 166,084
      $1,240,623
Food Products — 2.5%  
Beyond Meat, Inc.(1)(2)   1,173 $146,625
Bunge, Ltd.   3,161 207,298
Campbell Soup Co.   4,786 231,403
Conagra Brands, Inc.   11,171 405,060
Darling Ingredients, Inc.(1)   3,631 209,436
Flowers Foods, Inc.   4,436 100,387
Freshpet, Inc.(1)   939 133,329
Hain Celestial Group, Inc. (The)(1)   1,765 70,865
Hormel Foods Corp.   6,567 306,088
Ingredion, Inc.   1,488 117,061
JM Smucker Co. (The)   2,615 302,294
Security Shares Value
Food Products (continued)  
Kellogg Co.       5,804 $    361,183
Lamb Weston Holdings, Inc.       3,388     266,771
Lancaster Colony Corp.         427      78,453
McCormick & Co., Inc.       5,716     546,450
Post Holdings, Inc.(1)       1,455     146,969
TreeHouse Foods, Inc.(1)       1,271      54,005
      $  3,683,677
Gas Utilities — 0.5%  
New Jersey Resources Corp.   3,866 $137,436
ONE Gas, Inc.   2,174 166,898
Southwest Gas Holdings, Inc.   2,352 142,884
Spire, Inc.   2,203 141,080
UGI Corp.   6,623 231,540
      $819,838
Health Care Equipment & Supplies — 5.4%  
ABIOMED, Inc.(1)   907 $294,049
Align Technology, Inc.(1)   1,507 805,311
Cooper Cos., Inc. (The)   1,092 396,745
DENTSPLY SIRONA, Inc.   4,493 235,254
Envista Holdings Corp.(1)   3,280 110,634
Globus Medical, Inc., Class A(1)   1,495 97,504
Haemonetics Corp.(1)   1,005 119,344
Hill-Rom Holdings, Inc.   1,330 130,300
Hologic, Inc.(1)   5,276 384,251
ICU Medical, Inc.(1)   426 91,373
IDEXX Laboratories, Inc.(1)   1,707 853,278
Insulet Corp.(1)   1,343 343,311
Integra LifeSciences Holdings Corp.(1)   1,451 94,199
iRhythm Technologies, Inc.(1)   575 136,396
Masimo Corp.(1)   1,056 283,409
Neogen Corp.(1)   1,044 82,789
Nevro Corp.(1)   659 114,073
Novocure, Ltd.(1)   1,727 298,840
NuVasive, Inc.(1)   1,081 60,893
Penumbra, Inc.(1)   732 128,100
Quidel Corp.(1)   784 140,846
ResMed, Inc.   2,954 627,902
STERIS PLC   1,758 333,211
Tandem Diabetes Care, Inc.(1)   1,261 120,653
Teleflex, Inc.   955 393,049
Varian Medical Systems, Inc.(1)   1,886 330,069
West Pharmaceutical Services, Inc.   1,524 431,764
Zimmer Biomet Holdings, Inc.   4,321 665,823
      $8,103,370
 
4

 

Calvert
US Mid-Cap Core Responsible Index Fund
December 31, 2020
Schedule of Investments (Unaudited) — continued
Security Shares Value
Health Care Providers & Services — 1.7%  
Amedisys, Inc.(1)         675 $    197,998
Chemed Corp.         314     167,240
DaVita, Inc.(1)       1,716     201,458
Encompass Health Corp.       1,987     164,305
Guardant Health, Inc.(1)       1,775     228,762
HealthEquity, Inc.(1)       1,644     114,603
Henry Schein, Inc.(1)       2,922     195,365
Laboratory Corp. of America Holdings(1)       2,011     409,339
LHC Group, Inc.(1)   638 136,098
Molina Healthcare, Inc.(1)   1,225 260,533
Premier, Inc., Class A   2,371 83,222
Quest Diagnostics, Inc.   2,764 329,386
      $2,488,309
Health Care Technology — 0.8%  
Cerner Corp.   6,340 $497,563
HMS Holdings Corp.(1)   2,293 84,268
Inovalon Holdings, Inc., Class A(1)   1,832 33,287
Omnicell, Inc.(1)   852 102,257
Teladoc Health, Inc.(1)(2)   2,631 526,095
      $1,243,470
Hotels, Restaurants & Leisure — 2.6%  
Aramark   5,935 $228,379
Choice Hotels International, Inc.   921 98,298
Darden Restaurants, Inc.   3,054 363,792
Domino's Pizza, Inc.   908 348,182
Hilton Worldwide Holdings, Inc.   5,859 651,872
Hyatt Hotels Corp., Class A   905 67,196
Marriott Vacations Worldwide Corp.   1,044 143,258
Planet Fitness, Inc., Class A(1)   1,996 154,949
Royal Caribbean Cruises, Ltd.   4,039 301,673
Texas Roadhouse, Inc.   1,581 123,571
Vail Resorts, Inc.   1,002 279,518
Wendy's Co. (The)   3,882 85,093
Wingstop, Inc.   641 84,965
Wyndham Destinations, Inc.   2,038 91,425
Wyndham Hotels & Resorts, Inc.   2,358 140,160
Yum! Brands, Inc.   6,261 679,694
      $3,842,025
Household Durables — 1.1%  
Helen of Troy, Ltd.(1)   523 $116,205
KB Home   3,856 129,253
Leggett & Platt, Inc.   2,541 112,566
Mohawk Industries, Inc.(1)   1,177 165,898
Security Shares Value
Household Durables (continued)  
Newell Brands, Inc.       8,319 $    176,613
NVR, Inc.(1)          88     359,028
Tempur Sealy International, Inc.(1)       4,193     113,211
TopBuild Corp.(1)       1,162     213,901
Whirlpool Corp.       1,181     213,159
      $  1,599,834
Household Products — 0.7%  
Church & Dwight Co., Inc.       4,892 $    426,729
Clorox Co. (The)   2,527 510,252
Energizer Holdings, Inc.   1,146 48,338
      $985,319
Independent Power and Renewable Electricity Producers — 0.5%  
AES Corp. (The)   16,761 $393,883
Clearway Energy, Inc., Class C   4,591 146,591
Ormat Technologies, Inc.   1,895 171,081
      $711,555
Industrial Conglomerates — 0.2%  
Carlisle Cos., Inc.   1,697 $265,037
      $265,037
Insurance — 4.7%  
Aflac, Inc.   13,369 $594,519
Alleghany Corp.   291 175,674
American Financial Group, Inc.   1,644 144,047
American International Group, Inc.   18,046 683,222
Arch Capital Group, Ltd.(1)   8,243 297,325
Assurant, Inc.   1,250 170,275
Axis Capital Holdings, Ltd.   1,664 83,849
Brighthouse Financial, Inc.(1)   1,847 66,871
Brown & Brown, Inc.   6,026 285,693
eHealth, Inc.(1)   614 43,355
Enstar Group, Ltd.(1)   227 46,510
Erie Indemnity Co., Class A   505 124,028
Everest Re Group, Ltd.   814 190,549
First American Financial Corp.   2,289 118,181
Globe Life, Inc.   2,153 204,449
Hanover Insurance Group, Inc. (The)   760 88,859
Hartford Financial Services Group, Inc. (The)   7,410 362,942
Kemper Corp.   1,297 99,648
Kinsale Capital Group, Inc.   425 85,055
Lincoln National Corp.   3,812 191,782
Primerica, Inc.   780 104,465
Principal Financial Group, Inc.   5,703 282,926
 
5

 

Calvert
US Mid-Cap Core Responsible Index Fund
December 31, 2020
Schedule of Investments (Unaudited) — continued
Security Shares Value
Insurance (continued)  
Prudential Financial, Inc.       8,313 $    648,996
Reinsurance Group of America, Inc.       1,429     165,621
RenaissanceRe Holdings, Ltd.       1,047     173,614
RLI Corp.         825      85,924
Selective Insurance Group, Inc.       1,162      77,831
Travelers Cos., Inc. (The)       5,225     733,433
Unum Group       3,980      91,301
White Mountains Insurance Group, Ltd.          67      67,044
Willis Towers Watson PLC   2,789 587,586
      $7,075,574
Interactive Media & Services — 1.1%  
ANGI Homeservices, Inc., Class A(1)(2)   979 $12,918
CarGurus, Inc.(1)   1,556 49,372
IAC/InterActiveCorp.(1)   1,577 298,605
Match Group, Inc.(1)   5,124 774,697
Zillow Group, Inc., Class C(1)(2)   4,304 558,659
      $1,694,251
Internet & Direct Marketing Retail — 1.0%  
Chewy, Inc., Class A(1)(2)   1,439 $129,352
Etsy, Inc.(1)   2,483 441,750
Expedia Group, Inc.   2,806 371,514
GrubHub, Inc.(1)   1,984 147,352
Qurate Retail, Inc., Series A   7,492 82,187
Stamps.com, Inc.(1)   347 68,078
Wayfair, Inc., Class A(1)(2)   1,311 296,037
      $1,536,270
IT Services — 4.1%  
Akamai Technologies, Inc.(1)   3,319 $348,462
Amdocs, Ltd.   2,783 197,398
Black Knight, Inc.(1)   3,136 277,066
Booz Allen Hamilton Holding Corp., Class A   3,430 299,027
Broadridge Financial Solutions, Inc.   2,389 365,995
Concentrix Corp.(1)   1,275 125,842
DXC Technology Co.   5,466 140,749
EPAM Systems, Inc.(1)   1,122 402,069
Fastly, Inc., Class A(1)(2)   1,937 169,236
Gartner, Inc.(1)   2,174 348,253
Genpact, Ltd.   3,703 153,156
GoDaddy, Inc., Class A(1)   3,457 286,758
Jack Henry & Associates, Inc.   1,564 253,352
LiveRamp Holdings, Inc.(1)   1,254 91,780
ManTech International Corp. / VA, Class A   584 51,941
MAXIMUS, Inc.   1,503 110,005
Security Shares Value
IT Services (continued)  
MongoDB, Inc.(1)(2)       1,149 $    412,537
Okta, Inc.(1)       2,529     643,024
Paychex, Inc.       6,770     630,829
Perspecta, Inc.       2,753      66,292
Science Applications International Corp.       1,259     119,152
Switch, Inc., Class A       3,936      64,432
VeriSign, Inc.(1)       2,125     459,850
WEX, Inc.(1)         921     187,451
      $6,204,656
Leisure Products — 0.9%  
Brunswick Corp.   1,881 $143,407
Hasbro, Inc.   2,468 230,857
Mattel, Inc.(1)   7,195 125,553
Peloton Interactive, Inc., Class A(1)   4,921 746,614
YETI Holdings, Inc.(1)   1,533 104,965
      $1,351,396
Life Sciences Tools & Services — 2.2%  
10X Genomics, Inc., Class A(1)   1,271 $179,973
Adaptive Biotechnologies Corp.(1)   1,497 88,518
Avantor, Inc.(1)   11,626 327,272
Bio-Rad Laboratories, Inc., Class A(1)   446 259,991
Bio-Techne Corp.   784 248,959
Bruker Corp.   1,990 107,719
Charles River Laboratories International, Inc.(1)   1,008 251,859
Medpace Holdings, Inc.(1)   596 82,963
Mettler-Toledo International, Inc.(1)   482 549,326
NeoGenomics, Inc.(1)(2)   2,192 118,017
PerkinElmer, Inc.   2,299 329,906
PRA Health Sciences, Inc.(1)   1,347 168,968
Repligen Corp.(1)   1,006 192,780
Syneos Health, Inc.(1)   1,345 91,635
Waters Corp.(1)   1,278 316,203
      $3,314,089
Machinery — 6.1%  
AGCO Corp.   1,438 $148,243
Allison Transmission Holdings, Inc.   2,484 107,135
CNH Industrial NV(1)   23,471 301,368
Colfax Corp.(1)   2,349 89,826
Crane Co.   1,114 86,513
Cummins, Inc.   2,995 680,165
Donaldson Co., Inc.   2,925 163,449
Dover Corp.   3,321 419,276
Flowserve Corp.   3,054 112,540
 
6

 

Calvert
US Mid-Cap Core Responsible Index Fund
December 31, 2020
Schedule of Investments (Unaudited) — continued
Security Shares Value
Machinery (continued)  
Fortive Corp.       7,276 $    515,286
Gates Industrial Corp. PLC(1)       1,385      17,673
Graco, Inc.       3,900     282,165
IDEX Corp.       1,773     353,182
Ingersoll Rand, Inc.(1)       8,799     400,882
ITT, Inc.       2,004     154,348
Lincoln Electric Holdings, Inc.       1,326     154,148
Middleby Corp.(1)       1,265     163,084
Nordson Corp.   1,277 256,613
Oshkosh Corp.   1,564 134,614
Otis Worldwide Corp.   9,155 618,420
PACCAR, Inc.   7,263 626,652
Parker-Hannifin Corp.   2,670 727,335
Pentair PLC   3,775 200,415
Proto Labs, Inc.(1)   613 94,034
RBC Bearings, Inc.(1)   577 103,306
Rexnord Corp.   2,856 112,783
Snap-on, Inc.   1,053 180,210
Stanley Black & Decker, Inc.   3,416 609,961
Timken Co. (The)   1,550 119,908
Toro Co. (The)   2,550 241,842
Watts Water Technologies, Inc., Class A   613 74,602
Westinghouse Air Brake Technologies Corp.   4,130 302,316
Woodward, Inc.   1,399 170,020
Xylem, Inc.   4,151 422,530
      $9,144,844
Media — 2.1%  
Altice USA, Inc., Class A(1)   6,435 $243,693
Cable One, Inc.   114 253,960
Discovery, Inc., Class A(1)(2)   10,911 328,312
DISH Network Corp., Class A(1)   5,200 168,168
Interpublic Group of Cos., Inc. (The)   9,838 231,390
Liberty Broadband Corp., Class C(1)   4,585 726,127
New York Times Co. (The), Class A   3,648 188,857
Omnicom Group, Inc.   5,403 336,985
Sirius XM Holdings, Inc.(2)   27,797 177,067
ViacomCBS, Inc., Class B   12,697 473,090
      $3,127,649
Metals & Mining — 0.6%  
Nucor Corp.   7,203 $383,128
Reliance Steel & Aluminum Co.   2,060 246,685
Steel Dynamics, Inc.   6,530 240,761
      $870,574
Security Shares Value
Multiline Retail — 0.1%  
Kohl's Corp.       2,992 $    121,744
Ollie's Bargain Outlet Holdings, Inc.(1)(2)       1,122      91,746
      $    213,490
Multi-Utilities — 1.1%  
Ameren Corp.       5,700 $    444,942
CenterPoint Energy, Inc.      13,824     299,151
CMS Energy Corp.       6,668     406,815
Consolidated Edison, Inc.       7,243     523,452
      $1,674,360
Personal Products — 0.0%(3)  
BellRing Brands, Inc., Class A(1)   577 $14,027
Coty, Inc., Class A   6,350 44,577
      $58,604
Pharmaceuticals — 0.9%  
Axsome Therapeutics, Inc.(1)(2)   634 $51,652
Catalent, Inc.(1)   3,336 347,177
Elanco Animal Health, Inc.(1)   8,282 254,009
Horizon Therapeutics PLC(1)   4,496 328,882
Jazz Pharmaceuticals PLC(1)   1,124 185,516
Nektar Therapeutics(1)   3,772 64,124
Perrigo Co. PLC   2,933 131,164
Reata Pharmaceuticals, Inc., Class A(1)(2)   514 63,541
      $1,426,065
Professional Services — 1.5%  
ASGN, Inc.(1)   1,326 $110,761
CoreLogic, Inc.   1,617 125,026
CoStar Group, Inc.(1)   807 745,894
Exponent, Inc.   1,230 110,737
FTI Consulting, Inc.(1)   869 97,085
ManpowerGroup, Inc.   1,471 132,655
Nielsen Holdings PLC   8,791 183,468
Robert Half International, Inc.   2,819 176,131
TransUnion   4,550 451,451
TriNet Group, Inc.(1)   1,027 82,776
      $2,215,984
Real Estate Management & Development — 0.8%  
CBRE Group, Inc., Class A(1)   7,547 $473,348
Howard Hughes Corp. (The)(1)   1,839 145,152
Jones Lang LaSalle, Inc.   1,737 257,719
Redfin Corp.(1)   4,014 275,481
      $1,151,700
 
7

 

Calvert
US Mid-Cap Core Responsible Index Fund
December 31, 2020
Schedule of Investments (Unaudited) — continued
Security Shares Value
Road & Rail — 1.1%  
AMERCO         179 $     81,259
J.B. Hunt Transport Services, Inc.       1,814     247,883
Kansas City Southern       2,000     408,260
Knight-Swift Transportation Holdings, Inc.       3,367     140,808
Landstar System, Inc.         803     108,132
Old Dominion Freight Line, Inc.       2,235     436,227
Saia, Inc.(1)         562     101,610
Schneider National, Inc., Class B         953      19,727
Werner Enterprises, Inc.   1,328 52,084
      $1,595,990
Semiconductors & Semiconductor Equipment — 4.8%  
Brooks Automation, Inc.   1,465 $99,400
Cirrus Logic, Inc.(1)   1,177 96,749
CMC Materials, Inc.   586 88,662
Cree, Inc.(1)   2,266 239,969
Enphase Energy, Inc.(1)   2,216 388,842
Entegris, Inc.   2,746 263,891
First Solar, Inc.(1)   1,641 162,328
Inphi Corp.(1)   1,081 173,468
Lattice Semiconductor Corp.(1)   2,934 134,436
Marvell Technology Group, Ltd.   13,995 665,322
Maxim Integrated Products, Inc.   5,530 490,234
Microchip Technology, Inc.   5,310 733,364
MKS Instruments, Inc.   1,287 193,629
Monolithic Power Systems, Inc.   893 327,043
ON Semiconductor Corp.(1)   8,331 272,674
Power Integrations, Inc.   1,205 98,641
Qorvo, Inc.(1)   2,359 392,231
Semtech Corp.(1)   1,340 96,601
Silicon Laboratories, Inc.(1)   852 108,494
Skyworks Solutions, Inc.   3,427 523,920
SolarEdge Technologies, Inc.(1)   921 293,910
Teradyne, Inc.   3,828 458,939
Universal Display Corp.   903 207,509
Xilinx, Inc.   5,069 718,632
      $7,228,888
Software — 9.5%  
ACI Worldwide, Inc.(1)   2,466 $94,768
Altair Engineering, Inc., Class A(1)   880 51,198
Alteryx, Inc., Class A(1)   1,113 135,552
Anaplan, Inc.(1)   2,571 184,726
ANSYS, Inc.(1)   1,780 647,564
Appfolio, Inc., Class A(1)   319 57,433
Appian Corp.(1)(2)   752 121,892
Security Shares Value
Software (continued)  
Aspen Technology, Inc.(1)       1,408 $    183,392
Avalara, Inc.(1)       1,672     275,696
Blackbaud, Inc.       1,103      63,489
Blackline, Inc.(1)       1,089     145,251
Box, Inc., Class A(1)       3,436      62,020
Cadence Design Systems, Inc.(1)       5,788     789,657
CDK Global, Inc.       2,482     128,642
Ceridian HCM Holding, Inc.(1)       2,806     299,007
Citrix Systems, Inc.   2,540 330,454
Cloudera, Inc.(1)   4,128 57,421
Coupa Software, Inc.(1)   1,408 477,185
CrowdStrike Holdings, Inc., Class A(1)   3,188 675,282
DocuSign, Inc.(1)   3,655 812,507
Dropbox, Inc., Class A(1)   6,186 137,267
Dynatrace, Inc.(1)   3,421 148,027
Elastic NV(1)   1,265 184,854
Envestnet, Inc.(1)   1,104 90,848
Everbridge, Inc.(1)   687 102,411
Fair Isaac Corp.(1)   712 363,861
Five9, Inc.(1)   1,333 232,475
Fortinet, Inc.(1)   2,810 417,369
Guidewire Software, Inc.(1)   1,731 222,832
HubSpot, Inc.(1)   916 363,139
j2 Global, Inc.(1)   840 82,060
Manhattan Associates, Inc.(1)   1,333 140,205
Medallia, Inc.(1)(2)   1,772 58,866
New Relic, Inc.(1)   1,161 75,929
NortonLifeLock, Inc.   12,075 250,919
Nuance Communications, Inc.(1)   5,743 253,209
Nutanix, Inc., Class A(1)   3,998 127,416
Palo Alto Networks, Inc.(1)   1,946 691,589
Paycom Software, Inc.(1)   1,022 462,200
Paylocity Holding Corp.(1)   787 162,051
Pegasystems, Inc.   831 110,739
Pluralsight, Inc., Class A(1)   2,431 50,954
Proofpoint, Inc.(1)   1,199 163,556
PTC, Inc.(1)   2,158 258,118
Q2 Holdings, Inc.(1)   1,091 138,044
Qualys, Inc.(1)   687 83,725
RealPage, Inc.(1)   1,921 167,588
RingCentral, Inc., Class A(1)   1,618 613,173
Smartsheet, Inc., Class A(1)   2,368 164,079
SS&C Technologies Holdings, Inc.   4,665 339,379
SVMK, Inc.(1)   2,476 63,262
Tenable Holdings, Inc.(1)   1,559 81,473
Trade Desk, Inc. (The), Class A(1)   856 685,656
Tyler Technologies, Inc.(1)   820 357,946
 
8

 

Calvert
US Mid-Cap Core Responsible Index Fund
December 31, 2020
Schedule of Investments (Unaudited) — continued
Security Shares Value
Software (continued)  
Verint Systems, Inc.(1)       1,271 $     85,386
Zendesk, Inc.(1)       2,369     339,051
Zscaler, Inc.(1)       1,557     310,948
      $ 14,173,740
Specialty Retail — 2.8%  
Advance Auto Parts, Inc.       1,345 $    211,851
AutoNation, Inc.(1)       1,212      84,585
AutoZone, Inc.(1)         464     550,044
Best Buy Co., Inc.   4,642 463,225
Burlington Stores, Inc.(1)   1,295 338,707
CarMax, Inc.(1)   3,200 302,272
Dick's Sporting Goods, Inc.   1,298 72,961
Five Below, Inc.(1)   1,081 189,153
Floor & Decor Holdings, Inc., Class A(1)   1,930 179,200
Foot Locker, Inc.   2,155 87,148
Gap, Inc. (The)   3,866 78,055
L Brands, Inc.   4,619 171,781
Lithia Motors, Inc., Class A   516 151,018
Penske Automotive Group, Inc.   734 43,592
RH(1)(2)   298 133,361
Tiffany & Co.   2,357 309,828
Tractor Supply Co.   2,340 328,957
Ulta Beauty, Inc.(1)   1,061 304,677
Williams-Sonoma, Inc.   1,521 154,899
      $4,155,314
Technology Hardware, Storage & Peripherals — 1.5%  
Hewlett Packard Enterprise Co.   26,875 $318,469
HP, Inc.   28,867 709,839
NetApp, Inc.   4,561 302,121
Pure Storage, Inc., Class A(1)   4,911 111,038
Seagate Technology PLC   4,753 295,446
Western Digital Corp.   6,294 348,625
Xerox Holdings Corp.   4,136 95,914
      $2,181,452
Textiles, Apparel & Luxury Goods — 1.1%  
Carter's, Inc.   799 $75,162
Columbia Sportswear Co.   647 56,535
Deckers Outdoor Corp.(1)   569 163,178
Hanesbrands, Inc.(2)   7,050 102,789
Levi Strauss & Co., Class A   1,537 30,863
PVH Corp.   1,452 136,328
Ralph Lauren Corp., Class A   901 93,470
Skechers USA, Inc., Class A(1)   2,329 83,704
Security Shares Value
Textiles, Apparel & Luxury Goods (continued)  
Tapestry, Inc.       5,458 $    169,635
Under Armour, Inc., Class A(1)       7,283     125,049
VF Corp.       6,457     551,492
      $  1,588,205
Thrifts & Mortgage Finance — 0.2%  
Essent Group, Ltd.       2,179 $     94,133
MGIC Investment Corp.       6,717      84,298
New York Community Bancorp, Inc.       8,855      93,420
Radian Group, Inc.   3,856 78,084
TFS Financial Corp.   1,057 18,635
      $368,570
Trading Companies & Distributors — 1.1%  
Air Lease Corp.   2,508 $111,405
Fastenal Co.   11,492 561,154
MSC Industrial Direct Co., Inc., Class A   1,051 88,694
SiteOne Landscape Supply, Inc.(1)   878 139,277
United Rentals, Inc.(1)   1,667 386,594
W.W. Grainger, Inc.   922 376,490
      $1,663,614
Water Utilities — 0.7%  
American States Water Co.   1,456 $115,767
American Water Works Co., Inc.   3,867 593,468
Essential Utilities, Inc.   6,771 320,201
      $1,029,436
Wireless Telecommunication Services — 0.0%(3)  
United States Cellular Corp.(1)   308 $9,452
      $9,452
Total Common Stocks
(identified cost $110,750,274) 		    $149,504,654
    
 
9

 

Calvert
US Mid-Cap Core Responsible Index Fund
December 31, 2020
Schedule of Investments (Unaudited) — continued
Short-Term Investments — 1.2%      
Other — 0.3%
Description Units Value
Calvert Cash Reserves Fund, LLC, 0.12%(4)     430,050 $    430,093
Total Other
(identified cost $430,093) 		    $    430,093
Securities Lending Collateral — 0.9%
Security Shares Value
State Street Navigator Securities Lending Government Money Market Portfolio, 0.08%(5)   1,400,437 $  1,400,437
Total Securities Lending Collateral
(identified cost $1,400,437) 		    $  1,400,437
Total Short-Term Investments
(identified cost $1,830,530) 		    $  1,830,530
Total Investments — 100.9%
(identified cost $112,580,804) 		    $151,335,184
Other Assets, Less Liabilities — (0.9)%     $ (1,381,450)
Net Assets — 100.0%     $149,953,734
    
The percentage shown for each investment category in the Schedule of Investments is based on net assets.  
(1) Non-income producing security.
(2) All or a portion of this security was on loan at December 31, 2020. The aggregate market value of securities on loan at December 31, 2020 was $4,861,907 and the total market value of the collateral received by the Fund was $5,036,535, comprised of cash of $1,400,437 and U.S. government and/or agencies securities of $3,636,098.
(3) Amount is less than 0.05%.
(4) Affiliated investment company, available to Calvert portfolios and funds, which invests in high quality, U.S. dollar denominated money market instruments. The rate shown is the annualized seven-day yield as of December 31, 2020.
(5) Represents investment of cash collateral received in connection with securities lending.
 
10

 

Calvert
US Mid-Cap Core Responsible Index Fund
December 31, 2020
Schedule of Investments (Unaudited) — continued
At December 31, 2020, the value of the Fund’s investment in affiliated funds was $430,093, which represents 0.3% of the Fund’s net assets. Transactions in affiliated funds by the Fund for the fiscal year to date ended December 31, 2020 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 		Units,
end of
period
Short-Term Investments                
Calvert Cash Reserves Fund, LLC $28,581 $19,846,773 $(19,445,261) $ — $ — $430,093 $212 430,050
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, 2020, based on the inputs used to value them:
Asset Description Level 1 Level 2 Level 3 Total
Common Stocks $149,504,654(1) $— $— $149,504,654
Short-Term Investments:        
Other  — 430,093 — 430,093
Securities Lending Collateral 1,400,437 — — 1,400,437
Total Investments $150,905,091 $430,093 $ — $151,335,184
    
(1) 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.
11