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Calvert Responsible Index Series similar filings
- 28 Aug 24 Calvert International Responsible Index Fund (Jun 2024 report)
- 28 Aug 24 Calvert U.S. Large Cap Core Responsible Index Fund (Jun 2024 report)
- 28 Aug 24 Calvert U.S. Mid Cap Core Responsible Index Fund (Jun 2024 report)
- 28 Aug 24 Calvert U.S. Large Cap Value Responsible Index Fund (Jun 2024 report)
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Calvert
International Responsible Index
Fund
June 30, 2024
Schedule of Investments (Unaudited)
| Common Stocks — 99.5% |
| Security | Shares | Value | |
| Australia — 5.6% | |||
| Altium Ltd. | 7,704 | $ 348,316 | |
| ANZ Group Holdings Ltd. | 171,871 | 3,229,060 | |
| APA Group | 83,617 | 444,464 | |
| ASX Ltd.(1) | 12,187 | 486,271 | |
| BlueScope Steel Ltd. | 64,170 | 871,084 | |
| Brambles Ltd. | 91,951 | 887,320 | |
| CAR Group Ltd. | 24,284 | 568,540 | |
| Cochlear Ltd. | 4,040 | 891,789 | |
| Coles Group Ltd. | 98,905 | 1,120,456 | |
| Commonwealth Bank of Australia(1) | 89,427 | 7,575,480 | |
| Computershare Ltd. | 33,451 | 585,052 | |
| CSL Ltd. | 30,631 | 6,006,653 | |
| Endeavour Group Ltd. | 92,526 | 310,270 | |
| Fortescue Ltd.(1) | 170,090 | 2,421,477 | |
| Goodman Group | 106,731 | 2,462,272 | |
| Insurance Australia Group Ltd. | 135,051 | 640,215 | |
| Macquarie Group Ltd. | 21,916 | 2,982,138 | |
| Medibank Pvt Ltd. | 169,618 | 420,367 | |
| National Australia Bank Ltd. | 177,945 | 4,291,184 | |
| NEXTDC Ltd.(2) | 35,571 | 415,288 | |
| Orica Ltd. | 32,711 | 388,471 | |
| Pilbara Minerals Ltd.(1) | 379,956 | 773,131 | |
| Pro Medicus Ltd. | 3,214 | 305,241 | |
| Qantas Airways Ltd.(2) | 56,530 | 219,999 | |
| QBE Insurance Group Ltd. | 90,738 | 1,047,445 | |
| Ramsay Health Care Ltd. | 12,004 | 378,992 | |
| REA Group Ltd.(1) | 3,413 | 445,651 | |
| Reece Ltd.(1) | 13,514 | 225,685 | |
| Scentre Group | 306,402 | 635,079 | |
| Seven Group Holdings Ltd. | 11,736 | 293,191 | |
| Sonic Healthcare Ltd. | 28,021 | 489,350 | |
| South32 Ltd. | 650,955 | 1,579,279 | |
| Stockland | 140,481 | 389,100 | |
| Suncorp Group Ltd. | 74,479 | 861,275 | |
| Telstra Group Ltd. | 254,495 | 614,406 | |
| Transurban Group | 184,276 | 1,519,829 | |
| Vicinity Ltd. | 215,492 | 264,966 | |
| Wesfarmers Ltd.(1) | 64,226 | 2,781,080 | |
| Westpac Banking Corp.(1) | 198,141 | 3,587,768 | |
| WiseTech Global Ltd.(1) | 11,064 | 735,522 | |
| Woolworths Group Ltd. | 80,476 | 1,806,845 | |
| $56,300,001 | |||
| Austria — 0.3% | |||
| ANDRITZ AG | 4,246 | $262,414 | |
| BAWAG Group AG(3) | 3,368 | 212,908 | |
| Erste Group Bank AG | 16,028 | 758,688 | |
| OMV AG | 20,613 | 895,990 | |
| Verbund AG | 3,096 | 244,963 | |
| Security | Shares | Value | |
| Austria (continued) | |||
| voestalpine AG | 14,344 | $ 387,788 | |
| $ 2,762,751 | |||
| Belgium — 0.7% | |||
| Ackermans & van Haaren NV | 754 | $ 130,254 | |
| Ageas SA | 7,568 | 345,303 | |
| Anheuser-Busch InBev SA | 49,340 | 2,864,471 | |
| Azelis Group NV | 7,925 | 141,896 | |
| Colruyt Group NV | 3,100 | 147,962 | |
| D'ieteren Group | 906 | 191,847 | |
| Elia Group SA | 1,495 | 139,628 | |
| Groupe Bruxelles Lambert NV | 4,992 | 355,438 | |
| KBC Group NV | 12,087 | 851,680 | |
| Liberty Global Ltd., Class A(2) | 22,806 | 397,508 | |
| Sofina SA | 788 | 179,312 | |
| Syensqo SA | 3,282 | 292,945 | |
| UCB SA | 5,719 | 849,197 | |
| Umicore SA(1) | 10,753 | 161,819 | |
| Warehouses De Pauw CVA | 8,082 | 218,284 | |
| $7,267,544 | |||
| Canada — 9.3% | |||
| Agnico Eagle Mines Ltd. | 45,175 | $2,954,760 | |
| Alimentation Couche-Tard, Inc. | 52,475 | 2,944,706 | |
| AltaGas Ltd. | 41,413 | 935,694 | |
| Bank of Montreal | 42,228 | 3,544,491 | |
| Bank of Nova Scotia(1) | 73,334 | 3,354,586 | |
| BCE, Inc.(1) | 20,902 | 676,998 | |
| Brookfield Asset Management Ltd., Class A | 21,507 | 818,745 | |
| Brookfield Corp. | 83,874 | 3,488,491 | |
| CAE, Inc.(2) | 19,361 | 359,609 | |
| Cameco Corp. | 48,684 | 2,395,322 | |
| Canadian Imperial Bank of Commerce(1) | 54,433 | 2,588,258 | |
| Canadian National Railway Co. | 41,464 | 4,899,726 | |
| Canadian Pacific Kansas City Ltd.(1) | 62,231 | 4,900,967 | |
| Canadian Tire Corp. Ltd., Class A(1) | 3,361 | 333,484 | |
| CCL Industries, Inc., Class B | 10,684 | 561,827 | |
| Celestica, Inc.(2) | 7,627 | 436,752 | |
| CGI, Inc.(2) | 13,323 | 1,329,817 | |
| Constellation Software, Inc. | 1,289 | 3,714,106 | |
| Descartes Systems Group, Inc.(2) | 5,698 | 552,078 | |
| Dollarama, Inc. | 16,031 | 1,463,713 | |
| Element Fleet Management Corp. | 27,674 | 503,495 | |
| Emera, Inc.(1) | 16,062 | 535,967 | |
| Empire Co. Ltd., Class A(1) | 11,152 | 285,067 | |
| FirstService Corp. | 2,111 | 321,268 | |
| Fortis, Inc.(1) | 29,015 | 1,127,684 | |
| George Weston Ltd. | 3,990 | 573,950 | |
| GFL Environmental, Inc.(1) | 13,205 | 514,281 | |
| Gildan Activewear, Inc. | 9,372 | 355,479 | |
| Great-West Lifeco, Inc.(1) | 17,651 | 514,931 | |
1
Calvert
International Responsible Index
Fund
June 30, 2024
Schedule of Investments
(Unaudited) — continued
| Security | Shares | Value | |
| Canada (continued) | |||
| Hydro One Ltd.(3) | 19,532 | $ 568,949 | |
| iA Financial Corp., Inc. | 5,199 | 326,484 | |
| IGM Financial, Inc.(1) | 4,844 | 133,736 | |
| Intact Financial Corp. | 10,716 | 1,786,013 | |
| Loblaw Cos. Ltd. | 10,125 | 1,174,546 | |
| Lundin Mining Corp. | 89,343 | 994,623 | |
| Magna International, Inc.(1) | 16,972 | 711,127 | |
| Manulife Financial Corp. | 107,301 | 2,857,334 | |
| Metro, Inc.(1) | 15,494 | 858,368 | |
| National Bank of Canada | 20,067 | 1,591,660 | |
| Nutrien Ltd.(1) | 33,724 | 1,716,952 | |
| Open Text Corp. | 18,636 | 559,604 | |
| Power Corp. of Canada(1) | 31,599 | 878,180 | |
| RB Global, Inc.(1) | 11,772 | 897,840 | |
| Rogers Communications, Inc., Class B | 24,741 | 915,094 | |
| Royal Bank of Canada | 73,399 | 7,814,454 | |
| Saputo, Inc. | 17,192 | 386,052 | |
| Shopify, Inc., Class A(2) | 70,736 | 4,672,113 | |
| Stantec, Inc. | 7,224 | 604,777 | |
| Sun Life Financial, Inc. | 33,506 | 1,642,910 | |
| Teck Resources Ltd., Class B | 54,056 | 2,590,484 | |
| TELUS Corp. | 31,329 | 474,269 | |
| TFI International, Inc.(1) | 4,940 | 717,285 | |
| Thomson Reuters Corp. | 8,700 | 1,466,545 | |
| TMX Group Ltd. | 17,677 | 492,044 | |
| Toromont Industries Ltd. | 5,188 | 459,356 | |
| Toronto-Dominion Bank | 100,729 | 5,536,947 | |
| Waste Connections, Inc. | 15,909 | 2,791,299 | |
| West Fraser Timber Co. Ltd.(1) | 3,117 | 239,394 | |
| WSP Global, Inc.(1) | 7,833 | 1,219,739 | |
| $94,064,430 | |||
| Denmark — 3.1% | |||
| AP Moller - Maersk AS, Class B | 359 | $622,630 | |
| Carlsberg AS, Class B | 5,390 | 647,091 | |
| Coloplast AS, Class B | 5,975 | 718,273 | |
| Danske Bank AS | 29,750 | 887,324 | |
| Demant AS(2) | 4,371 | 189,311 | |
| DSV AS | 8,872 | 1,361,835 | |
| Genmab AS(2) | 3,017 | 756,040 | |
| GN Store Nord AS(2) | 6,527 | 181,834 | |
| Jyske Bank AS | 1,791 | 142,678 | |
| Novo Nordisk AS, Class B | 156,513 | 22,394,624 | |
| Novonesis (Novozymes), Class B | 18,107 | 1,106,236 | |
| Orsted AS(2)(3) | 9,621 | 511,082 | |
| Pandora AS | 4,098 | 616,802 | |
| Rockwool AS, Class B | 398 | 161,341 | |
| Tryg AS | 13,664 | 298,540 | |
| Vestas Wind Systems AS(2) | 51,748 | 1,199,931 | |
| $31,795,572 | |||
| Security | Shares | Value | |
| Finland — 0.9% | |||
| Elisa OYJ | 6,281 | $ 287,562 | |
| Fortum OYJ | 17,211 | 251,961 | |
| Kesko OYJ, Class B | 12,395 | 218,053 | |
| Kone OYJ, Class B | 17,107 | 848,188 | |
| Metso OYJ | 34,987 | 371,855 | |
| Neste OYJ | 60,717 | 1,083,464 | |
| Nokia OYJ | 239,441 | 911,328 | |
| Nordea Bank Abp | 143,241 | 1,707,518 | |
| Orion OYJ, Class B | 4,150 | 176,996 | |
| Sampo OYJ, Class A | 20,706 | 892,930 | |
| Stora Enso OYJ, Class R | 33,759 | 460,996 | |
| UPM-Kymmene OYJ | 26,306 | 923,934 | |
| Valmet OYJ(1) | 7,840 | 224,375 | |
| Wartsila OYJ Abp | 24,526 | 475,468 | |
| $8,834,628 | |||
| France — 8.6% | |||
| Accor SA | 10,017 | $409,886 | |
| Air Liquide SA | 34,621 | 5,975,151 | |
| Alstom SA | 24,795 | 418,163 | |
| Amundi SA(3) | 2,563 | 165,767 | |
| Arkema SA | 3,932 | 342,648 | |
| AXA SA | 88,478 | 2,899,533 | |
| BioMerieux | 2,430 | 231,066 | |
| BNP Paribas SA | 51,218 | 3,275,498 | |
| Bouygues SA | 11,747 | 377,600 | |
| Bureau Veritas SA | 19,890 | 552,725 | |
| Capgemini SE | 8,654 | 1,719,008 | |
| Carrefour SA(1) | 33,800 | 478,955 | |
| Cie de Saint-Gobain SA | 38,444 | 2,989,949 | |
| Cie Generale des Etablissements Michelin SCA | 38,535 | 1,489,420 | |
| Covivio SA | 2,495 | 119,307 | |
| Credit Agricole SA | 63,423 | 866,017 | |
| Danone SA | 38,636 | 2,366,447 | |
| Dassault Systemes SE | 35,759 | 1,344,573 | |
| Edenred SE | 15,482 | 656,620 | |
| Eiffage SA | 3,806 | 349,796 | |
| Elis SA | 12,454 | 270,248 | |
| Engie SA | 97,866 | 1,401,476 | |
| EssilorLuxottica SA | 16,614 | 3,570,075 | |
| Eurazeo SE | 1,825 | 145,523 | |
| Eurofins Scientific SE(1) | 8,492 | 425,186 | |
| Gecina SA | 2,588 | 238,901 | |
| Getlink SE | 19,320 | 319,889 | |
| Hermes International SCA | 1,672 | 3,861,694 | |
| Ipsen SA | 1,880 | 230,975 | |
| Kering SA | 3,566 | 1,297,114 | |
| Klepierre SA | 11,318 | 302,167 | |
| Legrand SA | 15,639 | 1,552,252 | |
| L'Oreal SA | 11,449 | 5,039,456 | |
| LVMH Moet Hennessy Louis Vuitton SE | 12,506 | 9,601,992 | |
2
Calvert
International Responsible Index
Fund
June 30, 2024
Schedule of Investments
(Unaudited) — continued
| Security | Shares | Value | |
| France (continued) | |||
| Neoen SA(3) | 6,297 | $ 254,681 | |
| Nexans SA | 1,893 | 208,340 | |
| Orange SA | 92,947 | 932,305 | |
| Pernod Ricard SA | 12,201 | 1,664,700 | |
| Publicis Groupe SA(1) | 12,958 | 1,376,386 | |
| Renault SA | 11,932 | 611,929 | |
| Rexel SA | 14,220 | 367,851 | |
| Safran SA | 20,464 | 4,312,962 | |
| Sanofi SA | 62,749 | 6,051,710 | |
| Sartorius Stedim Biotech | 1,493 | 246,735 | |
| Schneider Electric SE | 30,970 | 7,424,927 | |
| SCOR SE | 7,381 | 187,096 | |
| SEB SA | 1,385 | 142,148 | |
| Societe Generale SA | 36,877 | 867,018 | |
| Sodexo SA | 4,875 | 439,145 | |
| Sopra Steria Group | 871 | 169,377 | |
| SPIE SA | 6,201 | 224,665 | |
| Teleperformance SE | 3,016 | 318,636 | |
| Thales SA | 5,268 | 842,713 | |
| Unibail-Rodamco-Westfield(2) | 5,990 | 473,372 | |
| Veolia Environnement SA | 38,296 | 1,147,074 | |
| Verallia SA(3) | 4,023 | 146,390 | |
| Vinci SA | 25,034 | 2,638,693 | |
| Vivendi SE | 38,208 | 399,335 | |
| $86,733,265 | |||
| Germany — 6.7% | |||
| adidas AG | 7,718 | $1,842,800 | |
| Allianz SE | 19,465 | 5,406,034 | |
| Bayerische Motoren Werke AG | 19,505 | 1,845,006 | |
| Bechtle AG | 4,581 | 215,485 | |
| Beiersdorf AG | 4,879 | 714,119 | |
| BioNTech SE ADR(2) | 3,242 | 260,527 | |
| Brenntag SE | 7,141 | 481,731 | |
| Carl Zeiss Meditec AG | 1,767 | 124,227 | |
| Commerzbank AG | 54,404 | 825,213 | |
| Continental AG | 6,015 | 340,673 | |
| Covestro AG(2)(3) | 11,397 | 668,057 | |
| CTS Eventim AG & Co. KGaA | 3,411 | 283,964 | |
| Daimler Truck Holding AG | 30,433 | 1,213,764 | |
| Delivery Hero SE(2)(3) | 8,407 | 199,705 | |
| Deutsche Boerse AG | 9,121 | 1,864,302 | |
| Deutsche Lufthansa AG | 32,660 | 200,326 | |
| Deutsche Post AG | 54,405 | 2,209,219 | |
| Deutsche Telekom AG | 176,866 | 4,445,616 | |
| E.ON SE | 116,258 | 1,527,943 | |
| Evonik Industries AG | 13,617 | 277,852 | |
| Fraport AG Frankfurt Airport Services Worldwide(2) | 1,989 | 102,920 | |
| GEA Group AG | 9,201 | 382,517 | |
| Hannover Rueck SE | 2,833 | 717,141 | |
| Heidelberg Materials AG | 17,460 | 1,804,912 | |
| Security | Shares | Value | |
| Germany (continued) | |||
| Henkel AG & Co. KGaA | 13,585 | $ 1,068,829 | |
| Infineon Technologies AG | 72,584 | 2,663,855 | |
| KION Group AG | 3,562 | 148,797 | |
| Knorr-Bremse AG | 3,492 | 266,911 | |
| LEG Immobilien SE | 3,735 | 305,135 | |
| Mercedes-Benz Group AG | 49,750 | 3,443,272 | |
| Merck KGaA | 6,823 | 1,128,357 | |
| MTU Aero Engines AG | 3,234 | 824,519 | |
| Muenchener Rueckversicherungs-Gesellschaft AG | 6,736 | 3,367,699 | |
| Nemetschek SE | 2,636 | 257,344 | |
| Puma SE | 4,756 | 218,443 | |
| Qiagen NV(2) | 10,723 | 440,608 | |
| SAP SE | 56,567 | 11,362,928 | |
| Scout24 SE(3) | 4,026 | 307,602 | |
| Siemens AG | 43,336 | 8,065,935 | |
| Siemens Energy AG(2) | 34,213 | 892,090 | |
| Siemens Healthineers AG(3) | 15,464 | 890,557 | |
| Symrise AG | 8,191 | 1,002,227 | |
| Talanx AG | 3,112 | 247,994 | |
| Volkswagen AG | 11,710 | 1,403,138 | |
| Vonovia SE | 44,254 | 1,259,399 | |
| Zalando SE(2)(3) | 11,463 | 269,089 | |
| $67,788,781 | |||
| Hong Kong — 1.3% | |||
| AIA Group Ltd. | 604,983 | $4,093,162 | |
| BOC Hong Kong Holdings Ltd. | 191,350 | 590,448 | |
| Chow Tai Fook Jewellery Group Ltd. | 128,000 | 138,573 | |
| CK Infrastructure Holdings Ltd. | 31,500 | 177,890 | |
| CLP Holdings Ltd. | 98,000 | 792,636 | |
| ESR Group Ltd.(3) | 133,400 | 175,415 | |
| Hang Seng Bank Ltd. | 41,079 | 528,126 | |
| Henderson Land Development Co. Ltd. | 71,355 | 191,315 | |
| HKT Trust & HKT Ltd. | 172,000 | 192,923 | |
| Hong Kong Exchanges & Clearing Ltd. | 64,299 | 2,057,769 | |
| Hongkong Land Holdings Ltd. | 62,000 | 199,750 | |
| Lenovo Group Ltd. | 488,000 | 684,857 | |
| Link REIT | 141,600 | 549,884 | |
| MTR Corp. Ltd. | 103,876 | 327,877 | |
| Sino Land Co. Ltd. | 178,000 | 183,180 | |
| Sun Hung Kai Properties Ltd. | 83,801 | 726,097 | |
| Swire Pacific Ltd., Class A | 24,393 | 215,356 | |
| Techtronic Industries Co. Ltd. | 71,493 | 815,012 | |
| WH Group Ltd.(3) | 535,041 | 352,167 | |
| Wharf Holdings Ltd. | 63,779 | 179,212 | |
| Wharf Real Estate Investment Co. Ltd. | 88,000 | 233,238 | |
| $13,404,887 | |||
| Ireland — 1.2% | |||
| AIB Group PLC | 88,037 | $464,931 | |
| Bank of Ireland Group PLC | 59,693 | 623,581 | |
3
Calvert
International Responsible Index
Fund
June 30, 2024
Schedule of Investments
(Unaudited) — continued
| Security | Shares | Value | |
| Ireland (continued) | |||
| DCC PLC | 13,726 | $ 957,962 | |
| Experian PLC | 59,912 | 2,783,316 | |
| Glanbia PLC | 12,266 | 238,353 | |
| ICON PLC(2) | 4,771 | 1,495,565 | |
| James Hardie Industries PLC, CDI(2) | 61,141 | 1,913,567 | |
| Kerry Group PLC, Class A | 9,995 | 809,986 | |
| Kingspan Group PLC | 22,340 | 1,898,626 | |
| Smurfit Kappa Group PLC | 16,798 | 748,000 | |
| $11,933,887 | |||
| Israel — 0.6% | |||
| Bank Hapoalim BM | 79,259 | $699,983 | |
| Bank Leumi Le-Israel BM | 92,871 | 757,046 | |
| Check Point Software Technologies Ltd.(2) | 5,786 | 954,690 | |
| CyberArk Software Ltd.(2) | 3,011 | 823,268 | |
| Mizrahi Tefahot Bank Ltd. | 10,489 | 355,697 | |
| Monday.com Ltd.(2) | 2,296 | 552,785 | |
| Nice Ltd.(2) | 4,619 | 794,637 | |
| Nova Ltd.(2) | 2,048 | 480,318 | |
| Wix.com Ltd.(2) | 3,514 | 558,972 | |
| $5,977,396 | |||
| Italy — 2.0% | |||
| A2A SpA | 77,405 | $153,663 | |
| Amplifon SpA(1) | 8,729 | 310,403 | |
| Assicurazioni Generali SpA | 60,178 | 1,498,070 | |
| Banca Generali SpA | 3,139 | 126,004 | |
| Banca Mediolanum SpA | 12,598 | 138,827 | |
| Banca Monte dei Paschi di Siena SpA | 53,164 | 250,644 | |
| Banco BPM SpA | 68,872 | 443,247 | |
| BPER Banca SpA | 62,930 | 318,571 | |
| Brunello Cucinelli SpA | 1,844 | 184,042 | |
| De' Longhi SpA | 3,828 | 119,776 | |
| DiaSorin SpA | 1,327 | 132,010 | |
| Enel SpA | 466,724 | 3,238,500 | |
| FinecoBank Banca Fineco SpA | 35,236 | 523,581 | |
| Hera SpA(1) | 48,247 | 164,912 | |
| Infrastrutture Wireless Italiane SpA(3) | 24,796 | 258,268 | |
| Interpump Group SpA | 4,690 | 208,082 | |
| Intesa Sanpaolo SpA | 836,515 | 3,108,836 | |
| Mediobanca Banca di Credito Finanziario SpA | 36,129 | 528,858 | |
| Moncler SpA | 13,054 | 800,783 | |
| Nexi SpA(2)(3) | 39,465 | 240,579 | |
| Poste Italiane SpA(3) | 24,116 | 306,865 | |
| PRADA SpA | 34,400 | 256,330 | |
| Prysmian SpA | 19,258 | 1,188,930 | |
| Recordati Industria Chimica e Farmaceutica SpA | 5,927 | 308,487 | |
| Reply SpA | 1,162 | 171,336 | |
| Snam SpA(1) | 122,821 | 542,379 | |
| Telecom Italia SpA(2) | 1,017,503 | 243,365 | |
| Terna - Rete Elettrica Nazionale(1) | 81,023 | 624,576 | |
| Security | Shares | Value | |
| Italy (continued) | |||
| UniCredit SpA | 83,730 | $ 3,098,514 | |
| Unipol Gruppo SpA | 23,330 | 231,371 | |
| $ 19,719,809 | |||
| Japan — 17.1% | |||
| Advantest Corp. | 42,200 | $ 1,710,195 | |
| Aeon Co. Ltd. | 33,379 | 714,410 | |
| AGC, Inc.(1) | 24,855 | 808,749 | |
| Aisin Corp. | 8,600 | 280,951 | |
| Ajinomoto Co., Inc. | 28,108 | 989,267 | |
| ANA Holdings, Inc. | 9,256 | 171,080 | |
| Asahi Group Holdings Ltd. | 30,000 | 1,061,537 | |
| Asics Corp. | 33,600 | 518,050 | |
| Astellas Pharma, Inc. | 108,171 | 1,067,187 | |
| Bandai Namco Holdings, Inc. | 31,325 | 613,699 | |
| Bridgestone Corp.(1) | 34,900 | 1,377,133 | |
| Canon, Inc.(1) | 51,768 | 1,404,344 | |
| Capcom Co. Ltd. | 19,000 | 359,421 | |
| Central Japan Railway Co. | 48,035 | 1,041,260 | |
| Chiba Bank Ltd. | 26,800 | 240,216 | |
| Chugai Pharmaceutical Co. Ltd. | 39,056 | 1,390,720 | |
| Concordia Financial Group Ltd. | 62,900 | 372,586 | |
| Dai Nippon Printing Co. Ltd. | 12,029 | 405,866 | |
| Daifuku Co. Ltd. | 18,100 | 339,953 | |
| Dai-ichi Life Holdings, Inc. | 49,494 | 1,325,441 | |
| Daiichi Sankyo Co. Ltd. | 98,339 | 3,417,646 | |
| Daikin Industries Ltd. | 14,800 | 2,060,392 | |
| Daito Trust Construction Co. Ltd. | 3,600 | 372,641 | |
| Daiwa House Industry Co. Ltd. | 34,692 | 883,254 | |
| Daiwa Securities Group, Inc. | 62,800 | 482,135 | |
| Denso Corp. | 106,788 | 1,666,857 | |
| Dentsu Group, Inc.(1) | 13,500 | 341,826 | |
| Disco Corp. | 5,600 | 2,133,038 | |
| East Japan Railway Co. | 57,678 | 960,319 | |
| Ebara Corp. | 27,500 | 438,625 | |
| Eisai Co. Ltd. | 14,425 | 593,785 | |
| FANUC Corp. | 59,955 | 1,645,927 | |
| Fast Retailing Co. Ltd. | 9,226 | 2,333,633 | |
| Fuji Electric Co. Ltd. | 8,500 | 485,695 | |
| FUJIFILM Holdings Corp. | 60,600 | 1,421,476 | |
| Fujitsu Ltd. | 103,780 | 1,627,632 | |
| Hankyu Hanshin Holdings, Inc. | 14,200 | 378,789 | |
| Hikari Tsushin, Inc. | 900 | 168,589 | |
| Hitachi Construction Machinery Co. Ltd. | 5,500 | 147,483 | |
| HOYA Corp. | 20,487 | 2,395,736 | |
| Hulic Co. Ltd.(1) | 19,900 | 176,877 | |
| Isetan Mitsukoshi Holdings Ltd. | 15,100 | 283,832 | |
| Isuzu Motors Ltd. | 31,300 | 416,116 | |
| ITOCHU Corp. | 61,900 | 3,042,890 | |
| Japan Airlines Co. Ltd. | 7,300 | 115,340 | |
| Japan Exchange Group, Inc. | 24,200 | 567,571 | |
4
Calvert
International Responsible Index
Fund
June 30, 2024
Schedule of Investments
(Unaudited) — continued
| Security | Shares | Value | |
| Japan (continued) | |||
| Japan Post Bank Co. Ltd. | 73,800 | $ 700,729 | |
| Kajima Corp. | 22,000 | 381,612 | |
| Kao Corp.(1) | 23,163 | 937,799 | |
| Kawasaki Heavy Industries Ltd. | 8,800 | 335,964 | |
| KDDI Corp. | 86,118 | 2,281,396 | |
| Keisei Electric Railway Co. Ltd. | 8,900 | 287,810 | |
| Keyence Corp. | 11,800 | 5,164,599 | |
| Kikkoman Corp. | 49,645 | 576,976 | |
| Kirin Holdings Co. Ltd. | 49,900 | 644,588 | |
| Komatsu Ltd. | 56,746 | 1,657,524 | |
| Kubota Corp. | 60,294 | 847,311 | |
| Kyocera Corp. | 70,800 | 816,595 | |
| Kyowa Kirin Co. Ltd. | 12,806 | 219,503 | |
| LY Corp. | 151,700 | 366,305 | |
| M3, Inc. | 24,900 | 238,244 | |
| Makita Corp. | 11,792 | 322,841 | |
| Marubeni Corp. | 77,600 | 1,438,903 | |
| MatsukiyoCocokara & Co. | 17,100 | 245,562 | |
| MEIJI Holdings Co. Ltd. | 13,142 | 284,237 | |
| MINEBEA MITSUMI, Inc. | 21,400 | 440,858 | |
| Mitsubishi Chemical Group Corp. | 72,560 | 404,289 | |
| Mitsubishi Electric Corp. | 112,707 | 1,806,143 | |
| Mitsubishi Estate Co. Ltd. | 58,308 | 917,967 | |
| Mitsubishi HC Capital, Inc. | 43,000 | 284,509 | |
| Mitsubishi Heavy Industries Ltd. | 189,000 | 2,034,598 | |
| Mitsubishi UFJ Financial Group, Inc.(4) | 609,057 | 6,572,960 | |
| Mitsui Chemicals, Inc. | 9,600 | 265,837 | |
| Mitsui Fudosan Co. Ltd. | 141,300 | 1,300,513 | |
| Mizuho Financial Group, Inc. | 126,858 | 2,670,030 | |
| MS&AD Insurance Group Holdings, Inc. | 62,400 | 1,393,143 | |
| Murata Manufacturing Co. Ltd. | 100,959 | 2,090,697 | |
| Nidec Corp. | 23,680 | 1,065,589 | |
| Nintendo Co. Ltd. | 61,590 | 3,289,000 | |
| Nippon Building Fund, Inc.(1) | 82 | 287,641 | |
| Nippon Paint Holdings Co. Ltd. | 54,745 | 357,867 | |
| Nippon Telegraph & Telephone Corp. | 1,806,100 | 1,707,853 | |
| Nissin Foods Holdings Co. Ltd. | 13,497 | 343,171 | |
| Nitori Holdings Co. Ltd. | 4,468 | 473,014 | |
| Nitto Denko Corp. | 9,386 | 744,468 | |
| Nomura Holdings, Inc. | 148,200 | 856,052 | |
| Nomura Research Institute Ltd. | 21,400 | 604,843 | |
| NTT Data Group Corp. | 31,135 | 459,958 | |
| Obayashi Corp. | 39,100 | 467,260 | |
| Olympus Corp. | 65,000 | 1,049,251 | |
| Omron Corp. | 9,582 | 331,807 | |
| Ono Pharmaceutical Co. Ltd. | 22,822 | 311,824 | |
| Oracle Corp. Japan | 2,126 | 146,703 | |
| Oriental Land Co. Ltd. | 58,785 | 1,642,695 | |
| ORIX Corp. | 63,167 | 1,400,025 | |
| Osaka Gas Co. Ltd. | 21,800 | 481,787 | |
| Otsuka Corp. | 13,176 | 254,140 | |
| Security | Shares | Value | |
| Japan (continued) | |||
| Otsuka Holdings Co. Ltd. | 25,820 | $ 1,090,811 | |
| Panasonic Holdings Corp. | 126,200 | 1,037,427 | |
| Rakuten Group, Inc.(2) | 80,400 | 416,507 | |
| Recruit Holdings Co. Ltd. | 85,579 | 4,604,762 | |
| Renesas Electronics Corp. | 82,900 | 1,572,169 | |
| Resona Holdings, Inc. | 108,233 | 719,981 | |
| SBI Holdings, Inc. | 14,400 | 365,479 | |
| SCREEN Holdings Co. Ltd. | 4,600 | 417,031 | |
| SCSK Corp. | 8,000 | 160,052 | |
| Secom Co. Ltd. | 11,900 | 704,766 | |
| Seiko Epson Corp. | 16,200 | 253,256 | |
| Sekisui Chemical Co. Ltd. | 19,172 | 266,157 | |
| Sekisui House Ltd. | 31,170 | 692,759 | |
| SG Holdings Co. Ltd. | 15,600 | 144,259 | |
| Shimadzu Corp. | 15,026 | 376,612 | |
| Shin-Etsu Chemical Co. Ltd. | 106,185 | 4,128,646 | |
| Shionogi & Co. Ltd. | 13,354 | 520,119 | |
| Shiseido Co. Ltd. | 18,397 | 524,299 | |
| Shizuoka Financial Group, Inc. | 24,800 | 239,737 | |
| SMC Corp. | 3,432 | 1,635,199 | |
| SoftBank Corp. | 168,300 | 2,058,311 | |
| SoftBank Group Corp. | 57,390 | 3,691,393 | |
| Sompo Holdings, Inc. | 47,211 | 1,011,434 | |
| Sony Group Corp. | 71,300 | 6,076,267 | |
| Sumitomo Electric Industries Ltd. | 46,473 | 726,582 | |
| Sumitomo Forestry Co. Ltd. | 8,600 | 275,695 | |
| Sumitomo Mitsui Financial Group, Inc. | 68,053 | 4,568,049 | |
| Sumitomo Mitsui Trust Holdings, Inc. | 33,432 | 768,307 | |
| Suntory Beverage & Food Ltd. | 8,300 | 294,785 | |
| Sysmex Corp. | 26,178 | 422,564 | |
| T&D Holdings, Inc. | 26,419 | 461,462 | |
| Takeda Pharmaceutical Co. Ltd. | 90,052 | 2,335,789 | |
| TDK Corp. | 21,142 | 1,300,060 | |
| Terumo Corp. | 76,192 | 1,263,659 | |
| Toho Co. Ltd. | 8,500 | 248,660 | |
| Tokio Marine Holdings, Inc. | 91,100 | 3,423,451 | |
| Tokyo Electron Ltd. | 25,978 | 5,686,594 | |
| Tokyo Gas Co. Ltd. | 19,500 | 419,796 | |
| Tokyu Corp. | 28,932 | 319,474 | |
| TOPPAN Holdings, Inc. | 14,500 | 402,237 | |
| Toray Industries, Inc. | 88,250 | 418,547 | |
| Toyo Suisan Kaisha Ltd. | 5,400 | 321,636 | |
| Toyota Industries Corp. | 9,275 | 788,981 | |
| Toyota Motor Corp. | 659,515 | 13,531,574 | |
| Trend Micro, Inc. | 6,493 | 264,660 | |
| Unicharm Corp. | 24,402 | 784,163 | |
| West Japan Railway Co. | 25,220 | 470,592 | |
| Yakult Honsha Co. Ltd. | 14,572 | 261,078 | |
| Yamaha Motor Co. Ltd.(1) | 50,175 | 466,467 | |
| Yaskawa Electric Corp.(1) | 17,700 | 638,244 | |
| Yokogawa Electric Corp. | 13,300 | 323,005 | |
5
Calvert
International Responsible Index
Fund
June 30, 2024
Schedule of Investments
(Unaudited) — continued
| Security | Shares | Value | |
| Japan (continued) | |||
| Zensho Holdings Co. Ltd. | 6,300 | $ 240,186 | |
| ZOZO, Inc. | 6,400 | 160,010 | |
| $ 173,248,899 | |||
| Netherlands — 5.0% | |||
| Aalberts NV | 5,731 | $ 232,064 | |
| ABN AMRO Bank NV(3) | 22,777 | 374,082 | |
| Adyen NV(2)(3) | 1,554 | 1,845,648 | |
| Aegon Ltd. | 66,078 | 408,555 | |
| AerCap Holdings NV | 12,610 | 1,175,252 | |
| Akzo Nobel NV | 8,978 | 547,203 | |
| Arcadis NV | 3,414 | 216,042 | |
| Argenx SE(2)(5) | 2,873 | 1,246,562 | |
| Argenx SE(2)(5) | 273 | 118,452 | |
| ASM International NV | 2,486 | 1,900,239 | |
| ASML Holding NV | 20,086 | 20,470,965 | |
| ASR Nederland NV | 6,938 | 330,309 | |
| BE Semiconductor Industries NV | 4,086 | 682,572 | |
| Euronext NV(3) | 3,924 | 363,639 | |
| Ferrovial SE(1) | 23,907 | 928,736 | |
| IMCD NV | 2,903 | 400,171 | |
| ING Groep NV, Series N | 151,968 | 2,611,216 | |
| JDE Peet's NV(1) | 6,901 | 137,642 | |
| Koninklijke Ahold Delhaize NV | 54,632 | 1,607,661 | |
| Koninklijke KPN NV | 188,863 | 723,862 | |
| Koninklijke Vopak NV | 8,165 | 339,224 | |
| NN Group NV | 13,281 | 617,280 | |
| NXP Semiconductors NV | 13,139 | 3,535,573 | |
| Prosus NV | 78,205 | 2,780,850 | |
| Randstad NV | 6,100 | 276,956 | |
| Stellantis NV | 111,463 | 2,203,479 | |
| STMicroelectronics NV(5) | 13,134 | 514,432 | |
| STMicroelectronics NV(5) | 18,622 | 729,792 | |
| Universal Music Group NV | 39,963 | 1,188,830 | |
| Wolters Kluwer NV | 12,784 | 2,111,127 | |
| $50,618,415 | |||
| New Zealand — 0.2% | |||
| Auckland International Airport Ltd. | 78,614 | $365,169 | |
| Fisher & Paykel Healthcare Corp. Ltd. | 26,716 | 488,989 | |
| Meridian Energy Ltd. | 60,330 | 231,090 | |
| Xero Ltd.(2) | 6,564 | 593,625 | |
| $1,678,873 | |||
| Norway — 0.6% | |||
| DNB Bank ASA | 58,102 | $1,140,012 | |
| Gjensidige Forsikring ASA | 12,137 | 216,609 | |
| Kongsberg Gruppen ASA | 5,633 | 458,713 | |
| Mowi ASA | 34,904 | 580,117 | |
| Norsk Hydro ASA | 185,681 | 1,157,625 | |
| Orkla ASA | 62,474 | 506,612 | |
| Security | Shares | Value | |
| Norway (continued) | |||
| Salmar ASA | 5,001 | $ 262,276 | |
| Schibsted ASA, Class A | 11,091 | 326,584 | |
| Storebrand ASA | 27,289 | 278,606 | |
| Telenor ASA | 45,605 | 520,809 | |
| Yara International ASA | 11,885 | 342,501 | |
| $ 5,790,464 | |||
| Portugal — 0.1% | |||
| Banco Comercial Portugues SA, Class R | 543,542 | $ 195,521 | |
| EDP - Energias de Portugal SA | 180,224 | 675,713 | |
| Jeronimo Martins SGPS SA | 19,321 | 377,609 | |
| $1,248,843 | |||
| Singapore — 1.1% | |||
| CapitaLand Ascendas REIT | 177,800 | $334,997 | |
| CapitaLand Integrated Commercial Trust | 253,800 | 369,520 | |
| CapitaLand Investment Ltd. | 128,100 | 250,527 | |
| DBS Group Holdings Ltd. | 94,871 | 2,498,788 | |
| Flex Ltd.(2) | 20,684 | 609,971 | |
| Grab Holdings Ltd., Class A(2) | 120,254 | 426,902 | |
| Oversea-Chinese Banking Corp. Ltd. | 153,271 | 1,627,644 | |
| Sea Ltd. ADR(2) | 17,874 | 1,276,561 | |
| Singapore Airlines Ltd. | 89,956 | 457,063 | |
| Singapore Exchange Ltd. | 50,000 | 348,671 | |
| Singapore Technologies Engineering Ltd. | 94,000 | 299,328 | |
| Singapore Telecommunications Ltd. | 387,412 | 783,956 | |
| United Overseas Bank Ltd. | 60,659 | 1,399,180 | |
| $10,683,108 | |||
| South Korea — 3.9% | |||
| AMOREPACIFIC Corp. | 1,559 | $188,718 | |
| Doosan Enerbility Co. Ltd.(2) | 24,719 | 359,359 | |
| Hana Financial Group, Inc. | 15,371 | 676,017 | |
| HD Hyundai Electric Co. Ltd. | 1,310 | 292,745 | |
| HMM Co. Ltd. | 17,532 | 249,790 | |
| Hyundai Mobis Co. Ltd. | 3,302 | 599,885 | |
| Hyundai Motor Co. | 10,028 | 2,138,550 | |
| Kakao Corp. | 18,710 | 548,158 | |
| KB Financial Group, Inc. | 19,991 | 1,137,091 | |
| Kia Corp. | 14,137 | 1,322,818 | |
| Krafton, Inc.(2) | 1,857 | 377,751 | |
| KT Corp. | 7,272 | 197,080 | |
| LG Chem Ltd. | 3,068 | 764,529 | |
| LG Electronics, Inc. | 6,427 | 515,093 | |
| LG Energy Solution Ltd.(2) | 2,471 | 582,399 | |
| Meritz Financial Group, Inc. | 4,993 | 285,886 | |
| NAVER Corp. | 7,777 | 935,835 | |
| POSCO Holdings, Inc. | 8,945 | 2,341,281 | |
| Samsung Biologics Co. Ltd.(2)(3) | 1,060 | 557,852 | |
| Samsung C&T Corp. | 4,647 | 476,899 | |
| Samsung Electro-Mechanics Co. Ltd. | 3,347 | 381,629 | |
6
Calvert
International Responsible Index
Fund
June 30, 2024
Schedule of Investments
(Unaudited) — continued
| Security | Shares | Value | |
| South Korea (continued) | |||
| Samsung Electronics Co. Ltd. | 284,519 | $ 16,745,017 | |
| Samsung Heavy Industries Co. Ltd.(2) | 40,584 | 275,258 | |
| Samsung Life Insurance Co. Ltd. | 4,125 | 263,837 | |
| Samsung SDS Co. Ltd. | 2,354 | 252,671 | |
| Shinhan Financial Group Co. Ltd. | 23,071 | 804,300 | |
| SK Hynix, Inc. | 30,347 | 5,150,145 | |
| SK Square Co. Ltd.(2) | 4,805 | 346,744 | |
| SK Telecom Co. Ltd. | 5,827 | 217,564 | |
| Woori Financial Group, Inc. | 32,388 | 345,575 | |
| $39,330,476 | |||
| Spain — 2.0% | |||
| Acciona SA(1) | 1,468 | $173,731 | |
| Aena SME SA(3) | 3,569 | 722,712 | |
| Amadeus IT Group SA(1) | 22,054 | 1,467,570 | |
| Banco Bilbao Vizcaya Argentaria SA | 267,558 | 2,685,879 | |
| Banco de Sabadell SA | 265,790 | 513,147 | |
| Banco Santander SA | 711,321 | 3,309,615 | |
| Bankinter SA(1) | 23,595 | 193,073 | |
| CaixaBank SA | 196,069 | 1,041,233 | |
| Cellnex Telecom SA(2)(3) | 26,856 | 873,477 | |
| EDP Renovaveis SA(1) | 12,438 | 173,799 | |
| Endesa SA(1) | 13,380 | 251,396 | |
| Grifols SA(2) | 22,585 | 191,002 | |
| Iberdrola SA | 307,214 | 3,986,080 | |
| Industria de Diseno Textil SA | 50,823 | 2,522,010 | |
| International Consolidated Airlines Group SA(2) | 140,926 | 288,187 | |
| Mapfre SA(1) | 63,000 | 145,287 | |
| Merlin Properties Socimi SA | 14,538 | 162,044 | |
| Naturgy Energy Group SA(1) | 5,676 | 123,367 | |
| Redeia Corp. SA(1) | 17,781 | 310,926 | |
| Telefonica SA(1) | 208,293 | 882,379 | |
| $20,016,914 | |||
| Sweden — 3.0% | |||
| AAK AB | 12,128 | $355,117 | |
| AddTech AB, Class B | 15,456 | 385,435 | |
| Alfa Laval AB | 14,396 | 630,424 | |
| Assa Abloy AB, Class B | 53,922 | 1,527,099 | |
| Atlas Copco AB, Class A | 211,722 | 3,975,343 | |
| Axfood AB | 5,804 | 152,137 | |
| Beijer Ref AB | 23,956 | 369,754 | |
| Boliden AB | 37,192 | 1,196,125 | |
| Castellum AB(2) | 19,997 | 244,042 | |
| Epiroc AB, Class A | 51,962 | 1,041,181 | |
| EQT AB | 16,376 | 480,101 | |
| Essity AB, Class B | 31,088 | 794,759 | |
| Fastighets AB Balder, Class B(2) | 31,663 | 217,356 | |
| Getinge AB, Class B | 10,883 | 184,858 | |
| H & M Hennes & Mauritz AB, Class B | 29,152 | 461,771 | |
| Hexagon AB, Class B | 104,300 | 1,181,847 | |
| Security | Shares | Value | |
| Sweden (continued) | |||
| Holmen AB, Class B | 6,436 | $ 253,239 | |
| Husqvarna AB, Class B | 19,098 | 152,722 | |
| Industrivarden AB, Class A | 12,183 | 415,002 | |
| Indutrade AB | 14,507 | 372,607 | |
| Investment AB Latour, Class B | 5,932 | 160,232 | |
| Investor AB, Class B | 85,591 | 2,345,455 | |
| L E Lundbergforetagen AB, Class B | 4,524 | 223,742 | |
| Lifco AB, Class B | 12,322 | 338,205 | |
| Nibe Industrier AB, Class B | 84,300 | 355,539 | |
| Saab AB, Class B | 20,088 | 482,611 | |
| Sagax AB, Class B | 10,955 | 280,734 | |
| Sandvik AB | 55,204 | 1,109,287 | |
| Skandinaviska Enskilda Banken AB, Class A | 73,889 | 1,092,424 | |
| Skanska AB, Class B | 17,772 | 320,613 | |
| SKF AB, Class B | 19,064 | 383,134 | |
| Spotify Technology SA(2) | 7,329 | 2,299,767 | |
| SSAB AB, Class A | 116,016 | 638,931 | |
| Svenska Cellulosa AB SCA, Class B | 37,124 | 546,346 | |
| Svenska Handelsbanken AB, Class A | 62,099 | 593,426 | |
| Sweco AB, Class B | 8,161 | 111,904 | |
| Swedbank AB, Class A | 48,033 | 989,396 | |
| Swedish Orphan Biovitrum AB(2) | 7,933 | 212,200 | |
| Tele2 AB, Class B | 26,729 | 269,813 | |
| Telia Co. AB | 108,966 | 292,147 | |
| Trelleborg AB, Class B | 12,703 | 494,352 | |
| Volvo AB, Class B | 93,072 | 2,391,431 | |
| $30,322,608 | |||
| Switzerland — 8.9% | |||
| ABB Ltd. | 87,090 | $4,829,219 | |
| Adecco Group AG | 9,536 | 316,356 | |
| Alcon, Inc. | 24,094 | 2,141,760 | |
| Avolta AG | 4,955 | 192,636 | |
| Bachem Holding AG | 1,448 | 132,314 | |
| Baloise Holding AG | 2,120 | 373,763 | |
| Banque Cantonale Vaudoise | 1,552 | 164,671 | |
| Barry Callebaut AG | 180 | 293,438 | |
| Belimo Holding AG | 579 | 290,413 | |
| BKW AG | 797 | 127,214 | |
| Chocoladefabriken Lindt & Spruengli AG PC | 111 | 1,296,570 | |
| Chubb Ltd. | 17,624 | 4,495,530 | |
| Cie Financiere Richemont SA, Class A | 23,148 | 3,617,638 | |
| Clariant AG | 7,779 | 122,547 | |
| Coca-Cola HBC AG | 11,049 | 376,044 | |
| DSM-Firmenich AG | 9,408 | 1,059,389 | |
| Emmi AG | 100 | 98,908 | |
| Flughafen Zurich AG | 1,193 | 264,082 | |
| Garmin Ltd. | 7,330 | 1,194,204 | |
| Geberit AG | 4,093 | 2,410,989 | |
| Georg Fischer AG | 3,626 | 242,562 | |
| Givaudan SA | 443 | 2,098,321 | |
7
Calvert
International Responsible Index
Fund
June 30, 2024
Schedule of Investments
(Unaudited) — continued
| Security | Shares | Value | |
| Switzerland (continued) | |||
| Helvetia Holding AG | 1,201 | $ 162,327 | |
| Holcim AG | 40,402 | 3,571,216 | |
| Julius Baer Group Ltd. | 8,751 | 489,462 | |
| Kuehne & Nagel International AG | 2,936 | 844,928 | |
| Logitech International SA | 7,800 | 750,678 | |
| Lonza Group AG | 3,535 | 1,924,471 | |
| Nestle SA | 136,404 | 13,923,338 | |
| Novartis AG | 95,171 | 10,133,011 | |
| On Holding AG, Class A(2) | 10,180 | 394,984 | |
| Partners Group Holding AG | 976 | 1,249,822 | |
| PSP Swiss Property AG | 1,851 | 237,613 | |
| Roche Holding AG | 35,234 | 9,761,887 | |
| Schindler Holding AG | 3,040 | 757,835 | |
| SFS Group AG | 841 | 111,621 | |
| SGS SA | 8,187 | 729,886 | |
| SIG Group AG | 13,847 | 254,450 | |
| Sika AG | 8,046 | 2,296,807 | |
| Sonova Holding AG | 2,244 | 691,302 | |
| Straumann Holding AG | 5,269 | 650,398 | |
| Swatch Group AG | 1,863 | 381,687 | |
| Swiss Life Holding AG | 1,304 | 957,048 | |
| Swiss Prime Site AG | 3,251 | 307,853 | |
| Swiss Re AG | 12,755 | 1,581,325 | |
| Swisscom AG | 1,188 | 668,031 | |
| TE Connectivity Ltd. | 16,175 | 2,433,205 | |
| Temenos AG | 2,695 | 185,716 | |
| UBS Group AG | 142,661 | 4,189,974 | |
| VAT Group AG(3) | 1,296 | 731,795 | |
| Zurich Insurance Group AG | 6,458 | 3,440,148 | |
| $89,951,386 | |||
| Taiwan — 6.0% | |||
| Accton Technology Corp. | 30,000 | $510,584 | |
| Advantech Co. Ltd. | 27,246 | 310,190 | |
| Airtac International Group | 8,000 | 242,819 | |
| Alchip Technologies Ltd. | 4,000 | 301,184 | |
| ASE Technology Holding Co. Ltd. | 182,904 | 947,499 | |
| Asia Vital Components Co. Ltd. | 17,000 | 398,073 | |
| Cathay Financial Holding Co. Ltd.(2) | 481,973 | 875,300 | |
| Chailease Holding Co. Ltd. | 70,824 | 334,288 | |
| Chang Hwa Commercial Bank Ltd. | 231,896 | 131,818 | |
| Cheng Shin Rubber Industry Co. Ltd. | 98,000 | 149,181 | |
| Chunghwa Telecom Co. Ltd.(2) | 198,055 | 767,441 | |
| CTBC Financial Holding Co. Ltd. | 994,000 | 1,159,087 | |
| Delta Electronics, Inc. | 100,319 | 1,196,555 | |
| E Ink Holdings, Inc. | 46,000 | 356,173 | |
| E.Sun Financial Holding Co. Ltd. | 617,822 | 543,916 | |
| Eva Airways Corp. | 198,000 | 232,419 | |
| Evergreen Marine Corp. Taiwan Ltd. | 66,200 | 393,687 | |
| Far EasTone Telecommunications Co. Ltd. | 78,073 | 202,438 | |
| First Financial Holding Co. Ltd. | 571,936 | 495,497 | |
| Security | Shares | Value | |
| Taiwan (continued) | |||
| Fubon Financial Holding Co. Ltd. | 435,227 | $ 1,062,907 | |
| Gigabyte Technology Co. Ltd. | 30,000 | 280,826 | |
| Global Unichip Corp. | 4,000 | 197,165 | |
| Globalwafers Co. Ltd. | 13,000 | 215,263 | |
| Hotai Motor Co. Ltd. | 15,320 | 293,626 | |
| Hua Nan Financial Holdings Co. Ltd. | 389,937 | 317,100 | |
| Inventec Corp. | 143,000 | 244,627 | |
| Lite-On Technology Corp. | 125,000 | 406,061 | |
| MediaTek, Inc. | 78,883 | 3,397,363 | |
| Mega Financial Holding Co. Ltd. | 534,018 | 664,741 | |
| Nanya Technology Corp.(2) | 53,000 | 113,696 | |
| Novatek Microelectronics Corp. | 28,000 | 522,194 | |
| President Chain Store Corp. | 29,828 | 251,399 | |
| Quanta Computer, Inc. | 148,398 | 1,418,632 | |
| Realtek Semiconductor Corp. | 26,000 | 436,312 | |
| Shanghai Commercial & Savings Bank Ltd. | 252,081 | 358,212 | |
| SinoPac Financial Holdings Co. Ltd. | 581,721 | 456,349 | |
| Taishin Financial Holding Co. Ltd. | 666,403 | 387,402 | |
| Taiwan Mobile Co. Ltd. | 90,748 | 299,261 | |
| Taiwan Semiconductor Manufacturing Co. Ltd. | 1,181,240 | 34,997,322 | |
| TCC Group Holdings | 960,000 | 1,011,798 | |
| Unimicron Technology Corp. | 62,000 | 343,023 | |
| Uni-President Enterprises Corp. | 310,000 | 776,878 | |
| United Microelectronics Corp.(2) | 660,000 | 1,141,493 | |
| Wan Hai Lines Ltd. | 99,270 | 271,398 | |
| Wiwynn Corp. | 5,000 | 404,937 | |
| Yageo Corp. | 19,326 | 434,103 | |
| Yang Ming Marine Transport Corp. | 122,000 | 280,710 | |
| Yuanta Financial Holding Co. Ltd. | 596,973 | 588,732 | |
| $61,121,679 | |||
| United Kingdom — 11.3% | |||
| 3i Group PLC | 55,985 | $2,157,710 | |
| Admiral Group PLC | 16,872 | 557,535 | |
| Anglo American PLC | 105,930 | 3,347,438 | |
| Antofagasta PLC | 46,769 | 1,242,934 | |
| Ashtead Group PLC | 29,745 | 1,983,208 | |
| Associated British Foods PLC | 21,710 | 677,870 | |
| AstraZeneca PLC | 79,162 | 12,320,216 | |
| Auto Trader Group PLC(3) | 51,638 | 519,745 | |
| Aviva PLC | 154,561 | 930,967 | |
| B&M European Value Retail SA | 48,687 | 268,216 | |
| BAE Systems PLC | 207,105 | 3,449,671 | |
| Barratt Developments PLC | 56,017 | 332,692 | |
| Beazley PLC | 33,360 | 297,956 | |
| Berkeley Group Holdings PLC | 6,369 | 367,998 | |
| BP PLC | 1,030,450 | 6,204,100 | |
| British Land Co. PLC | 52,144 | 271,035 | |
| BT Group PLC | 373,220 | 661,663 | |
| Bunzl PLC | 18,292 | 694,988 | |
| Centrica PLC | 305,679 | 521,028 | |
8
Calvert
International Responsible Index
Fund
June 30, 2024
Schedule of Investments
(Unaudited) — continued
| Security | Shares | Value | |
| United Kingdom (continued) | |||
| Coca-Cola Europacific Partners PLC | 14,848 | $ 1,081,974 | |
| Compass Group PLC | 119,157 | 3,246,230 | |
| ConvaTec Group PLC(3) | 109,730 | 325,099 | |
| Croda International PLC | 10,017 | 498,336 | |
| Diageo PLC | 146,750 | 4,607,066 | |
| Diploma PLC | 7,669 | 400,872 | |
| DS Smith PLC | 98,333 | 521,161 | |
| GSK PLC | 244,675 | 4,706,130 | |
| Haleon PLC | 406,514 | 1,653,990 | |
| Halma PLC | 26,048 | 887,860 | |
| Hargreaves Lansdown PLC | 17,001 | 242,340 | |
| Hikma Pharmaceuticals PLC | 8,655 | 206,214 | |
| Hiscox Ltd. | 17,115 | 248,427 | |
| Howden Joinery Group PLC | 34,711 | 383,901 | |
| HSBC Holdings PLC | 941,894 | 8,130,429 | |
| IMI PLC | 19,956 | 443,445 | |
| Informa PLC | 95,118 | 1,026,508 | |
| InterContinental Hotels Group PLC | 9,828 | 1,032,690 | |
| Intermediate Capital Group PLC | 17,068 | 468,077 | |
| Intertek Group PLC | 10,313 | 623,422 | |
| Investec PLC | 30,875 | 223,191 | |
| J Sainsbury PLC | 106,705 | 343,788 | |
| JD Sports Fashion PLC | 156,919 | 235,635 | |
| Kingfisher PLC | 100,207 | 314,216 | |
| Land Securities Group PLC | 43,388 | 339,015 | |
| Legal & General Group PLC | 355,309 | 1,017,451 | |
| Lloyds Banking Group PLC | 3,675,195 | 2,534,834 | |
| London Stock Exchange Group PLC | 24,980 | 2,962,086 | |
| LondonMetric Property PLC | 117,286 | 285,617 | |
| M&G PLC | 133,855 | 344,117 | |
| Marks & Spencer Group PLC | 102,570 | 370,866 | |
| Melrose Industries PLC | 89,177 | 621,068 | |
| Mondi PLC | 31,394 | 601,728 | |
| National Grid PLC | 288,519 | 3,221,642 | |
| Next PLC | 6,721 | 766,987 | |
| Pearson PLC | 37,587 | 469,355 | |
| Persimmon PLC | 18,827 | 319,481 | |
| Phoenix Group Holdings PLC | 45,305 | 298,240 | |
| Prudential PLC | 157,676 | 1,429,650 | |
| Reckitt Benckiser Group PLC | 39,340 | 2,128,262 | |
| RELX PLC | 121,191 | 5,552,830 | |
| Rentokil Initial PLC | 168,068 | 976,071 | |
| Rightmove PLC | 51,908 | 350,382 | |
| Sage Group PLC | 67,652 | 926,853 | |
| Schroders PLC | 52,561 | 240,547 | |
| Segro PLC | 78,039 | 882,943 | |
| Severn Trent PLC | 13,938 | 419,524 | |
| Smith & Nephew PLC | 59,034 | 731,567 | |
| Smiths Group PLC | 22,692 | 488,255 | |
| Spirax Group PLC | 5,247 | 562,371 | |
| SSE PLC | 64,905 | 1,465,787 | |
| Security | Shares | Value | |
| United Kingdom (continued) | |||
| Standard Chartered PLC | 118,321 | $ 1,068,374 | |
| Subsea 7 SA | 31,070 | 583,066 | |
| Taylor Wimpey PLC | 220,021 | 393,996 | |
| Tesco PLC | 497,092 | 1,920,150 | |
| Tritax Big Box REIT PLC | 144,496 | 282,519 | |
| Unilever PLC | 129,398 | 7,102,311 | |
| UNITE Group PLC | 25,913 | 292,332 | |
| United Utilities Group PLC | 39,725 | 493,488 | |
| Vistry Group PLC(2) | 20,077 | 299,377 | |
| Vodafone Group PLC | 1,475,977 | 1,306,001 | |
| Weir Group PLC | 16,294 | 407,506 | |
| Whitbread PLC | 12,863 | 482,742 | |
| Wise PLC, Class A(2) | 44,018 | 377,527 | |
| WPP PLC | 69,876 | 639,831 | |
| $114,614,720 | |||
| Total Common Stocks (identified cost $837,339,828) | $1,005,209,336 | ||
| Rights — 0.0% |
| Security | Shares | Value | |
| Italy — 0.0% | |||
| Amplifon SpA Exp. 7/9/24(2) | 8,729 | $ 0 | |
| Total Rights (identified cost $0) | $ 0 | ||
| Warrants — 0.0% |
| Security | Shares | Value | |
| Canada — 0.0% | |||
| Constellation Software, Inc., Exp. 3/31/40(1)(2) | 1,141 | $ 0 | |
| Total Warrants (identified cost $0) | $ 0 | ||
| Short-Term Investments — 2.0% |
| Affiliated Fund — 0.8% | |||
| Security | Shares | Value | |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 5.22%(6) | 8,365,343 | $ 8,365,343 | |
| Total Affiliated Fund (identified cost $8,365,343) | $ 8,365,343 | ||
9
Calvert
International Responsible Index
Fund
June 30, 2024
Schedule of Investments
(Unaudited) — continued
| Securities Lending Collateral — 1.2% | |||
| Security | Shares | Value | |
| State Street Navigator Securities Lending Government Money Market Portfolio, 5.33%(7) | 11,979,038 | $ 11,979,038 | |
| Total Securities Lending Collateral (identified cost $11,979,038) | $ 11,979,038 | ||
| Total Short-Term Investments (identified cost $20,344,381) | $ 20,344,381 | ||
| Total Investments — 101.5% (identified cost $857,684,209) | $1,025,553,717 | |
| Other Assets, Less Liabilities — (1.5)% | $ (14,939,138) | |
| Net Assets — 100.0% | $1,010,614,579 |
| 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) | All or a portion of this security was on loan at June 30, 2024. The aggregate market value of securities on loan at June 30, 2024 was $47,894,743 and the total market value of the collateral received by the Fund was $50,955,462, comprised of cash of $11,979,038 and U.S. government and/or agencies securities of $38,976,424. |
| (2) | Non-income producing security. |
| (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, 2024, the aggregate value of these securities is $11,842,130 or 1.2% of the Fund's net assets. |
| (4) | Represents an investment in an issuer that may be deemed to be an affiliate. |
| (5) | Securities are traded on separate exchanges for the same entity. |
| (6) | May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of June 30, 2024. |
| (7) | Represents investment of cash collateral received in connection with securities lending. |
At June 30, 2024, 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 | 21.8% |
| Information Technology | 17.0 |
| Industrials | 16.1 |
| Health Care | 11.1 |
| Consumer Discretionary | 9.7 |
| Consumer Staples | 7.5 |
| Materials | 6.1 |
| Communication Services | 4.5 |
| Utilities | 2.8 |
| Real Estate | 1.8 |
| Energy | 1.1 |
| Total | 99.5% |
| Abbreviations: | |
| ADR | – American Depositary Receipt |
| CDI | – CHESS Depositary Interest |
| PC | – Participation Certificate |
The Fund did not have any
open derivative instruments at June 30, 2024.
10
Calvert
International Responsible Index
Fund
June 30, 2024
Schedule of Investments
(Unaudited) — continued
Affiliated Investments
At June 30, 2024, the value of the
Fund’s investment in issuers and funds that may be deemed to be affiliated was $14,938,303, which represents 1.5% of the Fund’s net assets. Transactions in such investments by the Fund for the fiscal year
to date ended June 30, 2024 were as follows:
| Name | Value, beginning of period | Purchases | Sales proceeds | Net realized gain (loss) | Change in unrealized appreciation (depreciation) | Value, end of period | Dividend income | Shares, end of period |
| Common Stocks | ||||||||
| Mitsubishi UFJ Financial Group, Inc. | $4,473,142 | $ 963,387 | $ (228,753) | $24,612 | $1,340,572 | $ 6,572,960 | $ 68,474 | 609,057 |
| Short-Term Investments | ||||||||
| Liquidity Fund, Institutional Class(1) | 5,693,673 | 75,175,853 | (72,504,183) | — | — | 8,365,343 | 68,103 | 8,365,343 |
| Total | $24,612 | $1,340,572 | $14,938,303 | $136,577 | ||||
| (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, 2024, based on the inputs used to value them:
| Asset Description | Level 1 | Level 2 | Level 3 | Total |
| Common Stocks: | ||||
| Australia | $ — | $56,300,001 | $ — | $56,300,001 |
| Austria | — | 2,762,751 | — | 2,762,751 |
| Belgium | 397,508 | 6,870,036 | — | 7,267,544 |
| Canada | 94,064,430 | — | — | 94,064,430 |
| Denmark | — | 31,795,572 | — | 31,795,572 |
| Finland | — | 8,834,628 | — | 8,834,628 |
| France | — | 86,733,265 | — | 86,733,265 |
| Germany | 701,135 | 67,087,646 | — | 67,788,781 |
| Hong Kong | — | 13,404,887 | — | 13,404,887 |
| Ireland | 1,495,565 | 10,438,322 | — | 11,933,887 |
| Israel | 3,370,033 | 2,607,363 | — | 5,977,396 |
| Italy | — | 19,719,809 | — | 19,719,809 |
| Japan | — | 173,248,899 | — | 173,248,899 |
| Netherlands | 4,710,825 | 45,907,590 | — | 50,618,415 |
| New Zealand | — | 1,678,873 | — | 1,678,873 |
| Norway | — | 5,790,464 | — | 5,790,464 |
| Portugal | — | 1,248,843 | — | 1,248,843 |
| Singapore | 2,313,434 | 8,369,674 | — | 10,683,108 |
| South Korea | — | 39,330,476 | — | 39,330,476 |
| Spain | — | 20,016,914 | — | 20,016,914 |
11
Calvert
International Responsible Index
Fund
June 30, 2024
Schedule of Investments
(Unaudited) — continued
| Asset Description (continued) | Level 1 | Level 2 | Level 3 | Total |
| Sweden | $2,299,767 | $28,022,841 | $ — | $30,322,608 |
| Switzerland | 8,517,923 | 81,433,463 | — | 89,951,386 |
| Taiwan | — | 61,121,679 | — | 61,121,679 |
| United Kingdom | 1,081,974 | 113,532,746 | — | 114,614,720 |
| Total Common Stocks | $118,952,594 | $886,256,742(1) | $ — | $1,005,209,336 |
| Rights | $ — | $0 | $ — | $0 |
| Warrants | — | 0 | — | 0 |
| Short-Term Investments: | ||||
| Affiliated Fund | 8,365,343 | — | — | 8,365,343 |
| Securities Lending Collateral | 11,979,038 | — | — | 11,979,038 |
| Total Investments | $139,296,975 | $886,256,742 | $ — | $1,025,553,717 |
| (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 semi-annual or annual report to
shareholders.
12