Free signup for more
- Track your favorite companies
- Receive email alerts for new filings
- Personalized dashboard of news and more
- Access all data and search results
Filing tables
Filing exhibits
Calvert Responsible Index Series similar filings
- 26 Aug 22 Calvert U.S. Mid Cap Core Responsible Index Fund (Jun 2022 report)
- 26 Aug 22 Calvert U.S. Large Cap Growth Responsible Index Fund (Jun 2022 report)
- 26 Aug 22 Calvert U.S. Large Cap Value Responsible Index Fund (Jun 2022 report)
- 26 Aug 22 Calvert International Responsible Index Fund (Jun 2022 report)
- 26 May 22 Calvert U.S. Large Cap Value Responsible Index Fund (Mar 2022 report)
- 26 May 22 Calvert U.S. Mid Cap Core Responsible Index Fund (Mar 2022 report)
- 26 May 22 Calvert U.S. Large Cap Core Responsible Index Fund (Mar 2022 report)
Filing view
External links
Calvert
International Responsible Index
Fund
June 30, 2022
Schedule of Investments (Unaudited)
Common Stocks — 97.7% |
Security | Shares | Value | |
Australia — 5.3% | |||
APA Group | 69,160 | $ 538,602 | |
ASX, Ltd. | 9,943 | 562,024 | |
Australia & New Zealand Banking Group, Ltd. | 136,376 | 2,077,103 | |
BlueScope Steel, Ltd. | 52,138 | 574,490 | |
Brambles, Ltd. | 81,245 | 600,749 | |
Cochlear, Ltd. | 3,664 | 503,040 | |
Coles Group, Ltd. | 87,643 | 1,078,565 | |
Commonwealth Bank of Australia | 68,890 | 4,304,007 | |
Computershare, Ltd. | 28,258 | 481,888 | |
CSL, Ltd. | 23,520 | 4,367,074 | |
Endeavour Group, Ltd. | 79,782 | 417,379 | |
Fortescue Metals Group, Ltd. | 128,852 | 1,549,413 | |
Insurance Australia Group, Ltd. | 135,051 | 407,253 | |
Macquarie Group, Ltd. | 18,574 | 2,114,760 | |
Medibank Pvt, Ltd. | 134,333 | 302,139 | |
National Australia Bank, Ltd. | 145,578 | 2,760,573 | |
Qantas Airways, Ltd.(1) | 56,530 | 174,951 | |
QBE Insurance Group, Ltd. | 74,601 | 626,863 | |
Ramsay Health Care, Ltd. | 10,303 | 521,853 | |
REA Group, Ltd. | 2,544 | 196,449 | |
Reece, Ltd. | 13,514 | 128,367 | |
SEEK, Ltd.(2) | 17,700 | 256,755 | |
Sonic Healthcare, Ltd. | 25,134 | 572,886 | |
Suncorp Group, Ltd. | 65,192 | 497,138 | |
Telstra Corp., Ltd. | 221,976 | 590,406 | |
TPG Telecom, Ltd. | 27,646 | 114,072 | |
Transurban Group | 178,891 | 1,779,841 | |
Wesfarmers, Ltd. | 55,022 | 1,591,456 | |
Westpac Banking Corp. | 168,331 | 2,270,602 | |
WiseTech Global, Ltd. | 9,095 | 238,491 | |
Woolworths Group, Ltd. | 83,003 | 2,038,748 | |
$34,237,937 | |||
Austria — 0.2% | |||
Erste Group Bank AG | 17,169 | $436,286 | |
Verbund AG | 3,672 | 360,951 | |
voestalpine AG | 11,691 | 249,863 | |
$1,047,100 | |||
Belgium — 0.7% | |||
Ackermans & van Haaren NV | 754 | $112,803 | |
Ageas S.A./NV | 5,466 | 241,010 | |
Anheuser-Busch InBev S.A./NV | 38,511 | 2,073,892 | |
Azelis Group NV | 3,839 | 84,194 | |
D'Ieteren Group | 906 | 133,133 |
Security | Shares | Value | |
Belgium (continued) | |||
Elia Group S.A./NV | 1,052 | $ 149,406 | |
Groupe Bruxelles Lambert S.A. | 3,632 | 304,468 | |
KBC Group NV | 9,347 | 525,871 | |
Proximus S.A. | 3,652 | 53,903 | |
Sofina S.A.(2) | 417 | 85,477 | |
Solvay S.A. | 2,508 | 204,317 | |
UCB S.A. | 4,761 | 403,444 | |
Umicore S.A. | 7,884 | 276,366 | |
$4,648,284 | |||
Canada — 9.7% | |||
Agnico Eagle Mines, Ltd. | 36,065 | $1,650,831 | |
Air Canada(1)(2) | 18,211 | 226,930 | |
Algonquin Power & Utilities Corp. | 39,774 | 534,564 | |
Alimentation Couche-Tard, Inc. | 52,820 | 2,060,357 | |
Bank of Montreal | 30,426 | 2,925,831 | |
Bank of Nova Scotia (The)(2) | 53,988 | 3,195,157 | |
BCE, Inc. | 15,827 | 777,948 | |
Brookfield Asset Management, Inc., Class A | 70,317 | 3,127,992 | |
BRP, Inc. | 2,389 | 147,030 | |
CAE, Inc.(1) | 16,702 | 411,581 | |
Canadian Imperial Bank of Commerce | 44,734 | 2,172,407 | |
Canadian National Railway Co. | 32,790 | 3,688,365 | |
Canadian Pacific Railway, Ltd. | 49,295 | 3,443,220 | |
Canadian Tire Corp., Ltd., Class A | 2,727 | 344,053 | |
CCL Industries, Inc., Class B | 8,848 | 418,204 | |
CGI, Inc.(1) | 10,647 | 848,154 | |
Constellation Software, Inc. | 1,062 | 1,576,557 | |
Dollarama, Inc. | 13,745 | 791,469 | |
Empire Co., Ltd. | 11,152 | 343,518 | |
George Weston, Ltd. | 4,769 | 557,112 | |
GFL Environmental, Inc.(2) | 9,953 | 256,403 | |
Gildan Activewear, Inc. | 7,981 | 229,720 | |
Great-West Lifeco, Inc. | 12,205 | 298,014 | |
Hydro One, Ltd.(3) | 19,112 | 513,880 | |
IGM Financial, Inc.(2) | 4,844 | 129,831 | |
Intact Financial Corp. | 8,826 | 1,244,910 | |
Loblaw Cos., Ltd. | 10,949 | 987,468 | |
Magna International, Inc. | 14,511 | 796,654 | |
Manulife Financial Corp. | 95,126 | 1,649,481 | |
Metro, Inc. | 16,577 | 889,765 | |
National Bank of Canada | 16,765 | 1,100,171 | |
Northland Power, Inc. | 11,918 | 354,799 | |
Nutrien, Ltd. | 31,753 | 2,528,745 | |
Open Text Corp. | 14,935 | 564,936 | |
Power Corp. of Canada | 26,747 | 688,207 | |
Ritchie Bros Auctioneers, Inc. | 6,158 | 400,662 |
1
Calvert
International Responsible Index
Fund
June 30, 2022
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Canada (continued) | |||
Rogers Communications, Inc., Class B | 18,843 | $ 902,918 | |
Royal Bank of Canada | 55,859 | 5,408,845 | |
Saputo, Inc. | 17,422 | 379,922 | |
Shaw Communications, Inc., Class B | 23,134 | 681,691 | |
Shopify, Inc., Class A(1) | 57,248 | 1,788,428 | |
Sun Life Financial, Inc. | 28,857 | 1,322,239 | |
TELUS Corp. | 23,335 | 519,744 | |
TFI International, Inc. | 4,238 | 340,206 | |
Thomson Reuters Corp. | 9,464 | 986,618 | |
TMX Group, Ltd. | 2,690 | 273,765 | |
Toromont Industries, Ltd. | 4,317 | 349,063 | |
Toronto-Dominion Bank (The)(2) | 72,000 | 4,721,504 | |
Waste Connections, Inc.(4) | 1,922 | 238,251 | |
Waste Connections, Inc.(4) | 12,709 | 1,575,790 | |
West Fraser Timber Co., Ltd. | 4,880 | 374,454 | |
WSP Global, Inc. | 6,985 | 789,774 | |
$62,528,138 | |||
Denmark — 2.2% | |||
AP Moller - Maersk A/S, Class B | 287 | $673,761 | |
Carlsberg A/S, Class B | 4,771 | 609,747 | |
Chr. Hansen Holding A/S | 3,738 | 272,865 | |
Coloplast A/S, Class B | 5,433 | 620,773 | |
Danske Bank A/S | 22,384 | 318,585 | |
Demant A/S(1) | 4,371 | 164,312 | |
DSV A/S | 7,300 | 1,026,506 | |
Genmab A/S(1) | 2,442 | 792,294 | |
GN Store Nord A/S | 3,970 | 140,050 | |
H Lundbeck A/S | 6,644 | 32,267 | |
H Lundbeck A/S, Class A(1) | 15,099 | 72,458 | |
Novo Nordisk A/S, Class B | 63,063 | 6,993,832 | |
Novozymes A/S, Class B | 8,679 | 522,328 | |
Orsted A/S(3) | 7,264 | 765,073 | |
Pandora A/S | 3,279 | 208,323 | |
ROCKWOOL International A/S, Class B | 541 | 122,825 | |
Tryg A/S | 13,664 | 307,848 | |
Vestas Wind Systems A/S | 37,064 | 788,055 | |
$14,431,902 | |||
Finland — 1.2% | |||
Elisa Oyj | 4,920 | $276,982 | |
Fortum Oyj | 16,978 | 256,620 | |
Kesko Oyj, Class B | 14,292 | 338,232 | |
Kone Oyj, Class B | 11,831 | 565,465 | |
Metso Outotec Oyj | 28,190 | 212,775 | |
Neste Oyj | 37,945 | 1,687,831 | |
Nokia Oyj | 195,187 | 904,701 |
Security | Shares | Value | |
Finland (continued) | |||
Nordea Bank Abp | 113,229 | $ 1,000,210 | |
Orion Oyj, Class B | 4,947 | 221,401 | |
Sampo Oyj, Class A | 16,618 | 726,225 | |
Stora Enso Oyj, Class R | 27,794 | 440,399 | |
UPM-Kymmene Oyj | 19,237 | 589,870 | |
Valmet Oyj | 5,179 | 127,628 | |
Wartsila Oyj Abp | 17,591 | 137,891 | |
$ 7,486,230 | |||
France — 8.3% | |||
Accor S.A.(1) | 7,714 | $210,450 | |
Air France-KLM(1) | 47,945 | 56,625 | |
Air Liquide S.A. | 22,622 | 3,044,984 | |
ALD S.A.(3) | 3,000 | 35,130 | |
Alstom S.A. | 13,795 | 315,002 | |
Amundi S.A.(3) | 2,563 | 141,111 | |
Arkema S.A. | 3,086 | 276,050 | |
AXA S.A. | 81,832 | 1,869,168 | |
BioMerieux | 1,531 | 150,121 | |
BNP Paribas S.A. | 41,442 | 1,982,252 | |
Bouygues S.A. | 9,333 | 288,049 | |
Bureau Veritas S.A.(2) | 13,787 | 354,713 | |
Capgemini SE | 6,710 | 1,157,207 | |
Carrefour S.A. | 30,959 | 549,562 | |
Cie de Saint-Gobain | 34,746 | 1,501,348 | |
Cie Generale des Etablissements Michelin SCA | 27,748 | 757,824 | |
Credit Agricole S.A. | 42,924 | 395,715 | |
Danone S.A. | 32,736 | 1,833,288 | |
Dassault Systemes SE | 27,854 | 1,031,736 | |
Edenred | 11,429 | 541,399 | |
Eiffage S.A. | 3,806 | 344,291 | |
Engie S.A. | 80,903 | 936,773 | |
EssilorLuxottica S.A. | 12,586 | 1,908,196 | |
Eurazeo SE | 1,825 | 113,377 | |
Eurofins Scientific SE | 5,987 | 472,842 | |
Getlink SE | 19,320 | 342,646 | |
Hermes International | 1,334 | 1,501,320 | |
Ipsen S.A. | 1,186 | 112,294 | |
Kering S.A. | 2,807 | 1,454,663 | |
Legrand S.A. | 11,721 | 870,267 | |
L'Oreal S.A. | 8,847 | 3,071,726 | |
LVMH Moet Hennessy Louis Vuitton SE | 10,034 | 6,149,614 | |
Orange S.A. | 79,841 | 940,812 | |
Pernod Ricard S.A. | 10,614 | 1,962,260 | |
Publicis Groupe S.A. | 10,091 | 496,281 | |
Renault S.A.(1) | 7,836 | 197,827 | |
Rexel S.A. | 10,787 | 166,681 |
2
Calvert
International Responsible Index
Fund
June 30, 2022
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
France (continued) | |||
Safran S.A. | 15,780 | $ 1,571,143 | |
Sanofi | 49,941 | 5,036,351 | |
Sartorius Stedim Biotech | 1,134 | 357,797 | |
Schneider Electric SE | 23,131 | 2,756,185 | |
SEB S.A. | 1,517 | 146,400 | |
Societe Generale S.A. | 30,693 | 678,613 | |
Sodexo S.A. | 4,173 | 295,174 | |
SOITEC(1) | 911 | 130,856 | |
Teleperformance | 2,295 | 708,659 | |
Thales S.A. | 4,263 | 523,398 | |
Ubisoft Entertainment S.A.(1) | 3,395 | 149,731 | |
Valeo | 9,007 | 175,510 | |
Veolia Environnement S.A. | 29,144 | 714,415 | |
Vinci S.A. | 22,274 | 1,999,346 | |
Vivendi SE | 40,916 | 417,543 | |
Worldline S.A.(1)(3) | 9,540 | 355,836 | |
$53,550,561 | |||
Germany — 6.0% | |||
adidas AG | 6,919 | $1,229,028 | |
Allianz SE | 17,278 | 3,312,368 | |
Aroundtown S.A. | 43,811 | 140,125 | |
Bayerische Motoren Werke AG | 14,990 | 1,162,034 | |
Bechtle AG | 3,003 | 123,347 | |
Beiersdorf AG | 4,298 | 441,049 | |
Brenntag SE | 7,069 | 462,865 | |
Carl Zeiss Meditec AG | 1,767 | 212,445 | |
Commerzbank AG(1) | 38,651 | 274,234 | |
Continental AG | 4,940 | 346,733 | |
Covestro AG(3) | 9,816 | 341,093 | |
CTS Eventim AG & Co. KGaA(1) | 3,411 | 179,928 | |
Daimler Truck Holding AG(1) | 19,548 | 514,814 | |
Delivery Hero SE(1)(3) | 8,407 | 317,161 | |
Deutsche Boerse AG | 7,811 | 1,311,675 | |
Deutsche Lufthansa AG(1) | 32,660 | 192,376 | |
Deutsche Post AG | 47,015 | 1,775,105 | |
Deutsche Telekom AG | 149,967 | 2,982,731 | |
Deutsche Wohnen SE | 3,000 | 69,155 | |
DWS Group GmbH & Co. KGaA(3) | 746 | 19,667 | |
Evonik Industries AG | 9,044 | 193,959 | |
Fraport AG Frankfurt Airport Services Worldwide(1) | 1,848 | 80,817 | |
Fresenius Medical Care AG & Co. KGaA | 10,164 | 509,227 | |
Fresenius SE & Co. KGaA | 18,946 | 576,180 | |
GEA Group AG | 7,116 | 246,697 | |
Hannover Rueck SE | 2,347 | 342,321 | |
HeidelbergCement AG | 15,568 | 751,643 | |
Hella GmbH & Co. KGaA | 1,943 | 131,523 |
Security | Shares | Value | |
Germany (continued) | |||
HelloFresh SE(1) | 6,732 | $ 219,629 | |
Henkel AG & Co. KGaA | 4,058 | 249,325 | |
Infineon Technologies AG | 59,851 | 1,455,906 | |
KION Group AG | 3,562 | 149,113 | |
Knorr-Bremse AG | 3,492 | 200,004 | |
LEG Immobilien SE | 3,869 | 321,984 | |
Mercedes-Benz Group AG | 38,984 | 2,264,125 | |
Merck KGaA | 6,330 | 1,073,703 | |
MTU Aero Engines AG | 2,422 | 443,690 | |
Muenchener Rueckversicherungs-Gesellschaft AG | 5,842 | 1,381,910 | |
Nemetschek SE | 2,636 | 160,365 | |
Puma SE | 3,739 | 248,070 | |
Rational AG | 268 | 156,241 | |
RTL Group S.A. | 1,167 | 48,881 | |
SAP SE | 47,907 | 4,366,742 | |
Scout24 SE(3) | 4,026 | 207,401 | |
Siemens AG | 35,315 | 3,630,258 | |
Siemens Energy AG(1) | 18,850 | 277,818 | |
Siemens Healthineers AG(3) | 12,537 | 639,216 | |
Symrise AG | 6,598 | 719,612 | |
Talanx AG | 1,695 | 64,791 | |
Telefonica Deutschland Holding AG(3) | 48,603 | 140,157 | |
thyssenkrupp AG(1) | 48,787 | 278,198 | |
Uniper SE | 3,536 | 52,843 | |
United Internet AG | 3,162 | 90,636 | |
Volkswagen AG | 1,283 | 234,641 | |
Vonovia SE | 38,719 | 1,197,984 | |
Wacker Chemie AG | 866 | 125,589 | |
Zalando SE(1)(3) | 9,212 | 242,668 | |
$38,881,800 | |||
Hong Kong — 2.7% | |||
AIA Group, Ltd. | 489,383 | $5,347,275 | |
BOC Hong Kong Holdings, Ltd. | 153,350 | 608,949 | |
Chow Tai Fook Jewellery Group, Ltd. | 88,600 | 167,356 | |
CK Asset Holdings, Ltd. | 100,000 | 710,531 | |
ESR Cayman, Ltd.(1)(3) | 148,400 | 402,409 | |
Fosun International, Ltd. | 274,000 | 253,111 | |
GCL Technology Holdings, Ltd.(1) | 3,053,000 | 1,480,082 | |
Hang Lung Properties, Ltd. | 98,000 | 186,477 | |
Hang Seng Bank, Ltd. | 30,979 | 548,976 | |
Henderson Land Development Co., Ltd. | 71,355 | 268,179 | |
HKT Trust & HKT, Ltd. | 172,000 | 231,003 | |
Hong Kong Exchanges & Clearing, Ltd. | 50,999 | 2,522,219 | |
Hongkong Land Holdings, Ltd. | 62,000 | 311,372 | |
MTR Corp., Ltd. | 83,876 | 439,740 | |
New World Development Co., Ltd. | 71,250 | 256,652 |
3
Calvert
International Responsible Index
Fund
June 30, 2022
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Hong Kong (continued) | |||
Orient Overseas International, Ltd. | 8,500 | $ 226,469 | |
Sino Land Co., Ltd. | 178,000 | 262,848 | |
Sun Hung Kai Properties, Ltd. | 87,801 | 1,039,568 | |
Swire Pacific, Ltd., Class A | 22,393 | 133,737 | |
Swire Properties, Ltd. | 49,200 | 122,490 | |
Techtronic Industries Co., Ltd. | 57,993 | 605,571 | |
WH Group, Ltd.(3) | 438,541 | 339,424 | |
Wharf Holdings, Ltd. (The) | 68,779 | 250,640 | |
Wharf Real Estate Investment Co., Ltd. | 80,000 | 382,018 | |
Xinyi Glass Holdings, Ltd. | 276,000 | 665,923 | |
$17,763,019 | |||
Ireland — 1.4% | |||
AIB Group PLC | 18,337 | $41,851 | |
Aon PLC, Class A | 10,257 | 2,766,108 | |
Bank of Ireland Group PLC | 32,654 | 206,392 | |
CRH PLC | 53,866 | 1,858,851 | |
DCC PLC | 10,991 | 683,822 | |
ICON PLC(1) | 3,095 | 670,686 | |
James Hardie Industries PLC CDI | 50,184 | 1,098,670 | |
Kerry Group PLC, Class A | 6,943 | 663,973 | |
Kingspan Group PLC | 17,079 | 1,026,979 | |
Smurfit Kappa Group PLC | 10,554 | 354,964 | |
$9,372,296 | |||
Israel — 0.5% | |||
Azrieli Group, Ltd. | 4,364 | $307,234 | |
Bank Hapoalim B.M. | 62,730 | 526,758 | |
Bank Leumi Le-Israel B.M. | 73,908 | 661,183 | |
Check Point Software Technologies, Ltd.(1) | 6,064 | 738,474 | |
Mizrahi Tefahot Bank, Ltd. | 8,226 | 273,848 | |
Nice, Ltd.(1) | 3,731 | 719,967 | |
$3,227,464 | |||
Italy — 1.6% | |||
A2A SpA | 77,405 | $98,500 | |
Amplifon SpA | 7,329 | 225,327 | |
Assicurazioni Generali SpA | 50,278 | 803,079 | |
Banca Mediolanum SpA | 8,796 | 58,033 | |
Banco BPM SpA | 71,482 | 204,058 | |
DiaSorin SpA | 1,327 | 174,514 | |
Enel SpA | 424,902 | 2,330,256 | |
ERG SpA | 3,073 | 95,802 | |
FinecoBank Banca Fineco SpA | 28,779 | 345,249 | |
Hera SpA | 48,247 | 139,807 | |
Infrastrutture Wireless Italiane SpA(3) | 17,407 | 176,965 | |
Interpump Group SpA | 3,366 | 128,879 |
Security | Shares | Value | |
Italy (continued) | |||
Intesa Sanpaolo SpA | 760,045 | $ 1,422,401 | |
Italgas SpA | 25,167 | 146,858 | |
Mediobanca Banca di Credito Finanziario SpA | 33,044 | 286,578 | |
Moncler SpA | 8,585 | 369,893 | |
Pirelli & C SpA(3) | 23,350 | 95,035 | |
Poste Italiane SpA(3) | 24,116 | 225,641 | |
PRADA SpA | 21,000 | 118,098 | |
Prysmian SpA | 15,648 | 429,896 | |
Recordati Industria Chimica e Farmaceutica SpA | 5,927 | 258,472 | |
Reply SpA | 1,162 | 141,359 | |
Snam SpA | 105,405 | 552,993 | |
Telecom Italia SpA(1) | 498,725 | 130,769 | |
Terna - Rete Elettrica Nazionale | 77,524 | 609,512 | |
UniCredit SpA | 93,566 | 894,149 | |
UnipolSai Assicurazioni SpA(2) | 13,800 | 33,094 | |
$10,495,217 | |||
Japan — 16.3% | |||
Advantest Corp. | 9,100 | $489,368 | |
Aeon Co., Ltd. | 25,979 | 451,258 | |
AGC, Inc.(2) | 19,755 | 694,144 | |
Aisin Corp. | 8,500 | 263,083 | |
Ajinomoto Co., Inc. | 25,808 | 629,344 | |
ANA Holdings, Inc.(1) | 9,256 | 170,974 | |
Asahi Group Holdings, Ltd. | 25,900 | 851,731 | |
Asahi Kasei Corp. | 56,600 | 430,577 | |
Astellas Pharma, Inc. | 81,571 | 1,272,646 | |
Bandai Namco Holdings, Inc. | 7,875 | 555,919 | |
Bridgestone Corp. | 25,000 | 911,484 | |
Canon, Inc.(2) | 43,168 | 978,246 | |
Capcom Co., Ltd. | 8,800 | 214,068 | |
Central Japan Railway Co. | 9,567 | 1,099,562 | |
Chugai Pharmaceutical Co., Ltd. | 30,356 | 776,521 | |
Dai Nippon Printing Co., Ltd. | 12,529 | 269,505 | |
Daifuku Co., Ltd. | 4,700 | 268,982 | |
Dai-ichi Life Holdings, Inc. | 37,294 | 689,767 | |
Daiichi Sankyo Co., Ltd. | 75,639 | 1,923,688 | |
Daikin Industries, Ltd. | 11,200 | 1,798,261 | |
Daito Trust Construction Co., Ltd. | 2,900 | 250,868 | |
Daiwa House Industry Co., Ltd. | 25,492 | 596,182 | |
Daiwa Securities Group, Inc. | 62,800 | 281,195 | |
Denso Corp. | 23,947 | 1,263,981 | |
Dentsu Group, Inc.(2) | 11,000 | 331,626 | |
Disco Corp. | 1,400 | 333,146 | |
East Japan Railway Co. | 13,026 | 666,269 | |
Eisai Co., Ltd. | 11,525 | 487,278 | |
FANUC Corp. | 9,051 | 1,418,647 |
4
Calvert
International Responsible Index
Fund
June 30, 2022
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Japan (continued) | |||
Fast Retailing Co., Ltd. | 2,242 | $ 1,177,671 | |
Fuji Electric Co., Ltd. | 6,600 | 272,869 | |
Fujitsu, Ltd. | 8,548 | 1,069,593 | |
GMO Payment Gateway, Inc. | 1,600 | 113,970 | |
Hamamatsu Photonics K.K. | 6,421 | 250,147 | |
Hankyu Hanshin Holdings, Inc. | 11,600 | 316,834 | |
Hitachi Metals, Ltd.(1) | 14,500 | 219,503 | |
HOYA Corp. | 17,087 | 1,462,355 | |
Hulic Co., Ltd. | 28,700 | 222,604 | |
Isuzu Motors, Ltd. | 25,400 | 280,959 | |
Itochu Techno-Solutions Corp. | 2,900 | 71,303 | |
Japan Exchange Group, Inc. | 19,300 | 279,746 | |
Japan Post Bank Co., Ltd. | 16,600 | 129,239 | |
JSR Corp. | 9,900 | 257,263 | |
Kajima Corp. | 23,000 | 263,732 | |
Kao Corp. | 19,663 | 797,324 | |
KDDI Corp. | 68,618 | 2,163,825 | |
Keyence Corp. | 9,200 | 3,155,031 | |
Kikkoman Corp. | 7,009 | 372,997 | |
Komatsu, Ltd. | 41,046 | 913,978 | |
Kubota Corp.(2) | 43,794 | 656,301 | |
Kyowa Kirin Co., Ltd. | 12,806 | 289,120 | |
Lixil Corp. | 13,400 | 251,861 | |
M3, Inc. | 17,900 | 515,251 | |
Makita Corp. | 8,892 | 220,402 | |
MEIJI Holdings Co., Ltd. | 7,971 | 391,678 | |
MINEBEA MITSUMI, Inc. | 16,800 | 286,327 | |
MISUMI Group, Inc. | 13,900 | 293,561 | |
Mitsubishi Chemical Holdings Corp. | 59,060 | 320,913 | |
Mitsubishi Electric Corp. | 82,307 | 884,731 | |
Mitsubishi Estate Co., Ltd. | 70,108 | 1,016,099 | |
Mitsubishi HC Capital, Inc. | 29,900 | 138,000 | |
Mitsubishi Heavy Industries, Ltd. | 13,600 | 475,343 | |
Mitsubishi UFJ Financial Group, Inc.(5) | 447,257 | 2,392,846 | |
Mitsui Fudosan Co., Ltd. | 41,900 | 900,215 | |
Mizuho Financial Group, Inc. | 94,658 | 1,077,673 | |
MS&AD Insurance Group Holdings, Inc. | 18,300 | 561,140 | |
Murata Manufacturing Co., Ltd. | 24,653 | 1,341,797 | |
Nidec Corp. | 19,380 | 1,200,918 | |
Nintendo Co., Ltd. | 4,929 | 2,119,748 | |
Nippon Paint Holdings Co., Ltd. | 34,345 | 256,976 | |
Nippon Telegraph & Telephone Corp. | 54,040 | 1,552,739 | |
Nippon Yusen KK | 7,600 | 521,093 | |
Nissan Chemical Corp. | 5,200 | 240,018 | |
Nissin Foods Holdings Co., Ltd. | 4,699 | 324,565 | |
Nitori Holdings Co., Ltd. | 3,068 | 291,959 | |
Nitto Denko Corp. | 6,786 | 438,909 |
Security | Shares | Value | |
Japan (continued) | |||
Nomura Holdings, Inc. | 129,800 | $ 471,577 | |
Nomura Research Institute, Ltd. | 16,000 | 429,384 | |
NTT Data Corp. | 27,135 | 376,439 | |
Obic Co., Ltd. | 2,700 | 383,957 | |
Olympus Corp. | 52,200 | 1,057,842 | |
Omron Corp. | 7,782 | 396,078 | |
Ono Pharmaceutical Co., Ltd. | 15,522 | 398,749 | |
Oracle Corp. Japan | 1,026 | 59,749 | |
Oriental Land Co., Ltd. | 9,697 | 1,354,204 | |
ORIX Corp. | 49,667 | 832,411 | |
Osaka Gas Co., Ltd. | 16,900 | 323,892 | |
Otsuka Corp. | 4,388 | 130,591 | |
Otsuka Holdings Co., Ltd. | 19,220 | 686,091 | |
Pan Pacific International Holdings Corp. | 14,468 | 230,667 | |
Panasonic Corp. | 104,000 | 839,715 | |
Rakuten Group, Inc.(2) | 37,800 | 170,917 | |
Recruit Holdings Co., Ltd. | 69,979 | 2,060,912 | |
Renesas Electronics Corp.(1) | 61,200 | 553,821 | |
Resona Holdings, Inc. | 91,633 | 342,754 | |
Rohm Co., Ltd. | 3,576 | 250,677 | |
Secom Co., Ltd. | 11,300 | 697,715 | |
Seiko Epson Corp. | 10,800 | 152,787 | |
Sekisui Chemical Co., Ltd. | 19,172 | 262,848 | |
Sekisui House, Ltd. | 27,570 | 484,001 | |
SG Holdings Co., Ltd. | 25,600 | 432,894 | |
Shimadzu Corp. | 11,526 | 365,322 | |
Shimano, Inc. | 2,772 | 466,962 | |
Shin-Etsu Chemical Co., Ltd. | 16,437 | 1,847,698 | |
Shionogi & Co., Ltd. | 12,054 | 615,217 | |
Shiseido Co., Ltd. | 15,497 | 624,640 | |
SMC Corp. | 2,732 | 1,216,121 | |
SoftBank Corp. | 123,600 | 1,372,273 | |
SoftBank Group Corp. | 56,790 | 2,201,094 | |
Sompo Holdings, Inc. | 11,937 | 527,233 | |
Sony Group Corp. | 55,500 | 4,526,400 | |
Square Enix Holdings Co., Ltd. | 3,700 | 164,231 | |
Subaru Corp. | 28,300 | 500,583 | |
SUMCO Corp. | 13,800 | 179,468 | |
Sumitomo Chemical Co., Ltd. | 65,800 | 257,521 | |
Sumitomo Electric Industries, Ltd. | 33,473 | 369,894 | |
Sumitomo Mitsui Financial Group, Inc. | 53,153 | 1,579,978 | |
Sumitomo Mitsui Trust Holdings, Inc. | 12,416 | 383,728 | |
Suntory Beverage & Food, Ltd. | 6,600 | 249,236 | |
Sysmex Corp. | 7,626 | 460,158 | |
T&D Holdings, Inc. | 21,219 | 254,003 | |
Takeda Pharmaceutical Co., Ltd. | 70,952 | 1,992,923 | |
TDK Corp. | 16,142 | 499,083 |
5
Calvert
International Responsible Index
Fund
June 30, 2022
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Japan (continued) | |||
Terumo Corp. | 27,546 | $ 833,295 | |
TIS, Inc. | 9,300 | 244,690 | |
Toho Co., Ltd. | 5,900 | 213,728 | |
Tokio Marine Holdings, Inc. | 23,900 | 1,393,655 | |
Tokyo Electron, Ltd. | 6,726 | 2,195,321 | |
Tokyo Gas Co., Ltd. | 17,100 | 354,381 | |
Tokyu Corp. | 20,832 | 245,890 | |
TOPPAN, Inc. | 17,900 | 298,642 | |
Toray Industries, Inc. | 59,550 | 335,197 | |
TOTO, Ltd. | 5,164 | 170,987 | |
Toyota Industries Corp. | 6,775 | 420,099 | |
Toyota Motor Corp. | 536,715 | 8,281,139 | |
Trend Micro, Inc. | 6,493 | 317,647 | |
Unicharm Corp.(2) | 18,002 | 604,097 | |
USS Co., Ltd. | 9,200 | 159,455 | |
West Japan Railway Co. | 10,610 | 390,325 | |
Yakult Honsha Co., Ltd. | 9,086 | 524,075 | |
Yamaha Corp. | 5,944 | 245,041 | |
Yamaha Motor Co., Ltd.(2) | 13,725 | 252,029 | |
Yaskawa Electric Corp. | 13,500 | 436,025 | |
Z Holdings Corp. | 122,600 | 356,530 | |
ZOZO, Inc. | 3,400 | 61,515 | |
$105,487,647 | |||
Netherlands — 4.5% | |||
Aalberts NV | 3,884 | $150,827 | |
ABN AMRO Bank NV(3) | 16,992 | 190,932 | |
Adyen NV(1)(3) | 1,342 | 1,936,683 | |
Aegon NV | 67,823 | 292,089 | |
AerCap Holdings NV(1) | 5,487 | 224,638 | |
Akzo Nobel NV | 8,513 | 556,732 | |
Argenx SE(1)(4) | 2,072 | 781,047 | |
Argenx SE(1)(4) | 345 | 130,049 | |
ASM International NV | 1,938 | 482,188 | |
ASML Holding NV | 16,418 | 7,756,486 | |
ASR Nederland NV | 5,377 | 216,784 | |
BE Semiconductor Industries NV | 3,494 | 166,958 | |
Euronext NV(3) | 3,120 | 255,880 | |
Hunter Douglas NV(1) | 200 | 36,674 | |
IMCD NV | 2,500 | 341,836 | |
ING Groep NV | 156,102 | 1,537,854 | |
JDE Peet's NV | 4,622 | 131,599 | |
Koninklijke Ahold Delhaize NV | 56,582 | 1,472,773 | |
Koninklijke DSM NV | 7,454 | 1,067,790 | |
Koninklijke KPN NV | 140,890 | 501,305 | |
Koninklijke Philips NV | 40,230 | 862,874 | |
NN Group NV | 11,475 | 519,735 |
Security | Shares | Value | |
Netherlands (continued) | |||
NXP Semiconductors NV | 11,683 | $ 1,729,435 | |
Prosus NV | 38,042 | 2,463,356 | |
QIAGEN NV(1) | 10,994 | 518,917 | |
Randstad NV | 6,100 | 294,815 | |
Signify NV(3) | 6,415 | 211,633 | |
Stellantis NV | 95,209 | 1,181,995 | |
STMicroelectronics NV(2)(4) | 13,134 | 415,363 | |
STMicroelectronics NV(4) | 14,174 | 446,836 | |
Universal Music Group NV | 66,255 | 1,327,486 | |
Wolters Kluwer NV | 12,884 | 1,248,691 | |
$29,452,260 | |||
New Zealand — 0.2% | |||
Auckland International Airport, Ltd.(1) | 45,997 | $206,048 | |
Fisher & Paykel Healthcare Corp., Ltd. | 21,140 | 263,356 | |
Meridian Energy, Ltd. | 38,267 | 111,669 | |
Spark New Zealand, Ltd. | 67,979 | 203,444 | |
Xero, Ltd.(1) | 5,298 | 282,598 | |
$1,067,115 | |||
Norway — 0.7% | |||
Adevinta ASA(1) | 25,013 | $184,144 | |
DNB Bank ASA | 50,068 | 906,409 | |
Gjensidige Forsikring ASA | 8,816 | 179,463 | |
Mowi ASA | 31,285 | 715,415 | |
Norsk Hydro ASA | 147,862 | 835,607 | |
Orkla ASA | 57,357 | 459,469 | |
Salmar ASA | 4,725 | 334,512 | |
Telenor ASA | 39,465 | 527,379 | |
TOMRA Systems ASA | 15,413 | 289,270 | |
Yara International ASA | 10,529 | 441,176 | |
$4,872,844 | |||
Portugal — 0.2% | |||
EDP - Energias de Portugal S.A. | 142,270 | $663,025 | |
Jeronimo Martins SGPS S.A. | 16,145 | 349,997 | |
$1,013,022 | |||
Singapore — 1.0% | |||
CapitaLand Investment, Ltd. | 131,200 | $361,104 | |
DBS Group Holdings, Ltd. | 83,729 | 1,791,582 | |
Flex, Ltd.(1) | 20,721 | 299,833 | |
Oversea-Chinese Banking Corp., Ltd. | 148,071 | 1,214,633 | |
Singapore Airlines, Ltd.(1)(2) | 74,156 | 272,483 | |
Singapore Exchange, Ltd. | 37,800 | 257,529 | |
Singapore Technologies Engineering, Ltd. | 94,000 | 276,719 | |
Singapore Telecommunications, Ltd. | 405,012 | 737,148 |
6
Calvert
International Responsible Index
Fund
June 30, 2022
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Singapore (continued) | |||
United Overseas Bank, Ltd. | 57,259 | $ 1,081,744 | |
$ 6,292,775 | |||
South Korea — 3.3% | |||
AMOREPACIFIC Corp. | 1,608 | $ 161,622 | |
Doosan Enerbility Co., Ltd.(1) | 18,602 | 279,367 | |
Ecopro BM Co., Ltd. | 1,554 | 136,944 | |
Hana Financial Group, Inc. | 12,433 | 377,885 | |
HMM Co., Ltd. | 18,169 | 345,911 | |
HYBE Co., Ltd.(1) | 883 | 99,175 | |
Hyundai Glovis Co., Ltd. | 870 | 120,948 | |
Hyundai Mobis Co., Ltd. | 2,934 | 452,238 | |
Hyundai Motor Co. | 6,688 | 934,631 | |
Industrial Bank of Korea | 7,269 | 53,985 | |
Kakao Corp. | 13,938 | 755,232 | |
Kakaopay Corp.(1) | 1,000 | 46,654 | |
KB Financial Group, Inc. | 15,822 | 590,846 | |
Kia Corp. | 11,947 | 713,063 | |
Krafton, Inc.(1) | 1,184 | 200,021 | |
KT Corp. | 3,517 | 98,892 | |
L&F Co., Ltd.(1) | 1,113 | 181,438 | |
LG Chem, Ltd. | 2,374 | 943,147 | |
LG Electronics, Inc. | 5,319 | 362,735 | |
LG Household & Health Care, Ltd. | 383 | 201,227 | |
LG Innotek Co., Ltd. | 636 | 168,693 | |
Lotte Chemical Corp. | 725 | 101,076 | |
NAVER Corp. | 6,562 | 1,223,988 | |
Netmarble Corp.(3) | 635 | 33,752 | |
Samsung C&T Corp. | 3,853 | 366,823 | |
Samsung Electro-Mechanics Co., Ltd. | 2,519 | 254,856 | |
Samsung Electronics Co., Ltd. | 216,928 | 9,568,119 | |
Samsung SDS Co., Ltd. | 1,474 | 148,028 | |
Shinhan Financial Group Co., Ltd. | 18,217 | 522,363 | |
SK Bioscience Co., Ltd.(1) | 1,156 | 89,890 | |
SK Hynix, Inc. | 24,732 | 1,746,427 | |
SK IE Technology Co., Ltd.(1)(3) | 1,044 | 79,345 | |
SK Telecom Co., Ltd. | 1,040 | 41,736 | |
Woori Financial Group, Inc. | 22,071 | 206,601 | |
$21,607,658 | |||
Spain — 2.2% | |||
Acciona S.A. | 940 | $173,203 | |
Aena SME S.A.(1)(3) | 3,684 | 470,082 | |
Amadeus IT Group S.A.(1) | 18,683 | 1,046,138 | |
Banco Bilbao Vizcaya Argentaria S.A. | 229,265 | 1,041,454 | |
Banco de Sabadell S.A. | 206,973 | 165,955 | |
Banco Santander S.A. | 638,031 | 1,805,253 |
Security | Shares | Value | |
Spain (continued) | |||
Bankinter S.A. | 23,595 | $ 147,583 | |
CaixaBank S.A. | 157,574 | 551,832 | |
Cellnex Telecom S.A.(3) | 21,186 | 824,520 | |
EDP Renovaveis S.A. | 9,362 | 221,155 | |
Enagas S.A.(2) | 26,319 | 582,085 | |
Ferrovial S.A. | 19,362 | 492,642 | |
Grifols S.A.(1) | 12,573 | 238,439 | |
Iberdrola S.A. | 280,657 | 2,922,033 | |
Industria de Diseno Textil S.A. | 42,181 | 958,583 | |
International Consolidated Airlines Group S.A.(1)(2) | 195,546 | 257,238 | |
Mapfre S.A.(2) | 30,543 | 54,011 | |
Naturgy Energy Group S.A. | 14,906 | 430,719 | |
Red Electrica Corp. S.A.(2) | 17,906 | 338,953 | |
Siemens Gamesa Renewable Energy S.A.(1) | 8,192 | 154,455 | |
Telefonica S.A.(2) | 213,641 | 1,090,752 | |
$13,967,085 | |||
Sweden — 2.8% | |||
Alfa Laval AB | 12,516 | $303,414 | |
Assa Abloy AB, Class B | 43,631 | 931,087 | |
Atlas Copco AB | 182,693 | 1,710,015 | |
Axfood AB | 5,804 | 167,112 | |
Boliden AB | 29,946 | 957,687 | |
Castellum AB | 12,104 | 156,036 | |
Epiroc AB, Class A | 43,257 | 670,702 | |
EQT AB | 12,656 | 260,119 | |
Essity AB, Class B | 24,838 | 649,279 | |
Fastighets AB Balder, Class B(1) | 30,132 | 144,353 | |
H & M Hennes & Mauritz AB, Class B | 28,392 | 340,779 | |
Hexagon AB, Class B | 88,365 | 923,331 | |
Holmen AB, Class B | 4,515 | 183,912 | |
Husqvarna AB, Class B | 19,098 | 140,768 | |
Industrivarden AB, Class A | 13,299 | 300,649 | |
Indutrade AB | 11,107 | 203,791 | |
Investment AB Latour, Class B | 5,932 | 117,827 | |
Investor AB, Class B | 91,442 | 1,508,039 | |
Kinnevik AB, Class B(1) | 9,659 | 156,343 | |
L E Lundbergforetagen AB, Class B | 2,909 | 118,620 | |
Lifco AB, Class B | 8,996 | 145,273 | |
Nibe Industrier AB, Class B | 77,241 | 582,261 | |
Saab AB, Class B | 3,993 | 165,120 | |
Sagax AB, Class B | 10,879 | 201,693 | |
Sandvik AB | 47,885 | 780,387 | |
Skandinaviska Enskilda Banken AB, Class A | 67,457 | 664,575 | |
Skanska AB, Class B | 17,510 | 269,400 | |
SKF AB, Class B | 19,064 | 282,839 | |
Spotify Technology S.A.(1) | 5,825 | 546,560 |
7
Calvert
International Responsible Index
Fund
June 30, 2022
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Sweden (continued) | |||
SSAB AB, Class A | 87,316 | $ 383,187 | |
Svenska Cellulosa AB SCA, Class B | 30,415 | 456,987 | |
Svenska Handelsbanken AB, Class A | 62,520 | 536,666 | |
Swedbank AB, Class A | 40,017 | 507,519 | |
Swedish Orphan Biovitrum AB(1) | 8,557 | 185,860 | |
Tele2 AB, Class B | 20,913 | 238,468 | |
Telia Co. AB | 108,966 | 418,223 | |
Trelleborg AB, Class B | 12,932 | 261,647 | |
Volvo AB, Class B | 76,385 | 1,188,503 | |
Volvo Car AB, Class B(1)(2) | 22,115 | 146,947 | |
$17,905,978 | |||
Switzerland — 9.0% | |||
ABB, Ltd. | 71,171 | $1,908,676 | |
Adecco Group AG | 7,319 | 249,467 | |
Alcon, Inc. | 20,120 | 1,410,845 | |
Bachem Holding AG | 2,643 | 184,217 | |
Baloise Holding AG | 1,582 | 258,963 | |
Banque Cantonale Vaudoise | 787 | 61,849 | |
Barry Callebaut AG | 180 | 402,735 | |
Belimo Holding AG | 389 | 136,959 | |
BKW AG | 797 | 83,384 | |
Chocoladefabriken Lindt & Spruengli AG PC | 55 | 560,012 | |
Chubb, Ltd. | 14,951 | 2,939,068 | |
Cie Financiere Richemont S.A. | 17,545 | 1,887,194 | |
Clariant AG | 7,779 | 148,332 | |
Coca-Cola HBC AG | 11,049 | 246,190 | |
DKSH Holding AG | 1,524 | 126,101 | |
Emmi AG | 100 | 97,654 | |
EMS-Chemie Holding AG | 259 | 193,292 | |
Flughafen Zurich AG(1) | 769 | 116,522 | |
Garmin, Ltd. | 6,034 | 592,841 | |
Geberit AG | 1,163 | 559,523 | |
Givaudan S.A. | 360 | 1,268,896 | |
Helvetia Holding AG | 1,201 | 141,049 | |
Julius Baer Group, Ltd. | 7,623 | 353,631 | |
Kuehne + Nagel International AG | 2,062 | 489,936 | |
Logitech International S.A. | 6,707 | 349,738 | |
Lonza Group AG | 2,998 | 1,601,344 | |
Nestle S.A. | 109,314 | 12,775,820 | |
Novartis AG | 86,075 | 7,297,489 | |
Partners Group Holding AG | 743 | 671,001 | |
PSP Swiss Property AG | 1,851 | 206,079 | |
Roche Holding AG PC | 26,694 | 8,923,799 | |
Schindler Holding AG | 925 | 166,591 | |
SGS S.A. | 260 | 596,357 | |
SIG Combibloc Group AG | 11,037 | 243,719 |
Security | Shares | Value | |
Switzerland (continued) | |||
Sika AG | 5,758 | $ 1,329,161 | |
Sonova Holding AG | 2,054 | 656,420 | |
Straumann Holding AG | 4,612 | 555,589 | |
Swatch Group AG (The) | 1,089 | 258,679 | |
Swiss Life Holding AG | 1,026 | 500,860 | |
Swiss Prime Site AG | 3,251 | 285,646 | |
Swiss Re AG | 10,540 | 818,093 | |
Swisscom AG | 1,052 | 581,883 | |
TE Connectivity, Ltd. | 12,746 | 1,442,210 | |
Temenos AG | 2,695 | 230,638 | |
UBS Group AG | 111,321 | 1,799,697 | |
VAT Group AG(3) | 1,080 | 258,289 | |
Vifor Pharma AG(1) | 1,778 | 308,093 | |
Zurich Insurance Group AG | 5,125 | 2,234,876 | |
$58,509,407 | |||
Taiwan — 4.7% | |||
Advantech Co., Ltd. | 17,499 | $203,641 | |
Airtac International Group | 6,000 | 200,267 | |
ASE Technology Holding Co., Ltd. | 137,904 | 355,174 | |
AU Optronics Corp. | 320,000 | 175,210 | |
Cathay Financial Holding Co., Ltd. | 338,357 | 579,392 | |
Chailease Holding Co., Ltd. | 59,436 | 417,029 | |
Chang Hwa Commercial Bank, Ltd. | 224,000 | 130,840 | |
China Development Financial Holding Corp. | 598,000 | 296,139 | |
China Steel Corp. | 1,307,000 | 1,251,451 | |
Chunghwa Telecom Co., Ltd. | 158,055 | 649,042 | |
CTBC Financial Holding Co., Ltd. | 702,000 | 593,787 | |
Delta Electronics, Inc. | 85,319 | 636,160 | |
E Ink Holdings, Inc. | 34,000 | 217,099 | |
E.Sun Financial Holding Co., Ltd. | 461,197 | 450,206 | |
Eva Airways Corp.(1) | 107,000 | 114,167 | |
Evergreen Marine Corp. Taiwan, Ltd. | 108,000 | 306,965 | |
Far EasTone Telecommunications Co., Ltd. | 78,073 | 219,720 | |
Feng TAY Enterprise Co., Ltd. | 19,000 | 112,112 | |
First Financial Holding Co., Ltd. | 355,518 | 313,767 | |
Fubon Financial Holding Co., Ltd. | 279,762 | 562,699 | |
Globalwafers Co., Ltd. | 8,000 | 122,238 | |
Hotai Motor Co., Ltd. | 12,000 | 244,797 | |
Hua Nan Financial Holdings Co., Ltd. | 292,009 | 222,330 | |
Largan Precision Co., Ltd. | 4,000 | 232,453 | |
MediaTek, Inc. | 60,883 | 1,336,454 | |
Mega Financial Holding Co., Ltd. | 435,668 | 517,697 | |
Nan Ya Printed Circuit Board Corp. | 9,000 | 79,168 | |
Nanya Technology Corp. | 53,000 | 88,206 | |
Novatek Microelectronics Corp. | 22,000 | 223,831 | |
Powerchip Semiconductor Manufacturing Corp. | 106,508 | 144,258 |
8
Calvert
International Responsible Index
Fund
June 30, 2022
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Taiwan (continued) | |||
President Chain Store Corp. | 29,828 | $ 273,251 | |
Quanta Computer, Inc. | 107,398 | 288,112 | |
Realtek Semiconductor Corp. | 21,000 | 256,841 | |
Shanghai Commercial & Savings Bank, Ltd. (The) | 124,924 | 223,455 | |
SinoPac Financial Holdings Co., Ltd. | 369,000 | 208,601 | |
Taishin Financial Holding Co., Ltd. | 472,171 | 259,020 | |
Taiwan Cooperative Financial Holding Co., Ltd. | 328,164 | 296,731 | |
Taiwan Mobile Co., Ltd. | 67,748 | 246,177 | |
Taiwan Semiconductor Manufacturing Co., Ltd. | 928,240 | 14,876,294 | |
Unimicron Technology Corp. | 45,000 | 240,834 | |
Uni-President Enterprises Corp. | 241,000 | 543,384 | |
United Microelectronics Corp. | 501,000 | 669,679 | |
Vanguard International Semiconductor Corp. | 37,000 | 96,251 | |
Wan Hai Lines, Ltd. | 49,800 | 199,120 | |
Yageo Corp. | 18,000 | 186,676 | |
Yang Ming Marine Transport Corp. | 71,000 | 196,372 | |
Yuanta Financial Holding Co., Ltd. | 370,600 | 245,454 | |
$30,302,551 | |||
United Kingdom — 13.0% | |||
3i Group PLC | 45,935 | $622,595 | |
abrdn PLC(2) | 91,406 | 178,420 | |
Admiral Group PLC | 13,072 | 357,913 | |
Allfunds Group PLC | 18,033 | 138,598 | |
Amcor PLC | 85,029 | 1,056,910 | |
Antofagasta PLC | 37,313 | 526,895 | |
Ashtead Group PLC | 23,141 | 973,508 | |
Associated British Foods PLC | 23,121 | 446,133 | |
AstraZeneca PLC | 62,286 | 8,216,877 | |
Atlassian Corp. PLC, Class A(1) | 7,572 | 1,418,993 | |
Auto Trader Group PLC(3) | 51,638 | 349,721 | |
Avast PLC(3) | 30,322 | 190,840 | |
AVEVA Group PLC | 4,844 | 132,980 | |
Aviva PLC | 123,642 | 605,631 | |
B&M European Value Retail S.A. | 48,687 | 217,888 | |
BAE Systems PLC | 174,133 | 1,762,921 | |
Barratt Developments PLC | 55,811 | 312,188 | |
Berkeley Group Holdings PLC | 6,369 | 289,563 | |
BT Group PLC | 476,809 | 1,083,671 | |
Bunzl PLC | 16,409 | 544,955 | |
Burberry Group PLC | 18,974 | 380,646 | |
Clarivate PLC(1) | 20,945 | 290,298 | |
Coca-Cola Europacific Partners PLC | 12,813 | 661,279 | |
Compass Group PLC | 110,107 | 2,260,649 | |
ConvaTec Group PLC(3) | 80,764 | 221,372 | |
Croda International PLC | 7,166 | 566,415 | |
Dechra Pharmaceuticals PLC | 4,958 | 209,056 |
Security | Shares | Value | |
United Kingdom (continued) | |||
Diageo PLC | 104,588 | $ 4,517,438 | |
DS Smith PLC | 75,730 | 256,484 | |
easyJet PLC(1) | 11,998 | 53,891 | |
Electrocomponents PLC | 26,415 | 280,954 | |
Ferguson PLC | 10,131 | 1,134,900 | |
Fresnillo PLC | 19,392 | 181,151 | |
GlaxoSmithKline PLC | 227,147 | 4,895,378 | |
Halma PLC | 20,217 | 496,371 | |
Hargreaves Lansdown PLC | 17,001 | 164,033 | |
HomeServe PLC | 14,734 | 210,956 | |
Howden Joinery Group PLC | 25,541 | 188,274 | |
HSBC Holdings PLC | 825,255 | 5,390,996 | |
Informa PLC(1) | 89,075 | 575,479 | |
InterContinental Hotels Group PLC | 9,787 | 520,159 | |
Intermediate Capital Group PLC | 13,780 | 220,308 | |
Intertek Group PLC | 8,988 | 461,981 | |
Investec PLC | 30,875 | 168,126 | |
J Sainsbury PLC | 112,390 | 279,701 | |
JD Sports Fashion PLC | 112,769 | 158,893 | |
Kingfisher PLC | 100,207 | 299,467 | |
Legal & General Group PLC | 292,652 | 855,589 | |
Liberty Global PLC, Class A(1) | 25,053 | 527,366 | |
Linde PLC | 21,732 | 6,248,602 | |
Lloyds Banking Group PLC | 3,278,183 | 1,686,647 | |
London Stock Exchange Group PLC | 15,822 | 1,476,377 | |
M&G PLC | 136,480 | 323,556 | |
Melrose Industries PLC | 229,517 | 420,992 | |
Mondi PLC | 27,417 | 486,656 | |
National Grid PLC | 205,289 | 2,638,155 | |
Next PLC | 5,864 | 418,926 | |
Ocado Group PLC(1) | 33,118 | 315,704 | |
Pearson PLC | 45,751 | 418,964 | |
Persimmon PLC | 15,860 | 360,845 | |
Phoenix Group Holdings PLC | 45,305 | 326,402 | |
Prudential PLC | 129,936 | 1,616,304 | |
Reckitt Benckiser Group PLC | 33,545 | 2,522,996 | |
RELX PLC | 105,210 | 2,856,594 | |
Rentokil Initial PLC | 113,751 | 659,410 | |
Rightmove PLC | 40,876 | 283,264 | |
Sage Group PLC (The) | 52,874 | 409,445 | |
Schroders PLC | 5,963 | 194,795 | |
Severn Trent PLC | 12,328 | 409,292 | |
Smith & Nephew PLC | 45,565 | 637,216 | |
Smiths Group PLC | 19,353 | 330,953 | |
Spirax-Sarco Engineering PLC | 4,253 | 512,949 | |
SSE PLC | 60,965 | 1,203,164 | |
St. James's Place PLC | 24,634 | 331,459 |
9
Calvert
International Responsible Index
Fund
June 30, 2022
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
United Kingdom (continued) | |||
Standard Chartered PLC | 138,915 | $ 1,048,724 | |
Taylor Wimpey PLC | 179,763 | 256,062 | |
Tesco PLC | 477,567 | 1,488,387 | |
Unilever PLC | 102,435 | 4,668,966 | |
United Utilities Group PLC | 35,936 | 447,341 | |
Vodafone Group PLC | 1,258,350 | 1,956,598 | |
Weir Group PLC (The) | 12,408 | 206,802 | |
Whitbread PLC | 10,645 | 322,806 | |
WPP PLC | 62,859 | 634,954 | |
$83,975,117 | |||
Total Common Stocks (identified cost $682,246,842) | $632,123,407 |
Short-Term Investments — 1.9% |
Affiliated Fund — 0.6% | |||
Security | Shares | Value | |
Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 1.38%(6) | 4,086,384 | $ 4,086,384 | |
Total Affiliated Fund (identified cost $4,086,384) | $ 4,086,384 |
Securities Lending Collateral — 1.3% | |||
Security | Shares | Value | |
State Street Navigator Securities Lending Government Money Market Portfolio, 1.56%(7) | 8,082,669 | $ 8,082,669 | |
Total Securities Lending Collateral (identified cost $8,082,669) | $ 8,082,669 | ||
Total Short-Term Investments (identified cost $12,169,053) | $ 12,169,053 |
Total Investments — 99.6% (identified cost $694,415,895) | $644,292,460 | |
Other Assets, Less Liabilities — 0.4% | $ 2,659,575 | |
Net Assets — 100.0% | $646,952,035 |
The percentage shown for each investment category in the Schedule of Investments is based on net assets.The country classifications used for financial reporting purposes may differ from the classifications determined by Calvert Research and Management (CRM). | |
(1) | Non-income producing security. |
(2) | All or a portion of this security was on loan at June 30, 2022. The aggregate market value of securities on loan at June 30, 2022 was $12,307,954 and the total market value of the collateral received by the Fund was $13,653,226, comprised of cash of $8,082,669 and U.S. government and/or agencies securities of $5,570,557. |
(3) | Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At June 30, 2022, the aggregate value of these securities is $9,980,916 or 1.5% of the Fund's net assets. |
(4) | Securities are traded on separate exchanges for the same entity. |
(5) | Represents an investment in an issuer that may be deemed to be an affiliate. |
(6) | May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of June 30, 2022. |
(7) | Represents investment of cash collateral received in connection with securities lending. |
At June 30, 2022, the concentration
of the Fund’s investments in the various sectors, determined as a percentage of net assets, was as follows:
Economic Sectors | % of Net Assets |
Financials | 21.3% |
Industrials | 14.4 |
Information Technology | 13.3 |
Health Care | 11.9 |
Consumer Discretionary | 9.8 |
Consumer Staples | 9.5 |
Materials | 6.7 |
Communication Services | 5.8 |
Utilities | 3.1 |
Real Estate | 1.6 |
Energy | 0.3 |
Total | 97.7% |
Abbreviations: | |
CDI | – CHESS Depositary Interest |
PC | – Participation Certificate |
The Fund did not have any
open derivative instruments at June 30, 2022.
10
Calvert
International Responsible Index
Fund
June 30, 2022
Schedule of Investments
(Unaudited) — continued
Affiliated Investments
The Fund invested in issuers that
may be deemed to be affiliated with Morgan Stanley. At June 30, 2022, the value of the Fund’s investment in affiliated issuers and funds was $6,479,230, which represents 1.0% of the Fund’s net assets.
Transactions in affiliated issuers and 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 |
Common Stocks | ||||||||
Mitsubishi UFJ Financial Group, Inc. | $2,131,962 | $ 1,323,987 | $ (722,153) | $(109,179) | $(231,771) | $2,392,846 | $56,131 | 447,257 |
Short-Term Investments | ||||||||
Calvert Cash Reserves Fund, LLC | 2,410,888 | 77,836,980 | (80,247,856) | 167 | (179) | — | 1,297 | — |
Liquidity Fund, Institutional Class(1) | — | 28,890,304 | (24,803,920) | — | — | 4,086,384 | 3,233 | 4,086,384 |
Total | $(109,012) | $(231,950) | $6,479,230 | $60,661 |
(1) | Represents investment in Morgan Stanley Institutional Liquidity Funds - Government Portfolio. |
Fair Value Measurements
U.S. generally accepted accounting
principles (U.S. GAAP) establishes a disclosure hierarchy that categorizes the inputs to valuation techniques used to value assets and liabilities at measurement date. These inputs are summarized in the three broad
levels listed below:
Level 1 - quoted prices in active
markets for identical securities
Level 2 - other significant
observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)
Level 3 - significant unobservable
inputs (including the Fund's own assumptions in determining the fair value of investments)
The inputs or methodologies used for
valuing securities are not necessarily an indication of the risk associated with investing in those securities.
The following table summarizes the
market value of the Fund's holdings as of June 30, 2022, based on the inputs used to value them:
Asset Description | Level 1 | Level 2 | Level 3 | Total |
Common Stocks: | ||||
Australia | $ — | $34,237,937 | $ — | $34,237,937 |
Austria | — | 1,047,100 | — | 1,047,100 |
Belgium | — | 4,648,284 | — | 4,648,284 |
Canada | 62,528,138 | — | — | 62,528,138 |
Denmark | 104,725 | 14,327,177 | — | 14,431,902 |
Finland | — | 7,486,230 | — | 7,486,230 |
France | — | 53,550,561 | — | 53,550,561 |
Germany | — | 38,881,800 | — | 38,881,800 |
Hong Kong | — | 17,763,019 | — | 17,763,019 |
Ireland | 3,436,794 | 5,935,502 | — | 9,372,296 |
Israel | 738,474 | 2,488,990 | — | 3,227,464 |
Italy | — | 10,495,217 | — | 10,495,217 |
Japan | — | 105,487,647 | — | 105,487,647 |
Netherlands | 2,472,990 | 26,979,270 | — | 29,452,260 |
New Zealand | — | 1,067,115 | — | 1,067,115 |
Norway | — | 4,872,844 | — | 4,872,844 |
Portugal | — | 1,013,022 | — | 1,013,022 |
Singapore | 299,833 | 5,992,942 | — | 6,292,775 |
11
Calvert
International Responsible Index
Fund
June 30, 2022
Schedule of Investments
(Unaudited) — continued
Asset Description (continued) | Level 1 | Level 2 | Level 3 | Total |
South Korea | $ — | $21,607,658 | $ — | $21,607,658 |
Spain | — | 13,967,085 | — | 13,967,085 |
Sweden | 546,560 | 17,359,418 | — | 17,905,978 |
Switzerland | 4,974,119 | 53,535,288 | — | 58,509,407 |
Taiwan | — | 30,302,551 | — | 30,302,551 |
United Kingdom | 10,203,448 | 73,771,669 | — | 83,975,117 |
Total Common Stocks | $85,305,081 | $546,818,326(1) | $ — | $632,123,407 |
Short-Term Investments: | ||||
Affiliated Fund | $4,086,384 | $ — | $ — | $4,086,384 |
Securities Lending Collateral | 8,082,669 | — | — | 8,082,669 |
Total Investments | $97,474,134 | $546,818,326 | $ — | $644,292,460 |
(1) | Includes foreign equity securities whose values were adjusted to reflect market trading of comparable securities or other correlated instruments that occurred after the close of trading in their applicable foreign markets. |
For information on the Fund’s
policy regarding the valuation of investments and other significant accounting policies, please refer to the Fund’s most recent financial statements included in its semiannual or annual report to
shareholders.
12