NPORT-EX 2 NPORT_D8C1_34092590_0622.htm
Calvert
US Large-Cap Growth Responsible Index Fund
June 30, 2022
Schedule of Investments (Unaudited)
Common Stocks — 99.5%
    
Security Shares Value
Aerospace & Defense — 0.1%  
Axon Enterprise, Inc.(1)       1,223 $    113,947
Curtiss-Wright Corp.         435      57,446
HEICO Corp.         927     121,548
Hexcel Corp.       1,894      99,075
Woodward, Inc.         423      39,124
      $    431,140
Air Freight & Logistics — 0.6%  
C.H. Robinson Worldwide, Inc.         287 $     29,093
Expeditors International of Washington, Inc.   2,716 264,701
GXO Logistics, Inc.(1)   1,389 60,102
United Parcel Service, Inc., Class B   7,364 1,344,225
      $1,698,121
Airlines — 0.2%  
American Airlines Group, Inc.(1)   1,545 $19,591
Delta Air Lines, Inc.(1)   10,078 291,960
Southwest Airlines Co.(1)   9,254 334,254
      $645,805
Auto Components — 0.2%  
Aptiv PLC(1)   4,232 $376,944
Gentex Corp.   2,843 79,519
Lear Corp.   169 21,275
      $477,738
Automobiles — 2.7%  
Tesla, Inc.(1)   12,462 $8,392,160
      $8,392,160
Banks — 0.1%  
Commerce Bancshares, Inc.   250 $16,413
First Financial Bankshares, Inc.   1,241 48,734
First Republic Bank   887 127,905
ServisFirst Bancshares, Inc.   300 23,676
SVB Financial Group(1)   581 229,489
      $446,217
Beverages — 1.4%  
Coca-Cola Co. (The)   41,226 $2,593,527
Coca-Cola Consolidated, Inc.   61 34,398
PepsiCo, Inc.   10,615 1,769,096
      $4,397,021
Security Shares Value
Biotechnology — 4.0%  
AbbVie, Inc.      23,707 $  3,630,964
Alkermes PLC(1)       1,137      33,871
Alnylam Pharmaceuticals, Inc.(1)       2,226     324,662
Amgen, Inc.       8,874   2,159,044
Biogen, Inc.(1)       1,876     382,591
BioMarin Pharmaceutical, Inc.(1)       3,388     280,764
Exact Sciences Corp.(1)(2)       2,877     113,325
Exelixis, Inc.(1)       5,579     116,155
Gilead Sciences, Inc.   8,002 494,604
Halozyme Therapeutics, Inc.(1)   2,770 121,880
Horizon Therapeutics PLC(1)   4,163 332,041
Incyte Corp.(1)   3,445 261,717
Ionis Pharmaceuticals, Inc.(1)   1,475 54,605
Moderna, Inc.(1)   5,238 748,248
Neurocrine Biosciences, Inc.(1)   1,649 160,745
Regeneron Pharmaceuticals, Inc.(1)   1,926 1,138,516
Sarepta Therapeutics, Inc.(1)   1,014 76,009
Seagen, Inc.(1)   2,490 440,581
United Therapeutics Corp.(1)   491 115,699
Vertex Pharmaceuticals, Inc.(1)   4,657 1,312,296
      $12,298,317
Building Products — 0.6%  
Advanced Drainage Systems, Inc.   1,188 $107,003
Allegion PLC   1,719 168,290
Carlisle Cos., Inc.   1,835 437,849
Carrier Global Corp.   1,877 66,934
Fortune Brands Home & Security, Inc.   417 24,970
Johnson Controls International PLC   5,158 246,965
Lennox International, Inc.   722 149,158
Masco Corp.   3,483 176,240
Simpson Manufacturing Co., Inc.   748 75,256
Trane Technologies PLC   1,801 233,896
Trex Co., Inc.(1)   1,770 96,324
UFP Industries, Inc.   250 17,035
      $1,799,920
Capital Markets — 2.5%  
Affiliated Managers Group, Inc.   25 $2,915
Ameriprise Financial, Inc.   126 29,948
Ares Management Corp., Class A   2,353 133,792
BlackRock, Inc.   415 252,752
Blackstone, Inc.   10,729 978,807
Cboe Global Markets, Inc.   1,425 161,296
Charles Schwab Corp. (The)   12,058 761,824
CME Group, Inc.   190 38,893
 
1

 

Calvert
US Large-Cap Growth Responsible Index Fund
June 30, 2022
Schedule of Investments (Unaudited) — continued
Security Shares Value
Capital Markets (continued)  
Coinbase Global, Inc., Class A(1)       2,534 $    119,149
FactSet Research Systems, Inc.         639     245,740
Houlihan Lokey, Inc.         843      66,538
Interactive Brokers Group, Inc., Class A         500      27,505
Intercontinental Exchange, Inc.       2,277     214,129
KKR & Co., Inc.       6,812     315,327
LPL Financial Holdings, Inc.       1,250     230,600
MarketAxess Holdings, Inc.         628     160,774
Moody's Corp.   2,681 729,152
Morningstar, Inc.   417 100,843
MSCI, Inc.   1,306 538,268
Nasdaq, Inc.   1,160 176,946
Raymond James Financial, Inc.   294 26,287
S&P Global, Inc.   5,573 1,878,435
SEI Investments Co.   1,517 81,948
T. Rowe Price Group, Inc.   1,636 185,866
Tradeweb Markets, Inc., Class A   1,442 98,416
      $7,556,150
Chemicals — 1.1%  
Air Products & Chemicals, Inc.   2,021 $486,010
Ashland Global Holdings, Inc.   500 51,525
Avient Corp.   500 20,040
Axalta Coating Systems, Ltd.(1)   1,784 39,444
Cabot Corp.   903 57,603
Celanese Corp.   543 63,862
Eastman Chemical Co.   130 11,670
Ecolab, Inc.   3,413 524,783
FMC Corp.   1,547 165,545
International Flavors & Fragrances, Inc.   2,858 340,445
Livent Corp.(1)   2,796 63,441
Mosaic Co. (The)   1,736 81,991
PPG Industries, Inc.   2,959 338,332
Sherwin-Williams Co. (The)   4,931 1,104,100
      $3,348,791
Commercial Services & Supplies — 0.8%  
Cintas Corp.   1,308 $488,577
Clean Harbors, Inc.(1)   405 35,506
Copart, Inc.(1)   3,564 387,264
IAA, Inc.(1)   2,136 69,997
MSA Safety, Inc.   769 93,103
Republic Services, Inc.   2,194 287,129
Stericycle, Inc.(1)   435 19,075
Tetra Tech, Inc.   815 111,288
Security Shares Value
Commercial Services & Supplies (continued)  
Waste Management, Inc.       5,504 $    842,002
      $  2,333,941
Communications Equipment — 0.6%  
Arista Networks, Inc.(1)       3,811 $    357,243
Ciena Corp.(1)       1,745      79,746
Cisco Systems, Inc.      16,226     691,877
F5, Inc.(1)         913     139,725
Juniper Networks, Inc.       2,062      58,767
Lumentum Holdings, Inc.(1)   897 71,240
Motorola Solutions, Inc.   2,658 557,117
      $1,955,715
Construction & Engineering — 0.1%  
AECOM   1,070 $69,785
MasTec, Inc.(1)   276 19,778
Quanta Services, Inc.   2,191 274,620
Valmont Industries, Inc.   333 74,802
      $438,985
Construction Materials — 0.2%  
Vulcan Materials Co.   4,408 $626,377
      $626,377
Consumer Finance — 0.2%  
American Express Co.   2,863 $396,869
Credit Acceptance Corp.(1)(2)   94 44,501
SLM Corp.   1,000 15,940
Upstart Holdings, Inc.(1)(2)   1,000 31,620
      $488,930
Containers & Packaging — 0.3%  
AptarGroup, Inc.   674 $69,564
Avery Dennison Corp.   1,224 198,129
Ball Corp.   3,366 231,480
Crown Holdings, Inc.   1,669 153,832
Graphic Packaging Holding Co.   3,219 65,989
Packaging Corp. of America   472 64,900
Sonoco Products Co.   54 3,080
      $786,974
Distributors — 0.1%  
Genuine Parts Co.   120 $15,960
LKQ Corp.   610 29,945
Pool Corp.   618 217,060
      $262,965
 
2

 

Calvert
US Large-Cap Growth Responsible Index Fund
June 30, 2022
Schedule of Investments (Unaudited) — continued
Security Shares Value
Diversified Consumer Services — 0.1%  
ADT, Inc.         276 $      1,697
Bright Horizons Family Solutions, Inc.(1)       1,017      85,957
H&R Block, Inc.       2,276      80,388
Service Corp. International         710      49,075
Terminix Global Holdings, Inc.(1)         850      34,553
      $    251,670
Diversified Telecommunication Services — 0.0%(3)  
Iridium Communications, Inc.(1)         841 $     31,588
      $31,588
Electric Utilities — 0.9%  
Alliant Energy Corp.   500 $29,305
Eversource Energy   250 21,117
NextEra Energy, Inc.   33,524 2,596,769
Xcel Energy, Inc.   739 52,292
      $2,699,483
Electrical Equipment — 0.7%  
Acuity Brands, Inc.   239 $36,816
AMETEK, Inc.   3,719 408,681
Atkore, Inc.(1)   672 55,783
Eaton Corp. PLC   2,547 320,897
Emerson Electric Co.   4,306 342,499
Generac Holdings, Inc.(1)   1,319 277,755
Hubbell, Inc.   205 36,609
nVent Electric PLC   760 23,811
Regal Rexnord Corp.   191 21,682
Rockwell Automation, Inc.   2,414 481,134
Sensata Technologies Holding PLC   1,614 66,674
Sunrun, Inc.(1)   180 4,205
Vertiv Holdings Co.   5,961 48,999
      $2,125,545
Electronic Equipment, Instruments & Components — 0.9%  
Amphenol Corp., Class A   11,694 $752,860
Coherent, Inc.(1)   201 53,510
Corning, Inc.   5,269 166,026
II-VI, Inc.(1)(2)   2,446 124,624
IPG Photonics Corp.(1)   167 15,720
Keysight Technologies, Inc.(1)   3,711 511,561
Littelfuse, Inc.   388 98,567
National Instruments Corp.   1,197 37,382
Novanta, Inc.(1)   706 85,617
Rogers Corp.(1)   223 58,446
Teledyne Technologies, Inc.(1)   823 308,716
Security Shares Value
Electronic Equipment, Instruments & Components (continued)  
Trimble, Inc.(1)       5,219 $    303,902
Zebra Technologies Corp., Class A(1)         868     255,149
      $  2,772,080
Energy Equipment & Services — 0.2%  
Baker Hughes Co.      26,215 $    756,827
      $    756,827
Entertainment — 1.7%  
AMC Entertainment Holdings, Inc., Class A(1)(2)       2,430 $     32,926
Electronic Arts, Inc.   4,235 515,188
Liberty Media Corp.-Liberty Formula One, Class A(1)   36 2,087
Live Nation Entertainment, Inc.(1)   371 30,637
Netflix, Inc.(1)   6,933 1,212,374
Roku, Inc.(1)   1,958 160,830
Take-Two Interactive Software, Inc.(1)   2,310 283,044
Walt Disney Co. (The)(1)   29,482 2,783,101
Warner Music Group Corp., Class A   1,813 44,165
      $5,064,352
Food & Staples Retailing — 0.9%  
BJ's Wholesale Club Holdings, Inc.(1)   250 $15,580
Casey's General Stores, Inc.   141 26,082
Costco Wholesale Corp.   3,342 1,601,754
Performance Food Group Co.(1)   4,007 184,242
Sysco Corp.   5,182 438,967
US Foods Holding Corp.(1)   1,984 60,869
Walmart, Inc.   2,467 299,938
      $2,627,432
Food Products — 0.8%  
Darling Ingredients, Inc.(1)   4,169 $249,306
Flowers Foods, Inc.   1,000 26,320
General Mills, Inc.   2,470 186,362
Hershey Co. (The)   3,470 746,605
Hormel Foods Corp.   3,500 165,760
Lamb Weston Holdings, Inc.   3,677 262,758
McCormick & Co., Inc.   4,145 345,071
Mondelez International, Inc., Class A   8,954 555,954
      $2,538,136
Gas Utilities — 0.0%(3)  
New Jersey Resources Corp.   500 $22,265
      $22,265
 
3

 

Calvert
US Large-Cap Growth Responsible Index Fund
June 30, 2022
Schedule of Investments (Unaudited) — continued
Security Shares Value
Health Care Equipment & Supplies — 4.6%  
Abbott Laboratories      25,027 $  2,719,184
ABIOMED, Inc.(1)         868     214,839
Align Technology, Inc.(1)       1,372     324,711
Baxter International, Inc.       8,553     549,359
Becton, Dickinson and Co.       3,760     926,953
Boston Scientific Corp.(1)      25,928     966,337
Cooper Cos., Inc. (The)         914     286,192
DENTSPLY SIRONA, Inc.         550      19,651
DexCom, Inc.(1)   7,140 532,144
Edwards Lifesciences Corp.(1)   11,273 1,071,950
Envista Holdings Corp.(1)   233 8,980
Globus Medical, Inc., Class A(1)   1,213 68,098
Hologic, Inc.(1)   4,578 317,255
ICU Medical, Inc.(1)   310 50,961
IDEXX Laboratories, Inc.(1)   1,534 538,020
Insulet Corp.(1)   1,287 280,489
Integra LifeSciences Holdings Corp.(1)   1,421 76,777
Intuitive Surgical, Inc.(1)   6,527 1,310,034
iRhythm Technologies, Inc.(1)   250 27,007
Masimo Corp.(1)   853 111,461
Medtronic PLC   6,869 616,493
Novocure, Ltd.(1)   1,545 107,377
Omnicell, Inc.(1)   695 79,056
Penumbra, Inc.(1)   558 69,482
ResMed, Inc.   2,670 559,712
STERIS PLC   1,850 381,377
Stryker Corp.   6,421 1,277,330
Tandem Diabetes Care, Inc.(1)   983 58,184
Teleflex, Inc.   730 179,470
Zimmer Biomet Holdings, Inc.   3,876 407,213
      $14,136,096
Health Care Providers & Services — 0.7%  
AMN Healthcare Services, Inc.(1)   482 $52,880
Anthem, Inc.   1,711 825,694
Chemed Corp.   294 138,001
DaVita, Inc.(1)   866 69,245
Encompass Health Corp.   400 22,420
Ensign Group, Inc. (The)   500 36,735
Guardant Health, Inc.(1)   1,726 69,627
HealthEquity, Inc.(1)   1,093 67,099
Henry Schein, Inc.(1)   544 41,747
Humana, Inc.   756 353,861
Laboratory Corp. of America Holdings   529 123,977
LHC Group, Inc.(1)   503 78,337
Molina Healthcare, Inc.(1)   754 210,826
Security Shares Value
Health Care Providers & Services (continued)  
Option Care Health, Inc.(1)       1,000 $     27,790
Quest Diagnostics, Inc.         250      33,245
R1 RCM, Inc.(1)       1,650      34,584
      $  2,186,068
Health Care Technology — 0.2%  
Change Healthcare, Inc.(1)       1,226 $     28,272
Doximity, Inc., Class A(1)(2)       1,174      40,879
Teladoc Health, Inc.(1)(2)       2,749      91,294
Veeva Systems, Inc., Class A(1)   2,227 441,035
      $601,480
Hotels, Restaurants & Leisure — 2.3%  
Airbnb, Inc., Class A(1)   5,610 $499,739
Aramark   2,204 67,508
Booking Holdings, Inc.(1)   642 1,122,852
Chipotle Mexican Grill, Inc.(1)   713 932,076
Choice Hotels International, Inc.   632 70,550
Darden Restaurants, Inc.   76 8,597
Domino's Pizza, Inc.   930 362,430
Expedia Group, Inc.(1)   2,445 231,859
Hilton Grand Vacations, Inc.(1)   600 21,438
Hilton Worldwide Holdings, Inc.   4,540 505,938
Hyatt Hotels Corp., Class A(1)   914 67,554
Marriott International, Inc., Class A   3,695 502,557
Marriott Vacations Worldwide Corp.   686 79,713
Planet Fitness, Inc., Class A(1)   1,231 83,720
Starbucks Corp.   17,220 1,315,436
Texas Roadhouse, Inc.   758 55,486
Travel + Leisure Co.   36 1,398
Vail Resorts, Inc.   583 127,123
Wyndham Hotels & Resorts, Inc.   479 31,480
Yum! Brands, Inc.   7,324 831,347
      $6,918,801
Household Durables — 0.1%  
Helen of Troy, Ltd.(1)   373 $60,579
NVR, Inc.(1)   59 236,244
Tempur Sealy International, Inc.   2,854 60,990
TopBuild Corp.(1)   493 82,410
      $440,223
Household Products — 1.6%  
Church & Dwight Co., Inc.   3,029 $280,667
Clorox Co. (The)   1,416 199,628
Colgate-Palmolive Co.   11,369 911,112
 
4

 

Calvert
US Large-Cap Growth Responsible Index Fund
June 30, 2022
Schedule of Investments (Unaudited) — continued
Security Shares Value
Household Products (continued)  
Kimberly-Clark Corp.       2,273 $    307,196
Procter & Gamble Co. (The)      21,754   3,128,007
Reynolds Consumer Products, Inc.       1,000      27,270
      $  4,853,880
Independent Power and Renewable Electricity Producers — 0.0%(3)  
AES Corp. (The)       2,955 $     62,085
Brookfield Renewable Corp., Class A         873      31,087
Clearway Energy, Inc., Class C       1,294      45,083
Ormat Technologies, Inc.(2)   300 23,505
      $161,760
Industrial Conglomerates — 0.1%  
3M Co.   1,957 $253,255
      $253,255
Insurance — 0.7%  
Assurant, Inc.   150 $25,928
Brown & Brown, Inc.   3,188 185,988
Erie Indemnity Co., Class A   178 34,210
Kinsale Capital Group, Inc.   282 64,758
Marsh & McLennan Cos., Inc.   6,353 986,303
Primerica, Inc.   236 28,247
Progressive Corp. (The)   6,800 790,636
RenaissanceRe Holdings, Ltd.   533 83,345
RLI Corp.   416 48,501
Ryan Specialty Holdings, Inc.(1)   759 29,745
W.R. Berkley Corp.   402 27,441
      $2,305,102
Interactive Media & Services — 6.1%  
Alphabet, Inc., Class A(1)   8,100 $17,652,006
IAC/InterActiveCorp.(1)   716 54,394
Match Group, Inc.(1)   4,578 319,041
Pinterest, Inc., Class A(1)   9,204 167,145
Snap, Inc., Class A(1)   17,985 236,143
ZoomInfo Technologies, Inc., Class A(1)   5,233 173,945
      $18,602,674
Internet & Direct Marketing Retail — 4.6%  
Amazon.com, Inc.(1)   125,790 $13,360,156
Chewy, Inc., Class A(1)(2)   1,490 51,733
eBay, Inc.   9,449 393,740
Etsy, Inc.(1)   2,058 150,666
Wayfair, Inc., Class A(1)   480 20,909
      $13,977,204
Security Shares Value
IT Services — 6.5%  
Accenture PLC, Class A       9,985 $  2,772,335
Akamai Technologies, Inc.(1)       2,557     233,531
Amdocs, Ltd.         812      67,648
Automatic Data Processing, Inc.       4,810   1,010,292
Block, Inc., Class A(1)       7,648     470,046
Broadridge Financial Solutions, Inc.       1,635     233,069
Cognizant Technology Solutions Corp., Class A       4,089     275,967
Concentrix Corp.         415      56,291
EPAM Systems, Inc.(1)   894 263,533
Euronet Worldwide, Inc.(1)   905 91,034
ExlService Holdings, Inc.(1)   430 63,352
Fidelity National Information Services, Inc.   9,620 881,865
Fiserv, Inc.(1)   9,637 857,404
Gartner, Inc.(1)   1,308 316,314
Genpact, Ltd.   1,816 76,926
International Business Machines Corp.   901 127,212
Jack Henry & Associates, Inc.   1,217 219,084
Mastercard, Inc., Class A   13,202 4,164,967
Okta, Inc.(1)   2,359 213,254
Paychex, Inc.   3,967 451,722
PayPal Holdings, Inc.(1)   18,312 1,278,910
SS&C Technologies Holdings, Inc.   2,976 172,816
Switch, Inc., Class A   2,109 70,652
Twilio, Inc., Class A(1)   2,829 237,099
VeriSign, Inc.(1)   1,571 262,875
Visa, Inc., Class A   24,871 4,896,851
WEX, Inc.(1)   721 112,159
      $19,877,208
Leisure Products — 0.0%(3)  
Brunswick Corp.   200 $13,076
Hasbro, Inc.   945 77,376
Mattel, Inc.(1)   357 7,972
      $98,424
Life Sciences Tools & Services — 3.7%  
10X Genomics, Inc., Class A(1)   1,383 $62,581
Agilent Technologies, Inc.   5,501 653,354
Avantor, Inc.(1)   11,155 346,920
Azenta, Inc.   677 48,812
Bio-Rad Laboratories, Inc., Class A(1)   404 199,980
Bio-Techne Corp.   725 251,314
Bruker Corp.   1,850 116,106
Charles River Laboratories International, Inc.(1)   946 202,416
Danaher Corp.   10,881 2,758,551
Illumina, Inc.(1)   2,769 510,493
 
5

 

Calvert
US Large-Cap Growth Responsible Index Fund
June 30, 2022
Schedule of Investments (Unaudited) — continued
Security Shares Value
Life Sciences Tools & Services (continued)  
IQVIA Holdings, Inc.(1)       3,451 $    748,832
Medpace Holdings, Inc.(1)         574      85,911
Mettler-Toledo International, Inc.(1)         412     473,293
PerkinElmer, Inc.       2,285     324,973
Repligen Corp.(1)       1,033     167,759
Syneos Health, Inc.(1)       1,658     118,845
Thermo Fisher Scientific, Inc.       6,243   3,391,697
Waters Corp.(1)       1,110     367,388
West Pharmaceutical Services, Inc.   1,361 411,525
      $11,240,750
Machinery — 1.9%  
Caterpillar, Inc.   3,155 $563,988
Chart Industries, Inc.(1)(2)   832 139,260
Cummins, Inc.   247 47,802
Deere & Co.   3,346 1,002,027
Donaldson Co., Inc.   1,543 74,280
Dover Corp.   1,611 195,447
Evoqua Water Technologies Corp.(1)   2,081 67,653
Flowserve Corp.   1,096 31,378
Fortive Corp.   3,316 180,324
Graco, Inc.   3,201 190,171
IDEX Corp.   1,322 240,115
Illinois Tool Works, Inc.   4,917 896,123
Ingersoll Rand, Inc.   1,381 58,112
ITT, Inc.   504 33,889
Lincoln Electric Holdings, Inc.   1,056 130,268
Middleby Corp. (The)(1)   507 63,558
Nordson Corp.   1,012 204,869
Otis Worldwide Corp.   8,754 618,645
Parker-Hannifin Corp.   1,426 350,867
Pentair PLC   1,874 85,773
RBC Bearings, Inc.(1)   668 123,547
Snap-on, Inc.   284 55,957
Toro Co. (The)   2,320 175,833
Watts Water Technologies, Inc., Class A   407 49,996
Westinghouse Air Brake Technologies Corp.   734 60,247
Xylem, Inc.   1,772 138,535
      $5,778,664
Media — 0.4%  
Cable One, Inc.   57 $73,491
Charter Communications, Inc., Class A(1)   1,515 709,823
Liberty Broadband Corp., Class C(1)   2,418 279,618
New York Times Co. (The), Class A   1,505 41,989
Security Shares Value
Media (continued)  
Sirius XM Holdings, Inc.(2)      13,353 $     81,854
      $  1,186,775
Multiline Retail — 0.3%  
Dillard's, Inc., Class A(2)         100 $     22,057
Dollar General Corp.       2,763     678,151
Target Corp.       1,530     216,082
      $    916,290
Multi-Utilities — 0.2%  
Ameren Corp.   250 $22,590
Sempra Energy   4,020 604,085
      $626,675
Oil, Gas & Consumable Fuels — 0.0%(3)  
New Fortress Energy, Inc.(2)   1,729 $68,417
      $68,417
Paper & Forest Products — 0.0%(3)  
Louisiana-Pacific Corp.   1,281 $67,137
      $67,137
Personal Products — 0.3%  
Coty, Inc., Class A(1)   3,419 $27,386
Estee Lauder Cos., Inc. (The), Class A   3,457 880,394
Olaplex Holdings, Inc.(1)(2)   1,500 21,135
      $928,915
Pharmaceuticals — 4.6%  
Bristol-Myers Squibb Co.   35,780 $2,755,060
Catalent, Inc.(1)   3,129 335,710
Elanco Animal Health, Inc.(1)   1,270 24,930
Eli Lilly & Co.   12,464 4,041,203
Jazz Pharmaceuticals PLC(1)   1,144 178,475
Merck & Co., Inc.   24,551 2,238,315
Organon & Co.   1,631 55,046
Pfizer, Inc.   52,604 2,758,028
Royalty Pharma PLC, Class A   6,796 285,704
Zoetis, Inc.   8,592 1,476,879
      $14,149,350
Professional Services — 0.6%  
Booz Allen Hamilton Holding Corp.   1,403 $126,775
CoStar Group, Inc.(1)   6,537 394,900
Dun & Bradstreet Holdings, Inc.(1)   644 9,679
Equifax, Inc.   2,033 371,592
 
6

 

Calvert
US Large-Cap Growth Responsible Index Fund
June 30, 2022
Schedule of Investments (Unaudited) — continued
Security Shares Value
Professional Services (continued)  
Exponent, Inc.         884 $     80,860
FTI Consulting, Inc.(1)         538      97,297
Robert Half International, Inc.       1,162      87,022
TransUnion       3,227     258,128
TriNet Group, Inc.(1)         407      31,591
Verisk Analytics, Inc.       2,389     413,512
      $  1,871,356
Real Estate Management & Development — 0.1%  
CBRE Group, Inc., Class A(1)   2,071 $152,446
Zillow Group, Inc., Class C(1)(2)   2,458 78,042
      $230,488
Road & Rail — 0.8%  
Avis Budget Group, Inc.(1)   117 $17,208
J.B. Hunt Transport Services, Inc.   1,171 184,398
Landstar System, Inc.   515 74,891
Norfolk Southern Corp.   1,541 350,254
Old Dominion Freight Line, Inc.   1,538 394,159
Saia, Inc.(1)   426 80,088
Union Pacific Corp.   6,357 1,355,821
      $2,456,819
Semiconductors & Semiconductor Equipment — 7.4%  
Advanced Micro Devices, Inc.(1)   25,518 $1,951,361
Allegro MicroSystems, Inc.(1)   1,331 27,538
Analog Devices, Inc.   8,209 1,199,253
Applied Materials, Inc.   13,739 1,249,974
Broadcom, Inc.   6,186 3,005,221
Cirrus Logic, Inc.(1)   746 54,115
CMC Materials, Inc.   369 64,387
Enphase Energy, Inc.(1)   2,008 392,042
Entegris, Inc.   2,268 208,951
First Solar, Inc.(1)   500 34,065
KLA Corp.   2,366 754,943
Lam Research Corp.   2,194 934,973
Lattice Semiconductor Corp.(1)   1,876 90,986
Marvell Technology, Inc.   11,467 499,158
Microchip Technology, Inc.   8,679 504,076
Micron Technology, Inc.   533 29,464
MKS Instruments, Inc.   370 37,973
Monolithic Power Systems, Inc.   707 271,516
NVIDIA Corp.   35,884 5,439,656
ON Semiconductor Corp.(1)   6,835 343,869
Power Integrations, Inc.   763 57,233
Qorvo, Inc.(1)   1,731 163,268
Security Shares Value
Semiconductors & Semiconductor Equipment (continued)  
QUALCOMM, Inc.      17,686 $  2,259,210
Semtech Corp.(1)         849      46,670
Silicon Laboratories, Inc.(1)         363      50,900
Skyworks Solutions, Inc.       2,596     240,493
SolarEdge Technologies, Inc.(1)         841     230,165
Synaptics, Inc.(1)         523      61,740
Teradyne, Inc.       2,589     231,845
Texas Instruments, Inc.      14,563   2,237,605
Universal Display Corp.   740 74,844
      $22,747,494
Software — 15.0%  
Adobe, Inc.(1)   7,434 $2,721,290
Altair Engineering, Inc., Class A(1)   850 44,625
ANSYS, Inc.(1)   1,394 333,570
AppLovin Corp., Class A(1)(2)   1,467 50,524
Aspen Technology, Inc.(1)   403 74,023
Autodesk, Inc.(1)   3,455 594,122
Avalara, Inc.(1)   534 37,700
Bill.com Holdings, Inc.(1)   1,089 119,725
Black Knight, Inc.(1)   1,619 105,866
Blackline, Inc.(1)   887 59,074
Cadence Design Systems, Inc.(1)   4,338 650,830
Citrix Systems, Inc.   2,139 207,847
Clear Secure, Inc., Class A(1)(2)   1,000 20,000
Coupa Software, Inc.(1)   1,154 65,893
CrowdStrike Holdings, Inc., Class A(1)   3,291 554,731
DocuSign, Inc.(1)   3,312 190,043
Dolby Laboratories, Inc., Class A   667 47,731
Dropbox, Inc., Class A(1)   3,726 78,209
Dynatrace, Inc.(1)   3,295 129,955
Elastic NV(1)   454 30,722
Fair Isaac Corp.(1)   432 173,189
Five9, Inc.(1)   1,049 95,606
Guidewire Software, Inc.(1)   748 53,101
HubSpot, Inc.(1)   756 227,291
Intuit, Inc.   4,353 1,677,820
Manhattan Associates, Inc.(1)   924 105,890
Microsoft Corp.   102,511 26,327,900
NCR Corp.(1)   1,631 50,740
NortonLifeLock, Inc.   9,404 206,512
Oracle Corp.   24,108 1,684,426
Palo Alto Networks, Inc.(1)   1,548 764,619
Paycom Software, Inc.(1)   855 239,503
Paycor HCM, Inc.(1)   1,000 26,000
Paylocity Holding Corp.(1)   607 105,873
PTC, Inc.(1)   1,596 169,719
 
7

 

Calvert
US Large-Cap Growth Responsible Index Fund
June 30, 2022
Schedule of Investments (Unaudited) — continued
Security Shares Value
Software (continued)  
Qualys, Inc.(1)         465 $     58,655
Rapid7, Inc.(1)         970      64,796
RingCentral, Inc., Class A(1)       1,576      82,362
Roper Technologies, Inc.       1,395     550,537
SailPoint Technologies Holdings, Inc.(1)       1,233      77,284
Salesforce, Inc.(1)      15,186   2,506,297
ServiceNow, Inc.(1)       3,156   1,500,741
Smartsheet, Inc., Class A(1)       2,003      62,954
Splunk, Inc.(1)   411 36,357
Synopsys, Inc.(1)   2,419 734,650
Tenable Holdings, Inc.(1)   1,200 54,492
Trade Desk, Inc. (The), Class A(1)   7,042 294,989
Tyler Technologies, Inc.(1)   688 228,746
VMware, Inc., Class A   3,560 405,769
Vonage Holdings Corp.(1)   2,925 55,107
Workday, Inc., Class A(1)   3,147 439,258
Zendesk, Inc.(1)   1,810 134,067
Zoom Video Communications, Inc., Class A(1)   3,332 359,756
Zscaler, Inc.(1)   1,407 210,361
      $45,881,847
Specialty Retail — 3.0%  
Advance Auto Parts, Inc.   320 $55,389
AutoZone, Inc.(1)   297 638,289
Burlington Stores, Inc.(1)   837 114,024
Carvana Co.(1)(2)   1,080 24,386
Five Below, Inc.(1)   754 85,526
Floor & Decor Holdings, Inc., Class A(1)   1,466 92,299
GameStop Corp., Class A(1)(2)   148 18,100
Home Depot, Inc. (The)   15,295 4,194,960
Lowe's Cos., Inc.   9,535 1,665,478
O'Reilly Automotive, Inc.(1)   977 617,230
RH(1)   219 46,485
Ross Stores, Inc.   3,033 213,008
TJX Cos., Inc. (The)   11,688 652,775
Tractor Supply Co.   1,689 327,413
Ulta Beauty, Inc.(1)   778 299,903
Williams-Sonoma, Inc.   463 51,370
      $9,096,635
Technology Hardware, Storage & Peripherals — 10.1%  
Apple, Inc.   224,925 $30,751,746
NetApp, Inc.   1,162 75,809
Pure Storage, Inc., Class A(1)   2,420 62,218
Seagate Technology Holdings PLC   912 65,154
Security Shares Value
Technology Hardware, Storage & Peripherals (continued)  
Western Digital Corp.(1)         617 $     27,660
      $ 30,982,587
Textiles, Apparel & Luxury Goods — 0.8%  
Columbia Sportswear Co.          88 $      6,299
Deckers Outdoor Corp.(1)         349      89,117
lululemon Athletica, Inc.(1)       1,680     457,985
NIKE, Inc., Class B      18,328   1,873,122
Tapestry, Inc.         708      21,608
Under Armour, Inc., Class A(1)   1,854 15,444
      $2,463,575
Trading Companies & Distributors — 0.4%  
Air Lease Corp.   1,000 $33,430
Beacon Roofing Supply, Inc.(1)   500 25,680
Core & Main, Inc., Class A(1)   1,000 22,300
Fastenal Co.   8,663 432,457
SiteOne Landscape Supply, Inc.(1)   671 79,762
United Rentals, Inc.(1)   858 208,417
W.W. Grainger, Inc.   670 304,468
      $1,106,514
Water Utilities — 0.1%  
American Water Works Co., Inc.   905 $134,637
Essential Utilities, Inc.   1,813 83,126
      $217,763
Wireless Telecommunication Services — 0.3%  
T-Mobile US, Inc.(1)   6,099 $820,559
      $820,559
Total Common Stocks
(identified cost $256,121,352) 		    $304,525,430
    
 
8

 

Calvert
US Large-Cap Growth Responsible Index Fund
June 30, 2022
Schedule of Investments (Unaudited) — continued
Short-Term Investments — 0.7%      
Affiliated Fund — 0.5%
Security Shares Value
Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 1.38%(4)   1,522,953 $  1,522,953
Total Affiliated Fund
(identified cost $1,522,953) 		    $  1,522,953
Securities Lending Collateral — 0.2%
Security Shares Value
State Street Navigator Securities Lending Government Money Market Portfolio, 1.56%(5)     567,738 $    567,738
Total Securities Lending Collateral
(identified cost $567,738) 		    $    567,738
Total Short-Term Investments
(identified cost $2,090,691) 		    $  2,090,691
Total Investments — 100.2%
(identified cost $258,212,043) 		    $306,616,121
Other Assets, Less Liabilities — (0.2)%     $   (728,496)
Net Assets — 100.0%     $305,887,625
    
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 June 30, 2022. The aggregate market value of securities on loan at June 30, 2022 was $902,217 and the total market value of the collateral received by the Fund was $937,983, comprised of cash of $567,738 and U.S. government and/or agencies securities of $370,245.
(3) Amount is less than 0.05%.
(4) May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of June 30, 2022.
(5) Represents investment of cash collateral received in connection with securities lending.
 
The Fund did not have any open derivative instruments at June 30, 2022.
Affiliated Investments
At June 30, 2022, the value of the Fund's investment in Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Liquidity Fund) and Calvert Cash Reserves Fund, LLC (Cash Reserves Fund) was $1,522,953, which represents 0.5% of the Fund's net assets. Transactions in affiliated funds by the Fund for the fiscal year to date ended June 30, 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 		Units/Shares,
end of period
Short-Term Investments            
Cash Reserves Fund $556,919 $38,770,756 $(39,327,517) $(102) $(56) $ — $  363 —
Liquidity Fund  — 54,987,499 (53,464,546)  —  — 1,522,953 2,760 1,522,953
Total       $(102) $(56) $1,522,953 $3,123  
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.
9

 

Calvert
US Large-Cap Growth Responsible Index Fund
June 30, 2022
Schedule of Investments (Unaudited) — continued
The following table summarizes the market value of the Fund's holdings as of June 30, 2022, based on the inputs used to value them:
Asset Description  Level 1  Level 2  Level 3  Total 
Common Stocks $304,525,430(1) $ — $ — $304,525,430
Short-Term Investments:        
Affiliated Fund 1,522,953  —  — 1,522,953
Securities Lending Collateral 567,738  —  — 567,738
Total Investments $306,616,121 $ — $ — $306,616,121
    
(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.
10