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Calvert
VP S&P 500® Index Portfolio
September 30, 2021
Schedule of Investments (Unaudited)
Common Stocks — 97.4% |
Security | Shares | Value | |
Aerospace & Defense — 1.5% | |||
Boeing Co. (The)(1) | 7,420 | $ 1,631,955 | |
General Dynamics Corp. | 3,127 | 612,986 | |
Howmet Aerospace, Inc. | 5,401 | 168,511 | |
Huntington Ingalls Industries, Inc. | 562 | 108,500 | |
L3Harris Technologies, Inc. | 2,706 | 595,969 | |
Lockheed Martin Corp. | 3,341 | 1,152,979 | |
Northrop Grumman Corp. | 2,045 | 736,507 | |
Raytheon Technologies Corp. | 20,306 | 1,745,504 | |
Textron, Inc. | 3,141 | 219,273 | |
TransDigm Group, Inc.(1) | 705 | 440,322 | |
$7,412,506 | |||
Air Freight & Logistics — 0.6% | |||
C.H. Robinson Worldwide, Inc. | 1,852 | $161,124 | |
Expeditors International of Washington, Inc. | 2,344 | 279,241 | |
FedEx Corp. | 3,375 | 740,104 | |
United Parcel Service, Inc., Class B | 9,881 | 1,799,330 | |
$2,979,799 | |||
Airlines — 0.3% | |||
Alaska Air Group, Inc.(1) | 1,813 | $106,242 | |
American Airlines Group, Inc.(1) | 8,946 | 183,572 | |
Delta Air Lines, Inc.(1) | 8,832 | 376,332 | |
Southwest Airlines Co.(1) | 8,175 | 420,440 | |
United Airlines Holdings, Inc.(1) | 4,451 | 211,734 | |
$1,298,320 | |||
Auto Components — 0.1% | |||
Aptiv PLC(1) | 3,737 | $556,701 | |
BorgWarner, Inc. | 3,308 | 142,939 | |
$699,640 | |||
Automobiles — 2.0% | |||
Ford Motor Co.(1) | 54,082 | $765,801 | |
General Motors Co.(1) | 19,550 | 1,030,480 | |
Tesla, Inc.(1) | 11,006 | 8,534,933 | |
$10,331,214 | |||
Banks — 4.3% | |||
Bank of America Corp. | 100,322 | $4,258,669 | |
Citigroup, Inc. | 27,294 | 1,915,493 | |
Citizens Financial Group, Inc. | 5,818 | 273,330 | |
Comerica, Inc. | 1,907 | 153,513 | |
Fifth Third Bancorp | 9,617 | 408,145 |
Security | Shares | Value | |
Banks (continued) | |||
First Republic Bank | 2,404 | $ 463,684 | |
Huntington Bancshares, Inc. | 20,528 | 317,363 | |
JPMorgan Chase & Co. | 40,430 | 6,617,987 | |
KeyCorp | 13,258 | 286,638 | |
M&T Bank Corp. | 1,842 | 275,084 | |
People's United Financial, Inc. | 6,514 | 113,800 | |
PNC Financial Services Group, Inc. (The) | 5,723 | 1,119,648 | |
Regions Financial Corp. | 13,132 | 279,843 | |
SVB Financial Group(1) | 804 | 520,091 | |
Truist Financial Corp. | 17,976 | 1,054,292 | |
U.S. Bancorp | 18,169 | 1,079,965 | |
Wells Fargo & Co. | 55,704 | 2,585,223 | |
Zions Bancorp NA | 2,238 | 138,510 | |
$21,861,278 | |||
Beverages — 1.3% | |||
Brown-Forman Corp., Class B | 2,656 | $177,979 | |
Coca-Cola Co. (The) | 52,672 | 2,763,700 | |
Constellation Brands, Inc., Class A | 2,266 | 477,423 | |
Molson Coors Beverage Co., Class B | 2,573 | 119,336 | |
Monster Beverage Corp.(1) | 5,116 | 454,454 | |
PepsiCo, Inc. | 18,737 | 2,818,232 | |
$6,811,124 | |||
Biotechnology — 1.9% | |||
AbbVie, Inc. | 23,968 | $2,585,428 | |
Amgen, Inc. | 7,647 | 1,626,135 | |
Biogen, Inc.(1) | 2,057 | 582,111 | |
Gilead Sciences, Inc. | 16,885 | 1,179,417 | |
Incyte Corp.(1) | 2,708 | 186,256 | |
Moderna, Inc.(1) | 4,729 | 1,820,003 | |
Regeneron Pharmaceuticals, Inc.(1) | 1,430 | 865,407 | |
Vertex Pharmaceuticals, Inc.(1) | 3,494 | 633,777 | |
$9,478,534 | |||
Building Products — 0.5% | |||
A.O. Smith Corp. | 1,837 | $112,186 | |
Allegion PLC | 1,256 | 166,018 | |
Carrier Global Corp. | 11,685 | 604,816 | |
Fortune Brands Home & Security, Inc. | 1,933 | 172,849 | |
Johnson Controls International PLC | 9,591 | 652,955 | |
Masco Corp. | 3,559 | 197,702 | |
Trane Technologies PLC | 3,200 | 552,480 | |
$2,459,006 |
1
Calvert
VP S&P 500® Index Portfolio
September 30, 2021
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Capital Markets — 2.9% | |||
Ameriprise Financial, Inc. | 1,532 | $ 404,632 | |
Bank of New York Mellon Corp. (The) | 10,694 | 554,377 | |
BlackRock, Inc. | 1,938 | 1,625,323 | |
Cboe Global Markets, Inc. | 1,484 | 183,808 | |
Charles Schwab Corp. (The) | 20,216 | 1,472,534 | |
CME Group, Inc. | 4,836 | 935,186 | |
Franklin Resources, Inc. | 3,777 | 112,252 | |
Goldman Sachs Group, Inc. (The) | 4,540 | 1,716,256 | |
Intercontinental Exchange, Inc. | 7,584 | 870,795 | |
Invesco, Ltd. | 4,598 | 110,858 | |
MarketAxess Holdings, Inc. | 519 | 218,338 | |
Moody's Corp. | 2,182 | 774,850 | |
Morgan Stanley(2) | 19,657 | 1,912,823 | |
MSCI, Inc. | 1,110 | 675,257 | |
Nasdaq, Inc. | 1,596 | 308,060 | |
Northern Trust Corp. | 2,843 | 306,504 | |
Raymond James Financial, Inc. | 2,544 | 234,760 | |
S&P Global, Inc. | 3,245 | 1,378,768 | |
State Street Corp. | 4,956 | 419,872 | |
T. Rowe Price Group, Inc. | 3,056 | 601,115 | |
$14,816,368 | |||
Chemicals — 1.7% | |||
Air Products & Chemicals, Inc. | 2,981 | $763,464 | |
Albemarle Corp. | 1,594 | 349,038 | |
Celanese Corp. | 1,539 | 231,835 | |
CF Industries Holdings, Inc. | 2,962 | 165,339 | |
Corteva, Inc. | 9,887 | 416,045 | |
Dow, Inc. | 10,313 | 593,616 | |
DuPont de Nemours, Inc. | 7,269 | 494,219 | |
Eastman Chemical Co. | 1,880 | 189,391 | |
Ecolab, Inc. | 3,352 | 699,294 | |
FMC Corp. | 1,790 | 163,893 | |
International Flavors & Fragrances, Inc. | 3,442 | 460,264 | |
Linde PLC | 7,007 | 2,055,714 | |
LyondellBasell Industries NV, Class A | 3,561 | 334,200 | |
Mosaic Co. (The) | 4,721 | 168,634 | |
PPG Industries, Inc. | 3,279 | 468,930 | |
Sherwin-Williams Co. (The) | 3,270 | 914,717 | |
$8,468,593 | |||
Commercial Services & Supplies — 0.4% | |||
Cintas Corp. | 1,221 | $464,786 | |
Copart, Inc.(1) | 2,844 | 394,520 | |
Republic Services, Inc. | 2,876 | 345,292 | |
Rollins, Inc. | 3,334 | 117,790 |
Security | Shares | Value | |
Commercial Services & Supplies (continued) | |||
Waste Management, Inc. | 5,217 | $ 779,211 | |
$ 2,101,599 | |||
Communications Equipment — 0.8% | |||
Arista Networks, Inc.(1) | 751 | $ 258,074 | |
Cisco Systems, Inc. | 57,091 | 3,107,463 | |
F5 Networks, Inc.(1) | 853 | 169,559 | |
Juniper Networks, Inc. | 4,542 | 124,996 | |
Motorola Solutions, Inc. | 2,339 | 543,396 | |
$4,203,488 | |||
Construction & Engineering — 0.0%(3) | |||
Quanta Services, Inc. | 1,915 | $217,965 | |
$217,965 | |||
Construction Materials — 0.1% | |||
Martin Marietta Materials, Inc. | 852 | $291,111 | |
Vulcan Materials Co. | 1,812 | 306,518 | |
$597,629 | |||
Consumer Finance — 0.7% | |||
American Express Co. | 8,666 | $1,451,815 | |
Capital One Financial Corp. | 6,008 | 973,116 | |
Discover Financial Services | 4,033 | 495,454 | |
Synchrony Financial | 7,734 | 378,038 | |
$3,298,423 | |||
Containers & Packaging — 0.3% | |||
Amcor PLC | 21,062 | $244,109 | |
Avery Dennison Corp. | 1,149 | 238,084 | |
Ball Corp. | 4,538 | 408,284 | |
International Paper Co. | 5,351 | 299,228 | |
Packaging Corp. of America | 1,312 | 180,321 | |
Sealed Air Corp. | 2,076 | 113,744 | |
WestRock Co. | 3,635 | 181,132 | |
$1,664,902 | |||
Distributors — 0.1% | |||
Genuine Parts Co. | 1,998 | $242,218 | |
LKQ Corp.(1) | 3,862 | 194,336 | |
Pool Corp. | 557 | 241,966 | |
$678,520 | |||
Diversified Financial Services — 1.4% | |||
Berkshire Hathaway, Inc., Class B(1) | 25,158 | $6,866,625 | |
$6,866,625 |
2
Calvert
VP S&P 500® Index Portfolio
September 30, 2021
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Diversified Telecommunication Services — 1.1% | |||
AT&T, Inc. | 96,847 | $ 2,615,838 | |
Lumen Technologies, Inc. | 14,367 | 178,007 | |
Verizon Communications, Inc. | 56,103 | 3,030,123 | |
$ 5,823,968 | |||
Electric Utilities — 1.5% | |||
Alliant Energy Corp. | 3,417 | $ 191,284 | |
American Electric Power Co., Inc. | 6,873 | 557,950 | |
Duke Energy Corp. | 10,508 | 1,025,476 | |
Edison International | 5,183 | 287,501 | |
Entergy Corp. | 2,775 | 275,585 | |
Evergy, Inc. | 3,141 | 195,370 | |
Eversource Energy | 4,747 | 388,115 | |
Exelon Corp. | 13,168 | 636,541 | |
FirstEnergy Corp. | 7,518 | 267,791 | |
NextEra Energy, Inc. | 26,618 | 2,090,045 | |
NRG Energy, Inc. | 3,343 | 136,495 | |
Pinnacle West Capital Corp. | 1,540 | 111,434 | |
PPL Corp. | 10,511 | 293,047 | |
Southern Co. (The) | 14,259 | 883,630 | |
Xcel Energy, Inc. | 7,352 | 459,500 | |
$7,799,764 | |||
Electrical Equipment — 0.5% | |||
AMETEK, Inc. | 3,191 | $395,716 | |
Eaton Corp. PLC | 5,368 | 801,496 | |
Emerson Electric Co. | 8,050 | 758,310 | |
Generac Holdings, Inc.(1) | 870 | 355,543 | |
Rockwell Automation, Inc. | 1,608 | 472,816 | |
$2,783,881 | |||
Electronic Equipment, Instruments & Components — 0.7% | |||
Amphenol Corp., Class A | 8,056 | $589,941 | |
CDW Corp. | 1,915 | 348,568 | |
Corning, Inc. | 10,634 | 388,034 | |
IPG Photonics Corp.(1) | 547 | 86,645 | |
Keysight Technologies, Inc.(1) | 2,517 | 413,518 | |
TE Connectivity, Ltd. | 4,417 | 606,101 | |
Teledyne Technologies, Inc.(1) | 634 | 272,353 | |
Trimble, Inc.(1) | 3,428 | 281,953 | |
Zebra Technologies Corp., Class A(1) | 731 | 376,772 | |
$3,363,885 | |||
Energy Equipment & Services — 0.2% | |||
Baker Hughes Co. | 11,157 | $275,913 | |
Halliburton Co. | 12,154 | 262,769 |
Security | Shares | Value | |
Energy Equipment & Services (continued) | |||
Schlumberger NV | 19,351 | $ 573,564 | |
$ 1,112,246 | |||
Entertainment — 1.9% | |||
Activision Blizzard, Inc. | 10,473 | $ 810,505 | |
Electronic Arts, Inc. | 3,832 | 545,102 | |
Live Nation Entertainment, Inc.(1) | 1,774 | 161,665 | |
Netflix, Inc.(1) | 6,000 | 3,662,040 | |
Take-Two Interactive Software, Inc.(1) | 1,633 | 251,596 | |
Walt Disney Co. (The)(1) | 24,576 | 4,157,522 | |
$9,588,430 | |||
Equity Real Estate Investment Trusts (REITs) — 2.4% | |||
Alexandria Real Estate Equities, Inc. | 1,874 | $358,065 | |
American Tower Corp. | 6,129 | 1,626,698 | |
AvalonBay Communities, Inc. | 1,931 | 427,987 | |
Boston Properties, Inc. | 1,962 | 212,583 | |
Crown Castle International Corp. | 5,820 | 1,008,723 | |
Digital Realty Trust, Inc. | 3,847 | 555,699 | |
Duke Realty Corp. | 5,122 | 245,190 | |
Equinix, Inc. | 1,209 | 955,267 | |
Equity Residential | 4,589 | 371,342 | |
Essex Property Trust, Inc. | 899 | 287,446 | |
Extra Space Storage, Inc. | 1,880 | 315,821 | |
Federal Realty Investment Trust | 971 | 114,568 | |
Healthpeak Properties, Inc. | 7,455 | 249,593 | |
Host Hotels & Resorts, Inc.(1) | 10,149 | 165,733 | |
Iron Mountain, Inc.(4) | 3,944 | 171,367 | |
Kimco Realty Corp. | 8,523 | 176,852 | |
Mid-America Apartment Communities, Inc. | 1,564 | 292,077 | |
Prologis, Inc. | 9,955 | 1,248,656 | |
Public Storage | 2,105 | 625,396 | |
Realty Income Corp. | 5,107 | 331,240 | |
Regency Centers Corp. | 2,158 | 145,298 | |
SBA Communications Corp. | 1,513 | 500,153 | |
Simon Property Group, Inc. | 4,546 | 590,844 | |
UDR, Inc. | 3,758 | 199,099 | |
Ventas, Inc. | 5,125 | 282,951 | |
Vornado Realty Trust | 2,404 | 100,992 | |
Welltower, Inc. | 5,776 | 475,942 | |
Weyerhaeuser Co. | 10,235 | 364,059 | |
$12,399,641 | |||
Food & Staples Retailing — 1.3% | |||
Costco Wholesale Corp. | 5,993 | $2,692,955 | |
Kroger Co. (The) | 9,157 | 370,218 |
3
Calvert
VP S&P 500® Index Portfolio
September 30, 2021
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Food & Staples Retailing (continued) | |||
Sysco Corp. | 7,064 | $ 554,524 | |
Walgreens Boots Alliance, Inc. | 9,925 | 466,971 | |
Walmart, Inc. | 19,375 | 2,700,487 | |
$ 6,785,155 | |||
Food Products — 0.9% | |||
Archer-Daniels-Midland Co. | 7,728 | $ 463,757 | |
Campbell Soup Co. | 2,841 | 118,782 | |
Conagra Brands, Inc. | 6,762 | 229,029 | |
General Mills, Inc. | 8,165 | 488,430 | |
Hershey Co. (The) | 2,028 | 343,239 | |
Hormel Foods Corp. | 4,045 | 165,845 | |
JM Smucker Co. (The) | 1,517 | 182,086 | |
Kellogg Co. | 3,442 | 220,013 | |
Kraft Heinz Co. (The) | 8,856 | 326,078 | |
Lamb Weston Holdings, Inc. | 2,129 | 130,657 | |
McCormick & Co., Inc. | 3,402 | 275,664 | |
Mondelez International, Inc., Class A | 18,824 | 1,095,180 | |
Tyson Foods, Inc., Class A | 4,175 | 329,574 | |
$4,368,334 | |||
Gas Utilities — 0.0%(3) | |||
Atmos Energy Corp. | 1,785 | $157,437 | |
$157,437 | |||
Health Care Equipment & Supplies — 3.7% | |||
Abbott Laboratories | 24,024 | $2,837,955 | |
ABIOMED, Inc.(1) | 657 | 213,867 | |
Align Technology, Inc.(1) | 997 | 663,434 | |
Baxter International, Inc. | 6,732 | 541,455 | |
Becton, Dickinson and Co. | 3,867 | 950,586 | |
Boston Scientific Corp.(1) | 19,174 | 831,960 | |
Cooper Cos., Inc. (The) | 663 | 274,024 | |
Danaher Corp. | 8,616 | 2,623,055 | |
DENTSPLY SIRONA, Inc. | 3,032 | 176,008 | |
DexCom, Inc.(1) | 1,331 | 727,871 | |
Edwards Lifesciences Corp.(1) | 8,492 | 961,379 | |
Hologic, Inc.(1) | 3,500 | 258,335 | |
IDEXX Laboratories, Inc.(1) | 1,146 | 712,697 | |
Intuitive Surgical, Inc.(1) | 1,601 | 1,591,634 | |
Medtronic PLC | 18,233 | 2,285,506 | |
ResMed, Inc. | 1,988 | 523,937 | |
STERIS PLC | 1,356 | 277,004 | |
Stryker Corp. | 4,530 | 1,194,652 | |
Teleflex, Inc. | 638 | 240,239 | |
West Pharmaceutical Services, Inc. | 1,008 | 427,936 |
Security | Shares | Value | |
Health Care Equipment & Supplies (continued) | |||
Zimmer Biomet Holdings, Inc. | 2,877 | $ 421,078 | |
$ 18,734,612 | |||
Health Care Providers & Services — 2.5% | |||
AmerisourceBergen Corp. | 2,040 | $ 243,678 | |
Anthem, Inc. | 3,283 | 1,223,902 | |
Cardinal Health, Inc. | 3,964 | 196,059 | |
Centene Corp.(1) | 8,049 | 501,533 | |
Cigna Corp. | 4,580 | 916,733 | |
CVS Health Corp. | 17,770 | 1,507,962 | |
DaVita, Inc.(1) | 957 | 111,261 | |
HCA Healthcare, Inc. | 3,320 | 805,830 | |
Henry Schein, Inc.(1) | 1,922 | 146,380 | |
Humana, Inc. | 1,731 | 673,619 | |
Laboratory Corp. of America Holdings(1) | 1,334 | 375,441 | |
McKesson Corp. | 2,083 | 415,309 | |
Quest Diagnostics, Inc. | 1,645 | 239,035 | |
UnitedHealth Group, Inc. | 12,763 | 4,987,015 | |
Universal Health Services, Inc., Class B | 1,065 | 147,364 | |
$12,491,121 | |||
Health Care Technology — 0.1% | |||
Cerner Corp. | 4,116 | $290,260 | |
$290,260 | |||
Hotels, Restaurants & Leisure — 2.0% | |||
Booking Holdings, Inc.(1) | 553 | $1,312,750 | |
Caesars Entertainment, Inc.(1) | 2,882 | 323,591 | |
Carnival Corp.(1) | 10,821 | 270,633 | |
Chipotle Mexican Grill, Inc.(1) | 378 | 687,023 | |
Darden Restaurants, Inc. | 1,787 | 270,677 | |
Domino's Pizza, Inc. | 496 | 236,572 | |
Expedia Group, Inc.(1) | 1,930 | 316,327 | |
Hilton Worldwide Holdings, Inc.(1) | 3,842 | 507,567 | |
Las Vegas Sands Corp.(1) | 4,722 | 172,825 | |
Marriott International, Inc., Class A(1) | 3,682 | 545,267 | |
McDonald's Corp. | 10,132 | 2,442,927 | |
MGM Resorts International | 5,684 | 245,265 | |
Norwegian Cruise Line Holdings, Ltd.(1) | 5,240 | 139,960 | |
Penn National Gaming, Inc.(1) | 2,057 | 149,050 | |
Royal Caribbean Cruises, Ltd.(1) | 3,030 | 269,518 | |
Starbucks Corp. | 15,878 | 1,751,502 | |
Wynn Resorts, Ltd.(1)(4) | 1,413 | 119,752 | |
Yum! Brands, Inc. | 3,981 | 486,916 | |
$10,248,122 |
4
Calvert
VP S&P 500® Index Portfolio
September 30, 2021
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Household Durables — 0.4% | |||
D.R. Horton, Inc. | 4,389 | $ 368,544 | |
Garmin, Ltd. | 2,068 | 321,491 | |
Leggett & Platt, Inc. | 1,820 | 81,609 | |
Lennar Corp., Class A | 3,799 | 355,890 | |
Mohawk Industries, Inc.(1) | 816 | 144,759 | |
Newell Brands, Inc. | 5,171 | 114,486 | |
NVR, Inc.(1) | 45 | 215,734 | |
PulteGroup, Inc. | 3,613 | 165,909 | |
Whirlpool Corp. | 869 | 177,154 | |
$1,945,576 | |||
Household Products — 1.3% | |||
Church & Dwight Co., Inc. | 3,392 | $280,078 | |
Clorox Co. (The) | 1,699 | 281,371 | |
Colgate-Palmolive Co. | 11,556 | 873,403 | |
Kimberly-Clark Corp. | 4,535 | 600,615 | |
Procter & Gamble Co. (The) | 32,884 | 4,597,183 | |
$6,632,650 | |||
Independent Power and Renewable Electricity Producers — 0.0%(3) | |||
AES Corp. (The) | 9,101 | $207,776 | |
$207,776 | |||
Industrial Conglomerates — 1.1% | |||
3M Co. | 7,792 | $1,366,873 | |
General Electric Co. | 14,782 | 1,522,989 | |
Honeywell International, Inc. | 9,297 | 1,973,567 | |
Roper Technologies, Inc. | 1,452 | 647,781 | |
$5,511,210 | |||
Insurance — 1.9% | |||
Aflac, Inc. | 8,310 | $433,200 | |
Allstate Corp. (The) | 3,982 | 506,948 | |
American International Group, Inc. | 11,517 | 632,168 | |
Aon PLC, Class A | 3,040 | 868,741 | |
Arthur J. Gallagher & Co. | 2,798 | 415,923 | |
Assurant, Inc. | 863 | 136,138 | |
Brown & Brown, Inc. | 3,148 | 174,557 | |
Chubb, Ltd. | 5,908 | 1,024,920 | |
Cincinnati Financial Corp. | 2,075 | 237,006 | |
Everest Re Group, Ltd. | 548 | 137,427 | |
Globe Life, Inc. | 1,401 | 124,731 | |
Hartford Financial Services Group, Inc. (The) | 4,675 | 328,419 | |
Lincoln National Corp. | 2,497 | 171,669 | |
Loews Corp. | 2,737 | 147,606 | |
Marsh & McLennan Cos., Inc. | 6,823 | 1,033,207 |
Security | Shares | Value | |
Insurance (continued) | |||
MetLife, Inc. | 9,809 | $ 605,510 | |
Principal Financial Group, Inc. | 3,509 | 225,980 | |
Progressive Corp. (The) | 7,880 | 712,273 | |
Prudential Financial, Inc. | 5,209 | 547,987 | |
Travelers Cos., Inc. (The) | 3,360 | 510,754 | |
Willis Towers Watson PLC | 1,785 | 414,941 | |
WR Berkley Corp. | 1,914 | 140,066 | |
$ 9,530,171 | |||
Interactive Media & Services — 6.5% | |||
Alphabet, Inc., Class A(1) | 4,083 | $10,915,982 | |
Alphabet, Inc., Class C(1) | 3,822 | 10,186,815 | |
Facebook, Inc., Class A(1) | 32,317 | 10,968,066 | |
Match Group, Inc.(1) | 3,728 | 585,259 | |
Twitter, Inc.(1) | 10,746 | 648,951 | |
$33,305,073 | |||
Internet & Direct Marketing Retail — 4.0% | |||
Amazon.com, Inc.(1) | 5,911 | $19,417,871 | |
eBay, Inc. | 8,946 | 623,268 | |
Etsy, Inc.(1) | 1,736 | 361,019 | |
$20,402,158 | |||
IT Services — 4.8% | |||
Accenture PLC, Class A | 8,600 | $2,751,312 | |
Akamai Technologies, Inc.(1) | 2,259 | 236,269 | |
Automatic Data Processing, Inc. | 5,697 | 1,138,944 | |
Broadridge Financial Solutions, Inc. | 1,586 | 264,291 | |
Cognizant Technology Solutions Corp., Class A | 7,078 | 525,258 | |
DXC Technology Co.(1) | 3,481 | 116,996 | |
Fidelity National Information Services, Inc. | 8,318 | 1,012,134 | |
Fiserv, Inc.(1) | 8,136 | 882,756 | |
FleetCor Technologies, Inc.(1) | 1,139 | 297,587 | |
Gartner, Inc.(1) | 1,126 | 342,169 | |
Global Payments, Inc. | 3,956 | 623,387 | |
International Business Machines Corp. | 12,070 | 1,676,885 | |
Jack Henry & Associates, Inc. | 1,053 | 172,755 | |
Mastercard, Inc., Class A | 11,802 | 4,103,319 | |
Paychex, Inc. | 4,442 | 499,503 | |
PayPal Holdings, Inc.(1) | 15,919 | 4,142,283 | |
VeriSign, Inc.(1) | 1,354 | 277,584 | |
Visa, Inc., Class A | 22,827 | 5,084,714 | |
Western Union Co. (The) | 5,687 | 114,991 | |
$24,263,137 |
5
Calvert
VP S&P 500® Index Portfolio
September 30, 2021
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Leisure Products — 0.0%(3) | |||
Hasbro, Inc. | 1,748 | $ 155,957 | |
$ 155,957 | |||
Life Sciences Tools & Services — 1.3% | |||
Agilent Technologies, Inc. | 4,086 | $ 643,668 | |
Bio-Rad Laboratories, Inc., Class A(1) | 289 | 215,579 | |
Bio-Techne Corp. | 530 | 256,822 | |
Charles River Laboratories International, Inc.(1) | 700 | 288,869 | |
Illumina, Inc.(1) | 1,976 | 801,485 | |
IQVIA Holdings, Inc.(1) | 2,580 | 618,013 | |
Mettler-Toledo International, Inc.(1) | 311 | 428,359 | |
PerkinElmer, Inc. | 1,531 | 265,307 | |
Thermo Fisher Scientific, Inc. | 5,333 | 3,046,903 | |
Waters Corp.(1) | 826 | 295,130 | |
$6,860,135 | |||
Machinery — 1.5% | |||
Caterpillar, Inc. | 7,373 | $1,415,395 | |
Cummins, Inc. | 1,934 | 434,299 | |
Deere & Co. | 3,823 | 1,280,973 | |
Dover Corp. | 1,988 | 309,134 | |
Fortive Corp. | 4,864 | 343,252 | |
IDEX Corp. | 1,050 | 217,297 | |
Illinois Tool Works, Inc. | 3,860 | 797,592 | |
Ingersoll Rand, Inc.(1) | 5,456 | 275,037 | |
Otis Worldwide Corp. | 5,642 | 464,224 | |
PACCAR, Inc. | 4,801 | 378,895 | |
Parker-Hannifin Corp. | 1,786 | 499,401 | |
Pentair PLC | 2,420 | 175,765 | |
Snap-on, Inc. | 750 | 156,713 | |
Stanley Black & Decker, Inc. | 2,275 | 398,830 | |
Westinghouse Air Brake Technologies Corp. | 2,457 | 211,818 | |
Xylem, Inc. | 2,496 | 308,705 | |
$7,667,330 | |||
Media — 1.2% | |||
Charter Communications, Inc., Class A(1) | 1,708 | $1,242,673 | |
Comcast Corp., Class A | 62,071 | 3,471,631 | |
Discovery, Inc., Class A(1) | 2,457 | 62,359 | |
Discovery, Inc., Class C(1) | 4,009 | 97,298 | |
DISH Network Corp., Class A(1) | 3,394 | 147,503 | |
Fox Corp., Class A | 4,627 | 185,589 | |
Fox Corp., Class B | 2,402 | 89,162 | |
Interpublic Group of Cos., Inc. (The) | 5,374 | 197,065 | |
News Corp., Class A | 5,344 | 125,744 | |
News Corp., Class B | 2,023 | 46,994 |
Security | Shares | Value | |
Media (continued) | |||
Omnicom Group, Inc. | 3,092 | $ 224,046 | |
ViacomCBS, Inc., Class B | 8,174 | 322,955 | |
$ 6,213,019 | |||
Metals & Mining — 0.3% | |||
Freeport-McMoRan, Inc. | 20,185 | $ 656,618 | |
Newmont Corp. | 10,762 | 584,377 | |
Nucor Corp. | 3,955 | 389,528 | |
$ 1,630,523 | |||
Multiline Retail — 0.5% | |||
Dollar General Corp. | 3,227 | $684,576 | |
Dollar Tree, Inc.(1) | 3,169 | 303,336 | |
Target Corp. | 6,662 | 1,524,066 | |
$2,511,978 | |||
Multi-Utilities — 0.7% | |||
Ameren Corp. | 3,597 | $291,357 | |
CenterPoint Energy, Inc. | 7,634 | 187,796 | |
CMS Energy Corp. | 4,166 | 248,835 | |
Consolidated Edison, Inc. | 4,683 | 339,939 | |
Dominion Energy, Inc. | 10,888 | 795,042 | |
DTE Energy Co. | 2,646 | 295,585 | |
NiSource, Inc. | 5,358 | 129,824 | |
Public Service Enterprise Group, Inc. | 6,990 | 425,691 | |
Sempra Energy | 4,387 | 554,956 | |
WEC Energy Group, Inc. | 4,365 | 384,993 | |
$3,654,018 | |||
Oil, Gas & Consumable Fuels — 2.5% | |||
APA Corp. | 5,270 | $112,936 | |
Cabot Oil & Gas Corp. | 5,460 | 118,810 | |
Chevron Corp. | 26,043 | 2,642,062 | |
ConocoPhillips | 18,033 | 1,222,096 | |
Devon Energy Corp. | 8,137 | 288,945 | |
Diamondback Energy, Inc. | 2,420 | 229,101 | |
EOG Resources, Inc. | 8,076 | 648,261 | |
Exxon Mobil Corp. | 57,367 | 3,374,327 | |
Hess Corp. | 3,781 | 295,334 | |
Kinder Morgan, Inc. | 26,943 | 450,756 | |
Marathon Oil Corp. | 10,767 | 147,185 | |
Marathon Petroleum Corp. | 8,594 | 531,195 | |
Occidental Petroleum Corp. | 11,898 | 351,943 | |
ONEOK, Inc. | 6,158 | 357,103 | |
Phillips 66 | 6,045 | 423,331 | |
Pioneer Natural Resources Co. | 3,055 | 508,688 |
6
Calvert
VP S&P 500® Index Portfolio
September 30, 2021
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Oil, Gas & Consumable Fuels (continued) | |||
Valero Energy Corp. | 5,654 | $ 399,003 | |
Williams Cos., Inc. (The) | 16,798 | 435,740 | |
$ 12,536,816 | |||
Personal Products — 0.2% | |||
Estee Lauder Cos., Inc. (The), Class A | 3,168 | $ 950,178 | |
$ 950,178 | |||
Pharmaceuticals — 3.5% | |||
Bristol-Myers Squibb Co. | 29,924 | $ 1,770,603 | |
Catalent, Inc.(1) | 2,327 | 309,654 | |
Eli Lilly & Co. | 10,769 | 2,488,177 | |
Johnson & Johnson | 35,631 | 5,754,407 | |
Merck & Co., Inc. | 34,089 | 2,560,425 | |
Organon & Co. | 3,526 | 115,618 | |
Pfizer, Inc. | 75,973 | 3,267,599 | |
Viatris, Inc. | 16,511 | 223,724 | |
Zoetis, Inc. | 6,382 | 1,239,001 | |
$17,729,208 | |||
Professional Services — 0.4% | |||
Equifax, Inc. | 1,663 | $421,438 | |
IHS Markit, Ltd. | 5,368 | 626,016 | |
Jacobs Engineering Group, Inc. | 1,800 | 238,554 | |
Leidos Holdings, Inc. | 1,946 | 187,069 | |
Nielsen Holdings PLC | 4,897 | 93,973 | |
Robert Half International, Inc. | 1,669 | 167,451 | |
Verisk Analytics, Inc. | 2,253 | 451,208 | |
$2,185,709 | |||
Real Estate Management & Development — 0.1% | |||
CBRE Group, Inc., Class A(1) | 4,644 | $452,140 | |
$452,140 | |||
Road & Rail — 0.9% | |||
CSX Corp. | 30,360 | $902,906 | |
J.B. Hunt Transport Services, Inc. | 1,201 | 200,831 | |
Kansas City Southern | 1,267 | 342,901 | |
Norfolk Southern Corp. | 3,326 | 795,746 | |
Old Dominion Freight Line, Inc. | 1,299 | 371,488 | |
Union Pacific Corp. | 8,782 | 1,721,360 | |
$4,335,232 | |||
Semiconductors & Semiconductor Equipment — 5.4% | |||
Advanced Micro Devices, Inc.(1) | 16,335 | $1,680,871 | |
Analog Devices, Inc. | 7,244 | 1,213,225 |
Security | Shares | Value | |
Semiconductors & Semiconductor Equipment (continued) | |||
Applied Materials, Inc. | 12,308 | $ 1,584,409 | |
Broadcom, Inc. | 5,563 | 2,697,666 | |
Enphase Energy, Inc.(1) | 1,860 | 278,944 | |
Intel Corp. | 54,974 | 2,929,015 | |
KLA Corp. | 2,057 | 688,087 | |
Lam Research Corp. | 1,919 | 1,092,199 | |
Microchip Technology, Inc. | 3,696 | 567,299 | |
Micron Technology, Inc. | 15,160 | 1,076,057 | |
Monolithic Power Systems, Inc. | 581 | 281,599 | |
NVIDIA Corp. | 33,799 | 7,001,801 | |
NXP Semiconductors NV | 3,570 | 699,256 | |
Qorvo, Inc.(1) | 1,538 | 257,138 | |
QUALCOMM, Inc. | 15,190 | 1,959,206 | |
Skyworks Solutions, Inc. | 2,282 | 376,028 | |
Teradyne, Inc. | 2,357 | 257,314 | |
Texas Instruments, Inc. | 12,526 | 2,407,622 | |
Xilinx, Inc. | 3,401 | 513,517 | |
$27,561,253 | |||
Software — 9.0% | |||
Adobe, Inc.(1) | 6,456 | $3,716,848 | |
ANSYS, Inc.(1) | 1,191 | 405,476 | |
Autodesk, Inc.(1) | 2,963 | 844,959 | |
Cadence Design Systems, Inc.(1) | 3,727 | 564,417 | |
Ceridian HCM Holding, Inc.(1) | 1,816 | 204,518 | |
Citrix Systems, Inc. | 1,702 | 182,744 | |
Fortinet, Inc.(1) | 1,852 | 540,858 | |
Intuit, Inc. | 3,680 | 1,985,397 | |
Microsoft Corp. | 101,960 | 28,744,563 | |
NortonLifeLock, Inc. | 7,922 | 200,427 | |
Oracle Corp. | 22,183 | 1,932,805 | |
Paycom Software, Inc.(1) | 671 | 332,648 | |
PTC, Inc.(1) | 1,470 | 176,091 | |
salesforce.com, inc.(1) | 13,168 | 3,571,425 | |
ServiceNow, Inc.(1) | 2,668 | 1,660,216 | |
Synopsys, Inc.(1) | 2,055 | 615,288 | |
Tyler Technologies, Inc.(1) | 550 | 252,257 | |
$45,930,937 | |||
Specialty Retail — 2.2% | |||
Advance Auto Parts, Inc. | 894 | $186,748 | |
AutoZone, Inc.(1) | 295 | 500,907 | |
Bath & Body Works, Inc. | 3,633 | 228,988 | |
Best Buy Co., Inc. | 3,045 | 321,887 | |
CarMax, Inc.(1) | 2,249 | 287,782 | |
Gap, Inc. (The) | 3,143 | 71,346 |
7
Calvert
VP S&P 500® Index Portfolio
September 30, 2021
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Specialty Retail (continued) | |||
Home Depot, Inc. (The) | 14,403 | $ 4,727,929 | |
Lowe's Cos., Inc. | 9,519 | 1,931,024 | |
O'Reilly Automotive, Inc.(1) | 929 | 567,675 | |
Ross Stores, Inc. | 4,927 | 536,304 | |
TJX Cos., Inc. (The) | 16,247 | 1,071,977 | |
Tractor Supply Co. | 1,574 | 318,908 | |
Ulta Beauty, Inc.(1) | 748 | 269,968 | |
$ 11,021,443 | |||
Technology Hardware, Storage & Peripherals — 6.2% | |||
Apple, Inc. | 213,110 | $30,155,065 | |
Hewlett Packard Enterprise Co. | 18,725 | 266,831 | |
HP, Inc. | 16,410 | 448,977 | |
NetApp, Inc. | 3,171 | 284,629 | |
Seagate Technology Holdings PLC | 2,780 | 229,406 | |
Western Digital Corp.(1) | 4,186 | 236,258 | |
$31,621,166 | |||
Textiles, Apparel & Luxury Goods — 0.7% | |||
Hanesbrands, Inc. | 5,429 | $93,162 | |
NIKE, Inc., Class B | 17,327 | 2,516,400 | |
PVH Corp.(1) | 1,085 | 111,527 | |
Ralph Lauren Corp. | 671 | 74,508 | |
Tapestry, Inc. | 3,845 | 142,342 | |
Under Armour, Inc., Class A(1) | 2,891 | 58,340 | |
Under Armour, Inc., Class C(1) | 2,684 | 47,024 | |
VF Corp. | 4,393 | 294,287 | |
$3,337,590 | |||
Tobacco — 0.6% | |||
Altria Group, Inc. | 24,834 | $1,130,444 | |
Philip Morris International, Inc. | 21,148 | 2,004,619 | |
$3,135,063 | |||
Trading Companies & Distributors — 0.2% | |||
Fastenal Co. | 7,949 | $410,248 | |
United Rentals, Inc.(1) | 1,024 | 359,352 | |
W.W. Grainger, Inc. | 609 | 239,374 | |
$1,008,974 | |||
Water Utilities — 0.1% | |||
American Water Works Co., Inc. | 2,479 | $419,050 | |
$419,050 |
Security | Shares | Value | |
Wireless Telecommunication Services — 0.2% | |||
T-Mobile US, Inc.(1) | 7,899 | $ 1,009,176 | |
$ 1,009,176 | |||
Total Common Stocks (identified cost $163,172,117) | $495,917,035 |
Exchange-Traded Funds — 1.0% |
Security | Shares | Value | |
Equity Funds — 1.0% | |||
SPDR S&P 500 ETF Trust | 12,000 | $ 5,149,680 | |
Total Exchange-Traded Funds (identified cost $4,653,580) | $ 5,149,680 |
Short-Term Investments — 1.7% | |||
Affiliated Fund — 1.5% | |||
Description | Units | Value | |
Calvert Cash Reserves Fund, LLC, 0.04%(5) | 7,725,696 | $ 7,726,469 | |
Total Affiliated Fund (identified cost $7,725,712) | $ 7,726,469 | ||
U.S. Treasury Obligations — 0.2% | |||
Security | Principal Amount (000's omitted) | Value | |
U.S. Treasury Bill, 0.00%, 2/24/22(6) | $ | 1,000 | $ 999,817 |
Total U.S. Treasury Obligations (identified cost $999,726) | $ 999,817 | ||
Total Short-Term Investments (identified cost $8,725,438) | $ 8,726,286 | ||
Total Investments — 100.1% (identified cost $176,551,135) | $509,793,001 | ||
Other Assets, Less Liabilities — (0.1)% | $ (270,788) | ||
Net Assets — 100.0% | $509,522,213 |
The percentage shown for each investment category in the Schedule of Investments is based on net assets. | |
(1) | Non-income producing security. |
(2) | Represents an investment in an issuer that may be deemed to be an affiliate effective March 1, 2021. |
(3) | Amount is less than 0.05%. |
8
Calvert
VP S&P 500® Index Portfolio
September 30, 2021
Schedule of Investments
(Unaudited) — continued
(4) | All or a portion of this security was on loan at September 30, 2021. The aggregate market value of securities on loan at September 30, 2021 was $288,109 and the total market value of the collateral received by the Fund was $296,039, comprised of U.S. government and/or agencies securities. |
(5) | Affiliated investment company, available to Calvert portfolios and funds, which invests in high quality, U.S. dollar denominated money market instruments. The rate shown is the annualized seven-day yield as of September 30, 2021. |
(6) | Security (or a portion thereof) has been pledged to cover margin requirements on open futures contracts. |
Futures Contracts
Description | Number of Contracts | Position | Expiration Date | Notional Amount | Value/ Unrealized Appreciation (Depreciation) |
Equity Futures | |||||
E-mini S&P 500 Index | 41 | Long | 12/17/21 | $8,810,388 | $(257,378) |
$(257,378) |
At September 30, 2021, the Fund had
sufficient cash and/or securities to cover commitments under open derivative contracts.
During the fiscal year to date ended
September 30, 2021, the Fund used futures contracts to provide equity market exposure for uncommitted cash balances.
At September 30, 2021, the value of
the Fund’s investment in affiliated issuers and funds was $9,639,292, which represents 1.9% of the Fund’s net assets. Transactions in affiliated issuers and funds by the Fund for the fiscal year to date
ended September 30, 2021 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/Units, end of period |
Common Stocks | ||||||||
Morgan Stanley(1) | $ — | $ 19,755 | $ (177,661) | $52,555 | $373,925 | $1,912,823 | $21,502 | 19,657 |
Short-Term Investments | ||||||||
Calvert Cash Reserves Fund, LLC | 11,649,985 | 45,323,236 | (49,246,316) | (1,193) | 757 | 7,726,469 | 4,120 | 7,725,696 |
Totals | $51,362 | $374,682 | $9,639,292 | $25,622 |
(1) | Affiliated issuer as of March 1, 2021. |
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
VP S&P 500® Index Portfolio
September 30, 2021
Schedule of Investments
(Unaudited) — continued
The following table summarizes the
market value of the Fund's holdings as of September 30, 2021, based on the inputs used to value them:
Asset Description | Level 1 | Level 2 | Level 3 | Total |
Common Stocks | $495,917,035(1) | $ — | $ — | $495,917,035 |
Exchange-Traded Funds | 5,149,680 | — | — | 5,149,680 |
Short-Term Investments: | ||||
Affiliated Fund | — | 7,726,469 | — | 7,726,469 |
U.S. Treasury Obligations | — | 999,817 | — | 999,817 |
Total Investments | $501,066,715 | $8,726,286 | $ — | $509,793,001 |
Liability Description | ||||
Futures Contracts | $(257,378) | $ — | $ — | $(257,378) |
Total | $(257,378) | $ — | $ — | $(257,378) |
(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