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
- 17 Nov 22 Calvert U.S. Large Cap Core Responsible Index Fund (Sep 2022 report)
- 26 Aug 22 Calvert U.S. Large Cap Core Responsible Index Fund (Jun 2022 report)
- 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)
Filing view
External links
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